JPMorgan Chase & Co. (JPM) 10-Q 4 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	6 Months Ended
	Jun. 30, 2014
Document and Entity Information	'
Entity Registrant Name	'JPMORGAN CHASE & CO
Entity Central Index Key	'0000019617
Document Type	'10-Q
Document Period End Date	30-Jun-14
Amendment Flag	'false
Document Fiscal Year Focus	'2014
Document Fiscal Period Focus	'Q2
Current Fiscal Year End Date	'--12-31
Entity Well-known Seasoned Issuer	'Yes
Entity Voluntary Filers	'No
Entity Current Reporting Status	'Yes
Entity Filer Category	'Large Accelerated Filer
Entity Common Stock, Shares Outstanding	3,761,280,910

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended				6 Months Ended
Share data in Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Revenue	'		'		'		'
Investment banking fees	$1,751,000,000		$1,717,000,000		$3,171,000,000		$3,162,000,000
Principal transactions	2,908,000,000		3,760,000,000		6,230,000,000		7,521,000,000
Lending- and deposit-related fees	1,463,000,000		1,489,000,000		2,868,000,000		2,957,000,000
Asset management, administration and commissions	4,007,000,000		3,865,000,000		7,843,000,000		7,464,000,000
Securities gains	12,000,000	[1]	124,000,000	[1]	42,000,000	[1]	633,000,000	[1]
Mortgage fees and related income	1,291,000,000		1,823,000,000		1,805,000,000		3,275,000,000
Credit card income	1,549,000,000		1,503,000,000		2,957,000,000		2,922,000,000
Other income	675,000,000		226,000,000		1,066,000,000		762,000,000
Noninterest revenue	13,656,000,000		14,507,000,000		25,982,000,000		28,696,000,000
Interest income	12,861,000,000		13,072,000,000		25,654,000,000		26,437,000,000
Interest expense	2,063,000,000		2,368,000,000		4,189,000,000		4,800,000,000
Net interest income	10,798,000,000		10,704,000,000		21,465,000,000		21,637,000,000
Total net revenue	24,454,000,000		25,211,000,000		47,447,000,000		50,333,000,000
Provision for credit losses	692,000,000		47,000,000		1,542,000,000		664,000,000
Noninterest expense	'		'		'		'
Compensation expense	7,610,000,000		8,019,000,000		15,469,000,000		16,433,000,000
Occupancy expense	973,000,000		904,000,000		1,925,000,000		1,805,000,000
Technology, communications and equipment expense	1,433,000,000		1,361,000,000		2,844,000,000		2,693,000,000
Professional and outside services	1,932,000,000		1,901,000,000		3,718,000,000		3,635,000,000
Marketing	650,000,000		578,000,000		1,214,000,000		1,167,000,000
Other expense	2,701,000,000		2,951,000,000		4,634,000,000		5,252,000,000
Amortization of intangibles	132,000,000		152,000,000		263,000,000		304,000,000
Total noninterest expense	15,431,000,000		15,866,000,000		30,067,000,000		31,289,000,000
Income/(loss) before income tax expense/(benefit)	8,331,000,000		9,298,000,000		15,838,000,000		18,380,000,000
Income tax expense	2,346,000,000		2,802,000,000		4,579,000,000		5,355,000,000
Net income	5,985,000,000		6,496,000,000		11,259,000,000		13,025,000,000
Net income applicable to common stockholders	5,573,000,000		6,101,000,000		10,470,000,000		12,232,000,000
Net income per common share data	'		'		'		'
Basic earnings per share (in dollars per share)	$1.47		$1.61		$2.77		$3.22
Diluted earnings per share (in dollars per share)	$1.46		$1.60		$2.74		$3.19
Weighted-average basic shares (in shares)	3,780.60		3,782.40		3,783.90		3,800.30
Weighted-average diluted shares (in shares)	3,812.50		3,814.30		3,818.10		3,830.60
Cash dividends declared per common share (in dollars per share)	$0.40		$0.38		$0.78		$0.68
Intent to sell	'		'		'		'
Other-than-temporary impairment losses included in securities gains	'		'		'		'
OTTI losses recognized in income	$0		$6,000,000		$2,000,000		$6,000,000
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses related to securities the Firm intends to sell of $2 million for the six months ended June 30, 2014; the Firm did not recognize OTTI losses for the three months ended June 30, 2014. The Firm recognized OTTI losses of $6 million for the three and six months ended June 30, 2013.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$5,985	$6,496	$11,259	$13,025
Other comprehensive income/(loss), after-tax	'	'	'	'
Unrealized gains/(losses) on investment securities	1,075	-3,091	2,069	-3,731
Translation adjustments, net of hedges	12	-38	10	-51
Cash flow hedges	68	-290	127	-352
Defined benefit pension and OPEB plans	7	64	33	168
Total other comprehensive income/(loss), after-tax	1,162	-3,355	2,239	-3,966
Comprehensive income	$7,147	$3,141	$13,498	$9,059

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'		'
Cash and due from banks	$27,523		$39,771
Deposits with banks	393,909		316,051
Federal funds sold and securities purchased under resale agreements (included $27,837 and $25,135 at fair value)	248,149		248,116
Securities borrowed (included $2,134 and $3,739 at fair value)	113,967		111,465
Trading assets (included assets pledged of $128,995 and $106,299)	392,543		374,664
Securities (included $314,069 and $329,977 at fair value and assets pledged of $33,449 and $23,446)	361,918		354,003
Loans (included $4,303 and $2,011 at fair value)	746,983		738,418
Allowance for loan losses	-15,326		-16,264
Loans, net of allowance for loan losses	731,657		722,154
Accrued interest and accounts receivable	77,096		65,160
Premises and equipment	15,216		14,891
Goodwill	48,110		48,081
Mortgage servicing rights	8,347		9,614
Other intangible assets	1,339		1,618
Other assets (included $12,893 and $15,187 at fair value and assets pledged of $386 and $2,066)	100,562		110,101
Total assets	2,520,336	[1]	2,415,689	[1]
Liabilities	'		'
Deposits (included $7,922 and $6,624 at fair value)	1,319,751		1,287,765
Federal funds purchased and securities loaned or sold under repurchase agreements (included $2,630 and $5,426 at fair value)	216,561		181,163
Commercial paper	63,804		57,848
Other borrowed funds (included $15,403 and $13,306 at fair value)	34,713		27,994
Trading liabilities	138,656		137,744
Accounts payable and other liabilities (included $45 and $25 at fair value)	203,885		194,491
Beneficial interests issued by consolidated variable interest entities (included $2,094 and $1,996 at fair value)	45,723		49,617
Long-term debt (included $31,142 and $28,878 at fair value)	269,929		267,889
Total liabilities	2,293,022	[1]	2,204,511	[1]
Stockholders’ equity	'		'
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 1,846,250 and 1,115,750 shares)	18,463		11,158
Common stock ($1 par value; authorized 9,000,000,000 shares; issued 4,104,933,895 shares)	4,105		4,105
Capital surplus	92,879		93,828
Retained earnings	123,497		115,756
Accumulated other comprehensive income/(loss)	3,438		1,199
Shares held in RSU Trust, at cost (472,953 and 476,642 shares)	-21		-21
Treasury stock, at cost (343,652,985 and 348,825,583 shares)	-15,047		-14,847
Total stockholders’ equity	227,314		211,178
Total liabilities and stockholders’ equity	2,520,336		2,415,689
Assets and liabilities related to VIEs that are consolidated by the Firm	'		'
Assets	'		'
Trading assets (included assets pledged of $128,995 and $106,299)	6,006		6,366
Loans (included $4,303 and $2,011 at fair value)	64,598		70,072
Other assets (included $12,893 and $15,187 at fair value and assets pledged of $386 and $2,066)	2,048		2,168
Total assets	72,652		78,606
Liabilities	'		'
Beneficial interests issued by consolidated variable interest entities (included $2,094 and $1,996 at fair value)	45,723		49,617
Other liabilities	1,027		1,061
Total liabilities	$46,750		$50,678
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2014, and December 31, 2013. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2014 Dec 31, 2013Assets Trading assets$6,006 $6,366Loans64,598 70,072All other assets2,048 2,168Total assets$72,652 $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$45,723 $49,617All other liabilities1,027 1,061Total liabilities$46,750 $50,678The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2014, and December 31, 2013, the Firm provided limited program-wide credit enhancement of $2.6 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Assets	'	'
Available-for-sale securities	$314,069,000,000	$329,977,000,000
Liabilities	'	'
Other borrowed funds	34,713,000,000	27,994,000,000
Stockholders' equity	'	'
Preferred stock, par value (actual number)	$1	$1
Preferred stock, shares authorized (actual number)	200,000,000	200,000,000
Preferred stock, shares issued (actual number)	1,846,250	1,115,750
Common stock, par value (actual number)	$1	$1
Common stock, shares authorized (actual number)	9,000,000,000	9,000,000,000
Common stock, shares issued (actual number)	4,104,933,895	4,104,933,895
Shares held in RSU Trust, shares (actual number)	472,953	476,642
Treasury stock, shares (actual number)	343,652,985	348,825,583
Limited program-wide credit enhancement	2,600,000,000	2,600,000,000
Trading assets	'	'
Assets	'	'
Assets Pledged	128,995,000,000	106,299,000,000
Securities	'	'
Assets	'	'
Assets Pledged	33,449,000,000	23,446,000,000
Other assets	'	'
Assets	'	'
Assets Pledged	386,000,000	2,066,000,000
Fair Value	'	'
Assets	'	'
Securities borrowed	111,800,000,000	107,700,000,000
Loans	731,700,000,000	720,200,000,000
Other assets	56,500,000,000	61,900,000,000
Liabilities	'	'
Deposits	1,312,100,000,000	1,281,500,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	213,900,000,000	175,700,000,000
Other borrowed funds	19,300,000,000	14,700,000,000
Accounts payable and other liabilities, measured at fair value	175,100,000,000	160,000,000,000
Long-term debt and junior subordinated deferrable interest debentures	246,100,000,000	246,800,000,000
Recurring | Fair Value	'	'
Assets	'	'
Federal funds sold and securities purchased under resale agreements	27,837,000,000	25,135,000,000
Securities borrowed	2,134,000,000	3,739,000,000
Available-for-sale securities	314,069,000,000	329,977,000,000
Loans	4,303,000,000	2,011,000,000
Liabilities	'	'
Deposits	7,922,000,000	6,624,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	2,630,000,000	5,426,000,000
Other borrowed funds	15,403,000,000	13,306,000,000
Accounts payable and other liabilities, measured at fair value	45,000,000	25,000,000
Long-term debt and junior subordinated deferrable interest debentures	31,142,000,000	28,878,000,000
Long Term Beneficial Interests | Recurring | Fair Value	'	'
Liabilities	'	'
Beneficial Interest, Fair Value Disclosure	2,094,000,000	1,996,000,000
Other assets | Recurring | Fair Value	'	'
Assets	'	'
Other assets	$12,893,000,000	$15,187,000,000

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (USD $)	Total	Preferred stock	Common stock	Capital surplus	Retained earnings	Accumulated other comprehensive income/(loss)	Shares held in RSU Trust, at cost	Treasury stock, at cost
In Millions, unless otherwise specified
Beginning balance at Dec. 31, 2012	'	$9,058	$4,105	$94,604	$104,223	$4,102	($21)	($12,002)
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'
Issuance of preferred stock	'	2,400	'	'	'	'	'	'
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects	'	'	'	-1,164	'	'	'	'
Other	'	'	'	-24	'	'	'	'
Net income	13,025	'	'	'	13,025	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Preferred stock	'	'	'	'	-386	'	'	'
Common stock ($0.78 and $0.68 per share)	'	'	'	'	-2,646	'	'	'
Other comprehensive income/(loss)	-3,966	'	'	'	'	-3,966	'	'
Purchase of treasury stock	'	'	'	'	'	'	'	-3,750
Reissuance from treasury stock	'	'	'	'	'	'	'	1,681
Ending balance at Jun. 30, 2013	209,239	11,458	4,105	93,416	114,216	136	-21	-14,071
Beginning balance at Mar. 31, 2013	'	'	'	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'
Net income	6,496	'	'	'	'	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Other comprehensive income/(loss)	-3,355	'	'	'	'	-3,355	'	'
Ending balance at Jun. 30, 2013	209,239	'	4,105	'	'	136	-21	'
Beginning balance at Dec. 31, 2013	'	11,158	4,105	93,828	115,756	1,199	-21	-14,847
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'
Issuance of preferred stock	'	7,305	'	'	'	'	'	'
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects	'	'	'	-901	'	'	'	'
Other	'	'	'	-48	'	'	'	'
Net income	11,259	'	'	'	11,259	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Preferred stock	'	'	'	'	-495	'	'	'
Common stock ($0.78 and $0.68 per share)	'	'	'	'	-3,023	'	'	'
Other comprehensive income/(loss)	2,239	'	'	'	'	2,239	'	'
Purchase of treasury stock	'	'	'	'	'	'	'	-1,761
Reissuance from treasury stock	'	'	'	'	'	'	'	1,561
Ending balance at Jun. 30, 2014	227,314	18,463	4,015	92,879	123,497	3,438	-21	-15,047
Beginning balance at Mar. 31, 2014	'	'	'	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'
Issuance of preferred stock	'	3,380	'	'	'	'	'	'
Net income	5,985	'	'	'	'	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Other comprehensive income/(loss)	1,162	'	'	'	'	1,162	'	'
Ending balance at Jun. 30, 2014	$227,314	$18,463	$4,015	'	'	$3,438	($21)	'

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Dividends declared:	'	'	'	'
Common stock, dividends, per share	$0.40	$0.38	$0.78	$0.68

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Operating activities	'	'
Net income	$11,259	$13,025
Adjustments to reconcile net income to net cash provided by/(used in) operating activities:	'	'
Provision for credit losses	1,542	664
Depreciation and amortization	2,163	2,105
Amortization of intangibles	263	304
Deferred tax expense	2,467	2,167
Investment securities gains	-42	-633
Stock-based compensation	1,142	1,227
Originations and purchases of loans held-for-sale	-34,940	-44,974
Proceeds from sales, securitizations and paydowns of loans held-for-sale	38,853	46,924
Net change in:	'	'
Trading assets	-14,764	68,142
Securities borrowed	-2,507	1,877
Accrued interest and accounts receivable	-11,220	-19,483
Other assets	17,214	-7,250
Trading liabilities	-7,140	8,194
Accounts payable and other liabilities	1,736	19,768
Other operating adjustments	4,270	-3,573
Net cash provided by operating activities	10,296	88,484
Investing activities	'	'
Net change in deposits with banks	-77,858	-189,630
Net change in federal funds sold and securities purchased under resale agreements	-1,427	43,431
Held-to-maturity securities:	'	'
Proceeds from paydowns and maturities	1,667	1
Purchases	-6,312	0
Available-for-sale securities:	'	'
Proceeds from paydowns and maturities	41,248	52,646
Proceeds from sales	14,976	38,053
Purchases	-54,227	-87,180
Proceeds from sales and securitizations of loans held-for-investment	9,170	6,087
Other changes in loans, net	-24,730	-3,785
Net cash used in business acquisitions or dispositions	-19	-45
All other investing activities, net	-426	-1,823
Net cash used in investing activities	-97,938	-142,245
Financing activities	'	'
Net change in deposits	33,419	-6,299
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	35,364	18,904
Net change in commercial paper and other borrowed funds	11,119	4,927
Net change in beneficial interests issued by consolidated variable interest entities	-5,665	-6,230
Proceeds from long-term borrowings and trust preferred securities	36,469	62,016
Payments of long-term borrowings and trust preferred securities	-36,628	-38,111
Excess tax benefits related to stock-based compensation	357	88
Proceeds from issuance of preferred stock	7,249	2,376
Treasury stock purchased	-1,761	-3,750
Dividends paid	-3,360	-2,727
All other financing activities, net	-1,127	-1,086
Net cash provided by financing activities	75,436	30,108
Effect of exchange rate changes on cash and due from banks	-42	-856
Net decrease in cash and due from banks	-12,248	-24,509
Cash and due from banks at the beginning of the period	39,771	53,723
Cash and due from banks at the end of the period	27,523	29,214
Cash interest paid	4,007	4,735
Income Taxes Paid, Net	($739)	$2,684

Basis_of_Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of presentation	'
	Basis of presentation
	JPMorgan Chase & Co. (“JPMorgan Chase” or the “Firm”),
	a financial holding company incorporated under Delaware law in 1968, is a leading global financial services firm and one of the largest banking institutions in the United States of America (“U.S.”), with operations worldwide. The Firm
	is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing and asset management. For a discussion of the Firm’s business segments, see Note 24.
	The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to accounting principles generally accepted in the U.S. (“U.S. GAAP”). Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities.
	The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information.
	These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase’s Annual Report on Form 10-K for the year ended December 31, 2013, as filed with the U.S. Securities and Exchange Commission (the “2013 Annual Report”).
	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
	Offsetting assets and liabilities
	U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the balance sheet when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities sold and purchased under repurchase agreements to be presented net when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. For further information on offsetting assets and liabilities, see Note 1 of JPMorgan Chase’s 2013 Annual Report.
	Consolidated statements of cash flows
	During the first quarter of 2014, the Firm transferred U.S. government agency mortgage-backed securities and obligations of U.S. states and municipalities with a fair value of $19.3 billion from available-for-sale (“AFS”) to held-to-maturity (“HTM”). This transfer was a non-cash transaction. For additional information regarding this transaction, see Note 11.

Business_Changes_and_Developme

Business Changes and Developments	6 Months Ended
	Jun. 30, 2014
Business Changes and Developments [Abstract]	'
Business changes and developments	'
	Business changes and developments
	Business events
	Regulatory Update
	Comprehensive Capital Analysis and Review (“CCAR”)
	On March 26, 2014, the Federal Reserve informed the Firm that it did not object, on either a quantitative or qualitative basis, to the Firm’s 2014 capital plan.
	Basel III
	Effective January 1, 2014, the Firm became subject to Basel III. Prior to January 1, 2014, the Firm and its banking subsidiaries were subject to the capital requirements of Basel I and Basel 2.5. Additionally, the Firm is approved to calculate capital under the Basel III Advanced Approach, in addition to the Basel III Standardized Approach effective April 1, 2014.
	For further information on the implementation of Basel III, refer to Note 20.
	Preferred stock issuances
	During the three and six months ended June 30, 2014, the Firm issued $3.4 billion and $7.3 billion, respectively, of Non-Cumulative Preferred Stock. For further information on the Firm’s preferred stock, see Note 22 of JPMorgan Chase’s 2013 Annual Report.
	Physical commodities businesses
	The Firm continues to execute a business simplification agenda that will allow it to focus on core activities for its core clients and better manage its operational, regulatory, and litigation risks. On March 19, 2014, the Firm announced that it had agreed to sell certain of its physical commodities operations, including its physical oil, gas, power, warehousing facilities and energy transportation operations, to Mercuria Energy Group Limited. The after-tax impact of this transaction is not expected to be material. The sale is subject to normal regulatory approvals and is expected to close before the end of 2014. The Firm remains fully committed to its traditional banking activities in the commodities markets, including financial derivatives and the trading of precious metals, which are not part of the physical commodities operations sale.
	Increase in common stock dividend
	The Board of Directors increased the Firm’s quarterly common stock dividend from $0.38 per share to $0.40 per share, effective with the dividend paid on July 31, 2014, to shareholders of record on July 3, 2014.

Fair_Value_Measurement

Fair Value Measurement	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair value measurement	'
	Fair value measurement
	For a discussion of the Firm’s valuation methodologies for assets, liabilities and lending-related commitments measured at fair value and the fair value hierarchy, see Note 3 of JPMorgan Chase’s 2013 Annual Report.
	The following table presents the asset and liabilities reported at fair value as of June 30, 2014, and December 31, 2013, by major product category and fair value hierarchy.
	Assets and liabilities measured at fair value on a recurring basis
		Fair value hierarchy											Netting adjustments
	June 30, 2014 (in millions)	Level 1			Level 2				Level 3							Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	27,837			$	—			$	—		$	27,837
	Securities borrowed	—			2,134				—				—			2,134
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	9			25,682				1,125				—			26,816
	Residential – nonagency	—			1,622				543				—			2,165
	Commercial – nonagency	—			1,265				327				—			1,592
	Total mortgage-backed securities	9			28,569				1,995				—			30,573
	U.S. Treasury and government agencies(a)	27,221			6,893				—				—			34,114
	Obligations of U.S. states and municipalities	—			6,413				1,079				—			7,492
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,918				—				—			1,918
	Non-U.S. government debt securities	28,957			25,865				128				—			54,950
	Corporate debt securities	—			27,357				4,793				—			32,150
	Loans(b)	—			19,669				13,521				—			33,190
	Asset-backed securities	—			3,090				1,216				—			4,306
	Total debt instruments	56,187			119,774				22,732				—			198,693
	Equity securities	112,284			846				704				—			113,834
	Physical commodities(c)	5,337			4,212				3				—			9,552
	Other	—			5,745				2,341				—			8,086
	Total debt and equity instruments(d)	173,808			130,577				25,780				—			330,165
	Derivative receivables:
	Interest rate	496			815,033				4,772				(791,472		)	28,829
	Credit	—			78,004				3,048				(78,088		)	2,964
	Foreign exchange	464			111,149				1,638				(101,626		)	11,625
	Equity	—			47,293				2,501				(40,417		)	9,377
	Commodity	210			35,344				572				(26,543		)	9,583
	Total derivative receivables(e)	1,170			1,086,823				12,531				(1,038,146		)	62,378
	Total trading assets	174,978			1,217,400				38,311				(1,038,146		)	392,543
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			64,512				—				—			64,512
	Residential – nonagency	—			58,139				100				—			58,239
	Commercial – nonagency	—			17,999				414				—			18,413
	Total mortgage-backed securities	—			140,650				514				—			141,164
	U.S. Treasury and government agencies(a)	19,230			129				—				—			19,359
	Obligations of U.S. states and municipalities	—			28,086				—				—			28,086
	Certificates of deposit	—			1,410				—				—			1,410
	Non-U.S. government debt securities	26,024			31,821				—				—			57,845
	Corporate debt securities	—			21,356				—				—			21,356
	Asset-backed securities:
	Collateralized loan obligations	—			27,652				798				—			28,450
	Other	—			12,584				524				—			13,108
	Equity securities	3,291			—				—				—			3,291
	Total available-for-sale securities	48,545			263,688				1,836				—			314,069
	Loans	—			76				4,227				—			4,303
	Mortgage servicing rights	—			—				8,347				—			8,347
	Other assets:
	Private equity investments(f)	339			318				4,883				—			5,540
	All other	4,280			297				2,776				—			7,353
	Total other assets	4,619			615				7,659				—			12,893
	Total assets measured at fair value on a recurring basis	$	228,142		$	1,511,750		(g)	$	60,380		(g)	$	(1,038,146	)	$	762,126
	Deposits	$	—		$	5,084			$	2,838			$	—		$	7,922
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			2,630				—				—			2,630
	Other borrowed funds	—			13,865				1,538				—			15,403
	Trading liabilities:
	Debt and equity instruments(d)	69,704			18,077				80				—			87,861
Derivative payables:
Interest rate	612			783,367				3,239				(772,129		)	15,089
Credit	—			76,642				2,914				(76,724		)	2,832
Foreign exchange	481			111,371				2,832				(103,002		)	11,682
Equity	—			48,817				4,707				(42,500		)	11,024
Commodity	121			36,046				694				(26,693		)	10,168
Total derivative payables(e)	1,214			1,056,243				14,386				(1,021,048		)	50,795
Total trading liabilities	70,918			1,074,320				14,466				(1,021,048		)	138,656
Accounts payable and other liabilities	—			—				45				—			45
Beneficial interests issued by consolidated VIEs	—			1,032				1,062				—			2,094
Long-term debt	—			19,396				11,746				—			31,142
Total liabilities measured at fair value on a recurring basis	$	70,918		$	1,116,327			$	31,695			$	(1,021,048	)	$	197,892
	Fair value hierarchy											Netting adjustments
December 31, 2013 (in millions)	Level 1			Level 2				Level 3							Total fair value
Federal funds sold and securities purchased under resale agreements	$	—		$	25,135			$	—			$	—		$	25,135
Securities borrowed	—			3,739				—				—			3,739
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies(a)	4			25,582				1,005				—			26,591
Residential – nonagency	—			1,749				726				—			2,475
Commercial – nonagency	—			871				432				—			1,303
Total mortgage-backed securities	4			28,202				2,163				—			30,369
U.S. Treasury and government agencies(a)	14,933			10,547				—				—			25,480
Obligations of U.S. states and municipalities	—			6,538				1,382				—			7,920
Certificates of deposit, bankers’ acceptances and commercial paper	—			3,071				—				—			3,071
Non-U.S. government debt securities	25,762			22,379				143				—			48,284
Corporate debt securities	—			24,802				5,920				—			30,722
Loans(b)	—			17,331				13,455				—			30,786
Asset-backed securities	—			3,647				1,272				—			4,919
Total debt instruments	40,699			116,517				24,335				—			181,551
Equity securities	107,667			954				885				—			109,506
Physical commodities(c)	4,968			5,217				4				—			10,189
Other	—			5,659				2,000				—			7,659
Total debt and equity instruments(d)	153,334			128,347				27,224				—			308,905
Derivative receivables:
Interest rate	419			848,862				5,398				(828,897		)	25,782
Credit	—			79,754				3,766				(82,004		)	1,516
Foreign exchange	434			151,521				1,644				(136,809		)	16,790
Equity	—			45,892				7,039				(40,704		)	12,227
Commodity	320			34,696				722				(26,294		)	9,444
Total derivative receivables(e)	1,173			1,160,725				18,569				(1,114,708		)	65,759
Total trading assets	154,507			1,289,072				45,793				(1,114,708		)	374,664
Available-for-sale securities:
Mortgage-backed securities:
U.S. government agencies(a)	—			77,815				—				—			77,815
Residential – nonagency	—			61,760				709				—			62,469
Commercial – nonagency	—			15,900				525				—			16,425
Total mortgage-backed securities	—			155,475				1,234				—			156,709
U.S. Treasury and government agencies(a)	21,091			298				—				—			21,389
Obligations of U.S. states and municipalities	—			29,461				—				—			29,461
Certificates of deposit	—			1,041				—				—			1,041
Non-U.S. government debt securities	25,648			30,600				—				—			56,248
Corporate debt securities	—			21,512				—				—			21,512
Asset-backed securities:
Collateralized loan obligations	—			27,409				821				—			28,230
Other	—			11,978				267				—			12,245
Equity securities	3,142			—				—				—			3,142
Total available-for-sale securities	49,881			277,774				2,322				—			329,977
Loans	—			80				1,931				—			2,011
Mortgage servicing rights	—			—				9,614				—			9,614
Other assets:
Private equity investments(f)	606			429				6,474				—			7,509
All other	4,213			289				3,176				—			7,678
Total other assets	4,819			718				9,650				—			15,187
Total assets measured at fair value on a recurring basis	$	209,207		$	1,596,518		(g)	$	69,310		(g)	$	(1,114,708	)	$	760,327
Deposits	$	—		$	4,369			$	2,255			$	—		$	6,624
Federal funds purchased and securities loaned or sold under repurchase agreements	—			5,426				—				—			5,426
Other borrowed funds	—			11,232				2,074				—			13,306
Trading liabilities:
Debt and equity instruments(d)	61,262			19,055				113				—			80,430
Derivative payables:
Interest rate	321			822,014				3,019				(812,071		)	13,283
Credit	—			78,731				3,671				(80,121		)	2,281
Foreign exchange	443			156,838				2,844				(144,178		)	15,947
Equity	—			46,552				8,102				(39,935		)	14,719
Commodity	398			36,609				607				(26,530		)	11,084
Total derivative payables(e)	1,162			1,140,744				18,243				(1,102,835		)	57,314
Total trading liabilities	62,424			1,159,799				18,356				(1,102,835		)	137,744
Accounts payable and other liabilities	—			—				25				—			25
Beneficial interests issued by consolidated VIEs	—			756				1,240				—			1,996
Long-term debt	—			18,870				10,008				—			28,878
Total liabilities measured at fair value on a recurring basis	$	62,424		$	1,200,452			$	33,958			$	(1,102,835	)	$	193,999
(a)	At June 30, 2014, and December 31, 2013, included total U.S. government-sponsored enterprise obligations of $80.6 billion and $91.5 billion, respectively, which were predominantly mortgage-related.
(b)	At June 30, 2014, and December 31, 2013, included within trading loans were $15.5 billion and $14.8 billion, respectively, of residential first-lien mortgages, and $4.4 billion and $2.1 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. government agencies of $6.6 billion and $6.0 billion, respectively, and reverse mortgages of $3.7 billion and $3.6 billion, respectively.
(c)	Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented.
(d)	Balances reflect the reduction of securities owned (long positions) by the amount of securities sold but not yet purchased (short positions) when the long and short positions have identical Committee on Uniform Security Identification Procedures numbers (“CUSIPs”).
(e)	As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. Therefore, the balances reported in the fair value hierarchy table are gross of any counterparty netting adjustments. However, if the Firm were to net such balances within level 3, the reduction in the level 3 derivative receivables and payables balances would be $4.2 billion and $7.6 billion at June 30, 2014, and December 31, 2013, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances.
(f)	Private equity instruments represent investments within the Corporate/Private Equity line of business. The cost basis of the private equity investment portfolio totaled $6.3 billion and $8.0 billion at June 30, 2014, and December 31, 2013, respectively.
(g)	Includes investments in hedge funds, private equity funds, real estate and other funds that do not have readily determinable fair values. The Firm uses net asset value per share when measuring the fair value of these investments. At June 30, 2014, and December 31, 2013, the fair values of these investments were $2.2 billion and $3.2 billion, respectively, of which $590 million and $899 million, respectively, were classified in level 2, and $1.6 billion and $2.3 billion, respectively, in level 3.
Transfers between levels for instruments carried at fair value on a recurring basis
For the three and six months ended June 30, 2014 and 2013, there were no significant transfers between levels 1 and 2, or from level 2 into level 3.
During the three months ended June 30, 2014, transfers from level 3 into level 2 included $3.0 billion and $2.9 billion of equity derivative receivables and payables, respectively, due to increased observability of certain equity options.
During the three months ended March 31, 2013, certain highly rated collateralized loan obligations (“CLOs”), including $27.3 billion held in the Firm’s AFS securities portfolio and $1.3 billion held in the trading portfolio, were transferred from level 3 to level 2, based on increased liquidity and price transparency.
All transfers are assumed to occur at the beginning of the quarterly reporting period in which they occur.
Level 3 valuations
For further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments, see Note 3 of JPMorgan Chase’s 2013 Annual Report.
The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and, for certain instruments, the weighted averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy.
The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. The input range does not reflect the level of input uncertainty; instead it is driven by the different underlying characteristics of the various instruments within the classification. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices.
Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range and the weighted average value do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. The input range and weighted average values will therefore vary from period-to-period and parameter to parameter based on the characteristics of the instruments held by the Firm at each balance sheet date.
For the Firm’s derivatives and structured notes positions classified within level 3 at June 30, 2014, the equity and interest rate correlation inputs used in estimating fair value were concentrated at the upper end of the range presented, while the credit correlation inputs were distributed across the range presented and the foreign exchange correlation inputs were concentrated at the lower end of the range presented. In addition, the interest rate volatility inputs used in estimating fair value were concentrated at the upper end of the range presented, while equity volatilities were concentrated at the lower end of the range. The forward commodity prices used in estimating the fair value of commodity derivatives were concentrated within the lower end of the range presented.
Level 3 inputs(a)
June 30, 2014 (in millions, except for ratios and basis points)
Product/Instrument	Fair value				Principal valuation technique	Unobservable inputs	Range of input values					Weighted average
Residential mortgage-backed securities and loans	$	9,931			Discounted cash flows	Yield	2		%	-	15%	6%
						Prepayment speed	0		%	-	21%	6%
						Conditional default rate	0		%	-	100%	29%
						Loss severity	0		%	-	100%	22%
Commercial mortgage-backed securities and loans(b)	2,500				Discounted cash flows	Yield	3		%	-	28%	15%
						Conditional default rate	0		%	-	100%	10%
						Loss severity	0		%	-	40%	35%
Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	16,933				Discounted cash flows	Credit spread	53 bps			-	365 bps	167 bps
						Yield	1		%	-	43%	9%
	4,078				Market comparables	Price	—			-	120	94
Net interest rate derivatives	1,533				Option pricing	Interest rate correlation	(75		)%	-	97%
						Interest rate spread volatility	0		%	-	60%
Net credit derivatives(b)(c)	134				Discounted cash flows	Credit correlation	44		%	-	86%
Net foreign exchange derivatives	(1,194		)		Option pricing	Foreign exchange correlation	48		%	-	75%
Net equity derivatives	(2,206		)		Option pricing	Equity volatility	20		%	-	50%
Net commodity derivatives	(122		)		Discounted cash flows	Forward commodity price	$	20		-	$160	per megawatt hour
Collateralized loan obligations	798				Discounted cash flows	Credit spread	240 bps			-	500 bps	252 bps
						Prepayment speed	20%					20%
						Conditional default rate	2%					2%
						Loss severity	40%					40%
	379				Market comparables	Price	0			-	108	79
Mortgage servicing rights (“MSRs”)	8,347				Discounted cash flows	Refer to Note 16.
Private equity direct investments	4,419				Market comparables	EBITDA multiple	2.7x			-	12.3x	7.6x
						Liquidity adjustment	0		%	-	49%	13%
Private equity fund investments	464				Net asset value	Net asset value(e)
Long-term debt, other borrowed funds, and deposits(d)	14,763				Option pricing	Interest rate correlation	(75		)%	-	97%
						Foreign exchange correlation	0		%	-	75%
						Equity correlation	(55		)%	-	80%
	1,359				Discounted cash flows	Credit correlation	44		%	-	86%
(a)	The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated Balance Sheets.
(b)	The unobservable inputs and associated input ranges for approximately $389 million of credit derivative receivables and $342 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial mortgage-backed securities and loans.
(c)	The unobservable inputs and associated input ranges for approximately $1.1 billion of credit derivative receivables and $972 million of credit derivative payables with underlying asset-backed securities risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other.
(d)	Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
(e)	The range has not been disclosed due to the wide range of possible values given the diverse nature of the underlying investments.
Changes in and ranges of unobservable inputs
For a discussion of the impact on fair value of changes in unobservable inputs and the relationships between unobservable inputs as well as a description of attributes of the underlying instruments and external market factors that affect the range of inputs used in the valuation of the Firm’s positions see Note 3 of JPMorgan Chase’s 2013 Annual Report.
Changes in level 3 recurring fair value measurements
The following tables include a rollforward of the Consolidated Balance Sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and six months ended June 30, 2014 and 2013. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable parameters to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments.
	Fair value measurements using significant unobservable inputs
Three months ended June 30, 2014	Fair value at April 1, 2014			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
(in millions)								Purchases(g)			Sales						Settlements						30-Jun-14					to financial instruments held at June 30, 2014
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,150		$	27			$	12		$	(12	)				$	(33	)	$	(19	)		$	1,125			$	28
Residential – nonagency	715			67				181			(314		)				(12		)	(94		)		543				21
Commercial – nonagency	465			8				260			(187		)				(34		)	(185		)		327				—
Total mortgage-backed securities	2,330			102				453			(513		)				(79		)	(298		)		1,995				49
Obligations of U.S. states and municipalities	1,219			(35		)		—			(105		)				—							1,079				(44		)
Non-U.S. government debt securities	52			3				25			(3		)				(1		)	52				128				3
Corporate debt securities	4,873			130				1,163			(663		)				(823		)	113				4,793				74
Loans	12,521			372				3,129			(1,108		)				(1,172		)	(221		)		13,521				376
Asset-backed securities	1,156			46				807			(776		)				(151		)	134				1,216				32
Total debt instruments	22,151			618				5,577			(3,168		)				(2,226		)	(220		)		22,732				490
Equity securities	885			18				49			(56		)				(25		)	(167		)		704				83
Physical commodities	3			—				—			—						—			—				3				—
Other	1,284			266				656			(127		)				(67		)	329				2,341				173
Total trading assets – debt and equity instruments	24,323			902			(c)	6,282			(3,351		)				(2,318		)	(58		)		25,780				746			(c)
Net derivative receivables:(a)
Interest rate	2,090			2				50			(63		)				(427		)	(119		)		1,533				(49		)
Credit	244			(124		)		164			(21		)				(79		)	(50		)		134				(91		)
Foreign exchange	(1,282		)	(143		)		33			(3		)				206			(5		)		(1,194		)		(141		)
Equity	(1,060		)	(774		)		46			(521		)				327			(224		)		(2,206		)		(204		)
Commodity	(58		)	(18		)		—			—						29			(75		)		(122		)		16
Total net derivative receivables	(66		)	(1,057		)	(c)	293			(608		)				56			(473		)		(1,855		)		(469		)	(c)
Available-for-sale securities:
Asset-backed securities	1,127			(9		)		225			—						(21		)	—				1,322				(9		)
Other	1,190			1				122			—						(27		)	(772		)		514				2
Total available-for-sale securities	2,317			(8		)	(d)	347			—						(48		)	(772		)		1,836				(7		)	(d)
Loans	2,271			40			(c)	2,396			—						(480		)	—				4,227				21			(c)
Mortgage servicing rights	8,552			(149		)	(e)	181			2						(239		)	—				8,347				(149		)	(e)
Other assets:
Private equity investments	5,335			168			(c)	22			(469		)				(132		)	(41		)		4,883				131			(c)
All other	2,984			47			(f)	62			(117		)				(200		)	—				2,776				47			(f)
	Fair value measurements using significant unobservable inputs
Three months ended June 30, 2014	Fair value at April 1, 2014			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
(in millions)								Purchases			Sales			Issuances			Settlements						30-Jun-14					to financial instruments held at June 30, 2014
Liabilities:(b)
Deposits	$	2,386		$	74		(c)	$	—		$	—		$	519		$	(24	)	$	(117	)		$	2,838			$	63		(c)
Other borrowed funds	1,535			(132		)	(c)	—			—			1,343			(1,380		)	172				1,538				(30		)	(c)
Trading liabilities – debt and equity instruments	101			(4		)	(c)	(46		)	71			—			(4		)	(38		)		80				1			(c)
Accounts payable and other liabilities	18			27			(c)	—			—			—			—			—				45				27			(c)
Beneficial interests issued by consolidated VIEs	1,160			54			(c)	—			—			4			(54		)	(102		)		1,062				58			(c)
Long-term debt	11,203			437			(c)	—			—			1,912			(1,369		)	(437		)		11,746				410			(c)
	Fair value measurements using significant unobservable inputs
Three months ended June 30, 2013	Fair value at April 1, 2013			Total realized/unrealized gains/(losses)																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
(in millions)																								30-Jun-13					to financial instruments held at June 30, 2013
								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	819		$	106			$	2			$	—					$	(26	)	$	—			$	901			$	114
Residential – nonagency	633			203				135				(336		)				(20		)	—				615				135
Commercial – nonagency	1,151			(39		)		302				(113		)				(30		)	—				1,271				(49		)
Total mortgage-backed securities	2,603			270				439				(449		)				(76		)	—				2,787				200
Obligations of U.S. states and municipalities	1,432			(23		)		52				(37		)				(203		)	—				1,221				(22		)
Non-U.S. government debt securities	85			9				333				(397		)				(4		)	110				136				11
Corporate debt securities	4,852			(41		)		2,251				(955		)				(822		)	450				5,735				28
Loans	10,032			41				3,782				(2,265		)				(688		)	38				10,940				21
Asset-backed securities	1,579			95				444				(557		)				(12		)	(121		)		1,428				56
Total debt instruments	20,583			351				7,301				(4,660		)				(1,805		)	477				22,247				294
Equity securities	1,172			(10		)		111				(57		)				(56		)	(121		)		1,039				(8		)
Physical commodities	—			—				—				—						—			16				16				—
Other	948			43				54				(18		)				(52		)	130				1,105				38
Total trading assets – debt and equity instruments	22,703			384			(c)	7,466				(4,735		)				(1,913		)	502				24,407				324			(c)
Net derivative receivables:(a)
Interest rate	2,791			125				46				(63		)				(989		)	191				2,101				156
Credit	1,317			(335		)		3				(1		)				(76		)	13				921				(360		)
Foreign exchange	(1,516		)	161				8				—						137			(8		)		(1,218		)		71
Equity	(1,000		)	(323		)	(i)	465			(i)	(568		)	(i)			(588		)	(277		)		(2,291		)		654
Commodity	182			295				—				—						(412		)	6				71				63
Total net derivative receivables	1,774			(77		)	(c)	522				(632		)				(1,928		)	(75		)		(416		)		584			(c)
Available-for-sale securities:
Asset-backed securities	1,130			—				—				—						(5		)	—				1,125				—
Other	837			—				7				—						(20		)	—				824				—
Total available-for-sale securities	1,967			—			(d)	7				—						(25		)	—				1,949				—			(d)
Loans	2,064			6			(c)	103				(7		)				(323		)	—				1,843				9			(c)
Mortgage servicing rights	7,949			1,038			(e)	655				(19		)				(288		)	—				9,335				1,038			(e)
Other assets:
Private equity investments	6,831			434			(c)	122				(7		)				(275		)	—				7,105				206			(c)
All other	3,985			1			(f)	83				(292		)				(97		)	—				3,680				(11		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended June 30, 2013	Fair value at April 1, 2013			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/
(in millions)																								30-Jun-13					losses related
								Purchases				Sales			Issuances			Settlements											to financial instruments held at June 30, 2013
Liabilities:(b)
Deposits	$	2,015		$	(110	)	(c)	$	—			$	—		$	316		$	(44	)	$	13			$	2,190			$	(110	)	(c)
Other borrowed funds	2,137			(243		)	(c)	—				—			2,389			(1,695		)	85				2,673				33			(c)
Trading liabilities – debt and equity instruments	251			(60		)	(c)	(374		)		454			—			(21		)	(146		)		104				(48		)	(c)
Accounts payable and other liabilities	33			—				—				—			—			(1		)	—				32				—
Beneficial interests issued by consolidated VIEs	818			59			(c)	—				—			30			(44		)	—				863				54			(c)
Long-term debt	9,084			(430		)	(c)	—				—			1,878			(1,246		)	(84		)		9,202				(292		)	(c)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2014			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
30-Jun-14																							30-Jun-14					to financial instruments held at June 30, 2014
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,005		$	30			$	343		$	(174	)				$	(60	)	$	(19	)		$	1,125			$	32
Residential – nonagency	726			91				373			(514		)				(24		)	(109		)		543				29
Commercial – nonagency	432			28				581			(481		)				(48		)	(185		)		327				4
Total mortgage-backed securities	2,163			149				1,297			(1,169		)				(132		)	(313		)		1,995				65
Obligations of U.S. states and municipalities	1,382			(13		)		—			(290		)				—			—				1,079				7
Non-U.S. government debt securities	143			19				435			(519		)				(2		)	52				128				24
Corporate debt securities	5,920			368				2,360			(2,015		)				(1,664		)	(176		)		4,793				280
Loans	13,455			691				5,287			(2,902		)				(2,718		)	(292		)		13,521				882
Asset-backed securities	1,272			70				1,357			(1,332		)				(171		)	20				1,216				43
Total debt instruments	24,335			1,284				10,736			(8,227		)				(4,687		)	(709		)		22,732				1,301
Equity securities	885			99				85			(75		)				(34		)	(256		)		704				147
Physical commodities	4			—				—			—						(1		)	—				3				—
Other	2,000			169				710			(178		)				(95		)	(265		)		2,341				146
Total trading assets – debt and equity instruments	27,224			1,552			(c)	11,531			(8,480		)				(4,817		)	(1,230		)		25,780				1,594			(c)
Net derivative receivables:(a)
Interest rate	2,379			26				98			(106		)				(765		)	(99		)		1,533				(690		)
Credit	95			(239		)		222			(21		)				127			(50		)		134				(186		)
Foreign exchange	(1,200		)	(342		)		94			(19		)				255			18				(1,194		)		(291		)
Equity	(1,063		)	(703		)		847			(1,554		)				452			(185		)		(2,206		)		343
Commodity	115			(172		)		1			—						(13		)	(53		)		(122		)		(156		)
Total net derivative receivables	326			(1,430		)	(c)	1,262			(1,700		)				56			(369		)		(1,855		)		(980		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(11		)		225			(2		)				(41		)	63				1,322				(11		)
Other	1,234			(2		)		122			—						(68		)	(772		)		514				(1		)
Total available-for-sale securities	2,322			(13		)	(d)	347			(2		)				(109		)	(709		)		1,836				(12		)	(d)
Loans	1,931			72			(c)	3,080			(142		)				(714		)	—				4,227				47			(c)
Mortgage servicing rights	9,614			(971		)	(e)	376			(186		)				(486		)	—				8,347				(971		)	(e)
Other assets:
Private equity investments	6,474			264			(c)	109			(1,487		)				(436		)	(41		)		4,883				119			(c)
All other	3,176			(26		)	(f)	135			(154		)				(355		)	—				2,776				(26		)	(f)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2014			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
30-Jun-14																							30-Jun-14					to financial instruments held at June 30, 2014
(in millions)								Purchases			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,255		$	111		(c)	$	—		$	—		$	809		$	(66	)	$	(271	)		$	2,838			$	98		(c)
Other borrowed funds	2,074			(93		)	(c)	—			—			2,676			(3,487		)	368				1,538				84			(c)
Trading liabilities – debt and equity instruments	113			(4		)	(c)	(262		)	279			—			(8		)	(38		)		80				1			(c)
Accounts payable and other liabilities	25			27			(c)	—			—			—			(7		)	—				45				27			(c)
Beneficial interests issued by consolidated VIEs	1,240			101			(c)	—			—			82			(259		)	(102		)		1,062				88			(c)
Long-term debt	10,008			539			(c)	—			—			3,744			(2,379		)	(166		)		11,746				585			(c)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2013			Total realized/unrealized gains/(losses)																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
30-Jun-13																								30-Jun-13					to financial instruments held at June 30, 2013
(in millions)								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	498		$	140			$	393			$	(79	)				$	(51	)	$	—			$	901			$	153
Residential – nonagency	663			312				434				(740		)				(49		)	(5		)		615				177
Commercial – nonagency	1,207			(125		)		439				(178		)				(72		)	—				1,271				(142		)
Total mortgage-backed securities	2,368			327				1,266				(997		)				(172		)	(5		)		2,787				188
Obligations of U.S. states and municipalities	1,436			18				53				(83		)				(203		)	—				1,221				17
Non-U.S. government debt securities	67			11				634				(682		)				(4		)	110				136				11
Corporate debt securities	5,308			(124		)		5,178				(3,518		)				(1,447		)	338				5,735				30
Loans	10,787			(131		)		5,408				(3,750		)				(1,391		)	17				10,940				(229		)
Asset-backed securities	3,696			159				1,040				(1,534		)				(147		)	(1,786		)		1,428				74
Total debt instruments	23,662			260				13,579				(10,564		)				(3,364		)	(1,326		)		22,247				91
Equity securities	1,114			(9		)		204				(148		)				(65		)	(57		)		1,039				(28		)
Physical commodities	—			—				—				—						—			16				16				—
Other	863			87				126				(20		)				(81		)	130				1,105				139
Total trading assets – debt and equity instruments	25,639			338			(c)	13,909				(10,732		)				(3,510		)	(1,237		)		24,407				202			(c)
Net derivative receivables:(a)
Interest rate	3,322			431				115				(125		)				(1,847		)	205				2,101				45
Credit	1,873			(824		)		50				(1		)				(189		)	12				921				(836		)
Foreign exchange	(1,750		)	45				(7		)		(3		)				513			(16		)		(1,218		)		(5		)
Equity	(1,806		)	539			(i)	536			(i)	(647		)	(i)			(810		)	(103		)		(2,291		)		604
Commodity	254			653				11				(3		)				(854		)	10				71				240
Total net derivative receivables	1,893			844			(c)	705				(779		)				(3,187		)	108				(416		)		48			(c)
Available-for-sale securities:
Asset-backed securities	28,024			5				400				—						(44		)	(27,260		)		1,125				5
Other	892			(9		)		7				(13		)				(53		)	—				824				3
Total available-for-sale securities	28,916			(4		)	(d)	407				(13		)				(97		)	(27,260		)		1,949				8			(d)
Loans	2,282			(29		)	(c)	328				(56		)				(682		)	—				1,843				(43		)	(c)
Mortgage servicing rights	7,614			1,347			(e)	1,339				(418		)				(547		)	—				9,335				1,347			(e)
Other assets:
Private equity investments	7,181			165			(c)	203				(103		)				(341		)	—				7,105				(188		)	(c)
All other	4,258			(25		)	(f)	135				(295		)				(393		)	—				3,680				(41		)	(f)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2013			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
30-Jun-13																								30-Jun-13					to financial instruments held at June 30, 2013
(in millions)								Purchases				Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	1,983		$	(105	)	(c)	$	—			$	—		$	612		$	(157	)	$	(143	)		$	2,190			$	(97	)	(c)
Other borrowed funds	1,619			(269		)	(c)	—				—			4,151			(2,919		)	91				2,673				74			(c)
Trading liabilities – debt and equity instruments	205			(68		)	(c)	(1,859		)		2,006			—			(34		)	(146		)		104				(78		)	(c)
Accounts payable and other liabilities	36			1			(f)	—				—			—			(5		)	—				32				1			(f)
Beneficial interests issued by consolidated VIEs	925			25			(c)	—				—			51			(138		)	—				863				26			(c)
Long-term debt	8,476			(905		)	(c)	—				—			3,733			(1,603		)	(499		)		9,202				(321		)	(c)
(a)	All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty.
(b)	Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) were 16% and 18% at June 30, 2014, and December 31, 2013, respectively.
(c)	Predominantly reported in principal transactions revenue, except for changes in fair value for Consumer & Community Banking (“CCB”) mortgage loans, lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income.
(d)	Realized gains/(losses) on securities, as well as other-than-temporary impairment losses that are recorded in earnings, are reported in securities gains. Unrealized gains/(losses) are reported in OCI. Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were $(11) million and $3 million for the three months ended June 30, 2014 and 2013, and $(12) million and $(15) million for the six months ended June 30, 2014 and 2013, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $3 million and $(3) million for the three months ended June 30, 2014 and 2013 and $(1) million and $11 million for the six months ended June 30, 2014 and 2013, respectively.
(e)	Changes in fair value for CCB mortgage servicing rights are reported in mortgage fees and related income.
(f)	Predominantly reported in other income.
(g)	Loan originations are included in purchases.
(h)	All transfers into and/or out of level 3 are assumed to occur at the beginning of the quarterly reporting period in which they occur.
(i)	The prior period amounts have been revised. The revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
Level 3 analysis
Consolidated Balance Sheets changes
Level 3 assets (including assets measured at fair value on a nonrecurring basis) were 2.5% of total Firm assets at June 30, 2014. The following describes significant changes to level 3 assets since December 31, 2013, for those items measured at fair value on a recurring basis. For further information on changes impacting items measured at fair value on a nonrecurring basis, see Assets and liabilities measured at fair value on a nonrecurring basis on page 107.
Three months ended June 30, 2014
Level 3 assets were $60.4 billion at June 30, 2014, reflecting a decrease of $2.8 billion from March 31, 2014, largely due to the following:
•	$4.9 billion decrease in derivative receivables, largely driven by client-driven market-making activity and a transfer of equity derivative receivables from level 3 to level 2 due to increase in observability of certain equity options;
•	$2.0 billion increase in loans due to originations;
•	$1.5 billion increase in trading assets - debt and equity instruments largely driven by trading loans purchases and new client-driven financing transactions;
Six months ended June 30, 2014
Level 3 assets decreased by $8.9 billion in the first six months of 2014, mainly due to the following:
•	$6.0 billion decrease in derivative receivable, predominantly driven by equity derivative receivables due to maturities and a transfer from level 3 to level 2 as a result of increase in observability of certain equity options;
•	$2.3 billion increase in loans due to originations;
•	$1.6 billion decrease in private equity investments, driven by sales of investments.
•	$1.4 billion decrease in trading assets - debt and equity instruments, largely driven by net sales and maturities of corporate debt securities.
•	$1.3 million decrease in MSRs. For further discussion of the change, refer to Note 16;
Gains and losses
The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. For further information on these instruments, see Changes in level 3 recurring fair value measurements rollforward tables on pages 99–106.
Three months ended June 30, 2014
•	$1.1 billion net losses on derivatives, largely due to client-driven market-making activities in equity derivatives.
Three months ended June 30, 2013
•	$1.0 billion of gains on MSRs. For further discussion of the change, refer to Note 16.
Six months ended June 30, 2014
•	$1.6 billion of net gains in trading assets - debt and equity instruments, largely driven by client-driven activities in corporate debt and trading loans;
•	$1.4 billion of net losses on derivatives, largely driven by foreign exchange derivatives due to fluctuations in foreign exchange rates and client-driven market-making activities in equity derivatives.
•	$1.0 billion of losses on MSRs. For further discussion of the change, refer to Note 16.
Six months ended June 30, 2013
•	$1.3 billion of gains on MSRs. For further discussion of the change, refer to Note 16.
•	$(905) million of gains on long-term debt, due to market movements.
Credit & funding adjustments
The following table provides the credit and funding adjustments, excluding the effect of any associated hedging activities, reflected within the Consolidated Balance Sheets as of the dates indicated.
(in millions)	Jun 30, 2014				Dec 31, 2013
Derivative receivables balance(a)	$	62,378			$	65,759
Derivative payables balance(a)	50,795				57,314
Derivatives CVA(b)(c)	(2,099		)		(2,352		)
Derivatives DVA and FVA(b)(d)	(483		)		(322		)
Structured notes balance(a)(e)	54,467				48,808
Structured notes DVA and FVA(b)(f)	1,131				952
(a)	Balances are presented net of applicable credit valuation adjustments (“CVA”) and debit valuation adjustments (“DVA”)/funding valuation adjustments (“FVA”).
(b)	Positive CVA and DVA/FVA represent amounts that increased receivable balances or decreased payable balances; negative CVA and DVA/FVA represent amounts that decreased receivable balances or increased payable balances.
(c)	Derivatives CVA includes results managed by the credit portfolio group and other businesses.
(d)	At June 30, 2014, and December 31, 2013, included derivatives DVA of $620 million and $715 million, respectively.
(e)	Structured notes are predominantly financial instruments containing embedded derivatives that are measured at fair value based on the Firm’s election under the fair value option. At June 30, 2014, and December 31, 2013, included $1.2 billion and $1.1 billion, respectively, of financial instruments with no embedded derivative for which the fair value option has also been elected. For further information on these elections, see Note 4.
(f)	At June 30, 2014, and December 31, 2013 included structured notes DVA of $1.4 billion and $1.4 billion, respectively.
The following table provides the impact of credit adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
	Three months ended June 30,								Six months
									ended June 30,
(in millions)	2014				2013				2014				2013
Credit adjustments:
Derivative CVA(a)	$	272			$	549			$	253			$	881
Derivative DVA and FVA(b)	(36		)		104				(161		)		99
Structured note DVA and FVA(c)	162				251				179				382
(a)	Derivatives CVA includes results managed by the credit portfolio group and other businesses.
(b)	Included derivatives DVA of $(1) million and $104 million for the three months ended June 30, 2014 and 2013 and $(95) million and $99 million for the six months ended June 30, 2014 and 2013, respectively.
(c)	Included structured notes DVA of $134 million and $251 million for the three months ended June 30, 2014 and 2013 and $19 million and $382 million for the six months ended June 30, 2014 and 2013, respectively.
Assets and liabilities measured at fair value on a nonrecurring basis
At June 30, 2014 and 2013, assets measured at fair value on a nonrecurring basis were $3.4 billion and $1.6 billion, respectively, which predominantly consisted of loans that had fair value adjustments in each of the first six months of 2014 and 2013. At June 30, 2014, $597 million and $2.8 billion of these assets were classified in levels 2 and 3 of the fair value hierarchy, respectively. At June 30, 2013, $95 million and $1.5 billion of these assets were classified in levels 2 and 3 of the fair value hierarchy, respectively. Liabilities measured at fair value on a nonrecurring basis were not significant at June 30, 2014 and 2013. For the three and six months ended June 30, 2014 and 2013, there were no significant transfers between levels 1, 2, and 3.
Of the $3.4 billion of assets measured at fair value on a nonrecurring basis, $2.1 billion related to trade finance loans that were reclassified to held-for-sale during the fourth quarter of 2013 and subject to a lower of cost or fair value adjustment. These loans were classified as level 3, as they are valued based on the indicative pricing received from external investors, which ranged from a spread of 58 bps to 70 bps, with a weighted average of 62 bps.
At June 30, 2014, assets measured at fair value on a nonrecurring basis also included $542 million related to residential real estate loans measured at the net realizable value of the underlying collateral (i.e., collateral-dependent loans and other loans charged off in accordance with regulatory guidance). These amounts are classified as level 3 as they are valued using a broker’s price opinion and discounted based upon the Firm’s experience with actual liquidation values. These discounts to the broker price opinions ranged from 12% to 64%, with a weighted average of 29%.
The total change in the recorded value of assets and liabilities for which a fair value adjustment has been included in the Consolidated Statements of Income for the three months ended June 30, 2014 and 2013, related to financial instruments held at those dates, was a reduction of $318 million and $293 million, respectively; and for the six months ended June 30, 2014 and 2013, was a reduction of $456 million and $521 million.
For information about the measurement of impaired collateral-dependent loans, and other loans where the carrying value is based on the fair value of the underlying collateral (e.g., residential mortgage loans charged off in accordance with regulatory guidance), see Note 14 of JPMorgan Chase’s 2013 Annual Report.
Additional disclosures about the fair value of financial instruments that are not carried on the Consolidated Balance Sheets at fair value
The following table presents the carrying values and estimated fair values at June 30, 2014, and December 31, 2013, of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and information is provided on their classification within the fair value hierarchy. For additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value, see Note 3 of JPMorgan Chase’s 2013 Annual Report.
	June 30, 2014																December 31, 2013
				Estimated fair value hierarchy																Estimated fair value hierarchy
(in billions)	Carrying			Level 1			Level 2			Level 3			Total estimated				Carrying			Level 1			Level 2			Level 3			Total estimated
	value												fair value				value												fair value
Financial assets
Cash and due from banks	$	27.5		$	27.5		$	—		$	—		$	27.5			$	39.8		$	39.8		$	—		$	—		$	39.8
Deposits with banks	393.9			387.3			6.6			—			393.9				316.1			309.7			6.4			—			316.1
Accrued interest and accounts receivable	77.1			—			76.9			0.2			77.1				65.2			—			64.9			0.3			65.2
Federal funds sold and securities purchased under resale agreements	220.3			—			220.3			—			220.3				223			—			223			—			223
Securities borrowed	111.8			—			111.8			—			111.8				107.7			—			107.7			—			107.7
Securities, held-to-maturity(a)	47.8			—			49.2			—			49.2				24			—			23.7			—			23.7
Loans, net of allowance for loan losses(b)	727.4			—			18.2			713.5			731.7				720.1			—			23			697.2			720.2
Other(c)	52.8			—			49.8			6.7			56.5				58.2			—			54.5			7.4			61.9
Financial liabilities
Deposits	$	1,311.80		$	—		$	1,310.90		$	1.2		$	1,312.10			$	1,281.10		$	—		$	1,280.30		$	1.2		$	1,281.50
Federal funds purchased and securities loaned or sold under repurchase agreements	213.9			—			213.9			—			213.9				175.7			—			175.7			—			175.7
Commercial paper	63.8			—			63.8			—			63.8				57.8			—			57.8			—			57.8
Other borrowed funds	19.3						19.3			—			19.3				14.7			—			14.7			—			14.7
Accounts payable and other liabilities	175.2			—			172.5			2.6			175.1				160.2			—			158.2			1.8			160
Beneficial interests issued by consolidated VIEs	43.6			—			40.6			3			43.6				47.6			—			44.3			3.2			47.5
Long-term debt and junior subordinated deferrable interest debentures(d)	238.8			—			242.7			3.4			246.1				239			—			240.8			6			246.8
(a)	Carrying value includes unamortized discount or premium.
(b)	Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. The difference between the estimated fair value and carrying value of a financial asset or liability is the result of the different methodologies used to determine fair value as compared with carrying value. For example, credit losses are estimated for a financial asset’s remaining life in a fair value calculation but are estimated for a loss emergence period in the allowance for loan loss calculation; future loan income (interest and fees) is incorporated in a fair value calculation but is generally not considered in the allowance for loan losses. For a further discussion of the Firm’s methodologies for estimating the fair value of loans and lending-related commitments, see Valuation hierarchy on pages 197–215 of JPMorgan Chase’s 2013 Annual Report and pages 96–109 of this Note.
(c)	Current period numbers have been updated to include certain nonmarketable equity securities. Prior period amounts have been revised to conform to the current presentation.
(d)	Carrying value includes unamortized original issue discount and other valuation adjustments.
The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated Balance Sheets, nor are they actively traded. The carrying value and estimated fair value of the Firm’s wholesale lending-related commitments were as follows for the periods indicated.
	June 30, 2014																December 31, 2013
				Estimated fair value hierarchy																Estimated fair value hierarchy
(in billions)	Carrying value(a)			Level 1			Level 2			Level 3			Total estimated fair value				Carrying value(a)			Level 1			Level 2			Level 3			Total estimated fair value
Wholesale lending-related commitments	$	0.6		$	—		$	—		$	0.8		$	0.8			$	0.7		$	—		$	—		$	1		$	1
(a)	Represents the allowance for wholesale lending-related commitments. Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which are recognized at fair value at the inception of guarantees.
The Firm does not estimate the fair value of consumer lending-related commitments. In many cases, the Firm can reduce or cancel these commitments by providing the borrower notice or, in some cases as permitted by law, without notice. For a further discussion of the valuation of lending-related commitments, see page 198 of JPMorgan Chase’s 2013 Annual Report.
Trading assets and liabilities – average balances
Average trading assets and liabilities were as follows for the periods indicated.
		Three months ended June 30,								Six months ended June 30,
(in millions)		2014					2013			2014				2013
Trading assets – debt and equity instruments		$	325,426				$	357,285		$	320,197			$	363,952
Trading assets – derivative receivables		60,830					75,310			62,814				75,115
Trading liabilities – debt and equity instruments(a)		85,123					75,671			85,230				73,103
Trading liabilities – derivative payables		49,487					66,246			51,305				67,458
(a)	Primarily represent securities sold, not yet purchased.

Fair_Value_Option

Fair Value Option	6 Months Ended
	Jun. 30, 2014
Fair Value Option [Abstract]	'
Fair value option	'
	Fair value option
	For a discussion of the primary financial instruments for which the fair value option was previously elected, including the basis for those elections and the determination of instrument-specific credit risk, where relevant, see Note 4 of JPMorgan Chase’s 2013 Annual Report.
	Changes in fair value under the fair value option election
	The following table presents the changes in fair value included in the Consolidated Statements of Income for the three and six months ended June 30, 2014 and 2013, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table.
		Three months ended June 30,
		2014											2013
	(in millions)	Principal transactions			Other income				Total changes in fair value recorded				Principal transactions			Other income				Total changes in fair value recorded
	Federal funds sold and securities purchased under resale agreements	$	96		$	—			$	96			$	(287	)	$	—			$	(287	)
	Securities borrowed	(2		)	—				(2		)		(8		)	—				(8		)
	Trading assets:
	Debt and equity instruments, excluding loans	245			3			(b)	248				(14		)	4			(b)	(10		)
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	391			3			(b)	394				211			26			(b)	237
	Other changes in fair value	38			400			(b)	438				(94		)	253			(b)	159
	Loans:
	Changes in instrument-specific credit risk	20			—				20				(1		)	—				(1		)
	Other changes in fair value	24			—				24				21			—				21
	Other assets	7			(30		)	(c)	(23		)		22			(20		)	(c)	2
	Deposits(a)	(107		)	—				(107		)		219			—				219
	Federal funds purchased and securities loaned or sold under repurchase agreements	(18		)	—				(18		)		41			—				41
	Other borrowed funds(a)	(911		)	—				(911		)		734			—				734
	Trading liabilities	(3		)	—				(3		)		(14		)	—				(14		)
	Beneficial interests issued by consolidated VIEs	(48		)	—				(48		)		(69		)	—				(69		)
	Other liabilities	(27		)	—				(27		)		—			—				—
	Long-term debt:
	Changes in instrument-specific credit risk(a)	82			—				82				159			—				159
	Other changes in fair value	(773		)	—				(773		)		1,000			—				1,000
		Six months ended June 30,
		2014											2013
	(in millions)	Principal transactions			Other income				Total changes in fair value recorded				Principal transactions			Other income				Total changes in fair value recorded
	Federal funds sold and securities purchased under resale agreements	$	56		$	—			$	56			$	(358	)	$	—			$	(358	)
	Securities borrowed	(5		)	—				(5		)		18			—				18
	Trading assets:
	Debt and equity instruments, excluding loans	475			1			(b)	476				242			7			(b)	249
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	754			12			(b)	766				539			38			(b)	577
	Other changes in fair value	102			692			(b)	794				(78		)	1,205			(b)	1,127
	Loans:
	Changes in instrument-specific credit risk	28			—				28				(6		)	—				(6		)
	Other changes in fair value	31			—				31				21			—				21
	Other assets	12			(142		)	(c)	(130		)		21			(89		)	(c)	(68		)
	Deposits(a)	(211		)	—				(211		)		297			—				297
	Federal funds purchased and securities loaned or sold under repurchase agreements	(34		)	—				(34		)		45			—				45
	Other borrowed funds(a)	(1,171		)	—				(1,171		)		380			—				380
	Trading liabilities	(9		)	—				(9		)		(32		)	—				(32		)
	Beneficial interests issued by consolidated VIEs	(137		)	—				(137		)		(97		)	—				(97		)
	Other liabilities	(27		)	—				(27		)		—			(1		)	(c)	(1		)
	Long-term debt:
	Changes in instrument-specific credit risk(a)	5			—				5				192			—				192
	Other changes in fair value(b)	(791		)	—				(791		)		969			—				969
	(a)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $134 million and $251 million for the three months ended June 30, 2014 and 2013 and $19 million and $382 million for the six months ended June 30, 2014 and 2013, respectively. These totals include such changes for structured notes classified within deposits and other borrowed funds, as well as long-term debt.
	(b)	Reported in mortgage fees and related income.
	(c)	Reported in other income.
	Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding
	The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of June 30, 2014, and December 31, 2013, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected.
		June 30, 2014											December 31, 2013
	(in millions)	Contractual principal outstanding				Fair value			Fair value over/(under) contractual principal outstanding				Contractual principal outstanding				Fair value			Fair value over/(under) contractual principal outstanding
	Loans(a)
	Nonaccrual loans
	Loans reported as trading assets	$	4,462			$	1,270		$	(3,192	)		$	5,156			$	1,491		$	(3,665	)
	Loans	214				154			(60		)		209				154			(55		)
	Subtotal	4,676				1,424			(3,252		)		5,365				1,645			(3,720		)
	All other performing loans
Loans reported as trading assets	35,185				31,920			(3,265		)		33,069				29,295			(3,774		)
Loans	3,934				3,877			(57		)		1,618				1,563			(55		)
Total loans	$	43,795			$	37,221		$	(6,574	)		$	40,052			$	32,503		$	(7,549	)
Long-term debt
Principal-protected debt	$	15,634		(c)	$	15,882		$	248			$	15,797		(c)	$	15,909		$	112
Nonprincipal-protected debt(b)	NA				15,260			NA				NA				12,969			NA
Total long-term debt	NA				$	31,142		NA				NA				$	28,878		NA
Long-term beneficial interests
Nonprincipal-protected debt(b)	NA				$	2,094		NA				NA				$	1,996		NA
Total long-term beneficial interests	NA				$	2,094		NA				NA				$	1,996		NA
(a)	There were no performing loans that were ninety days or more past due as of June 30, 2014, and December 31, 2013.
(b)	Remaining contractual principal is not applicable to nonprincipal-protected notes. Unlike principal-protected structured notes, for which the Firm is obligated to return a stated amount of principal at the maturity of the note, nonprincipal-protected structured notes do not obligate the Firm to return a stated amount of principal at maturity, but to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal protected notes.
(c)	Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflected as the remaining contractual principal is the final principal payment at maturity.
At June 30, 2014, and December 31, 2013, the contractual amount of letters of credit for which the fair value option was elected was $4.5 billion and $4.5 billion, respectively, with a corresponding fair value of $(106) million and $(99) million, respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29 of JPMorgan Chase’s 2013 Annual Report, and Note 21 of this Form 10-Q.
Structured note products by balance sheet classification and risk component
The table below presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk to which the structured notes’ embedded derivative relates.
	June 30, 2014													December 31, 2013
(in millions)	Long-term debt			Other borrowed funds			Deposits			Total				Long-term debt			Other borrowed funds			Deposits		Total
Risk exposure
Interest rate	$	10,505		$	461		$	1,735		$	12,701			$	9,516		$	615		$	1,270	$	11,401
Credit	4,429			124			—			4,553				4,248			13			—		4,261
Foreign exchange	2,307			136			16			2,459				2,321			194			27		2,542
Equity	12,512			13,510			4,184			30,206				11,082			11,936			3,736		26,754
Commodity	1,154			589			1,570			3,313				1,260			310			1,133		2,703
Total structured notes	$	30,907		$	14,820		$	7,505		$	53,232			$	28,427		$	13,068		$	6,166	$	47,661

Derivative_Instruments

Derivative Instruments	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative instruments	'
	Derivative instruments
	JPMorgan Chase makes markets in derivatives for customers and also uses derivatives to hedge or manage its own risk exposures. For a further discussion of the Firm’s use of and accounting policies regarding derivative instruments, see Note 6 of JPMorgan Chase’s 2013 Annual Report.
	The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage certain risks associated with specified assets or liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes.
	The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category.
	Type of Derivative	Use of Derivative	Designation and disclosure	Affected	10-Q page reference
				segment or unit
	Manage specifically identified risk exposures in qualifying hedge accounting relationships:
	◦ Interest rate	Hedge fixed rate assets and liabilities	Fair value hedge	Corporate/PE	119-120
	◦ Interest rate	Hedge floating rate assets and liabilities	Cash flow hedge	Corporate/PE	121
	◦	Hedge foreign currency-denominated assets and liabilities	Fair value hedge	Corporate/PE	119-120
	Foreign exchange
	◦	Hedge forecasted revenue and expense	Cash flow hedge	Corporate/PE	121
	Foreign exchange
	◦	Hedge the value of the Firm’s investments in non-U.S. subsidiaries	Net investment hedge	Corporate/PE	122
	Foreign exchange
	◦	Hedge commodity inventory	Fair value hedge	CIB	119-120
	Commodity
	Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships:
	◦	Manage the risk of the mortgage pipeline, warehouse loans and MSRs	Specified risk management	CCB	122
	Interest rate
	◦	Manage the credit risk of wholesale lending exposures	Specified risk management	CIB	122
	Credit
	◦	Manage the risk of certain commodities-related contracts and investments	Specified risk management	CIB	122
	Commodity
	◦	Manage the risk of certain other specified assets and liabilities	Specified risk management	Corporate/PE	122
	Interest rate and foreign exchange
	Market-making derivatives and other activities:
	◦ Various	Market-making and related risk management	Market-making and other	CIB	122
	◦ Various	Other derivatives	Market-making and other	CIB, Corporate/PE	122
	Notional amount of derivative contracts
	The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2014, and December 31, 2013.
		Notional amounts(c)
	(in billions)	June 30,			31-Dec-13
		2014
	Interest rate contracts
	Swaps	$	30,929		$	35,221
	Futures and forwards	12,556			11,251
	Written options(a)	4,305			4,046
	Purchased options	4,704			4,187
	Total interest rate contracts	52,494			54,705
	Credit derivatives(a)(b)	5,100			5,331
	Foreign exchange contracts
	Cross-currency swaps	3,680			3,488
	Spot, futures and forwards	4,310			3,773
	Written options	725			659
	Purchased options	716			652
	Total foreign exchange contracts	9,431			8,572
	Equity contracts
	Swaps(a)	198			187
	Futures and forwards(a)	46			50
	Written options	474			425
	Purchased options	391			380
	Total equity contracts	1,109			1,042
	Commodity contracts
	Swaps	130			124
	Spot, futures and forwards	218			234
	Written options	200			202
	Purchased options	196			203
	Total commodity contracts	744			763
	Total derivative notional amounts	$	68,878		$	70,413
	(a)	The prior period amount has been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	(b)	For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 123 of this Note.
	(c)	Represents the sum of gross long and gross short third-party notional derivative contracts.
While the notional amounts disclosed above give an indication of the volume of the Firm’s derivatives activity, the notional amounts significantly exceed, in the Firm’s view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is used simply as a reference to calculate payments.
Impact of derivatives on the Consolidated Balance Sheets
The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated Balance Sheets as of June 30, 2014, and December 31, 2013, by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type.
Free-standing derivative receivables and payables(a)
	Gross derivative receivables													Gross derivative payables
30-Jun-14	Not designated as hedges			Designated as hedges			Total derivative receivables			Net derivative receivables(b)				Not designated as hedges			Designated			Total derivative payables			Net derivative payables(b)
(in millions)																	as hedges
Trading assets and liabilities
Interest rate	$	817,201		$	3,100		$	820,301		$	28,829			$	784,808		$	2,410		$	787,218		$	15,089
Credit	81,052			—			81,052			2,964				79,556			—			79,556			2,832
Foreign exchange	112,243			1,008			113,251			11,625				113,357			1,327			114,684			11,682
Equity	49,794			—			49,794			9,377				53,524			—			53,524			11,024
Commodity	35,843			283			36,126			9,583				36,181			680			36,861			10,168
Total fair value of trading assets and liabilities	$	1,096,133		$	4,391		$	1,100,524		$	62,378			$	1,067,426		$	4,417		$	1,071,843		$	50,795
	Gross derivative receivables													Gross derivative payables
31-Dec-13	Not designated as hedges			Designated as hedges			Total derivative receivables			Net derivative receivables(b)				Not designated as hedges			Designated			Total derivative payables			Net derivative payables(b)
(in millions)																	as hedges
Trading assets and liabilities
Interest rate	$	851,189		$	3,490		$	854,679		$	25,782			$	820,811		$	4,543		$	825,354		$	13,283
Credit	83,520			—			83,520			1,516				82,402			—			82,402			2,281
Foreign exchange	152,240			1,359			153,599			16,790				158,728			1,397			160,125			15,947
Equity	52,931			—			52,931			12,227				54,654			—			54,654			14,719
Commodity	34,344			1,394			35,738			9,444				37,605			9			37,614			11,084
Total fair value of trading assets and liabilities	$	1,174,224		$	6,243		$	1,180,467		$	65,759			$	1,154,200		$	5,949		$	1,160,149		$	57,314
(a)	Balances exclude structured notes for which the fair value option has been elected. See Note 4 for further information.
(b)	As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
The following table presents, as of June 30, 2014, and December 31, 2013, the gross and net derivative receivables by contract and settlement type. Derivative receivables have been netted on the Consolidated Balance Sheets against derivative payables and cash collateral payables to the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the receivables are not eligible under U.S. GAAP for netting on the Consolidated Balance Sheets, and are shown separately in the table below.
	30-Jun-14											31-Dec-13
(in millions)	Gross derivative receivables			Amounts netted on the Consolidated balance sheets				Net derivative receivables				Gross derivative receivables			Amounts netted on the Consolidated balance sheets				Net derivative receivables
U.S. GAAP nettable derivative receivables
Interest rate contracts:
Over–the–counter (“OTC”)	$	498,230		$	(475,647	)		$	22,583			$	486,449		$	(466,493	)		$	19,956
OTC–cleared	316,030			(315,825		)		205				362,426			(362,404		)		22
Exchange traded(a)	—			—				—				—			—				—
Total interest rate contracts	814,260			(791,472		)		22,788				848,875			(828,897		)		19,978
Credit contracts:
OTC	69,143			(68,041		)		1,102				66,269			(65,725		)		544
OTC–cleared	11,422			(10,047		)		1,375				16,841			(16,279		)		562
Total credit contracts	80,565			(78,088		)		2,477				83,110			(82,004		)		1,106
Foreign exchange contracts:
OTC	110,256			(101,578		)		8,678				148,953			(136,763		)		12,190
OTC–cleared	48			(48		)		—				46			(46		)		—
Exchange traded(a)	—			—				—				—			—				—
Total foreign exchange contracts	110,304			(101,626		)		8,678				148,999			(136,809		)		12,190
Equity contracts:
OTC	23,441			(23,026		)		415				31,870			(29,289		)		2,581
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	20,052			(17,391		)		2,661				17,732			(11,415		)		6,317
Total equity contracts	43,493			(40,417		)		3,076				49,602			(40,704		)		8,898
Commodity contracts:
OTC	21,951			(14,860		)		7,091				21,619			(15,082		)		6,537
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	13,414			(11,683		)		1,731				12,528			(11,212		)		1,316
Total commodity contracts	35,365			(26,543		)		8,822				34,147			(26,294		)		7,853
Derivative receivables with appropriate legal opinion	$	1,083,987		$	(1,038,146	)	(b)	$	45,841			$	1,164,733		$	(1,114,708	)	(b)	$	50,025
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	16,537							16,537				15,734							15,734
Total derivative receivables recognized on the Consolidated Balance Sheets	$	1,100,524						$	62,378			$	1,180,467						$	65,759
(a)	Exchange traded derivative amounts that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $62.0 billion and $63.9 billion at June 30, 2014, and December 31, 2013, respectively.
The following table presents, as of June 30, 2014, and December 31, 2013, the gross and net derivative payables by contract and settlement type. Derivative payables have been netted on the Consolidated Balance Sheets against derivative receivables and cash collateral receivables from the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the payables are not eligible under U.S. GAAP for netting on the Consolidated Balance Sheets, and are shown separately in the table below.
	30-Jun-14											31-Dec-13
(in millions)	Gross derivative payables			Amounts netted on the Consolidated balance sheets				Net derivative payables				Gross derivative payables			Amounts netted on the Consolidated balance sheets				Net derivative payables
U.S. GAAP nettable derivative payables
Interest rate contracts:
OTC	$	472,544		$	(461,345	)		$	11,199			$	467,850		$	(458,081	)		$	9,769
OTC–cleared	311,744			(310,784		)		960				354,698			(353,990		)		708
Exchange traded(a)	—			—				—				—			—				—
Total interest rate contracts	784,288			(772,129		)		12,159				822,548			(812,071		)		10,477
Credit contracts:
OTC	67,182			(65,923		)		1,259				65,223			(63,671		)		1,552
OTC–cleared	11,910			(10,801		)		1,109				16,506			(16,450		)		56
Total credit contracts	79,092			(76,724		)		2,368				81,729			(80,121		)		1,608
Foreign exchange contracts:
OTC	110,876			(102,961		)		7,915				155,110			(144,119		)		10,991
OTC–cleared	41			(41		)		—				61			(59		)		2
Exchange traded(a)	—			—				—				—			—				—
Total foreign exchange contracts	110,917			(103,002		)		7,915				155,171			(144,178		)		10,993
Equity contracts:
OTC	29,222			(25,109		)		4,113				33,295			(28,520		)		4,775
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	18,257			(17,391		)		866				17,349			(11,415		)		5,934
Total equity contracts	47,479			(42,500		)		4,979				50,644			(39,935		)		10,709
Commodity contracts:
OTC	20,689			(15,010		)		5,679				21,993			(15,318		)		6,675
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	13,177			(11,683		)		1,494				12,367			(11,212		)		1,155
Total commodity contracts	33,866			(26,693		)		7,173				34,360			(26,530		)		7,830
Derivative payables with appropriate legal opinions	$	1,055,642		$	(1,021,048	)	(b)	$	34,594			$	1,144,452		$	(1,102,835	)	(b)	$	41,617
Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,201							16,201				15,697							15,697
Total derivative payables recognized on the Consolidated Balance Sheets	$	1,071,843						$	50,795			$	1,160,149						$	57,314
(a)	Exchange traded derivative balances that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $44.9 billion and $52.1 billion related to OTC and OTC-cleared derivatives at June 30, 2014, and December 31, 2013, respectively.
In addition to the cash collateral received and transferred that is presented on a net basis with net derivative receivables and payables, the Firm receives and transfers additional collateral (financial instruments and cash). These amounts mitigate counterparty credit risk associated with the Firm’s derivative instruments but are not eligible for net presentation, because (a) the collateral is comprised of non-cash financial instruments (generally U.S. government and agency securities and other G7 government bonds), (b) the amount of collateral held or transferred exceeds the fair value exposure, at the individual counterparty level, as of the date presented, or (c) the collateral relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained.
The following tables present information regarding certain financial instrument collateral received and transferred as of June 30, 2014, and December 31, 2013, that is not eligible for net presentation under U.S. GAAP. The collateral included in these tables relates only to the derivative instruments for which appropriate legal opinions have been obtained; excluded are (i) additional collateral that exceeds the fair value exposure and (ii) all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained.
Derivative receivable collateral
	30-Jun-14											31-Dec-13
(in millions)	Net derivative receivables			Collateral not nettable on the Consolidated balance sheets				Net exposure				Net derivative receivables			Collateral not nettable on the Consolidated balance sheets				Net exposure
Derivative receivables with appropriate legal opinions	$	45,841		$	(10,707	)	(a)	$	35,134			$	50,025		$	(12,414	)	(a)	$	37,611
Derivative payable collateral(b)
	30-Jun-14											31-Dec-13
(in millions)	Net derivative payables			Collateral not nettable on the Consolidated balance sheets				Net amount(c)				Net derivative payables			Collateral not nettable on the Consolidated balance sheets				Net amount(c)
Derivative payables with appropriate legal opinions	$	34,594		$	(7,302	)	(a)	$	27,292			$	41,617		$	(6,873	)	(a)	$	34,744
(a)	Represents liquid security collateral as well as cash collateral held at third party custodians. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty.
(b)	Derivative payable collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments.
(c)	Net amount represents exposure of counterparties to the Firm.
Liquidity risk and credit-related contingent features
For a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts, see Note 6 of JPMorgan Chase’s 2013 Annual Report.
The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at June 30, 2014, and December 31, 2013.
OTC and OTC-cleared derivative payables containing downgrade triggers
(in millions)	June 30,			31-Dec-13
	2014
Aggregate fair value of net derivative payables	$	22,077		$	24,631
Collateral posted	17,569			20,346
The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), at June 30, 2014, and December 31, 2013, related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral, except in certain instances in which additional initial margin may be required upon a ratings downgrade, or termination payment requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract.
Liquidity impact of downgrade triggers on OTC and
OTC-cleared derivatives
	30-Jun-14							31-Dec-13
(in millions)	Single-notch downgrade			Two-notch downgrade				Single-notch downgrade			Two-notch downgrade
Amount of additional collateral to be posted upon downgrade(a)	$	929		$	3,337			$	952		$	3,244
Amount required to settle contracts with termination triggers upon downgrade(b)	578			920				540			876
(a)	Includes the additional collateral to be posted for initial margin.
(b)	Amounts represent fair value of derivative payables, and do not reflect collateral posted.
Impact of derivatives on the Consolidated Statements of Income
The following tables provide information related to gains and losses recorded on derivatives based on their hedge accounting designation or purpose.
Fair value hedge gains and losses
The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pretax gains/(losses) recorded on such derivatives and the related hedged items for the three and six months ended June 30, 2014 and 2013, respectively. The Firm includes gains/(losses) on the hedging derivative and the related hedged item in the same line item in the Consolidated Statements of Income.
	Gains/(losses) recorded in income										Income statement impact due to:
Three months ended June 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
Contract type
Interest rate(a)	$	578		$	(261	)	$	317			$	43		$	274
Foreign exchange(b)	(388		)	307			(81		)		—			(81		)
Commodity(c)	(561		)	652			91				13			78
Total	$	(371	)	$	698		$	327			$	56		$	271
	Gains/(losses) recorded in income										Income statement impact due to:
Three months ended June 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
Contract type
Interest rate(a)	$	(2,107	)	$	2,434		$	327			$	(60	)	$	387
Foreign exchange(b)	280			(368		)	(88		)		—			(88		)
Commodity(c)(d)	457			(1,087		)	(630		)		6			(636		)
Total	$	(1,370	)	$	979		$	(391	)		$	(54	)	$	(337	)
	Gains/(losses) recorded in income										Income statement impact due to:
Six months ended June 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
Contract type
Interest rate(a)	$	1,321		$	(668	)	$	653			$	72		$	581
Foreign exchange(b)	(786		)	631			(155		)		—			(155		)
Commodity(c)	(381		)	514			133				28			105
Total	$	154		$	477		$	631			$	100		$	531
	Gains/(losses) recorded in income										Income statement impact due to:
Six months ended June 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
Contract type
Interest rate(a)	$	(2,606	)	$	3,309		$	703			$	(100	)	$	803
Foreign exchange(b)	4,033			(4,120		)	(87		)		—			(87		)
Commodity(c)(d)	1,208			(1,812		)	(604		)		(12		)	(592		)
Total	$	2,635		$	(2,623	)	$	12			$	(112	)	$	124
(a)	Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate (“LIBOR”)) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. The current presentation excludes accrued interest.
(b)	Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items, due to changes in foreign currency rates, were recorded in principal transactions revenue and net interest income.
(c)	Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value). Gains and losses were recorded in principal transactions revenue.
(d)	The prior period amounts have been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
(e)	Hedge ineffectiveness is the amount by which the gain or loss on the designated derivative instrument does not exactly offset the gain or loss on the hedged item attributable to the hedged risk.
(f)	The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts and time values.
Cash flow hedge gains and losses
The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pretax gains/(losses) recorded on such derivatives, for the three and six months ended June 30, 2014 and 2013, respectively. The Firm includes the gain/(loss) on the hedging derivative and the change in cash flows on the hedged item in the same line item in the Consolidated Statements of Income.
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Three months ended June 30, 2014 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
													in OCI
													for period
Contract type
Interest rate(a)	$	(10	)	$	—		$	(10	)	$	71		$	81
Foreign exchange(b)	39			—			39			72			33
Total	$	29		$	—		$	29		$	143		$	114
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Three months ended June 30, 2013 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
													in OCI
													for period
Contract type
Interest rate(a)	$	(14	)	$	—		$	(14	)	$	(500	)	$	(486	)
Foreign exchange(b)	(20		)	—			(20		)	(12		)	8
Total	$	(34	)	$	—		$	(34	)	$	(512	)	$	(478	)
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Six months ended June 30, 2014 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
													in OCI
													for period
Contract type
Interest rate(a)	$	(36	)	$	—		$	(36	)	$	134		$	170
Foreign exchange(b)	38			—			38			81			43
Total	$	2		$	—		$	2		$	215		$	213
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Six months ended June 30, 2013 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
													in OCI
													for period
Contract type
Interest rate(a)	$	(41	)	$	—		$	(41	)	$	(526	)	$	(485	)
Foreign exchange(b)	(22		)	—			(22		)	(116		)	(94		)
Total	$	(63	)	$	—		$	(63	)	$	(642	)	$	(579	)
(a)	Primarily consists of benchmark interest rate hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income.
(b)	Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense.
(c)	The Firm did not experience any forecasted transactions that failed to occur for the three and six months ended June 30, 2014 and 2013.
(d)	Hedge ineffectiveness is the amount by which the cumulative gain or loss on the designated derivative instrument exceeds the present value of the cumulative expected change in cash flows on the hedged item attributable to the hedged risk.
Over the next 12 months, the Firm expects that $71 million (after-tax) of net gains recorded in accumulated other comprehensive income (“AOCI”) at June 30, 2014, related to cash flow hedges will be recognized in income. The maximum length of time over which forecasted transactions are hedged is 9 years, and such transactions primarily relate to core lending and borrowing activities.
Net investment hedge gains and losses
The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pretax gains/(losses) recorded on such instruments for the three and six months ended June 30, 2014 and 2013.
	Gains/(losses) recorded in income and
	other comprehensive income/(loss)
	2014									2013
Three months ended June 30,	Excluded components recorded directly					Effective portion recorded in OCI				Excluded components					Effective portion recorded in OCI
(in millions)	in income(a)									recorded directly
										in income(a)
Foreign exchange derivatives		$	(122	)		$	(208	)			$	(85	)		$	571
	Gains/(losses) recorded in income and
	other comprehensive income/(loss)
	2014									2013
Six months ended June 30,	Excluded components recorded directly					Effective portion recorded in OCI				Excluded components					Effective portion recorded in OCI
(in millions)	in income(a)									recorded directly
										in income(a)
Foreign exchange derivatives		$	(227	)		$	(362	)			$	(162	)		$	991
(a)Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. Amounts related to excluded components are recorded in current-period income. The Firm measures the ineffectiveness of net investment hedge accounting relationships based on changes in spot foreign currency rates, and therefore there was no material ineffectiveness for net investment hedge accounting relationships during the three and six months ended June 30, 2014 and 2013.
Gains and losses on derivatives used for specified risk management purposes
The following table presents pretax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from the mortgage pipeline, warehouse loans, MSRs, wholesale lending exposures, foreign currency-denominated liabilities, and commodities-related contracts and investments.
	Derivatives gains/(losses)
	recorded in income
	Three months ended June 30,						Six months
							ended June 30,
(in millions)	2014			2013			2014			2013
Contract type
Interest rate(a)	$	589		$	269		$	1,107		$	727
Credit(b)	(24		)	(8		)	(41		)	(39		)
Foreign exchange(c)	(3		)	—			(3		)	1
Commodity(d)	(21		)	40			162			74
Total	$	541		$	301		$	1,225		$	763
(a)	Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in the mortgage pipeline, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income.
(b)	Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue.
(c)	Primarily relates to hedges of the foreign exchange risk of specified foreign currency-denominated liabilities. Gains and losses were recorded in principal transactions revenue.
(d)	Primarily relates to commodity derivatives used to mitigate energy price risk associated with energy-related contracts and investments. Gains and losses were recorded in principal transactions revenue.
Gains and losses on derivatives related to market-making activities and other derivatives
The Firm makes markets in derivatives in order to meet the needs of customers and uses derivatives to manage certain risks associated with net open risk positions from the Firm’s market-making activities, including the counterparty credit risk arising from derivative receivables. These derivatives, as well as all other derivatives that are not included in the hedge accounting or specified risk management categories above, are included in this category. Gains and losses on these derivatives are primarily recorded in principal transactions revenue. See Note 6 for information on principal transactions revenue.
Credit derivatives
For a more detailed discussion of credit derivatives, see Note 6 of JPMorgan Chase’s 2013 Annual Report.
Total credit derivatives and credit-related notes
	Maximum payout/Notional amount
June 30, 2014 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(d)				Other protection purchased(e)
				purchased with
				identical underlyings(c)
Credit derivatives
Credit default swaps	$	(2,370,387	)		$	2,573,221		$	202,834			$	19,406
Other credit derivatives(a)	(63,840		)		48,135			(15,705		)		24,692
Total credit derivatives	(2,434,227		)		2,621,356			187,129				44,098
Credit-related notes	(114		)		—			(114		)		2,892
Total	$	(2,434,341	)		$	2,621,356		$	187,015			$	46,990
	Maximum payout/Notional amount
December 31, 2013 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(d)				Other protection purchased(e)
				purchased with
				identical underlyings(c)
Credit derivatives
Credit default swaps	$	(2,601,581	)		$	2,610,198		$	8,617			$	8,722
Other credit derivatives(a)	(44,137		)	(b)	45,921			1,784			(b)	20,480			(b)
Total credit derivatives	(2,645,718		)		2,656,119			10,401				29,202
Credit-related notes	(130		)		—			(130		)		2,720
Total	$	(2,645,848	)		$	2,656,119		$	10,271			$	31,922
(a)	Other credit derivatives predominantly consists of credit swap options.
(b)	The prior period amounts have been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
(c)	Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold.
(d)	Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value.
(e)	Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument.
The following tables summarize the notional amounts by the ratings and maturity profile, and the total fair value, of credit derivatives as of June 30, 2014, and December 31, 2013, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives and credit-related notes where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below.
Protection sold – credit derivatives and credit-related notes ratings(a)/maturity profile
June 30, 2014 (in millions)	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
													notional amount
Risk rating of reference entity
Investment-grade	$	(416,698	)		$	(1,280,933	)		$	(94,729	)		$	(1,792,360	)		$	33,363			$	(2,403	)		$	30,960
Noninvestment-grade	(150,449		)		(463,834		)		(27,698		)		(641,981		)		26,967				(14,775		)		12,192
Total	$	(567,147	)		$	(1,744,767	)		$	(122,427	)		$	(2,434,341	)		$	60,330			$	(17,178	)		$	43,152
December 31, 2013 (in millions)	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
													notional amount
Risk rating of reference entity
Investment-grade	$	(368,712	)	(b)	$	(1,469,773	)	(b)	$	(93,209	)	(b)	$	(1,931,694	)	(b)	$	31,730		(b)	$	(5,664	)	(b)	$	26,066	(b)
Noninvestment-grade	(140,540		)		(544,671		)		(28,943		)		(714,154		)		27,426				(16,674		)		10,752
Total	$	(509,252	)		$	(2,014,444	)		$	(122,152	)		$	(2,645,848	)		$	59,156			$	(22,338	)		$	36,818
(a)	The ratings scale is based on the Firm’s internal ratings, which generally correspond to ratings as defined by S&P and Moody’s.
(b)	The prior period amounts have been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
(c)	Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received by the Firm.

Noninterest_Revenue

Noninterest Revenue	6 Months Ended
	Jun. 30, 2014
Noninterest Income [Abstract]	'
Noninterest revenue	'
	Noninterest revenue
	For a discussion of the components of and accounting policies for the Firm’s noninterest revenue, see Note 7 of JPMorgan Chase’s 2013 Annual Report.
	The following table presents the components of investment banking fees.
		Three months ended June 30,				Six months ended
						June 30,
	(in millions)	2014		2013		2014		2013
	Underwriting
	Equity	$	477	$	457	$	830	$	730
	Debt	876		956		1,559		1,873
	Total underwriting	1,353		1,413		2,389		2,603
	Advisory	398		304		782		559
	Total investment banking fees	$	1,751	$	1,717	$	3,171	$	3,162
	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 7 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business.
		Three months ended June 30,				Six months ended
						June 30,
	(in millions)	2014		2013		2014		2013
	Trading revenue
	by instrument type(a)
	Interest rate	$	626	$	434	$	981	$	884
	Credit	603		701		1,129		2,002
	Foreign exchange	342		701		868		1,202
	Equity	759		897		1,564		1,986
	Commodity(b)	347		547		1,035		1,239
	Total trading revenue	2,677		3,280		5,577		7,313
	Private equity	231		480		653		208
	gains/(losses)(c)
	Principal transactions	$	2,908	$	3,760	$	6,230	$	7,521
	(a)	Prior to the second quarter of 2014, trading revenue was presented by major underlying type of risk exposure, generally determined based upon the business primarily responsible for managing that risk exposure. Prior period amounts have been revised to conform with the current period presentation. This revision had no impact on the Firm’s Consolidated Balance Sheets or results of operations.
	(b)	Includes realized gains and losses and unrealized losses on physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value), subject to any applicable fair value hedge accounting adjustments, and gains and losses on commodity derivatives and other financial instruments that are carried at fair value through income. Commodity derivatives are frequently used to manage the Firm’s risk exposure to its physical commodities inventories. For gains/(losses) related to commodity fair value hedges see Note 5.
	(c)	Includes revenue on private equity investments held in the Private Equity business within Corporate/Private Equity, as well as those held in other business segments.
	The following table presents the components of firmwide asset management, administration and commissions.
		Three months ended June 30,				Six months ended
						June 30,
	(in millions)	2014		2013		2014		2013
	Asset management fees
	Investment management fees(a)	$	2,260	$	1,948	$	4,356	$	3,773
	All other asset management fees(b)	131		139		254		263
	Total asset management fees	2,391		2,087		4,610		4,036
	Total administration fees(c)	564		548		1,091		1,075
	Commission and other fees
	Brokerage commissions	567		625		1,199		1,205
	All other commissions and fees	485		605		943		1,148
	Total commissions and fees	1,052		1,230		2,142		2,353
	Total asset management, administration and commissions	$	4,007	$	3,865	$	7,843	$	7,464
	(a)	Represents fees earned from managing assets on behalf of Firm clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts.
	(b)	Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients.
	(c)	Predominantly includes fees for custody, securities lending, funds services and securities clearance.
	Other income
	Included in other income is operating lease income of $422 million and $363 million for the three months ended June 30, 2014 and 2013, respectively, and $820 million and $712 million for the six months ended June 30, 2014 and 2013, respectively.

Interest_Income_and_Interest_E

Interest Income and Interest Expense	6 Months Ended
	Jun. 30, 2014
Banking and Thrift, Interest [Abstract]	'
Interest income and Interest expense	'
	Interest income and Interest expense
	For a description of JPMorgan Chase’s accounting policies regarding interest income and interest expense, see Note 8 of JPMorgan Chase’s 2013 Annual Report.
	Details of interest income and interest expense were as follows.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014			2013
	Interest income
	Loans	$	8,039		$	8,341			$	16,078		$	16,854
	Taxable securities	1,940			1,581				3,840			3,288
	Tax-exempt securities	337			197				654			380
	Total securities	2,277			1,778				4,494			3,668
	Trading assets	1,827			2,124			(d)	3,598			4,335			(d)
	Federal funds sold and securities purchased under resale agreements	398			490				834			1,004
	Securities borrowed(a)	(131		)	(30		)		(219		)	(36		)
	Deposits with banks	279			222				535			385
	Other assets(b)	172			147				334			227
	Total interest income	12,861			13,072			(d)	25,654			26,437			(d)
	Interest expense
	Interest-bearing deposits	417			539				843			1,084
	Short-term and other liabilities(c)	455			442			(d)	883			900			(d)
	Long-term debt	1,086			1,261				2,253			2,556
	Beneficial interests issued by consolidated VIEs	105			126				210			260
	Total interest expense	2,063			2,368			(d)	4,189			4,800			(d)
	Net interest income	10,798			10,704				21,465			21,637
	Provision for credit losses	692			47				1,542			664
	Net interest income after provision for credit losses	$	10,106		$	10,657			$	19,923		$	20,973
	(a)	Negative interest income for the three and six months ended June 30, 2014 and 2013, is a result of increased client-driven demand for certain securities combined with the impact of low interest rates; the offset of this matched book activity is reflected as lower net interest expense reported within short-term and other liabilities.
	(b)	Largely margin loans.
	(c)	Includes brokerage customer payables.
	(d)	Effective January 1,2014, prior period amounts (and the corresponding amounts on the Consolidated statements of income) have been reclassified to conform with the current period presentation.

Pension_and_Other_Postretireme

Pension and Other Postretirement Employee Benefit Plans	6 Months Ended
	Jun. 30, 2014
Compensation and Retirement Disclosure [Abstract]	'
Pension and other postretirement employee benefit plans	'
	Pension and other postretirement employee benefit plans
	For a discussion of JPMorgan Chase’s pension and other postretirement employee benefit (“OPEB”) plans, see Note 9 of JPMorgan Chase’s 2013 Annual Report.
	The following table presents the components of net periodic benefit costs reported in the Consolidated Statements of Income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans.
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Three months June 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	70		$	79		$	8		$	8		$	—		$	—
	Interest cost on benefit obligations	134			111			36			30			9			9
	Expected return on plan assets	(246		)	(238		)	(45		)	(34		)	(25		)	(24		)
	Amortization:
	Net (gain)/loss	7			67			12			12			—			—
	Prior service cost/(credit)	(12		)	(11		)	—			—			—			—
	Net periodic defined benefit cost	(47		)	8			11			16			(16		)	(15		)
	Other defined benefit pension plans(a)	4			4			1			4			NA			NA
	Total defined benefit plans	(43		)	12			12			20			(16		)	(15		)
	Total defined contribution plans	110			115			87			80			NA			NA
	Total pension and OPEB cost included in compensation expense	$	67		$	127		$	99		$	100		$	(16	)	$	(15	)
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Six months ended June 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	140		$	157		$	17		$	17		$	—		$	—
	Interest cost on benefit obligations	268			223			70			60			18			18
	Expected return on plan assets	(492		)	(477		)	(89		)	(68		)	(50		)	(46		)
	Amortization:
	Net (gain)/loss	13			135			24			24			—			1
	Prior service cost/(credit)	(22		)	(21		)	—			(1		)	—			—
	Net periodic defined benefit cost	(93		)	17			22			32			(32		)	(27		)
	Other defined benefit pension plans(a)	7			7			3			6			NA			NA
	Total defined benefit plans	(86		)	24			25			38			(32		)	(27		)
	Total defined contribution plans	218			220			167			159			NA			NA
	Total pension and OPEB cost included in compensation expense	$	132		$	244		$	192		$	197		$	(32	)	$	(27	)
	(a)	Includes various defined benefit pension plans which are individually immaterial.
	The fair values of plan assets for the U.S. defined benefit pension and OPEB plans and for the material non-U.S. defined benefit pension plans were $16.7 billion and $3.8 billion, as of June 30, 2014, and $16.1 billion and $3.5 billion respectively, as of December 31, 2013. See Note 19 for further information on unrecognized amounts (i.e., net loss and prior service costs/(credit)) reflected in AOCI for the three and six month periods ended June 30, 2014, and 2013.
	The Firm does not anticipate any contribution to the U.S. defined benefit pension plan in 2014 at this time. For 2014, the cost associated with funding benefits under the Firm’s U.S. non-qualified defined benefit pension plans is expected to total $37 million. The 2014 contributions to the non-U.S. defined benefit pension and OPEB plans are expected to be $49 million and $2 million, respectively.

Employee_Stock_Based_Incentive

Employee Stock Based Incentives	6 Months Ended
	Jun. 30, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Employee stock-based incentives	'
	Employee stock-based incentives
	For a discussion of the accounting policies and other information relating to employee stock-based incentives, see Note 10 of JPMorgan Chase’s 2013 Annual Report.
	The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated Statements of Income.
		Three months ended June 30,				Six months
						ended June 30,
	(in millions)	2014		2013		2014		2013
	Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$	335	$	372	$	745	$	756
	Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	189		214		397		471
	Total noncash compensation expense related to employee stock-based incentive plans	$	524	$	586	$	1,142	$	1,227
	In the first quarter of 2014, in connection with its annual incentive grant for the 2013 performance year, the Firm granted 36 million RSUs with a weighted-average grant date fair value of $57.87 per RSU.
	Separately, on July 15, 2014, the Compensation Committee and Board of Directors determined that the Chairman and Chief Executive Officer had met all requirements for the vesting of the 2 million SAR awards originally issued in January 2008 and thus, the awards have become exercisable. The SARs, which will expire in January 2018, have an exercise price of $39.83 (the price of JPMorgan Chase common stock on the date of issuance).

Noninterest_Expense

Noninterest Expense	6 Months Ended
	Jun. 30, 2014
Noninterest Expense [Abstract]	'
Noninterest expense	'
	Noninterest expense
	The following table presents the components of noninterest expense.
		Three months ended June 30,				Six months ended June 30,
	(in millions)	2014		2013		2014		2013
	Compensation expense	$	7,610	$	8,019	$	15,469	$	16,433
	Noncompensation expense:
	Occupancy expense	973		904		1,925		1,805
	Technology, communications and equipment expense	1,433		1,361		2,844		2,693
	Professional and outside services	1,932		1,901		3,718		3,635
	Marketing	650		578		1,214		1,167
	Other expense(a)(b)	2,701		2,951		4,634		5,252
	Amortization of intangibles	132		152		263		304
	Total noncompensation expense	7,821		7,847		14,598		14,856
	Total noninterest expense	$	15,431	$	15,866	$	30,067	$	31,289
	(a)	Included firmwide legal expense of $669 million and $678 million for the three months ended June 30, 2014 and 2013 respectively, and $707 million and $1.0 billion for the six months ended June 30, 2014 and 2013.
	(b)	Included FDIC-related expense of $266 million and $392 million for the three months ended June 30, 2014 and 2013, respectively, and $559 million and $771 million for the six months ended June 30, 2014 and 2013.

Securities

Securities	6 Months Ended
	Jun. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Securities	'
	Securities
	Securities are classified as AFS, HTM or trading. Securities classified as trading are discussed in Note 3. Predominantly all of the Firm’s AFS and HTM investment securities (the “investment securities portfolio”) are held by Treasury and Chief Investment Office (“CIO”) in connection with its asset-liability management objectives. At both June 30, 2014, and December 31, 2013, the average credit rating of the debt securities comprising the investment securities portfolio was AA+ (based upon external ratings where available and, where not available, based primarily upon internal ratings which correspond to ratings as defined by S&P and Moody’s). For additional information regarding the investment securities portfolio, see Note 12 of JPMorgan Chase’s 2013 Annual Report.
	During the first quarter of 2014, the Firm transferred U.S. government agency mortgage-backed securities and obligations of U.S. states and municipalities with a fair value of $19.3 billion from available-for-sale to held-to-maturity. These securities were transferred at fair value. Accumulated other comprehensive income included net pretax unrealized losses of $9 million on the securities at the date of transfer. The transfers reflect the Firm’s intent to hold the securities to maturity in order to reduce the impact of price volatility on accumulated other comprehensive income and certain capital measures under Basel III.
	Realized gains and losses
	The following table presents realized gains and losses and other-than-temporary impairment losses (“OTTI”) from AFS securities that were recognized in income.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014				2013
	Realized gains	$	76		$	143			$	224			$	664
	Realized losses	(64		)	(13		)		(180		)		(25		)
	Net realized gains(a)	12			130				44				639
	OTTI losses:
	Securities the Firm intends to sell	—			(6		)		(2		)	(b)	(6		)
	Total OTTI losses recognized in income	—			(6		)		(2		)		(6		)
	Net securities gains	$	12		$	124			$	42			$	633
	(a)	Total proceeds from securities sold were within approximately 1% and 1% of amortized cost for the three and six months ended June 30, 2014, respectively and 1% and 3% of amortized cost for the three and six months ended June 30, 2013.
	(b)	Excludes realized losses of $1 million for the six months ended June 30, 2014 that had been previously reported as an OTTI loss due to the intention to sell the securities.
	The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated.
		30-Jun-14														December 31, 2013
	(in millions)	Amortized cost			Gross unrealized gains			Gross unrealized losses				Fair value				Amortized cost			Gross unrealized gains		Gross unrealized losses		Fair value
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies(a)	$	62,353		$	2,328		$	169			$	64,512			$	76,428		$	2,364	$	977	$	77,815
	Residential:
	Prime and Alt-A	3,487			75			27				3,535				2,744			61		27		2,778
	Subprime	815			20			—				835				908			23		1		930
	Non-U.S.	52,466			1,403			—				53,869				57,448			1,314		1		58,761
	Commercial	17,816			601			4				18,413				15,891			560		26		16,425
	Total mortgage-backed securities	136,937			4,427			200				141,164				153,419			4,322		1,032		156,709
	U.S. Treasury and government agencies(a)	19,279			82			2				19,359				21,310			385		306		21,389
	Obligations of U.S. states and municipalities	26,480			1,694			88				28,086				29,741			707		987		29,461
	Certificates of deposit	1,411			1			2				1,410				1,041			1		1		1,041
	Non-U.S. government debt securities	56,727			1,170			52				57,845				55,507			863		122		56,248
	Corporate debt securities	20,779			590			13				21,356				21,043			498		29		21,512
	Asset-backed securities:
	Collateralized loan obligations	28,299			224			73				28,450				28,130			236		136		28,230
	Other	12,890			218			—				13,108				12,062			186		3		12,245
	Total available-for-sale debt securities	302,802			8,406			430				310,778				322,253			7,198		2,616		326,835
	Available-for-sale equity securities	3,278			13			—				3,291				3,125			17		—		3,142
	Total available-for-sale securities	$	306,080		$	8,419		$	430			$	314,069			$	325,378		$	7,215	$	2,616	$	329,977
	Total held-to-maturity securities(b)	$	47,849		$	1,314		$	—			$	49,163			$	24,026		$	22	$	317	$	23,731
	(a)	Included total U.S. government-sponsored enterprise obligations with fair values of $58.2 billion and $67.0 billion at June 30, 2014, and December 31, 2013, respectively.
	(b)	As of June 30, 2014, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $35.4 billion, MBS issued by U.S. government agencies with an amortized cost of $4.1 billion and obligations of U.S. states and municipalities with an amortized cost of $8.3 billion. As of December 31, 2013, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $23.1 billion and obligations of U.S. states and municipalities with an amortized cost of $920 million.
	Securities impairment
	The following tables present the fair value and gross unrealized losses for investment securities by aging category at June 30, 2014, and December 31, 2013.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	June 30, 2014 (in millions)	Fair value			Gross unrealized losses				Fair value			Gross unrealized losses			Total fair value			Total gross unrealized losses
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies	$	1,354		$	17			$	7,131		$	152		$	8,485		$	169
	Residential:
	Prime and Alt-A	536			2				462			25			998			27
	Subprime	—			—				—			—			—			—
	Non-U.S.	—			—				—			—			—			—
	Commercial	—			—				165			4			165			4
	Total mortgage-backed securities	1,890			19				7,758			181			9,648			200
	U.S. Treasury and government agencies	—			—				1,994			2			1,994			2
	Obligations of U.S. states and municipalities	3,574			75				556			13			4,130			88
	Certificates of deposit	1,276			2				—			—			1,276			2
	Non-U.S. government debt securities	8,925			18				1,481			34			10,406			52
	Corporate debt securities	2,193			8				337			5			2,530			13
	Asset-backed securities:
Collateralized loan obligations	9,052			28				5,102			45			14,154			73
Other	—			—				—			—			—			—
Total available-for-sale debt securities	26,910			150				17,228			280			44,138			430
Available-for-sale equity securities	—			—				—			—			—			—
Held-to-maturity securities	—			—				—			—			—			—
Total securities with gross unrealized losses	$	26,910		$	150			$	17,228		$	280		$	44,138		$	430
	Securities with gross unrealized losses
	Less than 12 months							12 months or more
December 31, 2013 (in millions)	Fair value			Gross unrealized losses				Fair value			Gross unrealized losses			Total fair value			Total gross unrealized losses
Available-for-sale debt securities
Mortgage-backed securities:
U.S. government agencies	$	20,293		$	895			$	1,150		$	82		$	21,443		$	977
Residential:
Prime and Alt-A	1,061			27				—			—			1,061			27
Subprime	152			1				—			—			152			1
Non-U.S.	—			—				158			1			158			1
Commercial	3,980			26				—			—			3,980			26
Total mortgage-backed securities	25,486			949				1,308			83			26,794			1,032
U.S. Treasury and government agencies	6,293			250				237			56			6,530			306
Obligations of U.S. states and municipalities	15,387			975				55			12			15,442			987
Certificates of deposit	988			1				—			—			988			1
Non-U.S. government debt securities	11,286			110				821			12			12,107			122
Corporate debt securities	1,580			21				505			8			2,085			29
Asset-backed securities:
Collateralized loan obligations	18,369			129				393			7			18,762			136
Other	1,114			3				—			—			1,114			3
Total available-for-sale debt securities	80,503			2,438				3,319			178			83,822			2,616
Available-for-sale equity securities	—			—				—			—			—			—
Held-to-maturity securities	$	20,745		$	317			$	—		$	—		$	20,745		$	317
Total securities with gross unrealized losses	$	101,248		$	2,755			$	3,319		$	178		$	104,567		$	2,933
Changes in the credit loss component of credit-impaired debt securities
The following table presents a rollforward for the three and six months ended June 30, 2014 and 2013, of the credit loss component of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell.
	Three months ended June 30,							Six months
								ended June 30,
(in millions)	2014			2013				2014			2013
Balance, beginning of period	$	1		$	519			$	1		$	522
Reductions:
Sales and redemptions of credit-impaired securities	—			—				—			(3		)
Balance, end of period	$	1		$	519			$	1		$	519
Gross unrealized losses
Gross unrealized losses have generally decreased since December 31, 2013. Though losses on securities that have been in an unrealized loss position for 12 months or more have increased, the increase is not material. The Firm has recognized the unrealized losses on securities it intends to sell. As of June 30, 2014, the Firm does not intend to sell any investment securities with unrealized losses recorded in AOCI, and it is not likely that the Firm will be required to sell these securities before recovery of their amortized cost basis. Except for the securities noted above for which credit losses have been recognized in income, the Firm believes that the securities in an unrealized loss position are not other-than-temporarily impaired as of June 30, 2014.
Contractual maturities and yields
The following table presents the amortized cost and estimated fair value at June 30, 2014, of JPMorgan Chase’s investment securities portfolio by contractual maturity.
By remaining maturity	Due in one			Due after one year through five years			Due after five years through 10 years			Due after			Total
30-Jun-14	year or less									10 years(c)
(in millions)
Available-for-sale debt securities
Mortgage-backed securities(a)
Amortized cost	$	677		$	18,314		$	9,278		$	108,668		$	136,937
Fair value	683			18,811			9,538			112,132			141,164
Average yield(b)	2.5		%	1.69		%	2.67		%	3.07		%	2.86		%
U.S. Treasury and government agencies(a)
Amortized cost	$	12,418		$	3,998		$	1,887		$	976		$	19,279
Fair value	12,430			4,007			1,890			1,032			19,359
Average yield(b)	0.27		%	0.51		%	0.3		%	0.72		%	0.34		%
Obligations of U.S. states and municipalities
Amortized cost	$	60		$	467		$	1,407		$	24,546		$	26,480
Fair value	60			491			1,467			26,068			28,086
Average yield(b)	2.61		%	4.4		%	4.28		%	6.82		%	6.63		%
Certificates of deposit
Amortized cost	$	1,359		$	52		$	—		$	—		$	1,411
Fair value	1,357			53			—			—			1,410
Average yield(b)	2.67		%	3.28		%	—		%	—		%	2.69		%
Non-U.S. government debt securities
Amortized cost	$	11,946		$	15,186		$	25,380		$	4,215		$	56,727
Fair value	11,976			15,419			26,066			4,384			57,845
Average yield(b)	3.52		%	2.51		%	1.25		%	1.2		%	2.06		%
Corporate debt securities
Amortized cost	$	3,692		$	10,843		$	6,244		$	—		$	20,779
Fair value	3,707			11,139			6,510			—			21,356
Average yield(b)	2.15		%	2.35		%	2.47		%	—		%	2.35		%
Asset-backed securities
Amortized cost	$	15		$	3,382		$	17,523		$	20,269		$	41,189
Fair value	15			3,408			17,653			20,482			41,558
Average yield(b)	2.15		%	2.1		%	1.79		%	1.8		%	1.82		%
Total available-for-sale debt securities
Amortized cost	$	30,167		$	52,242		$	61,719		$	158,674		$	302,802
Fair value	30,228			53,328			63,124			164,098			310,778
Average yield(b)	1.95		%	2.02		%	1.78		%	3.42		%	2.7		%
Available-for-sale equity securities
Amortized cost	$	—		$	—		$	—		$	3,278		$	3,278
Fair value	—			—			—			3,291			3,291
Average yield(b)	—		%	—		%	—		%	0.18		%	0.18		%
Total available-for-sale securities
Amortized cost	$	30,167		$	52,242		$	61,719		$	161,952		$	306,080
Fair value	30,228			53,328			63,124			167,389			314,069
Average yield(b)	1.95		%	2.02		%	1.78		%	3.36		%	2.67		%
Total held-to-maturity securities
Amortized cost	$	—		$	56		$	346		$	47,447		$	47,849
Fair value	—			56			358			48,749			49,163
Average yield(b)	—		%	4.28		%	4.75		%	3.91		%	3.92		%
(a)	U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at June 30, 2014.
(b)	Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid.
(c)	Includes securities with no stated maturity. Substantially all of the Firm’s residential mortgage-backed securities and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated duration, which reflects anticipated future prepayments based on a consensus of dealers in the market, is approximately six years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and four years for nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie

Securities Financing Activities	6 Months Ended
	Jun. 30, 2014
Securities Financing Transactions Disclosures [Abstract]	'
Securities financing activities	'
	Securities financing activities
	For a discussion of accounting policies relating to securities financing activities, see Note 13 of JPMorgan Chase’s 2013 Annual Report. For further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected, see Note 4. For further information regarding assets pledged and collateral received in securities financing agreements, see Note 22.
	The following table presents as of June 30, 2014, and December 31, 2013, the gross and net securities purchased under resale agreements and securities borrowed. Securities purchased under resale agreements have been presented on the Consolidated Balance Sheets net of securities sold under repurchase agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities purchased under resale agreements are not eligible for netting and are shown separately in the table below. Securities borrowed are presented on a gross basis on the Consolidated Balance Sheets.
		June 30, 2014										December 31, 2013
	(in millions)	Gross asset balance		Amounts netted on the Consolidated Balance Sheets			Net asset balance					Gross asset balance		Amounts netted on the Consolidated Balance Sheets			Net asset balance
	Securities purchased under resale agreements
	Securities purchased under resale agreements with an appropriate legal opinion	$	365,647	$	(124,143	)	$	241,504				$	354,814	$	(115,408	)	$	239,406
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	6,318					6,318					8,279					8,279
	Total securities purchased under resale agreements	$	371,965	$	(124,143	)	$	247,822		(a)		$	363,093	$	(115,408	)	$	247,685		(a)
	Securities borrowed	$	113,967	NA			$	113,967		(b)(c)		$	111,465	NA			$	111,465		(b)(c)
	(a)	At June 30, 2014, and December 31, 2013, included securities purchased under resale agreements of $27.8 billion and $25.1 billion, respectively, accounted for at fair value.
	(b)	At June 30, 2014, and December 31, 2013, included securities borrowed of $2.1 billion and $3.7 billion, respectively, accounted for at fair value.
	(c)	Included $27.2 billion and $26.9 billion at June 30, 2014, and December 31, 2013, respectively, of securities borrowed where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
	The following table presents information as of June 30, 2014, and December 31, 2013, regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		30-Jun-14												31-Dec-13
					Amounts not nettable on the Consolidated Balance Sheets(a)													Amounts not nettable on the Consolidated Balance Sheets(a)
	(in millions)	Net asset balance			Financial instruments(b)			Cash collateral			Net exposure			Net asset balance				Financial instruments(b)			Cash collateral			Net exposure
	Securities purchased under resale agreements with an appropriate legal opinion	$	241,504		$	(238,035	)	$	(192	)	$	3,277		$	239,406			$	(234,495	)	$	(98	)	$	4,813
	Securities borrowed	$	86,802		$	(84,106	)	$	—		$	2,696		$	84,531			$	(81,127	)	$	—		$	3,404
	(a)	For some counterparties, the sum of the financial instruments and cash collateral not nettable on the Consolidated Balance Sheets may exceed the net asset balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net reverse repurchase agreement or securities borrowed asset with that counterparty. As a result a net exposure amount is reported even though the Firm, on an aggregate basis for its securities purchased under resale agreements and securities borrowed, has received securities collateral with a total fair value that is greater than the funds provided to counterparties.
	(b)	Includes financial instrument collateral received, repurchase liabilities and securities loaned liabilities with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated Balance Sheets because other U.S. GAAP netting criteria are not met.
	The following table presents as of June 30, 2014, and December 31, 2013, the gross and net securities sold under repurchase agreements and securities loaned. Securities sold under repurchase agreements have been presented on the Consolidated Balance Sheets net of securities purchased under resale agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities sold under repurchase agreements are not eligible for netting and are shown separately in the table below. Securities loaned are presented on a gross basis on the Consolidated Balance Sheets.
		June 30, 2014										December 31, 2013
	(in millions)	Gross liability balance		Amounts netted			Net liability balance					Gross liability balance			Amounts netted			Net liability balance
				on the Consolidated Balance Sheets											on the Consolidated Balance Sheets
	Securities sold under repurchase agreements
	Securities sold under repurchase agreements with an appropriate legal opinion	$	300,208	$	(124,143	)	$	176,065				$	257,630	(f)	$	(115,408	)	$	142,222		(f)
	Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	18,910					18,910					18,143		(f)				18,143			(f)
	Total securities sold under repurchase agreements	$	319,118	$	(124,143	)	$	194,975		(c)		$	275,773		$	(115,408	)	$	160,365		(c)
	Securities loaned(b)	$	26,206	NA			$	26,206		(d)(e)		$	25,769		NA			$	25,769		(d)(e)
	(a)	Includes repurchase agreements that are not subject to a master netting agreement but do provide rights to collateral.
	(b)	Included securities-for-securities borrow vs. pledge transactions of $5.7 billion and $5.8 billion at June 30, 2014, and December 31, 2013, respectively, when acting as lender and as presented within other liabilities in the Consolidated Balance Sheets.
	(c)	At June 30, 2014, and December 31, 2013, included securities sold under repurchase agreements of $2.6 billion and $4.9 billion, respectively, accounted for at fair value.
	(d)	At December 31, 2013, included securities loaned of $483 million accounted for at fair value; there were no securities loaned accounted for at fair value as of June 30, 2014.
	(e)	Included $472 million and $397 million at June 30, 2014, and December 31, 2013, respectively, of securities loaned where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
	(f)	The prior period amounts have been revised with a corresponding impact in the table below. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	The following table presents information as of June 30, 2014, and December 31, 2013, regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		30-Jun-14												31-Dec-13
					Amounts not nettable													Amounts not nettable
					on the Consolidated balance sheets(a)													on the Consolidated
																		balance sheets(a)
	(in millions)	Net liability balance			Financial instruments(b)			Cash collateral			Net amount(c)			Net liability balance				Financial instruments(b)				Cash collateral			Net amount(c)
	Securities sold under repurchase agreements with an appropriate legal opinion	$	176,065		$	(173,730	)	$	(345	)	$	1,990		$	142,222		(d)	$	(139,051	)	(d)	$	(450	)	$	2,721
	Securities loaned	$	25,734		$	(25,390	)	$	—		$	344		$	25,372			$	(25,125	)		$	—		$	247
	(a)	For some counterparties the sum of the financial instruments and cash collateral not nettable on the Consolidated Balance Sheets may exceed the net liability balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net repurchase agreement or securities loaned liability with that counterparty.
	(b)	Includes financial instrument collateral transferred, reverse repurchase assets and securities borrowed assets with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated Balance Sheets because other U.S. GAAP netting criteria are not met.
	(c)	Net amount represents exposure of counterparties to the Firm.
	(d)	The prior period amounts have been revised with a corresponding impact in the table above. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	Transfers not qualifying for sale accounting
	At June 30, 2014, and December 31, 2013, the Firm held $14.1 billion and $14.6 billion, respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets, other assets and loans, and the corresponding liabilities are recorded in other borrowed funds, and accounts payable and other liabilities, on the Consolidated Balance Sheets.

Loans

Loans	6 Months Ended
	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Loans	'
	Loans
	Loan accounting framework
	The accounting for a loan depends on management’s strategy for the loan, and on whether the loan was credit-impaired at the date of acquisition. The Firm accounts for loans based on the following categories:
	•	Originated or purchased loans held-for-investment (i.e., “retained”), other than purchased credit-impaired (“PCI”) loans
	•	Loans held-for-sale
	•	Loans at fair value
	•	PCI loans held-for-investment
	For a detailed discussion of loans, including accounting policies, see Note 14 of JPMorgan Chase’s 2013 Annual Report. See Note 4 of this Form 10-Q for further information on the Firm’s elections of fair value accounting under the fair value option. See Note 3 of this Form 10-Q for further information on loans carried at fair value and classified as trading assets.
	Loan portfolio
	The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class:
	Consumer, excluding		Credit card		Wholesale(c)
	credit card(a)
	Residential real estate – excluding PCI		• Credit card loans		• Commercial and industrial
	• Home equity – senior lien				• Real estate
	• Home equity – junior lien				• Financial institutions
	• Prime mortgage, including				• Government agencies
	option ARMs				• Other(d)
	• Subprime mortgage
	Other consumer loans
	• Auto(b)
	• Business banking(b)
	• Student and other
	Residential real estate – PCI
	• Home equity
	• Prime mortgage
	• Subprime mortgage
	• Option ARMs
	(a)	Includes loans held in CCB, and prime mortgage loans held in the AM business segment and in Corporate/Private Equity.
	(b)	Includes certain business banking and auto dealer risk-rated loans that apply the wholesale methodology for determining the allowance for loan losses; these loans are managed by CCB, and therefore, for consistency in presentation, are included with the other consumer loan classes.
	(c)	Includes loans held in CIB, CB and AM business segments and in Corporate/Private Equity. Classes are internally defined and may not align with regulatory definitions.
	(d)	Other primarily includes loans to special-purpose entities (“SPEs”) and loans to private banking clients. See Note 1 of JPMorgan Chase’s 2013 Annual Report for additional information on SPEs.
	The following tables summarize the Firm’s loan balances by portfolio segment.
	June 30, 2014	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	288,214		$	125,621		$	321,534		$	735,369		(b)
	Held-for-sale	964			508			5,839			7,311
	At fair value	—			—			4,303			4,303
	Total	$	289,178		$	126,129		$	331,676		$	746,983
	31-Dec-13	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	288,449		$	127,465		$	308,263		$	724,177		(b)
	Held-for-sale	614			326			11,290			12,230
	At fair value	—			—			2,011			2,011
	Total	$	289,063		$	127,791		$	321,564		$	738,418
	(a)	Includes billed finance charges and fees net of an allowance for uncollectible amounts.
	(b)	Loans (other than PCI loans and those for which the fair value option has been elected) are presented net of unearned income, unamortized discounts and premiums, and net deferred loan costs of $1.9 billion at both June 30, 2014, and December 31, 2013.
	The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. These tables exclude loans recorded at fair value. The Firm manages its exposure to credit risk on an ongoing basis. Selling loans is one way that the Firm reduces its credit exposures.
			2014														2013
	Three months ended		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	June 30,
	(in millions)
	Purchases		$	2,167		(a)(b)	$	—		$	156		$	2,323			$	1,590		(a)(b)	$	328		$	191		$	2,109
	Sales		1,352				—			2,323			3,675				1,233				—			1,425			2,658
	Retained loans reclassified to held-for-sale		802				215			212			1,229				708				—			677			1,385
			2014														2013
	Six months ended		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	June 30,
	(in millions)
	Purchases		$	3,749		(a)(b)	$	—		$	277		$	4,026			$	4,215		(a)(b)	$	328		$	286		$	4,829
	Sales		2,243				—			4,679			6,922				2,662				—			2,578			5,240
	Retained loans reclassified to held-for-sale		802				215			509			1,526				708				—			1,021			1,729
	(a)	Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Ginnie Mae guidelines. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, the Federal Housing Administration (“FHA”), Rural Housing Services (“RHS”) and/or the U.S. Department of Veterans Affairs (“VA”).
	(b)	Excluded retained loans purchased from correspondents that were originated in accordance with the Firm’s underwriting standards. Such purchases were $2.4 billion and $1.3 billion for the three months ended June 30, 2014 and 2013, respectively, and $4.1 billion and $2.2 billion for the six months ended June 30, 2014 and 2013, respectively.
The following table provides information about gains/(losses) on loan sales by portfolio segment.
	Three months ended							Six months ended
	June 30,							June 30,
(in millions)	2014			2013				2014			2013
Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)(a)
Consumer, excluding credit card	$	84		$	112			$	126		$	256
Credit card	—			—				—			—
Wholesale	3			(14		)		27			(7		)
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	87		$	98			$	153		$	249
(a)	Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Loans	'
	Consumer, excluding credit card loan portfolio
	Consumer loans, excluding credit card loans, consist primarily of residential mortgages, home equity loans and lines of credit, auto loans, business banking loans, and student and other loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period, and certain payment-option loans originated by Washington Mutual that may result in negative amortization.
	The table below provides information about retained consumer loans, excluding credit card, by class.
	(in millions)	June 30,			December 31,
		2014			2013
	Residential real estate –
	excluding PCI
	Home equity:
	Senior lien	$	16,222		$	17,113
	Junior lien	38,263			40,750
	Mortgages:
	Prime, including option ARMs	93,239			87,162
	Subprime	6,552			7,104
	Other consumer loans
	Auto	53,042			52,757
	Business banking	19,453			18,951
	Student and other	11,325			11,557
	Residential real estate – PCI
	Home equity	18,070			18,927
	Prime mortgage	11,302			12,038
	Subprime mortgage	3,947			4,175
	Option ARMs	16,799			17,915
	Total retained loans	$	288,214		$	288,449
	For further information on consumer credit quality indicators, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	Residential real estate – excluding PCI loans
	The following table provides information by class for residential real estate – excluding retained PCI loans in the consumer, excluding credit card, portfolio segment.
	The following factors should be considered in analyzing certain credit statistics applicable to the Firm’s residential real estate – excluding PCI loans portfolio: (i) junior lien home equity loans may be fully charged off when the loan becomes 180 days past due, and the value of the collateral does not support the repayment of the loan, resulting in relatively high charge-off rates for this product class; and (ii) the lengthening of loss-mitigation timelines may result in higher delinquency rates for loans carried at the net realizable value of the collateral that remain on the Firm’s Consolidated Balance Sheets.
	Residential real estate – excluding PCI loans
		Home equity														Mortgages
	(in millions, except ratios)	Senior lien							Junior lien							Prime, including							Subprime							Total residential real estate – excluding PCI
																option ARMs
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loan delinquency(a)
	Current	$	15,630		$	16,470			$	37,503		$	39,864			$	82,780		$	76,108			$	5,618		$	5,956			$	141,531		$	138,398
	30–149 days past due	251			298				526			662				3,466			3,155				569			646				4,812			4,761
	150 or more days past due	341			345				234			224				6,993			7,899				365			502				7,933			8,970
	Total retained loans	$	16,222		$	17,113			$	38,263		$	40,750			$	93,239		$	87,162			$	6,552		$	7,104			$	154,276		$	152,129
	% of 30+ days past due to	3.65		%	3.76		%		1.99		%	2.17		%		1.75		%	2.32		%		14.26		%	16.16		%		2.54		%	3.09		%
	total retained loans(b)
	90 or more days past due and	$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—
	still accruing
	90 or more days past due and	—			—				—			—				7,326			7,823				—			—				7,326			7,823
	government guaranteed(c)
	Nonaccrual loans	909			932				1,671			1,876				2,455			2,666				1,273			1,390				6,308			6,864
	Current estimated LTV ratios(d)(e)(f)
	Greater than 125% and refreshed
	FICO scores:
	Equal to or greater than 660	$	22		$	40			$	628		$	1,101			$	954		$	1,084			$	22		$	52			$	1,626		$	2,277
	Less than 660	12			22				192			346				181			303				102			197				487			868
	101% to 125% and refreshed
	FICO scores:
	Equal to or greater than 660	150			212				3,510			4,645				932			1,433				176			249				4,768			6,539
	Less than 660	74			107				1,012			1,407				451			687				428			597				1,965			2,798
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	654			858				7,165			7,995				3,800			4,528				545			614				12,164			13,995
	Less than 660	258			326				1,924			2,128				1,243			1,579				976			1,141				4,401			5,174
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	12,794			13,186				20,357			19,732				66,928			58,477				2,011			1,961				102,090			93,356
	Less than 660	2,258			2,362				3,475			3,396				5,286			5,359				2,292			2,293				13,311			13,410
	U.S. government-guaranteed	—			—				—			—				13,464			13,712				—			—				13,464			13,712
	Total retained loans	$	16,222		$	17,113			$	38,263		$	40,750			$	93,239		$	87,162			$	6,552		$	7,104			$	154,276		$	152,129
	Geographic region
California	$	2,286		$	2,397			$	8,680		$	9,240			$	24,057		$	21,876			$	994		$	1,069			$	36,017		$	34,582
New York	2,636			2,732				7,987			8,429				14,976			14,085				867			942				26,466			26,188
Illinois	1,199			1,248				2,655			2,815				5,699			5,216				257			280				9,810			9,559
Florida	806			847				2,029			2,167				4,778			4,598				825			885				8,438			8,497
Texas	1,875			2,044				1,106			1,199				4,041			3,565				202			220				7,224			7,028
New Jersey	609			630				2,323			2,442				2,878			2,679				306			339				6,116			6,090
Arizona	957			1,019				1,704			1,827				1,525			1,385				135			144				4,321			4,375
Washington	531			555				1,300			1,378				2,084			1,951				138			150				4,053			4,034
Michigan	757			799				907			976				1,061			998				165			178				2,890			2,951
Ohio	1,219			1,298				832			907				509			466				147			161				2,707			2,832
All other(g)	3,347			3,544				8,740			9,370				31,631			30,343				2,516			2,736				46,234			45,993
Total retained loans	$	16,222		$	17,113			$	38,263		$	40,750			$	93,239		$	87,162			$	6,552		$	7,104			$	154,276		$	152,129
(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $4.6 billion and $4.7 billion; 30–149 days past due included $2.9 billion and $2.4 billion; and 150 or more days past due included $6.0 billion and $6.6 billion at June 30, 2014, and December 31, 2013, respectively.
(b)	At June 30, 2014, and December 31, 2013, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $8.8 billion and $9.0 billion, respectively. These amounts have been excluded from nonaccrual loans based upon the government guarantee.
(c)	These balances, which are 90 days or more past due but insured by U.S. government agencies, are excluded from nonaccrual loans. In predominantly all cases, 100% of the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. These amounts have been excluded from nonaccrual loans based upon the government guarantee. At June 30, 2014, and December 31, 2013, these balances included $4.3 billion and $4.7 billion, respectively, of loans that are no longer accruing interest because interest has been curtailed by the U.S. government agencies although, in predominantly all cases, 100% of the principal is still insured. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate.
(d)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates.
(e)	Junior lien represents combined LTV, which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property.
(f)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
(g)	At June 30, 2014, and December 31, 2013, included mortgage loans insured by U.S. government agencies of $13.5 billion and $13.7 billion, respectively.
The following tables represent the Firm’s delinquency statistics for junior lien home equity loans and lines as of June 30, 2014, and December 31, 2013.
		Delinquencies																Total 30+ day delinquency rate
30-Jun-14		30–89 days past due				90–149 days past due				150+ days				Total loans
(in millions, except ratios)										past due
HELOCs:(a)
Within the revolving period(b)		$	254			$	85			$	144			$	28,300			1.71	%
Beyond the revolving period		77				24				74				6,443				2.72
HELOANs		65				21				16				3,520				2.9
Total		$	396			$	130			$	234			$	38,263			1.99	%
		Delinquencies																Total 30+ day delinquency rate
December 31, 2013		30–89 days past due				90–149 days past due				150+ days				Total loans
(in millions, except ratios)										past due
HELOCs:(a)
Within the revolving period(b)		$	341			$	104			$	162			$	31,848			1.91	%
Beyond the revolving period		84				21				46				4,980				3.03
HELOANs		86				26				16				3,922				3.26
Total		$	511			$	151			$	224			$	40,750			2.17	%
(a) These HELOCs are predominantly revolving loans for a 10-year period, after which time the HELOC converts to a loan with a 20-year amortization period, but also include HELOCs originated by Washington Mutual that require interest-only payments beyond the revolving period.
(b) The Firm manages the risk of HELOCs during their revolving period by closing or reducing the undrawn line to the extent permitted by law when borrowers are experiencing financial difficulty or when the collateral does not support the loan amount.
Home equity lines of credit (“HELOCs”) beyond the revolving period and home equity loans (“HELOANs”) have higher delinquency rates than do HELOCs within the revolving period. That is primarily because the fully-amortizing payment that is generally required for those products is higher than the minimum payment options
available for HELOCs within the revolving period. The higher delinquency rates associated with amortizing HELOCs and HELOANs are factored into the loss estimates produced by the Firm’s delinquency roll-rate methodology, which estimates defaults based on the current delinquency status of a portfolio.
Impaired loans
The table below sets forth information about the Firm’s residential real estate impaired loans, excluding PCI loans. These loans are considered to be impaired as they have been modified in a troubled debt restructuring (“TDR”). All impaired loans are evaluated for an asset-specific allowance as described in Note 14.
	Home equity														Mortgages														Total residential
																													real estate
(in millions)	Senior lien							Junior lien							Prime, including							Subprime							– excluding PCI
															option ARMs
	Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Impaired loans
With an allowance	$	556		$	567			$	724		$	727			$	5,443		$	5,871			$	2,724		$	2,989			$	9,447		$	10,154
Without an allowance(a)	563			579				586			592				1,275			1,133				754			709				3,178			3,013
Total impaired loans(b)(c)	$	1,119		$	1,146			$	1,310		$	1,319			$	6,718		$	7,004			$	3,478		$	3,698			$	12,625		$	13,167
Allowance for loan losses related to impaired loans	$	97		$	94			$	170		$	162			$	139		$	144			$	87		$	94			$	493		$	494
Unpaid principal balance of impaired loans(d)	1,480			1,515				2,635			2,625				8,582			8,990				5,069			5,461				17,766			18,591
Impaired loans on nonaccrual status(e)	629			641				641			666				1,703			1,737				1,078			1,127				4,051			4,171
(a)	Represents collateral-dependent residential mortgage loans that are charged off to the fair value of the underlying collateral less cost to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status.
(b)	At June 30, 2014, and December 31, 2013, $6.7 billion and $7.6 billion, respectively, of loans modified subsequent to repurchase from Government National Mortgage Association (“Ginnie Mae”) in accordance with the standards of the appropriate government agency (i.e., FHA, VA, RHS) are not included in the table above. When such loans perform subsequent to modification in accordance with Ginnie Mae guidelines, they are generally sold back into Ginnie Mae loan pools. Modified loans that do not re-perform become subject to foreclosure.
(c)	Predominantly all residential real estate impaired loans, excluding PCI loans, are in the U.S.
(d)	Represents the contractual amount of principal owed at June 30, 2014, and December 31, 2013. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs, net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans.
(e)	As of June 30, 2014, and December 31, 2013, nonaccrual loans included $3.1 billion and $3.0 billion, respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase’s 2013 Annual Report.
The following tables present average impaired loans and the related interest income reported by the Firm.
Three months ended June 30,	Average impaired loans							Interest income on							Interest income on impaired
								impaired loans(a)							loans on a cash basis(a)
(in millions)	2014			2013				2014			2013				2014			2013
Home equity
Senior lien	$	1,128		$	1,158			$	14		$	14			$	10		$	10
Junior lien	1,316			1,296				20			21				13			14
Mortgages
Prime, including option ARMs	6,823			7,219				66			70				14			15
Subprime	3,578			3,833				47			50				13			14
Total residential real estate – excluding PCI	$	12,845		$	13,506			$	147		$	155			$	50		$	53
Six months ended June 30,	Average impaired loans							Interest income on							Interest income on impaired
								impaired loans(a)							loans on a cash basis(a)
(in millions)	2014			2013				2014			2013				2014			2013
Home equity
Senior lien	$	1,135		$	1,149			$	28		$	29			$	19		$	20
Junior lien	1,318			1,284				41			41				27			27
Mortgages
Prime, including option ARMs	6,889			7,203				134			139				27			29
Subprime	3,623			3,830				96			100				26			29
Total residential real estate – excluding PCI	$	12,965		$	13,466			$	299		$	309			$	99		$	105
(a)	Generally, interest income on loans modified in TDRs is recognized on a cash basis until such time as the borrower has made a minimum of six payments under the new terms.
Loan modifications
The Firm is required to provide “borrower relief” under the terms of certain Consent Orders and settlements entered into by the Firm related to its mortgage servicing, originations and residential mortgage-backed securities activities. This “borrower relief” includes reductions of principal and forbearance. For further information on these Consent Orders and settlements, see Business changes and developments in Note 2 of JPMorgan Chase’s 2013 Annual Report.
Modifications of residential real estate loans, excluding PCI loans, are generally accounted for and reported as TDRs. There are no additional commitments to lend to borrowers whose residential real estate loans, excluding PCI loans, have been modified in TDRs.
TDR activity rollforward
The following tables reconcile the beginning and ending balances of residential real estate loans, excluding PCI loans, modified in TDRs for the periods presented.
Three months ended	Home equity														Mortgages														Total residential
June 30,	Senior lien							Junior lien							Prime, including option ARMs							Subprime							real estate – excluding PCI
(in millions)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Beginning balance of TDRs	$	1,136		$	1,155			$	1,319		$	1,286			$	6,894		$	7,223			$	3,625		$	3,843			$	12,974		$	13,507
New TDRs	20			39				46			94				52			318				25			89				143			540
Charge-offs post-modification(a)	(5		)	(8		)		(11		)	(24		)		(4		)	(14		)		(11		)	(27		)		(31		)	(73		)
Foreclosures and other liquidations (e.g., short sales)	(5		)	(5		)		(4		)	(7		)		(16		)	(39		)		(9		)	(19		)		(34		)	(70		)
Principal payments and other	(27		)	(21		)		(40		)	(34		)		(208		)	(185		)		(152		)	(61		)		(427		)	(301		)
Ending balance of TDRs	$	1,119		$	1,160			$	1,310		$	1,315			$	6,718		$	7,303			$	3,478		$	3,825			$	12,625		$	13,603
Permanent modifications	$	1,083		$	1,117			$	1,306		$	1,309			$	6,625		$	7,035			$	3,404		$	3,676			$	12,418		$	13,137
Trial modifications	$	36		$	43			$	4		$	6			$	93		$	268			$	74		$	149			$	207		$	466
Six months ended	Home equity														Mortgages														Total residential
June 30,	Senior lien							Junior lien							Prime, including option ARMs							Subprime							real estate – excluding PCI
(in millions)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Beginning balance of TDRs	$	1,146		$	1,092			$	1,319		$	1,223			$	7,004		$	7,118			$	3,698		$	3,812			$	13,167		$	13,245
New TDRs	47			140				104			229				119			628				53			217				323			1,214
Charge-offs post-modification(a)	(11		)	(18		)		(30		)	(57		)		(11		)	(33		)		(33		)	(65		)		(85		)	(173		)
Foreclosures and other liquidations (e.g., short sales)	(11		)	(9		)		(6		)	(11		)		(44		)	(74		)		(21		)	(38		)		(82		)	(132		)
Principal payments and other	(52		)	(45		)		(77		)	(69		)		(350		)	(336		)		(219		)	(101		)		(698		)	(551		)
Ending balance of TDRs	$	1,119		$	1,160			$	1,310		$	1,315			$	6,718		$	7,303			$	3,478		$	3,825			$	12,625		$	13,603
Permanent modifications	$	1,083		$	1,117			$	1,306		$	1,309			$	6,625		$	7,035			$	3,404		$	3,676			$	12,418		$	13,137
Trial modifications	$	36		$	43			$	4		$	6			$	93		$	268			$	74		$	149			$	207		$	466
(a)	Includes charge-offs on unsuccessful trial modifications.
Nature and extent of modifications
Making Home Affordable (“MHA”), as well as the Firm’s proprietary modification programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and deferral of principal and/or interest payments that would otherwise have been required under the terms of the original agreement.
The following tables provide information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt. At June 30, 2014, there were approximately 35,200 of such Chapter 7 loans, consisting of approximately 8,300 senior lien home equity loans, 21,200 junior lien home equity loans, 2,900 prime mortgage, including option ARMs, and 2,800 subprime mortgages.
Three months ended June 30,	Home equity										Mortgages										Total residential
																					real estate -
	Senior lien					Junior lien					Prime, including option ARMs					Subprime					excluding PCI
	2014		2013			2014		2013			2014		2013			2014		2013			2014		2013
Number of loans approved for a trial modification	218		562			157		172			261		856			529		1,123			1,165		2,713
Number of loans permanently modified	226		405			699		1,353			386		1,137			493		1,458			1,804		4,353
Concession granted:(a)
Interest rate reduction	64	%	70	%		88	%	85	%		65	%	73	%		68	%	72	%		75	%	76	%
Term or payment extension	86		73			83		76			79		69			71		53			79		66
Principal and/or interest deferred	12		11			22		25			30		29			15		12			20		20
Principal forgiveness	30		37			29		33			22		39			35		46			29		39
Other(b)	—		—			—		—			18		24			9		13			6		11
Six months ended June 30,	Home equity										Mortgages										Total residential
																					real estate -
	Senior lien					Junior lien					Prime, including option ARMs					Subprime					excluding PCI
	2014		2013			2014		2013			2014		2013			2014		2013			2014		2013
Number of loans approved for a trial modification	419		1,062			341		368			516		1,832			1,028		2,612			2,304		5,874
Number of loans permanently modified	521		950			1,657		2,669			917		2,613			1,260		3,147			4,355		9,379
Concession granted:(a)
Interest rate reduction	65	%	72	%		86	%	88	%		62	%	74	%		63	%	71	%		72	%	77	%
Term or payment extension	83		73			83		77			84		69			72		51			80		66
Principal and/or interest deferred	14		10			22		24			32		28			18		11			22		19
Principal forgiveness	30		38			28		36			27		40			38		52			31		43
Other(b)	—		—			—		—			17		24			12		15			7		12
(a)	Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. A significant portion of trial modifications include interest rate reductions and/or term or payment extensions.
(b)	Represents variable interest rate to fixed interest rate modifications.
Financial effects of modifications and redefaults
The following tables provide information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI, under the Firm’s loss mitigation programs and about redefaults of certain loans modified in TDRs for the periods presented. Because the specific types and amounts of concessions offered to borrowers frequently change between the trial modification and the permanent modification, the following tables present only the financial effects of permanent modifications. These tables also excludes Chapter 7 loans where the sole concession granted is the discharge of debt.
Three months ended June 30,	Home equity														Mortgages														Total residential real estate – excluding PCI
(in millions, except weighted-average	Senior lien							Junior lien							Prime, including option ARMs							Subprime
data and number of loans)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.58		%	6.78		%		4.94		%	5.1		%		5.17		%	5.09		%		7.28		%	7.26		%		5.82		%	5.76		%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.93			3.34				2.04			2.28				2.54			2.78				3.47			3.5				2.72			2.94
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17			17				19			19				25			25				24			24				23			24
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	29			31				34			34				37			37				35			35				35			36
Charge-offs recognized upon permanent modification	$	—		$	2			$	8		$	23			$	2		$	6			$	—		$	3			$	10		$	34
Principal deferred	1			1				3			7				10			32				4			11				18			51
Principal forgiven	3			7				6			13				8			57				11			55				28			132
Number of loans that redefaulted within one year of permanent modification(a)	67			95				195			248				163			189				269			317				694			849
Balance of loans that redefaulted within one year of permanent modification(a)	$	4		$	7			$	3		$	6			$	44		$	54			$	28		$	31			$	79		$	98
Six months ended June 30,	Home equity														Mortgages														Total residential real estate – excluding PCI
(in millions, except weighted-average	Senior lien							Junior lien							Prime, including option ARMs							Subprime
data and number of loans)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.63		%	6.53		%		4.83		%	5.14		%		5.2		%	5.37		%		7.44		%	7.48		%		5.88		%	5.99		%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.98			3.44				1.91			2.22				2.67			2.83				3.43			3.54				2.75			2.98
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			18				19			19				24			24				24			24				23			23
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30			31				35			34				37			37				36			34				36			35
Charge-offs recognized upon permanent modification	$	1		$	4			$	22		$	42			$	4		$	11			$	1		$	6			$	28		$	63
Principal deferred	2			3				6			14				23			67				11			21				42			105
Principal forgiven	6			17				17			29				25			130				32			139				80			315
Number of loans that redefaulted within one year of permanent modification(a)	133			226				388			594				285			397				436			629				1,242			1,846
Balance of loans that redefaulted within one year of permanent modification(a)	$	10		$	17			$	6		$	13			$	70		$	104			$	43		$	63			$	129		$	197
(a)	Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels.
Approximately 85% of the trial modifications approved on or after July 1, 2010 (the approximate date on which substantial revisions were made to the Home Affordable Modification Program (“HAMP”) program), that are seasoned more than six months have been successfully converted to permanent modifications.
The primary performance indicator for TDRs is the rate at which permanently modified loans redefault. At June 30, 2014, the cumulative redefault rates of residential real estate loans that have been modified under the Firm’s loss mitigation programs, excluding PCI loans, based upon permanent modifications that were completed after October 1, 2009, and that are seasoned more than six months, are 18% for senior lien home equity, 20% for junior lien home equity, 15% for prime mortgages, including option ARMs, and 27% for subprime mortgages.
Default rates of Chapter 7 loans vary significantly based on the delinquency status of the loan and overall economic conditions at the time of discharge. Default rates for Chapter 7 residential real estate loans that were less than 60 days past due at the time of discharge have ranged between approximately 10% and 40% in recent years based on the economic conditions at the time of discharge. At June 30, 2014, Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 11% of junior lien home equity, 28% of prime mortgages, including option ARMs, and 18% of subprime mortgages that were 30 days or more past due.
At June 30, 2014, the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 6 years for senior lien home equity, 7 years for junior lien home equity, 9 years for prime mortgages, including option ARMs, and 8 years for subprime mortgages. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations).
Other consumer loans
The table below provides information for other consumer retained loan classes, including auto, business banking and student loans.
(in millions, except ratios)	Auto								Business banking							Student and other								Total other consumer
	Jun 30,				Dec 31,				Jun 30,			Dec 31,				Jun 30,				Dec 31,				Jun 30,				Dec 31,
	2014				2013				2014			2013				2014				2013				2014				2013
Loan delinquency(a)
Current	$	52,549			$	52,152			$	19,097		$	18,511			$	10,411			$	10,529			$	82,057			$	81,192
30–119 days past due	489				599				204			280				621				660				1,314				1,539
120 or more days past due	4				6				152			160				293				368				449				534
Total retained loans	$	53,042			$	52,757			$	19,453		$	18,951			$	11,325			$	11,557			$	83,820			$	83,265
% of 30+ days past due to total retained loans	0.93		%		1.15		%		1.83		%	2.32		%		2.51		%	(d)	2.52		%	(d)	1.35		%	(d)	1.6		%	(d)
90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	316			$	428			$	316			$	428
Nonaccrual loans	103				161				326			385				170				86				599				632
Geographic region
California	$	5,957			$	5,615			$	2,740		$	2,374			$	1,124			$	1,112			$	9,821			$	9,101
New York	3,689				3,898				3,128			3,084				1,248				1,218				8,065				8,200
Illinois	2,966				2,917				1,296			1,341				750				740				5,012				4,998
Florida	2,094				2,012				708			646				536				539				3,338				3,197
Texas	5,310				5,310				2,592			2,646				870				878				8,772				8,834
New Jersey	1,942				2,014				407			392				390				397				2,739				2,803
Arizona	1,949				1,855				981			1,046				253				252				3,183				3,153
Washington	1,001				950				238			234				235				227				1,474				1,411
Michigan	1,771				1,902				1,363			1,383				489				513				3,623				3,798
Ohio	2,148				2,229				1,304			1,316				670				708				4,122				4,253
All other	24,215				24,055				4,696			4,489				4,760				4,973				33,671				33,517
Total retained loans	$	53,042			$	52,757			$	19,453		$	18,951			$	11,325			$	11,557			$	83,820			$	83,265
Loans by risk ratings(c)
Noncriticized	$	9,269			$	9,968			$	14,065		$	13,622			NA				NA				$	23,334			$	23,590
Criticized performing	34				54				740			711				NA				NA				774				765
Criticized nonaccrual	—				38				271			316				NA				NA				271				354
(a)	Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.7 billion and $4.9 billion; 30-119 days past due included $359 million and $387 million; and 120 or more days past due included $271 million and $350 million at June 30, 2014, and December 31, 2013, respectively.
(b)	These amounts represent student loans, which are insured by U.S. government agencies under the FFELP. These amounts were accruing based upon the government guarantee.
(c)	For risk-rated business banking and auto loans, the primary credit quality indicator is the risk rating of the loan, including whether the loans are considered to be criticized and/or nonaccrual.
(d)	June 30, 2014, and December 31, 2013, excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $630 million and $737 million, respectively. These amounts were excluded based upon the government guarantee.
Other consumer impaired loans and loan modifications
The table below sets forth information about the Firm’s other consumer impaired loans, including risk-rated business banking and auto loans that have been placed on nonaccrual status, and loans that have been modified in TDRs.
(in millions)	Auto							Business banking							Total other consumer(d)
	June 30,			December 31,				June 30,			December 31,				June 30,			December 31,
	2014			2013				2014			2013				2014			2013
Impaired loans
With an allowance	$	51		$	96			$	414		$	475			$	465		$	571
Without an allowance(a)	38			47				—			—				38			47
Total impaired loans(b)	$	89		$	143			$	414		$	475			$	503		$	618
Allowance for loan losses related to	$	8		$	13			$	79		$	94			$	87		$	107
impaired loans
Unpaid principal balance of impaired loans(c)	169			235				480			553				649			788
Impaired loans on nonaccrual status	63			113				277			328				340			441
(a)	When discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged off and/or there have been interest payments received and applied to the loan balance.
(b)	Predominantly all other consumer impaired loans are in the U.S.
(c)	Represents the contractual amount of principal owed at June 30, 2014, and December 31, 2013. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the principal balance; net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans.
(d)	Excludes $63 million of impaired student loans with a related allowance for loan losses of $18 million, all of which were on nonaccrual status, at June 30, 2014. There were no impaired student and other loans at December 31, 2013.
The following table presents average impaired loans for the periods presented.
(in millions)	Average impaired loans(a)(b)
	Three months ended June 30,									Six months ended June 30,
	2014				2013					2014				2013
Auto	$	103			$	129				$	119			$	137
Business banking	487				528					475				536
Total other consumer	$	590			$	657				$	594			$	673
(a)	The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2014 and 2013.
(b)	Excludes impaired student loans for the three and six months ended June 30, 2014.
Loan modifications
The following table provides information about the Firm’s other consumer loans modified in TDRs. All of these TDRs are reported as impaired loans in the tables above.
(in millions)	Auto								Business banking								Total other consumer(c)
	June 30,			December 31,					June 30,			December 31,					June 30,			December 31,
	2014			2013					2014			2013					2014			2013
Loans modified in TDRs(a)(b)	$	89			$	107			$	234			$	271			$	323			$	378
TDRs on nonaccrual status	63				77				97				124				160				201
(a)	These modifications generally provided interest rate concessions to the borrower or term or payment extensions.
(b)	Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2014, and December 31, 2013, were immaterial.
(c)	Excludes impaired student loans modified in TDRs at June 30, 2014.
TDR activity rollforward
The following tables reconcile the beginning and ending balances of other consumer loans modified in TDRs for the periods presented.
Three months ended June 30,	Auto							Business banking							Total other consumer(a)
(in millions)	2014			2013				2014			2013				2014			2013
Beginning balance of TDRs	$	97		$	140			$	249		$	341			$	346		$	481
New TDRs	17			22				16			18				33			40
Charge-offs post-modification	—			(2		)		(2		)	—				(2		)	(2		)
Foreclosures and other liquidations	(2		)	—				(1		)	—				(3		)	—
Principal payments and other	(23		)	(36		)		(28		)	(35		)		(51		)	(71		)
Ending balance of TDRs	$	89		$	124			$	234		$	324			$	323		$	448
Six months ended June 30,	Auto							Business banking							Total other consumer(a)
(in millions)	2014			2013				2014			2013				2014			2013
Beginning balance of TDRs	$	107		$	150			$	271		$	352			$	378		$	502
New TDRs	37			42				24			40				61			82
Charge-offs post-modification	—			(5		)		(2		)	(2		)		(2		)	(7		)
Foreclosures and other liquidations	(5		)	—				(1		)	—				(6		)	—
Principal payments and other	(50		)	(63		)		(58		)	(66		)		(108		)	(129		)
Ending balance of TDRs	$	89		$	124			$	234		$	324			$	323		$	448
(a)	Excludes student loans modified in TDRs during the three and six months ended June 30, 2014.
Financial effects of modifications and redefaults
For auto loans, TDRs typically occur in connection with the bankruptcy of the borrower. In these cases, the loan is modified with a revised repayment plan that typically incorporates interest rate reductions and, to a lesser extent, principal forgiveness.
For business banking loans, concessions are dependent on individual borrower circumstances and can be of a short-term nature for borrowers who need temporary relief or longer term for borrowers experiencing more fundamental financial difficulties. Concessions are predominantly term or payment extensions, but also may include interest rate reductions.
The balance of business banking loans modified in TDRs that experienced a payment default, and for which the payment default occurred within one year of the modification, was $7 million and $11 million during the three months ended June 30, 2014 and 2013, respectively, and $14 million and $23 million during the six months ended June 30, 2014 and 2013, respectively. The balance of auto loans modified in TDRs that experienced a payment default, and for which the payment default occurred within one year of the modification, was $11 million and $15 million during the three months ended June 30, 2014 and 2013, respectively and $22 million and $28 million during the six months ended June 30, 2014 and 2013, respectively. A payment default is deemed to occur as follows: (1) for scored auto and business banking loans, when the loan is two payments past due; and (2) for risk-rated business banking loans and auto loans, when the borrower has not made a loan payment by its scheduled due date after giving effect to the contractual grace period, if any.
In May 2014 the Firm began extending the deferment period for up to 24 months for certain student loans, which resulted in extending the maturity of the loans at their original contractual interest rates. These modified loans are considered TDRs and placed on nonaccrual status.
The following table provides information about the financial effects of the various concessions granted in modifications of other consumer loans, excluding student loans, for the periods presented.
	Three months ended June 30,										Six months ended June 30,
	Auto					Business banking					Auto					Business banking
	2014		2013			2014		2013			2014		2013			2014		2013
Weighted-average interest rate of loans with interest rate reductions – before TDR	12.02	%	13.46	%		7.11	%	7.58	%		13.1	%	13.19	%		7.35	%	7.94	%
Weighted-average interest rate of loans with interest rate reductions – after TDR	4.98		4.82			6.04		6.16			4.97		4.94			6.28		5.84
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	NM		NM			3.1		1.6			NM		NM			2.6		1.5
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	NM		NM			4.6		3.8			NM		NM			4.3		3.1
Purchased credit-impaired loans
For a detailed discussion of PCI loans, including the related accounting policies, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
Residential real estate – PCI loans
The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans.
(in millions, except ratios)	Home equity							Prime mortgage							Subprime mortgage							Option ARMs							Total PCI
	Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Carrying value(a)	$	18,070		$	18,927			$	11,302		$	12,038			$	3,947		$	4,175			$	16,799		$	17,915			$	50,118		$	53,055
Related allowance for loan losses(b)	1,758			1,758				1,617			1,726				180			180				194			494				3,749			4,158
Loan delinquency (based on unpaid principal balance)
Current	$	17,317		$	18,135			$	9,563		$	10,118			$	3,828		$	4,012			$	14,725		$	15,501			$	45,433		$	47,766
30–149 days past due	465			583				538			589				591			662				930			1,006				2,524			2,840
150 or more days past due	1,067			1,112				986			1,169				683			797				2,183			2,716				4,919			5,794
Total loans	$	18,849		$	19,830			$	11,087		$	11,876			$	5,102		$	5,471			$	17,838		$	19,223			$	52,876		$	56,400
% of 30+ days past due to total loans	8.13		%	8.55		%		13.75		%	14.8		%		24.97		%	26.67		%		17.45		%	19.36		%		14.08		%	15.31		%
Current estimated LTV ratios (based on unpaid principal balance)(c)(d)
Greater than 125% and refreshed FICO scores:
Equal to or greater than 660	$	772		$	1,168			$	118		$	240			$	74		$	115			$	156		$	301			$	1,120		$	1,824
Less than 660	411			662				158			290				274			459				309			575				1,152			1,986
101% to 125% and refreshed FICO scores:
Equal to or greater than 660	2,568			3,248				715			1,017				249			316				784			1,164				4,316			5,745
Less than 660	1,189			1,541				552			884				688			919				1,052			1,563				3,481			4,907
80% to 100% and refreshed FICO scores:
Equal to or greater than 660	4,365			4,473				2,400			2,787				552			544				2,741			3,311				10,058			11,115
Less than 660	1,758			1,782				1,537			1,699				1,131			1,197				2,339			2,769				6,765			7,447
Lower than 80% and refreshed FICO scores:
Equal to or greater than 660	5,739			5,077				3,425			2,897				641			521				6,410			5,671				16,215			14,166
Less than 660	2,047			1,879				2,182			2,062				1,493			1,400				4,047			3,869				9,769			9,210
Total unpaid principal balance	$	18,849		$	19,830			$	11,087		$	11,876			$	5,102		$	5,471			$	17,838		$	19,223			$	52,876		$	56,400
Geographic region (based on unpaid principal balance)
California	$	11,341		$	11,937			$	6,393		$	6,845			$	1,218		$	1,293			$	9,814		$	10,419			$	28,766		$	30,494
New York	922			962				748			807				514			563				1,048			1,196				3,232			3,528
Illinois	429			451				324			353				258			283				445			481				1,456			1,568
Florida	1,786			1,865				772			826				494			526				1,631			1,817				4,683			5,034
Texas	302			327				100			106				305			328				91			100				798			861
New Jersey	362			381				316			334				187			213				614			701				1,479			1,629
Arizona	343			361				179			187				90			95				245			264				857			907
Washington	1,020			1,072				244			266				103			112				428			463				1,795			1,913
Michigan	58			62				177			189				139			145				193			206				567			602
Ohio	21			23				50			55				79			84				72			75				222			237
All other	2,265			2,389				1,784			1,908				1,715			1,829				3,257			3,501				9,021			9,627
Total unpaid principal balance	$	18,849		$	19,830			$	11,087		$	11,876			$	5,102		$	5,471			$	17,838		$	19,223			$	52,876		$	56,400
(a)	Carrying value includes the effect of fair value adjustments that were applied to the consumer PCI portfolio at the date of acquisition.
(b)	Management concluded as part of the Firm’s regular assessment of the PCI loan pools that it was probable that higher expected credit losses would result in a decrease in expected cash flows. As a result, an allowance for loan losses for impairment of these pools has been recognized.
(c)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property.
(d)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
Approximately 20% of the PCI home equity portfolio are senior lien loans; the remaining balance are junior lien HELOANs or HELOCs. The following tables set forth delinquency statistics for PCI junior lien home equity loans and lines of credit based on unpaid principal balance as of June 30, 2014, and December 31, 2013.
		Delinquencies																Total 30+ day delinquency rate
30-Jun-14		30–89 days past due				90–149 days past due				150+ days past due				Total loans
(in millions, except ratios)
HELOCs:(a)
Within the revolving period(b)		$	174			$	60			$	467			$	10,802			6.49	%
Beyond the revolving period(c)		60				20				120				3,146				6.36
HELOANs		20				8				40				812				8.37
Total		$	254			$	88			$	627			$	14,760			6.57	%
		Delinquencies																Total 30+ day delinquency rate
31-Dec-13		30–89 days past due				90–149 days past due				150+ days past due				Total loans
(in millions, except ratios)
HELOCs:(a)
Within the revolving period(b)		$	243			$	88			$	526			$	12,670			6.76	%
Beyond the revolving period(c)		54				21				82				2,336				6.72
HELOANs		24				11				39				908				8.15
Total		$	321			$	120			$	647			$	15,914			6.84	%
(a)	In general, these HELOCs are revolving loans for a 10-year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term.
(b)	Substantially all undrawn HELOCs within the revolving period have been closed.
(c)	Includes loans modified into fixed rate amortizing loans.
The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three and six months ended June 30, 2014 and 2013, and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios.
(in millions, except ratios)	Total PCI
	Three months ended June 30,							Six months ended June 30,
	2014			2013				2014			2013
Beginning balance	$	15,782		$	19,464			$	16,167		$	18,457
Accretion into interest income	(495		)	(565		)		(1,009		)	(1,138		)
Changes in interest rates on variable-rate loans	(45		)	49				(66		)	(110		)
Other changes in expected cash flows(a)	33			(342		)		183			1,397
Balance at June 30	$	15,275		$	18,606			$	15,275		$	18,606
Accretable yield percentage	4.24		%	4.38		%		4.28		%	4.36		%
(a)	Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model and periodically updates model assumptions. For the three and six months ended June 30, 2014, and for the three months ended June 30, 2013, other changes in expected cash flows were driven by changes in prepayment assumptions. For the six months ended June 30, 2013, other changes in expected cash flows were due to refining the expected interest cash flows on HELOCs with balloon payments, partially offset by changes in prepayment assumptions.
The factors that most significantly affect estimates of gross cash flows expected to be collected, and accordingly the accretable yield balance, include: (i) changes in the benchmark interest rate indices for variable-rate products such as option ARM and home equity loans; and (ii) changes in prepayment assumptions.
Credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Loans	'
	Credit card loan portfolio
	The table below sets forth information about the Firm’s credit card loans.
	(in millions, except ratios)	June 30,			December 31,
		2014			2013
	Loan delinquency
	Current and less than 30 days	$	123,849		$	125,335
	past due and still accruing
	30–89 days past due and still accruing	910			1,108
	90 or more days past due and still accruing	862			1,022
	Nonaccrual loans	—			—
	Total retained credit card loans	$	125,621		$	127,465
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.41		%	1.67		%
	% of 90+ days past due to total retained loans	0.69			0.8
	Credit card loans by geographic region
	California	$	17,040		$	17,194
	Texas	10,464			10,400
	New York	10,425			10,497
	Illinois	7,313			7,412
	Florida	7,039			7,178
	New Jersey	5,516			5,554
	Ohio	4,736			4,881
	Pennsylvania	4,347			4,462
	Michigan	3,502			3,618
	Virginia	3,172			3,239
	All other	52,067			53,030
	Total retained credit card loans	$	125,621		$	127,465
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	86.2		%	85.1		%
	Less than 660	13.8			14.9
	Credit card impaired loans and loan modifications
	For a detailed discussion of impaired credit card loans, including credit card loan modifications, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	The table below sets forth information about the Firm’s impaired credit card loans. All of these loans are considered to be impaired as they have been modified in TDRs.
	(in millions)	June 30,			December 31,
		2014			2013
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	2,173		$	2,746
	Modified credit card loans that have reverted to pre-modification payment terms(d)	294			369
	Total impaired credit card loans(e)	$	2,467		$	3,115
	Allowance for loan losses related to impaired credit card loans	$	583		$	971
	(a)	The carrying value and the unpaid principal balance are the same for credit card impaired loans.
	(b)	There were no impaired loans without an allowance.
	(c)	Represents credit card loans outstanding to borrowers enrolled in a credit card modification program as of the date presented.
	(d)	Represents credit card loans that were modified in TDRs but that have subsequently reverted back to the loans’ pre-modification payment terms. At June 30, 2014, and December 31, 2013, $179 million and $226 million, respectively, of loans have reverted back to the pre-modification payment terms of the loans due to noncompliance with the terms of the modified loans. The remaining $115 million and $143 million at June 30, 2014, and December 31, 2013, respectively, of these loans are to borrowers who have successfully completed a short-term modification program. The Firm continues to report these loans as TDRs since the borrowers’ credit lines remain closed.
	(e)	Predominantly all impaired credit card loans are in the U.S.
	The following table presents average balances of impaired credit card loans and interest income recognized on those loans.
		Three months ended June 30,							Six months
									ended June 30,
	(in millions)	2014			2013				2014			2013
	Average impaired credit card loans	$	2,617		$	4,070			$	2,776		$	4,294
	Interest income on impaired credit card loans	32			52				68			110
	Loan modifications
	The Firm may modify loans to credit card borrowers who are experiencing financial difficulty. Most of these loans have been modified under programs that involve placing the customer on a fixed payment plan with a reduced interest rate, generally for 60 months. All of these credit card loan modifications are considered to be TDRs. New enrollments in these loan modification programs for the three months ended June 30, 2014 and 2013, were $193 million and $288 million, respectively and for the six months ended June 30, 2014 and 2013, were $426 million and $627 million, respectively. For additional information about credit card loan modifications, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	Financial effects of modifications and redefaults
	The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented.
	(in millions, except weighted-average data)	Three months							Six months
		ended June 30,							ended June 30,
		2014			2013				2014			2013
	Weighted-average interest rate of loans – before TDR	15.05		%	15.38		%		15.04		%	15.44		%
	Weighted-average interest rate of loans – after TDR	4.33			4.27				4.36			4.88
	Loans that redefaulted within one year of modification(a)	$	29		$	41			$	63		$	85
	(a)	Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted.
	For credit card loans modified in TDRs, payment default is deemed to have occurred when the loans become two payments past due. A substantial portion of these loans is expected to be charged-off in accordance with the Firm’s standard charge-off policy. Based on historical experience, the estimated weighted-average default rate was expected to be 29.17% and 30.72% for credit card loans modified as of June 30, 2014, and December 31, 2013, respectively.
Wholesale	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Loans	'
	Wholesale loan portfolio
	Wholesale loans include loans made to a variety of customers, ranging from large corporate and institutional clients to high-net-worth individuals. The primary credit quality indicator for wholesale loans is the risk rating assigned each loan. For further information on these risk ratings, see Note 14 and Note 15 of JPMorgan Chase’s 2013 Annual Report.
	The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment.
		Commercial							Real estate							Financial							Government agencies							Other(d)						Total
		and industrial														institutions																				retained loans
	(in millions,	Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,			Jun 30,			Dec 31,
	except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014			2013
	Loans by risk ratings
	Investment-grade	$	58,802		$	57,690			$	56,282		$	52,195			$	30,736		$	26,712			$	9,362		$	9,979			$	80,509		$	79,494		$	235,691		$	226,070
	Noninvestment-grade:
	Noncriticized	46,668			43,477				15,215			14,381				8,048			6,674				280			440				9,776			10,992			79,987			75,964
	Criticized performing	2,625			2,385				1,841			2,229				235			272				3			42				425			480			5,129			5,408
	Criticized nonaccrual	256			294				288			346				21			25				—			1				162			155			727			821
	Total noninvestment-	49,549			46,156				17,344			16,956				8,304			6,971				283			483				10,363			11,627			85,843			82,193
	grade
	Total retained loans	$	108,351		$	103,846			$	73,626		$	69,151			$	39,040		$	33,683			$	9,645		$	10,462			$	90,872		$	91,121		$	321,534		$	308,263
	% of total criticized to	2.66		%	2.58		%		2.89		%	3.72		%		0.66		%	0.88		%		0.03		%	0.41		%		0.65		%	0.7		%	1.82		%	2.02		%
	total retained loans
	% of nonaccrual loans	0.24			0.28				0.39			0.5				0.05			0.07				—			0.01				0.18			0.17			0.23			0.27
	to total retained loans
	Loans by geographic
	distribution(a)
	Total non-U.S.	$	35,397		$	34,440			$	2,765		$	1,369			$	25,531		$	22,726			$	1,421		$	2,146			$	44,589		$	43,376		$	109,703		$	104,057
	Total U.S.	72,954			69,406				70,861			67,782				13,509			10,957				8,224			8,316				46,283			47,745			211,831			204,206
	Total retained loans	$	108,351		$	103,846			$	73,626		$	69,151			$	39,040		$	33,683			$	9,645		$	10,462			$	90,872		$	91,121		$	321,534		$	308,263
	Loan delinquency(b)
	Current and less than	$	107,836		$	103,357			$	73,191		$	68,627			$	38,967		$	33,426			$	9,574		$	10,421			$	89,671		$	89,717		$	319,239		$	305,548
	30 days past due and
	still accruing
	30–89 days past due	233			181				125			164				50			226				18			40				1,032			1,233			1,458			1,844
	and still accruing
	90 or more days	26			14				22			14				2			6				53			—				7			16			110			50
	past due and
	still accruing(c)
	Criticized nonaccrual	256			294				288			346				21			25				—			1				162			155			727			821
	Total retained loans	$	108,351		$	103,846			$	73,626		$	69,151			$	39,040		$	33,683			$	9,645		$	10,462			$	90,872		$	91,121		$	321,534		$	308,263
	(a)	The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower.
	(b)	The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a discussion of more significant risk factors, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	(c)	Represents loans that are considered well-collateralized and therefore still accruing interest.
	(d)	Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase’s 2013 Annual Report for additional information on SPEs.
	The following table presents additional information on the real estate class of loans within the Wholesale portfolio segment for the periods indicated. For further information on real estate loans, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	(in millions, except ratios)	Multifamily							Commercial lessors							Commercial construction and development							Other							Total real estate loans
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Real estate retained loans	$	46,711		$	44,389			$	16,833		$	15,949			$	3,944		$	3,674			$	6,138		$	5,139			$	73,626		$	69,151
	Criticized exposure	935			1,142				1,124			1,323				48			81				22			29				2,129			2,575
	% of criticized exposure to	2		%	2.57		%		6.68		%	8.3		%		1.22		%	2.2		%		0.36		%	0.56		%		2.89		%	3.72		%
	total real estate retained loans
	Criticized nonaccrual	$	159		$	191			$	127		$	143			$	—		$	3			$	2		$	9			$	288		$	346
	% of criticized nonaccrual to	0.34		%	0.43		%		0.75		%	0.9		%		—		%	0.08		%		0.03		%	0.18		%		0.39		%	0.5		%
	total real estate retained loans
	Wholesale impaired loans and loan modifications
	Wholesale impaired loans are comprised of loans that have been placed on nonaccrual status and/or that have been modified in a TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 14.
	The table below sets forth information about the Firm’s wholesale impaired loans.
	(in millions)	Commercial							Real estate							Financial							Government							Other						Total
		and industrial														institutions							agencies													retained loans
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,			Jun 30,				Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014				2013
	Impaired loans
	With an allowance	$	232		$	236			$	200		$	258			$	5		$	17			$	—		$	1			$	104		$	85		$	541			$	597
	Without an allowance(a)	32			58				89			109				8			8				—			—				62			73			191				248
	Total impaired loans	$	264		$	294			$	289		$	367			$	13		$	25			$	—		$	1			$	166		$	158		$	732		(c)	$	845	(c)
	Allowance for loan losses related to impaired loans	$	60		$	75			$	43		$	63			$	11		$	16			$	—		$	—			$	24		$	27		$	138			$	181
Unpaid principal balance of impaired	325			448				366			454				12			24				—			1				251			241			954				1,168
loans(b)
(a)	When the discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged-off and/or there have been interest payments received and applied to the loan balance.
(b)	Represents the contractual amount of principal owed at June 30, 2014, and December 31, 2013. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the carrying value; net deferred loan fees or costs; and unamortized discount or premiums on purchased loans.
(c)	Based upon the domicile of the borrower, predominantly all wholesale impaired loans are in the U.S.
The following table presents the Firm’s average impaired loans for the periods indicated.
	Three months							Six months
	ended June 30,							ended June 30,
(in millions)	2014			2013				2014			2013
Commercial and industrial	$	249		$	387			$	270		$	496
Real estate	306			518				330			526
Financial institutions	19			11				21			9
Government agencies	—			—				—			—
Other	159			226				164			225
Total(a)	$	733		$	1,142			$	785		$	1,256
(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and six months ended June 30, 2014 and 2013.
Loan modifications
Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. All TDRs are reported as impaired loans in the tables above. For further information, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
The following table provides information about the Firm’s wholesale loans that have been modified in TDRs, including a reconciliation of the beginning and ending balances of such loans and information regarding the nature and extent of modifications during the periods presented.
Three months ended June 30,		Commercial and industrial								Real estate								Other (b)								Total
(in millions)		2014				2013				2014				2013				2014				2013				2014				2013
Beginning balance of TDRs		$	84			$	254			$	78			$	124			$	31			$	43			$	193			$	421
New TDRs		25				$	27			—				10				3				15				28				52
Increases to existing TDRs		10				1				—				—				—				—				10				1
Charge-offs post-modification		—				—				—				—				—				—				—				—
Sales and other(a)		(9		)		(173		)		(4		)		(23		)		(12		)		(24		)		(25		)		(220		)
Ending balance of TDRs		$	110			$	109			$	74			$	111			$	22			$	34			$	206			$	254
Six months ended June 30,		Commercial and industrial								Real estate								Other (b)								Total
(in millions)		2014				2013				2014				2013				2014				2013				2014				2013
Beginning balance of TDRs		$	77			$	575			$	88			$	99			$	33			$	22			$	198			$	696
New TDRs		48				$	41			10				41				3				37				61				119
Increases to existing TDRs		11				4				—				—				—				—				11				4
Charge-offs post-modification		—				(1		)		—				(3		)		(1		)		—				(1		)		(4		)
Sales and other(a)		(26		)		(510		)		(24		)		(26		)		(13		)		(25		)		(63		)		(561		)
Ending balance of TDRs		$	110			$	109			$	74			$	111			$	22			$	34			$	206			$	254
TDRs on nonaccrual status		$	110			$	102			$	67			$	82			$	19			$	27			$	196			$	211
Additional commitments to lend to borrowers whose loans have been modified in TDRs		145				22				—				—				—				1				145				23
(a)	Sales and other are largely sales and paydowns.
(b)	Includes loans to Financial institutions, Government agencies and Other.
Financial effects of modifications and redefaults
Wholesale loans modified as TDRs are typically term or payment extensions and, to a lesser extent, deferrals of principal and/or interest on commercial and industrial and real estate loans. For the three months ended June 30, 2014 and 2013, the average term extension granted on wholesale loans with term or payment extensions was zero and 0.9 years, respectively. The weighted-average remaining term for all loans modified during these periods was 2.8 years and 1.4 years, respectively. There were no wholesale TDR loans that redefaulted within one year of the modification during the three months ended June 30, 2014. Wholesale TDR loans that redefaulted within one year of the modification during the three months ended June 30, 2013 was $1 million.
For the six months ended June 30, 2014 and 2013, the average term extension granted on wholesale loans with term or payment extensions was 1.0 years and 2.1 years, respectively. The weighted-average remaining term for all loans modified during these periods was 2.7 years and 1.6 years, respectively. There were no wholesale TDR loans that redefaulted within one year of the modification during the six months ended June 30, 2014. Wholesale TDR loans that redefaulted within one year of the modification during the six months ended June 30, 2013 was $1 million. A payment default is deemed to occur when the borrower has not made a loan payment by its scheduled due date after giving effect to any contractual grace period.

Allowance_for_Credit_Losses

Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2014
Allowance for Credit Losses [Abstract]	'
Allowance for credit losses	'
	Allowance for credit losses
	For detailed discussion of the allowance for credit losses and the related accounting policies, see Note 15 of JPMorgan Chase’s 2013 Annual Report.
	Allowance for credit losses and loans and lending-related commitments by impairment methodology
	The table below summarizes information about the allowance for loan losses, loans by impairment methodology, the allowance for lending-related commitments and lending-related commitments by impairment methodology.
		2014													2013
	Six months ended June 30,	Consumer, excluding credit card			Credit card				Wholesale			Total			Consumer, excluding credit card			Credit card				Wholesale			Total
	(in millions)
	Allowance for loan losses
	Beginning balance at January 1,	$	8,456		$	3,795			$	4,013		$	16,264		12,292			$	5,501			$	4,143		$	21,936
	Gross charge-offs	1,084			1,982				77			3,143			1,458			2,414				116			3,988
	Gross recoveries	(399		)	(209		)		(108		)	(716		)	(394		)	(318		)		(148		)	(860		)
	Net charge-offs/(recoveries)	685			1,773				(31		)	2,427			1,064			2,096				(32		)	3,128
	Write-offs of PCI loans(a)	109			—				—			109			—			—				—			—
	Provision for loan losses	81			1,573				(55		)	1,599			(531		)	1,046				64			579
	Other	—			(1		)		—			(1		)	(6		)	(6		)		9			(3		)
	Ending balance at June 30,	$	7,743		$	3,594			$	3,989		$	15,326		$	10,691		$	4,445			$	4,248		$	19,384
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	598		$	583		(c)	$	138		$	1,319		$	713		$	1,227		(c)	$	228		$	2,168
	Formula-based	3,396			3,011				3,851			10,258			4,267			3,218				4,020			11,505
	PCI	3,749			—				—			3,749			5,711			—				—			5,711
	Total allowance for loan losses	$	7,743		$	3,594			$	3,989		$	15,326		$	10,691		$	4,445			$	4,248		$	19,384
	Loans by impairment methodology
	Asset-specific	$	13,191		$	2,467			$	732		$	16,390		$	14,251		$	3,857			$	1,032		$	19,140
	Formula-based	224,905			123,154				320,797			668,856			216,401			120,431				307,164			643,996
	PCI	50,118			—				5			50,123			56,736			—				12			56,748
	Total retained loans	$	288,214		$	125,621			$	321,534		$	735,369		$	287,388		$	124,288			$	308,208		$	719,884
	Impaired collateral-dependent loans
	Net charge-offs/(recoveries)	$	81		$	—			$	(5	)	$	76		$	132		$	—			$	10		$	142
	Loans measured at fair value of collateral less cost to sell	3,250			—				321			3,571			3,152			—				394			3,546
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	8		$	—			$	697		$	705		$	7		$	—			$	661		$	668
	Provision for lending-related commitments	1			—				(58		)	(57		)	1			—				84			85
	Other	—			—				—			—			—			—				—			—
	Ending balance at June 30,	$	9		$	—			$	639		$	648		$	8		$	—			$	745		$	753
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	43		$	43		$	—		$	—			$	79		$	79
	Formula-based	9			—				596			605			8			—				666			674
	Total allowance for lending-related commitments	$	9		$	—			$	639		$	648		$	8		$	—			$	745		$	753
	Lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	122		$	122		$	—		$	—			$	283		$	283
	Formula-based	56,410			533,688				451,153			1,041,251			62,303			532,359				445,189			1,039,851
	Total lending-related commitments	$	56,410		$	533,688			$	451,275		$	1,041,373		$	62,303		$	532,359			$	445,472		$	1,040,134
	(a)	Write-offs of PCI loans are recorded against the allowance for loan losses when actual losses for a pool exceed estimated losses that were recorded as purchase accounting adjustments at the time of acquisition. Any write-offs of PCI loans are recognized when the underlying loan is removed from a pool (e.g., upon liquidation).
	(b)	Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR.
	(c)	The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable_Interest_Entities

Variable Interest Entities	6 Months Ended
	Jun. 30, 2014
Variable Interest Entities [Abstract]	'
Variable interest entities	'
	Variable interest entities
	For a further description of JPMorgan Chase’s accounting policies regarding consolidation of variable interest entities (“VIEs”), see Note 1 of JPMorgan Chase’s 2013 Annual Report.
	The following table summarizes the most significant types of Firm-sponsored VIEs by business segment.
	Line-of-Business	Transaction Type	Activity	Form 10-Q page reference
	CCB	Credit card securitization trusts	Securitization of both originated and purchased credit card receivables	154
		Mortgage securitization trusts	Securitization of both originated and purchased residential mortgages	154-156
		Other securitization trusts	Securitization of originated student loans	154-156
	CIB	Mortgage and other securitization trusts	Securitization of both originated and purchased residential and commercial mortgages, automobile and student loans	154-156
		Multi-seller conduits	Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs	156
		Investor intermediation activities:
		Municipal bond vehicles		156-157
		Credit-related note and asset swap vehicles		157
	The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 157 of this Note.
	Significant Firm-sponsored variable interest entities
	Credit card securitizations
	For a more detailed discussion of JPMorgan Chase’s involvement with credit card securitizations, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
	As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trusts. This includes the Firm’s primary card securitization trust, Chase Issuance Trust. See the table on page 158 of this Note for further information on consolidated VIE assets and liabilities.
	Firm-sponsored mortgage and other securitization trusts
	The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans (including automobile and student loans) primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interest in the securitization trusts.
	For a detailed discussion of the Firm’s involvement with Firm-sponsored mortgage and other securitization trusts, as well as the accounting treatment relating to such trusts, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
	The following table presents the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans; holding senior interests or subordinated interests; recourse or guarantee arrangements; and derivative transactions. In certain instances, the Firm’s only continuing involvement is servicing the loans. See Securitization activity on page 159 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and Loans and excess mortgage servicing rights sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 159–160 of this Note for information on the Firm’s loan sales to U.S. government agencies.
		Principal amount outstanding									JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)
	June 30, 2014(a) (in billions)	Total assets held by securitization VIEs			Assets		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
					held in consolidated securitization VIEs
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	101.7		$	2.4	$	85.2			$	0.4	$	0.3		$	0.7
	Subprime	29.8			1.9		26				0.1		—			0.1
	Commercial and other(b)	126.9			0.2		94.2				0.5		3.3			3.8
	Total	$	258.4		$	4.5	$	205.4			$	1	$	3.6		$	4.6
		Principal amount outstanding									JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)
	December 31, 2013(a) (in billions)	Total assets held by securitization VIEs			Assets held in consolidated securitization VIEs		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	109.2		$	3.2	$	90.4			$	0.5	$	0.3		$	0.8
	Subprime	32.1			1.3		28				0.1		—			0.1
	Commercial and other(b)	130.4			—		98				0.5		3.5			4
	Total	$	271.7		$	4.5	$	216.4			$	1.1	$	3.8		$	4.9
	(a)	Excludes U.S. government agency securitizations. See Loans and excess mortgage servicing rights sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 159–160 of this Note for information on the Firm’s loan sales to U.S. government agencies.
	(b)	Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. The Firm generally does not retain a residual interest in its sponsored commercial mortgage securitization transactions.
	(c)	The table above excludes the following: retained servicing (see Note 16 for a discussion of MSRs); securities retained from loans sales to U.S. government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities (See Note 5 for further information on derivatives); senior and subordinated securities of $105 million and $55 million, respectively, at June 30, 2014, and $151 million and $30 million, respectively, at December 31, 2013, which the Firm purchased in connection with CIB’s secondary market-making activities.
	(d)	Includes interests held in re-securitization transactions.
	(e)	As of June 30, 2014, and December 31, 2013, 69% of the Firm’s retained securitization interests, which are carried at fair value, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $437 million and $551 million of investment-grade and $238 million and $260 million of noninvestment-grade retained interests at June 30, 2014, and December 31, 2013, respectively. The retained interests in commercial and other securitizations trusts consisted of $3.6 billion and $3.9 billion of investment-grade and $124 million and $80 million of noninvestment-grade retained interests at June 30, 2014, and December 31, 2013, respectively.
	Residential mortgages
	For a more detailed description of the Firm’s involvement with residential mortgage securitizations, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
	At June 30, 2014, and December 31, 2013, the Firm did not consolidate the assets of certain Firm-sponsored residential mortgage securitization VIEs in which the Firm had continuing involvement, primarily due to the fact that the Firm did not hold an interest in these trusts that could potentially be significant to the trusts. See the table on page 158 of this Note for more information on the consolidated residential mortgage securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated residential mortgage securitizations.
	Commercial mortgages and other consumer securitizations
	CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. For a more detailed description of the Firm’s involvement with commercial mortgage and other consumer securitizations, see Note 16 of JPMorgan Chase’s 2013 Annual Report. See the table on the previous page of this Note for more information on interests held in nonconsolidated securitizations.
	Re-securitizations
	For a more detailed description of JPMorgan Chase’s
	participation in re-securitization transactions, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
	During the three months ended June 30, 2014 and 2013, The Firm transferred $8.0 billion and $2.9 billion, respectively, of securities to agency VIEs, and $264 million and zero, respectively, of securities to private-label VIEs.
	During the six months ended June 30, 2014 and 2013, The Firm transferred $13.3 billion and $7.1 billion, respectively, of securities to agency VIEs, and $433 million and zero, respectively, of securities to private-label VIEs.
	As of June 30, 2014, and December 31, 2013, the Firm did not consolidate any agency re-securitizations. As of June 30, 2014, and December 31, 2013, the Firm consolidated $83 million and $86 million, respectively, of assets, and $22 million and $23 million, respectively, of liabilities of private-label re-securitizations. See the table on page 158 of this Note for more information on consolidated re-securitization transactions.
	As of June 30, 2014, and December 31, 2013, total assets (including the notional amount of interest-only securities) of nonconsolidated Firm-sponsored private-label re-securitization entities in which the Firm has continuing involvement were $3.0 billion and $2.8 billion, respectively. At June 30, 2014, and December 31, 2013, the Firm held approximately $2.3 billion and $1.3 billion, respectively, of interests in nonconsolidated agency re-securitization entities, and $37 million and $6 million, respectively, of senior and subordinated interests in nonconsolidated private-label re-securitization entities. See the table on page 155 of this Note for further information on interests held in nonconsolidated securitizations.
	Multi-seller conduits
	For a more detailed description of JPMorgan Chase’s principal involvement with Firm-administered multi-seller conduits, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
	In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper, including commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $7.4 billion and $4.1 billion of the commercial paper issued by the Firm-administered multi-seller conduits at June 30, 2014, and December 31, 2013, which was eliminated in consolidation. The Firm’s investments were not driven by market liquidity and the Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm-administered multi-seller conduits.
	Deal-specific liquidity facilities, program-wide liquidity, and credit enhancement provided by the Firm to the multi-seller conduits have been eliminated in consolidation. Unfunded lending-related commitments made to clients of the Firm-administered multi-seller conduits were $9.2 billion and $9.1 billion at June 30, 2014, and December 31, 2013, respectively, and are reported as off-balance sheet lending-related commitments. For more information on off-balance sheet lending-related commitments, see Note 21.
	VIEs associated with investor intermediation activities
	Municipal bond vehicles
	For a more detailed description of JPMorgan Chase’s principal involvement with municipal bond vehicles, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
	The Firm’s exposure to nonconsolidated municipal bond VIEs at June 30, 2014, and December 31, 2013, including the ratings profile of the VIEs’ assets, was as follows.
(in billions)	Fair value of assets held by VIEs			Liquidity facilities		Excess/(deficit)(a)			Maximum exposure
Nonconsolidated municipal bond vehicles
30-Jun-14	$	11.5		$	6.4	$	5.1		$	6.4
31-Dec-13	11.8			6.9		4.9			6.9
	Ratings profile of VIE assets(b)														Fair value of assets held by VIEs			Wt. avg. expected life of assets (years)
	Investment-grade											Noninvestment- grade
(in billions, except where otherwise noted)	AAA to AAA-			AA+ to AA-		A+ to A-			BBB+ to BBB-			BB+ and below
30-Jun-14	$	2.7		$	8.6	$	0.2		$	—		$	—		$	11.5		5.1
31-Dec-13	2.7			8.9		0.2			—			—			11.8			7.2
(a)	Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn.
(b)	The ratings scale is presented on an S&P-equivalent basis.
Credit-related note and asset swap vehicles
For a more detailed description of JPMorgan Chase’s principal involvement with credit-related note and asset swap vehicles, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
VIEs sponsored by third parties
The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm records and reports these positions on its Consolidated Balance Sheets similarly to the way it would record and report positions in respect of any other third-party transaction.
Consolidated VIE assets and liabilities
The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of June 30, 2014, and December 31, 2013.
	Assets											Liabilities
June 30, 2014 (in billions)(a)	Trading assets			Loans		Other(d)			Total			Beneficial interests in			Other(g)			Total
									assets(e)			VIE assets(f)						liabilities
VIE program type
Firm-sponsored credit card trusts	$	—		$	43.7	$	0.7		$	44.4		$	28.4		$	—		$	28.4
Firm-administered multi-seller conduits	—			17		0.2			17.2			9.6			—			9.6
Municipal bond vehicles	3			—		—			3			2.5			—			2.5
Mortgage securitization entities(b)	2.3			1.6		—			3.9			2.9			0.8			3.7
Other(c)	0.7			2.3		1.1			4.1			2.3			0.2			2.5
Total	$	6		$	64.6	$	2		$	72.6		$	45.7		$	1		$	46.7
	Assets											Liabilities
December 31, 2013 (in billions)(a)	Trading assets			Loans		Other(d)			Total			Beneficial interests in			Other(g)			Total
									assets(e)			VIE assets(f)						liabilities
VIE program type
Firm-sponsored credit card trusts	$	—		$	46.9	$	1.1		$	48		$	26.6		$	—		$	26.6
Firm-administered multi-seller conduits	—			19		0.1			19.1			14.9			—			14.9
Municipal bond vehicles	3.4			—		—			3.4			2.9			—			2.9
Mortgage securitization entities(b)	2.3			1.7		—			4			2.9			0.9			3.8
Other(c)	0.7			2.5		1			4.2			2.3			0.2			2.5
Total	$	6.4		$	70.1	$	2.2		$	78.7		$	49.6		$	1.1		$	50.7
(a)	Excludes intercompany transactions which were eliminated in consolidation.
(b)	Includes residential and commercial mortgage securitizations as well as re-securitizations.
(c)	Primarily comprises student loan securitization entities. The Firm consolidated $2.5 billion of student loan securitization entities as of June 30, 2014, and December 31, 2013.
(d)	Includes assets classified as cash, AFS securities, and other assets within the Consolidated Balance Sheets.
(e)	The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The difference between total assets and total liabilities recognized for consolidated VIEs represents the Firm’s interest in the consolidated VIEs for each program type.
(f)	The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated Balance Sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $33.6 billion and $31.8 billion at June 30, 2014, and December 31, 2013, respectively. The maturities of the long-term beneficial interests as of June 30, 2014, were as follows: $6.5 billion under one year, $19.1 billion between one and five years, and $8.0 billion over five years, all respectively.
(g)	Includes liabilities classified as accounts payable and other liabilities in the Consolidated Balance Sheets.
Loan Securitizations
The Firm securitizes a variety of loans, including residential mortgage, credit card, automobile, student and commercial (primarily related to real estate) loans. For a further
description of the Firm’s accounting policies regarding securitizations, see Note 16 of JPMorgan Chase’s 2013 Annual Report.
Cash flows from securitizations
The following table provides information related to the Firm’s securitization activities for the three months ended June 30, 2014 and 2013, related to assets held in JPMorgan Chase-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization.
	Three months ended June 30,												Six months ended June 30,
	2014						2013						2014							2013
(in millions, except rates)(a)	Residential mortgage(d)			Commercial and other(e)			Residential mortgage(d)			Commercial and other(e)			Residential mortgage(d)			Commercial and other(e)				Residential mortgage(d)		Commercial and other(e)
Principal securitized	$	304		$	2,612		$	443		$	3,078		$	660		$	4,639			$	1,059	$	5,284
All cash flows during the period:
Proceeds from new securitizations(b)	$	312		$	2,664		$	446		$	3,149		$	663		$	4,708			$	1,080	$	5,426
Servicing fees collected	137			1			158			2			276			2				285		3
Purchases of previously transferred financial assets (or the underlying collateral)(c)	64			—			19			—			67			—				271		—
Cash flows received on interests	41			397			30			78			85			459				55		142
(a)	Excludes re-securitization transactions.
(b)	For the three and six months ended June 30, 2014, $312 million and $642 million of proceeds from residential mortgage securitizations were received as securities classified in level 2 and zero and $21 million of proceeds classified as level 3 of the fair value hierarchy, respectively. For the three and six months ended June 30, 2014, $2.3 billion and $4.3 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $130 million of proceeds classified as level 3 of the fair value hierarchy, and $280 million of proceeds from commercial mortgage securitization were received as cash. For the three and six months ended June 30, 2013, $446 million and $1.1 billion, respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three and six months ended June 30, 2013, $3.1 billion and $5.2 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy, and zero and $207 million, respectively, of proceeds from commercial mortgage securitizations were received as cash. All loans transferred into securitization vehicles during the three and six months ended June 30, 2014 and 2013, were classified as trading assets; changes in fair value were recorded in principal transactions revenue, and there were no significant gains or losses associated with the securitization activity.
(c)	Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer clean-up calls.
(d)	Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac.
(e)	Includes commercial and student loan securitizations.
Loans and excess mortgage servicing rights sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities
In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess mortgage servicing rights on a nonrecourse basis, predominantly to Fannie Mae and Freddie Mac (the “GSEs”). These loans and excess mortgage servicing rights are sold primarily for the purpose of securitization by the GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying any of the transactions described above as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. See Note 29 of JPMorgan Chase’s 2013 Annual Report for additional information about the Firm’s loan sales- and securitization-related indemnifications. See Note 16 for additional information about the impact of the Firm’s sale of certain excess mortgage servicing rights.
The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities.
	Three months						Six months
	ended June 30,						ended June 30,
(in millions)	2014			2013			2014			2013
Carrying value of loans sold(a)	$	12,603		$	48,045		$	26,523		$	102,925
Proceeds received from loan sales as cash	50			295			89			461
Proceeds from loans sales as securities(b)	12,461			47,223			26,196			101,392
Total proceeds received from loan sales(c)	$	12,511		$	47,518		$	26,285		$	101,853
Gains on loan sales(d)	$	82		$	112		$	119		$	250
(a)	Predominantly to the GSEs and in securitization transactions pursuant to Ginnie Mae guidelines.
(b)	Predominantly includes securities from the GSEs and Ginnie Mae that are generally sold shortly after receipt.
(c)	Excludes the value of MSRs retained upon the sale of loans. Gains on loans sales include the value of MSRs.
(d)	The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.
Options to repurchase delinquent loans
In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 21, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm may elect to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated Balance Sheets as a loan with a corresponding liability. As of June 30, 2014, and
December 31, 2013, the Firm had recorded on its Consolidated Balance Sheets $14.3 billion, respectively, of loans that either had been repurchased or for which the Firm had an option to repurchase. Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. Additionally, real estate owned resulting from voluntary repurchases of loans was $2.1 billion and $2.0 billion as of June 30, 2014, and December 31, 2013, respectively. Substantially all of these loans and real estate owned are insured or guaranteed by U.S. government agencies. For additional information, refer to Note 13 of this Form 10-Q and Note 14 of JPMorgan Chase’s 2013 Annual Report.
Loan delinquencies and liquidation losses
The table below includes information about components of nonconsolidated securitized financial assets, in which the Firm has continuing involvement, and delinquencies as of June 30, 2014, and December 31, 2013, respectively; and liquidation losses for the three months ended June 30, 2014 and 2013, respectively.
													Liquidation losses
	Securitized assets						90 days past due						Three months ended June 30,							Six months ended June 30,
(in millions)	Jun 30,			Dec 31,			Jun 30,			Dec 31,			2014			2013				2014		2013
	2014			2013			2014			2013
Securitized loans(a)
Residential mortgage:
Prime / Alt-A & Option ARMs	$	85,193		$	90,381		$	13,158		$	14,882		$	598		$	1,310			$	1,257	$	2,959
Subprime	25,998			28,008			6,762			7,726			464			756				1,203		1,539
Commercial and other	94,192			98,018			1,198			2,350			408			184				642		330
Total loans securitized(b)	$	205,383		$	216,407		$	21,118		$	24,958		$	1,470		$	2,250			$	3,102	$	4,828
(a)	Total assets held in securitization-related SPEs were $258.4 billion and $271.7 billion, respectively, at June 30, 2014, and December 31, 2013. The $205.4 billion and $216.4 billion, respectively, of loans securitized at June 30, 2014, and December 31, 2013, excluded: $48.5 billion and $50.8 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $4.5 billion of loan securitizations consolidated on the Firm’s Consolidated Balance Sheets at June 30, 2014, and December 31, 2013.
(b)	Includes securitized loans that were previously recorded at fair value and classified as trading assets.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	6 Months Ended
	Jun. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and other intangible assets	'
	Goodwill and other intangible assets
	For a discussion of the accounting policies related to goodwill and other intangible assets, see Note 17 of JPMorgan Chase’s 2013 Annual Report.
	Goodwill and other intangible assets consist of the following.
	(in millions)	June 30, 2014			December 31, 2013
	Goodwill	$	48,110		$	48,081
	Mortgage servicing rights	8,347			9,614
	Other intangible assets:
	Purchased credit card relationships	$	41		$	131
	Other credit card-related intangibles	146			173
	Core deposit intangibles	74			159
	Other intangibles	1,078			1,155
	Total other intangible assets	$	1,339		$	1,618
	Goodwill
	The following table presents goodwill attributed to the business segments.
	(in millions)	June 30, 2014			31-Dec-13
	Consumer & Community Banking	$	30,999		$	30,985
	Corporate & Investment Bank	6,893			6,888
	Commercial Banking	2,862			2,862
	Asset Management	6,979			6,969
	Corporate/Private Equity	377			377
	Total goodwill	$	48,110		$	48,081
	The following table presents changes in the carrying amount of goodwill.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014			2013
	Balance at beginning of period(a)	$	48,065		$	48,067			$	48,081		$	48,175
	Changes during the period from:
	Business combinations	9			11				18			36
	Dispositions	—			(5		)		—			(5		)
	Other(b)	36			(16		)		11			(149		)
	Balance at June 30,(a)	$	48,110		$	48,057			$	48,110		$	48,057
	(a)	Reflects gross goodwill balances as the Firm has not recognized any impairment losses to date.
	(b)	Includes foreign currency translation adjustments and other tax-related adjustments.
	Goodwill impairment testing
	For further description of the Firm’s goodwill impairment testing process, including the primary method used to estimate the fair value of the reporting units, and the assumptions used in the goodwill impairment test, see Impairment testing on pages 299–300 of JPMorgan Chase’s 2013 Annual Report.
	Goodwill was not impaired at June 30, 2014, or December 31, 2013, nor was any goodwill written off due to impairment during the three and six months ended June 30, 2014 and 2013.
	However, the Firm expects that the goodwill associated with its Private Equity business in Corporate will decline or could become impaired in future periods.
	In addition, the Firm’s Mortgage Banking business in CCB remains at an elevated risk of goodwill impairment due to its exposure to U.S. economic conditions, such as increases in primary mortgage interest rates, lower mortgage origination volume, or decreases in home prices, and the effects of regulatory and legislative changes, including higher costs to resolve foreclosure-related matters. Deterioration in the assumptions used in the goodwill impairment test could cause the estimated fair values of these reporting units and their associated goodwill to decline in the future, which may result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill.
	Mortgage servicing rights
	Mortgage servicing rights represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained. For a further description of the MSR asset, interest rate risk management, and the valuation of MSRs, see Note 17 of JPMorgan Chase’s 2013 Annual Report and Note 3 of this Form 10-Q.
	The following table summarizes MSR activity for the three and six months ended June 30, 2014 and 2013.
		As of or for the three months								As of or for the six months
		ended June 30,								ended June 30,
	(in millions, except where otherwise noted)	2014				2013				2014				2013
	Fair value at beginning of period	$	8,552			$	7,949			$	9,614			$	7,614
	MSR activity:
	Originations of MSRs	178				652				370				1,342
	Purchase of MSRs	3				3				6				(3		)
	Disposition of MSRs	2				(19		)		(186		)	(f)	(418		)	(f)
	Net additions	183				636				190				921
	Changes due to collection/realization of expected cash flows(a)	(239		)		(288		)		(486		)		(547		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(b)	(369		)		1,074				(731		)		1,620
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)	—				—				(11		)		290			(h)
	Discount rates	(10		)		—				(459		)	(g)	(78		)
	Prepayment model changes and other(c)	230				(36		)		230				(485		)	(i)
	Total changes in valuation due to other inputs and assumptions	220				(36		)		(240		)		(273		)
	Total changes in valuation due to inputs and assumptions(a)	(149		)		1,038				(971		)		1,347
	Fair value at June 30,(d)	$	8,347			$	9,335			$	8,347			$	9,335
	Change in unrealized gains/(losses) included in income related to MSRs	$	(149	)		$	1,038			$	(971	)		$	1,347
	held at June 30,
	Contractual service fees, late fees and other ancillary fees included in income	$	731			$	835			$	1,488			$	1,704
Third-party mortgage loans serviced at June 30, (in billions)	$	791			$	839			$	791			$	839
Net servicer advances at June 30, (in billions)(e)	$	8.8			$	10.1			$	8.8			$	10.1
(a)	Included changes related to commercial real estate of $(2) million for the three months ended June 30, 2014, and $(4) million and $(2) million for the six months ended June 30, 2014 and 2013, respectively.
(b)	Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.
(c)	Represents changes in prepayments other than those attributable to changes in market interest rates.
(d)	Included $14 million and $21 million related to commercial real estate at June 30, 2014 and 2013, respectively.
(e)	Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest to a trust, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with recoverable servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. Servicer advances are recognized net of an allowance for unrecoverable advances.
(f)	Predominantly represents excess mortgage servicing rights transferred to agency-sponsored trusts in exchange for stripped mortgage-backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs for the three and six months ended June 30, 2014 and 2013.
(g)	For the six months ended June 30, 2014, the decrease was primarily related to higher capital allocated to the Mortgage Servicing business, which, in turn, resulted in an increase in the option adjusted spread (“OAS”). The resulting OAS assumption continues to be consistent with capital and return requirements that the Firm believes a market participant would consider, taking into account factors such as the current operating risk environment and regulatory and economic capital requirements.
(h)	For the six months ended June 30, 2013, the increase was driven by the inclusion in the MSR valuation model of servicing fees receivable on certain delinquent loans.
(i)	For the six months ended June 30, 2013, the decrease was driven by changes in the inputs and assumptions used to derive prepayment speeds, primarily increases in home prices.
The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and six months ended June 30, 2014 and 2013.
		Three months								Six months
		ended June 30,								ended June 30,
(in millions)		2014				2013				2014				2013
CCB mortgage fees and related income
Net production revenue:
Production revenue		$	186			$	1,064			$	347			$	2,059
Repurchase (losses)/benefits		137				16				265				(65		)
Net production revenue		323				1,080				612				1,994
Net mortgage servicing revenue
Operating revenue:
Loan servicing revenue		867				945				1,737				1,881
Changes in MSR asset fair value due to collection/realization of expected		(237		)		(285		)		(482		)		(543		)
cash flows
Total operating revenue		630				660				1,255				1,338
Risk management:
Changes in MSR asset fair value due to market interest rates and other(a)		(368		)		1,072				(730		)		1,618
Other changes in MSR asset fair value due to other inputs and assumptions in		220				(36		)		(240		)		(273		)
model(b)
Change in derivative fair value and other		485				(957		)		907				(1,408		)
Total risk management		337				79				(63		)		(63		)
Total CCB net mortgage servicing revenue		967				739				1,192				1,275
All other		1				4				1				6
Mortgage fees and related income		$	1,291			$	1,823			$	1,805			$	3,275
(a)	Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.
(b)	Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 2014, and December 31, 2013, and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.
(in millions, except rates)		Jun 30,				Dec 31,
		2014				2013
Weighted-average prepayment speed assumption (“CPR”)		8.56		%		8.07		%
Impact on fair value of 10% adverse change		$	(363	)		$	(362	)
Impact on fair value of 20% adverse change		(704		)		(705		)
Weighted-average option adjusted spread		9.14		%		7.77		%
Impact on fair value of 100 basis points adverse change		$	(343	)		$	(389	)
Impact on fair value of 200 basis points adverse change		(660		)		(750		)
CPR: Constant prepayment rate.
The sensitivity analysis in the preceding table is hypothetical and should be used with caution. Changes in fair value based on variation in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change.
Other intangible assets
The $279 million decrease in other intangible assets during the six months ended June 30, 2014, was due to amortization.
The components of credit card relationships, core deposits and other intangible assets were as follows.
		June 30, 2014										December 31, 2013
(in millions)		Gross amount(a)			Accumulated amortization(a)			Net carrying value				Gross			Accumulated amortization		Net carrying value
												amount
Purchased credit card relationships		$	3,540		$	3,499		$	41			$	3,540		$	3,409	$	131
Other credit card-related intangibles		542			396			146				542			369		173
Core deposit intangibles		4,131			4,057			74				4,133			3,974		159
Other intangibles(b)		2,257			1,179			1,078				2,374			1,219		1,155
(a)	The decrease in the gross amount and accumulated amortization from December 31, 2013, was due to the removal of fully amortized assets.
(b)	Includes intangible assets of approximately $600 million consisting primarily of asset management advisory contracts, which were determined to have an indefinite life and are not amortized.
Amortization expense
The following table presents amortization expense related to credit card relationships, core deposits and other intangible assets.
		Three months ended June 30,							Six months ended June 30,
(in millions)		2014			2013				2014			2013
Purchased credit card relationships		$	45		$	52			$	90		$	105
Other credit card-related intangibles		14			15				27			29
Core deposit intangibles		42			50				85			100
Other intangibles		31			35				61			70
Total amortization expense		$	132		$	152			$	263		$	304
Future amortization expense
The following table presents estimated future amortization expense related to credit card relationships, core deposits and other intangible assets at June 30, 2014.
For the year (in millions)	Purchased credit card relationships			Other credit			Core deposit intangibles			Other			Total
				card-related intangibles						intangibles
2014(a)	$	96		$	51		$	102		$	111		$	360
2015	12			39			26			93			170
2016	9			34			14			75			132
2017	5			29			7			59			100
2018	3			20			5			53			81
(a)	Includes $90 million, $27 million, $85 million and $61 million of amortization expense related to purchased credit card relationships, other credit card-related intangibles, core deposit intangibles and other intangibles, respectively, recognized during the six months ended June 30, 2014.

Deposits

Deposits	6 Months Ended
	Jun. 30, 2014
Deposits [Abstract]	'
Deposits	'
	Deposits
	For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2013 Annual Report.
	At June 30, 2014, and December 31, 2013, noninterest-bearing and interest-bearing deposits were as follows.
	(in millions)	30-Jun-14		31-Dec-13
	U.S. offices
	Noninterest-bearing	$	417,607	$	389,863
	Interest-bearing:
	Demand(a)	81,449		84,631
	Savings(b)	457,111		450,405
	Time (included $6,856 and $5,995 at fair value)(c)	85,221		91,356
	Total interest-bearing deposits	623,781		626,392
	Total deposits in U.S. offices	1,041,388		1,016,255
	Non-U.S. offices
	Noninterest-bearing	17,757		17,611
	Interest-bearing:
	Demand	219,911		214,391
	Savings	1,687		1,083
	Time (included $1,066 and $629 at fair value)(c)	39,008		38,425
	Total interest-bearing deposits	260,606		253,899
	Total deposits in non-U.S. offices	278,363		271,510
	Total deposits	$	1,319,751	$	1,287,765
	(a)	Includes Negotiable Order of Withdrawal (“NOW”) accounts, and certain trust accounts.
	(b)	Includes Money Market Deposit Accounts (“MMDAs”).
	(c)	Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 4 of JPMorgan Chase’s 2013 Annual Report.

Earnings_Per_Share

Earnings Per Share	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Earnings per share	'
	Earnings per share
	For a discussion of the computation of basic and diluted earnings per share (“EPS”), see Note 24 of JPMorgan Chase’s 2013 Annual Report. The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2014 and 2013.
	(in millions, except per share amounts)	Three months				Six months
		ended June 30,				ended June 30,
		2014		2013		2014		2013
	Basic earnings per share
	Net income	$	5,985	$	6,496	$	11,259	$	13,025
	Less: Preferred stock dividends	268		204		495		386
	Net income applicable to common equity	5,717		6,292		10,764		12,639
	Less: Dividends and undistributed earnings allocated to participating securities	144		191		294		407
	Net income applicable to	$	5,573	$	6,101	$	10,470	$	12,232
	common stockholders
	Total weighted-average	3,780.60		3,782.40		3,783.90		3,800.30
	basic shares outstanding
	Net income per share	$	1.47	$	1.61	$	2.77	$	3.22
	Diluted earnings per share
	Net income applicable to	$	5,573	$	6,101	$	10,470	$	12,232
	common stockholders
	Total weighted-average	3,780.60		3,782.40		3,783.90		3,800.30
	basic shares outstanding
	Add: Employee stock options,	31.9		31.9		34.2		30.3
	SARs and
	warrants(a)
	Total weighted-average	3,812.50		3,814.30		3,818.10		3,830.60
	diluted shares outstanding(b)
	Net income per share	$	1.46	$	1.6	$	2.74	$	3.19
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans and the warrants originally issued in 2008 under the U.S. Treasury’s Capital Purchase Program to purchase shares of the Firm’s common stock. The aggregate number of shares issuable upon the exercise of such options and warrants was 1 million and 8 million for the three months ended June 30, 2014 and 2013, respectively, and 1 million and 11 million for the six months ended June 30, 2014 and 2013, respectively.
	(b)	Participating securities were included in the calculation of diluted EPS using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income/(Loss)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Accumulated other comprehensive income (loss)	'
	Accumulated other comprehensive income/(loss)
	AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), cash flow hedging activities, and net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans.
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-14
	(in millions)
	Balance at April 1, 2014		$	3,792					$	(138	)			$	(80	)				$	(1,298	)			$	2,276
	Net change		1,075			(b)			12					68						7					1,162
	Balance at June 30, 2014		$	4,867					$	(126	)			$	(12	)				$	(1,291	)			$	3,438
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-13
	(in millions)
	Balance at April 1, 2013		$	6,228					$	(108	)			$	58					$	(2,687	)			$	3,491
	Net change		(3,091		)	(c)			(38		)			(290		)				64					(3,355		)
	Balance at June 30, 2013		$	3,137					$	(146	)			$	(232	)				$	(2,623	)			$	136
	As of or for the six months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-14
	(in millions)
	Balance at January 1, 2014		$	2,798					$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		2,069			(b)			10					127						33					2,239
	Balance at June 30, 2014		$	4,867					$	(126	)			$	(12	)				$	(1,291	)			$	3,438
	As of or for the six months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-13
	(in millions)
	Balance at January 1, 2013		$	6,868					$	(95	)			$	120					$	(2,791	)			$	4,102
	Net change		(3,731		)	(c)			(51		)			(352		)				168					(3,966		)
	Balance at June 30, 2013		$	3,137					$	(146	)			$	(232	)				$	(2,623	)			$	136
	(a)	Represents the after-tax difference between the fair value and amortized cost of securities accounted for as AFS; including, as of the date of transfer during the first quarter of 2014, $9 million of net unrealized losses related to AFS securities that were transferred to HTM. Subsequent to transfer, includes any net unamortized unrealized gains and losses related to the transferred securities.
	(b)	The net change for the three and six months ended June 30, 2014, was primarily due to higher market valuations of obligations of U.S. states and municipalities and U.S. mortgage-backed securities in the Firm’s AFS investment securities portfolio.
	(c)	The net change for the three and six months ended June 30, 2013, was primarily related to the decline in fair value of U.S. government agency issued MBS and obligations of U.S. states and municipalities due to market changes, as well as net realized gains.
	The following table presents the pretax and after-tax changes in the components of other comprehensive income/(loss).
		2014											2013
	Three months ended June 30, (in millions)	Pretax				Tax effect				After-tax			Pretax				Tax effect				After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	1,778			$	(695	)		$	1,083		$	(4,947	)		$	1,931			$	(3,016	)
	Reclassification adjustment for realized (gains)/losses included in	(12		)		4				(8		)	(124		)		49				(75		)
	net income(a)
	Net change	1,766				(691		)		1,075			(5,071		)		1,980				(3,091		)
	Translation adjustments:
	Translation(b)	218				(79		)		139			(607		)		223				(384		)
	Hedges(b)	(208		)		81				(127		)	571				(225		)		346
	Net change	10				2				12			(36		)		(2		)		(38		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	143				(57		)		86			(512		)		201				(311		)
	Reclassification adjustment for realized (gains)/losses included in	(29		)		11				(18		)	34				(13		)		21
	net income(c)
	Net change	114				(46		)		68			(478		)		188				(290		)
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	19				(8		)		11			37				(15		)		22
	Reclassification adjustments included in net income(d):
	Amortization of net loss	19				(7		)		12			79				(31		)		48
	Prior service costs/(credits)	(12		)		5				(7		)	(11		)		5				(6		)
	Foreign exchange and other	(15		)		6				(9		)	(1		)		1				—
	Net change	11				(4		)		7			104				(40		)		64
	Total other comprehensive income/(loss)	$	1,901			$	(739	)		$	1,162		$	(5,481	)		$	2,126			$	(3,355	)
		2014											2013
	Six months ended June 30, (in millions)	Pretax				Tax effect				After-tax			Pretax				Tax effect				After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	3,399			$	(1,304	)		$	2,095		$	(5,462	)		$	2,116			$	(3,346	)
	Reclassification adjustment for realized (gains)/losses included in	(42		)		16				(26		)	(633		)		248				(385		)
	net income(a)
	Net change	3,357				(1,288		)		2,069			(6,095		)		2,364				(3,731		)
	Translation adjustments:
	Translation(b)	372				(142		)		230			(1,034		)		381				(653		)
Hedges(b)	(362		)		142				(220		)	991				(389		)		602
Net change	10				—				10			(43		)		(8		)		(51		)
Cash flow hedges:
Net unrealized gains/(losses) arising during the period	215				(87		)		128			(642		)		252				(390		)
Reclassification adjustment for realized (gains)/losses included in	(2		)		1				(1		)	63				(25		)		38
net income(c)
Net change	213				(86		)		127			(579		)		227				(352		)
Defined benefit pension and OPEB plans:
Net gains/(losses) arising during the period	88				(34		)		54			85				(25		)		60
Reclassification adjustments included in net income(d):
Amortization of net loss	37				(15		)		22			160				(62		)		98
Prior service costs/(credits)	(22		)		9				(13		)	(22		)		9				(13		)
Foreign exchange and other	(19		)		(11		)		(30		)	36				(13		)		23
Net change	84				(51		)		33			259				(91		)		168
Total other comprehensive income/(loss)	$	3,664			$	(1,425	)		$	2,239		$	(6,458	)		$	2,492			$	(3,966	)
(a)	The pretax amount is reported in securities gains in the Consolidated Statements of Income.
(b)	Reclassifications of pretax realized gains/(losses) on translation adjustments and related hedges are reported in other income in the Consolidated Statements of Income. The amounts were not material for the three and six months ended June 30, 2014, and 2013.
(c)	The pretax amount is reported in the same line as the hedged items, which are predominantly recorded in net interest income in the Consolidated Statements of Income.
(d)	The pretax amount is reported in compensation expense in the Consolidated Statements of Income.

Regulatory_Capital

Regulatory Capital	6 Months Ended
	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Regulatory capital	'
	Regulatory capital
	The Federal Reserve establishes capital requirements, including well-capitalized standards, for the consolidated financial holding company. The Office of the Comptroller
	of the Currency (“OCC”) establishes similar capital requirements and standards for the Firm’s national banks, including JPMorgan Chase Bank, N.A., and Chase Bank USA, N.A. Basel III rules under the transitional Standardized and Advanced Approaches (“Basel III Standardized Transitional” and “Basel III Advanced Transitional,” respectively) became effective on January 1, 2014; all prior period data is based on Basel I rules. For 2014, Basel III Standardized Transitional requires the Firm to calculate its capital ratios using the Basel III definition of capital divided by the Basel I definition of RWA, inclusive of Basel 2.5 for market risk. On February 21, 2014, the Federal Reserve and the OCC informed the Firm and its national bank subsidiaries that they were approved to calculate capital under Basel III Advanced, in addition to Basel III Standardized, as of
	April 1, 2014.
	As of January 1, 2014, there are three categories of risk-based capital: Common Equity Tier 1 capital (“CET1 capital”) under the Basel III Transitional rules, as well as
	Tier 1 capital and Tier 2 capital. CET1 capital predominantly includes common stockholders’ equity (including capital for AOCI related to debt and equity securities classified as AFS as well as for defined benefit pension and OPEB plans), less certain deductions for goodwill, MSRs and deferred tax assets that arise from net operating loss and tax credit carryforwards. Tier 1 capital is predominantly comprised of CET1 capital as well as perpetual preferred stock. Tier 2 capital includes Tier 1 capital as well as long-term debt qualifying as Tier 2 and qualifying allowance for credit losses. Total capital is Tier 1 capital plus Tier 2 capital.
	Basel III establishes two comprehensive methodologies for calculating RWA, a Standardized approach and an Advanced approach. Key differences in the calculation of RWA between the Standardized and Advanced approaches include: (1) for Basel III Advanced, credit risk RWA is based on risk-sensitive approaches which largely rely on the use of internal credit models and parameters, whereas for Basel III Standardized, RWA is generally based on supervisory risk-weightings which vary only by counterparty type and asset class; and (2) Basel III Advanced includes RWA for operational risk, whereas Basel III Standardized does not.
	As a result of becoming subject to Basel III Advanced on April 1, 2014, the capital adequacy of the Firm and its national bank subsidiaries will be evaluated against the Basel III approach (Standardized or Advanced) that results, for each quarter beginning with the second quarter of 2014, in the lower ratio (the “Collins Floor”), as required by the Collins Amendment of the Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”).
	The following tables present the regulatory capital, assets and risk-based capital ratios for JPMorgan Chase and its significant banking subsidiaries under both Basel III Standardized Transitional and Basel III Advanced Transitional at June 30, 2014, and under Basel I at December 31, 2013.
		JPMorgan Chase & Co.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Jun 30,				Jun 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	160,086			$	160,086		NA
	Tier 1 capital(a)	179,884				179,884			$	165,663
	Total capital	213,780				203,076			199,286
	Assets
	Risk-weighted	1,458,620				1,626,427			1,387,863
	Adjusted average(b)	2,374,025				2,374,025			2,343,713
	Capital ratios(c)
	CET1	11		%		9.8		%	NA
	Tier 1(a)	12.3				11.1			11.9		%
	Total	14.7				12.5			14.4
	Tier 1 leverage	7.6				7.6			7.1
		JPMorgan Chase Bank, N.A.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Jun 30,				Jun 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	149,961			$	149,961		NA
	Tier 1 capital(a)	149,961				149,961			$	139,727
	Total capital	168,636				160,749			165,496
	Assets
	Risk-weighted	1,241,565				1,349,140			1,171,574
	Adjusted average(b)	1,895,540				1,895,540			1,900,770
	Capital ratios(c)
	CET1	12.1		%		11.1		%	NA
	Tier 1(a)	12.1				11.1			11.9		%
	Total	13.6				11.9			14.1
	Tier 1 leverage	7.9				7.9			7.4
		Chase Bank USA, N.A.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Jun 30,				Jun 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	13,626			$	13,626		NA
	Tier 1 capital(a)	13,626				13,626			$	12,956
	Total capital	19,526				18,276			16,389
	Assets
	Risk-weighted	98,509				154,964			100,990
	Adjusted average(b)	114,031				114,031			109,731
	Capital ratios(c)
	CET1	13.8		%		8.8		%	NA
	Tier 1(a)	13.8				8.8			12.8		%
	Total	19.8				11.8			16.2
	Tier 1 leverage	12				12			11.8
	(a)	At June 30, 2014, trust preferred securities included in Basel III Tier 1 capital were $2.7 billion and $300 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At June 30, 2014, Chase Bank USA, N.A. had no trust preferred securities.
	(b)	Adjusted average assets, for purposes of calculating the leverage ratio, include total quarterly average assets adjusted for unrealized gains/(losses) on securities, less deductions for disallowed goodwill and other intangible assets, investments in certain subsidiaries, and the total adjusted carrying value of nonfinancial equity investments that are subject to deductions from Tier 1 capital.
	(c)	Beginning April 1, 2014, the lower ratio represents the Collins Floor.
	(d)	Asset and capital amounts for JPMorgan Chase’s banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions.
	Note:	Rating agencies allow measures of capital to be adjusted upward for deferred tax liabilities, which have resulted from both non-taxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from non-taxable business combinations totaling $145 million and $192 million at June 30, 2014, and December 31, 2013, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.8 billion at both June 30, 2014, and December 31, 2013.
	Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of Tier 1 and Total capital to risk-weighted assets,
as well as minimum leverage ratios (which are defined as Tier 1 capital divided by adjusted quarterly average assets). Failure to meet these minimum requirements could cause the Federal Reserve to take action. Bank subsidiaries also are subject to these capital requirements by their respective primary regulators. The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of June 30, 2014.
		Well-capitalized ratios(b)			Minimum capital ratios(b)
Capital ratios
CET1		NA			4	%
Tier 1		6	%		5.5
Total		10			8
Tier 1 leverage		5		(a)	4
(a)	Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. There is no Tier 1 leverage component in the definition of a well-capitalized bank holding company.
(b)	As defined by the regulations issued by the Federal Reserve, OCC and FDIC. In addition to the 2014 well-capitalized standards, beginning January 1, 2015, Basel III Transitional CET1 capital and the Basel III Standardized Transitional and the Basel III Advanced Transitional CET1 capital ratios become relevant capital measures under the prompt corrective action requirements defined by the regulations.
As of June 30, 2014, and December 31, 2013, JPMorgan Chase and all of its banking subsidiaries were well-capitalized and met all capital requirements to which each was subject.

OffBalance_Sheet_LendingRelate

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments	6 Months Ended
	Jun. 30, 2014
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]	'
Off-balance sheet lending-related financial instruments, guarantees, and other commitments	'
	Off–balance sheet lending-related financial instruments, guarantees, and other commitments
	JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to meet the financing needs of its customers. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the counterparty draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the counterparty subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees expire without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its actual future credit exposure or funding requirements. For further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies, see Note 29 of JPMorgan Chase’s 2013 Annual Report.
	To provide for probable credit losses inherent in consumer (excluding credit card) and wholesale lending commitments, an allowance for credit losses on lending-related commitments is maintained. See Note 14 for further discussion regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 2014, and December 31, 2013. The amounts in the table below for credit card and home equity lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. The Firm may reduce or close home equity lines of credit when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Also, the Firm typically closes credit card lines when the borrower is 60 days or more past due.
	Off–balance sheet lending-related financial instruments, guarantees and other commitments
		Contractual amount																	Carrying value(j)
		Jun 30, 2014															Dec 31,		Jun 30,			Dec 31,
																	2013		2014			2013
	By remaining maturity	Expires in 1 year or less			Expires after			Expires after			Expires after 5 years			Total			Total
	(in millions)				1 year through			3 years through
					3 years			5 years
	Lending-related
	Consumer, excluding credit card:
	Home equity – senior lien	$	2,332		$	4,303		$	3,050		$	2,268		$	11,953		$	13,158	$	—		$	—
	Home equity – junior lien	3,707			6,338			3,460			2,261			15,766			17,837		—			—
	Prime mortgage	6,679			—			—			—			6,679			4,817		—			—
	Subprime mortgage	—			—			—			—			—			—		—			—
	Auto	9,006			371			122			22			9,521			8,309		1			1
	Business banking	10,516			886			117			377			11,896			11,251		8			7
	Student and other	99			37			2			457			595			685		—			—
	Total consumer, excluding credit card(a)	32,339			11,935			6,751			5,385			56,410			56,057		9			8
	Credit card(b)	533,688			—			—			—			533,688			529,383		—			—
	Total consumer	566,027			11,935			6,751			5,385			590,098			585,440		9			8
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	59,664			76,645			108,410			8,628			253,347			246,495		410			432
	Standby letters of credit and other financial guarantees(c)(d)(e)	23,884			32,699			33,020			2,126			91,729			92,723		851			943
	Unused advised lines of credit	89,000			11,649			559			473			101,681			101,994		—			—
	Other letters of credit(c)	3,402			994			122			—			4,518			5,020		1			2
	Total wholesale(f)	175,950			121,987			142,111			11,227			451,275			446,232		1,262			1,377
	Total lending-related	$	741,977		$	133,922		$	148,862		$	16,612		$	1,041,373		$	1,031,672	$	1,271		$	1,385
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(g)	$	208,317		$	—		$	—		$	—		$	208,317		$	169,709	$	—		$	—
	Derivatives qualifying as guarantees	1,088			795			13,836			37,733			53,452			56,274		44			72
	Unsettled reverse repurchase and securities borrowing agreements(h)	74,198			—			—			—			74,198			38,211		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA			NA			NA			NA		436			681
	Loans sold with recourse	NA			NA			NA			NA			6,775			7,692		115			131
	Other guarantees and commitments(i)	437			353			2,616			2,099			5,505			6,786		(79		)	(99		)
	(a)	Predominantly all consumer, excluding credit card, lending-related commitments contractual amounts are in the U.S.
	(b)	Predominantly all credit card lending-related commitments contractual amounts are in the U.S.
	(c)	At June 30, 2014, and December 31, 2013, reflects the contractual amount net of risk participations totaling $184 million and $476 million, respectively, for other unfunded commitments to extend credit; $14.3 billion and $14.8 billion, respectively, for standby letters of credit and other financial guarantees; and $538 million and $622 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations.
	(d)	At June 30, 2014, and December 31, 2013, included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $17.0 billion and $18.9 billion, respectively, within other unfunded commitments to extend credit; and $15.2 billion and $17.2 billion, respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; for further information, see Note 15.
	(e)	At June 30, 2014, and December 31, 2013, included unissued standby letters of credit commitments of $44.8 billion and $42.8 billion, respectively.
	(f)	At June 30, 2014, and December 31, 2013, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 67% and 68%, respectively.
	(g)	At June 30, 2014, and December 31, 2013, collateral held by the Firm in support of securities lending indemnification agreements was $216.3 billion and $176.4 billion, respectively. Securities lending collateral comprises primarily cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development (“OECD”) and U.S. government agencies.
	(h)	At June 30, 2014, and December 31, 2013, the amount of commitments related to forward-starting reverse repurchase agreements and securities borrowing agreements were $40.7 billion and $9.9 billion, respectively. Commitments related to unsettled reverse repurchase agreements and securities borrowing agreements with regular-way settlement periods were $33.5 billion and $28.3 billion, at June 30, 2014, and December 31, 2013, respectively.
	(i)	At June 30, 2014, and December 31, 2013, included unfunded commitments of $130 million and $215 million, respectively, to third-party private equity funds; and $691 million and $1.9 billion, at June 30, 2014, and December 31, 2013, to other equity investments. These commitments included $111 million and $184 million, respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3. In addition, at both June 30, 2014, and December 31, 2013, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.5 billion.
	(j)	For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, the carrying value represents the fair value.
	Other unfunded commitments to extend credit
	Other unfunded commitments to extend credit generally comprise commitments for working capital and general corporate purposes, and extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations.
	Also included in other unfunded commitments to extend credit are commitments to noninvestment-grade counterparties in connection with leveraged finance activities, which were $23.1 billion and $18.3 billion at June 30, 2014, and December 31, 2013, respectively.
	For further information, see Note 3 and Note 4.
	In addition, the Firm acts as a clearing and custody bank in the U.S. tri-party repurchase transaction market. In its role as clearing and custody bank, the Firm is exposed to intra-day credit risk of the cash borrowers, usually broker-dealers; however, this exposure is secured by collateral and typically extinguished through the settlement process by the end of the day. Tri-party repurchase daily balances averaged $181 billion and $279 billion for the three months ended June 30, 2014 and 2013, respectively, and $182 billion and $287 billion for the six months ended June 30, 2014 and 2013, respectively. The prior period amounts have been revised to conform with the current period presentation.
	Guarantees
	The Firm considers the following off–balance sheet lending-related arrangements to be guarantees under U.S. GAAP: standby letters of credit and financial guarantees, securities lending indemnifications, certain indemnification agreements included within third-party contractual arrangements and certain derivative contracts. For a further discussion of the off–balance sheet lending-related arrangements the Firm considers to be guarantees, and the related accounting policies, see Note 29 of JPMorgan Chase’s 2013 Annual Report. The recorded amounts of the liabilities related to guarantees and indemnifications at June 30, 2014, and December 31, 2013, excluding the allowance for credit losses on lending-related commitments, are discussed below.
	Standby letters of credit and other financial guarantees
	Standby letters of credit (“SBLC”) and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a customer to a third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade and similar transactions. The carrying values of standby and other letters of credit were $852 million and $945 million at June 30, 2014, and December 31, 2013, respectively, which were classified in accounts payable and other liabilities on the Consolidated Balance Sheets; these carrying values included $229 million and $265 million, respectively, for the allowance for lending-related commitments, and $623 million and $680 million, respectively, for the guarantee liability and corresponding asset.
	The following table summarizes the types of facilities under which standby letters of credit and other letters of credit arrangements are outstanding by the ratings profiles of the Firm’s customers, as of June 30, 2014, and December 31, 2013.
	Standby letters of credit, other financial guarantees and other letters of credit
		June 30, 2014									December 31, 2013
	(in millions)	Standby letters of					Other letters				Standby letters of					Other letters
		credit and other financial guarantees					of credit				credit and other financial guarantees					of credit
	Investment-grade(a)		$	68,440			$	3,551				$	69,109			$	3,939
	Noninvestment-grade(a)		23,289				967					23,614				1,081
Total contractual amount		$	91,729			$	4,518				$	92,723			$	5,020
Allowance for lending-related commitments		$	228			$	1				$	263			$	2
Commitments with collateral		40,331				1,718					40,410				1,473
(a)	The ratings scale is based on the Firm’s internal ratings which generally correspond to ratings as defined by S&P and Moody’s.
Derivatives qualifying as guarantees
In addition to the contracts described above, the Firm transacts certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. For further information on these derivatives, see Note 29 of JPMorgan Chase’s 2013 Annual Report. The total notional value of the derivatives that the Firm deems to be guarantees was $53.5 billion and $56.3 billion at June 30, 2014, and December 31, 2013, respectively. The notional amount generally represents the Firm’s maximum exposure to derivatives qualifying as guarantees. However, exposure to certain stable value contracts is contractually limited to a substantially lower percentage of the notional amount; the notional amount on these stable value contracts was $27.2 billion and $27.0 billion at June 30, 2014, and December 31, 2013, respectively, and the maximum exposure to loss was $2.9 billion and 2.8 billion at June 30, 2014, and December 31, 2013, respectively. The fair values of the contracts reflect the probability of whether the Firm will be required to perform under the contract. The fair value related to derivatives that the Firm deems to be guarantees were derivative payables of $86 million and $109 million and derivative receivables of $42 million and $37 million at June 30, 2014, and December 31, 2013, respectively. The Firm reduces exposures to these contracts by entering into offsetting transactions, or by entering into contracts that hedge the market risk related to the derivative guarantees.
In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. For a further discussion of credit derivatives, see Note 5.
Loan sales- and securitization-related indemnifications
Mortgage repurchase liability
In connection with the Firm’s mortgage loan sale and securitization activities with the GSEs, as described in Note 15 of this Form 10-Q, and Note 16 of JPMorgan Chase’s 2013 Annual Report, the Firm has made representations and warranties that the loans sold meet certain requirements. The Firm has been, and may be, required to repurchase loans and/or indemnify the GSEs (e.g., with “make-whole” payments to reimburse the GSEs for their realized losses on liquidated loans). To the extent that repurchase demands that are received relate to loans that the Firm purchased from third parties that remain viable, the Firm typically will have the right to seek a recovery of related repurchase losses from the third party. Generally, the maximum amount of future payments the Firm would be required to make for breaches of these representations and warranties would be equal to the unpaid principal balance of such loans that are deemed to have defects that were sold to purchasers (including securitization-related SPEs) plus, in certain circumstances, accrued interest on such loans and certain expense.
For additional information, see Note 29 of JPMorgan Chase’s 2013 Annual Report.
The following table summarizes the change in the mortgage repurchase liability for each of the periods presented.
Summary of changes in mortgage repurchase liability(a)
	Three months								Six months ended June 30,
	ended June 30,
(in millions)	2014				2013				2014				2013
Repurchase liability at beginning of period	$	564			$	2,674			$	681			$	2,811
Net realized gains/(losses)(b)	8				(191		)		19				(403		)
(Benefit)/provision for repurchase(c)	(136		)		(7		)		(264		)		68
Repurchase liability at end of period	$	436			$	2,476			$	436			$	2,476
(a)	On October 25, 2013, the Firm announced that it had reached a $1.1 billion agreement with the FHFA to resolve, other than certain limited types of exposures, outstanding and future mortgage repurchase demands associated with loans sold to the GSEs from 2000 to 2008.
(b)	Presented net of third-party recoveries and include principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $1 million and $133 million for the three months ended June 30, 2014 and 2013, respectively and $3 million and $254 million for the six months ended June 30, 2014 and 2013, respectively.
(c)	Included a provision related to new loan sales of $1 million and $6 million for the three months ended June 30, 2014 and 2013, respectively, and $2 million and $14 million for the six months ended June 30, 2014 and 2013, respectively.
Private label securitizations
The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves.
For additional information regarding litigation, see Note 23 of this Form 10-Q and Note 31 of JPMorgan Chase’s 2013 Annual Report.
Loans sold with recourse
The Firm provides servicing for mortgages and certain commercial lending products on both a recourse and nonrecourse basis. In nonrecourse servicing, the principal credit risk to the Firm is the cost of temporary servicing advances of funds (i.e., normal servicing advances). In recourse servicing, the servicer agrees to share credit risk with the owner of the mortgage loans, such as Fannie Mae or Freddie Mac or a private investor, insurer or guarantor. Losses on recourse servicing predominantly occur when foreclosure sales proceeds of the property underlying a defaulted loan are less than the sum of the outstanding principal balance, plus accrued interest on the loan and the cost of holding and disposing of the underlying property. The Firm’s securitizations are predominantly nonrecourse, thereby effectively transferring the risk of future credit losses to the purchaser of the mortgage-backed securities issued by the trust. At June 30, 2014, and December 31, 2013, the unpaid principal balance of loans sold with recourse totaled $6.8 billion and $7.7 billion, respectively. The carrying value of the related liability that the Firm has recorded, which is representative of the Firm’s view of the likelihood it will have to perform under its recourse obligations, was $115 million and $131 million at June 30, 2014, and December 31, 2013, respectively.

Pledged_Assets_and_Collateral

Pledged Assets and Collateral	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Pledged assets and collateral	'
	Pledged assets and collateral
	For a discussion of the Firm’s pledged assets and collateral, see Note 30 of JPMorgan Chase’s 2013 Annual Report.
	Pledged assets
	At June 30, 2014, financial assets were pledged to maintain potential borrowing capacity with central banks and for other purposes, including to secure borrowings and public deposits, and to collateralize repurchase and other securities financing agreements. Certain of these pledged assets may be sold or repledged by the secured parties and are identified as financial assets owned (pledged to various parties) on the Consolidated Balance Sheets. At June 30, 2014, and December 31, 2013, the Firm had pledged assets of $269.0 billion and $251.3 billion, respectively, at Federal Reserve Banks and FHLBs. In addition, as of June 30, 2014, and December 31, 2013, the Firm had pledged $53.9 billion and $60.6 billion, respectively, of financial assets it owns that may not be sold or repledged by the secured parties. Total assets pledged do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. See Note 15 for additional information on assets and liabilities of consolidated VIEs. For additional information on the Firm’s securities financing activities, see Note 12. For additional information on the Firm’s long-term debt, see Note 21 of JPMorgan Chase’s 2013 Annual Report.
	Collateral
	At June 30, 2014 and December 31, 2013, the Firm had accepted financial assets as collateral that it could sell or repledge, deliver or otherwise use with a fair value of approximately $777.3 billion and $726.7 billion, respectively. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Of the collateral received, approximately $586.6 billion and $543.5 billion, respectively, were sold or repledged, generally as collateral under repurchase agreements, securities lending agreements or to cover short sales and to collateralize deposits and derivative agreements.

Litigation

Litigation	6 Months Ended
	Jun. 30, 2014
Litigation [Abstract]	'
Litigation	'
	Litigation
	Contingencies
	As of June 30, 2014, the Firm and its subsidiaries are defendants or putative defendants in numerous legal proceedings, including private, civil litigations and regulatory/government investigations. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories.
	The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $4.6 billion at June 30, 2014. This estimated aggregate range of reasonably possible losses is based upon currently available information for those proceedings in which the Firm is involved, taking into account the Firm’s best estimate of such losses for those cases for which such estimate can be made. For certain cases, the Firm does not believe that an estimate can currently be made. The Firm’s estimate involves significant judgment, given the varying stages of the proceedings (including the fact that many are currently in preliminary stages), the existence in many such proceedings of multiple defendants (including the Firm) whose share of liability has yet to be determined, the numerous yet-unresolved issues in many of the proceedings (including issues regarding class certification and the scope of many of the claims) and the attendant uncertainty of the various potential outcomes of such proceedings. Accordingly, the Firm’s estimate will change from time to time, and actual losses may vary.
	Set forth below are descriptions of the Firm’s material legal proceedings.
	CIO Investigations and Litigation. The Firm has been sued in a consolidated shareholder purported class action, a consolidated purported class action brought under the Employee Retirement Income Security Act (“ERISA”) and shareholder derivative actions brought in Delaware state court and in New York federal and state court relating to 2012 losses in the synthetic credit portfolio managed by the Firm’s Chief Investment Office (“CIO”). Plaintiffs in two of the shareholder derivative actions and the ERISA action have appealed the dismissal of their claims. The Firm also continues to cooperate with ongoing government investigations.
	Credit Default Swaps Investigations and Litigation. In July 2013, the European Commission (the “EC”) filed a Statement of Objections against the Firm (including various subsidiaries) and other industry members in connection with its ongoing investigation into the credit default swaps (“CDS”) marketplace. The EC asserts that between 2006 and 2009, a number of investment banks acted collectively through the International Swaps and Derivatives Association (“ISDA”) and Markit Group Limited (“Markit”) to foreclose exchanges from the potential market for exchange-traded credit derivatives. The Firm submitted a response to the Statement of Objections in January 2014, and the EC held a hearing in May 2014. The U.S. Department of Justice (the “DOJ”) also has an ongoing investigation into the CDS marketplace, which was initiated in July 2009.
	Separately, the Firm and other industry members are defendants in nine purported class actions (all consolidated in the United States District Court for the Southern District of New York) filed on behalf of purchasers and sellers of CDS and asserting federal antitrust law claims. Each of the complaints refers to the ongoing investigations by the EC and DOJ into the CDS market, and alleges that the defendant investment banks and dealers, including the Firm, as well as Markit and/or ISDA, collectively prevented new entrants into the CDS market. Defendants moved to dismiss in May 2014.
	Foreign Exchange Investigations and Litigation. The Firm has received information requests, document production notices and related inquiries from various U.S. and non-U.S. government authorities regarding the Firm’s foreign exchange trading business. The Firm is responding to and continuing to cooperate with the relevant authorities.
	Since November 2013, a number of class actions have been filed in the United States District Court for the Southern District of New York against a number of foreign exchange dealers, including the Firm, for alleged violations of federal and state antitrust laws and unjust enrichment based on an alleged conspiracy to manipulate foreign exchange rates reported on the WM/Reuters service. In March 2014, plaintiffs filed a consolidated amended class action complaint, which defendants moved to dismiss in May 2014.
	Interchange Litigation. A group of merchants and retail associations filed a series of class action complaints alleging that Visa and MasterCard, as well as certain banks, conspired to set the price of credit and debit card interchange fees, enacted respective rules in violation of antitrust laws, and engaged in tying/bundling and exclusive dealing. The parties have entered into an agreement to settle the cases, for a cash payment of $6.1 billion to the class plaintiffs (of which the Firm’s share is approximately 20%) and an amount equal to ten basis points of credit card interchange for a period of eight months to be measured from a date within 60 days of the end of the opt-out period. The agreement also provides for modifications to each credit card network’s rules, including those that prohibit surcharging credit card transactions. In December 2013, the Court issued a decision granting final approval of the settlement. A number of merchants have appealed. Certain merchants that opted out of the class settlement have filed actions against Visa and MasterCard, as well as against the Firm and other banks, which are subject to pending motions to dismiss.
	Investment Management Litigation. The Firm is defending two pending cases that allege that investment portfolios managed by J.P. Morgan Investment Management (“JPMIM”) were inappropriately invested in securities backed by residential real estate collateral. Plaintiffs Assured Guaranty (U.K.) and Ambac Assurance UK Limited claim that JPMIM is liable for losses of more than $1 billion in market value of these securities. Discovery is proceeding.
	Italian Proceedings.
	City of Milan. In January 2009, the City of Milan, Italy (the “City”) issued civil proceedings against (among others) JPMorgan Chase Bank, N.A. and J.P. Morgan Securities plc in the District Court of Milan alleging a breach of advisory obligations in connection with a bond issue by the City in June 2005 and an associated swap transaction. The Firm has entered into a settlement agreement with the City to resolve the City’s civil proceedings.
	Four current and former JPMorgan Chase employees and JPMorgan Chase Bank, N.A. (as well as other individuals and three other banks) were directed by a criminal judge to participate in a trial that started in May 2010. As it relates to JPMorgan Chase individuals, two were acquitted and two were found guilty of aggravated fraud with sanctions of prison sentences, fines and a ban from dealing with Italian public bodies for one year. JPMorgan Chase (along with other banks involved) was found liable for breaches of Italian administrative law. JPMorgan Chase and the individuals appealed, and the Court fully acquitted JPMorgan Chase Bank, N.A. and its employees, stating that there was no case to answer. The deadline to file an appeal to the Italian Supreme Court has passed without an appeal being filed.
	Parmalat. In 2003, following the bankruptcy of the Parmalat group of companies (“Parmalat”), criminal prosecutors in Italy investigated the activities of Parmalat, its directors and the financial institutions that had dealings with them following the collapse of the company. In March 2012, the criminal prosecutor served a notice indicating an intention to pursue criminal proceedings against four former employees of the Firm (but not against the Firm) on charges of conspiracy to cause Parmalat’s insolvency by underwriting bonds and continuing derivatives trading when Parmalat’s balance sheet was false. A preliminary hearing, in which the judge will determine whether to recommend that the matter go to a full trial, is ongoing.
	In addition, the administrator of Parmalat commenced five civil actions against JPMorgan Chase entities including: two claw-back actions; a claim relating to bonds issued by Parmalat in which it is alleged that JPMorgan Chase kept Parmalat “artificially” afloat and delayed the declaration of insolvency; and similar allegations in two claims relating to derivatives transactions.
	Lehman Brothers Bankruptcy Proceedings. In May 2010, Lehman Brothers Holdings Inc. (“LBHI”) and its Official Committee of Unsecured Creditors (the “Committee”) filed a complaint (and later an amended complaint) against JPMorgan Chase Bank, N.A. in the United States Bankruptcy Court for the Southern District of New York that asserts both federal bankruptcy law and state common law claims, and seeks, among other relief, to recover $7.9 billion in collateral that was transferred to JPMorgan Chase Bank, N.A. in the weeks preceding LBHI’s bankruptcy. The amended complaint also seeks unspecified damages on the grounds that JPMorgan Chase Bank, N.A.’s collateral requests hastened LBHI’s bankruptcy. The Court dismissed the counts of the amended complaint that sought to void the allegedly constructively fraudulent and preferential transfers made to the Firm during the months of August and September 2008.
	The Firm has filed counterclaims against LBHI alleging that LBHI fraudulently induced the Firm to make large clearing advances to Lehman against inappropriate collateral, which left the Firm with more than $25 billion in claims (the “Clearing Claims”) against the estate of Lehman Brothers Inc., LBHI’s broker-dealer subsidiary. Discovery is ongoing.
	LBHI and the Committee have filed an objection to the claims asserted by JPMorgan Chase Bank, N.A. against LBHI with respect to the Clearing Claims, principally on the grounds that the Firm had not conducted the sale of the securities collateral held for such claims in a commercially reasonable manner.
	LBHI and several of its subsidiaries that had been Chapter 11 debtors have also filed a separate complaint and objection to derivatives claims asserted by the Firm alleging that the amount of the derivatives claims had been overstated and challenging certain set-offs taken by JPMorgan Chase entities to recover on the claims. The Firm responded to this separate complaint and objection in February 2013. The Clearing Claims and the derivatives claims, together with other claims of the Firm against Lehman entities, have been paid in full, subject to the outcome of the objections filed by LBHI and the Committee. Discovery in both cases is ongoing.
	LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has received subpoenas and requests for documents and, in some cases, interviews, from federal and state agencies and entities, including the DOJ, the Commodity Futures Trading Commission (the “CFTC”), the Securities and Exchange Commission (the “SEC”) and various state attorneys general, as well as the EC, the U.K. Financial Conduct Authority (the “FCA”), Canadian Competition Bureau, Swiss Competition Commission and other regulatory authorities and banking associations around the world relating primarily to the process by which interest rates were submitted to the British Bankers Association (“BBA”) in connection with the setting of the BBA’s London Interbank Offered Rate (“LIBOR”) for various currencies, principally in 2007 and 2008. Some of the inquiries also relate to similar processes by which information on rates is submitted to the European Banking Federation (“EBF”) in connection with the setting of the EBF’s Euro Interbank Offered Rates (“EURIBOR”) and to the Japanese Bankers’ Association for the setting of Tokyo Interbank Offered Rates (“TIBOR”) as well as to other processes for the setting of other reference rates in various parts of the world during similar time periods. The Firm is responding to and continuing to cooperate with these inquiries. In December 2013, JPMorgan Chase reached a settlement with the EC regarding its Japanese Yen LIBOR investigation and agreed to pay a fine of €80 million. Investigations by the EC with regard to other reference rates remain open. In May 2014, the EC issued a Statement of Objections outlining its case against the Firm (and others) as to EURIBOR. The Firm will file a response. In January 2014, the Canadian Competition Bureau announced that it has discontinued its investigation related to Yen LIBOR.
	In addition, the Firm has been named as a defendant along with other banks in a series of individual and class actions filed in various United States District Courts, in which plaintiffs make varying allegations that in various periods, starting in 2000 or later, defendants either individually or collectively manipulated the U.S. dollar LIBOR, Yen LIBOR, Euroyen TIBOR and/or EURIBOR rates by submitting rates that were artificially low or high. Plaintiffs allege that they transacted in loans, derivatives or other financial instruments whose values are impacted by changes in U.S. dollar LIBOR, Yen LIBOR, Euroyen TIBOR or EURIBOR and assert a variety of claims including antitrust claims seeking treble damages.
	The U.S. dollar LIBOR-related purported class actions have been consolidated for pre-trial purposes in the United States District Court for the Southern District of New York. In March 2013, the Court granted in part and denied in part the defendants’ motions to dismiss the claims in three lead class actions, including dismissal with prejudice of the antitrust claims, and the United States Court of Appeals for the Second Circuit dismissed the appeals for lack of jurisdiction. In September 2013, class plaintiffs in two of the three lead class actions filed amended complaints and others sought leave to amend their complaints to add additional allegations. Defendants moved to dismiss the amended complaints and opposed the requests to amend. In June 2014, the Court issued a further order granting in part and denying in part defendants’ motions to dismiss the remaining claims. In relation to the Firm, the Court has permitted certain claims under the Commodity Exchange Act and common law claims to proceed. With respect to the third lead class action, which the Court dismissed in its entirety, after plaintiff’s appeal was dismissed by the Second Circuit, plaintiff sought and obtained leave to appeal to the U.S. Supreme Court on the question whether its appeal could proceed before final resolution of the other consolidated class actions. To date, the other U.S. dollar LIBOR cases have been stayed.
	The purported class action alleging manipulation of Euroyen TIBOR and Yen LIBOR was filed in the United States District Court for the Southern District of New York on behalf of plaintiffs who purchased or sold exchange-traded Euroyen futures and options contracts. In March 2014, the Court granted in part and denied in part the defendants’ motions to dismiss including dismissal of plaintiff’s antitrust and unjust enrichment claims. Defendants have filed motions to reconsider, seeking dismissal of the remaining claims. Plaintiff filed a motion for leave to further amend the complaint to add additional parties and claims.
	In March 2014, the Firm was added as a defendant in a putative class action pending in the United States District Court for the Southern District of New York relating to the interest rate benchmark EURIBOR.
	The Firm was also named as a nominal defendant in a derivative action in the Supreme Court of New York in the County of New York against certain current and former members of the Firm’s board of directors for alleged breach of fiduciary duty in connection with the Firm’s purported role in manipulating LIBOR. In March 2014, the Court granted the defendants’ motion to dismiss and plaintiff did not appeal this decision.
	Madoff Litigation and Investigations. Settlements with the court-appointed trustee (the “Trustee”) for Bernard L. Madoff Investment Securities LLC (“BLMIS”) and with plaintiffs representing a class of former BLMIS customers who lost all or a portion of their principal investments with BLMIS have now been approved. Certain customers have opted out of the class action settlement.
	Various subsidiaries of the Firm, including J.P. Morgan Securities plc, have been named as defendants in lawsuits filed in Bankruptcy Court in New York arising out of the liquidation proceedings of Fairfield Sentry Limited and Fairfield Sigma Limited (together, “Fairfield”), so-called Madoff feeder funds. These actions seek to recover payments made by the funds to defendants totaling approximately $155 million. All but two of these actions have been dismissed.
	In addition, a purported class action was brought by investors in certain feeder funds against JPMorgan Chase in the United States District Court for the Southern District of New York, as was a motion by separate potential class plaintiffs to add claims against the Firm and certain subsidiaries to an already pending purported class action in the same court. The allegations in these complaints largely track those raised by the Trustee. The Court dismissed these complaints and plaintiffs have appealed. In September 2013, the United States Court of Appeals for the Second Circuit affirmed the District Court’s decision. The plaintiffs then petitioned the entire Court for a rehearing of the appeal, and in May 2014 the Court denied the petition.
	The Firm is a defendant in five other Madoff-related investor actions pending in New York state court. The allegations in all of these actions are essentially identical, and involve claims against the Firm for, among other things, aiding and abetting breach of fiduciary duty, conversion and unjust enrichment. The Firm has moved to dismiss these actions. In May 2014, the parties submitted briefs on the res judicata effect of the class action settlement and a decision is pending.
	A purported class action has been filed in the United States District Court for the District of New Jersey by investors who were net winners (i.e., Madoff customers who had taken more money out of their accounts than had been invested) in Madoff’s Ponzi scheme and were not included in the class action settlement. These plaintiffs allege violations of the federal securities law, federal and state racketeering statutes and multiple common law claims including breach of trust, aiding and abetting embezzlement, unjust enrichment, conversion and commercial bad faith. The complaint seeks compensatory damages in the amount of the last statement balance for each plaintiff and punitive damages. A similar action has been filed in the United States District Court for the Middle District of Florida (the “Florida Action”), although it is not styled as a class action, and the plaintiffs, in addition to net winners, include a small number of net loser opt-outs. Plaintiffs filed an amended complaint in the Florida Action which includes only net winners, includes a claim pursuant to a Florida statute and dismisses three common law claims that were included in the earlier complaint.
	Three shareholder derivative actions have also been filed in New York federal and state court against the Firm, as nominal defendant, and certain of its current and former Board members, alleging breach of fiduciary duty in connection with the Firm’s relationship with Bernard Madoff and the alleged failure to maintain effective internal controls to detect fraudulent transactions. The actions seek declaratory relief and damages. In July 2014, the federal court granted defendants’ motions to dismiss two of the actions and defendants have filed a motion to dismiss the remaining state court action.
	MF Global. J.P. Morgan Securities LLC has been named as one of several defendants in a number of purported class actions filed by purchasers of MF Global’s publicly traded securities asserting violations of federal securities laws and alleging that the offering documents contained materially false and misleading statements and omissions regarding MF Global. The Firm also has responded to inquiries from the CFTC relating to the Firm’s banking and other business relationships with MF Global, including as a depository for MF Global’s customer segregated accounts.
	Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations. JPMorgan Chase and affiliates (together, “JPMC”), Bear Stearns and affiliates (together, “Bear Stearns”) and certain Washington Mutual affiliates (together, “Washington Mutual”) have been named as defendants in a number of cases in their various roles in offerings of mortgage-backed securities (“MBS”). These cases include purported class action suits on behalf of MBS purchasers, actions by individual MBS purchasers and actions by monoline insurance companies that guaranteed payments of principal and interest for particular tranches of MBS offerings. Following the settlements referred to under “Repurchase Litigation” and “Government Enforcement Investigations and Litigation” below, there are currently pending and tolled investor and monoline insurer claims involving MBS with an original principal balance of approximately $48 billion, of which $42 billion involves JPMC, Bear Stearns or Washington Mutual as issuer and $6 billion involves JPMC, Bear Stearns or Washington Mutual solely as underwriter. The Firm and certain of its current and former officers and Board members have also been sued in shareholder derivative actions relating to the Firm’s MBS activities, and trustees have asserted or have threatened to assert claims that loans in securitization trusts should be repurchased.
	Issuer Litigation – Class Actions. Three purported class actions were brought against JPMC and Bear Stearns as MBS issuers (and, in some cases, also as underwriters of their own MBS offerings) in the United States District Courts for the Eastern and Southern Districts of New York. The Firm has reached an agreement to settle one of these purported class actions, pending in the United States District Court for the Eastern District of New York. That settlement has received final court approval. Motions to dismiss have largely been denied in the remaining two cases pending in the United States District Court for the Southern District of New York, which are in various stages of litigation.
	Issuer Litigation – Individual Purchaser Actions. In addition to class actions, the Firm is defending individual actions brought against JPMC, Bear Stearns and Washington Mutual as MBS issuers (and, in some cases, also as underwriters of their own MBS offerings). These actions are pending in federal and state courts across the United States and are in various stages of litigation.
	Monoline Insurer Litigation. The Firm is defending two pending actions relating to a monoline insurer’s guarantees of principal and interest on certain classes of 11 different Bear Stearns MBS offerings. These actions are pending in state court in New York and are in various stages of litigation.
	Underwriter Actions. In actions against the Firm solely as an underwriter of other issuers’ MBS offerings, the Firm has contractual rights to indemnification from the issuers. However, those indemnity rights may prove effectively unenforceable in various situations, such as where the issuers are now defunct. There are currently such actions pending against the Firm in federal and state courts in various stages of litigation.
	Repurchase Litigation. The Firm is defending a number of actions brought by trustees or master servicers of various MBS trusts and others on behalf of purchasers of securities issued by those trusts. These cases generally allege breaches of various representations and warranties regarding securitized loans and seek repurchase of those loans or equivalent monetary relief, as well as indemnification of attorneys’ fees and costs and other remedies. Deutsche Bank National Trust Company, acting as trustee for various MBS trusts, has filed such a suit against JPMorgan Chase Bank, N.A., Washington Mutual and the Federal Deposit Insurance Corporation (the “FDIC”) in connection with a significant number of MBS issued by Washington Mutual; that case is described in the Washington Mutual Litigations section below. Other repurchase actions, each specific to one or more MBS transactions issued by JPMC and/or Bear Stearns, are in various stages of litigation.
	In addition, the Firm received threatened litigation demands by securitization trustees, as well as demands by investors directing trustees to investigate claims or bring litigation, which allege obligations to repurchase loans and to address servicing deficiencies. These include but are not limited to a demand from a law firm, as counsel to a group of 21 institutional MBS investors, to various trustees to investigate potential repurchase and servicing claims. These investors purported to have 25% or more of the voting rights in trusts sponsored by the Firm or its affiliates with an original principal balance of more than $174 billion (excluding 52 trusts sponsored by Washington Mutual, with an original principal balance of more than $58 billion). Pursuant to a settlement agreement, JPMC and this investor group have made a binding offer to the trustees of MBS issued by JPMC and Bear Stearns providing for the payment of $4.5 billion and the implementation of certain servicing changes by JPMC, to resolve all repurchase and servicing claims that have been asserted or could have been asserted with respect to the 330 MBS trusts. The offer, which is subject to acceptance by the trustees, and potentially a judicial approval process, does not resolve claims relating to Washington Mutual MBS. On August 1, 2014, the trustees announced their determination to accept the offer in whole or in part for 310 of the 330 MBS trusts and to proceed with seeking judicial approval of such acceptance. The trustees rejected the settlement offer in whole or in part for six trusts that are subject to pending monoline insurer or repurchase litigation, and received a 60-day extension to solicit investor direction on whether the offer should be accepted for an additional 14 trusts and for certain loan groups in 13 trusts for which the offer was accepted in part on August 1, 2014.
	There are additional repurchase and servicing claims made against trustees not affiliated with the Firm but involving trusts that the Firm sponsored.
	Derivative Actions. Shareholder derivative actions relating to the Firm’s MBS activities have been filed against the Firm, as nominal defendant, and certain of its current and former officers and members of its Board of Directors, in New York state court and California federal court. Two of the New York actions have been dismissed and defendants have filed, or intend to file, motions to dismiss the remaining actions.
	Government Enforcement Investigations and Litigation. The Firm is responding to an ongoing investigation being conducted by the Criminal Division of the United States Attorney’s Office for the Eastern District of California relating to MBS offerings securitized and sold by the Firm and its subsidiaries. The Firm has also received other subpoenas and informal requests for information from federal and state authorities concerning the issuance and underwriting of MBS-related matters. The Firm continues to respond to these MBS-related regulatory inquiries.
	In addition, the Firm is responding to and continuing to cooperate with requests for information from the U.S. Attorney’s Office for the District of Connecticut, subpoenas and requests from the SEC Division of Enforcement, and a request from the Office of the Special Inspector General for the Troubled Asset Relief Program to conduct a review of certain activities, all of which relate to, among other matters, communications with counterparties in connection with certain secondary market trading in residential and commercial MBS.
	The Firm has entered into agreements with a number of entities that purchased MBS that toll applicable limitations periods with respect to their claims, and has settled, and in the future may settle, tolled claims. There is no assurance that the Firm will not be named as a defendant in additional MBS-related litigation.
	Mortgage-Related Investigations and Litigation. The Attorney General of Massachusetts filed an action against the Firm, other servicers and a mortgage recording company, asserting claims for various alleged wrongdoings relating to mortgage assignments and use of the industry’s electronic mortgage registry. The court granted in part and denied in part the defendants’ motion to dismiss the action, which remains pending.
	The Firm is named as a defendant in a purported class action lawsuit relating to its mortgage foreclosure procedures. The plaintiffs have moved for class certification.
	One shareholder derivative action has been filed in New York Supreme Court against the Firm’s Board of Directors alleging that the Board failed to exercise adequate oversight as to wrongful conduct by the Firm regarding mortgage servicing. In June 2014, defendants filed a motion to dismiss, which is pending.
	The Civil Division of the United States Attorney’s Office for the Southern District of New York is conducting an investigation concerning the Firm’s compliance with the Fair Housing Act (“FHA”) and Equal Credit Opportunity Act (“ECOA”) in connection with its mortgage lending practices. In addition, three municipalities have commenced litigation against the Firm alleging violations of the FHA and ECOA and seeking damages in the form of lost tax revenue and increased municipal costs associated with foreclosed properties. A motion to dismiss has been filed in one of the actions.
	JPMorgan Chase Bank, N.A. is responding to inquiries by the Executive Office of the U.S. Bankruptcy Trustee and various regional U.S. Bankruptcy Trustees relating to mortgage payment change notices and escrow statements in bankruptcy proceedings.
	Municipal Derivatives Litigation. Several civil actions were commenced in New York and Alabama courts against the Firm relating to certain Jefferson County, Alabama (the “County”) warrant underwritings and swap transactions. The claims in the civil actions generally alleged that the Firm made payments to certain third parties in exchange for being chosen to underwrite more than $3 billion in warrants issued by the County and to act as the counterparty for certain swaps executed by the County. The County filed for bankruptcy in November 2011. In June 2013, the County filed a Chapter 9 Plan of Adjustment, as amended (the “Plan of Adjustment”), which provided that all the above-described actions against the Firm would be released and dismissed with prejudice. In November 2013, the Bankruptcy Court confirmed the Plan of Adjustment, and in December 2013, certain sewer rate payers filed an appeal challenging the confirmation of the Plan of Adjustment. All conditions to the Plan of Adjustment’s effectiveness, including the dismissal of the actions against the Firm, were satisfied or waived and the transactions contemplated by the Plan of Adjustment occurred in December 2013. Accordingly, all the above-described actions against the Firm have been dismissed pursuant to the terms of the Plan of Adjustment. The appeal of the Bankruptcy Court’s order confirming the Plan of Adjustment remains pending.
	Petters Bankruptcy and Related Matters. JPMorgan Chase and certain of its affiliates, including One Equity Partners (“OEP”), have been named as defendants in several actions filed in connection with the receivership and bankruptcy proceedings pertaining to Thomas J. Petters and certain affiliated entities (collectively, “Petters”) and the Polaroid Corporation. The principal actions against JPMorgan Chase and its affiliates have been brought by a court-appointed receiver for Petters and the trustees in bankruptcy proceedings for three Petters entities. These actions generally seek to avoid certain purported transfers in connection with (i) the 2005 acquisition by Petters of Polaroid, which at the time was majority-owned by OEP; (ii) two credit facilities that JPMorgan Chase and other financial institutions entered into with Polaroid; and (iii) a credit line and investment accounts held by Petters. The actions collectively seek recovery of approximately $450 million. Defendants have moved to dismiss the complaints in the actions filed by the Petters bankruptcy trustees.
	Power Matters. The United States Attorney’s Office for the Southern District of New York is investigating matters relating to the bidding activities that were the subject of the July 2013 settlement between J.P. Morgan Ventures Energy Corp. and the Federal Energy Regulatory Commission. The Firm is responding to and cooperating with the investigation.
	Referral Hiring Practices Investigations. Various regulators are investigating, among other things, the Firm’s compliance with the Foreign Corrupt Practices Act and other laws with respect to the Firm’s hiring practices related to candidates referred by clients, potential clients and government officials, and its engagement of consultants in the Asia Pacific region. The Firm is responding to and continuing to cooperate with these investigations.
	Sworn Documents, Debt Sales and Collection Litigation Practices. The Firm has been responding to formal and informal inquiries from various state and federal regulators regarding practices involving credit card collections litigation (including with respect to sworn documents), the sale of consumer credit card debt and securities backed by credit card receivables.
	Separately, the Consumer Financial Protection Bureau and multiple state Attorneys General are conducting investigations into the Firm’s collection and sale of consumer credit card debt. The California and Mississippi Attorneys General have filed separate civil actions against JPMorgan Chase & Co., Chase Bank USA, N.A. and Chase BankCard Services, Inc. alleging violations of law relating to debt collection practices.
	Washington Mutual Litigations. Proceedings related to Washington Mutual’s failure are pending before the United States District Court for the District of Columbia and include a lawsuit brought by Deutsche Bank National Trust Company, initially against the FDIC and amended to include JPMorgan Chase Bank, N.A. as a defendant, asserting an estimated $6 billion to $10 billion in damages based upon alleged breach of various mortgage securitization agreements and alleged violation of certain representations and warranties given by certain Washington Mutual affiliates in connection with those securitization agreements. The case includes assertions that JPMorgan Chase may have assumed liabilities for the alleged breaches of representations and warranties in the mortgage securitization agreements. The District Court denied as premature motions by JPMorgan Chase and the FDIC that sought a ruling on whether the FDIC retained liability for Deutsche Bank’s claims. The defendants have filed additional motions as to that issue.
	An action filed by certain holders of Washington Mutual Bank debt against JPMorgan Chase, which alleges that JPMorgan Chase acquired substantially all of the assets of Washington Mutual Bank from the FDIC at a price that was allegedly too low, remains pending. JPMorgan Chase and the FDIC moved to dismiss this action and the District Court dismissed the case except as to the plaintiffs’ claim that JPMorgan Chase tortiously interfered with the plaintiffs’ bond contracts with Washington Mutual Bank prior to its closure. Discovery is ongoing.
	JPMorgan Chase has also filed a complaint in the United States District Court for the District of Columbia against the FDIC in its capacity as receiver for Washington Mutual Bank and in its corporate capacity asserting multiple claims for indemnification under the terms of the Purchase & Assumption Agreement between JPMorgan Chase and the FDIC relating to JPMorgan Chase’s purchase of most of the assets and certain liabilities of Washington Mutual Bank.
	* * *
	In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously in all such matters. Additional legal proceedings may be initiated from time to time in the future.
	The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upwards or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm incurred legal expense of $669 million and $678 million during the three months ended June 30, 2014 and 2013, respectively, and $707 million and $1.0 billion during the six months ended June 30, 2014 and 2013, respectively. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future.
In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or impact related to those matters. JPMorgan Chase believes, based upon its current knowledge, after consultation with counsel and after taking into account its current litigation reserves, that the legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued; as a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period.

Business_Segments

Business Segments	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Business segments	'
	Business segments
	The Firm is managed on a line of business basis. There are four major reportable business segments – Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset Management. In addition, there is a Corporate/Private Equity segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by management. Results of these lines of business are presented on a managed basis. For a further discussion concerning JPMorgan Chase’s business segments, see Business Segment Results on page 19 of this Form
	10-Q, and pages 84–85 and Note 33 of JPMorgan Chase’s 2013 Annual Report.
	Segment results
	The accompanying tables provide a summary of the Firm’s segment results for the three and six months ended June 30, 2014 and 2013, on a managed basis. Total net revenue (noninterest revenue and net interest income) for each of the segments is presented on a fully taxable-equivalent (“FTE”) basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. This non-GAAP financial measure allows management to assess the comparability of revenue arising from both taxable and tax-exempt sources. The corresponding income tax impact related to tax-exempt items is recorded within income tax expense/(benefit).
	Effective January 1, 2014, the Firm revised the capital allocated to certain businesses and will continue to assess the level of capital required for each line of business, as well as the assumptions and methodologies used to allocate capital to the business segments. Further refinements may be implemented in future periods.
	Segment results and reconciliation(a)
	As of or for the three months ended June 30,	Consumer &						Corporate &						Commercial Banking						Asset Management
	(in millions, except ratios)	Community Banking						Investment Bank
		2014			2013			2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	4,468		$	4,921		$	6,531		$	7,171		$	577		$	551		$	2,380		$	2,156
	Net interest income	6,963			7,094			2,460			2,705			1,124			1,177			576			569
	Total net revenue	11,431			12,015			8,991			9,876			1,701			1,728			2,956			2,725
	Provision for credit losses	852			(19		)	(84		)	(6		)	(67		)	44			1			23
	Noninterest expense	6,456			6,864			6,058			5,742			675			652			2,062			1,892
	Income/(loss) before	4,123			5,170			3,017			4,140			1,093			1,032			893			810
	income tax expense/(benefit)
	Income tax expense/(benefit)	1,680			2,081			1,054			1,302			435			411			341			310
	Net income/(loss)	$	2,443		$	3,089		$	1,963		$	2,838		$	658		$	621		$	552		$	500
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	447,277			460,642			873,288			873,527			192,523			184,124			128,362			115,157
	Return on average common equity	19		%	27		%	13		%	20		%	19		%	18		%	25		%	22		%
	Overhead ratio	56			57			67			58			40			38			70			69
	As of or for the three months ended June 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	351		$	290		$	(651	)	$	(582	)	$	13,656		$	14,507
	Net interest income	(81		)	(676		)	(244		)	(165		)	10,798			10,704
	Total net revenue	270			(386		)	(895		)	(747		)	24,454			25,211
	Provision for credit losses	(10		)	5			—			—			692			47
	Noninterest expense	180			716			—			—			15,431			15,866
	Income/(loss) before income tax expense/(benefit)	100			(1,107		)	(895		)	(747		)	8,331			9,298
	Income tax expense/(benefit)	(269		)	(555		)	(895		)	(747		)	2,346			2,802
	Net income/(loss)	$	369		$	(552	)	$	—		$	—		$	5,985		$	6,496
	Average common equity	$	71,159		$	72,283		$	—		$	—		$	206,159		$	197,283
	Total assets	878,886			806,044			NA			NA			2,520,336			2,439,494
	Return on average common equity	NM			NM			NM			NM			11		%	13		%
	Overhead ratio	NM			NM			NM			NM			63			63
	Segment results and reconciliation(a)
	As of or for the six months ended June 30,	Consumer &						Corporate &						Commercial Banking						Asset Management
	(in millions, except ratios)	Community Banking						Investment Bank
		2014			2013			2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	7,902		$	9,327		$	12,767		$	14,528		$	1,135		$	1,086		$	4,598		$	4,250
	Net interest income	13,989			14,303			4,830			5,488			2,217			2,315			1,136			1,128
	Total net revenue	21,891			23,630			17,597			20,016			3,352			3,401			5,734			5,378
	Provision for credit losses	1,668			530			(35		)	5			(62		)	83			(8		)	44
	Noninterest expense	12,893			13,654			11,662			11,853			1,361			1,296			4,137			3,768
	Income/(loss) before	7,330			9,446			5,970			8,158			2,053			2,022			1,605			1,566
	income tax expense/(benefit)
	Income tax expense/(benefit)	2,951			3,771			2,028			2,710			817			805			612			579
	Net income/(loss)	$	4,379		$	5,675		$	3,942		$	5,448		$	1,236		$	1,217		$	993		$	987
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	447,277			460,642			873,288			873,527			192,523			184,124			128,362			115,157
	Return on average common equity	17		%	25		%	13		%	19		%	18		%	18		%	22		%	22		%
	Overhead ratio	59			58			66			59			41			38			72			70
	As of or for the six months ended June 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	875		$	651		$	(1,295	)	$	(1,146	)	$	25,982		$	28,696
	Net interest income	(237		)	(1,270		)	(470		)	(327		)	21,465			21,637
	Total net revenue	638			(619		)	(1,765		)	(1,473		)	47,447			50,333
	Provision for credit losses	(21		)	2			—			—			1,542			664
	Noninterest expense	14			718			—			—			30,067			31,289
	Income/(loss) before income tax expense/(benefit)	645			(1,339		)	(1,765		)	(1,473		)	15,838			18,380
	Income tax expense/(benefit)	(64		)	(1,037		)	(1,765		)	(1,473		)	4,579			5,355
Net income/(loss)	$	709		$	(302	)	$	—		$	—		$	11,259		$	13,025
Average common equity	$	68,989		$	71,016		$	—		$	—		$	203,989		$	196,016
Total assets	878,886			806,044			NA			NA			2,520,336			2,439,494
Return on average common equity	NM			NM			NM			NM			11		%	13		%
Overhead ratio	NM			NM			NM			NM			63			62
(a)	Managed basis starts with the reported U.S. GAAP results and includes certain reclassifications that do not have any impact on net income as reported by the lines of business or by the Firm as a whole.
(b)	Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These FTE adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	6 Months Ended
	Jun. 30, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of presentation policy	'
	The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to accounting principles generally accepted in the U.S. (“U.S. GAAP”). Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities.
Use of estimates policy	'
	The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information.
Reclassifications policy	'
	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
Balance sheet offsetting, policy	'
	U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the balance sheet when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities sold and purchased under repurchase agreements to be presented net when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met.

Securities_Policies

Securities (Policies)	6 Months Ended
	Jun. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Marketable Securities, Available-for-sale Securities, Policy	'
	Securities are classified as AFS, HTM or trading.

Variable_Interest_Entities_Pol

Variable Interest Entities (Policies)	6 Months Ended
	Jun. 30, 2014
Variable Interest Entities [Abstract]	'
Transfers and Servicing of Financial Assets, Policy	'
	Note 21, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm may elect to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated Balance Sheets as a loan with a corresponding liability.

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Policies)	6 Months Ended
	Jun. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Mortgage servicing rights policy	'
	Mortgage servicing rights represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained.

Fair_Value_Measurement_Tables

Fair Value Measurement (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Assets and liabilities measured at fair value on a recurring basis	'
	The following table presents the asset and liabilities reported at fair value as of June 30, 2014, and December 31, 2013, by major product category and fair value hierarchy.
	Assets and liabilities measured at fair value on a recurring basis
		Fair value hierarchy											Netting adjustments
	June 30, 2014 (in millions)	Level 1			Level 2				Level 3							Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	27,837			$	—			$	—		$	27,837
	Securities borrowed	—			2,134				—				—			2,134
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	9			25,682				1,125				—			26,816
	Residential – nonagency	—			1,622				543				—			2,165
	Commercial – nonagency	—			1,265				327				—			1,592
	Total mortgage-backed securities	9			28,569				1,995				—			30,573
	U.S. Treasury and government agencies(a)	27,221			6,893				—				—			34,114
	Obligations of U.S. states and municipalities	—			6,413				1,079				—			7,492
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,918				—				—			1,918
	Non-U.S. government debt securities	28,957			25,865				128				—			54,950
	Corporate debt securities	—			27,357				4,793				—			32,150
	Loans(b)	—			19,669				13,521				—			33,190
	Asset-backed securities	—			3,090				1,216				—			4,306
	Total debt instruments	56,187			119,774				22,732				—			198,693
	Equity securities	112,284			846				704				—			113,834
	Physical commodities(c)	5,337			4,212				3				—			9,552
	Other	—			5,745				2,341				—			8,086
	Total debt and equity instruments(d)	173,808			130,577				25,780				—			330,165
	Derivative receivables:
	Interest rate	496			815,033				4,772				(791,472		)	28,829
	Credit	—			78,004				3,048				(78,088		)	2,964
	Foreign exchange	464			111,149				1,638				(101,626		)	11,625
	Equity	—			47,293				2,501				(40,417		)	9,377
	Commodity	210			35,344				572				(26,543		)	9,583
	Total derivative receivables(e)	1,170			1,086,823				12,531				(1,038,146		)	62,378
	Total trading assets	174,978			1,217,400				38,311				(1,038,146		)	392,543
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			64,512				—				—			64,512
	Residential – nonagency	—			58,139				100				—			58,239
	Commercial – nonagency	—			17,999				414				—			18,413
	Total mortgage-backed securities	—			140,650				514				—			141,164
	U.S. Treasury and government agencies(a)	19,230			129				—				—			19,359
	Obligations of U.S. states and municipalities	—			28,086				—				—			28,086
	Certificates of deposit	—			1,410				—				—			1,410
	Non-U.S. government debt securities	26,024			31,821				—				—			57,845
	Corporate debt securities	—			21,356				—				—			21,356
	Asset-backed securities:
	Collateralized loan obligations	—			27,652				798				—			28,450
	Other	—			12,584				524				—			13,108
	Equity securities	3,291			—				—				—			3,291
	Total available-for-sale securities	48,545			263,688				1,836				—			314,069
	Loans	—			76				4,227				—			4,303
	Mortgage servicing rights	—			—				8,347				—			8,347
	Other assets:
	Private equity investments(f)	339			318				4,883				—			5,540
	All other	4,280			297				2,776				—			7,353
	Total other assets	4,619			615				7,659				—			12,893
	Total assets measured at fair value on a recurring basis	$	228,142		$	1,511,750		(g)	$	60,380		(g)	$	(1,038,146	)	$	762,126
	Deposits	$	—		$	5,084			$	2,838			$	—		$	7,922
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			2,630				—				—			2,630
	Other borrowed funds	—			13,865				1,538				—			15,403
	Trading liabilities:
	Debt and equity instruments(d)	69,704			18,077				80				—			87,861
	Derivative payables:
	Interest rate	612			783,367				3,239				(772,129		)	15,089
Credit	—			76,642				2,914				(76,724		)	2,832
Foreign exchange	481			111,371				2,832				(103,002		)	11,682
Equity	—			48,817				4,707				(42,500		)	11,024
Commodity	121			36,046				694				(26,693		)	10,168
Total derivative payables(e)	1,214			1,056,243				14,386				(1,021,048		)	50,795
Total trading liabilities	70,918			1,074,320				14,466				(1,021,048		)	138,656
Accounts payable and other liabilities	—			—				45				—			45
Beneficial interests issued by consolidated VIEs	—			1,032				1,062				—			2,094
Long-term debt	—			19,396				11,746				—			31,142
Total liabilities measured at fair value on a recurring basis	$	70,918		$	1,116,327			$	31,695			$	(1,021,048	)	$	197,892
	Fair value hierarchy											Netting adjustments
December 31, 2013 (in millions)	Level 1			Level 2				Level 3							Total fair value
Federal funds sold and securities purchased under resale agreements	$	—		$	25,135			$	—			$	—		$	25,135
Securities borrowed	—			3,739				—				—			3,739
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies(a)	4			25,582				1,005				—			26,591
Residential – nonagency	—			1,749				726				—			2,475
Commercial – nonagency	—			871				432				—			1,303
Total mortgage-backed securities	4			28,202				2,163				—			30,369
U.S. Treasury and government agencies(a)	14,933			10,547				—				—			25,480
Obligations of U.S. states and municipalities	—			6,538				1,382				—			7,920
Certificates of deposit, bankers’ acceptances and commercial paper	—			3,071				—				—			3,071
Non-U.S. government debt securities	25,762			22,379				143				—			48,284
Corporate debt securities	—			24,802				5,920				—			30,722
Loans(b)	—			17,331				13,455				—			30,786
Asset-backed securities	—			3,647				1,272				—			4,919
Total debt instruments	40,699			116,517				24,335				—			181,551
Equity securities	107,667			954				885				—			109,506
Physical commodities(c)	4,968			5,217				4				—			10,189
Other	—			5,659				2,000				—			7,659
Total debt and equity instruments(d)	153,334			128,347				27,224				—			308,905
Derivative receivables:
Interest rate	419			848,862				5,398				(828,897		)	25,782
Credit	—			79,754				3,766				(82,004		)	1,516
Foreign exchange	434			151,521				1,644				(136,809		)	16,790
Equity	—			45,892				7,039				(40,704		)	12,227
Commodity	320			34,696				722				(26,294		)	9,444
Total derivative receivables(e)	1,173			1,160,725				18,569				(1,114,708		)	65,759
Total trading assets	154,507			1,289,072				45,793				(1,114,708		)	374,664
Available-for-sale securities:
Mortgage-backed securities:
U.S. government agencies(a)	—			77,815				—				—			77,815
Residential – nonagency	—			61,760				709				—			62,469
Commercial – nonagency	—			15,900				525				—			16,425
Total mortgage-backed securities	—			155,475				1,234				—			156,709
U.S. Treasury and government agencies(a)	21,091			298				—				—			21,389
Obligations of U.S. states and municipalities	—			29,461				—				—			29,461
Certificates of deposit	—			1,041				—				—			1,041
Non-U.S. government debt securities	25,648			30,600				—				—			56,248
Corporate debt securities	—			21,512				—				—			21,512
Asset-backed securities:
Collateralized loan obligations	—			27,409				821				—			28,230
Other	—			11,978				267				—			12,245
Equity securities	3,142			—				—				—			3,142
Total available-for-sale securities	49,881			277,774				2,322				—			329,977
Loans	—			80				1,931				—			2,011
Mortgage servicing rights	—			—				9,614				—			9,614
Other assets:
Private equity investments(f)	606			429				6,474				—			7,509
All other	4,213			289				3,176				—			7,678
Total other assets	4,819			718				9,650				—			15,187
Total assets measured at fair value on a recurring basis	$	209,207		$	1,596,518		(g)	$	69,310		(g)	$	(1,114,708	)	$	760,327
Deposits	$	—		$	4,369			$	2,255			$	—		$	6,624
Federal funds purchased and securities loaned or sold under repurchase agreements	—			5,426				—				—			5,426
Other borrowed funds	—			11,232				2,074				—			13,306
Trading liabilities:
Debt and equity instruments(d)	61,262			19,055				113				—			80,430
Derivative payables:
Interest rate	321			822,014				3,019				(812,071		)	13,283
Credit	—			78,731				3,671				(80,121		)	2,281
Foreign exchange	443			156,838				2,844				(144,178		)	15,947
Equity	—			46,552				8,102				(39,935		)	14,719
Commodity	398			36,609				607				(26,530		)	11,084
Total derivative payables(e)	1,162			1,140,744				18,243				(1,102,835		)	57,314
Total trading liabilities	62,424			1,159,799				18,356				(1,102,835		)	137,744
Accounts payable and other liabilities	—			—				25				—			25
Beneficial interests issued by consolidated VIEs	—			756				1,240				—			1,996
Long-term debt	—			18,870				10,008				—			28,878
Total liabilities measured at fair value on a recurring basis	$	62,424		$	1,200,452			$	33,958			$	(1,102,835	)	$	193,999
(a)	At June 30, 2014, and December 31, 2013, included total U.S. government-sponsored enterprise obligations of $80.6 billion and $91.5 billion, respectively, which were predominantly mortgage-related.
(b)	At June 30, 2014, and December 31, 2013, included within trading loans were $15.5 billion and $14.8 billion, respectively, of residential first-lien mortgages, and $4.4 billion and $2.1 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. government agencies of $6.6 billion and $6.0 billion, respectively, and reverse mortgages of $3.7 billion and $3.6 billion, respectively.
(c)	Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented.
(d)	Balances reflect the reduction of securities owned (long positions) by the amount of securities sold but not yet purchased (short positions) when the long and short positions have identical Committee on Uniform Security Identification Procedures numbers (“CUSIPs”).
(e)	As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. Therefore, the balances reported in the fair value hierarchy table are gross of any counterparty netting adjustments. However, if the Firm were to net such balances within level 3, the reduction in the level 3 derivative receivables and payables balances would be $4.2 billion and $7.6 billion at June 30, 2014, and December 31, 2013, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances.
(f)	Private equity instruments represent investments within the Corporate/Private Equity line of business. The cost basis of the private equity investment portfolio totaled $6.3 billion and $8.0 billion at June 30, 2014, and December 31, 2013, respectively.
(g)	Includes investments in hedge funds, private equity funds, real estate and other funds that do not have readily determinable fair values. The Firm uses net asset value per share when measuring the fair value of these investments. At June 30, 2014, and December 31, 2013, the fair values of these investments were $2.2 billion and $3.2 billion, respectively, of which $590 million and $899 million, respectively, were classified in level 2, and $1.6 billion and $2.3 billion, respectively, in level 3.
Fair value inputs, assets and liabilities, quantitative information	'
	The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and, for certain instruments, the weighted averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy.
	The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. The input range does not reflect the level of input uncertainty; instead it is driven by the different underlying characteristics of the various instruments within the classification. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices.
	Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range and the weighted average value do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. The input range and weighted average values will therefore vary from period-to-period and parameter to parameter based on the characteristics of the instruments held by the Firm at each balance sheet date.
	For the Firm’s derivatives and structured notes positions classified within level 3 at June 30, 2014, the equity and interest rate correlation inputs used in estimating fair value were concentrated at the upper end of the range presented, while the credit correlation inputs were distributed across the range presented and the foreign exchange correlation inputs were concentrated at the lower end of the range presented. In addition, the interest rate volatility inputs used in estimating fair value were concentrated at the upper end of the range presented, while equity volatilities were concentrated at the lower end of the range. The forward commodity prices used in estimating the fair value of commodity derivatives were concentrated within the lower end of the range presented.
	Level 3 inputs(a)
	June 30, 2014 (in millions, except for ratios and basis points)
	Product/Instrument	Fair value				Principal valuation technique	Unobservable inputs	Range of input values					Weighted average
	Residential mortgage-backed securities and loans	$	9,931			Discounted cash flows	Yield	2		%	-	15%	6%
							Prepayment speed	0		%	-	21%	6%
							Conditional default rate	0		%	-	100%	29%
							Loss severity	0		%	-	100%	22%
	Commercial mortgage-backed securities and loans(b)	2,500				Discounted cash flows	Yield	3		%	-	28%	15%
							Conditional default rate	0		%	-	100%	10%
							Loss severity	0		%	-	40%	35%
	Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	16,933				Discounted cash flows	Credit spread	53 bps			-	365 bps	167 bps
							Yield	1		%	-	43%	9%
		4,078				Market comparables	Price	—			-	120	94
	Net interest rate derivatives	1,533				Option pricing	Interest rate correlation	(75		)%	-	97%
							Interest rate spread volatility	0		%	-	60%
	Net credit derivatives(b)(c)	134				Discounted cash flows	Credit correlation	44		%	-	86%
	Net foreign exchange derivatives	(1,194		)		Option pricing	Foreign exchange correlation	48		%	-	75%
	Net equity derivatives	(2,206		)		Option pricing	Equity volatility	20		%	-	50%
	Net commodity derivatives	(122		)		Discounted cash flows	Forward commodity price	$	20		-	$160	per megawatt hour
	Collateralized loan obligations	798				Discounted cash flows	Credit spread	240 bps			-	500 bps	252 bps
							Prepayment speed	20%					20%
							Conditional default rate	2%					2%
							Loss severity	40%					40%
		379				Market comparables	Price	0			-	108	79
	Mortgage servicing rights (“MSRs”)	8,347				Discounted cash flows	Refer to Note 16.
	Private equity direct investments	4,419				Market comparables	EBITDA multiple	2.7x			-	12.3x	7.6x
							Liquidity adjustment	0		%	-	49%	13%
	Private equity fund investments	464				Net asset value	Net asset value(e)
	Long-term debt, other borrowed funds, and deposits(d)	14,763				Option pricing	Interest rate correlation	(75		)%	-	97%
							Foreign exchange correlation	0		%	-	75%
							Equity correlation	(55		)%	-	80%
		1,359				Discounted cash flows	Credit correlation	44		%	-	86%
	(a)	The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated Balance Sheets.
	(b)	The unobservable inputs and associated input ranges for approximately $389 million of credit derivative receivables and $342 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial mortgage-backed securities and loans.
	(c)	The unobservable inputs and associated input ranges for approximately $1.1 billion of credit derivative receivables and $972 million of credit derivative payables with underlying asset-backed securities risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other.
	(d)	Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
	(e)	The range has not been disclosed due to the wide range of possible values given the diverse nature of the underlying investments.
Changes in level 3 recurring fair value measurements	'
	The following tables include a rollforward of the Consolidated Balance Sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and six months ended June 30, 2014 and 2013. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable parameters to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments.
		Fair value measurements using significant unobservable inputs
	Three months ended June 30, 2014	Fair value at April 1, 2014			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
	(in millions)								Purchases(g)			Sales						Settlements						30-Jun-14					to financial instruments held at June 30, 2014
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	1,150		$	27			$	12		$	(12	)				$	(33	)	$	(19	)		$	1,125			$	28
	Residential – nonagency	715			67				181			(314		)				(12		)	(94		)		543				21
	Commercial – nonagency	465			8				260			(187		)				(34		)	(185		)		327				—
	Total mortgage-backed securities	2,330			102				453			(513		)				(79		)	(298		)		1,995				49
	Obligations of U.S. states and municipalities	1,219			(35		)		—			(105		)				—							1,079				(44		)
	Non-U.S. government debt securities	52			3				25			(3		)				(1		)	52				128				3
	Corporate debt securities	4,873			130				1,163			(663		)				(823		)	113				4,793				74
	Loans	12,521			372				3,129			(1,108		)				(1,172		)	(221		)		13,521				376
	Asset-backed securities	1,156			46				807			(776		)				(151		)	134				1,216				32
	Total debt instruments	22,151			618				5,577			(3,168		)				(2,226		)	(220		)		22,732				490
	Equity securities	885			18				49			(56		)				(25		)	(167		)		704				83
	Physical commodities	3			—				—			—						—			—				3				—
	Other	1,284			266				656			(127		)				(67		)	329				2,341				173
	Total trading assets – debt and equity instruments	24,323			902			(c)	6,282			(3,351		)				(2,318		)	(58		)		25,780				746			(c)
	Net derivative receivables:(a)
	Interest rate	2,090			2				50			(63		)				(427		)	(119		)		1,533				(49		)
	Credit	244			(124		)		164			(21		)				(79		)	(50		)		134				(91		)
	Foreign exchange	(1,282		)	(143		)		33			(3		)				206			(5		)		(1,194		)		(141		)
	Equity	(1,060		)	(774		)		46			(521		)				327			(224		)		(2,206		)		(204		)
	Commodity	(58		)	(18		)		—			—						29			(75		)		(122		)		16
	Total net derivative receivables	(66		)	(1,057		)	(c)	293			(608		)				56			(473		)		(1,855		)		(469		)	(c)
	Available-for-sale securities:
	Asset-backed securities	1,127			(9		)		225			—						(21		)	—				1,322				(9		)
	Other	1,190			1				122			—						(27		)	(772		)		514				2
	Total available-for-sale securities	2,317			(8		)	(d)	347			—						(48		)	(772		)		1,836				(7		)	(d)
	Loans	2,271			40			(c)	2,396			—						(480		)	—				4,227				21			(c)
	Mortgage servicing rights	8,552			(149		)	(e)	181			2						(239		)	—				8,347				(149		)	(e)
	Other assets:
	Private equity investments	5,335			168			(c)	22			(469		)				(132		)	(41		)		4,883				131			(c)
	All other	2,984			47			(f)	62			(117		)				(200		)	—				2,776				47			(f)
		Fair value measurements using significant unobservable inputs
	Three months ended June 30, 2014	Fair value at April 1, 2014			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
	(in millions)								Purchases			Sales			Issuances			Settlements						30-Jun-14					to financial instruments held at June 30, 2014
	Liabilities:(b)
	Deposits	$	2,386		$	74		(c)	$	—		$	—		$	519		$	(24	)	$	(117	)		$	2,838			$	63		(c)
	Other borrowed funds	1,535			(132		)	(c)	—			—			1,343			(1,380		)	172				1,538				(30		)	(c)
	Trading liabilities – debt and equity instruments	101			(4		)	(c)	(46		)	71			—			(4		)	(38		)		80				1			(c)
	Accounts payable and other liabilities	18			27			(c)	—			—			—			—			—				45				27			(c)
	Beneficial interests issued by consolidated VIEs	1,160			54			(c)	—			—			4			(54		)	(102		)		1,062				58			(c)
	Long-term debt	11,203			437			(c)	—			—			1,912			(1,369		)	(437		)		11,746				410			(c)
		Fair value measurements using significant unobservable inputs
	Three months ended June 30, 2013	Fair value at April 1, 2013			Total realized/unrealized gains/(losses)																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
	(in millions)																								30-Jun-13					to financial instruments held at June 30, 2013
									Purchases(g)				Sales						Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	819		$	106			$	2			$	—					$	(26	)	$	—			$	901			$	114
	Residential – nonagency	633			203				135				(336		)				(20		)	—				615				135
	Commercial – nonagency	1,151			(39		)		302				(113		)				(30		)	—				1,271				(49		)
	Total mortgage-backed securities	2,603			270				439				(449		)				(76		)	—				2,787				200
	Obligations of U.S. states and municipalities	1,432			(23		)		52				(37		)				(203		)	—				1,221				(22		)
	Non-U.S. government debt securities	85			9				333				(397		)				(4		)	110				136				11
	Corporate debt securities	4,852			(41		)		2,251				(955		)				(822		)	450				5,735				28
Loans	10,032			41				3,782				(2,265		)				(688		)	38				10,940				21
Asset-backed securities	1,579			95				444				(557		)				(12		)	(121		)		1,428				56
Total debt instruments	20,583			351				7,301				(4,660		)				(1,805		)	477				22,247				294
Equity securities	1,172			(10		)		111				(57		)				(56		)	(121		)		1,039				(8		)
Physical commodities	—			—				—				—						—			16				16				—
Other	948			43				54				(18		)				(52		)	130				1,105				38
Total trading assets – debt and equity instruments	22,703			384			(c)	7,466				(4,735		)				(1,913		)	502				24,407				324			(c)
Net derivative receivables:(a)
Interest rate	2,791			125				46				(63		)				(989		)	191				2,101				156
Credit	1,317			(335		)		3				(1		)				(76		)	13				921				(360		)
Foreign exchange	(1,516		)	161				8				—						137			(8		)		(1,218		)		71
Equity	(1,000		)	(323		)	(i)	465			(i)	(568		)	(i)			(588		)	(277		)		(2,291		)		654
Commodity	182			295				—				—						(412		)	6				71				63
Total net derivative receivables	1,774			(77		)	(c)	522				(632		)				(1,928		)	(75		)		(416		)		584			(c)
Available-for-sale securities:
Asset-backed securities	1,130			—				—				—						(5		)	—				1,125				—
Other	837			—				7				—						(20		)	—				824				—
Total available-for-sale securities	1,967			—			(d)	7				—						(25		)	—				1,949				—			(d)
Loans	2,064			6			(c)	103				(7		)				(323		)	—				1,843				9			(c)
Mortgage servicing rights	7,949			1,038			(e)	655				(19		)				(288		)	—				9,335				1,038			(e)
Other assets:
Private equity investments	6,831			434			(c)	122				(7		)				(275		)	—				7,105				206			(c)
All other	3,985			1			(f)	83				(292		)				(97		)	—				3,680				(11		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended June 30, 2013	Fair value at April 1, 2013			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/
(in millions)																								30-Jun-13					losses related
								Purchases				Sales			Issuances			Settlements											to financial instruments held at June 30, 2013
Liabilities:(b)
Deposits	$	2,015		$	(110	)	(c)	$	—			$	—		$	316		$	(44	)	$	13			$	2,190			$	(110	)	(c)
Other borrowed funds	2,137			(243		)	(c)	—				—			2,389			(1,695		)	85				2,673				33			(c)
Trading liabilities – debt and equity instruments	251			(60		)	(c)	(374		)		454			—			(21		)	(146		)		104				(48		)	(c)
Accounts payable and other liabilities	33			—				—				—			—			(1		)	—				32				—
Beneficial interests issued by consolidated VIEs	818			59			(c)	—				—			30			(44		)	—				863				54			(c)
Long-term debt	9,084			(430		)	(c)	—				—			1,878			(1,246		)	(84		)		9,202				(292		)	(c)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2014			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
30-Jun-14																							30-Jun-14					to financial instruments held at June 30, 2014
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,005		$	30			$	343		$	(174	)				$	(60	)	$	(19	)		$	1,125			$	32
Residential – nonagency	726			91				373			(514		)				(24		)	(109		)		543				29
Commercial – nonagency	432			28				581			(481		)				(48		)	(185		)		327				4
Total mortgage-backed securities	2,163			149				1,297			(1,169		)				(132		)	(313		)		1,995				65
Obligations of U.S. states and municipalities	1,382			(13		)		—			(290		)				—			—				1,079				7
Non-U.S. government debt securities	143			19				435			(519		)				(2		)	52				128				24
Corporate debt securities	5,920			368				2,360			(2,015		)				(1,664		)	(176		)		4,793				280
Loans	13,455			691				5,287			(2,902		)				(2,718		)	(292		)		13,521				882
Asset-backed securities	1,272			70				1,357			(1,332		)				(171		)	20				1,216				43
Total debt instruments	24,335			1,284				10,736			(8,227		)				(4,687		)	(709		)		22,732				1,301
Equity securities	885			99				85			(75		)				(34		)	(256		)		704				147
Physical commodities	4			—				—			—						(1		)	—				3				—
Other	2,000			169				710			(178		)				(95		)	(265		)		2,341				146
Total trading assets – debt and equity instruments	27,224			1,552			(c)	11,531			(8,480		)				(4,817		)	(1,230		)		25,780				1,594			(c)
Net derivative receivables:(a)
Interest rate	2,379			26				98			(106		)				(765		)	(99		)		1,533				(690		)
Credit	95			(239		)		222			(21		)				127			(50		)		134				(186		)
Foreign exchange	(1,200		)	(342		)		94			(19		)				255			18				(1,194		)		(291		)
Equity	(1,063		)	(703		)		847			(1,554		)				452			(185		)		(2,206		)		343
Commodity	115			(172		)		1			—						(13		)	(53		)		(122		)		(156		)
Total net derivative receivables	326			(1,430		)	(c)	1,262			(1,700		)				56			(369		)		(1,855		)		(980		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(11		)		225			(2		)				(41		)	63				1,322				(11		)
Other	1,234			(2		)		122			—						(68		)	(772		)		514				(1		)
Total available-for-sale securities	2,322			(13		)	(d)	347			(2		)				(109		)	(709		)		1,836				(12		)	(d)
Loans	1,931			72			(c)	3,080			(142		)				(714		)	—				4,227				47			(c)
Mortgage servicing rights	9,614			(971		)	(e)	376			(186		)				(486		)	—				8,347				(971		)	(e)
Other assets:
Private equity investments	6,474			264			(c)	109			(1,487		)				(436		)	(41		)		4,883				119			(c)
All other	3,176			(26		)	(f)	135			(154		)				(355		)	—				2,776				(26		)	(f)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2014			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
30-Jun-14																							30-Jun-14					to financial instruments held at June 30, 2014
(in millions)								Purchases			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,255		$	111		(c)	$	—		$	—		$	809		$	(66	)	$	(271	)		$	2,838			$	98		(c)
Other borrowed funds	2,074			(93		)	(c)	—			—			2,676			(3,487		)	368				1,538				84			(c)
Trading liabilities – debt and equity instruments	113			(4		)	(c)	(262		)	279			—			(8		)	(38		)		80				1			(c)
Accounts payable and other liabilities	25			27			(c)	—			—			—			(7		)	—				45				27			(c)
Beneficial interests issued by consolidated VIEs	1,240			101			(c)	—			—			82			(259		)	(102		)		1,062				88			(c)
Long-term debt	10,008			539			(c)	—			—			3,744			(2,379		)	(166		)		11,746				585			(c)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2013			Total realized/unrealized gains/(losses)																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
30-Jun-13																								30-Jun-13					to financial instruments held at June 30, 2013
(in millions)								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	498		$	140			$	393			$	(79	)				$	(51	)	$	—			$	901			$	153
Residential – nonagency	663			312				434				(740		)				(49		)	(5		)		615				177
Commercial – nonagency	1,207			(125		)		439				(178		)				(72		)	—				1,271				(142		)
Total mortgage-backed securities	2,368			327				1,266				(997		)				(172		)	(5		)		2,787				188
Obligations of U.S. states and municipalities	1,436			18				53				(83		)				(203		)	—				1,221				17
Non-U.S. government debt securities	67			11				634				(682		)				(4		)	110				136				11
Corporate debt securities	5,308			(124		)		5,178				(3,518		)				(1,447		)	338				5,735				30
Loans	10,787			(131		)		5,408				(3,750		)				(1,391		)	17				10,940				(229		)
Asset-backed securities	3,696			159				1,040				(1,534		)				(147		)	(1,786		)		1,428				74
Total debt instruments	23,662			260				13,579				(10,564		)				(3,364		)	(1,326		)		22,247				91
Equity securities	1,114			(9		)		204				(148		)				(65		)	(57		)		1,039				(28		)
Physical commodities	—			—				—				—						—			16				16				—
Other	863			87				126				(20		)				(81		)	130				1,105				139
Total trading assets – debt and equity instruments	25,639			338			(c)	13,909				(10,732		)				(3,510		)	(1,237		)		24,407				202			(c)
Net derivative receivables:(a)
Interest rate	3,322			431				115				(125		)				(1,847		)	205				2,101				45
Credit	1,873			(824		)		50				(1		)				(189		)	12				921				(836		)
Foreign exchange	(1,750		)	45				(7		)		(3		)				513			(16		)		(1,218		)		(5		)
Equity	(1,806		)	539			(i)	536			(i)	(647		)	(i)			(810		)	(103		)		(2,291		)		604
Commodity	254			653				11				(3		)				(854		)	10				71				240
Total net derivative receivables	1,893			844			(c)	705				(779		)				(3,187		)	108				(416		)		48			(c)
Available-for-sale securities:
Asset-backed securities	28,024			5				400				—						(44		)	(27,260		)		1,125				5
Other	892			(9		)		7				(13		)				(53		)	—				824				3
Total available-for-sale securities	28,916			(4		)	(d)	407				(13		)				(97		)	(27,260		)		1,949				8			(d)
Loans	2,282			(29		)	(c)	328				(56		)				(682		)	—				1,843				(43		)	(c)
Mortgage servicing rights	7,614			1,347			(e)	1,339				(418		)				(547		)	—				9,335				1,347			(e)
Other assets:
Private equity investments	7,181			165			(c)	203				(103		)				(341		)	—				7,105				(188		)	(c)
All other	4,258			(25		)	(f)	135				(295		)				(393		)	—				3,680				(41		)	(f)
	Fair value measurements using significant unobservable inputs
Six months ended	Fair value at January 1, 2013			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
30-Jun-13																								30-Jun-13					to financial instruments held at June 30, 2013
(in millions)								Purchases				Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	1,983		$	(105	)	(c)	$	—			$	—		$	612		$	(157	)	$	(143	)		$	2,190			$	(97	)	(c)
Other borrowed funds	1,619			(269		)	(c)	—				—			4,151			(2,919		)	91				2,673				74			(c)
Trading liabilities – debt and equity instruments	205			(68		)	(c)	(1,859		)		2,006			—			(34		)	(146		)		104				(78		)	(c)
Accounts payable and other liabilities	36			1			(f)	—				—			—			(5		)	—				32				1			(f)
Beneficial interests issued by consolidated VIEs	925			25			(c)	—				—			51			(138		)	—				863				26			(c)
Long-term debt	8,476			(905		)	(c)	—				—			3,733			(1,603		)	(499		)		9,202				(321		)	(c)
(a)	All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty.
(b)	Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) were 16% and 18% at June 30, 2014, and December 31, 2013, respectively.
(c)	Predominantly reported in principal transactions revenue, except for changes in fair value for Consumer & Community Banking (“CCB”) mortgage loans, lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income.
(d)	Realized gains/(losses) on securities, as well as other-than-temporary impairment losses that are recorded in earnings, are reported in securities gains. Unrealized gains/(losses) are reported in OCI. Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were $(11) million and $3 million for the three months ended June 30, 2014 and 2013, and $(12) million and $(15) million for the six months ended June 30, 2014 and 2013, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $3 million and $(3) million for the three months ended June 30, 2014 and 2013 and $(1) million and $11 million for the six months ended June 30, 2014 and 2013, respectively.
(e)	Changes in fair value for CCB mortgage servicing rights are reported in mortgage fees and related income.
(f)	Predominantly reported in other income.
(g)	Loan originations are included in purchases.
(h)	All transfers into and/or out of level 3 are assumed to occur at the beginning of the quarterly reporting period in which they occur.
(i)	The prior period amounts have been revised. The revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
Credit adjustments	'
	The following table provides the credit and funding adjustments, excluding the effect of any associated hedging activities, reflected within the Consolidated Balance Sheets as of the dates indicated.
	(in millions)	Jun 30, 2014				Dec 31, 2013
	Derivative receivables balance(a)	$	62,378			$	65,759
	Derivative payables balance(a)	50,795				57,314
	Derivatives CVA(b)(c)	(2,099		)		(2,352		)
	Derivatives DVA and FVA(b)(d)	(483		)		(322		)
	Structured notes balance(a)(e)	54,467				48,808
	Structured notes DVA and FVA(b)(f)	1,131				952
	(a)	Balances are presented net of applicable credit valuation adjustments (“CVA”) and debit valuation adjustments (“DVA”)/funding valuation adjustments (“FVA”).
	(b)	Positive CVA and DVA/FVA represent amounts that increased receivable balances or decreased payable balances; negative CVA and DVA/FVA represent amounts that decreased receivable balances or increased payable balances.
	(c)	Derivatives CVA includes results managed by the credit portfolio group and other businesses.
	(d)	At June 30, 2014, and December 31, 2013, included derivatives DVA of $620 million and $715 million, respectively.
	(e)	Structured notes are predominantly financial instruments containing embedded derivatives that are measured at fair value based on the Firm’s election under the fair value option. At June 30, 2014, and December 31, 2013, included $1.2 billion and $1.1 billion, respectively, of financial instruments with no embedded derivative for which the fair value option has also been elected. For further information on these elections, see Note 4.
	(f)	At June 30, 2014, and December 31, 2013 included structured notes DVA of $1.4 billion and $1.4 billion, respectively.
Impact of credit adjustments on earnings	'
	The following table provides the impact of credit adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
		Three months ended June 30,								Six months
										ended June 30,
	(in millions)	2014				2013				2014				2013
	Credit adjustments:
	Derivative CVA(a)	$	272			$	549			$	253			$	881
	Derivative DVA and FVA(b)	(36		)		104				(161		)		99
	Structured note DVA and FVA(c)	162				251				179				382
	(a)	Derivatives CVA includes results managed by the credit portfolio group and other businesses.
	(b)	Included derivatives DVA of $(1) million and $104 million for the three months ended June 30, 2014 and 2013 and $(95) million and $99 million for the six months ended June 30, 2014 and 2013, respectively.
	(c)	Included structured notes DVA of $134 million and $251 million for the three months ended June 30, 2014 and 2013 and $19 million and $382 million for the six months ended June 30, 2014 and 2013, respectively.
Carrying value and estimated fair value of financial assets and liabilities	'
	The following table presents the carrying values and estimated fair values at June 30, 2014, and December 31, 2013, of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and information is provided on their classification within the fair value hierarchy. For additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value, see Note 3 of JPMorgan Chase’s 2013 Annual Report.
		June 30, 2014																December 31, 2013
					Estimated fair value hierarchy																Estimated fair value hierarchy
	(in billions)	Carrying			Level 1			Level 2			Level 3			Total estimated				Carrying			Level 1			Level 2			Level 3			Total estimated
		value												fair value				value												fair value
	Financial assets
	Cash and due from banks	$	27.5		$	27.5		$	—		$	—		$	27.5			$	39.8		$	39.8		$	—		$	—		$	39.8
	Deposits with banks	393.9			387.3			6.6			—			393.9				316.1			309.7			6.4			—			316.1
	Accrued interest and accounts receivable	77.1			—			76.9			0.2			77.1				65.2			—			64.9			0.3			65.2
	Federal funds sold and securities purchased under resale agreements	220.3			—			220.3			—			220.3				223			—			223			—			223
	Securities borrowed	111.8			—			111.8			—			111.8				107.7			—			107.7			—			107.7
	Securities, held-to-maturity(a)	47.8			—			49.2			—			49.2				24			—			23.7			—			23.7
	Loans, net of allowance for loan losses(b)	727.4			—			18.2			713.5			731.7				720.1			—			23			697.2			720.2
	Other(c)	52.8			—			49.8			6.7			56.5				58.2			—			54.5			7.4			61.9
	Financial liabilities
	Deposits	$	1,311.80		$	—		$	1,310.90		$	1.2		$	1,312.10			$	1,281.10		$	—		$	1,280.30		$	1.2		$	1,281.50
	Federal funds purchased and securities loaned or sold under repurchase agreements	213.9			—			213.9			—			213.9				175.7			—			175.7			—			175.7
	Commercial paper	63.8			—			63.8			—			63.8				57.8			—			57.8			—			57.8
	Other borrowed funds	19.3						19.3			—			19.3				14.7			—			14.7			—			14.7
	Accounts payable and other liabilities	175.2			—			172.5			2.6			175.1				160.2			—			158.2			1.8			160
	Beneficial interests issued by consolidated VIEs	43.6			—			40.6			3			43.6				47.6			—			44.3			3.2			47.5
	Long-term debt and junior subordinated deferrable interest debentures(d)	238.8			—			242.7			3.4			246.1				239			—			240.8			6			246.8
	(a)	Carrying value includes unamortized discount or premium.
	(b)	Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. The difference between the estimated fair value and carrying value of a financial asset or liability is the result of the different methodologies used to determine fair value as compared with carrying value. For example, credit losses are estimated for a financial asset’s remaining life in a fair value calculation but are estimated for a loss emergence period in the allowance for loan loss calculation; future loan income (interest and fees) is incorporated in a fair value calculation but is generally not considered in the allowance for loan losses. For a further discussion of the Firm’s methodologies for estimating the fair value of loans and lending-related commitments, see Valuation hierarchy on pages 197–215 of JPMorgan Chase’s 2013 Annual Report and pages 96–109 of this Note.
	(c)	Current period numbers have been updated to include certain nonmarketable equity securities. Prior period amounts have been revised to conform to the current presentation.
	(d)	Carrying value includes unamortized original issue discount and other valuation adjustments.
Carrying value and estimated fair value of wholesale lending- related commitments	'
	The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated Balance Sheets, nor are they actively traded. The carrying value and estimated fair value of the Firm’s wholesale lending-related commitments were as follows for the periods indicated.
		June 30, 2014																December 31, 2013
					Estimated fair value hierarchy																Estimated fair value hierarchy
	(in billions)	Carrying value(a)			Level 1			Level 2			Level 3			Total estimated fair value				Carrying value(a)			Level 1			Level 2			Level 3			Total estimated fair value
	Wholesale lending-related commitments	$	0.6		$	—		$	—		$	0.8		$	0.8			$	0.7		$	—		$	—		$	1		$	1
	(a)	Represents the allowance for wholesale lending-related commitments. Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which are recognized at fair value at the inception of guarantees.
Trading assets and liabilities average balances	'
	Average trading assets and liabilities were as follows for the periods indicated.
			Three months ended June 30,								Six months ended June 30,
	(in millions)		2014					2013			2014				2013
	Trading assets – debt and equity instruments		$	325,426				$	357,285		$	320,197			$	363,952
	Trading assets – derivative receivables		60,830					75,310			62,814				75,115
	Trading liabilities – debt and equity instruments(a)		85,123					75,671			85,230				73,103
	Trading liabilities – derivative payables		49,487					66,246			51,305				67,458
	(a)	Primarily represent securities sold, not yet purchased.

Fair_Value_Option_Tables

Fair Value Option (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Option [Abstract]	'
Changes in fair value under the fair value option election	'
	The following table presents the changes in fair value included in the Consolidated Statements of Income for the three and six months ended June 30, 2014 and 2013, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table.
		Three months ended June 30,
		2014											2013
	(in millions)	Principal transactions			Other income				Total changes in fair value recorded				Principal transactions			Other income				Total changes in fair value recorded
	Federal funds sold and securities purchased under resale agreements	$	96		$	—			$	96			$	(287	)	$	—			$	(287	)
	Securities borrowed	(2		)	—				(2		)		(8		)	—				(8		)
	Trading assets:
	Debt and equity instruments, excluding loans	245			3			(b)	248				(14		)	4			(b)	(10		)
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	391			3			(b)	394				211			26			(b)	237
	Other changes in fair value	38			400			(b)	438				(94		)	253			(b)	159
	Loans:
	Changes in instrument-specific credit risk	20			—				20				(1		)	—				(1		)
	Other changes in fair value	24			—				24				21			—				21
	Other assets	7			(30		)	(c)	(23		)		22			(20		)	(c)	2
	Deposits(a)	(107		)	—				(107		)		219			—				219
	Federal funds purchased and securities loaned or sold under repurchase agreements	(18		)	—				(18		)		41			—				41
	Other borrowed funds(a)	(911		)	—				(911		)		734			—				734
	Trading liabilities	(3		)	—				(3		)		(14		)	—				(14		)
	Beneficial interests issued by consolidated VIEs	(48		)	—				(48		)		(69		)	—				(69		)
	Other liabilities	(27		)	—				(27		)		—			—				—
	Long-term debt:
	Changes in instrument-specific credit risk(a)	82			—				82				159			—				159
	Other changes in fair value	(773		)	—				(773		)		1,000			—				1,000
		Six months ended June 30,
		2014											2013
	(in millions)	Principal transactions			Other income				Total changes in fair value recorded				Principal transactions			Other income				Total changes in fair value recorded
	Federal funds sold and securities purchased under resale agreements	$	56		$	—			$	56			$	(358	)	$	—			$	(358	)
	Securities borrowed	(5		)	—				(5		)		18			—				18
	Trading assets:
	Debt and equity instruments, excluding loans	475			1			(b)	476				242			7			(b)	249
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	754			12			(b)	766				539			38			(b)	577
	Other changes in fair value	102			692			(b)	794				(78		)	1,205			(b)	1,127
	Loans:
	Changes in instrument-specific credit risk	28			—				28				(6		)	—				(6		)
	Other changes in fair value	31			—				31				21			—				21
	Other assets	12			(142		)	(c)	(130		)		21			(89		)	(c)	(68		)
	Deposits(a)	(211		)	—				(211		)		297			—				297
	Federal funds purchased and securities loaned or sold under repurchase agreements	(34		)	—				(34		)		45			—				45
	Other borrowed funds(a)	(1,171		)	—				(1,171		)		380			—				380
	Trading liabilities	(9		)	—				(9		)		(32		)	—				(32		)
	Beneficial interests issued by consolidated VIEs	(137		)	—				(137		)		(97		)	—				(97		)
	Other liabilities	(27		)	—				(27		)		—			(1		)	(c)	(1		)
	Long-term debt:
	Changes in instrument-specific credit risk(a)	5			—				5				192			—				192
	Other changes in fair value(b)	(791		)	—				(791		)		969			—				969
	(a)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $134 million and $251 million for the three months ended June 30, 2014 and 2013 and $19 million and $382 million for the six months ended June 30, 2014 and 2013, respectively. These totals include such changes for structured notes classified within deposits and other borrowed funds, as well as long-term debt.
	(b)	Reported in mortgage fees and related income.
	(c)	Reported in other income.
Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding	'
	The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of June 30, 2014, and December 31, 2013, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected.
		June 30, 2014											December 31, 2013
	(in millions)	Contractual principal outstanding				Fair value			Fair value over/(under) contractual principal outstanding				Contractual principal outstanding				Fair value			Fair value over/(under) contractual principal outstanding
	Loans(a)
	Nonaccrual loans
	Loans reported as trading assets	$	4,462			$	1,270		$	(3,192	)		$	5,156			$	1,491		$	(3,665	)
	Loans	214				154			(60		)		209				154			(55		)
	Subtotal	4,676				1,424			(3,252		)		5,365				1,645			(3,720		)
	All other performing loans
	Loans reported as trading assets	35,185				31,920			(3,265		)		33,069				29,295			(3,774		)
	Loans	3,934				3,877			(57		)		1,618				1,563			(55		)
	Total loans	$	43,795			$	37,221		$	(6,574	)		$	40,052			$	32,503		$	(7,549	)
	Long-term debt
	Principal-protected debt	$	15,634		(c)	$	15,882		$	248			$	15,797		(c)	$	15,909		$	112
	Nonprincipal-protected debt(b)	NA				15,260			NA				NA				12,969			NA
	Total long-term debt	NA				$	31,142		NA				NA				$	28,878		NA
	Long-term beneficial interests
	Nonprincipal-protected debt(b)	NA				$	2,094		NA				NA				$	1,996		NA
	Total long-term beneficial interests	NA				$	2,094		NA				NA				$	1,996		NA
	(a)	There were no performing loans that were ninety days or more past due as of June 30, 2014, and December 31, 2013.
	(b)	Remaining contractual principal is not applicable to nonprincipal-protected notes. Unlike principal-protected structured notes, for which the Firm is obligated to return a stated amount of principal at the maturity of the note, nonprincipal-protected structured notes do not obligate the Firm to return a stated amount of principal at maturity, but to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal protected notes.
	(c)	Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflected as the remaining contractual principal is the final principal payment at maturity.
Fair value, option, structured notes by balance sheet classification and primary embedded derivative risk	'
	The table below presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk to which the structured notes’ embedded derivative relates.
		June 30, 2014													December 31, 2013
	(in millions)	Long-term debt			Other borrowed funds			Deposits			Total				Long-term debt			Other borrowed funds			Deposits		Total
	Risk exposure
	Interest rate	$	10,505		$	461		$	1,735		$	12,701			$	9,516		$	615		$	1,270	$	11,401
	Credit	4,429			124			—			4,553				4,248			13			—		4,261
	Foreign exchange	2,307			136			16			2,459				2,321			194			27		2,542
	Equity	12,512			13,510			4,184			30,206				11,082			11,936			3,736		26,754
	Commodity	1,154			589			1,570			3,313				1,260			310			1,133		2,703
	Total structured notes	$	30,907		$	14,820		$	7,505		$	53,232			$	28,427		$	13,068		$	6,166	$	47,661

Derivative_Instruments_Tables

Derivative Instruments (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Notional amount of derivative contracts	'
	The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2014, and December 31, 2013.
		Notional amounts(c)
	(in billions)	June 30,			31-Dec-13
		2014
	Interest rate contracts
	Swaps	$	30,929		$	35,221
	Futures and forwards	12,556			11,251
	Written options(a)	4,305			4,046
	Purchased options	4,704			4,187
	Total interest rate contracts	52,494			54,705
	Credit derivatives(a)(b)	5,100			5,331
	Foreign exchange contracts
	Cross-currency swaps	3,680			3,488
	Spot, futures and forwards	4,310			3,773
	Written options	725			659
	Purchased options	716			652
	Total foreign exchange contracts	9,431			8,572
	Equity contracts
	Swaps(a)	198			187
	Futures and forwards(a)	46			50
	Written options	474			425
	Purchased options	391			380
	Total equity contracts	1,109			1,042
	Commodity contracts
	Swaps	130			124
	Spot, futures and forwards	218			234
	Written options	200			202
	Purchased options	196			203
	Total commodity contracts	744			763
	Total derivative notional amounts	$	68,878		$	70,413
	(a)	The prior period amount has been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	(b)	For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 123 of this Note.
	(c)	Represents the sum of gross long and gross short third-party notional derivative contracts.
Schedule of derivative receivables and payables	'
	The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated Balance Sheets as of June 30, 2014, and December 31, 2013, by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type.
	Free-standing derivative receivables and payables(a)
		Gross derivative receivables													Gross derivative payables
	30-Jun-14	Not designated as hedges			Designated as hedges			Total derivative receivables			Net derivative receivables(b)				Not designated as hedges			Designated			Total derivative payables			Net derivative payables(b)
	(in millions)																	as hedges
	Trading assets and liabilities
	Interest rate	$	817,201		$	3,100		$	820,301		$	28,829			$	784,808		$	2,410		$	787,218		$	15,089
	Credit	81,052			—			81,052			2,964				79,556			—			79,556			2,832
	Foreign exchange	112,243			1,008			113,251			11,625				113,357			1,327			114,684			11,682
	Equity	49,794			—			49,794			9,377				53,524			—			53,524			11,024
	Commodity	35,843			283			36,126			9,583				36,181			680			36,861			10,168
	Total fair value of trading assets and liabilities	$	1,096,133		$	4,391		$	1,100,524		$	62,378			$	1,067,426		$	4,417		$	1,071,843		$	50,795
		Gross derivative receivables													Gross derivative payables
	31-Dec-13	Not designated as hedges			Designated as hedges			Total derivative receivables			Net derivative receivables(b)				Not designated as hedges			Designated			Total derivative payables			Net derivative payables(b)
	(in millions)																	as hedges
	Trading assets and liabilities
	Interest rate	$	851,189		$	3,490		$	854,679		$	25,782			$	820,811		$	4,543		$	825,354		$	13,283
	Credit	83,520			—			83,520			1,516				82,402			—			82,402			2,281
	Foreign exchange	152,240			1,359			153,599			16,790				158,728			1,397			160,125			15,947
	Equity	52,931			—			52,931			12,227				54,654			—			54,654			14,719
	Commodity	34,344			1,394			35,738			9,444				37,605			9			37,614			11,084
	Total fair value of trading assets and liabilities	$	1,174,224		$	6,243		$	1,180,467		$	65,759			$	1,154,200		$	5,949		$	1,160,149		$	57,314
	(a)	Balances exclude structured notes for which the fair value option has been elected. See Note 4 for further information.
	(b)	As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
Offsetting assets	'
	The following table presents, as of June 30, 2014, and December 31, 2013, the gross and net derivative receivables by contract and settlement type. Derivative receivables have been netted on the Consolidated Balance Sheets against derivative payables and cash collateral payables to the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the receivables are not eligible under U.S. GAAP for netting on the Consolidated Balance Sheets, and are shown separately in the table below.
		30-Jun-14											31-Dec-13
	(in millions)	Gross derivative receivables			Amounts netted on the Consolidated balance sheets				Net derivative receivables				Gross derivative receivables			Amounts netted on the Consolidated balance sheets				Net derivative receivables
	U.S. GAAP nettable derivative receivables
	Interest rate contracts:
	Over–the–counter (“OTC”)	$	498,230		$	(475,647	)		$	22,583			$	486,449		$	(466,493	)		$	19,956
	OTC–cleared	316,030			(315,825		)		205				362,426			(362,404		)		22
	Exchange traded(a)	—			—				—				—			—				—
	Total interest rate contracts	814,260			(791,472		)		22,788				848,875			(828,897		)		19,978
	Credit contracts:
	OTC	69,143			(68,041		)		1,102				66,269			(65,725		)		544
	OTC–cleared	11,422			(10,047		)		1,375				16,841			(16,279		)		562
	Total credit contracts	80,565			(78,088		)		2,477				83,110			(82,004		)		1,106
	Foreign exchange contracts:
	OTC	110,256			(101,578		)		8,678				148,953			(136,763		)		12,190
	OTC–cleared	48			(48		)		—				46			(46		)		—
	Exchange traded(a)	—			—				—				—			—				—
	Total foreign exchange contracts	110,304			(101,626		)		8,678				148,999			(136,809		)		12,190
	Equity contracts:
	OTC	23,441			(23,026		)		415				31,870			(29,289		)		2,581
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	20,052			(17,391		)		2,661				17,732			(11,415		)		6,317
	Total equity contracts	43,493			(40,417		)		3,076				49,602			(40,704		)		8,898
	Commodity contracts:
	OTC	21,951			(14,860		)		7,091				21,619			(15,082		)		6,537
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	13,414			(11,683		)		1,731				12,528			(11,212		)		1,316
	Total commodity contracts	35,365			(26,543		)		8,822				34,147			(26,294		)		7,853
	Derivative receivables with appropriate legal opinion	$	1,083,987		$	(1,038,146	)	(b)	$	45,841			$	1,164,733		$	(1,114,708	)	(b)	$	50,025
	Derivative receivables where an appropriate legal opinion has not been either sought or obtained	16,537							16,537				15,734							15,734
	Total derivative receivables recognized on the Consolidated Balance Sheets	$	1,100,524						$	62,378			$	1,180,467						$	65,759
	(a)	Exchange traded derivative amounts that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $62.0 billion and $63.9 billion at June 30, 2014, and December 31, 2013, respectively.
Offsetting liabilities	'
	The following table presents, as of June 30, 2014, and December 31, 2013, the gross and net derivative payables by contract and settlement type. Derivative payables have been netted on the Consolidated Balance Sheets against derivative receivables and cash collateral receivables from the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the payables are not eligible under U.S. GAAP for netting on the Consolidated Balance Sheets, and are shown separately in the table below.
		30-Jun-14											31-Dec-13
	(in millions)	Gross derivative payables			Amounts netted on the Consolidated balance sheets				Net derivative payables				Gross derivative payables			Amounts netted on the Consolidated balance sheets				Net derivative payables
	U.S. GAAP nettable derivative payables
	Interest rate contracts:
	OTC	$	472,544		$	(461,345	)		$	11,199			$	467,850		$	(458,081	)		$	9,769
	OTC–cleared	311,744			(310,784		)		960				354,698			(353,990		)		708
	Exchange traded(a)	—			—				—				—			—				—
	Total interest rate contracts	784,288			(772,129		)		12,159				822,548			(812,071		)		10,477
	Credit contracts:
	OTC	67,182			(65,923		)		1,259				65,223			(63,671		)		1,552
	OTC–cleared	11,910			(10,801		)		1,109				16,506			(16,450		)		56
	Total credit contracts	79,092			(76,724		)		2,368				81,729			(80,121		)		1,608
	Foreign exchange contracts:
	OTC	110,876			(102,961		)		7,915				155,110			(144,119		)		10,991
	OTC–cleared	41			(41		)		—				61			(59		)		2
	Exchange traded(a)	—			—				—				—			—				—
	Total foreign exchange contracts	110,917			(103,002		)		7,915				155,171			(144,178		)		10,993
	Equity contracts:
	OTC	29,222			(25,109		)		4,113				33,295			(28,520		)		4,775
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	18,257			(17,391		)		866				17,349			(11,415		)		5,934
	Total equity contracts	47,479			(42,500		)		4,979				50,644			(39,935		)		10,709
	Commodity contracts:
	OTC	20,689			(15,010		)		5,679				21,993			(15,318		)		6,675
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	13,177			(11,683		)		1,494				12,367			(11,212		)		1,155
	Total commodity contracts	33,866			(26,693		)		7,173				34,360			(26,530		)		7,830
	Derivative payables with appropriate legal opinions	$	1,055,642		$	(1,021,048	)	(b)	$	34,594			$	1,144,452		$	(1,102,835	)	(b)	$	41,617
	Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,201							16,201				15,697							15,697
	Total derivative payables recognized on the Consolidated Balance Sheets	$	1,071,843						$	50,795			$	1,160,149						$	57,314
	(a)	Exchange traded derivative balances that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $44.9 billion and $52.1 billion related to OTC and OTC-cleared derivatives at June 30, 2014, and December 31, 2013, respectively.
Current credit and liquidity risk of derivatives	'
	The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at June 30, 2014, and December 31, 2013.
	OTC and OTC-cleared derivative payables containing downgrade triggers
	(in millions)	June 30,			31-Dec-13
		2014
	Aggregate fair value of net derivative payables	$	22,077		$	24,631
	Collateral posted	17,569			20,346
	The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), at June 30, 2014, and December 31, 2013, related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral, except in certain instances in which additional initial margin may be required upon a ratings downgrade, or termination payment requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract.
	Liquidity impact of downgrade triggers on OTC and
	OTC-cleared derivatives
		30-Jun-14							31-Dec-13
	(in millions)	Single-notch downgrade			Two-notch downgrade				Single-notch downgrade			Two-notch downgrade
	Amount of additional collateral to be posted upon downgrade(a)	$	929		$	3,337			$	952		$	3,244
	Amount required to settle contracts with termination triggers upon downgrade(b)	578			920				540			876
	(a)	Includes the additional collateral to be posted for initial margin.
	(b)	Amounts represent fair value of derivative payables, and do not reflect collateral posted.
	The following tables present information regarding certain financial instrument collateral received and transferred as of June 30, 2014, and December 31, 2013, that is not eligible for net presentation under U.S. GAAP. The collateral included in these tables relates only to the derivative instruments for which appropriate legal opinions have been obtained; excluded are (i) additional collateral that exceeds the fair value exposure and (ii) all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained.
	Derivative receivable collateral
		30-Jun-14											31-Dec-13
	(in millions)	Net derivative receivables			Collateral not nettable on the Consolidated balance sheets				Net exposure				Net derivative receivables			Collateral not nettable on the Consolidated balance sheets				Net exposure
	Derivative receivables with appropriate legal opinions	$	45,841		$	(10,707	)	(a)	$	35,134			$	50,025		$	(12,414	)	(a)	$	37,611
	Derivative payable collateral(b)
		30-Jun-14											31-Dec-13
	(in millions)	Net derivative payables			Collateral not nettable on the Consolidated balance sheets				Net amount(c)				Net derivative payables			Collateral not nettable on the Consolidated balance sheets				Net amount(c)
	Derivative payables with appropriate legal opinions	$	34,594		$	(7,302	)	(a)	$	27,292			$	41,617		$	(6,873	)	(a)	$	34,744
	(a)	Represents liquid security collateral as well as cash collateral held at third party custodians. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty.
	(b)	Derivative payable collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments.
	(c)	Net amount represents exposure of counterparties to the Firm.
Fair value hedge gains and losses	'
	The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pretax gains/(losses) recorded on such derivatives and the related hedged items for the three and six months ended June 30, 2014 and 2013, respectively. The Firm includes gains/(losses) on the hedging derivative and the related hedged item in the same line item in the Consolidated Statements of Income.
		Gains/(losses) recorded in income										Income statement impact due to:
	Three months ended June 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
	Contract type
	Interest rate(a)	$	578		$	(261	)	$	317			$	43		$	274
	Foreign exchange(b)	(388		)	307			(81		)		—			(81		)
	Commodity(c)	(561		)	652			91				13			78
	Total	$	(371	)	$	698		$	327			$	56		$	271
		Gains/(losses) recorded in income										Income statement impact due to:
	Three months ended June 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
	Contract type
	Interest rate(a)	$	(2,107	)	$	2,434		$	327			$	(60	)	$	387
	Foreign exchange(b)	280			(368		)	(88		)		—			(88		)
	Commodity(c)(d)	457			(1,087		)	(630		)		6			(636		)
	Total	$	(1,370	)	$	979		$	(391	)		$	(54	)	$	(337	)
		Gains/(losses) recorded in income										Income statement impact due to:
	Six months ended June 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
	Contract type
	Interest rate(a)	$	1,321		$	(668	)	$	653			$	72		$	581
	Foreign exchange(b)	(786		)	631			(155		)		—			(155		)
	Commodity(c)	(381		)	514			133				28			105
	Total	$	154		$	477		$	631			$	100		$	531
		Gains/(losses) recorded in income										Income statement impact due to:
	Six months ended June 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(e)			Excluded components(f)
	Contract type
	Interest rate(a)	$	(2,606	)	$	3,309		$	703			$	(100	)	$	803
	Foreign exchange(b)	4,033			(4,120		)	(87		)		—			(87		)
	Commodity(c)(d)	1,208			(1,812		)	(604		)		(12		)	(592		)
	Total	$	2,635		$	(2,623	)	$	12			$	(112	)	$	124
	(a)	Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate (“LIBOR”)) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. The current presentation excludes accrued interest.
	(b)	Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items, due to changes in foreign currency rates, were recorded in principal transactions revenue and net interest income.
	(c)	Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value). Gains and losses were recorded in principal transactions revenue.
	(d)	The prior period amounts have been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	(e)	Hedge ineffectiveness is the amount by which the gain or loss on the designated derivative instrument does not exactly offset the gain or loss on the hedged item attributable to the hedged risk.
	(f)	The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts and time values.
Cash flow hedges included in accumulated other comprehensive income (loss)	'
	The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pretax gains/(losses) recorded on such derivatives, for the three and six months ended June 30, 2014 and 2013, respectively. The Firm includes the gain/(loss) on the hedging derivative and the change in cash flows on the hedged item in the same line item in the Consolidated Statements of Income.
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Three months ended June 30, 2014 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
														in OCI
														for period
	Contract type
	Interest rate(a)	$	(10	)	$	—		$	(10	)	$	71		$	81
	Foreign exchange(b)	39			—			39			72			33
	Total	$	29		$	—		$	29		$	143		$	114
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Three months ended June 30, 2013 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
														in OCI
														for period
	Contract type
	Interest rate(a)	$	(14	)	$	—		$	(14	)	$	(500	)	$	(486	)
	Foreign exchange(b)	(20		)	—			(20		)	(12		)	8
	Total	$	(34	)	$	—		$	(34	)	$	(512	)	$	(478	)
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Six months ended June 30, 2014 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
														in OCI
														for period
	Contract type
	Interest rate(a)	$	(36	)	$	—		$	(36	)	$	134		$	170
	Foreign exchange(b)	38			—			38			81			43
	Total	$	2		$	—		$	2		$	215		$	213
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Six months ended June 30, 2013 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(d)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
														in OCI
														for period
	Contract type
	Interest rate(a)	$	(41	)	$	—		$	(41	)	$	(526	)	$	(485	)
	Foreign exchange(b)	(22		)	—			(22		)	(116		)	(94		)
	Total	$	(63	)	$	—		$	(63	)	$	(642	)	$	(579	)
	(a)	Primarily consists of benchmark interest rate hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income.
	(b)	Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense.
	(c)	The Firm did not experience any forecasted transactions that failed to occur for the three and six months ended June 30, 2014 and 2013.
	(d)	Hedge ineffectiveness is the amount by which the cumulative gain or loss on the designated derivative instrument exceeds the present value of the cumulative expected change in cash flows on the hedged item attributable to the hedged risk.
Net investment hedges in accumulated other comprehensive income (loss)	'
	The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pretax gains/(losses) recorded on such instruments for the three and six months ended June 30, 2014 and 2013.
		Gains/(losses) recorded in income and
		other comprehensive income/(loss)
		2014									2013
	Three months ended June 30,	Excluded components recorded directly					Effective portion recorded in OCI				Excluded components					Effective portion recorded in OCI
	(in millions)	in income(a)									recorded directly
											in income(a)
	Foreign exchange derivatives		$	(122	)		$	(208	)			$	(85	)		$	571
		Gains/(losses) recorded in income and
		other comprehensive income/(loss)
		2014									2013
	Six months ended June 30,	Excluded components recorded directly					Effective portion recorded in OCI				Excluded components					Effective portion recorded in OCI
	(in millions)	in income(a)									recorded directly
											in income(a)
	Foreign exchange derivatives		$	(227	)		$	(362	)			$	(162	)		$	991
	(a)Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. Amounts related to excluded components are recorded in current-period income. The Firm measures the ineffectiveness of net investment hedge accounting relationships based on changes in spot foreign currency rates, and therefore there was no material ineffectiveness for net investment hedge accounting relationships during the three and six months ended June 30, 2014 and 2013.
Price risk derivatives	'
	The following table presents pretax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from the mortgage pipeline, warehouse loans, MSRs, wholesale lending exposures, foreign currency-denominated liabilities, and commodities-related contracts and investments.
		Derivatives gains/(losses)
		recorded in income
		Three months ended June 30,						Six months
								ended June 30,
	(in millions)	2014			2013			2014			2013
	Contract type
	Interest rate(a)	$	589		$	269		$	1,107		$	727
	Credit(b)	(24		)	(8		)	(41		)	(39		)
	Foreign exchange(c)	(3		)	—			(3		)	1
	Commodity(d)	(21		)	40			162			74
	Total	$	541		$	301		$	1,225		$	763
	(a)	Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in the mortgage pipeline, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income.
	(b)	Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue.
	(c)	Primarily relates to hedges of the foreign exchange risk of specified foreign currency-denominated liabilities. Gains and losses were recorded in principal transactions revenue.
	(d)	Primarily relates to commodity derivatives used to mitigate energy price risk associated with energy-related contracts and investments. Gains and losses were recorded in principal transactions revenue.
Credit derivatives	'
	Total credit derivatives and credit-related notes
		Maximum payout/Notional amount
	June 30, 2014 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(d)				Other protection purchased(e)
					purchased with
					identical underlyings(c)
	Credit derivatives
	Credit default swaps	$	(2,370,387	)		$	2,573,221		$	202,834			$	19,406
	Other credit derivatives(a)	(63,840		)		48,135			(15,705		)		24,692
	Total credit derivatives	(2,434,227		)		2,621,356			187,129				44,098
	Credit-related notes	(114		)		—			(114		)		2,892
	Total	$	(2,434,341	)		$	2,621,356		$	187,015			$	46,990
		Maximum payout/Notional amount
	December 31, 2013 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(d)				Other protection purchased(e)
					purchased with
					identical underlyings(c)
	Credit derivatives
	Credit default swaps	$	(2,601,581	)		$	2,610,198		$	8,617			$	8,722
	Other credit derivatives(a)	(44,137		)	(b)	45,921			1,784			(b)	20,480			(b)
	Total credit derivatives	(2,645,718		)		2,656,119			10,401				29,202
	Credit-related notes	(130		)		—			(130		)		2,720
	Total	$	(2,645,848	)		$	2,656,119		$	10,271			$	31,922
	(a)	Other credit derivatives predominantly consists of credit swap options.
	(b)	The prior period amounts have been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	(c)	Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold.
	(d)	Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value.
	(e)	Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument.
Protection sold credit derivatives and credit related notes ratings maturity profile	'
	The following tables summarize the notional amounts by the ratings and maturity profile, and the total fair value, of credit derivatives as of June 30, 2014, and December 31, 2013, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives and credit-related notes where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below.
	Protection sold – credit derivatives and credit-related notes ratings(a)/maturity profile
	June 30, 2014 (in millions)	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
														notional amount
	Risk rating of reference entity
	Investment-grade	$	(416,698	)		$	(1,280,933	)		$	(94,729	)		$	(1,792,360	)		$	33,363			$	(2,403	)		$	30,960
	Noninvestment-grade	(150,449		)		(463,834		)		(27,698		)		(641,981		)		26,967				(14,775		)		12,192
	Total	$	(567,147	)		$	(1,744,767	)		$	(122,427	)		$	(2,434,341	)		$	60,330			$	(17,178	)		$	43,152
	December 31, 2013 (in millions)	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
														notional amount
	Risk rating of reference entity
	Investment-grade	$	(368,712	)	(b)	$	(1,469,773	)	(b)	$	(93,209	)	(b)	$	(1,931,694	)	(b)	$	31,730		(b)	$	(5,664	)	(b)	$	26,066	(b)
	Noninvestment-grade	(140,540		)		(544,671		)		(28,943		)		(714,154		)		27,426				(16,674		)		10,752
	Total	$	(509,252	)		$	(2,014,444	)		$	(122,152	)		$	(2,645,848	)		$	59,156			$	(22,338	)		$	36,818
	(a)	The ratings scale is based on the Firm’s internal ratings, which generally correspond to ratings as defined by S&P and Moody’s.
	(b)	The prior period amounts have been revised. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
	(c)	Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received by the Firm.

Noninterest_Revenue_Tables

Noninterest Revenue (Tables)	6 Months Ended
	Jun. 30, 2014
Noninterest Income [Abstract]	'
Components of investment banking fees	'
	The following table presents the components of investment banking fees.
		Three months ended June 30,				Six months ended
						June 30,
	(in millions)	2014		2013		2014		2013
	Underwriting
	Equity	$	477	$	457	$	830	$	730
	Debt	876		956		1,559		1,873
	Total underwriting	1,353		1,413		2,389		2,603
	Advisory	398		304		782		559
	Total investment banking fees	$	1,751	$	1,717	$	3,171	$	3,162
Principal transactions revenue	'
	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 7 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business.
		Three months ended June 30,				Six months ended
						June 30,
	(in millions)	2014		2013		2014		2013
	Trading revenue
	by instrument type(a)
	Interest rate	$	626	$	434	$	981	$	884
	Credit	603		701		1,129		2,002
	Foreign exchange	342		701		868		1,202
	Equity	759		897		1,564		1,986
	Commodity(b)	347		547		1,035		1,239
	Total trading revenue	2,677		3,280		5,577		7,313
	Private equity	231		480		653		208
	gains/(losses)(c)
	Principal transactions	$	2,908	$	3,760	$	6,230	$	7,521
	(a)	Prior to the second quarter of 2014, trading revenue was presented by major underlying type of risk exposure, generally determined based upon the business primarily responsible for managing that risk exposure. Prior period amounts have been revised to conform with the current period presentation. This revision had no impact on the Firm’s Consolidated Balance Sheets or results of operations.
	(b)	Includes realized gains and losses and unrealized losses on physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value), subject to any applicable fair value hedge accounting adjustments, and gains and losses on commodity derivatives and other financial instruments that are carried at fair value through income. Commodity derivatives are frequently used to manage the Firm’s risk exposure to its physical commodities inventories. For gains/(losses) related to commodity fair value hedges see Note 5.
	(c)	Includes revenue on private equity investments held in the Private Equity business within Corporate/Private Equity, as well as those held in other business segments.
Components of asset management, administration and commissions	'
	The following table presents the components of firmwide asset management, administration and commissions.
		Three months ended June 30,				Six months ended
						June 30,
	(in millions)	2014		2013		2014		2013
	Asset management fees
	Investment management fees(a)	$	2,260	$	1,948	$	4,356	$	3,773
	All other asset management fees(b)	131		139		254		263
	Total asset management fees	2,391		2,087		4,610		4,036
	Total administration fees(c)	564		548		1,091		1,075
	Commission and other fees
	Brokerage commissions	567		625		1,199		1,205
	All other commissions and fees	485		605		943		1,148
	Total commissions and fees	1,052		1,230		2,142		2,353
	Total asset management, administration and commissions	$	4,007	$	3,865	$	7,843	$	7,464
	(a)	Represents fees earned from managing assets on behalf of Firm clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts.
	(b)	Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients.
	(c)	Predominantly includes fees for custody, securities lending, funds services and securities clearance.

Interest_Income_and_Interest_E1

Interest Income and Interest Expense (Tables)	6 Months Ended
	Jun. 30, 2014
Banking and Thrift, Interest [Abstract]	'
Details of interest income and interest expense	'
	Details of interest income and interest expense were as follows.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014			2013
	Interest income
	Loans	$	8,039		$	8,341			$	16,078		$	16,854
	Taxable securities	1,940			1,581				3,840			3,288
	Tax-exempt securities	337			197				654			380
	Total securities	2,277			1,778				4,494			3,668
	Trading assets	1,827			2,124			(d)	3,598			4,335			(d)
	Federal funds sold and securities purchased under resale agreements	398			490				834			1,004
	Securities borrowed(a)	(131		)	(30		)		(219		)	(36		)
	Deposits with banks	279			222				535			385
	Other assets(b)	172			147				334			227
	Total interest income	12,861			13,072			(d)	25,654			26,437			(d)
	Interest expense
	Interest-bearing deposits	417			539				843			1,084
	Short-term and other liabilities(c)	455			442			(d)	883			900			(d)
	Long-term debt	1,086			1,261				2,253			2,556
	Beneficial interests issued by consolidated VIEs	105			126				210			260
	Total interest expense	2,063			2,368			(d)	4,189			4,800			(d)
	Net interest income	10,798			10,704				21,465			21,637
	Provision for credit losses	692			47				1,542			664
	Net interest income after provision for credit losses	$	10,106		$	10,657			$	19,923		$	20,973
	(a)	Negative interest income for the three and six months ended June 30, 2014 and 2013, is a result of increased client-driven demand for certain securities combined with the impact of low interest rates; the offset of this matched book activity is reflected as lower net interest expense reported within short-term and other liabilities.
	(b)	Largely margin loans.
	(c)	Includes brokerage customer payables.
	(d)	Effective January 1,2014, prior period amounts (and the corresponding amounts on the Consolidated statements of income) have been reclassified to conform with the current period presentation.

Pension_and_Other_Postretireme1

Pension and Other Postretirement Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2014
Compensation and Retirement Disclosure [Abstract]	'
Components of net periodic benefit costs reported in the Consolidated Statements of Income and other comprehensive income	'
	The following table presents the components of net periodic benefit costs reported in the Consolidated Statements of Income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans.
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Three months June 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	70		$	79		$	8		$	8		$	—		$	—
	Interest cost on benefit obligations	134			111			36			30			9			9
	Expected return on plan assets	(246		)	(238		)	(45		)	(34		)	(25		)	(24		)
	Amortization:
	Net (gain)/loss	7			67			12			12			—			—
	Prior service cost/(credit)	(12		)	(11		)	—			—			—			—
	Net periodic defined benefit cost	(47		)	8			11			16			(16		)	(15		)
	Other defined benefit pension plans(a)	4			4			1			4			NA			NA
	Total defined benefit plans	(43		)	12			12			20			(16		)	(15		)
	Total defined contribution plans	110			115			87			80			NA			NA
	Total pension and OPEB cost included in compensation expense	$	67		$	127		$	99		$	100		$	(16	)	$	(15	)
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Six months ended June 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	140		$	157		$	17		$	17		$	—		$	—
	Interest cost on benefit obligations	268			223			70			60			18			18
	Expected return on plan assets	(492		)	(477		)	(89		)	(68		)	(50		)	(46		)
	Amortization:
	Net (gain)/loss	13			135			24			24			—			1
	Prior service cost/(credit)	(22		)	(21		)	—			(1		)	—			—
	Net periodic defined benefit cost	(93		)	17			22			32			(32		)	(27		)
	Other defined benefit pension plans(a)	7			7			3			6			NA			NA
	Total defined benefit plans	(86		)	24			25			38			(32		)	(27		)
	Total defined contribution plans	218			220			167			159			NA			NA
	Total pension and OPEB cost included in compensation expense	$	132		$	244		$	192		$	197		$	(32	)	$	(27	)
	(a)	Includes various defined benefit pension plans which are individually immaterial.

Employee_Stock_Based_Incentive1

Employee Stock Based Incentives (Tables)	6 Months Ended
	Jun. 30, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Noncash compensation expense related to employee stock-based incentive plans	'
	The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated Statements of Income.
		Three months ended June 30,				Six months
						ended June 30,
	(in millions)	2014		2013		2014		2013
	Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$	335	$	372	$	745	$	756
	Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	189		214		397		471
	Total noncash compensation expense related to employee stock-based incentive plans	$	524	$	586	$	1,142	$	1,227

Noninterest_Expense_Tables

Noninterest Expense (Tables)	6 Months Ended
	Jun. 30, 2014
Noninterest Expense [Abstract]	'
Components of noninterest expense	'
	The following table presents the components of noninterest expense.
		Three months ended June 30,				Six months ended June 30,
	(in millions)	2014		2013		2014		2013
	Compensation expense	$	7,610	$	8,019	$	15,469	$	16,433
	Noncompensation expense:
	Occupancy expense	973		904		1,925		1,805
	Technology, communications and equipment expense	1,433		1,361		2,844		2,693
	Professional and outside services	1,932		1,901		3,718		3,635
	Marketing	650		578		1,214		1,167
	Other expense(a)(b)	2,701		2,951		4,634		5,252
	Amortization of intangibles	132		152		263		304
	Total noncompensation expense	7,821		7,847		14,598		14,856
	Total noninterest expense	$	15,431	$	15,866	$	30,067	$	31,289
	(a)	Included firmwide legal expense of $669 million and $678 million for the three months ended June 30, 2014 and 2013 respectively, and $707 million and $1.0 billion for the six months ended June 30, 2014 and 2013.
	(b)	Included FDIC-related expense of $266 million and $392 million for the three months ended June 30, 2014 and 2013, respectively, and $559 million and $771 million for the six months ended June 30, 2014 and 2013.

Securities_Tables

Securities (Tables)	6 Months Ended
	Jun. 30, 2014
Investments, Debt and Equity Securities [Abstract]	'
Securities gains and losses	'
	The following table presents realized gains and losses and other-than-temporary impairment losses (“OTTI”) from AFS securities that were recognized in income.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014				2013
	Realized gains	$	76		$	143			$	224			$	664
	Realized losses	(64		)	(13		)		(180		)		(25		)
	Net realized gains(a)	12			130				44				639
	OTTI losses:
	Securities the Firm intends to sell	—			(6		)		(2		)	(b)	(6		)
	Total OTTI losses recognized in income	—			(6		)		(2		)		(6		)
	Net securities gains	$	12		$	124			$	42			$	633
	(a)	Total proceeds from securities sold were within approximately 1% and 1% of amortized cost for the three and six months ended June 30, 2014, respectively and 1% and 3% of amortized cost for the three and six months ended June 30, 2013.
	(b)	Excludes realized losses of $1 million for the six months ended June 30, 2014 that had been previously reported as an OTTI loss due to the intention to sell the securities.
Amortized costs and estimated fair values	'
	The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated.
		30-Jun-14														December 31, 2013
	(in millions)	Amortized cost			Gross unrealized gains			Gross unrealized losses				Fair value				Amortized cost			Gross unrealized gains		Gross unrealized losses		Fair value
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies(a)	$	62,353		$	2,328		$	169			$	64,512			$	76,428		$	2,364	$	977	$	77,815
	Residential:
	Prime and Alt-A	3,487			75			27				3,535				2,744			61		27		2,778
	Subprime	815			20			—				835				908			23		1		930
	Non-U.S.	52,466			1,403			—				53,869				57,448			1,314		1		58,761
	Commercial	17,816			601			4				18,413				15,891			560		26		16,425
	Total mortgage-backed securities	136,937			4,427			200				141,164				153,419			4,322		1,032		156,709
	U.S. Treasury and government agencies(a)	19,279			82			2				19,359				21,310			385		306		21,389
	Obligations of U.S. states and municipalities	26,480			1,694			88				28,086				29,741			707		987		29,461
	Certificates of deposit	1,411			1			2				1,410				1,041			1		1		1,041
	Non-U.S. government debt securities	56,727			1,170			52				57,845				55,507			863		122		56,248
	Corporate debt securities	20,779			590			13				21,356				21,043			498		29		21,512
	Asset-backed securities:
	Collateralized loan obligations	28,299			224			73				28,450				28,130			236		136		28,230
	Other	12,890			218			—				13,108				12,062			186		3		12,245
	Total available-for-sale debt securities	302,802			8,406			430				310,778				322,253			7,198		2,616		326,835
	Available-for-sale equity securities	3,278			13			—				3,291				3,125			17		—		3,142
	Total available-for-sale securities	$	306,080		$	8,419		$	430			$	314,069			$	325,378		$	7,215	$	2,616	$	329,977
	Total held-to-maturity securities(b)	$	47,849		$	1,314		$	—			$	49,163			$	24,026		$	22	$	317	$	23,731
	(a)	Included total U.S. government-sponsored enterprise obligations with fair values of $58.2 billion and $67.0 billion at June 30, 2014, and December 31, 2013, respectively.
	(b)	As of June 30, 2014, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $35.4 billion, MBS issued by U.S. government agencies with an amortized cost of $4.1 billion and obligations of U.S. states and municipalities with an amortized cost of $8.3 billion. As of December 31, 2013, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $23.1 billion and obligations of U.S. states and municipalities with an amortized cost of $920 million.
Securities impairment	'
	The following tables present the fair value and gross unrealized losses for investment securities by aging category at June 30, 2014, and December 31, 2013.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	June 30, 2014 (in millions)	Fair value			Gross unrealized losses				Fair value			Gross unrealized losses			Total fair value			Total gross unrealized losses
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies	$	1,354		$	17			$	7,131		$	152		$	8,485		$	169
	Residential:
	Prime and Alt-A	536			2				462			25			998			27
	Subprime	—			—				—			—			—			—
	Non-U.S.	—			—				—			—			—			—
	Commercial	—			—				165			4			165			4
	Total mortgage-backed securities	1,890			19				7,758			181			9,648			200
	U.S. Treasury and government agencies	—			—				1,994			2			1,994			2
	Obligations of U.S. states and municipalities	3,574			75				556			13			4,130			88
	Certificates of deposit	1,276			2				—			—			1,276			2
	Non-U.S. government debt securities	8,925			18				1,481			34			10,406			52
	Corporate debt securities	2,193			8				337			5			2,530			13
	Asset-backed securities:
	Collateralized loan obligations	9,052			28				5,102			45			14,154			73
	Other	—			—				—			—			—			—
	Total available-for-sale debt securities	26,910			150				17,228			280			44,138			430
	Available-for-sale equity securities	—			—				—			—			—			—
	Held-to-maturity securities	—			—				—			—			—			—
	Total securities with gross unrealized losses	$	26,910		$	150			$	17,228		$	280		$	44,138		$	430
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	December 31, 2013 (in millions)	Fair value			Gross unrealized losses				Fair value			Gross unrealized losses			Total fair value			Total gross unrealized losses
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies	$	20,293		$	895			$	1,150		$	82		$	21,443		$	977
	Residential:
	Prime and Alt-A	1,061			27				—			—			1,061			27
	Subprime	152			1				—			—			152			1
	Non-U.S.	—			—				158			1			158			1
	Commercial	3,980			26				—			—			3,980			26
	Total mortgage-backed securities	25,486			949				1,308			83			26,794			1,032
	U.S. Treasury and government agencies	6,293			250				237			56			6,530			306
	Obligations of U.S. states and municipalities	15,387			975				55			12			15,442			987
	Certificates of deposit	988			1				—			—			988			1
	Non-U.S. government debt securities	11,286			110				821			12			12,107			122
	Corporate debt securities	1,580			21				505			8			2,085			29
	Asset-backed securities:
	Collateralized loan obligations	18,369			129				393			7			18,762			136
	Other	1,114			3				—			—			1,114			3
	Total available-for-sale debt securities	80,503			2,438				3,319			178			83,822			2,616
	Available-for-sale equity securities	—			—				—			—			—			—
	Held-to-maturity securities	$	20,745		$	317			$	—		$	—		$	20,745		$	317
	Total securities with gross unrealized losses	$	101,248		$	2,755			$	3,319		$	178		$	104,567		$	2,933
Changes in credit loss component of credit-impaired debt securities	'
	The following table presents a rollforward for the three and six months ended June 30, 2014 and 2013, of the credit loss component of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell.
		Three months ended June 30,							Six months
									ended June 30,
	(in millions)	2014			2013				2014			2013
	Balance, beginning of period	$	1		$	519			$	1		$	522
	Reductions:
	Sales and redemptions of credit-impaired securities	—			—				—			(3		)
	Balance, end of period	$	1		$	519			$	1		$	519
Amortized cost and estimated fair value by contractual maturity	'
	The following table presents the amortized cost and estimated fair value at June 30, 2014, of JPMorgan Chase’s investment securities portfolio by contractual maturity.
	By remaining maturity	Due in one			Due after one year through five years			Due after five years through 10 years			Due after			Total
	30-Jun-14	year or less									10 years(c)
	(in millions)
	Available-for-sale debt securities
	Mortgage-backed securities(a)
	Amortized cost	$	677		$	18,314		$	9,278		$	108,668		$	136,937
	Fair value	683			18,811			9,538			112,132			141,164
	Average yield(b)	2.5		%	1.69		%	2.67		%	3.07		%	2.86		%
	U.S. Treasury and government agencies(a)
	Amortized cost	$	12,418		$	3,998		$	1,887		$	976		$	19,279
	Fair value	12,430			4,007			1,890			1,032			19,359
	Average yield(b)	0.27		%	0.51		%	0.3		%	0.72		%	0.34		%
	Obligations of U.S. states and municipalities
	Amortized cost	$	60		$	467		$	1,407		$	24,546		$	26,480
	Fair value	60			491			1,467			26,068			28,086
	Average yield(b)	2.61		%	4.4		%	4.28		%	6.82		%	6.63		%
	Certificates of deposit
	Amortized cost	$	1,359		$	52		$	—		$	—		$	1,411
	Fair value	1,357			53			—			—			1,410
	Average yield(b)	2.67		%	3.28		%	—		%	—		%	2.69		%
	Non-U.S. government debt securities
	Amortized cost	$	11,946		$	15,186		$	25,380		$	4,215		$	56,727
	Fair value	11,976			15,419			26,066			4,384			57,845
	Average yield(b)	3.52		%	2.51		%	1.25		%	1.2		%	2.06		%
	Corporate debt securities
	Amortized cost	$	3,692		$	10,843		$	6,244		$	—		$	20,779
	Fair value	3,707			11,139			6,510			—			21,356
	Average yield(b)	2.15		%	2.35		%	2.47		%	—		%	2.35		%
	Asset-backed securities
	Amortized cost	$	15		$	3,382		$	17,523		$	20,269		$	41,189
	Fair value	15			3,408			17,653			20,482			41,558
	Average yield(b)	2.15		%	2.1		%	1.79		%	1.8		%	1.82		%
	Total available-for-sale debt securities
	Amortized cost	$	30,167		$	52,242		$	61,719		$	158,674		$	302,802
	Fair value	30,228			53,328			63,124			164,098			310,778
	Average yield(b)	1.95		%	2.02		%	1.78		%	3.42		%	2.7		%
	Available-for-sale equity securities
	Amortized cost	$	—		$	—		$	—		$	3,278		$	3,278
	Fair value	—			—			—			3,291			3,291
	Average yield(b)	—		%	—		%	—		%	0.18		%	0.18		%
	Total available-for-sale securities
	Amortized cost	$	30,167		$	52,242		$	61,719		$	161,952		$	306,080
	Fair value	30,228			53,328			63,124			167,389			314,069
	Average yield(b)	1.95		%	2.02		%	1.78		%	3.36		%	2.67		%
	Total held-to-maturity securities
	Amortized cost	$	—		$	56		$	346		$	47,447		$	47,849
	Fair value	—			56			358			48,749			49,163
	Average yield(b)	—		%	4.28		%	4.75		%	3.91		%	3.92		%
	(a)	U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at June 30, 2014.
	(b)	Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid.
	(c)	Includes securities with no stated maturity. Substantially all of the Firm’s residential mortgage-backed securities and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated duration, which reflects anticipated future prepayments based on a consensus of dealers in the market, is approximately six years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and four years for nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie1

Securities Financing Activities (Tables)	6 Months Ended
	Jun. 30, 2014
Securities Financing Transactions Disclosures [Abstract]	'
Schedule of securities purchased under resale agreements, netting & securities borrowed	'
	The following table presents as of June 30, 2014, and December 31, 2013, the gross and net securities purchased under resale agreements and securities borrowed. Securities purchased under resale agreements have been presented on the Consolidated Balance Sheets net of securities sold under repurchase agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities purchased under resale agreements are not eligible for netting and are shown separately in the table below. Securities borrowed are presented on a gross basis on the Consolidated Balance Sheets.
		June 30, 2014										December 31, 2013
	(in millions)	Gross asset balance		Amounts netted on the Consolidated Balance Sheets			Net asset balance					Gross asset balance		Amounts netted on the Consolidated Balance Sheets			Net asset balance
	Securities purchased under resale agreements
	Securities purchased under resale agreements with an appropriate legal opinion	$	365,647	$	(124,143	)	$	241,504				$	354,814	$	(115,408	)	$	239,406
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	6,318					6,318					8,279					8,279
	Total securities purchased under resale agreements	$	371,965	$	(124,143	)	$	247,822		(a)		$	363,093	$	(115,408	)	$	247,685		(a)
	Securities borrowed	$	113,967	NA			$	113,967		(b)(c)		$	111,465	NA			$	111,465		(b)(c)
	(a)	At June 30, 2014, and December 31, 2013, included securities purchased under resale agreements of $27.8 billion and $25.1 billion, respectively, accounted for at fair value.
	(b)	At June 30, 2014, and December 31, 2013, included securities borrowed of $2.1 billion and $3.7 billion, respectively, accounted for at fair value.
	(c)	Included $27.2 billion and $26.9 billion at June 30, 2014, and December 31, 2013, respectively, of securities borrowed where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
Schedule of securities purchased under resale agreements & securities borrowed collateral netting	'
	The following table presents information as of June 30, 2014, and December 31, 2013, regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		30-Jun-14												31-Dec-13
					Amounts not nettable on the Consolidated Balance Sheets(a)													Amounts not nettable on the Consolidated Balance Sheets(a)
	(in millions)	Net asset balance			Financial instruments(b)			Cash collateral			Net exposure			Net asset balance				Financial instruments(b)			Cash collateral			Net exposure
	Securities purchased under resale agreements with an appropriate legal opinion	$	241,504		$	(238,035	)	$	(192	)	$	3,277		$	239,406			$	(234,495	)	$	(98	)	$	4,813
	Securities borrowed	$	86,802		$	(84,106	)	$	—		$	2,696		$	84,531			$	(81,127	)	$	—		$	3,404
	(a)	For some counterparties, the sum of the financial instruments and cash collateral not nettable on the Consolidated Balance Sheets may exceed the net asset balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net reverse repurchase agreement or securities borrowed asset with that counterparty. As a result a net exposure amount is reported even though the Firm, on an aggregate basis for its securities purchased under resale agreements and securities borrowed, has received securities collateral with a total fair value that is greater than the funds provided to counterparties.
	(b)	Includes financial instrument collateral received, repurchase liabilities and securities loaned liabilities with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated Balance Sheets because other U.S. GAAP netting criteria are not met.
Schedule of securities sold under repurchase agreements, netting & securities loaned	'
	The following table presents as of June 30, 2014, and December 31, 2013, the gross and net securities sold under repurchase agreements and securities loaned. Securities sold under repurchase agreements have been presented on the Consolidated Balance Sheets net of securities purchased under resale agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities sold under repurchase agreements are not eligible for netting and are shown separately in the table below. Securities loaned are presented on a gross basis on the Consolidated Balance Sheets.
		June 30, 2014										December 31, 2013
	(in millions)	Gross liability balance		Amounts netted			Net liability balance					Gross liability balance			Amounts netted			Net liability balance
				on the Consolidated Balance Sheets											on the Consolidated Balance Sheets
	Securities sold under repurchase agreements
	Securities sold under repurchase agreements with an appropriate legal opinion	$	300,208	$	(124,143	)	$	176,065				$	257,630	(f)	$	(115,408	)	$	142,222		(f)
	Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	18,910					18,910					18,143		(f)				18,143			(f)
	Total securities sold under repurchase agreements	$	319,118	$	(124,143	)	$	194,975		(c)		$	275,773		$	(115,408	)	$	160,365		(c)
	Securities loaned(b)	$	26,206	NA			$	26,206		(d)(e)		$	25,769		NA			$	25,769		(d)(e)
	(a)	Includes repurchase agreements that are not subject to a master netting agreement but do provide rights to collateral.
	(b)	Included securities-for-securities borrow vs. pledge transactions of $5.7 billion and $5.8 billion at June 30, 2014, and December 31, 2013, respectively, when acting as lender and as presented within other liabilities in the Consolidated Balance Sheets.
	(c)	At June 30, 2014, and December 31, 2013, included securities sold under repurchase agreements of $2.6 billion and $4.9 billion, respectively, accounted for at fair value.
	(d)	At December 31, 2013, included securities loaned of $483 million accounted for at fair value; there were no securities loaned accounted for at fair value as of June 30, 2014.
	(e)	Included $472 million and $397 million at June 30, 2014, and December 31, 2013, respectively, of securities loaned where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
	(f)	The prior period amounts have been revised with a corresponding impact in the table below. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.
Schedule of securities sold under repurchase agreements & securities loaned collateral netting	'
	The following table presents information as of June 30, 2014, and December 31, 2013, regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		30-Jun-14												31-Dec-13
					Amounts not nettable													Amounts not nettable
					on the Consolidated balance sheets(a)													on the Consolidated
																		balance sheets(a)
	(in millions)	Net liability balance			Financial instruments(b)			Cash collateral			Net amount(c)			Net liability balance				Financial instruments(b)				Cash collateral			Net amount(c)
	Securities sold under repurchase agreements with an appropriate legal opinion	$	176,065		$	(173,730	)	$	(345	)	$	1,990		$	142,222		(d)	$	(139,051	)	(d)	$	(450	)	$	2,721
	Securities loaned	$	25,734		$	(25,390	)	$	—		$	344		$	25,372			$	(25,125	)		$	—		$	247
	(a)	For some counterparties the sum of the financial instruments and cash collateral not nettable on the Consolidated Balance Sheets may exceed the net liability balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net repurchase agreement or securities loaned liability with that counterparty.
	(b)	Includes financial instrument collateral transferred, reverse repurchase assets and securities borrowed assets with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated Balance Sheets because other U.S. GAAP netting criteria are not met.
	(c)	Net amount represents exposure of counterparties to the Firm.
	(d)	The prior period amounts have been revised with a corresponding impact in the table above. This revision had no impact on the Firm’s Consolidated Balance Sheets or its results of operations.

Loans_Tables

Loans (Tables)	6 Months Ended
	Jun. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Loan Portfolio Segment Descriptions	'
	Loan portfolio
	The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class:
	Consumer, excluding		Credit card		Wholesale(c)
	credit card(a)
	Residential real estate – excluding PCI		• Credit card loans		• Commercial and industrial
	• Home equity – senior lien				• Real estate
	• Home equity – junior lien				• Financial institutions
	• Prime mortgage, including				• Government agencies
	option ARMs				• Other(d)
	• Subprime mortgage
	Other consumer loans
	• Auto(b)
	• Business banking(b)
	• Student and other
	Residential real estate – PCI
	• Home equity
	• Prime mortgage
	• Subprime mortgage
	• Option ARMs
	(a)	Includes loans held in CCB, and prime mortgage loans held in the AM business segment and in Corporate/Private Equity.
	(b)	Includes certain business banking and auto dealer risk-rated loans that apply the wholesale methodology for determining the allowance for loan losses; these loans are managed by CCB, and therefore, for consistency in presentation, are included with the other consumer loan classes.
	(c)	Includes loans held in CIB, CB and AM business segments and in Corporate/Private Equity. Classes are internally defined and may not align with regulatory definitions.
	(d)	Other primarily includes loans to special-purpose entities (“SPEs”) and loans to private banking clients. See Note 1 of JPMorgan Chase’s 2013 Annual Report for additional information on SPEs.
Schedule of Loans by Portfolio Segment and Class	'
	The following tables summarize the Firm’s loan balances by portfolio segment.
	June 30, 2014	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	288,214		$	125,621		$	321,534		$	735,369		(b)
	Held-for-sale	964			508			5,839			7,311
	At fair value	—			—			4,303			4,303
	Total	$	289,178		$	126,129		$	331,676		$	746,983
	31-Dec-13	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	288,449		$	127,465		$	308,263		$	724,177		(b)
	Held-for-sale	614			326			11,290			12,230
	At fair value	—			—			2,011			2,011
	Total	$	289,063		$	127,791		$	321,564		$	738,418
	(a)	Includes billed finance charges and fees net of an allowance for uncollectible amounts.
	(b)	Loans (other than PCI loans and those for which the fair value option has been elected) are presented net of unearned income, unamortized discounts and premiums, and net deferred loan costs of $1.9 billion at both June 30, 2014, and December 31, 2013.
Schedule Of Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment	'
	The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. These tables exclude loans recorded at fair value. The Firm manages its exposure to credit risk on an ongoing basis. Selling loans is one way that the Firm reduces its credit exposures.
			2014														2013
	Three months ended		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	June 30,
	(in millions)
	Purchases		$	2,167		(a)(b)	$	—		$	156		$	2,323			$	1,590		(a)(b)	$	328		$	191		$	2,109
	Sales		1,352				—			2,323			3,675				1,233				—			1,425			2,658
	Retained loans reclassified to held-for-sale		802				215			212			1,229				708				—			677			1,385
			2014														2013
	Six months ended		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	June 30,
	(in millions)
	Purchases		$	3,749		(a)(b)	$	—		$	277		$	4,026			$	4,215		(a)(b)	$	328		$	286		$	4,829
	Sales		2,243				—			4,679			6,922				2,662				—			2,578			5,240
	Retained loans reclassified to held-for-sale		802				215			509			1,526				708				—			1,021			1,729
	(a)	Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Ginnie Mae guidelines. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, the Federal Housing Administration (“FHA”), Rural Housing Services (“RHS”) and/or the U.S. Department of Veterans Affairs (“VA”).
	(b)	Excluded retained loans purchased from correspondents that were originated in accordance with the Firm’s underwriting standards. Such purchases were $2.4 billion and $1.3 billion for the three months ended June 30, 2014 and 2013, respectively, and $4.1 billion and $2.2 billion for the six months ended June 30, 2014 and 2013, respectively.
Schedule Of Net Gains Losses On Loan Sales By Portfolio Segment	'
	The following table provides information about gains/(losses) on loan sales by portfolio segment.
		Three months ended							Six months ended
		June 30,							June 30,
	(in millions)	2014			2013				2014			2013
	Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)(a)
	Consumer, excluding credit card	$	84		$	112			$	126		$	256
	Credit card	—			—				—			—
	Wholesale	3			(14		)		27			(7		)
	Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	87		$	98			$	153		$	249
	(a)	Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Schedule of Loans by Portfolio Segment and Class	'
	The table below provides information about retained consumer loans, excluding credit card, by class.
	(in millions)	June 30,			December 31,
		2014			2013
	Residential real estate –
	excluding PCI
	Home equity:
	Senior lien	$	16,222		$	17,113
	Junior lien	38,263			40,750
	Mortgages:
	Prime, including option ARMs	93,239			87,162
	Subprime	6,552			7,104
	Other consumer loans
	Auto	53,042			52,757
	Business banking	19,453			18,951
	Student and other	11,325			11,557
	Residential real estate – PCI
	Home equity	18,070			18,927
	Prime mortgage	11,302			12,038
	Subprime mortgage	3,947			4,175
	Option ARMs	16,799			17,915
	Total retained loans	$	288,214		$	288,449
Credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The table below sets forth information about the Firm’s credit card loans.
	(in millions, except ratios)	June 30,			December 31,
		2014			2013
	Loan delinquency
	Current and less than 30 days	$	123,849		$	125,335
	past due and still accruing
	30–89 days past due and still accruing	910			1,108
	90 or more days past due and still accruing	862			1,022
	Nonaccrual loans	—			—
	Total retained credit card loans	$	125,621		$	127,465
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.41		%	1.67		%
	% of 90+ days past due to total retained loans	0.69			0.8
	Credit card loans by geographic region
	California	$	17,040		$	17,194
	Texas	10,464			10,400
	New York	10,425			10,497
	Illinois	7,313			7,412
	Florida	7,039			7,178
	New Jersey	5,516			5,554
	Ohio	4,736			4,881
	Pennsylvania	4,347			4,462
	Michigan	3,502			3,618
	Virginia	3,172			3,239
	All other	52,067			53,030
	Total retained credit card loans	$	125,621		$	127,465
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	86.2		%	85.1		%
	Less than 660	13.8			14.9
Impaired Financing Receivables	'
	The table below sets forth information about the Firm’s impaired credit card loans. All of these loans are considered to be impaired as they have been modified in TDRs.
	(in millions)	June 30,			December 31,
		2014			2013
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	2,173		$	2,746
	Modified credit card loans that have reverted to pre-modification payment terms(d)	294			369
	Total impaired credit card loans(e)	$	2,467		$	3,115
	Allowance for loan losses related to impaired credit card loans	$	583		$	971
	(a)	The carrying value and the unpaid principal balance are the same for credit card impaired loans.
	(b)	There were no impaired loans without an allowance.
	(c)	Represents credit card loans outstanding to borrowers enrolled in a credit card modification program as of the date presented.
	(d)	Represents credit card loans that were modified in TDRs but that have subsequently reverted back to the loans’ pre-modification payment terms. At June 30, 2014, and December 31, 2013, $179 million and $226 million, respectively, of loans have reverted back to the pre-modification payment terms of the loans due to noncompliance with the terms of the modified loans. The remaining $115 million and $143 million at June 30, 2014, and December 31, 2013, respectively, of these loans are to borrowers who have successfully completed a short-term modification program. The Firm continues to report these loans as TDRs since the borrowers’ credit lines remain closed.
	(e)	Predominantly all impaired credit card loans are in the U.S.
Impaired Financing Receivables, Average Recorded Investment	'
	The following table presents average balances of impaired credit card loans and interest income recognized on those loans.
		Three months ended June 30,							Six months
									ended June 30,
	(in millions)	2014			2013				2014			2013
	Average impaired credit card loans	$	2,617		$	4,070			$	2,776		$	4,294
	Interest income on impaired credit card loans	32			52				68			110
Troubled Debt Restructurings on Financing Receivables, Financial Effects of Modifications and Redefaults	'
	The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented.
	(in millions, except weighted-average data)	Three months							Six months
		ended June 30,							ended June 30,
		2014			2013				2014			2013
	Weighted-average interest rate of loans – before TDR	15.05		%	15.38		%		15.04		%	15.44		%
	Weighted-average interest rate of loans – after TDR	4.33			4.27				4.36			4.88
	Loans that redefaulted within one year of modification(a)	$	29		$	41			$	63		$	85
	(a)	Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted.
Wholesale	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment.
		Commercial							Real estate							Financial							Government agencies							Other(d)						Total
		and industrial														institutions																				retained loans
	(in millions,	Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,			Jun 30,			Dec 31,
	except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014			2013
	Loans by risk ratings
	Investment-grade	$	58,802		$	57,690			$	56,282		$	52,195			$	30,736		$	26,712			$	9,362		$	9,979			$	80,509		$	79,494		$	235,691		$	226,070
	Noninvestment-grade:
	Noncriticized	46,668			43,477				15,215			14,381				8,048			6,674				280			440				9,776			10,992			79,987			75,964
	Criticized performing	2,625			2,385				1,841			2,229				235			272				3			42				425			480			5,129			5,408
	Criticized nonaccrual	256			294				288			346				21			25				—			1				162			155			727			821
	Total noninvestment-	49,549			46,156				17,344			16,956				8,304			6,971				283			483				10,363			11,627			85,843			82,193
	grade
	Total retained loans	$	108,351		$	103,846			$	73,626		$	69,151			$	39,040		$	33,683			$	9,645		$	10,462			$	90,872		$	91,121		$	321,534		$	308,263
	% of total criticized to	2.66		%	2.58		%		2.89		%	3.72		%		0.66		%	0.88		%		0.03		%	0.41		%		0.65		%	0.7		%	1.82		%	2.02		%
	total retained loans
	% of nonaccrual loans	0.24			0.28				0.39			0.5				0.05			0.07				—			0.01				0.18			0.17			0.23			0.27
	to total retained loans
	Loans by geographic
	distribution(a)
	Total non-U.S.	$	35,397		$	34,440			$	2,765		$	1,369			$	25,531		$	22,726			$	1,421		$	2,146			$	44,589		$	43,376		$	109,703		$	104,057
	Total U.S.	72,954			69,406				70,861			67,782				13,509			10,957				8,224			8,316				46,283			47,745			211,831			204,206
	Total retained loans	$	108,351		$	103,846			$	73,626		$	69,151			$	39,040		$	33,683			$	9,645		$	10,462			$	90,872		$	91,121		$	321,534		$	308,263
	Loan delinquency(b)
	Current and less than	$	107,836		$	103,357			$	73,191		$	68,627			$	38,967		$	33,426			$	9,574		$	10,421			$	89,671		$	89,717		$	319,239		$	305,548
	30 days past due and
	still accruing
	30–89 days past due	233			181				125			164				50			226				18			40				1,032			1,233			1,458			1,844
	and still accruing
	90 or more days	26			14				22			14				2			6				53			—				7			16			110			50
	past due and
	still accruing(c)
	Criticized nonaccrual	256			294				288			346				21			25				—			1				162			155			727			821
	Total retained loans	$	108,351		$	103,846			$	73,626		$	69,151			$	39,040		$	33,683			$	9,645		$	10,462			$	90,872		$	91,121		$	321,534		$	308,263
	(a)	The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower.
	(b)	The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a discussion of more significant risk factors, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	(c)	Represents loans that are considered well-collateralized and therefore still accruing interest.
	(d)	Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase’s 2013 Annual Report for additional information on SPEs.
Impaired Financing Receivables	'
	The table below sets forth information about the Firm’s wholesale impaired loans.
	(in millions)	Commercial							Real estate							Financial							Government							Other						Total
		and industrial														institutions							agencies													retained loans
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,			Jun 30,				Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014				2013
	Impaired loans
	With an allowance	$	232		$	236			$	200		$	258			$	5		$	17			$	—		$	1			$	104		$	85		$	541			$	597
	Without an allowance(a)	32			58				89			109				8			8				—			—				62			73			191				248
	Total impaired loans	$	264		$	294			$	289		$	367			$	13		$	25			$	—		$	1			$	166		$	158		$	732		(c)	$	845	(c)
	Allowance for loan losses related to impaired loans	$	60		$	75			$	43		$	63			$	11		$	16			$	—		$	—			$	24		$	27		$	138			$	181
	Unpaid principal balance of impaired	325			448				366			454				12			24				—			1				251			241			954				1,168
	loans(b)
	(a)	When the discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged-off and/or there have been interest payments received and applied to the loan balance.
	(b)	Represents the contractual amount of principal owed at June 30, 2014, and December 31, 2013. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the carrying value; net deferred loan fees or costs; and unamortized discount or premiums on purchased loans.
	(c)	Based upon the domicile of the borrower, predominantly all wholesale impaired loans are in the U.S.
Impaired Financing Receivables, Average Recorded Investment	'
	The following table presents the Firm’s average impaired loans for the periods indicated.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014			2013
	Commercial and industrial	$	249		$	387			$	270		$	496
	Real estate	306			518				330			526
	Financial institutions	19			11				21			9
	Government agencies	—			—				—			—
	Other	159			226				164			225
	Total(a)	$	733		$	1,142			$	785		$	1,256
	(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and six months ended June 30, 2014 and 2013.
Troubled Debt Restructurings on Financing Receivables, Roll Forward	'
	The following table provides information about the Firm’s wholesale loans that have been modified in TDRs, including a reconciliation of the beginning and ending balances of such loans and information regarding the nature and extent of modifications during the periods presented.
	Three months ended June 30,		Commercial and industrial								Real estate								Other (b)								Total
	(in millions)		2014				2013				2014				2013				2014				2013				2014				2013
	Beginning balance of TDRs		$	84			$	254			$	78			$	124			$	31			$	43			$	193			$	421
	New TDRs		25				$	27			—				10				3				15				28				52
	Increases to existing TDRs		10				1				—				—				—				—				10				1
	Charge-offs post-modification		—				—				—				—				—				—				—				—
	Sales and other(a)		(9		)		(173		)		(4		)		(23		)		(12		)		(24		)		(25		)		(220		)
	Ending balance of TDRs		$	110			$	109			$	74			$	111			$	22			$	34			$	206			$	254
	Six months ended June 30,		Commercial and industrial								Real estate								Other (b)								Total
	(in millions)		2014				2013				2014				2013				2014				2013				2014				2013
	Beginning balance of TDRs		$	77			$	575			$	88			$	99			$	33			$	22			$	198			$	696
	New TDRs		48				$	41			10				41				3				37				61				119
	Increases to existing TDRs		11				4				—				—				—				—				11				4
	Charge-offs post-modification		—				(1		)		—				(3		)		(1		)		—				(1		)		(4		)
	Sales and other(a)		(26		)		(510		)		(24		)		(26		)		(13		)		(25		)		(63		)		(561		)
	Ending balance of TDRs		$	110			$	109			$	74			$	111			$	22			$	34			$	206			$	254
	TDRs on nonaccrual status		$	110			$	102			$	67			$	82			$	19			$	27			$	196			$	211
	Additional commitments to lend to borrowers whose loans have been modified in TDRs		145				22				—				—				—				1				145				23
	(a)	Sales and other are largely sales and paydowns.
	(b)	Includes loans to Financial institutions, Government agencies and Other.
Residential Real Estate, Excluding Purchased Credit-Impaired | Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The following table provides information by class for residential real estate – excluding retained PCI loans in the consumer, excluding credit card, portfolio segment.
	The following factors should be considered in analyzing certain credit statistics applicable to the Firm’s residential real estate – excluding PCI loans portfolio: (i) junior lien home equity loans may be fully charged off when the loan becomes 180 days past due, and the value of the collateral does not support the repayment of the loan, resulting in relatively high charge-off rates for this product class; and (ii) the lengthening of loss-mitigation timelines may result in higher delinquency rates for loans carried at the net realizable value of the collateral that remain on the Firm’s Consolidated Balance Sheets.
	Residential real estate – excluding PCI loans
		Home equity														Mortgages
	(in millions, except ratios)	Senior lien							Junior lien							Prime, including							Subprime							Total residential real estate – excluding PCI
																option ARMs
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loan delinquency(a)
	Current	$	15,630		$	16,470			$	37,503		$	39,864			$	82,780		$	76,108			$	5,618		$	5,956			$	141,531		$	138,398
	30–149 days past due	251			298				526			662				3,466			3,155				569			646				4,812			4,761
	150 or more days past due	341			345				234			224				6,993			7,899				365			502				7,933			8,970
	Total retained loans	$	16,222		$	17,113			$	38,263		$	40,750			$	93,239		$	87,162			$	6,552		$	7,104			$	154,276		$	152,129
	% of 30+ days past due to	3.65		%	3.76		%		1.99		%	2.17		%		1.75		%	2.32		%		14.26		%	16.16		%		2.54		%	3.09		%
	total retained loans(b)
	90 or more days past due and	$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—
	still accruing
	90 or more days past due and	—			—				—			—				7,326			7,823				—			—				7,326			7,823
	government guaranteed(c)
	Nonaccrual loans	909			932				1,671			1,876				2,455			2,666				1,273			1,390				6,308			6,864
	Current estimated LTV ratios(d)(e)(f)
	Greater than 125% and refreshed
	FICO scores:
	Equal to or greater than 660	$	22		$	40			$	628		$	1,101			$	954		$	1,084			$	22		$	52			$	1,626		$	2,277
	Less than 660	12			22				192			346				181			303				102			197				487			868
	101% to 125% and refreshed
	FICO scores:
	Equal to or greater than 660	150			212				3,510			4,645				932			1,433				176			249				4,768			6,539
	Less than 660	74			107				1,012			1,407				451			687				428			597				1,965			2,798
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	654			858				7,165			7,995				3,800			4,528				545			614				12,164			13,995
	Less than 660	258			326				1,924			2,128				1,243			1,579				976			1,141				4,401			5,174
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	12,794			13,186				20,357			19,732				66,928			58,477				2,011			1,961				102,090			93,356
	Less than 660	2,258			2,362				3,475			3,396				5,286			5,359				2,292			2,293				13,311			13,410
	U.S. government-guaranteed	—			—				—			—				13,464			13,712				—			—				13,464			13,712
	Total retained loans	$	16,222		$	17,113			$	38,263		$	40,750			$	93,239		$	87,162			$	6,552		$	7,104			$	154,276		$	152,129
	Geographic region
	California	$	2,286		$	2,397			$	8,680		$	9,240			$	24,057		$	21,876			$	994		$	1,069			$	36,017		$	34,582
	New York	2,636			2,732				7,987			8,429				14,976			14,085				867			942				26,466			26,188
	Illinois	1,199			1,248				2,655			2,815				5,699			5,216				257			280				9,810			9,559
	Florida	806			847				2,029			2,167				4,778			4,598				825			885				8,438			8,497
	Texas	1,875			2,044				1,106			1,199				4,041			3,565				202			220				7,224			7,028
	New Jersey	609			630				2,323			2,442				2,878			2,679				306			339				6,116			6,090
	Arizona	957			1,019				1,704			1,827				1,525			1,385				135			144				4,321			4,375
	Washington	531			555				1,300			1,378				2,084			1,951				138			150				4,053			4,034
	Michigan	757			799				907			976				1,061			998				165			178				2,890			2,951
	Ohio	1,219			1,298				832			907				509			466				147			161				2,707			2,832
	All other(g)	3,347			3,544				8,740			9,370				31,631			30,343				2,516			2,736				46,234			45,993
	Total retained loans	$	16,222		$	17,113			$	38,263		$	40,750			$	93,239		$	87,162			$	6,552		$	7,104			$	154,276		$	152,129
	(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $4.6 billion and $4.7 billion; 30–149 days past due included $2.9 billion and $2.4 billion; and 150 or more days past due included $6.0 billion and $6.6 billion at June 30, 2014, and December 31, 2013, respectively.
	(b)	At June 30, 2014, and December 31, 2013, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $8.8 billion and $9.0 billion, respectively. These amounts have been excluded from nonaccrual loans based upon the government guarantee.
	(c)	These balances, which are 90 days or more past due but insured by U.S. government agencies, are excluded from nonaccrual loans. In predominantly all cases, 100% of the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. These amounts have been excluded from nonaccrual loans based upon the government guarantee. At June 30, 2014, and December 31, 2013, these balances included $4.3 billion and $4.7 billion, respectively, of loans that are no longer accruing interest because interest has been curtailed by the U.S. government agencies although, in predominantly all cases, 100% of the principal is still insured. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate.
	(d)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates.
	(e)	Junior lien represents combined LTV, which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property.
	(f)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
	(g)	At June 30, 2014, and December 31, 2013, included mortgage loans insured by U.S. government agencies of $13.5 billion and $13.7 billion, respectively.
Impaired Financing Receivables	'
	The table below sets forth information about the Firm’s residential real estate impaired loans, excluding PCI loans. These loans are considered to be impaired as they have been modified in a troubled debt restructuring (“TDR”). All impaired loans are evaluated for an asset-specific allowance as described in Note 14.
		Home equity														Mortgages														Total residential
																														real estate
	(in millions)	Senior lien							Junior lien							Prime, including							Subprime							– excluding PCI
																option ARMs
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Impaired loans
	With an allowance	$	556		$	567			$	724		$	727			$	5,443		$	5,871			$	2,724		$	2,989			$	9,447		$	10,154
	Without an allowance(a)	563			579				586			592				1,275			1,133				754			709				3,178			3,013
	Total impaired loans(b)(c)	$	1,119		$	1,146			$	1,310		$	1,319			$	6,718		$	7,004			$	3,478		$	3,698			$	12,625		$	13,167
	Allowance for loan losses related to impaired loans	$	97		$	94			$	170		$	162			$	139		$	144			$	87		$	94			$	493		$	494
	Unpaid principal balance of impaired loans(d)	1,480			1,515				2,635			2,625				8,582			8,990				5,069			5,461				17,766			18,591
	Impaired loans on nonaccrual status(e)	629			641				641			666				1,703			1,737				1,078			1,127				4,051			4,171
	(a)	Represents collateral-dependent residential mortgage loans that are charged off to the fair value of the underlying collateral less cost to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status.
	(b)	At June 30, 2014, and December 31, 2013, $6.7 billion and $7.6 billion, respectively, of loans modified subsequent to repurchase from Government National Mortgage Association (“Ginnie Mae”) in accordance with the standards of the appropriate government agency (i.e., FHA, VA, RHS) are not included in the table above. When such loans perform subsequent to modification in accordance with Ginnie Mae guidelines, they are generally sold back into Ginnie Mae loan pools. Modified loans that do not re-perform become subject to foreclosure.
	(c)	Predominantly all residential real estate impaired loans, excluding PCI loans, are in the U.S.
	(d)	Represents the contractual amount of principal owed at June 30, 2014, and December 31, 2013. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs, net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans.
	(e)	As of June 30, 2014, and December 31, 2013, nonaccrual loans included $3.1 billion and $3.0 billion, respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase’s 2013 Annual Report.
Impaired Financing Receivables, Average Recorded Investment	'
	The following tables present average impaired loans and the related interest income reported by the Firm.
	Three months ended June 30,	Average impaired loans							Interest income on							Interest income on impaired
									impaired loans(a)							loans on a cash basis(a)
	(in millions)	2014			2013				2014			2013				2014			2013
	Home equity
	Senior lien	$	1,128		$	1,158			$	14		$	14			$	10		$	10
	Junior lien	1,316			1,296				20			21				13			14
	Mortgages
	Prime, including option ARMs	6,823			7,219				66			70				14			15
	Subprime	3,578			3,833				47			50				13			14
	Total residential real estate – excluding PCI	$	12,845		$	13,506			$	147		$	155			$	50		$	53
	Six months ended June 30,	Average impaired loans							Interest income on							Interest income on impaired
									impaired loans(a)							loans on a cash basis(a)
	(in millions)	2014			2013				2014			2013				2014			2013
	Home equity
	Senior lien	$	1,135		$	1,149			$	28		$	29			$	19		$	20
	Junior lien	1,318			1,284				41			41				27			27
	Mortgages
	Prime, including option ARMs	6,889			7,203				134			139				27			29
	Subprime	3,623			3,830				96			100				26			29
	Total residential real estate – excluding PCI	$	12,965		$	13,466			$	299		$	309			$	99		$	105
	(a)	Generally, interest income on loans modified in TDRs is recognized on a cash basis until such time as the borrower has made a minimum of six payments under the new terms.
Troubled Debt Restructurings on Financing Receivables, Roll Forward	'
	The following tables reconcile the beginning and ending balances of residential real estate loans, excluding PCI loans, modified in TDRs for the periods presented.
	Three months ended	Home equity														Mortgages														Total residential
	June 30,	Senior lien							Junior lien							Prime, including option ARMs							Subprime							real estate – excluding PCI
	(in millions)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Beginning balance of TDRs	$	1,136		$	1,155			$	1,319		$	1,286			$	6,894		$	7,223			$	3,625		$	3,843			$	12,974		$	13,507
	New TDRs	20			39				46			94				52			318				25			89				143			540
	Charge-offs post-modification(a)	(5		)	(8		)		(11		)	(24		)		(4		)	(14		)		(11		)	(27		)		(31		)	(73		)
	Foreclosures and other liquidations (e.g., short sales)	(5		)	(5		)		(4		)	(7		)		(16		)	(39		)		(9		)	(19		)		(34		)	(70		)
	Principal payments and other	(27		)	(21		)		(40		)	(34		)		(208		)	(185		)		(152		)	(61		)		(427		)	(301		)
	Ending balance of TDRs	$	1,119		$	1,160			$	1,310		$	1,315			$	6,718		$	7,303			$	3,478		$	3,825			$	12,625		$	13,603
	Permanent modifications	$	1,083		$	1,117			$	1,306		$	1,309			$	6,625		$	7,035			$	3,404		$	3,676			$	12,418		$	13,137
	Trial modifications	$	36		$	43			$	4		$	6			$	93		$	268			$	74		$	149			$	207		$	466
	Six months ended	Home equity														Mortgages														Total residential
	June 30,	Senior lien							Junior lien							Prime, including option ARMs							Subprime							real estate – excluding PCI
	(in millions)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Beginning balance of TDRs	$	1,146		$	1,092			$	1,319		$	1,223			$	7,004		$	7,118			$	3,698		$	3,812			$	13,167		$	13,245
	New TDRs	47			140				104			229				119			628				53			217				323			1,214
	Charge-offs post-modification(a)	(11		)	(18		)		(30		)	(57		)		(11		)	(33		)		(33		)	(65		)		(85		)	(173		)
	Foreclosures and other liquidations (e.g., short sales)	(11		)	(9		)		(6		)	(11		)		(44		)	(74		)		(21		)	(38		)		(82		)	(132		)
	Principal payments and other	(52		)	(45		)		(77		)	(69		)		(350		)	(336		)		(219		)	(101		)		(698		)	(551		)
	Ending balance of TDRs	$	1,119		$	1,160			$	1,310		$	1,315			$	6,718		$	7,303			$	3,478		$	3,825			$	12,625		$	13,603
	Permanent modifications	$	1,083		$	1,117			$	1,306		$	1,309			$	6,625		$	7,035			$	3,404		$	3,676			$	12,418		$	13,137
	Trial modifications	$	36		$	43			$	4		$	6			$	93		$	268			$	74		$	149			$	207		$	466
	(a)	Includes charge-offs on unsuccessful trial modifications.
Troubled Debt Restructurings on Financing Receivables, Nature and Extent of Modifications	'
	The following tables provide information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt. At June 30, 2014, there were approximately 35,200 of such Chapter 7 loans, consisting of approximately 8,300 senior lien home equity loans, 21,200 junior lien home equity loans, 2,900 prime mortgage, including option ARMs, and 2,800 subprime mortgages.
	Three months ended June 30,	Home equity										Mortgages										Total residential
																						real estate -
		Senior lien					Junior lien					Prime, including option ARMs					Subprime					excluding PCI
		2014		2013			2014		2013			2014		2013			2014		2013			2014		2013
	Number of loans approved for a trial modification	218		562			157		172			261		856			529		1,123			1,165		2,713
	Number of loans permanently modified	226		405			699		1,353			386		1,137			493		1,458			1,804		4,353
	Concession granted:(a)
	Interest rate reduction	64	%	70	%		88	%	85	%		65	%	73	%		68	%	72	%		75	%	76	%
	Term or payment extension	86		73			83		76			79		69			71		53			79		66
	Principal and/or interest deferred	12		11			22		25			30		29			15		12			20		20
	Principal forgiveness	30		37			29		33			22		39			35		46			29		39
	Other(b)	—		—			—		—			18		24			9		13			6		11
	Six months ended June 30,	Home equity										Mortgages										Total residential
																						real estate -
		Senior lien					Junior lien					Prime, including option ARMs					Subprime					excluding PCI
		2014		2013			2014		2013			2014		2013			2014		2013			2014		2013
	Number of loans approved for a trial modification	419		1,062			341		368			516		1,832			1,028		2,612			2,304		5,874
	Number of loans permanently modified	521		950			1,657		2,669			917		2,613			1,260		3,147			4,355		9,379
	Concession granted:(a)
	Interest rate reduction	65	%	72	%		86	%	88	%		62	%	74	%		63	%	71	%		72	%	77	%
	Term or payment extension	83		73			83		77			84		69			72		51			80		66
	Principal and/or interest deferred	14		10			22		24			32		28			18		11			22		19
	Principal forgiveness	30		38			28		36			27		40			38		52			31		43
	Other(b)	—		—			—		—			17		24			12		15			7		12
	(a)	Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. A significant portion of trial modifications include interest rate reductions and/or term or payment extensions.
	(b)	Represents variable interest rate to fixed interest rate modifications.
Troubled Debt Restructurings on Financing Receivables, Financial Effects of Modifications and Redefaults	'
	The following tables provide information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI, under the Firm’s loss mitigation programs and about redefaults of certain loans modified in TDRs for the periods presented. Because the specific types and amounts of concessions offered to borrowers frequently change between the trial modification and the permanent modification, the following tables present only the financial effects of permanent modifications. These tables also excludes Chapter 7 loans where the sole concession granted is the discharge of debt.
	Three months ended June 30,	Home equity														Mortgages														Total residential real estate – excluding PCI
	(in millions, except weighted-average	Senior lien							Junior lien							Prime, including option ARMs							Subprime
	data and number of loans)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Weighted-average interest rate of loans with interest rate reductions – before TDR	6.58		%	6.78		%		4.94		%	5.1		%		5.17		%	5.09		%		7.28		%	7.26		%		5.82		%	5.76		%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	2.93			3.34				2.04			2.28				2.54			2.78				3.47			3.5				2.72			2.94
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17			17				19			19				25			25				24			24				23			24
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	29			31				34			34				37			37				35			35				35			36
	Charge-offs recognized upon permanent modification	$	—		$	2			$	8		$	23			$	2		$	6			$	—		$	3			$	10		$	34
	Principal deferred	1			1				3			7				10			32				4			11				18			51
	Principal forgiven	3			7				6			13				8			57				11			55				28			132
	Number of loans that redefaulted within one year of permanent modification(a)	67			95				195			248				163			189				269			317				694			849
	Balance of loans that redefaulted within one year of permanent modification(a)	$	4		$	7			$	3		$	6			$	44		$	54			$	28		$	31			$	79		$	98
	Six months ended June 30,	Home equity														Mortgages														Total residential real estate – excluding PCI
	(in millions, except weighted-average	Senior lien							Junior lien							Prime, including option ARMs							Subprime
	data and number of loans)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Weighted-average interest rate of loans with interest rate reductions – before TDR	6.63		%	6.53		%		4.83		%	5.14		%		5.2		%	5.37		%		7.44		%	7.48		%		5.88		%	5.99		%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	2.98			3.44				1.91			2.22				2.67			2.83				3.43			3.54				2.75			2.98
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			18				19			19				24			24				24			24				23			23
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30			31				35			34				37			37				36			34				36			35
	Charge-offs recognized upon permanent modification	$	1		$	4			$	22		$	42			$	4		$	11			$	1		$	6			$	28		$	63
	Principal deferred	2			3				6			14				23			67				11			21				42			105
	Principal forgiven	6			17				17			29				25			130				32			139				80			315
	Number of loans that redefaulted within one year of permanent modification(a)	133			226				388			594				285			397				436			629				1,242			1,846
	Balance of loans that redefaulted within one year of permanent modification(a)	$	10		$	17			$	6		$	13			$	70		$	104			$	43		$	63			$	129		$	197
	(a)	Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels.
Home Equity - Junior Lien | Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The following tables represent the Firm’s delinquency statistics for junior lien home equity loans and lines as of June 30, 2014, and December 31, 2013.
			Delinquencies																Total 30+ day delinquency rate
	30-Jun-14		30–89 days past due				90–149 days past due				150+ days				Total loans
	(in millions, except ratios)										past due
	HELOCs:(a)
	Within the revolving period(b)		$	254			$	85			$	144			$	28,300			1.71	%
	Beyond the revolving period		77				24				74				6,443				2.72
	HELOANs		65				21				16				3,520				2.9
	Total		$	396			$	130			$	234			$	38,263			1.99	%
			Delinquencies																Total 30+ day delinquency rate
	December 31, 2013		30–89 days past due				90–149 days past due				150+ days				Total loans
	(in millions, except ratios)										past due
	HELOCs:(a)
	Within the revolving period(b)		$	341			$	104			$	162			$	31,848			1.91	%
	Beyond the revolving period		84				21				46				4,980				3.03
	HELOANs		86				26				16				3,922				3.26
	Total		$	511			$	151			$	224			$	40,750			2.17	%
	(a) These HELOCs are predominantly revolving loans for a 10-year period, after which time the HELOC converts to a loan with a 20-year amortization period, but also include HELOCs originated by Washington Mutual that require interest-only payments beyond the revolving period.
	(b) The Firm manages the risk of HELOCs during their revolving period by closing or reducing the undrawn line to the extent permitted by law when borrowers are experiencing financial difficulty or when the collateral does not support the loan amount.
Purchased Credit-Impaired | Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans.
	(in millions, except ratios)	Home equity							Prime mortgage							Subprime mortgage							Option ARMs							Total PCI
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Carrying value(a)	$	18,070		$	18,927			$	11,302		$	12,038			$	3,947		$	4,175			$	16,799		$	17,915			$	50,118		$	53,055
	Related allowance for loan losses(b)	1,758			1,758				1,617			1,726				180			180				194			494				3,749			4,158
	Loan delinquency (based on unpaid principal balance)
	Current	$	17,317		$	18,135			$	9,563		$	10,118			$	3,828		$	4,012			$	14,725		$	15,501			$	45,433		$	47,766
	30–149 days past due	465			583				538			589				591			662				930			1,006				2,524			2,840
	150 or more days past due	1,067			1,112				986			1,169				683			797				2,183			2,716				4,919			5,794
	Total loans	$	18,849		$	19,830			$	11,087		$	11,876			$	5,102		$	5,471			$	17,838		$	19,223			$	52,876		$	56,400
	% of 30+ days past due to total loans	8.13		%	8.55		%		13.75		%	14.8		%		24.97		%	26.67		%		17.45		%	19.36		%		14.08		%	15.31		%
	Current estimated LTV ratios (based on unpaid principal balance)(c)(d)
	Greater than 125% and refreshed FICO scores:
	Equal to or greater than 660	$	772		$	1,168			$	118		$	240			$	74		$	115			$	156		$	301			$	1,120		$	1,824
	Less than 660	411			662				158			290				274			459				309			575				1,152			1,986
	101% to 125% and refreshed FICO scores:
	Equal to or greater than 660	2,568			3,248				715			1,017				249			316				784			1,164				4,316			5,745
	Less than 660	1,189			1,541				552			884				688			919				1,052			1,563				3,481			4,907
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	4,365			4,473				2,400			2,787				552			544				2,741			3,311				10,058			11,115
	Less than 660	1,758			1,782				1,537			1,699				1,131			1,197				2,339			2,769				6,765			7,447
	Lower than 80% and refreshed FICO scores:
	Equal to or greater than 660	5,739			5,077				3,425			2,897				641			521				6,410			5,671				16,215			14,166
	Less than 660	2,047			1,879				2,182			2,062				1,493			1,400				4,047			3,869				9,769			9,210
	Total unpaid principal balance	$	18,849		$	19,830			$	11,087		$	11,876			$	5,102		$	5,471			$	17,838		$	19,223			$	52,876		$	56,400
	Geographic region (based on unpaid principal balance)
	California	$	11,341		$	11,937			$	6,393		$	6,845			$	1,218		$	1,293			$	9,814		$	10,419			$	28,766		$	30,494
	New York	922			962				748			807				514			563				1,048			1,196				3,232			3,528
	Illinois	429			451				324			353				258			283				445			481				1,456			1,568
	Florida	1,786			1,865				772			826				494			526				1,631			1,817				4,683			5,034
	Texas	302			327				100			106				305			328				91			100				798			861
	New Jersey	362			381				316			334				187			213				614			701				1,479			1,629
	Arizona	343			361				179			187				90			95				245			264				857			907
	Washington	1,020			1,072				244			266				103			112				428			463				1,795			1,913
	Michigan	58			62				177			189				139			145				193			206				567			602
	Ohio	21			23				50			55				79			84				72			75				222			237
	All other	2,265			2,389				1,784			1,908				1,715			1,829				3,257			3,501				9,021			9,627
	Total unpaid principal balance	$	18,849		$	19,830			$	11,087		$	11,876			$	5,102		$	5,471			$	17,838		$	19,223			$	52,876		$	56,400
	(a)	Carrying value includes the effect of fair value adjustments that were applied to the consumer PCI portfolio at the date of acquisition.
	(b)	Management concluded as part of the Firm’s regular assessment of the PCI loan pools that it was probable that higher expected credit losses would result in a decrease in expected cash flows. As a result, an allowance for loan losses for impairment of these pools has been recognized.
	(c)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property.
	(d)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
Certain Loans Acquired In Transfer Not Accounted For As Debt Securities Accretable Yield Movement, Roll Forward	'
	The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three and six months ended June 30, 2014 and 2013, and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios.
	(in millions, except ratios)	Total PCI
		Three months ended June 30,							Six months ended June 30,
		2014			2013				2014			2013
	Beginning balance	$	15,782		$	19,464			$	16,167		$	18,457
	Accretion into interest income	(495		)	(565		)		(1,009		)	(1,138		)
	Changes in interest rates on variable-rate loans	(45		)	49				(66		)	(110		)
	Other changes in expected cash flows(a)	33			(342		)		183			1,397
	Balance at June 30	$	15,275		$	18,606			$	15,275		$	18,606
	Accretable yield percentage	4.24		%	4.38		%		4.28		%	4.36		%
	(a)	Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model and periodically updates model assumptions. For the three and six months ended June 30, 2014, and for the three months ended June 30, 2013, other changes in expected cash flows were driven by changes in prepayment assumptions. For the six months ended June 30, 2013, other changes in expected cash flows were due to refining the expected interest cash flows on HELOCs with balloon payments, partially offset by changes in prepayment assumptions.
PCI - Home Equity, Junior Lien | Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The following tables set forth delinquency statistics for PCI junior lien home equity loans and lines of credit based on unpaid principal balance as of June 30, 2014, and December 31, 2013.
			Delinquencies																Total 30+ day delinquency rate
	30-Jun-14		30–89 days past due				90–149 days past due				150+ days past due				Total loans
	(in millions, except ratios)
	HELOCs:(a)
	Within the revolving period(b)		$	174			$	60			$	467			$	10,802			6.49	%
	Beyond the revolving period(c)		60				20				120				3,146				6.36
	HELOANs		20				8				40				812				8.37
	Total		$	254			$	88			$	627			$	14,760			6.57	%
			Delinquencies																Total 30+ day delinquency rate
	31-Dec-13		30–89 days past due				90–149 days past due				150+ days past due				Total loans
	(in millions, except ratios)
	HELOCs:(a)
	Within the revolving period(b)		$	243			$	88			$	526			$	12,670			6.76	%
	Beyond the revolving period(c)		54				21				82				2,336				6.72
	HELOANs		24				11				39				908				8.15
	Total		$	321			$	120			$	647			$	15,914			6.84	%
	(a)	In general, these HELOCs are revolving loans for a 10-year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term.
	(b)	Substantially all undrawn HELOCs within the revolving period have been closed.
	(c)	Includes loans modified into fixed rate amortizing loans.
Other Consumer | Consumer, excluding credit card	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The table below provides information for other consumer retained loan classes, including auto, business banking and student loans.
	(in millions, except ratios)	Auto								Business banking							Student and other								Total other consumer
		Jun 30,				Dec 31,				Jun 30,			Dec 31,				Jun 30,				Dec 31,				Jun 30,				Dec 31,
		2014				2013				2014			2013				2014				2013				2014				2013
	Loan delinquency(a)
	Current	$	52,549			$	52,152			$	19,097		$	18,511			$	10,411			$	10,529			$	82,057			$	81,192
	30–119 days past due	489				599				204			280				621				660				1,314				1,539
	120 or more days past due	4				6				152			160				293				368				449				534
	Total retained loans	$	53,042			$	52,757			$	19,453		$	18,951			$	11,325			$	11,557			$	83,820			$	83,265
	% of 30+ days past due to total retained loans	0.93		%		1.15		%		1.83		%	2.32		%		2.51		%	(d)	2.52		%	(d)	1.35		%	(d)	1.6		%	(d)
	90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	316			$	428			$	316			$	428
	Nonaccrual loans	103				161				326			385				170				86				599				632
	Geographic region
	California	$	5,957			$	5,615			$	2,740		$	2,374			$	1,124			$	1,112			$	9,821			$	9,101
	New York	3,689				3,898				3,128			3,084				1,248				1,218				8,065				8,200
	Illinois	2,966				2,917				1,296			1,341				750				740				5,012				4,998
	Florida	2,094				2,012				708			646				536				539				3,338				3,197
	Texas	5,310				5,310				2,592			2,646				870				878				8,772				8,834
	New Jersey	1,942				2,014				407			392				390				397				2,739				2,803
	Arizona	1,949				1,855				981			1,046				253				252				3,183				3,153
	Washington	1,001				950				238			234				235				227				1,474				1,411
	Michigan	1,771				1,902				1,363			1,383				489				513				3,623				3,798
	Ohio	2,148				2,229				1,304			1,316				670				708				4,122				4,253
	All other	24,215				24,055				4,696			4,489				4,760				4,973				33,671				33,517
	Total retained loans	$	53,042			$	52,757			$	19,453		$	18,951			$	11,325			$	11,557			$	83,820			$	83,265
	Loans by risk ratings(c)
	Noncriticized	$	9,269			$	9,968			$	14,065		$	13,622			NA				NA				$	23,334			$	23,590
	Criticized performing	34				54				740			711				NA				NA				774				765
	Criticized nonaccrual	—				38				271			316				NA				NA				271				354
	(a)	Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.7 billion and $4.9 billion; 30-119 days past due included $359 million and $387 million; and 120 or more days past due included $271 million and $350 million at June 30, 2014, and December 31, 2013, respectively.
	(b)	These amounts represent student loans, which are insured by U.S. government agencies under the FFELP. These amounts were accruing based upon the government guarantee.
	(c)	For risk-rated business banking and auto loans, the primary credit quality indicator is the risk rating of the loan, including whether the loans are considered to be criticized and/or nonaccrual.
	(d)	June 30, 2014, and December 31, 2013, excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $630 million and $737 million, respectively. These amounts were excluded based upon the government guarantee.
Impaired Financing Receivables	'
	The table below sets forth information about the Firm’s other consumer impaired loans, including risk-rated business banking and auto loans that have been placed on nonaccrual status, and loans that have been modified in TDRs.
	(in millions)	Auto							Business banking							Total other consumer(d)
		June 30,			December 31,				June 30,			December 31,				June 30,			December 31,
		2014			2013				2014			2013				2014			2013
	Impaired loans
	With an allowance	$	51		$	96			$	414		$	475			$	465		$	571
	Without an allowance(a)	38			47				—			—				38			47
	Total impaired loans(b)	$	89		$	143			$	414		$	475			$	503		$	618
	Allowance for loan losses related to	$	8		$	13			$	79		$	94			$	87		$	107
	impaired loans
	Unpaid principal balance of impaired loans(c)	169			235				480			553				649			788
	Impaired loans on nonaccrual status	63			113				277			328				340			441
	(a)	When discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged off and/or there have been interest payments received and applied to the loan balance.
	(b)	Predominantly all other consumer impaired loans are in the U.S.
	(c)	Represents the contractual amount of principal owed at June 30, 2014, and December 31, 2013. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the principal balance; net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans.
	(d)	Excludes $63 million of impaired student loans with a related allowance for loan losses of $18 million, all of which were on nonaccrual status, at June 30, 2014. There were no impaired student and other loans at December 31, 2013.
Impaired Financing Receivables, Average Recorded Investment	'
	The following table presents average impaired loans for the periods presented.
	(in millions)	Average impaired loans(a)(b)
		Three months ended June 30,									Six months ended June 30,
		2014				2013					2014				2013
	Auto	$	103			$	129				$	119			$	137
	Business banking	487				528					475				536
	Total other consumer	$	590			$	657				$	594			$	673
	(a)	The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2014 and 2013.
	(b)	Excludes impaired student loans for the three and six months ended June 30, 2014.
Troubled Debt Restructurings on Financing Receivables	'
	The following table provides information about the Firm’s other consumer loans modified in TDRs. All of these TDRs are reported as impaired loans in the tables above.
	(in millions)	Auto								Business banking								Total other consumer(c)
		June 30,			December 31,					June 30,			December 31,					June 30,			December 31,
		2014			2013					2014			2013					2014			2013
	Loans modified in TDRs(a)(b)	$	89			$	107			$	234			$	271			$	323			$	378
	TDRs on nonaccrual status	63				77				97				124				160				201
	(a)	These modifications generally provided interest rate concessions to the borrower or term or payment extensions.
	(b)	Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2014, and December 31, 2013, were immaterial.
	(c)	Excludes impaired student loans modified in TDRs at June 30, 2014.
Troubled Debt Restructurings on Financing Receivables, Roll Forward	'
	The following tables reconcile the beginning and ending balances of other consumer loans modified in TDRs for the periods presented.
	Three months ended June 30,	Auto							Business banking							Total other consumer(a)
	(in millions)	2014			2013				2014			2013				2014			2013
	Beginning balance of TDRs	$	97		$	140			$	249		$	341			$	346		$	481
	New TDRs	17			22				16			18				33			40
	Charge-offs post-modification	—			(2		)		(2		)	—				(2		)	(2		)
	Foreclosures and other liquidations	(2		)	—				(1		)	—				(3		)	—
	Principal payments and other	(23		)	(36		)		(28		)	(35		)		(51		)	(71		)
	Ending balance of TDRs	$	89		$	124			$	234		$	324			$	323		$	448
	Six months ended June 30,	Auto							Business banking							Total other consumer(a)
	(in millions)	2014			2013				2014			2013				2014			2013
	Beginning balance of TDRs	$	107		$	150			$	271		$	352			$	378		$	502
	New TDRs	37			42				24			40				61			82
	Charge-offs post-modification	—			(5		)		(2		)	(2		)		(2		)	(7		)
	Foreclosures and other liquidations	(5		)	—				(1		)	—				(6		)	—
	Principal payments and other	(50		)	(63		)		(58		)	(66		)		(108		)	(129		)
	Ending balance of TDRs	$	89		$	124			$	234		$	324			$	323		$	448
	(a)	Excludes student loans modified in TDRs during the three and six months ended June 30, 2014.
Troubled Debt Restructurings on Financing Receivables, Financial Effects of Modifications and Redefaults	'
	The following table provides information about the financial effects of the various concessions granted in modifications of other consumer loans, excluding student loans, for the periods presented.
		Three months ended June 30,										Six months ended June 30,
		Auto					Business banking					Auto					Business banking
		2014		2013			2014		2013			2014		2013			2014		2013
	Weighted-average interest rate of loans with interest rate reductions – before TDR	12.02	%	13.46	%		7.11	%	7.58	%		13.1	%	13.19	%		7.35	%	7.94	%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	4.98		4.82			6.04		6.16			4.97		4.94			6.28		5.84
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	NM		NM			3.1		1.6			NM		NM			2.6		1.5
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	NM		NM			4.6		3.8			NM		NM			4.3		3.1
Real estate | Wholesale	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Financing Receivable Credit Quality Indicators	'
	The following table presents additional information on the real estate class of loans within the Wholesale portfolio segment for the periods indicated. For further information on real estate loans, see Note 14 of JPMorgan Chase’s 2013 Annual Report.
	(in millions, except ratios)	Multifamily							Commercial lessors							Commercial construction and development							Other							Total real estate loans
		Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,				Jun 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Real estate retained loans	$	46,711		$	44,389			$	16,833		$	15,949			$	3,944		$	3,674			$	6,138		$	5,139			$	73,626		$	69,151
	Criticized exposure	935			1,142				1,124			1,323				48			81				22			29				2,129			2,575
	% of criticized exposure to	2		%	2.57		%		6.68		%	8.3		%		1.22		%	2.2		%		0.36		%	0.56		%		2.89		%	3.72		%
	total real estate retained loans
	Criticized nonaccrual	$	159		$	191			$	127		$	143			$	—		$	3			$	2		$	9			$	288		$	346
	% of criticized nonaccrual to	0.34		%	0.43		%		0.75		%	0.9		%		—		%	0.08		%		0.03		%	0.18		%		0.39		%	0.5		%
	total real estate retained loans

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2014
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses on Financing Receivables	'
	The table below summarizes information about the allowance for loan losses, loans by impairment methodology, the allowance for lending-related commitments and lending-related commitments by impairment methodology.
		2014													2013
	Six months ended June 30,	Consumer, excluding credit card			Credit card				Wholesale			Total			Consumer, excluding credit card			Credit card				Wholesale			Total
	(in millions)
	Allowance for loan losses
	Beginning balance at January 1,	$	8,456		$	3,795			$	4,013		$	16,264		12,292			$	5,501			$	4,143		$	21,936
	Gross charge-offs	1,084			1,982				77			3,143			1,458			2,414				116			3,988
	Gross recoveries	(399		)	(209		)		(108		)	(716		)	(394		)	(318		)		(148		)	(860		)
	Net charge-offs/(recoveries)	685			1,773				(31		)	2,427			1,064			2,096				(32		)	3,128
	Write-offs of PCI loans(a)	109			—				—			109			—			—				—			—
	Provision for loan losses	81			1,573				(55		)	1,599			(531		)	1,046				64			579
	Other	—			(1		)		—			(1		)	(6		)	(6		)		9			(3		)
	Ending balance at June 30,	$	7,743		$	3,594			$	3,989		$	15,326		$	10,691		$	4,445			$	4,248		$	19,384
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	598		$	583		(c)	$	138		$	1,319		$	713		$	1,227		(c)	$	228		$	2,168
	Formula-based	3,396			3,011				3,851			10,258			4,267			3,218				4,020			11,505
	PCI	3,749			—				—			3,749			5,711			—				—			5,711
	Total allowance for loan losses	$	7,743		$	3,594			$	3,989		$	15,326		$	10,691		$	4,445			$	4,248		$	19,384
	Loans by impairment methodology
	Asset-specific	$	13,191		$	2,467			$	732		$	16,390		$	14,251		$	3,857			$	1,032		$	19,140
	Formula-based	224,905			123,154				320,797			668,856			216,401			120,431				307,164			643,996
	PCI	50,118			—				5			50,123			56,736			—				12			56,748
	Total retained loans	$	288,214		$	125,621			$	321,534		$	735,369		$	287,388		$	124,288			$	308,208		$	719,884
	Impaired collateral-dependent loans
	Net charge-offs/(recoveries)	$	81		$	—			$	(5	)	$	76		$	132		$	—			$	10		$	142
	Loans measured at fair value of collateral less cost to sell	3,250			—				321			3,571			3,152			—				394			3,546
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	8		$	—			$	697		$	705		$	7		$	—			$	661		$	668
	Provision for lending-related commitments	1			—				(58		)	(57		)	1			—				84			85
	Other	—			—				—			—			—			—				—			—
	Ending balance at June 30,	$	9		$	—			$	639		$	648		$	8		$	—			$	745		$	753
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	43		$	43		$	—		$	—			$	79		$	79
	Formula-based	9			—				596			605			8			—				666			674
	Total allowance for lending-related commitments	$	9		$	—			$	639		$	648		$	8		$	—			$	745		$	753
	Lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	122		$	122		$	—		$	—			$	283		$	283
	Formula-based	56,410			533,688				451,153			1,041,251			62,303			532,359				445,189			1,039,851
	Total lending-related commitments	$	56,410		$	533,688			$	451,275		$	1,041,373		$	62,303		$	532,359			$	445,472		$	1,040,134
	(a)	Write-offs of PCI loans are recorded against the allowance for loan losses when actual losses for a pool exceed estimated losses that were recorded as purchase accounting adjustments at the time of acquisition. Any write-offs of PCI loans are recognized when the underlying loan is removed from a pool (e.g., upon liquidation).
	(b)	Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR.
	(c)	The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2014
Variable Interest Entities [Abstract]	'
Firm-sponsored mortgage and other consumer securitization trusts	'
	The following table presents the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans; holding senior interests or subordinated interests; recourse or guarantee arrangements; and derivative transactions. In certain instances, the Firm’s only continuing involvement is servicing the loans. See Securitization activity on page 159 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and Loans and excess mortgage servicing rights sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 159–160 of this Note for information on the Firm’s loan sales to U.S. government agencies.
		Principal amount outstanding								JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)
	June 30, 2014(a) (in billions)	Total assets held by securitization VIEs		Assets		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
				held in consolidated securitization VIEs
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	101.7	$	2.4	$	85.2			$	0.4	$	0.3		$	0.7
	Subprime	29.8		1.9		26				0.1		—			0.1
	Commercial and other(b)	126.9		0.2		94.2				0.5		3.3			3.8
	Total	$	258.4	$	4.5	$	205.4			$	1	$	3.6		$	4.6
		Principal amount outstanding								JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)
	December 31, 2013(a) (in billions)	Total assets held by securitization VIEs		Assets held in consolidated securitization VIEs		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	109.2	$	3.2	$	90.4			$	0.5	$	0.3		$	0.8
	Subprime	32.1		1.3		28				0.1		—			0.1
	Commercial and other(b)	130.4		—		98				0.5		3.5			4
	Total	$	271.7	$	4.5	$	216.4			$	1.1	$	3.8		$	4.9
	(a)	Excludes U.S. government agency securitizations. See Loans and excess mortgage servicing rights sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 159–160 of this Note for information on the Firm’s loan sales to U.S. government agencies.
	(b)	Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. The Firm generally does not retain a residual interest in its sponsored commercial mortgage securitization transactions.
	(c)	The table above excludes the following: retained servicing (see Note 16 for a discussion of MSRs); securities retained from loans sales to U.S. government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities (See Note 5 for further information on derivatives); senior and subordinated securities of $105 million and $55 million, respectively, at June 30, 2014, and $151 million and $30 million, respectively, at December 31, 2013, which the Firm purchased in connection with CIB’s secondary market-making activities.
	(d)	Includes interests held in re-securitization transactions.
	(e)	As of June 30, 2014, and December 31, 2013, 69% of the Firm’s retained securitization interests, which are carried at fair value, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $437 million and $551 million of investment-grade and $238 million and $260 million of noninvestment-grade retained interests at June 30, 2014, and December 31, 2013, respectively. The retained interests in commercial and other securitizations trusts consisted of $3.6 billion and $3.9 billion of investment-grade and $124 million and $80 million of noninvestment-grade retained interests at June 30, 2014, and December 31, 2013, respectively.
Firm's exposure to nonconsolidated municipal bond VIEs	'
	The Firm’s exposure to nonconsolidated municipal bond VIEs at June 30, 2014, and December 31, 2013, including the ratings profile of the VIEs’ assets, was as follows.
	(in billions)	Fair value of assets held by VIEs		Liquidity facilities		Excess/(deficit)(a)			Maximum exposure
	Nonconsolidated municipal bond vehicles
	30-Jun-14	$	11.5	$	6.4	$	5.1		$	6.4
	31-Dec-13	11.8		6.9		4.9			6.9
Ratings profile of the VIEs' assets	'
		Ratings profile of VIE assets(b)													Fair value of assets held by VIEs			Wt. avg. expected life of assets (years)
		Investment-grade										Noninvestment- grade
	(in billions, except where otherwise noted)	AAA to AAA-		AA+ to AA-		A+ to A-			BBB+ to BBB-			BB+ and below
	30-Jun-14	$	2.7	$	8.6	$	0.2		$	—		$	—		$	11.5		5.1
	31-Dec-13	2.7		8.9		0.2			—			—			11.8			7.2
	(a)	Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn.
	(b)	The ratings scale is presented on an S&P-equivalent basis.
Information on assets and liabilities related to VIEs that are consolidated by the Firm	'
	The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of June 30, 2014, and December 31, 2013.
		Assets										Liabilities
	June 30, 2014 (in billions)(a)	Trading assets		Loans		Other(d)			Total			Beneficial interests in			Other(g)			Total
									assets(e)			VIE assets(f)						liabilities
	VIE program type
	Firm-sponsored credit card trusts	$	—	$	43.7	$	0.7		$	44.4		$	28.4		$	—		$	28.4
	Firm-administered multi-seller conduits	—		17		0.2			17.2			9.6			—			9.6
	Municipal bond vehicles	3		—		—			3			2.5			—			2.5
	Mortgage securitization entities(b)	2.3		1.6		—			3.9			2.9			0.8			3.7
	Other(c)	0.7		2.3		1.1			4.1			2.3			0.2			2.5
	Total	$	6	$	64.6	$	2		$	72.6		$	45.7		$	1		$	46.7
		Assets										Liabilities
	December 31, 2013 (in billions)(a)	Trading assets		Loans		Other(d)			Total			Beneficial interests in			Other(g)			Total
									assets(e)			VIE assets(f)						liabilities
	VIE program type
	Firm-sponsored credit card trusts	$	—	$	46.9	$	1.1		$	48		$	26.6		$	—		$	26.6
	Firm-administered multi-seller conduits	—		19		0.1			19.1			14.9			—			14.9
	Municipal bond vehicles	3.4		—		—			3.4			2.9			—			2.9
	Mortgage securitization entities(b)	2.3		1.7		—			4			2.9			0.9			3.8
	Other(c)	0.7		2.5		1			4.2			2.3			0.2			2.5
	Total	$	6.4	$	70.1	$	2.2		$	78.7		$	49.6		$	1.1		$	50.7
	(a)	Excludes intercompany transactions which were eliminated in consolidation.
	(b)	Includes residential and commercial mortgage securitizations as well as re-securitizations.
	(c)	Primarily comprises student loan securitization entities. The Firm consolidated $2.5 billion of student loan securitization entities as of June 30, 2014, and December 31, 2013.
	(d)	Includes assets classified as cash, AFS securities, and other assets within the Consolidated Balance Sheets.
	(e)	The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The difference between total assets and total liabilities recognized for consolidated VIEs represents the Firm’s interest in the consolidated VIEs for each program type.
	(f)	The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated Balance Sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $33.6 billion and $31.8 billion at June 30, 2014, and December 31, 2013, respectively. The maturities of the long-term beneficial interests as of June 30, 2014, were as follows: $6.5 billion under one year, $19.1 billion between one and five years, and $8.0 billion over five years, all respectively.
	(g)	Includes liabilities classified as accounts payable and other liabilities in the Consolidated Balance Sheets.
Securitization activities	'
	The following table provides information related to the Firm’s securitization activities for the three months ended June 30, 2014 and 2013, related to assets held in JPMorgan Chase-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization.
		Three months ended June 30,											Six months ended June 30,
		2014					2013						2014							2013
	(in millions, except rates)(a)	Residential mortgage(d)		Commercial and other(e)			Residential mortgage(d)			Commercial and other(e)			Residential mortgage(d)			Commercial and other(e)				Residential mortgage(d)		Commercial and other(e)
	Principal securitized	$	304	$	2,612		$	443		$	3,078		$	660		$	4,639			$	1,059	$	5,284
	All cash flows during the period:
	Proceeds from new securitizations(b)	$	312	$	2,664		$	446		$	3,149		$	663		$	4,708			$	1,080	$	5,426
	Servicing fees collected	137		1			158			2			276			2				285		3
	Purchases of previously transferred financial assets (or the underlying collateral)(c)	64		—			19			—			67			—				271		—
	Cash flows received on interests	41		397			30			78			85			459				55		142
	(a)	Excludes re-securitization transactions.
	(b)	For the three and six months ended June 30, 2014, $312 million and $642 million of proceeds from residential mortgage securitizations were received as securities classified in level 2 and zero and $21 million of proceeds classified as level 3 of the fair value hierarchy, respectively. For the three and six months ended June 30, 2014, $2.3 billion and $4.3 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $130 million of proceeds classified as level 3 of the fair value hierarchy, and $280 million of proceeds from commercial mortgage securitization were received as cash. For the three and six months ended June 30, 2013, $446 million and $1.1 billion, respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three and six months ended June 30, 2013, $3.1 billion and $5.2 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy, and zero and $207 million, respectively, of proceeds from commercial mortgage securitizations were received as cash. All loans transferred into securitization vehicles during the three and six months ended June 30, 2014 and 2013, were classified as trading assets; changes in fair value were recorded in principal transactions revenue, and there were no significant gains or losses associated with the securitization activity.
	(c)	Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer clean-up calls.
	(d)	Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac.
	(e)	Includes commercial and student loan securitizations.
Summary of loan sale activities	'
	The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities.
		Three months					Six months
		ended June 30,					ended June 30,
	(in millions)	2014		2013			2014			2013
	Carrying value of loans sold(a)	$	12,603	$	48,045		$	26,523		$	102,925
	Proceeds received from loan sales as cash	50		295			89			461
	Proceeds from loans sales as securities(b)	12,461		47,223			26,196			101,392
	Total proceeds received from loan sales(c)	$	12,511	$	47,518		$	26,285		$	101,853
	Gains on loan sales(d)	$	82	$	112		$	119		$	250
	(a)	Predominantly to the GSEs and in securitization transactions pursuant to Ginnie Mae guidelines.
	(b)	Predominantly includes securities from the GSEs and Ginnie Mae that are generally sold shortly after receipt.
	(c)	Excludes the value of MSRs retained upon the sale of loans. Gains on loans sales include the value of MSRs.
	(d)	The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets	'
	The table below includes information about components of nonconsolidated securitized financial assets, in which the Firm has continuing involvement, and delinquencies as of June 30, 2014, and December 31, 2013, respectively; and liquidation losses for the three months ended June 30, 2014 and 2013, respectively.
													Liquidation losses
		Securitized assets					90 days past due						Three months ended June 30,							Six months ended June 30,
	(in millions)	Jun 30,		Dec 31,			Jun 30,			Dec 31,			2014			2013				2014		2013
		2014		2013			2014			2013
	Securitized loans(a)
	Residential mortgage:
	Prime / Alt-A & Option ARMs	$	85,193	$	90,381		$	13,158		$	14,882		$	598		$	1,310			$	1,257	$	2,959
	Subprime	25,998		28,008			6,762			7,726			464			756				1,203		1,539
	Commercial and other	94,192		98,018			1,198			2,350			408			184				642		330
	Total loans securitized(b)	$	205,383	$	216,407		$	21,118		$	24,958		$	1,470		$	2,250			$	3,102	$	4,828
	(a)	Total assets held in securitization-related SPEs were $258.4 billion and $271.7 billion, respectively, at June 30, 2014, and December 31, 2013. The $205.4 billion and $216.4 billion, respectively, of loans securitized at June 30, 2014, and December 31, 2013, excluded: $48.5 billion and $50.8 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $4.5 billion of loan securitizations consolidated on the Firm’s Consolidated Balance Sheets at June 30, 2014, and December 31, 2013.
	(b)	Includes securitized loans that were previously recorded at fair value and classified as trading assets.

Goodwill_and_Other_Intangible_2

Goodwill and Other Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and other intangible assets	'
	Goodwill and other intangible assets consist of the following.
	(in millions)	June 30, 2014			December 31, 2013
	Goodwill	$	48,110		$	48,081
	Mortgage servicing rights	8,347			9,614
	Other intangible assets:
	Purchased credit card relationships	$	41		$	131
	Other credit card-related intangibles	146			173
	Core deposit intangibles	74			159
	Other intangibles	1,078			1,155
	Total other intangible assets	$	1,339		$	1,618
Goodwill attributed to the business segments	'
	The following table presents goodwill attributed to the business segments.
	(in millions)	June 30, 2014			31-Dec-13
	Consumer & Community Banking	$	30,999		$	30,985
	Corporate & Investment Bank	6,893			6,888
	Commercial Banking	2,862			2,862
	Asset Management	6,979			6,969
	Corporate/Private Equity	377			377
	Total goodwill	$	48,110		$	48,081
Changes in the carrying amount of goodwill	'
	The following table presents changes in the carrying amount of goodwill.
		Three months							Six months
		ended June 30,							ended June 30,
	(in millions)	2014			2013				2014			2013
	Balance at beginning of period(a)	$	48,065		$	48,067			$	48,081		$	48,175
	Changes during the period from:
	Business combinations	9			11				18			36
	Dispositions	—			(5		)		—			(5		)
	Other(b)	36			(16		)		11			(149		)
	Balance at June 30,(a)	$	48,110		$	48,057			$	48,110		$	48,057
	(a)	Reflects gross goodwill balances as the Firm has not recognized any impairment losses to date.
	(b)	Includes foreign currency translation adjustments and other tax-related adjustments.
Mortgage servicing rights activity	'
	The following table summarizes MSR activity for the three and six months ended June 30, 2014 and 2013.
		As of or for the three months								As of or for the six months
		ended June 30,								ended June 30,
	(in millions, except where otherwise noted)	2014				2013				2014				2013
	Fair value at beginning of period	$	8,552			$	7,949			$	9,614			$	7,614
	MSR activity:
	Originations of MSRs	178				652				370				1,342
	Purchase of MSRs	3				3				6				(3		)
	Disposition of MSRs	2				(19		)		(186		)	(f)	(418		)	(f)
	Net additions	183				636				190				921
	Changes due to collection/realization of expected cash flows(a)	(239		)		(288		)		(486		)		(547		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(b)	(369		)		1,074				(731		)		1,620
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)	—				—				(11		)		290			(h)
	Discount rates	(10		)		—				(459		)	(g)	(78		)
	Prepayment model changes and other(c)	230				(36		)		230				(485		)	(i)
	Total changes in valuation due to other inputs and assumptions	220				(36		)		(240		)		(273		)
	Total changes in valuation due to inputs and assumptions(a)	(149		)		1,038				(971		)		1,347
	Fair value at June 30,(d)	$	8,347			$	9,335			$	8,347			$	9,335
	Change in unrealized gains/(losses) included in income related to MSRs	$	(149	)		$	1,038			$	(971	)		$	1,347
	held at June 30,
	Contractual service fees, late fees and other ancillary fees included in income	$	731			$	835			$	1,488			$	1,704
	Third-party mortgage loans serviced at June 30, (in billions)	$	791			$	839			$	791			$	839
	Net servicer advances at June 30, (in billions)(e)	$	8.8			$	10.1			$	8.8			$	10.1
	(a)	Included changes related to commercial real estate of $(2) million for the three months ended June 30, 2014, and $(4) million and $(2) million for the six months ended June 30, 2014 and 2013, respectively.
	(b)	Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.
	(c)	Represents changes in prepayments other than those attributable to changes in market interest rates.
	(d)	Included $14 million and $21 million related to commercial real estate at June 30, 2014 and 2013, respectively.
	(e)	Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest to a trust, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with recoverable servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. Servicer advances are recognized net of an allowance for unrecoverable advances.
	(f)	Predominantly represents excess mortgage servicing rights transferred to agency-sponsored trusts in exchange for stripped mortgage-backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs for the three and six months ended June 30, 2014 and 2013.
	(g)	For the six months ended June 30, 2014, the decrease was primarily related to higher capital allocated to the Mortgage Servicing business, which, in turn, resulted in an increase in the option adjusted spread (“OAS”). The resulting OAS assumption continues to be consistent with capital and return requirements that the Firm believes a market participant would consider, taking into account factors such as the current operating risk environment and regulatory and economic capital requirements.
	(h)	For the six months ended June 30, 2013, the increase was driven by the inclusion in the MSR valuation model of servicing fees receivable on certain delinquent loans.
	(i)	For the six months ended June 30, 2013, the decrease was driven by changes in the inputs and assumptions used to derive prepayment speeds, primarily increases in home prices.
Components of mortgage fees and related income	'
	The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and six months ended June 30, 2014 and 2013.
			Three months								Six months
			ended June 30,								ended June 30,
	(in millions)		2014				2013				2014				2013
	CCB mortgage fees and related income
	Net production revenue:
	Production revenue		$	186			$	1,064			$	347			$	2,059
	Repurchase (losses)/benefits		137				16				265				(65		)
	Net production revenue		323				1,080				612				1,994
	Net mortgage servicing revenue
	Operating revenue:
	Loan servicing revenue		867				945				1,737				1,881
	Changes in MSR asset fair value due to collection/realization of expected		(237		)		(285		)		(482		)		(543		)
	cash flows
	Total operating revenue		630				660				1,255				1,338
	Risk management:
	Changes in MSR asset fair value due to market interest rates and other(a)		(368		)		1,072				(730		)		1,618
	Other changes in MSR asset fair value due to other inputs and assumptions in		220				(36		)		(240		)		(273		)
	model(b)
	Change in derivative fair value and other		485				(957		)		907				(1,408		)
	Total risk management		337				79				(63		)		(63		)
	Total CCB net mortgage servicing revenue		967				739				1,192				1,275
	All other		1				4				1				6
	Mortgage fees and related income		$	1,291			$	1,823			$	1,805			$	3,275
	(a)	Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.
	(b)	Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
Key economic assumptions used to determine the fair value of the Firm's Mortgage Servicing Rights	'
	The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 2014, and December 31, 2013, and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.
	(in millions, except rates)		Jun 30,				Dec 31,
			2014				2013
	Weighted-average prepayment speed assumption (“CPR”)		8.56		%		8.07		%
	Impact on fair value of 10% adverse change		$	(363	)		$	(362	)
	Impact on fair value of 20% adverse change		(704		)		(705		)
	Weighted-average option adjusted spread		9.14		%		7.77		%
	Impact on fair value of 100 basis points adverse change		$	(343	)		$	(389	)
	Impact on fair value of 200 basis points adverse change		(660		)		(750		)
	CPR: Constant prepayment rate.
Intangible assets components of credit card relationships, core deposits and other intangible assets	'
	The components of credit card relationships, core deposits and other intangible assets were as follows.
			June 30, 2014										December 31, 2013
	(in millions)		Gross amount(a)			Accumulated amortization(a)			Net carrying value				Gross			Accumulated amortization		Net carrying value
													amount
	Purchased credit card relationships		$	3,540		$	3,499		$	41			$	3,540		$	3,409	$	131
	Other credit card-related intangibles		542			396			146				542			369		173
	Core deposit intangibles		4,131			4,057			74				4,133			3,974		159
	Other intangibles(b)		2,257			1,179			1,078				2,374			1,219		1,155
	(a)	The decrease in the gross amount and accumulated amortization from December 31, 2013, was due to the removal of fully amortized assets.
	(b)	Includes intangible assets of approximately $600 million consisting primarily of asset management advisory contracts, which were determined to have an indefinite life and are not amortized.
Amortization expense related to credit card relationships, core deposits and other intangible assets	'
	The following table presents amortization expense related to credit card relationships, core deposits and other intangible assets.
			Three months ended June 30,							Six months ended June 30,
	(in millions)		2014			2013				2014			2013
	Purchased credit card relationships		$	45		$	52			$	90		$	105
	Other credit card-related intangibles		14			15				27			29
	Core deposit intangibles		42			50				85			100
	Other intangibles		31			35				61			70
	Total amortization expense		$	132		$	152			$	263		$	304
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets	'
	The following table presents estimated future amortization expense related to credit card relationships, core deposits and other intangible assets at June 30, 2014.
	For the year (in millions)	Purchased credit card relationships			Other credit			Core deposit intangibles			Other			Total
					card-related intangibles						intangibles
	2014(a)	$	96		$	51		$	102		$	111		$	360
	2015	12			39			26			93			170
	2016	9			34			14			75			132
	2017	5			29			7			59			100
	2018	3			20			5			53			81
	(a)	Includes $90 million, $27 million, $85 million and $61 million of amortization expense related to purchased credit card relationships, other credit card-related intangibles, core deposit intangibles and other intangibles, respectively, recognized during the six months ended June 30, 2014.

Deposits_Tables

Deposits (Tables)	6 Months Ended
	Jun. 30, 2014
Deposits [Abstract]	'
Noninterest-bearing and interest-bearing deposits	'
	At June 30, 2014, and December 31, 2013, noninterest-bearing and interest-bearing deposits were as follows.
	(in millions)	30-Jun-14		31-Dec-13
	U.S. offices
	Noninterest-bearing	$	417,607	$	389,863
	Interest-bearing:
	Demand(a)	81,449		84,631
	Savings(b)	457,111		450,405
	Time (included $6,856 and $5,995 at fair value)(c)	85,221		91,356
	Total interest-bearing deposits	623,781		626,392
	Total deposits in U.S. offices	1,041,388		1,016,255
	Non-U.S. offices
	Noninterest-bearing	17,757		17,611
	Interest-bearing:
	Demand	219,911		214,391
	Savings	1,687		1,083
	Time (included $1,066 and $629 at fair value)(c)	39,008		38,425
	Total interest-bearing deposits	260,606		253,899
	Total deposits in non-U.S. offices	278,363		271,510
	Total deposits	$	1,319,751	$	1,287,765
	(a)	Includes Negotiable Order of Withdrawal (“NOW”) accounts, and certain trust accounts.
	(b)	Includes Money Market Deposit Accounts (“MMDAs”).
	(c)	Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 4 of JPMorgan Chase’s 2013 Annual Report.

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Schedule of Earnings Per Share, Basic and Diluted	'
	The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2014 and 2013.
	(in millions, except per share amounts)	Three months				Six months
		ended June 30,				ended June 30,
		2014		2013		2014		2013
	Basic earnings per share
	Net income	$	5,985	$	6,496	$	11,259	$	13,025
	Less: Preferred stock dividends	268		204		495		386
	Net income applicable to common equity	5,717		6,292		10,764		12,639
	Less: Dividends and undistributed earnings allocated to participating securities	144		191		294		407
	Net income applicable to	$	5,573	$	6,101	$	10,470	$	12,232
	common stockholders
	Total weighted-average	3,780.60		3,782.40		3,783.90		3,800.30
	basic shares outstanding
	Net income per share	$	1.47	$	1.61	$	2.77	$	3.22
	Diluted earnings per share
	Net income applicable to	$	5,573	$	6,101	$	10,470	$	12,232
	common stockholders
	Total weighted-average	3,780.60		3,782.40		3,783.90		3,800.30
	basic shares outstanding
	Add: Employee stock options,	31.9		31.9		34.2		30.3
	SARs and
	warrants(a)
	Total weighted-average	3,812.50		3,814.30		3,818.10		3,830.60
	diluted shares outstanding(b)
	Net income per share	$	1.46	$	1.6	$	2.74	$	3.19
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans and the warrants originally issued in 2008 under the U.S. Treasury’s Capital Purchase Program to purchase shares of the Firm’s common stock. The aggregate number of shares issuable upon the exercise of such options and warrants was 1 million and 8 million for the three months ended June 30, 2014 and 2013, respectively, and 1 million and 11 million for the six months ended June 30, 2014 and 2013, respectively.
	(b)	Participating securities were included in the calculation of diluted EPS using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income/(Loss) (Tables)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Accumulated other comprehensive income/(loss)	'
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-14
	(in millions)
	Balance at April 1, 2014		$	3,792					$	(138	)			$	(80	)				$	(1,298	)			$	2,276
	Net change		1,075			(b)			12					68						7					1,162
	Balance at June 30, 2014		$	4,867					$	(126	)			$	(12	)				$	(1,291	)			$	3,438
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-13
	(in millions)
	Balance at April 1, 2013		$	6,228					$	(108	)			$	58					$	(2,687	)			$	3,491
	Net change		(3,091		)	(c)			(38		)			(290		)				64					(3,355		)
	Balance at June 30, 2013		$	3,137					$	(146	)			$	(232	)				$	(2,623	)			$	136
	As of or for the six months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-14
	(in millions)
	Balance at January 1, 2014		$	2,798					$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		2,069			(b)			10					127						33					2,239
	Balance at June 30, 2014		$	4,867					$	(126	)			$	(12	)				$	(1,291	)			$	3,438
	As of or for the six months ended	Unrealized gains/(losses) on investment securities(a)						Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	30-Jun-13
	(in millions)
	Balance at January 1, 2013		$	6,868					$	(95	)			$	120					$	(2,791	)			$	4,102
	Net change		(3,731		)	(c)			(51		)			(352		)				168					(3,966		)
	Balance at June 30, 2013		$	3,137					$	(146	)			$	(232	)				$	(2,623	)			$	136
	(a)	Represents the after-tax difference between the fair value and amortized cost of securities accounted for as AFS; including, as of the date of transfer during the first quarter of 2014, $9 million of net unrealized losses related to AFS securities that were transferred to HTM. Subsequent to transfer, includes any net unamortized unrealized gains and losses related to the transferred securities.
	(b)	The net change for the three and six months ended June 30, 2014, was primarily due to higher market valuations of obligations of U.S. states and municipalities and U.S. mortgage-backed securities in the Firm’s AFS investment securities portfolio.
	(c)	The net change for the three and six months ended June 30, 2013, was primarily related to the decline in fair value of U.S. government agency issued MBS and obligations of U.S. states and municipalities due to market changes, as well as net realized gains.
Changes of the components of accumulated other comprehensive income (loss)	'
	The following table presents the pretax and after-tax changes in the components of other comprehensive income/(loss).
		2014											2013
	Three months ended June 30, (in millions)	Pretax				Tax effect				After-tax			Pretax				Tax effect				After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	1,778			$	(695	)		$	1,083		$	(4,947	)		$	1,931			$	(3,016	)
	Reclassification adjustment for realized (gains)/losses included in	(12		)		4				(8		)	(124		)		49				(75		)
	net income(a)
	Net change	1,766				(691		)		1,075			(5,071		)		1,980				(3,091		)
	Translation adjustments:
	Translation(b)	218				(79		)		139			(607		)		223				(384		)
	Hedges(b)	(208		)		81				(127		)	571				(225		)		346
	Net change	10				2				12			(36		)		(2		)		(38		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	143				(57		)		86			(512		)		201				(311		)
	Reclassification adjustment for realized (gains)/losses included in	(29		)		11				(18		)	34				(13		)		21
	net income(c)
	Net change	114				(46		)		68			(478		)		188				(290		)
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	19				(8		)		11			37				(15		)		22
	Reclassification adjustments included in net income(d):
	Amortization of net loss	19				(7		)		12			79				(31		)		48
	Prior service costs/(credits)	(12		)		5				(7		)	(11		)		5				(6		)
	Foreign exchange and other	(15		)		6				(9		)	(1		)		1				—
	Net change	11				(4		)		7			104				(40		)		64
	Total other comprehensive income/(loss)	$	1,901			$	(739	)		$	1,162		$	(5,481	)		$	2,126			$	(3,355	)
		2014											2013
	Six months ended June 30, (in millions)	Pretax				Tax effect				After-tax			Pretax				Tax effect				After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	3,399			$	(1,304	)		$	2,095		$	(5,462	)		$	2,116			$	(3,346	)
	Reclassification adjustment for realized (gains)/losses included in	(42		)		16				(26		)	(633		)		248				(385		)
	net income(a)
	Net change	3,357				(1,288		)		2,069			(6,095		)		2,364				(3,731		)
	Translation adjustments:
	Translation(b)	372				(142		)		230			(1,034		)		381				(653		)
	Hedges(b)	(362		)		142				(220		)	991				(389		)		602
	Net change	10				—				10			(43		)		(8		)		(51		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	215				(87		)		128			(642		)		252				(390		)
	Reclassification adjustment for realized (gains)/losses included in	(2		)		1				(1		)	63				(25		)		38
	net income(c)
	Net change	213				(86		)		127			(579		)		227				(352		)
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	88				(34		)		54			85				(25		)		60
	Reclassification adjustments included in net income(d):
	Amortization of net loss	37				(15		)		22			160				(62		)		98
	Prior service costs/(credits)	(22		)		9				(13		)	(22		)		9				(13		)
	Foreign exchange and other	(19		)		(11		)		(30		)	36				(13		)		23
	Net change	84				(51		)		33			259				(91		)		168
	Total other comprehensive income/(loss)	$	3,664			$	(1,425	)		$	2,239		$	(6,458	)		$	2,492			$	(3,966	)
	(a)	The pretax amount is reported in securities gains in the Consolidated Statements of Income.
	(b)	Reclassifications of pretax realized gains/(losses) on translation adjustments and related hedges are reported in other income in the Consolidated Statements of Income. The amounts were not material for the three and six months ended June 30, 2014, and 2013.
	(c)	The pretax amount is reported in the same line as the hedged items, which are predominantly recorded in net interest income in the Consolidated Statements of Income.
	(d)	The pretax amount is reported in compensation expense in the Consolidated Statements of Income.

Regulatory_Capital_Tables

Regulatory Capital (Tables)	6 Months Ended
	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Reconciliation of the Firm's total stockholders' equity to Tier 1 capital and Total qualifying capital	'
	The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of June 30, 2014.
			Well-capitalized ratios(b)			Minimum capital ratios(b)
	Capital ratios
	CET1		NA			4	%
	Tier 1		6	%		5.5
	Total		10			8
	Tier 1 leverage		5		(a)	4
	(a)	Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. There is no Tier 1 leverage component in the definition of a well-capitalized bank holding company.
	(b)	As defined by the regulations issued by the Federal Reserve, OCC and FDIC. In addition to the 2014 well-capitalized standards, beginning January 1, 2015, Basel III Transitional CET1 capital and the Basel III Standardized Transitional and the Basel III Advanced Transitional CET1 capital ratios become relevant capital measures under the prompt corrective action requirements defined by the regulations.
	The following tables present the regulatory capital, assets and risk-based capital ratios for JPMorgan Chase and its significant banking subsidiaries under both Basel III Standardized Transitional and Basel III Advanced Transitional at June 30, 2014, and under Basel I at December 31, 2013.
		JPMorgan Chase & Co.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Jun 30,				Jun 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	160,086			$	160,086		NA
	Tier 1 capital(a)	179,884				179,884			$	165,663
	Total capital	213,780				203,076			199,286
	Assets
	Risk-weighted	1,458,620				1,626,427			1,387,863
	Adjusted average(b)	2,374,025				2,374,025			2,343,713
	Capital ratios(c)
	CET1	11		%		9.8		%	NA
	Tier 1(a)	12.3				11.1			11.9		%
	Total	14.7				12.5			14.4
	Tier 1 leverage	7.6				7.6			7.1
		JPMorgan Chase Bank, N.A.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Jun 30,				Jun 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	149,961			$	149,961		NA
	Tier 1 capital(a)	149,961				149,961			$	139,727
	Total capital	168,636				160,749			165,496
	Assets
	Risk-weighted	1,241,565				1,349,140			1,171,574
	Adjusted average(b)	1,895,540				1,895,540			1,900,770
	Capital ratios(c)
	CET1	12.1		%		11.1		%	NA
	Tier 1(a)	12.1				11.1			11.9		%
	Total	13.6				11.9			14.1
	Tier 1 leverage	7.9				7.9			7.4
		Chase Bank USA, N.A.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Jun 30,				Jun 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	13,626			$	13,626		NA
	Tier 1 capital(a)	13,626				13,626			$	12,956
	Total capital	19,526				18,276			16,389
	Assets
	Risk-weighted	98,509				154,964			100,990
	Adjusted average(b)	114,031				114,031			109,731
	Capital ratios(c)
	CET1	13.8		%		8.8		%	NA
	Tier 1(a)	13.8				8.8			12.8		%
	Total	19.8				11.8			16.2
	Tier 1 leverage	12				12			11.8
	(a)	At June 30, 2014, trust preferred securities included in Basel III Tier 1 capital were $2.7 billion and $300 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At June 30, 2014, Chase Bank USA, N.A. had no trust preferred securities.
	(b)	Adjusted average assets, for purposes of calculating the leverage ratio, include total quarterly average assets adjusted for unrealized gains/(losses) on securities, less deductions for disallowed goodwill and other intangible assets, investments in certain subsidiaries, and the total adjusted carrying value of nonfinancial equity investments that are subject to deductions from Tier 1 capital.
	(c)	Beginning April 1, 2014, the lower ratio represents the Collins Floor.
	(d)	Asset and capital amounts for JPMorgan Chase’s banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions.
	Note:	Rating agencies allow measures of capital to be adjusted upward for deferred tax liabilities, which have resulted from both non-taxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from non-taxable business combinations totaling $145 million and $192 million at June 30, 2014, and December 31, 2013, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.8 billion at both June 30, 2014, and December 31, 2013.

OffBalance_Sheet_LendingRelate1

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Tables)	6 Months Ended
	Jun. 30, 2014
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]	'
Off-Balance Sheet Lending Related Financial Instruments, and Guarantees and Other Commitments	'
	The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 2014, and December 31, 2013. The amounts in the table below for credit card and home equity lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. The Firm may reduce or close home equity lines of credit when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Also, the Firm typically closes credit card lines when the borrower is 60 days or more past due.
	Off–balance sheet lending-related financial instruments, guarantees and other commitments
		Contractual amount																	Carrying value(j)
		Jun 30, 2014															Dec 31,		Jun 30,			Dec 31,
																	2013		2014			2013
	By remaining maturity	Expires in 1 year or less			Expires after			Expires after			Expires after 5 years			Total			Total
	(in millions)				1 year through			3 years through
					3 years			5 years
	Lending-related
	Consumer, excluding credit card:
	Home equity – senior lien	$	2,332		$	4,303		$	3,050		$	2,268		$	11,953		$	13,158	$	—		$	—
	Home equity – junior lien	3,707			6,338			3,460			2,261			15,766			17,837		—			—
	Prime mortgage	6,679			—			—			—			6,679			4,817		—			—
	Subprime mortgage	—			—			—			—			—			—		—			—
	Auto	9,006			371			122			22			9,521			8,309		1			1
	Business banking	10,516			886			117			377			11,896			11,251		8			7
	Student and other	99			37			2			457			595			685		—			—
	Total consumer, excluding credit card(a)	32,339			11,935			6,751			5,385			56,410			56,057		9			8
	Credit card(b)	533,688			—			—			—			533,688			529,383		—			—
	Total consumer	566,027			11,935			6,751			5,385			590,098			585,440		9			8
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	59,664			76,645			108,410			8,628			253,347			246,495		410			432
	Standby letters of credit and other financial guarantees(c)(d)(e)	23,884			32,699			33,020			2,126			91,729			92,723		851			943
	Unused advised lines of credit	89,000			11,649			559			473			101,681			101,994		—			—
	Other letters of credit(c)	3,402			994			122			—			4,518			5,020		1			2
	Total wholesale(f)	175,950			121,987			142,111			11,227			451,275			446,232		1,262			1,377
	Total lending-related	$	741,977		$	133,922		$	148,862		$	16,612		$	1,041,373		$	1,031,672	$	1,271		$	1,385
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(g)	$	208,317		$	—		$	—		$	—		$	208,317		$	169,709	$	—		$	—
	Derivatives qualifying as guarantees	1,088			795			13,836			37,733			53,452			56,274		44			72
	Unsettled reverse repurchase and securities borrowing agreements(h)	74,198			—			—			—			74,198			38,211		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA			NA			NA			NA		436			681
	Loans sold with recourse	NA			NA			NA			NA			6,775			7,692		115			131
	Other guarantees and commitments(i)	437			353			2,616			2,099			5,505			6,786		(79		)	(99		)
	(a)	Predominantly all consumer, excluding credit card, lending-related commitments contractual amounts are in the U.S.
	(b)	Predominantly all credit card lending-related commitments contractual amounts are in the U.S.
	(c)	At June 30, 2014, and December 31, 2013, reflects the contractual amount net of risk participations totaling $184 million and $476 million, respectively, for other unfunded commitments to extend credit; $14.3 billion and $14.8 billion, respectively, for standby letters of credit and other financial guarantees; and $538 million and $622 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations.
	(d)	At June 30, 2014, and December 31, 2013, included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $17.0 billion and $18.9 billion, respectively, within other unfunded commitments to extend credit; and $15.2 billion and $17.2 billion, respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; for further information, see Note 15.
	(e)	At June 30, 2014, and December 31, 2013, included unissued standby letters of credit commitments of $44.8 billion and $42.8 billion, respectively.
	(f)	At June 30, 2014, and December 31, 2013, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 67% and 68%, respectively.
	(g)	At June 30, 2014, and December 31, 2013, collateral held by the Firm in support of securities lending indemnification agreements was $216.3 billion and $176.4 billion, respectively. Securities lending collateral comprises primarily cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development (“OECD”) and U.S. government agencies.
	(h)	At June 30, 2014, and December 31, 2013, the amount of commitments related to forward-starting reverse repurchase agreements and securities borrowing agreements were $40.7 billion and $9.9 billion, respectively. Commitments related to unsettled reverse repurchase agreements and securities borrowing agreements with regular-way settlement periods were $33.5 billion and $28.3 billion, at June 30, 2014, and December 31, 2013, respectively.
	(i)	At June 30, 2014, and December 31, 2013, included unfunded commitments of $130 million and $215 million, respectively, to third-party private equity funds; and $691 million and $1.9 billion, at June 30, 2014, and December 31, 2013, to other equity investments. These commitments included $111 million and $184 million, respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3. In addition, at both June 30, 2014, and December 31, 2013, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.5 billion.
	(j)	For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, the carrying value represents the fair value.
Standby letters of credit and other financial guarantees and other letters of credit	'
	The following table summarizes the types of facilities under which standby letters of credit and other letters of credit arrangements are outstanding by the ratings profiles of the Firm’s customers, as of June 30, 2014, and December 31, 2013.
	Standby letters of credit, other financial guarantees and other letters of credit
		June 30, 2014									December 31, 2013
	(in millions)	Standby letters of					Other letters				Standby letters of					Other letters
		credit and other financial guarantees					of credit				credit and other financial guarantees					of credit
	Investment-grade(a)		$	68,440			$	3,551				$	69,109			$	3,939
	Noninvestment-grade(a)		23,289				967					23,614				1,081
	Total contractual amount		$	91,729			$	4,518				$	92,723			$	5,020
	Allowance for lending-related commitments		$	228			$	1				$	263			$	2
	Commitments with collateral		40,331				1,718					40,410				1,473
	(a)	The ratings scale is based on the Firm’s internal ratings which generally correspond to ratings as defined by S&P and Moody’s.
Summary of changes in mortgage repurchase liability	'
	The following table summarizes the change in the mortgage repurchase liability for each of the periods presented.
	Summary of changes in mortgage repurchase liability(a)
		Three months								Six months ended June 30,
		ended June 30,
	(in millions)	2014				2013				2014				2013
	Repurchase liability at beginning of period	$	564			$	2,674			$	681			$	2,811
	Net realized gains/(losses)(b)	8				(191		)		19				(403		)
	(Benefit)/provision for repurchase(c)	(136		)		(7		)		(264		)		68
	Repurchase liability at end of period	$	436			$	2,476			$	436			$	2,476
	(a)	On October 25, 2013, the Firm announced that it had reached a $1.1 billion agreement with the FHFA to resolve, other than certain limited types of exposures, outstanding and future mortgage repurchase demands associated with loans sold to the GSEs from 2000 to 2008.
	(b)	Presented net of third-party recoveries and include principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $1 million and $133 million for the three months ended June 30, 2014 and 2013, respectively and $3 million and $254 million for the six months ended June 30, 2014 and 2013, respectively.
	(c)	Included a provision related to new loan sales of $1 million and $6 million for the three months ended June 30, 2014 and 2013, respectively, and $2 million and $14 million for the six months ended June 30, 2014 and 2013, respectively.

Business_Segments_Tables

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2014
Segment Reporting [Abstract]	'
Segment results and reconciliation	'
	Segment results and reconciliation(a)
	As of or for the three months ended June 30,	Consumer &						Corporate &						Commercial Banking						Asset Management
	(in millions, except ratios)	Community Banking						Investment Bank
		2014			2013			2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	4,468		$	4,921		$	6,531		$	7,171		$	577		$	551		$	2,380		$	2,156
	Net interest income	6,963			7,094			2,460			2,705			1,124			1,177			576			569
	Total net revenue	11,431			12,015			8,991			9,876			1,701			1,728			2,956			2,725
	Provision for credit losses	852			(19		)	(84		)	(6		)	(67		)	44			1			23
	Noninterest expense	6,456			6,864			6,058			5,742			675			652			2,062			1,892
	Income/(loss) before	4,123			5,170			3,017			4,140			1,093			1,032			893			810
	income tax expense/(benefit)
	Income tax expense/(benefit)	1,680			2,081			1,054			1,302			435			411			341			310
	Net income/(loss)	$	2,443		$	3,089		$	1,963		$	2,838		$	658		$	621		$	552		$	500
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	447,277			460,642			873,288			873,527			192,523			184,124			128,362			115,157
	Return on average common equity	19		%	27		%	13		%	20		%	19		%	18		%	25		%	22		%
	Overhead ratio	56			57			67			58			40			38			70			69
	As of or for the three months ended June 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	351		$	290		$	(651	)	$	(582	)	$	13,656		$	14,507
	Net interest income	(81		)	(676		)	(244		)	(165		)	10,798			10,704
	Total net revenue	270			(386		)	(895		)	(747		)	24,454			25,211
	Provision for credit losses	(10		)	5			—			—			692			47
	Noninterest expense	180			716			—			—			15,431			15,866
	Income/(loss) before income tax expense/(benefit)	100			(1,107		)	(895		)	(747		)	8,331			9,298
	Income tax expense/(benefit)	(269		)	(555		)	(895		)	(747		)	2,346			2,802
	Net income/(loss)	$	369		$	(552	)	$	—		$	—		$	5,985		$	6,496
	Average common equity	$	71,159		$	72,283		$	—		$	—		$	206,159		$	197,283
	Total assets	878,886			806,044			NA			NA			2,520,336			2,439,494
	Return on average common equity	NM			NM			NM			NM			11		%	13		%
	Overhead ratio	NM			NM			NM			NM			63			63
	Segment results and reconciliation(a)
	As of or for the six months ended June 30,	Consumer &						Corporate &						Commercial Banking						Asset Management
	(in millions, except ratios)	Community Banking						Investment Bank
		2014			2013			2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	7,902		$	9,327		$	12,767		$	14,528		$	1,135		$	1,086		$	4,598		$	4,250
	Net interest income	13,989			14,303			4,830			5,488			2,217			2,315			1,136			1,128
	Total net revenue	21,891			23,630			17,597			20,016			3,352			3,401			5,734			5,378
	Provision for credit losses	1,668			530			(35		)	5			(62		)	83			(8		)	44
	Noninterest expense	12,893			13,654			11,662			11,853			1,361			1,296			4,137			3,768
	Income/(loss) before	7,330			9,446			5,970			8,158			2,053			2,022			1,605			1,566
	income tax expense/(benefit)
	Income tax expense/(benefit)	2,951			3,771			2,028			2,710			817			805			612			579
	Net income/(loss)	$	4,379		$	5,675		$	3,942		$	5,448		$	1,236		$	1,217		$	993		$	987
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	447,277			460,642			873,288			873,527			192,523			184,124			128,362			115,157
	Return on average common equity	17		%	25		%	13		%	19		%	18		%	18		%	22		%	22		%
	Overhead ratio	59			58			66			59			41			38			72			70
	As of or for the six months ended June 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	875		$	651		$	(1,295	)	$	(1,146	)	$	25,982		$	28,696
	Net interest income	(237		)	(1,270		)	(470		)	(327		)	21,465			21,637
	Total net revenue	638			(619		)	(1,765		)	(1,473		)	47,447			50,333
	Provision for credit losses	(21		)	2			—			—			1,542			664
	Noninterest expense	14			718			—			—			30,067			31,289
	Income/(loss) before income tax expense/(benefit)	645			(1,339		)	(1,765		)	(1,473		)	15,838			18,380
	Income tax expense/(benefit)	(64		)	(1,037		)	(1,765		)	(1,473		)	4,579			5,355
	Net income/(loss)	$	709		$	(302	)	$	—		$	—		$	11,259		$	13,025
	Average common equity	$	68,989		$	71,016		$	—		$	—		$	203,989		$	196,016
	Total assets	878,886			806,044			NA			NA			2,520,336			2,439,494
	Return on average common equity	NM			NM			NM			NM			11		%	13		%
	Overhead ratio	NM			NM			NM			NM			63			62
	(a)	Managed basis starts with the reported U.S. GAAP results and includes certain reclassifications that do not have any impact on net income as reported by the lines of business or by the Firm as a whole.
(b)	Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These FTE adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.

Basis_of_Presentation_Details

Basis of Presentation (Details) (USD $)	Mar. 31, 2014
In Billions, unless otherwise specified
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Fair value of securities transferred from available-for-sale to held-to-maturity	$19.30

Business_Changes_and_Developme1

Business Changes and Developments - Business Events (Details) (USD $)	3 Months Ended		6 Months Ended		3 Months Ended			6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Mar. 31, 2014	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2013
					Common stock	Common stock	Preferred Stock Including Additional Paid in Capital	Preferred Stock Including Additional Paid in Capital	Preferred Stock Including Additional Paid in Capital
Other Business Events Disclosure [Line Items]	'	'	'	'	'	'	'	'	'
Stock issued, new issues	'	'	'	'	'	'	$3,380	$7,305	$2,400
Cash dividends declared per common share (in dollars per share)	$0.40	$0.38	$0.78	$0.68	$0.40	$0.38	'	'	'

Fair_Value_Measurement_Recurri

Fair Value Measurement - Recurring Basis (Details) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	$314,069,000,000	'	$329,977,000,000	'	'	'
Mortgage servicing rights	8,347,000,000	8,552,000,000	9,614,000,000	9,335,000,000	7,949,000,000	7,614,000,000
Other borrowed funds	34,713,000,000	'	27,994,000,000	'	'	'
Reduction In Level Three Derivative Receivable And Derivative Payable Balances	4,200,000,000	'	7,600,000,000	'	'	'
Fair value assets and liabilities measured on recurring basis - supplemental data	'	'	'	'	'	'
Costs of the private equity investment portfolio	6,300,000,000	'	8,000,000,000	'	'	'
Fair Value	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Securities borrowed	111,800,000,000	'	107,700,000,000	'	'	'
Loans	731,700,000,000	'	720,200,000,000	'	'	'
Other	56,500,000,000	'	61,900,000,000	'	'	'
Deposits	1,312,100,000,000	'	1,281,500,000,000	'	'	'
Federal funds purchased and securities loaned or sold under repurchase agreements	213,900,000,000	'	175,700,000,000	'	'	'
Other borrowed funds	19,300,000,000	'	14,700,000,000	'	'	'
Accounts payable and other liabilities	175,100,000,000	'	160,000,000,000	'	'	'
Long-term debt	246,100,000,000	'	246,800,000,000	'	'	'
Total retained loans | Trading assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	4,400,000,000	'	2,100,000,000	'	'	'
Residential mortgage	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	15,500,000,000	'	14,800,000,000	'	'	'
Residential conforming mortgage intended for sale to government agency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	6,600,000,000	'	6,000,000,000	'	'	'
Reverse mortgage	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	3,700,000,000	'	3,600,000,000	'	'	'
Recurring	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	392,543,000,000	'	374,664,000,000	'	'	'
Trading liabilities	138,656,000,000	'	137,744,000,000	'	'	'
Mortgage servicing rights	8,347,000,000	'	9,614,000,000	'	'	'
Total assets measured at fair value on a recurring basis	762,126,000,000	'	760,327,000,000	'	'	'
Total liabilities measured at fair value on a recurring basis	197,892,000,000	'	193,999,000,000	'	'	'
Fair value assets and liabilities measured on recurring basis - supplemental data	'	'	'	'	'	'
Investment valued at net asset value	2,200,000,000	'	3,200,000,000	'	'	'
Recurring | Fair Value	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Federal funds sold and securities purchased under resale agreements	27,837,000,000	'	25,135,000,000	'	'	'
Securities borrowed	2,134,000,000	'	3,739,000,000	'	'	'
Available-for-sale securities	314,069,000,000	'	329,977,000,000	'	'	'
Loans	4,303,000,000	'	2,011,000,000	'	'	'
Deposits	7,922,000,000	'	6,624,000,000	'	'	'
Federal funds purchased and securities loaned or sold under repurchase agreements	2,630,000,000	'	5,426,000,000	'	'	'
Other borrowed funds	15,403,000,000	'	13,306,000,000	'	'	'
Accounts payable and other liabilities	45,000,000	'	25,000,000	'	'	'
Long-term debt	31,142,000,000	'	28,878,000,000	'	'	'
Recurring | Long Term Beneficial Interests | Fair Value	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Beneficial interests issued by consolidated VIEs	2,094,000,000	'	1,996,000,000	'	'	'
Recurring | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	87,861,000,000	'	80,430,000,000	'	'	'
Recurring | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	15,089,000,000	'	13,283,000,000	'	'	'
Recurring | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	2,832,000,000	'	2,281,000,000	'	'	'
Recurring | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	11,682,000,000	'	15,947,000,000	'	'	'
Recurring | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	11,024,000,000	'	14,719,000,000	'	'	'
Recurring | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	10,168,000,000	'	11,084,000,000	'	'	'
Recurring | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	50,795,000,000	'	57,314,000,000	'	'	'
Recurring | Mortgage-backed securities - US government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	26,816,000,000	'	26,591,000,000	'	'	'
Available-for-sale securities	64,512,000,000	'	77,815,000,000	'	'	'
Recurring | Mortgage-backed securities - Residential – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	2,165,000,000	'	2,475,000,000	'	'	'
Available-for-sale securities	58,239,000,000	'	62,469,000,000	'	'	'
Recurring | Mortgage-backed securities - Commercial – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,592,000,000	'	1,303,000,000	'	'	'
Available-for-sale securities	18,413,000,000	'	16,425,000,000	'	'	'
Recurring | Total mortgage-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	30,573,000,000	'	30,369,000,000	'	'	'
Available-for-sale securities	141,164,000,000	'	156,709,000,000	'	'	'
Recurring | U.S. Treasury and government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	34,114,000,000	'	25,480,000,000	'	'	'
Available-for-sale securities	19,359,000,000	'	21,389,000,000	'	'	'
Recurring | Obligations of U.S. states and municipalities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	7,492,000,000	'	7,920,000,000	'	'	'
Available-for-sale securities	28,086,000,000	'	29,461,000,000	'	'	'
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,918,000,000	'	3,071,000,000	'	'	'
Recurring | Certificates of deposit	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	1,410,000,000	'	1,041,000,000	'	'	'
Recurring | Non-U.S. government debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	54,950,000,000	'	48,284,000,000	'	'	'
Available-for-sale securities	57,845,000,000	'	56,248,000,000	'	'	'
Recurring | Corporate debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	32,150,000,000	'	30,722,000,000	'	'	'
Available-for-sale securities	21,356,000,000	'	21,512,000,000	'	'	'
Recurring | Loans	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	33,190,000,000	'	30,786,000,000	'	'	'
Recurring | Asset-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	4,306,000,000	'	4,919,000,000	'	'	'
Recurring | Asset-backed securities - Collateralized loan obligations	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	28,450,000,000	'	28,230,000,000	'	'	'
Recurring | Asset backed securities - Other	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	13,108,000,000	'	12,245,000,000	'	'	'
Recurring | Total debt instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	198,693,000,000	'	181,551,000,000	'	'	'
Recurring | Equity securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	113,834,000,000	'	109,506,000,000	'	'	'
Available-for-sale securities	3,291,000,000	'	3,142,000,000	'	'	'
Recurring | Physical commodities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	9,552,000,000	'	10,189,000,000	'	'	'
Recurring | Other debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	8,086,000,000	'	7,659,000,000	'	'	'
Recurring | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	330,165,000,000	'	308,905,000,000	'	'	'
Recurring | Private equity investments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	5,540,000,000	'	7,509,000,000	'	'	'
Recurring | All other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	7,353,000,000	'	7,678,000,000	'	'	'
Recurring | Total other assets | Fair Value	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	12,893,000,000	'	15,187,000,000	'	'	'
Recurring | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	28,829,000,000	'	25,782,000,000	'	'	'
Recurring | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	2,964,000,000	'	1,516,000,000	'	'	'
Recurring | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	11,625,000,000	'	16,790,000,000	'	'	'
Recurring | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	9,377,000,000	'	12,227,000,000	'	'	'
Recurring | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	9,583,000,000	'	9,444,000,000	'	'	'
Recurring | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	62,378,000,000	'	65,759,000,000	'	'	'
Recurring | US government-sponsored enterprises debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Total assets measured at fair value on a recurring basis	80,600,000,000	'	91,500,000,000	'	'	'
Recurring | Level 1	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Federal funds sold and securities purchased under resale agreements	0	'	0	'	'	'
Securities borrowed	0	'	0	'	'	'
Trading assets	174,978,000,000	'	154,507,000,000	'	'	'
Trading liabilities	70,918,000,000	'	62,424,000,000	'	'	'
Available-for-sale securities	48,545,000,000	'	49,881,000,000	'	'	'
Loans	0	'	0	'	'	'
Mortgage servicing rights	0	'	0	'	'	'
Total assets measured at fair value on a recurring basis	228,142,000,000	'	209,207,000,000	'	'	'
Deposits	0	'	0	'	'	'
Federal funds purchased and securities loaned or sold under repurchase agreements	0	'	0	'	'	'
Other borrowed funds	0	'	0	'	'	'
Accounts payable and other liabilities	0	'	0	'	'	'
Beneficial interests issued by consolidated VIEs	0	'	0	'	'	'
Long-term debt	0	'	0	'	'	'
Total liabilities measured at fair value on a recurring basis	70,918,000,000	'	62,424,000,000	'	'	'
Recurring | Level 1 | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	69,704,000,000	'	61,262,000,000	'	'	'
Recurring | Level 1 | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	612,000,000	'	321,000,000	'	'	'
Recurring | Level 1 | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	0	'	0	'	'	'
Recurring | Level 1 | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	481,000,000	'	443,000,000	'	'	'
Recurring | Level 1 | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	0	'	0	'	'	'
Recurring | Level 1 | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	121,000,000	'	398,000,000	'	'	'
Recurring | Level 1 | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	1,214,000,000	'	1,162,000,000	'	'	'
Recurring | Level 1 | Mortgage-backed securities - US government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	9,000,000	'	4,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Mortgage-backed securities - Residential – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Mortgage-backed securities - Commercial – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Total mortgage-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	9,000,000	'	4,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | U.S. Treasury and government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	27,221,000,000	'	14,933,000,000	'	'	'
Available-for-sale securities	19,230,000,000	'	21,091,000,000	'	'	'
Recurring | Level 1 | Obligations of U.S. states and municipalities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Certificates of deposit, bankers’ acceptances and commercial paper	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 1 | Certificates of deposit	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Non-U.S. government debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	28,957,000,000	'	25,762,000,000	'	'	'
Available-for-sale securities	26,024,000,000	'	25,648,000,000	'	'	'
Recurring | Level 1 | Corporate debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Loans	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 1 | Asset-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 1 | Asset-backed securities - Collateralized loan obligations	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Asset backed securities - Other	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 1 | Total debt instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	56,187,000,000	'	40,699,000,000	'	'	'
Recurring | Level 1 | Equity securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	112,284,000,000	'	107,667,000,000	'	'	'
Available-for-sale securities	3,291,000,000	'	3,142,000,000	'	'	'
Recurring | Level 1 | Physical commodities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	5,337,000,000	'	4,968,000,000	'	'	'
Recurring | Level 1 | Other debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 1 | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	173,808,000,000	'	153,334,000,000	'	'	'
Recurring | Level 1 | Private equity investments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	339,000,000	'	606,000,000	'	'	'
Recurring | Level 1 | All other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	4,280,000,000	'	4,213,000,000	'	'	'
Recurring | Level 1 | Total other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	4,619,000,000	'	4,819,000,000	'	'	'
Recurring | Level 1 | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	496,000,000	'	419,000,000	'	'	'
Recurring | Level 1 | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 1 | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	464,000,000	'	434,000,000	'	'	'
Recurring | Level 1 | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 1 | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	210,000,000	'	320,000,000	'	'	'
Recurring | Level 1 | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,170,000,000	'	1,173,000,000	'	'	'
Recurring | Level 2	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Federal funds sold and securities purchased under resale agreements	27,837,000,000	'	25,135,000,000	'	'	'
Securities borrowed	2,134,000,000	'	3,739,000,000	'	'	'
Trading assets	1,217,400,000,000	'	1,289,072,000,000	'	'	'
Trading liabilities	1,074,320,000,000	'	1,159,799,000,000	'	'	'
Available-for-sale securities	263,688,000,000	'	277,774,000,000	'	'	'
Loans	76,000,000	'	80,000,000	'	'	'
Mortgage servicing rights	0	'	0	'	'	'
Total assets measured at fair value on a recurring basis	1,511,750,000,000	'	1,596,518,000,000	'	'	'
Deposits	5,084,000,000	'	4,369,000,000	'	'	'
Federal funds purchased and securities loaned or sold under repurchase agreements	2,630,000,000	'	5,426,000,000	'	'	'
Other borrowed funds	13,865,000,000	'	11,232,000,000	'	'	'
Accounts payable and other liabilities	0	'	0	'	'	'
Beneficial interests issued by consolidated VIEs	1,032,000,000	'	756,000,000	'	'	'
Long-term debt	19,396,000,000	'	18,870,000,000	'	'	'
Total liabilities measured at fair value on a recurring basis	1,116,327,000,000	'	1,200,452,000,000	'	'	'
Fair value assets and liabilities measured on recurring basis - supplemental data	'	'	'	'	'	'
Investment valued at net asset value	590,000,000	'	899,000,000	'	'	'
Recurring | Level 2 | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	18,077,000,000	'	19,055,000,000	'	'	'
Recurring | Level 2 | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	783,367,000,000	'	822,014,000,000	'	'	'
Recurring | Level 2 | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	76,642,000,000	'	78,731,000,000	'	'	'
Recurring | Level 2 | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	111,371,000,000	'	156,838,000,000	'	'	'
Recurring | Level 2 | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	48,817,000,000	'	46,552,000,000	'	'	'
Recurring | Level 2 | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	36,046,000,000	'	36,609,000,000	'	'	'
Recurring | Level 2 | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	1,056,243,000,000	'	1,140,744,000,000	'	'	'
Recurring | Level 2 | Mortgage-backed securities - US government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	25,682,000,000	'	25,582,000,000	'	'	'
Available-for-sale securities	64,512,000,000	'	77,815,000,000	'	'	'
Recurring | Level 2 | Mortgage-backed securities - Residential – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,622,000,000	'	1,749,000,000	'	'	'
Available-for-sale securities	58,139,000,000	'	61,760,000,000	'	'	'
Recurring | Level 2 | Mortgage-backed securities - Commercial – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,265,000,000	'	871,000,000	'	'	'
Available-for-sale securities	17,999,000,000	'	15,900,000,000	'	'	'
Recurring | Level 2 | Total mortgage-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	28,569,000,000	'	28,202,000,000	'	'	'
Available-for-sale securities	140,650,000,000	'	155,475,000,000	'	'	'
Recurring | Level 2 | U.S. Treasury and government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	6,893,000,000	'	10,547,000,000	'	'	'
Available-for-sale securities	129,000,000	'	298,000,000	'	'	'
Recurring | Level 2 | Obligations of U.S. states and municipalities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	6,413,000,000	'	6,538,000,000	'	'	'
Available-for-sale securities	28,086,000,000	'	29,461,000,000	'	'	'
Recurring | Level 2 | Certificates of deposit, bankers’ acceptances and commercial paper	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,918,000,000	'	3,071,000,000	'	'	'
Recurring | Level 2 | Certificates of deposit	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	1,410,000,000	'	1,041,000,000	'	'	'
Recurring | Level 2 | Non-U.S. government debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	25,865,000,000	'	22,379,000,000	'	'	'
Available-for-sale securities	31,821,000,000	'	30,600,000,000	'	'	'
Recurring | Level 2 | Corporate debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	27,357,000,000	'	24,802,000,000	'	'	'
Available-for-sale securities	21,356,000,000	'	21,512,000,000	'	'	'
Recurring | Level 2 | Loans	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	19,669,000,000	'	17,331,000,000	'	'	'
Recurring | Level 2 | Asset-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	3,090,000,000	'	3,647,000,000	'	'	'
Recurring | Level 2 | Asset-backed securities | Fair Value Level 3 to Level 2 Transfers Amount	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	'	'	'	'	1,300,000,000	'
Recurring | Level 2 | Asset-backed securities - Collateralized loan obligations	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	27,652,000,000	'	27,409,000,000	'	'	'
Recurring | Level 2 | Asset-backed securities - Collateralized loan obligations | Fair Value Level 3 to Level 2 Transfers Amount	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	'	'	'	'	27,300,000,000	'
Recurring | Level 2 | Asset backed securities - Other	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	12,584,000,000	'	11,978,000,000	'	'	'
Recurring | Level 2 | Total debt instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	119,774,000,000	'	116,517,000,000	'	'	'
Recurring | Level 2 | Equity securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	846,000,000	'	954,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 2 | Physical commodities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	4,212,000,000	'	5,217,000,000	'	'	'
Recurring | Level 2 | Other debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	5,745,000,000	'	5,659,000,000	'	'	'
Recurring | Level 2 | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	130,577,000,000	'	128,347,000,000	'	'	'
Recurring | Level 2 | Private equity investments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	318,000,000	'	429,000,000	'	'	'
Recurring | Level 2 | All other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	297,000,000	'	289,000,000	'	'	'
Recurring | Level 2 | Total other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	615,000,000	'	718,000,000	'	'	'
Recurring | Level 2 | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	815,033,000,000	'	848,862,000,000	'	'	'
Recurring | Level 2 | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	78,004,000,000	'	79,754,000,000	'	'	'
Recurring | Level 2 | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	111,149,000,000	'	151,521,000,000	'	'	'
Recurring | Level 2 | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	47,293,000,000	'	45,892,000,000	'	'	'
Recurring | Level 2 | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	35,344,000,000	'	34,696,000,000	'	'	'
Recurring | Level 2 | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,086,823,000,000	'	1,160,725,000,000	'	'	'
Recurring | Level 2 | Equity contracts | Fair Value Level 3 to Level 2 Transfers Amount	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	3,000,000,000	'	'	'	'	'
Trading liabilities	2,900,000,000	'	'	'	'	'
Recurring | Level 3	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Federal funds sold and securities purchased under resale agreements	0	'	0	'	'	'
Securities borrowed	0	'	0	'	'	'
Trading assets	38,311,000,000	'	45,793,000,000	'	'	'
Trading liabilities	14,466,000,000	'	18,356,000,000	'	'	'
Available-for-sale securities	1,836,000,000	'	2,322,000,000	'	'	'
Loans	4,227,000,000	'	1,931,000,000	'	'	'
Mortgage servicing rights	8,347,000,000	'	9,614,000,000	'	'	'
Total assets measured at fair value on a recurring basis	60,380,000,000	'	69,310,000,000	'	'	'
Deposits	2,838,000,000	'	2,255,000,000	'	'	'
Federal funds purchased and securities loaned or sold under repurchase agreements	0	'	0	'	'	'
Other borrowed funds	1,538,000,000	'	2,074,000,000	'	'	'
Accounts payable and other liabilities	45,000,000	'	25,000,000	'	'	'
Beneficial interests issued by consolidated VIEs	1,062,000,000	'	1,240,000,000	'	'	'
Long-term debt	11,746,000,000	'	10,008,000,000	'	'	'
Total liabilities measured at fair value on a recurring basis	31,695,000,000	'	33,958,000,000	'	'	'
Fair value assets and liabilities measured on recurring basis - supplemental data	'	'	'	'	'	'
Investment valued at net asset value	1,600,000,000	'	2,300,000,000	'	'	'
Recurring | Level 3 | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	80,000,000	'	113,000,000	'	'	'
Recurring | Level 3 | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	3,239,000,000	'	3,019,000,000	'	'	'
Recurring | Level 3 | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	2,914,000,000	'	3,671,000,000	'	'	'
Recurring | Level 3 | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	2,832,000,000	'	2,844,000,000	'	'	'
Recurring | Level 3 | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	4,707,000,000	'	8,102,000,000	'	'	'
Recurring | Level 3 | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	694,000,000	'	607,000,000	'	'	'
Recurring | Level 3 | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	14,386,000,000	'	18,243,000,000	'	'	'
Recurring | Level 3 | Mortgage-backed securities - US government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,125,000,000	'	1,005,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Mortgage-backed securities - Residential – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	543,000,000	'	726,000,000	'	'	'
Available-for-sale securities	100,000,000	'	709,000,000	'	'	'
Recurring | Level 3 | Mortgage-backed securities - Commercial – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	327,000,000	'	432,000,000	'	'	'
Available-for-sale securities	414,000,000	'	525,000,000	'	'	'
Recurring | Level 3 | Total mortgage-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,995,000,000	'	2,163,000,000	'	'	'
Available-for-sale securities	514,000,000	'	1,234,000,000	'	'	'
Recurring | Level 3 | U.S. Treasury and government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Obligations of U.S. states and municipalities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,079,000,000	'	1,382,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Certificates of deposit, bankers’ acceptances and commercial paper	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Level 3 | Certificates of deposit	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Non-U.S. government debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	128,000,000	'	143,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Corporate debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	4,793,000,000	'	5,920,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Loans	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	13,521,000,000	'	13,455,000,000	'	'	'
Recurring | Level 3 | Asset-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,216,000,000	'	1,272,000,000	'	'	'
Recurring | Level 3 | Asset-backed securities - Collateralized loan obligations	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	798,000,000	'	821,000,000	'	'	'
Recurring | Level 3 | Asset backed securities - Other	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	524,000,000	'	267,000,000	'	'	'
Recurring | Level 3 | Total debt instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	22,732,000,000	'	24,335,000,000	'	'	'
Recurring | Level 3 | Equity securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	704,000,000	'	885,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Level 3 | Physical commodities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	3,000,000	'	4,000,000	'	'	'
Recurring | Level 3 | Other debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	2,341,000,000	'	2,000,000,000	'	'	'
Recurring | Level 3 | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	25,780,000,000	'	27,224,000,000	'	'	'
Recurring | Level 3 | Private equity investments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	4,883,000,000	'	6,474,000,000	'	'	'
Recurring | Level 3 | All other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	2,776,000,000	'	3,176,000,000	'	'	'
Recurring | Level 3 | Total other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	7,659,000,000	'	9,650,000,000	'	'	'
Recurring | Level 3 | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	4,772,000,000	'	5,398,000,000	'	'	'
Recurring | Level 3 | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	3,048,000,000	'	3,766,000,000	'	'	'
Recurring | Level 3 | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	1,638,000,000	'	1,644,000,000	'	'	'
Recurring | Level 3 | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	2,501,000,000	'	7,039,000,000	'	'	'
Recurring | Level 3 | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	572,000,000	'	722,000,000	'	'	'
Recurring | Level 3 | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	12,531,000,000	'	18,569,000,000	'	'	'
Recurring | Netting adjustments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Federal funds sold and securities purchased under resale agreements	0	'	0	'	'	'
Securities borrowed	0	'	0	'	'	'
Trading assets	-1,038,146,000,000	'	-1,114,708,000,000	'	'	'
Trading liabilities	-1,021,048,000,000	'	-1,102,835,000,000	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Loans	0	'	0	'	'	'
Mortgage servicing rights	0	'	0	'	'	'
Total assets measured at fair value on a recurring basis	-1,038,146,000,000	'	-1,114,708,000,000	'	'	'
Deposits	0	'	0	'	'	'
Federal funds purchased and securities loaned or sold under repurchase agreements	0	'	0	'	'	'
Other borrowed funds	0	'	0	'	'	'
Accounts payable and other liabilities	0	'	0	'	'	'
Beneficial interests issued by consolidated VIEs	0	'	0	'	'	'
Long-term debt	0	'	0	'	'	'
Total liabilities measured at fair value on a recurring basis	-1,021,048,000,000	'	-1,102,835,000,000	'	'	'
Recurring | Netting adjustments | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	0	'	0	'	'	'
Recurring | Netting adjustments | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	-772,129,000,000	'	-812,071,000,000	'	'	'
Recurring | Netting adjustments | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	-76,724,000,000	'	-80,121,000,000	'	'	'
Recurring | Netting adjustments | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	-103,002,000,000	'	-144,178,000,000	'	'	'
Recurring | Netting adjustments | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	-42,500,000,000	'	-39,935,000,000	'	'	'
Recurring | Netting adjustments | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	-26,693,000,000	'	-26,530,000,000	'	'	'
Recurring | Netting adjustments | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading liabilities	-1,021,048,000,000	'	-1,102,835,000,000	'	'	'
Recurring | Netting adjustments | Mortgage-backed securities - US government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Mortgage-backed securities - Residential – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Mortgage-backed securities - Commercial – nonagency	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Total mortgage-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | U.S. Treasury and government agencies	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Obligations of U.S. states and municipalities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Certificates of deposit, bankers’ acceptances and commercial paper	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Certificates of deposit	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Non-U.S. government debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Corporate debt securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Loans	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Asset-backed securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Asset-backed securities - Collateralized loan obligations	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Asset backed securities - Other	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Total debt instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Equity securities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Available-for-sale securities	0	'	0	'	'	'
Recurring | Netting adjustments | Physical commodities	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Other debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Total debt and equity instruments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	0	'	0	'	'	'
Recurring | Netting adjustments | Private equity investments	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	0	'	0	'	'	'
Recurring | Netting adjustments | All other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	0	'	0	'	'	'
Recurring | Netting adjustments | Total other assets	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Other	0	'	0	'	'	'
Recurring | Netting adjustments | Interest rate contract	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	-791,472,000,000	'	-828,897,000,000	'	'	'
Recurring | Netting adjustments | Credit derivatives	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	-78,088,000,000	'	-82,004,000,000	'	'	'
Recurring | Netting adjustments | Foreign exchange contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	-101,626,000,000	'	-136,809,000,000	'	'	'
Recurring | Netting adjustments | Equity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	-40,417,000,000	'	-40,704,000,000	'	'	'
Recurring | Netting adjustments | Commodity contracts	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	-26,543,000,000	'	-26,294,000,000	'	'	'
Recurring | Netting adjustments | Total derivative	'	'	'	'	'	'
Assets and liabilities measured at fair value on a recurring basis [Abstract]	'	'	'	'	'	'
Trading assets	($1,038,146,000,000)	'	($1,114,708,000,000)	'	'	'

Fair_Value_Measurement_Level_3

Fair Value Measurement - Level 3 Inputs (Details) (USD $)

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Interest rate contract

Interest rate contract

Interest rate contract

Interest rate contract

Interest rate contract

Interest rate contract

Interest rate contract

Credit derivatives

Credit derivatives

Credit derivatives

Credit derivatives

Credit derivatives

Credit derivatives

Credit derivatives

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Equity contracts

Equity contracts

Equity contracts

Equity contracts

Equity contracts

Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Private equity investments

Private equity investments

Private equity investments

Private equity investments

Private equity investments

Private equity investments

Discounted cash flows

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Minimum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Maximum

Weighted Average

Weighted Average

Weighted Average

Weighted Average

Weighted Average

Weighted Average

Private equity direct investments

Private equity direct investments

Private equity direct investments

Private equity direct investments

Private equity fund investments

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Asset-backed securities - Collateralized loan obligations

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Market comparables

Market comparables

Option Pricing Valuation Technique [Member]

Option Pricing Valuation Technique [Member]

Option Pricing Valuation Technique [Member]

Option Pricing Valuation Technique [Member]

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Market comparables

Market comparables

Option Pricing Valuation Technique [Member]

Option Pricing Valuation Technique [Member]

Option Pricing Valuation Technique [Member]

Option Pricing Valuation Technique [Member]

Discounted cash flows

Discounted cash flows

Discounted cash flows

Discounted cash flows

Market comparables

Market comparables

Market comparables

Minimum

Maximum

Weighted Average

Net asset value

Level 3

Level 3

Level 3

Level 3

Residential mortgage-backed securities and loans

Commercial mortgage-backed securities and loans

Interest rate contract

Interest rate contract

Interest rate contract

Interest rate contract

Credit derivatives

Credit derivatives

Credit derivatives

Credit derivatives

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Foreign exchange contracts

Equity contracts

Equity contracts

Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Commodity contracts

Discounted cash flows

Discounted cash flows

Discounted cash flows

Market comparables

Market comparables

Option Pricing Valuation Technique [Member]

Long-term debt, other borrowed funds, and deposits

Residential mortgage-backed securities and loans

Commercial mortgage-backed securities and loans

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Credit derivatives

Commodity contracts

Asset-backed securities - Collateralized loan obligations

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Asset-backed securities - Collateralized loan obligations

Long-term debt, other borrowed funds, and deposits

Interest rate contract

Foreign exchange contracts

Equity contracts

Long-term debt, other borrowed funds, and deposits

Residential mortgage-backed securities and loans

Commercial mortgage-backed securities and loans

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Credit derivatives

Commodity contracts

Asset-backed securities - Collateralized loan obligations

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Asset-backed securities - Collateralized loan obligations

Long-term debt, other borrowed funds, and deposits

Interest rate contract

Foreign exchange contracts

Equity contracts

Residential mortgage-backed securities and loans

Commercial mortgage-backed securities and loans

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Asset-backed securities - Collateralized loan obligations

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Asset-backed securities - Collateralized loan obligations

Private equity investments

Market comparables

Market comparables

Market comparables

Private equity investments

Credit derivatives with underlying mortgage risk

Credit derivatives with underlying asset-backed securities risk

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Long-term debt, other borrowed funds, and deposits

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Asset-backed securities - Collateralized loan obligations

Corporate debt securities, obligations of U.S. states and municipalities, and other [Member]

Asset-backed securities - Collateralized loan obligations

Long-term debt, other borrowed funds, and deposits

Level 3

Private equity investments

Private equity investments

Private equity investments

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3 Inputs

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$9,931,000,000

$2,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$16,933,000,000

$798,000,000

$4,078,000,000

$379,000,000

'

Fair value of assets

1,533,000,000

2,090,000,000

2,379,000,000

2,101,000,000

2,791,000,000

3,322,000,000

1,533,000,000

134,000,000

244,000,000

95,000,000

921,000,000

1,317,000,000

1,873,000,000

134,000,000

-1,194,000,000

-1,282,000,000

-1,200,000,000

-1,218,000,000

-1,516,000,000

-1,750,000,000

-1,194,000,000

-2,206,000,000

-1,060,000,000

-1,063,000,000

-2,291,000,000

-1,000,000,000

-1,806,000,000

-2,206,000,000

-122,000,000

-58,000,000

115,000,000

71,000,000

182,000,000

254,000,000

-122,000,000

8,347,000,000

8,552,000,000

9,614,000,000

9,335,000,000

7,949,000,000

7,614,000,000

8,347,000,000

4,883,000,000

5,335,000,000

6,474,000,000

7,105,000,000

6,831,000,000

7,181,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,419,000,000

'

'

'

464,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities, fair value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

197,892,000,000

193,999,000,000

31,695,000,000

33,958,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,359,000,000

'

'

'

'

14,763,000,000

Yield

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.00%

3.00%

1.00%

'

'

'

'

'

'

'

'

'

'

15.00%

28.00%

43.00%

'

'

'

'

'

'

'

'

'

6.00%

15.00%

9.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Prepayment speed

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

'

'

'

'

20.00%

'

'

'

'

'

'

'

21.00%

'

'

'

'

'

'

'

'

'

'

'

6.00%

'

'

20.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Conditional default rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.00%

'

0.00%

0.00%

'

'

'

'

'

'

'

'

'

'

'

100.00%

100.00%

'

'

'

'

'

'

'

'

'

'

29.00%

10.00%

'

2.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

40.00%

'

0.00%

0.00%

'

'

'

'

'

'

'

'

'

'

'

100.00%

40.00%

'

'

'

'

'

'

'

'

'

'

22.00%

35.00%

'

40.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Price

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

120

108

'

'

'

'

'

'

'

'

94

79

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-75.00%

-75.00%

'

'

'

'

'

'

'

'

'

'

'

97.00%

97.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate spread volatility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

'

'

'

'

'

'

'

'

'

'

'

'

60.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Credit correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

44.00%

'

'

'

44.00%

'

'

'

'

'

'

'

'

86.00%

'

'

'

86.00%

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Foreign exchange correlation

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

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'

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'

'

0.00%

'

48.00%

'

'

'

'

'

'

'

'

'

'

75.00%

'

75.00%

'

'

'

'

'

'

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'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity volatility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

20.00%

'

'

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'

'

'

'

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'

50.00%

'

'

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'

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'

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'

'

'

'

'

Forward commodity price

'

'

'

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'

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'

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20

'

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'

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'

'

160

'

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'

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'

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'

'

'

EBITDA multiple

'

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2.7

12.3

7.6

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'

Credit spread

'

'

'

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'

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'

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'

'

0.53%

'

'

2.40%

'

'

'

'

'

'

'

'

'

3.65%

'

'

5.00%

'

'

'

'

'

'

'

'

1.67%

2.52%

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liquidity adjustment

'

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'

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'

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'

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'

0.00%

49.00%

13.00%

'

'

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'

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'

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'

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'

'

'

'

'

'

'

'

'

'

Equity correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

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'

'

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'

'

'

'

'

'

'

'

-55.00%

'

'

'

'

'

'

'

'

'

'

'

'

80.00%

'

'

'

'

'

'

'

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'

'

'

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'

'

'

'

'

'

'

'

'

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'

'

'

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'

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'

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'

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'

'

'

'

'

'

'

'

'

Level 3 Inputs - Supplemental Data

'

'

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'

'

'

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'

'

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'

'

'

'

'

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'

'

'

'

'

'

Trading assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

392,543,000,000

374,664,000,000

38,311,000,000

45,793,000,000

389,000,000

1,100,000,000

'

'

28,829,000,000

25,782,000,000

4,772,000,000

5,398,000,000

2,964,000,000

1,516,000,000

3,048,000,000

3,766,000,000

11,625,000,000

16,790,000,000

1,638,000,000

1,644,000,000

9,377,000,000

12,227,000,000

2,501,000,000

7,039,000,000

9,583,000,000

9,444,000,000

572,000,000

722,000,000

'

'

'

'

'

'

Trading liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$138,656,000,000

$137,744,000,000

$14,466,000,000

$18,356,000,000

$342,000,000

$972,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Changes

Fair Value Measurement - Changes in level 3 recurring measurements (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Deposits	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	$2,386	$2,015	$2,255	$1,983
Total realized/unrealized (gains)/losses	74	-110	111	-105
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	519	316	809	612
Settlements	-24	-44	-66	-157
Transfers into and/or out of level 3	-117	13	-271	-143
Ending balance	2,838	2,190	2,838	2,190
Change in unrealized (gains)/losses related to financial instruments held	63	-110	98	-97
Other borrowed funds	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	1,535	2,137	2,074	1,619
Total realized/unrealized (gains)/losses	-132	-243	-93	-269
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	1,343	2,389	2,676	4,151
Settlements	-1,380	-1,695	-3,487	-2,919
Transfers into and/or out of level 3	172	85	368	91
Ending balance	1,538	2,673	1,538	2,673
Change in unrealized (gains)/losses related to financial instruments held	-30	33	84	74
Trading liabilities – debt and equity instruments	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	101	251	113	205
Total realized/unrealized (gains)/losses	-4	-60	-4	-68
Purchases	-46	-374	-262	-1,859
Sales	71	454	279	2,006
Issuances	0	0	0	0
Settlements	-4	-21	-8	-34
Transfers into and/or out of level 3	-38	-146	-38	-146
Ending balance	80	104	80	104
Change in unrealized (gains)/losses related to financial instruments held	1	-48	1	-78
Accounts payable and other liabilities	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	18	33	25	36
Total realized/unrealized (gains)/losses	27	0	27	1
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	-1	-7	-5
Transfers into and/or out of level 3	0	0	0	0
Ending balance	45	32	45	32
Change in unrealized (gains)/losses related to financial instruments held	27	0	27	1
Beneficial interests issued by consolidated VIEs	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	1,160	818	1,240	925
Total realized/unrealized (gains)/losses	54	59	101	25
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	4	30	82	51
Settlements	-54	-44	-259	-138
Transfers into and/or out of level 3	-102	0	-102	0
Ending balance	1,062	863	1,062	863
Change in unrealized (gains)/losses related to financial instruments held	58	54	88	26
Long-term debt	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	11,203	9,084	10,008	8,476
Total realized/unrealized (gains)/losses	437	-430	539	-905
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	1,912	1,878	3,744	3,733
Settlements	-1,369	-1,246	-2,379	-1,603
Transfers into and/or out of level 3	-437	-84	-166	-499
Ending balance	11,746	9,202	11,746	9,202
Change in unrealized (gains)/losses related to financial instruments held	410	-292	585	-321
Mortgage-backed securities - US government agencies	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,150	819	1,005	498
Total realized/unrealized gains/(losses)	27	106	30	140
Purchases	12	2	343	393
Sales	-12	0	-174	-79
Settlements	-33	-26	-60	-51
Transfers into and/or out of level 3	-19	0	-19	0
Ending Balance	1,125	901	1,125	901
Change in unrealized gains/(losses) related to financial instruments held	28	114	32	153
Mortgage-backed securities - Residential – nonagency	'	'	'	'
Assets	'	'	'	'
Beginning balance	715	633	726	663
Total realized/unrealized gains/(losses)	67	203	91	312
Purchases	181	135	373	434
Sales	-314	-336	-514	-740
Settlements	-12	-20	-24	-49
Transfers into and/or out of level 3	-94	0	-109	-5
Ending Balance	543	615	543	615
Change in unrealized gains/(losses) related to financial instruments held	21	135	29	177
Mortgage-backed securities - Commercial – nonagency	'	'	'	'
Assets	'	'	'	'
Beginning balance	465	1,151	432	1,207
Total realized/unrealized gains/(losses)	8	-39	28	-125
Purchases	260	302	581	439
Sales	-187	-113	-481	-178
Settlements	-34	-30	-48	-72
Transfers into and/or out of level 3	-185	0	-185	0
Ending Balance	327	1,271	327	1,271
Change in unrealized gains/(losses) related to financial instruments held	0	-49	4	-142
Total mortgage-backed securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,330	2,603	2,163	2,368
Total realized/unrealized gains/(losses)	102	270	149	327
Purchases	453	439	1,297	1,266
Sales	-513	-449	-1,169	-997
Settlements	-79	-76	-132	-172
Transfers into and/or out of level 3	-298	0	-313	-5
Ending Balance	1,995	2,787	1,995	2,787
Change in unrealized gains/(losses) related to financial instruments held	49	200	65	188
Obligations of U.S. states and municipalities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,219	1,432	1,382	1,436
Total realized/unrealized gains/(losses)	-35	-23	-13	18
Purchases	0	52	0	53
Sales	-105	-37	-290	-83
Settlements	0	-203	0	-203
Transfers into and/or out of level 3	'	0	0	0
Ending Balance	1,079	1,221	1,079	1,221
Change in unrealized gains/(losses) related to financial instruments held	-44	-22	7	17
Non-U.S. government debt securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	52	85	143	67
Total realized/unrealized gains/(losses)	3	9	19	11
Purchases	25	333	435	634
Sales	-3	-397	-519	-682
Settlements	-1	-4	-2	-4
Transfers into and/or out of level 3	52	110	52	110
Ending Balance	128	136	128	136
Change in unrealized gains/(losses) related to financial instruments held	3	11	24	11
Corporate debt securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	4,873	4,852	5,920	5,308
Total realized/unrealized gains/(losses)	130	-41	368	-124
Purchases	1,163	2,251	2,360	5,178
Sales	-663	-955	-2,015	-3,518
Settlements	-823	-822	-1,664	-1,447
Transfers into and/or out of level 3	113	450	-176	338
Ending Balance	4,793	5,735	4,793	5,735
Change in unrealized gains/(losses) related to financial instruments held	74	28	280	30
Loans, debt instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	12,521	10,032	13,455	10,787
Total realized/unrealized gains/(losses)	372	41	691	-131
Purchases	3,129	3,782	5,287	5,408
Sales	-1,108	-2,265	-2,902	-3,750
Settlements	-1,172	-688	-2,718	-1,391
Transfers into and/or out of level 3	-221	38	-292	17
Ending Balance	13,521	10,940	13,521	10,940
Change in unrealized gains/(losses) related to financial instruments held	376	21	882	-229
Asset-backed securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,156	1,579	1,272	3,696
Total realized/unrealized gains/(losses)	46	95	70	159
Purchases	807	444	1,357	1,040
Sales	-776	-557	-1,332	-1,534
Settlements	-151	-12	-171	-147
Transfers into and/or out of level 3	134	-121	20	-1,786
Ending Balance	1,216	1,428	1,216	1,428
Change in unrealized gains/(losses) related to financial instruments held	32	56	43	74
Total debt instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	22,151	20,583	24,335	23,662
Total realized/unrealized gains/(losses)	618	351	1,284	260
Purchases	5,577	7,301	10,736	13,579
Sales	-3,168	-4,660	-8,227	-10,564
Settlements	-2,226	-1,805	-4,687	-3,364
Transfers into and/or out of level 3	-220	477	-709	-1,326
Ending Balance	22,732	22,247	22,732	22,247
Change in unrealized gains/(losses) related to financial instruments held	490	294	1,301	91
Equity securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	885	1,172	885	1,114
Total realized/unrealized gains/(losses)	18	-10	99	-9
Purchases	49	111	85	204
Sales	-56	-57	-75	-148
Settlements	-25	-56	-34	-65
Transfers into and/or out of level 3	-167	-121	-256	-57
Ending Balance	704	1,039	704	1,039
Change in unrealized gains/(losses) related to financial instruments held	83	-8	147	-28
Physical commodities	'	'	'	'
Assets	'	'	'	'
Beginning balance	3	0	4	0
Total realized/unrealized gains/(losses)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	-1	0
Transfers into and/or out of level 3	0	16	0	16
Ending Balance	3	16	3	16
Change in unrealized gains/(losses) related to financial instruments held	0	0	0	0
Other debt and equity instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,284	948	2,000	863
Total realized/unrealized gains/(losses)	266	43	169	87
Purchases	656	54	710	126
Sales	-127	-18	-178	-20
Settlements	-67	-52	-95	-81
Transfers into and/or out of level 3	329	130	-265	130
Ending Balance	2,341	1,105	2,341	1,105
Change in unrealized gains/(losses) related to financial instruments held	173	38	146	139
Total debt and equity instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	24,323	22,703	27,224	25,639
Total realized/unrealized gains/(losses)	902	384	1,552	338
Purchases	6,282	7,466	11,531	13,909
Sales	-3,351	-4,735	-8,480	-10,732
Settlements	-2,318	-1,913	-4,817	-3,510
Transfers into and/or out of level 3	-58	502	-1,230	-1,237
Ending Balance	25,780	24,407	25,780	24,407
Change in unrealized gains/(losses) related to financial instruments held	746	324	1,594	202
Interest rate contract	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,090	2,791	2,379	3,322
Total realized/unrealized gains/(losses)	2	125	26	431
Purchases	50	46	98	115
Sales	-63	-63	-106	-125
Settlements	-427	-989	-765	-1,847
Transfers into and/or out of level 3	-119	191	-99	205
Ending Balance	1,533	2,101	1,533	2,101
Change in unrealized gains/(losses) related to financial instruments held	-49	156	-690	45
Credit derivatives	'	'	'	'
Assets	'	'	'	'
Beginning balance	244	1,317	95	1,873
Total realized/unrealized gains/(losses)	-124	-335	-239	-824
Purchases	164	3	222	50
Sales	-21	-1	-21	-1
Settlements	-79	-76	127	-189
Transfers into and/or out of level 3	-50	13	-50	12
Ending Balance	134	921	134	921
Change in unrealized gains/(losses) related to financial instruments held	-91	-360	-186	-836
Foreign exchange contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-1,282	-1,516	-1,200	-1,750
Total realized/unrealized gains/(losses)	-143	161	-342	45
Purchases	33	8	94	-7
Sales	-3	0	-19	-3
Settlements	206	137	255	513
Transfers into and/or out of level 3	-5	-8	18	-16
Ending Balance	-1,194	-1,218	-1,194	-1,218
Change in unrealized gains/(losses) related to financial instruments held	-141	71	-291	-5
Equity contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-1,060	-1,000	-1,063	-1,806
Total realized/unrealized gains/(losses)	-774	-323	-703	539
Purchases	46	465	847	536
Sales	-521	-568	-1,554	-647
Settlements	327	-588	452	-810
Transfers into and/or out of level 3	-224	-277	-185	-103
Ending Balance	-2,206	-2,291	-2,206	-2,291
Change in unrealized gains/(losses) related to financial instruments held	-204	654	343	604
Commodity contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-58	182	115	254
Total realized/unrealized gains/(losses)	-18	295	-172	653
Purchases	0	0	1	11
Sales	0	0	0	-3
Settlements	29	-412	-13	-854
Transfers into and/or out of level 3	-75	6	-53	10
Ending Balance	-122	71	-122	71
Change in unrealized gains/(losses) related to financial instruments held	16	63	-156	240
Total net derivative receivables	'	'	'	'
Assets	'	'	'	'
Beginning balance	-66	1,774	326	1,893
Total realized/unrealized gains/(losses)	-1,057	-77	-1,430	844
Purchases	293	522	1,262	705
Sales	-608	-632	-1,700	-779
Settlements	56	-1,928	56	-3,187
Transfers into and/or out of level 3	-473	-75	-369	108
Ending Balance	-1,855	-416	-1,855	-416
Change in unrealized gains/(losses) related to financial instruments held	-469	584	-980	48
Asset-backed securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,127	1,130	1,088	28,024
Total realized/unrealized gains/(losses)	-9	0	-11	5
Purchases	225	0	225	400
Sales	0	0	-2	0
Settlements	-21	-5	-41	-44
Transfers into and/or out of level 3	0	0	63	-27,260
Ending Balance	1,322	1,125	1,322	1,125
Change in unrealized gains/(losses) related to financial instruments held	-9	0	-11	5
Other	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,190	837	1,234	892
Total realized/unrealized gains/(losses)	1	0	-2	-9
Purchases	122	7	122	7
Sales	0	0	0	-13
Settlements	-27	-20	-68	-53
Transfers into and/or out of level 3	-772	0	-772	0
Ending Balance	514	824	514	824
Change in unrealized gains/(losses) related to financial instruments held	2	0	-1	3
Total available-for-sale securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,317	1,967	2,322	28,916
Total realized/unrealized gains/(losses)	-8	0	-13	-4
Purchases	347	7	347	407
Sales	0	0	-2	-13
Settlements	-48	-25	-109	-97
Transfers into and/or out of level 3	-772	0	-709	-27,260
Ending Balance	1,836	1,949	1,836	1,949
Change in unrealized gains/(losses) related to financial instruments held	-7	0	-12	8
Loans	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,271	2,064	1,931	2,282
Total realized/unrealized gains/(losses)	40	6	72	-29
Purchases	2,396	103	3,080	328
Sales	0	-7	-142	-56
Settlements	-480	-323	-714	-682
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	4,227	1,843	4,227	1,843
Change in unrealized gains/(losses) related to financial instruments held	21	9	47	-43
Mortgage servicing rights	'	'	'	'
Assets	'	'	'	'
Beginning balance	8,552	7,949	9,614	7,614
Total realized/unrealized gains/(losses)	-149	1,038	-971	1,347
Purchases	181	655	376	1,339
Sales	2	-19	-186	-418
Settlements	-239	-288	-486	-547
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	8,347	9,335	8,347	9,335
Change in unrealized gains/(losses) related to financial instruments held	-149	1,038	-971	1,347
Private equity investments	'	'	'	'
Assets	'	'	'	'
Beginning balance	5,335	6,831	6,474	7,181
Total realized/unrealized gains/(losses)	168	434	264	165
Purchases	22	122	109	203
Sales	-469	-7	-1,487	-103
Settlements	-132	-275	-436	-341
Transfers into and/or out of level 3	-41	0	-41	0
Ending Balance	4,883	7,105	4,883	7,105
Change in unrealized gains/(losses) related to financial instruments held	131	206	119	-188
All other assets	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,984	3,985	3,176	4,258
Total realized/unrealized gains/(losses)	47	1	-26	-25
Purchases	62	83	135	135
Sales	-117	-292	-154	-295
Settlements	-200	-97	-355	-393
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	2,776	3,680	2,776	3,680
Change in unrealized gains/(losses) related to financial instruments held	$47	($11)	($26)	($41)

Fair_Value_Measurement_Changes1

Fair Value Measurement - Changes in Level 3, Supplemental Caption Data (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
In Millions, unless otherwise specified			Total available-for-sale securities	Total available-for-sale securities	Total available-for-sale securities	Total available-for-sale securities
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'	'	'	'
Level 3 liabilities as percentage of total firm liabilities at fair value	16.00%	18.00%	'	'	'	'
Fair Value Measurement With Unobservable Inputs Reconciliation Recurring Basis Asset Gain Loss	'	'	($11)	$3	($12)	($15)
Unrealized gains (losses) recorded in OCI on AFS securities	'	'	$3	($3)	($1)	$11

Fair_Value_Measurement_Level_31

Fair Value Measurement - Level 3 Analysis (Details) (USD $)

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Long-term debt

Long-term debt

Long-term debt

Long-term debt

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Mortgage servicing rights

Private equity investments

Private equity investments

Private equity investments

Private equity investments

Total net derivative receivables

Total net derivative receivables

Total net derivative receivables

Total net derivative receivables

Loans

Loans

Loans

Loans

Debt and equity instruments

Debt and equity instruments

Debt and equity instruments

Debt and equity instruments

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Total net derivative receivables

Total net derivative receivables

Debt and equity instruments

Debt and equity instruments

Level 3

Level 3

Level 3

Level 3 Analysis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of level 3 assets to total assets

2.50%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Assets measured at fair value on a recurring basis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$762,126

$760,327

'

'

'

'

$60,380

$60,380

$69,310

Increase (decrease) in level 3 assets

'

'

'

'

'

'

'

-1.3

'

'

'

-1,600

'

'

'

'

'

2,000

'

2,300

'

'

'

'

'

'

'

-4,900

-6,000

1,500

-1,400

-2,800

-8,900

'

Total realized/unrealized gains/(losses)

'

'

'

'

'

-149

1,038

-971

1,347

168

434

264

165

-1,057

-77

-1,430

844

40

6

72

-29

902

384

1,552

338

'

'

'

'

'

'

'

'

'

Total realized/unrealized (gains)/losses

'

$437

($430)

$539

($905)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Credit_

Fair Value Measurement - Credit Adjustments Reflected on Balance Sheet (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Credit adjustments	'	'
Derivative receivables balance	$62,378,000,000	$65,759,000,000
Derivative payables balance	50,795,000,000	57,314,000,000
Derivatives CVA	-2,099,000,000	-2,352,000,000
Derivatives and structured notes DVA and FVA	-483,000,000	-322,000,000
Structured notes balance (net of structures notes DVA and FVA)	54,467,000,000	48,808,000,000
Derivative credit risk valuation adjustment, derivative liabilities	620,000,000	715,000,000
Plain Vanilla Financial Instruments	'	'
Credit adjustments	'	'
Structured Notes Balance Net Of DVA	1,200,000,000	1,100,000,000
Debit Valuation Adjustment	'	'
Credit adjustments	'	'
Derivatives and structured notes DVA and FVA	1,131,000,000	952,000,000
Derivative credit risk valuation adjustment, derivative liabilities	$1,400,000,000	$1,400,000,000

Fair_Value_Measurement_Impact_

Fair Value Measurement - Impact of Credit Adjustments (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Impact of credit adjustments on earnings	'	'	'	'
Structured note credit adjustments	$82	$159	$5	$192
Credit Valuation Adjustment	'	'	'	'
Impact of credit adjustments on earnings	'	'	'	'
Derivative credit adjustments	272	549	253	881
Debit Valuation Adjustment and Funding Valuation Adjustment	'	'	'	'
Impact of credit adjustments on earnings	'	'	'	'
Derivative credit adjustments	-36	'	-161	'
Structured note credit adjustments	162	'	179	'
Debit Valuation Adjustment	'	'	'	'
Impact of credit adjustments on earnings	'	'	'	'
Derivative credit adjustments	-1	104	-95	99
Structured note credit adjustments	$134	$251	$19	$382

Fair_Value_Measurement_Nonrecu

Fair Value Measurement - Nonrecurring Basis (Details) (USD $)

3 Months Ended

6 Months Ended

0 Months Ended

In Millions, unless otherwise specified

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2014

Minimum

Minimum

Maximum

Maximum

Weighted Average

Weighted Average

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Nonrecurring

Price Valuation Technique

Broker Price Opinion Valuation Technique

Price Valuation Technique

Broker Price Opinion Valuation Technique

Price Valuation Technique

Broker Price Opinion Valuation Technique

Level 2

Level 2

Level 3

Level 3

Level 3

Level 3

Trade finance loans reclassified to held-for-sale

Residential mortgage

Trade finance loans reclassified to held-for-sale

Residential mortgage

Trade finance loans reclassified to held-for-sale

Residential mortgage

Trade finance loans reclassified to held-for-sale

Residential mortgage

Assets and liabilities measured at fair value on a nonrecurring basis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total assets at fair value on a nonrecurring basis

'

'

'

'

'

'

'

'

'

'

$3,400

$1,600

$597

$95

$2,800

$1,500

$2,100

$542

Indicative pricing from external investors

'

'

'

'

0.58%

'

0.70%

'

0.62%

'

'

'

'

'

'

'

'

'

Fair value inputs, liquidation value discount

'

'

'

'

'

12.00%

'

64.00%

'

29.00%

'

'

'

'

'

'

'

'

Fair value option, changes in fair value gain (loss)

($318)

($293)

($456)

($521)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Carryin

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013	Dec. 31, 2012
Financial assets	'	'	'	'	'	'
Cash and due from banks	$27,523,000,000	$29,214,000,000	$27,523,000,000	$29,214,000,000	$39,771,000,000	$53,723,000,000
Deposits with banks	393,909,000,000	'	393,909,000,000	'	316,051,000,000	'
Federal funds sold and securities purchased under resale agreements	248,149,000,000	'	248,149,000,000	'	248,116,000,000	'
Securities, held-to-maturity	49,163,000,000	'	49,163,000,000	'	23,731,000,000	'
Financial liabilities	'	'	'	'	'	'
Commercial paper	63,804,000,000	'	63,804,000,000	'	57,848,000,000	'
Other borrowed funds	34,713,000,000	'	34,713,000,000	'	27,994,000,000	'
Beneficial interests issued by consolidated VIEs	45,723,000,000	'	45,723,000,000	'	49,617,000,000	'
Trading assets and liabilities average balances Abstract	'	'	'	'	'	'
Trading assets - debt and equity instruments	325,426,000,000	357,285,000,000	320,197,000,000	363,952,000,000	'	'
Trading assets - derivative receivables	60,830,000,000	75,310,000,000	62,814,000,000	75,115,000,000	'	'
Trading liabilities - debt and equity instruments	85,123,000,000	75,671,000,000	85,230,000,000	73,103,000,000	'	'
Trading liabilities - derivative payables	49,487,000,000	66,246,000,000	51,305,000,000	67,458,000,000	'	'
Carrying value	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	27,500,000,000	'	27,500,000,000	'	39,800,000,000	'
Deposits with banks	393,900,000,000	'	393,900,000,000	'	316,100,000,000	'
Accrued interest and accounts receivable	77,100,000,000	'	77,100,000,000	'	65,200,000,000	'
Federal funds sold and securities purchased under resale agreements	220,300,000,000	'	220,300,000,000	'	223,000,000,000	'
Securities borrowed	111,800,000,000	'	111,800,000,000	'	107,700,000,000	'
Securities, held-to-maturity	47,800,000,000	'	47,800,000,000	'	24,000,000,000	'
Loans	727,400,000,000	'	727,400,000,000	'	720,100,000,000	'
Other	52,800,000,000	'	52,800,000,000	'	58,200,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,311,800,000,000	'	1,311,800,000,000	'	1,281,100,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	213,900,000,000	'	213,900,000,000	'	175,700,000,000	'
Commercial paper	63,800,000,000	'	63,800,000,000	'	57,800,000,000	'
Other borrowed funds	19,300,000,000	'	19,300,000,000	'	14,700,000,000	'
Accounts payable and other liabilities	175,200,000,000	'	175,200,000,000	'	160,200,000,000	'
Beneficial interests issued by consolidated VIEs	43,600,000,000	'	43,600,000,000	'	47,600,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	238,800,000,000	'	238,800,000,000	'	239,000,000,000	'
Wholesale lending related commitments	600,000,000	'	600,000,000	'	700,000,000	'
Fair Value	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	27,500,000,000	'	27,500,000,000	'	39,800,000,000	'
Deposits with banks	393,900,000,000	'	393,900,000,000	'	316,100,000,000	'
Accrued interest and accounts receivable	77,100,000,000	'	77,100,000,000	'	65,200,000,000	'
Federal funds sold and securities purchased under resale agreements	220,300,000,000	'	220,300,000,000	'	223,000,000,000	'
Securities borrowed	111,800,000,000	'	111,800,000,000	'	107,700,000,000	'
Securities, held-to-maturity	49,200,000,000	'	49,200,000,000	'	23,700,000,000	'
Loans	731,700,000,000	'	731,700,000,000	'	720,200,000,000	'
Other	56,500,000,000	'	56,500,000,000	'	61,900,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,312,100,000,000	'	1,312,100,000,000	'	1,281,500,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	213,900,000,000	'	213,900,000,000	'	175,700,000,000	'
Commercial paper	63,800,000,000	'	63,800,000,000	'	57,800,000,000	'
Other borrowed funds	19,300,000,000	'	19,300,000,000	'	14,700,000,000	'
Accounts payable and other liabilities	175,100,000,000	'	175,100,000,000	'	160,000,000,000	'
Beneficial interests issued by consolidated VIEs	43,600,000,000	'	43,600,000,000	'	47,500,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	246,100,000,000	'	246,100,000,000	'	246,800,000,000	'
Wholesale lending related commitments	800,000,000	'	800,000,000	'	1,000,000,000	'
Fair Value | Estimate of Fair Value, Level 1 Inputs	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	27,500,000,000	'	27,500,000,000	'	39,800,000,000	'
Deposits with banks	387,300,000,000	'	387,300,000,000	'	309,700,000,000	'
Accrued interest and accounts receivable	0	'	0	'	0	'
Federal funds sold and securities purchased under resale agreements	0	'	0	'	0	'
Securities borrowed	0	'	0	'	0	'
Securities, held-to-maturity	0	'	0	'	0	'
Loans	0	'	0	'	0	'
Other	0	'	0	'	0	'
Financial liabilities	'	'	'	'	'	'
Deposits	0	'	0	'	0	'
Federal funds purchased and securities loaned or sold under repurchase agreements	0	'	0	'	0	'
Commercial paper	0	'	0	'	0	'
Other borrowed funds	'	'	'	'	0	'
Accounts payable and other liabilities	0	'	0	'	0	'
Beneficial interests issued by consolidated VIEs	0	'	0	'	0	'
Long-term debt and junior subordinated deferrable interest debentures	0	'	0	'	0	'
Wholesale lending related commitments	0	'	0	'	0	'
Fair Value | Estimate of Fair Value, Level 2 Inputs	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	0	'	0	'	0	'
Deposits with banks	6,600,000,000	'	6,600,000,000	'	6,400,000,000	'
Accrued interest and accounts receivable	76,900,000,000	'	76,900,000,000	'	64,900,000,000	'
Federal funds sold and securities purchased under resale agreements	220,300,000,000	'	220,300,000,000	'	223,000,000,000	'
Securities borrowed	111,800,000,000	'	111,800,000,000	'	107,700,000,000	'
Securities, held-to-maturity	49,200,000,000	'	49,200,000,000	'	23,700,000,000	'
Loans	18,200,000,000	'	18,200,000,000	'	23,000,000,000	'
Other	49,800,000,000	'	49,800,000,000	'	54,500,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,310,900,000,000	'	1,310,900,000,000	'	1,280,300,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	213,900,000,000	'	213,900,000,000	'	175,700,000,000	'
Commercial paper	63,800,000,000	'	63,800,000,000	'	57,800,000,000	'
Other borrowed funds	19,300,000,000	'	19,300,000,000	'	14,700,000,000	'
Accounts payable and other liabilities	172,500,000,000	'	172,500,000,000	'	158,200,000,000	'
Beneficial interests issued by consolidated VIEs	40,600,000,000	'	40,600,000,000	'	44,300,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	242,700,000,000	'	242,700,000,000	'	240,800,000,000	'
Wholesale lending related commitments	0	'	0	'	0	'
Fair Value | Estimate of Fair Value, Level 3 Inputs	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	0	'	0	'	0	'
Deposits with banks	0	'	0	'	0	'
Accrued interest and accounts receivable	200,000,000	'	200,000,000	'	300,000,000	'
Federal funds sold and securities purchased under resale agreements	0	'	0	'	0	'
Securities borrowed	0	'	0	'	0	'
Securities, held-to-maturity	0	'	0	'	0	'
Loans	713,500,000,000	'	713,500,000,000	'	697,200,000,000	'
Other	6,700,000,000	'	6,700,000,000	'	7,400,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,200,000,000	'	1,200,000,000	'	1,200,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	0	'	0	'	0	'
Commercial paper	0	'	0	'	0	'
Other borrowed funds	0	'	0	'	0	'
Accounts payable and other liabilities	2,600,000,000	'	2,600,000,000	'	1,800,000,000	'
Beneficial interests issued by consolidated VIEs	3,000,000,000	'	3,000,000,000	'	3,200,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	3,400,000,000	'	3,400,000,000	'	6,000,000,000	'
Wholesale lending related commitments	$800,000,000	'	$800,000,000	'	$1,000,000,000	'

Fair_Value_Option_Details

Fair Value Option (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Changes in fair value under the fair value option election	'	'	'	'
Federal funds sold and securities purchased under resale agreements	$96	($287)	$56	($358)
Securities borrowed	-2	-8	-5	18
Trading assets:	'	'	'	'
Debt and equity instruments, excluding loans	248	-10	476	249
Loans reported as trading assets:	'	'	'	'
Changes in instrument-specific credit risk	394	237	766	577
Other changes in fair value	438	159	794	1,127
Loans:	'	'	'	'
Changes in instrument-specific credit risk	20	-1	28	-6
Other changes in fair value	24	21	31	21
Other assets	-23	2	-130	-68
Deposits	-107	219	-211	297
Federal funds purchased and securities loaned or sold under repurchase agreements	-18	41	-34	45
Other borrowed funds	-911	734	-1,171	380
Trading liabilities	-3	-14	-9	-32
Beneficial interests issued by consolidated VIEs	-48	-69	-137	-97
Other liabilities	-27	0	-27	-1
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	82	159	5	192
Other changes in fair value	-773	1,000	-791	969
Principal transactions	'	'	'	'
Changes in fair value under the fair value option election	'	'	'	'
Federal funds sold and securities purchased under resale agreements	96	-287	56	-358
Securities borrowed	-2	-8	-5	18
Trading assets:	'	'	'	'
Debt and equity instruments, excluding loans	245	-14	475	242
Loans reported as trading assets:	'	'	'	'
Changes in instrument-specific credit risk	391	211	754	539
Other changes in fair value	38	-94	102	-78
Loans:	'	'	'	'
Changes in instrument-specific credit risk	20	-1	28	-6
Other changes in fair value	24	21	31	21
Other assets	7	22	12	21
Deposits	-107	219	-211	297
Federal funds purchased and securities loaned or sold under repurchase agreements	-18	41	-34	45
Other borrowed funds	-911	734	-1,171	380
Trading liabilities	-3	-14	-9	-32
Beneficial interests issued by consolidated VIEs	-48	-69	-137	-97
Other liabilities	-27	0	-27	0
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	82	159	5	192
Other changes in fair value	-773	1,000	-791	969
Other income	'	'	'	'
Changes in fair value under the fair value option election	'	'	'	'
Federal funds sold and securities purchased under resale agreements	0	0	0	0
Securities borrowed	0	0	0	0
Trading assets:	'	'	'	'
Debt and equity instruments, excluding loans	3	4	1	7
Loans reported as trading assets:	'	'	'	'
Changes in instrument-specific credit risk	3	26	12	38
Other changes in fair value	400	253	692	1,205
Loans:	'	'	'	'
Changes in instrument-specific credit risk	0	0	0	0
Other changes in fair value	0	0	0	0
Other assets	-30	-20	-142	-89
Deposits	0	0	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0	0	0
Other borrowed funds	0	0	0	0
Trading liabilities	0	0	0	0
Beneficial interests issued by consolidated VIEs	0	0	0	0
Other liabilities	0	0	0	-1
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	0	0	0	0
Other changes in fair value	0	0	0	0
Debit Valuation Adjustment	'	'	'	'
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	134	251	19	382
Debit Valuation Adjustment and Funding Valuation Adjustment	'	'	'	'
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	$162	'	$179	'

Fair_Value_Option_Aggregate_Di

Fair Value Option - Aggregate Differences (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Long-term debt	'	'
Long-term debt	$269,929	$267,889
Other Guarantees and Commitments	'	'
Fair Value Option - Supplemental Information	'	'
Other guarantees and commitments, contractual amount	5,505	6,786
Other guarantees and commitments, carrying value	-79	-99
Letters of Credit Hedged by Derivative Transactions | Other Guarantees and Commitments	'	'
Fair Value Option - Supplemental Information	'	'
Other guarantees and commitments, contractual amount	4,500	4,500
Other guarantees and commitments, carrying value	106	99
Carrying value	'	'
Loans	'	'
Nonaccrual loans	4,676	5,365
Total loans	43,795	40,052
Carrying value | Trading assets	'	'
Loans	'	'
Nonaccrual loans	4,462	5,156
All other performing loans	35,185	33,069
Carrying value | Total loans	'	'
Loans	'	'
Nonaccrual loans	214	209
All other performing loans	3,934	1,618
Carrying value | Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	15,634	15,797
Fair Value	'	'
Loans	'	'
Nonaccrual loans	1,424	1,645
Total loans	37,221	32,503
Long-term debt	'	'
Long-term debt	31,142	28,878
Long-term beneficial interests	'	'
Total long-term beneficial interests	2,094	1,996
Fair Value | Trading assets	'	'
Loans	'	'
Nonaccrual loans	1,270	1,491
All other performing loans	31,920	29,295
Fair Value | Total loans	'	'
Loans	'	'
Nonaccrual loans	154	154
All other performing loans	3,877	1,563
Fair Value | Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	15,882	15,909
Fair Value | Non Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	15,260	12,969
Long-term beneficial interests	'	'
Total long-term beneficial interests	2,094	1,996
Fair value over/(under) contractual principal outstanding	'	'
Loans	'	'
Nonaccrual loans	-3,252	-3,720
Total loans	-6,574	-7,549
Fair value over/(under) contractual principal outstanding | Trading assets	'	'
Loans	'	'
Nonaccrual loans	-3,192	-3,665
All other performing loans	-3,265	-3,774
Fair value over/(under) contractual principal outstanding | Total loans	'	'
Loans	'	'
Nonaccrual loans	-60	-55
All other performing loans	-57	-55
Fair value over/(under) contractual principal outstanding | Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	$248	$112

Fair_Value_Option_Structured_N

Fair Value Option - Structured Note Products by Balance Sheet Classification and Risk Component (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	$53,232	$47,661
Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	30,907	28,427
Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	14,820	13,068
Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	7,505	6,166
Interest rate	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	12,701	11,401
Interest rate | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	10,505	9,516
Interest rate | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	461	615
Interest rate | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	1,735	1,270
Credit	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	4,553	4,261
Credit | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	4,429	4,248
Credit | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	124	13
Credit | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	0	0
Foreign exchange	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	2,459	2,542
Foreign exchange | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	2,307	2,321
Foreign exchange | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	136	194
Foreign exchange | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	16	27
Equity	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	30,206	26,754
Equity | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	12,512	11,082
Equity | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	13,510	11,936
Equity | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	4,184	3,736
Commodity	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	3,313	2,703
Commodity | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	1,154	1,260
Commodity | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	589	310
Commodity | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	$1,570	$1,133

Derivative_Instruments_Notiona

Derivative Instruments - Notional Amount of Derivative Contracts (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Derivative [Line Items]	'	'
Total derivative notional amounts	$68,878	$70,413
Interest rate contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	52,494	54,705
Interest rate contracts | Swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	30,929	35,221
Interest rate contracts | Futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	12,556	11,251
Interest rate contracts | Written options(a)	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	4,305	4,046
Interest rate contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	4,704	4,187
Credit derivatives	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	5,100	5,331
Foreign exchange contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	9,431	8,572
Foreign exchange contracts | Written options(a)	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	725	659
Foreign exchange contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	716	652
Foreign exchange contracts | Cross-currency swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	3,680	3,488
Foreign exchange contracts | Spot, futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	4,310	3,773
Equity contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	1,109	1,042
Equity contracts | Swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	198	187
Equity contracts | Futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	46	50
Equity contracts | Written options(a)	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	474	425
Equity contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	391	380
Commodity contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	744	763
Commodity contracts | Swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	130	124
Commodity contracts | Written options(a)	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	200	202
Commodity contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	196	203
Commodity contracts | Spot, futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	$218	$234

Derivative_Instruments_Impact_

Derivative Instruments - Impact on Balance Sheet (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value	'	'
Gross derivative receivables	$1,100,524	$1,180,467
Net derivative receivables	62,378	65,759
Gross derivative payables	1,071,843	1,160,149
Net derivative payables	50,795	57,314
Interest rate contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	820,301	854,679
Net derivative receivables	28,829	25,782
Gross derivative payables	787,218	825,354
Net derivative payables	15,089	13,283
Credit derivatives	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	81,052	83,520
Net derivative receivables	2,964	1,516
Gross derivative payables	79,556	82,402
Net derivative payables	2,832	2,281
Foreign exchange contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	113,251	153,599
Net derivative receivables	11,625	16,790
Gross derivative payables	114,684	160,125
Net derivative payables	11,682	15,947
Equity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	49,794	52,931
Net derivative receivables	9,377	12,227
Gross derivative payables	53,524	54,654
Net derivative payables	11,024	14,719
Commodity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	36,126	35,738
Net derivative receivables	9,583	9,444
Gross derivative payables	36,861	37,614
Net derivative payables	10,168	11,084
Not designated as hedges	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	1,096,133	1,174,224
Gross derivative payables	1,067,426	1,154,200
Not designated as hedges | Interest rate contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	817,201	851,189
Gross derivative payables	784,808	820,811
Not designated as hedges | Credit derivatives	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	81,052	83,520
Gross derivative payables	79,556	82,402
Not designated as hedges | Foreign exchange contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	112,243	152,240
Gross derivative payables	113,357	158,728
Not designated as hedges | Equity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	49,794	52,931
Gross derivative payables	53,524	54,654
Not designated as hedges | Commodity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	35,843	34,344
Gross derivative payables	36,181	37,605
Designated as hedges	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	4,391	6,243
Gross derivative payables	4,417	5,949
Designated as hedges | Interest rate contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	3,100	3,490
Gross derivative payables	2,410	4,543
Designated as hedges | Credit derivatives	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Foreign exchange contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	1,008	1,359
Gross derivative payables	1,327	1,397
Designated as hedges | Equity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Commodity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	283	1,394
Gross derivative payables	$680	$9

Derivative_Instruments_Derivat

Derivative Instruments - Derivatives Netting (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	$1,083,987,000,000	$1,164,733,000,000
Amounts netted on the Consolidated balance sheets	-1,038,146,000,000	-1,114,708,000,000
Net derivative receivables	45,841,000,000	50,025,000,000
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	16,537,000,000	15,734,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	1,100,524,000,000	1,180,467,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	62,378,000,000	65,759,000,000
Derivative asset, collateral, obligations to return cash, offset	62,000,000,000	63,900,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	1,055,642,000,000	1,144,452,000,000
Amounts netted on the Consolidated balance sheets	-1,021,048,000,000	-1,102,835,000,000
Derivative derivative payables	34,594,000,000	41,617,000,000
Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,201,000,000	15,697,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	1,071,843,000,000	1,160,149,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	50,795,000,000	57,314,000,000
Derivative liability, collateral, right to reclaim cash, offset	44,900,000,000	52,100,000,000
Interest rate contracts	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	814,260,000,000	848,875,000,000
Amounts netted on the Consolidated balance sheets	-791,472,000,000	-828,897,000,000
Net derivative receivables	22,788,000,000	19,978,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	820,301,000,000	854,679,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	28,829,000,000	25,782,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	784,288,000,000	822,548,000,000
Amounts netted on the Consolidated balance sheets	-772,129,000,000	-812,071,000,000
Derivative derivative payables	12,159,000,000	10,477,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	787,218,000,000	825,354,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	15,089,000,000	13,283,000,000
Interest rate contracts | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	498,230,000,000	486,449,000,000
Amounts netted on the Consolidated balance sheets	-475,647,000,000	-466,493,000,000
Net derivative receivables	22,583,000,000	19,956,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	472,544,000,000	467,850,000,000
Amounts netted on the Consolidated balance sheets	-461,345,000,000	-458,081,000,000
Derivative derivative payables	11,199,000,000	9,769,000,000
Interest rate contracts | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	316,030,000,000	362,426,000,000
Amounts netted on the Consolidated balance sheets	-315,825,000,000	-362,404,000,000
Net derivative receivables	205,000,000	22,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	311,744,000,000	354,698,000,000
Amounts netted on the Consolidated balance sheets	-310,784,000,000	-353,990,000,000
Derivative derivative payables	960,000,000	708,000,000
Interest rate contracts | Exchange-traded	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative derivative payables	0	0
Credit derivatives	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	80,565,000,000	83,110,000,000
Amounts netted on the Consolidated balance sheets	-78,088,000,000	-82,004,000,000
Net derivative receivables	2,477,000,000	1,106,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	81,052,000,000	83,520,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	2,964,000,000	1,516,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	79,092,000,000	81,729,000,000
Amounts netted on the Consolidated balance sheets	-76,724,000,000	-80,121,000,000
Derivative derivative payables	2,368,000,000	1,608,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	79,556,000,000	82,402,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	2,832,000,000	2,281,000,000
Credit derivatives | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	69,143,000,000	66,269,000,000
Amounts netted on the Consolidated balance sheets	-68,041,000,000	-65,725,000,000
Net derivative receivables	1,102,000,000	544,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	67,182,000,000	65,223,000,000
Amounts netted on the Consolidated balance sheets	-65,923,000,000	-63,671,000,000
Derivative derivative payables	1,259,000,000	1,552,000,000
Credit derivatives | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	11,422,000,000	16,841,000,000
Amounts netted on the Consolidated balance sheets	-10,047,000,000	-16,279,000,000
Net derivative receivables	1,375,000,000	562,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	11,910,000,000	16,506,000,000
Amounts netted on the Consolidated balance sheets	-10,801,000,000	-16,450,000,000
Derivative derivative payables	1,109,000,000	56,000,000
Foreign exchange contract	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	110,304,000,000	148,999,000,000
Amounts netted on the Consolidated balance sheets	-101,626,000,000	-136,809,000,000
Net derivative receivables	8,678,000,000	12,190,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	113,251,000,000	153,599,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	11,625,000,000	16,790,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	110,917,000,000	155,171,000,000
Amounts netted on the Consolidated balance sheets	-103,002,000,000	-144,178,000,000
Derivative derivative payables	7,915,000,000	10,993,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	114,684,000,000	160,125,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	11,682,000,000	15,947,000,000
Foreign exchange contract | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	110,256,000,000	148,953,000,000
Amounts netted on the Consolidated balance sheets	-101,578,000,000	-136,763,000,000
Net derivative receivables	8,678,000,000	12,190,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	110,876,000,000	155,110,000,000
Amounts netted on the Consolidated balance sheets	-102,961,000,000	-144,119,000,000
Derivative derivative payables	7,915,000,000	10,991,000,000
Foreign exchange contract | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	48,000,000	46,000,000
Amounts netted on the Consolidated balance sheets	-48,000,000	-46,000,000
Net derivative receivables	0	0
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	41,000,000	61,000,000
Amounts netted on the Consolidated balance sheets	-41,000,000	-59,000,000
Derivative derivative payables	0	2,000,000
Foreign exchange contract | Exchange-traded	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative derivative payables	0	0
Equity contracts	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	43,493,000,000	49,602,000,000
Amounts netted on the Consolidated balance sheets	-40,417,000,000	-40,704,000,000
Net derivative receivables	3,076,000,000	8,898,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	49,794,000,000	52,931,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	9,377,000,000	12,227,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	47,479,000,000	50,644,000,000
Amounts netted on the Consolidated balance sheets	-42,500,000,000	-39,935,000,000
Derivative derivative payables	4,979,000,000	10,709,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	53,524,000,000	54,654,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	11,024,000,000	14,719,000,000
Equity contracts | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	23,441,000,000	31,870,000,000
Amounts netted on the Consolidated balance sheets	-23,026,000,000	-29,289,000,000
Net derivative receivables	415,000,000	2,581,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	29,222,000,000	33,295,000,000
Amounts netted on the Consolidated balance sheets	-25,109,000,000	-28,520,000,000
Derivative derivative payables	4,113,000,000	4,775,000,000
Equity contracts | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative derivative payables	0	0
Equity contracts | Exchange-traded	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	20,052,000,000	17,732,000,000
Amounts netted on the Consolidated balance sheets	-17,391,000,000	-11,415,000,000
Net derivative receivables	2,661,000,000	6,317,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	18,257,000,000	17,349,000,000
Amounts netted on the Consolidated balance sheets	-17,391,000,000	-11,415,000,000
Derivative derivative payables	866,000,000	5,934,000,000
Commodity contracts	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	35,365,000,000	34,147,000,000
Amounts netted on the Consolidated balance sheets	-26,543,000,000	-26,294,000,000
Net derivative receivables	8,822,000,000	7,853,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	36,126,000,000	35,738,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	9,583,000,000	9,444,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	33,866,000,000	34,360,000,000
Amounts netted on the Consolidated balance sheets	-26,693,000,000	-26,530,000,000
Derivative derivative payables	7,173,000,000	7,830,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	36,861,000,000	37,614,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	10,168,000,000	11,084,000,000
Commodity contracts | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	21,951,000,000	21,619,000,000
Amounts netted on the Consolidated balance sheets	-14,860,000,000	-15,082,000,000
Net derivative receivables	7,091,000,000	6,537,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	20,689,000,000	21,993,000,000
Amounts netted on the Consolidated balance sheets	-15,010,000,000	-15,318,000,000
Derivative derivative payables	5,679,000,000	6,675,000,000
Commodity contracts | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative derivative payables	0	0
Commodity contracts | Exchange-traded	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	13,414,000,000	12,528,000,000
Amounts netted on the Consolidated balance sheets	-11,683,000,000	-11,212,000,000
Net derivative receivables	1,731,000,000	1,316,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	13,177,000,000	12,367,000,000
Amounts netted on the Consolidated balance sheets	-11,683,000,000	-11,212,000,000
Derivative derivative payables	$1,494,000,000	$1,155,000,000

Derivative_Instruments_Collate

Derivative Instruments - Collateral (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative receivable collateral:	'	'
Net derivative receivables	$45,841	$50,025
Collateral not nettable on the Consolidated balance sheets	-10,707	-12,414
Net exposure	35,134	37,611
Derivative payable collateral:	'	'
Net derivative payables	34,594	41,617
Collateral not nettable on the Consolidated balance sheets	-7,302	-6,873
Net amount	$27,292	$34,744

Derivative_Instruments_Liquidi

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
OTC and OTC-cleared derivative payables containing downgrade triggers	'	'
Aggregate fair value of net derivative payables	$22,077	$24,631
Collateral posted	17,569	20,346
Single-notch downgrade	'	'
Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives	'	'
Amount of additional collateral to be posted upon downgrade	929	952
Amount required to settle contracts with termination triggers upon downgrade	578	540
Two-notch downgrade	'	'
Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives	'	'
Amount of additional collateral to be posted upon downgrade	3,337	3,244
Amount required to settle contracts with termination triggers upon downgrade	$920	$876

Derivative_Instruments_Impact_1

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	($371)	($1,370)	$154	$2,635
Hedged items	698	979	477	-2,623
Total income statement impact	327	-391	631	12
Hedge ineffectiveness	56	-54	100	-112
Excluded components	271	-337	531	124
Interest rate contracts	'	'	'	'
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	578	-2,107	1,321	-2,606
Hedged items	-261	2,434	-668	3,309
Total income statement impact	317	327	653	703
Hedge ineffectiveness	43	-60	72	-100
Excluded components	274	387	581	803
Foreign exchange contracts	'	'	'	'
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	-388	280	-786	4,033
Hedged items	307	-368	631	-4,120
Total income statement impact	-81	-88	-155	-87
Hedge ineffectiveness	0	0	0	0
Excluded components	-81	-88	-155	-87
Commodity contracts	'	'	'	'
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	-561	457	-381	1,208
Hedged items	652	-1,087	514	-1,812
Total income statement impact	91	-630	133	-604
Hedge ineffectiveness	13	6	28	-12
Excluded components	$78	($636)	$105	($592)

Derivative_Instruments_Impact_2

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Recognition of gains related to cash flow hedges in Income	'	'	$71	'
Maximum length of time hedged in forecasted transactions	'	'	'9 years	'
Cash flow hedges	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Total change in OCI for period	114	-478	213	-579
Cash Flow Hedging	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Hedge ineffectiveness recorded directly in income	0	0	0	0
Derivative credit adjustments	29	-34	2	-63
Cash Flow Hedging | Interest rate contracts	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Derivatives - effective portion reclassified from AOCI to income	-10	-14	-36	-41
Hedge ineffectiveness recorded directly in income	0	0	0	0
Derivative credit adjustments	-10	-14	-36	-41
Derivatives - effective portion recorded in OCI	71	-500	134	-526
Total change in OCI for period	81	-486	170	-485
Cash Flow Hedging | Foreign exchange contracts	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Derivatives - effective portion reclassified from AOCI to income	39	-20	38	-22
Hedge ineffectiveness recorded directly in income	0	0	0	0
Derivative credit adjustments	39	-20	38	-22
Derivatives - effective portion recorded in OCI	72	-12	81	-116
Total change in OCI for period	33	8	43	-94
Cash Flow Hedging | Cash flow hedges	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Derivatives - effective portion reclassified from AOCI to income	29	-34	2	-63
Derivatives - effective portion recorded in OCI	143	-512	215	-642
Total change in OCI for period	$114	($478)	$213	($579)

Derivative_Instruments_Impact_3

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) (Net Investment Hedging, Foreign exchange contracts, USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Net Investment Hedging | Foreign exchange contracts	'	'	'	'
Net investment hedge gains and losses [Abstract]	'	'	'	'
Gains/(losses) - excluded components recorded directly in income	($122)	($85)	($227)	($162)
Gains/(losses) - effective portion recorded in OCI	($208)	$571	($362)	$991

Derivative_Instruments_Impact_4

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) (Risk Management Activities, Not designated as hedges, USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	$541	$301	$1,225	$763
Interest rate contracts	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	589	269	1,107	727
Credit derivatives	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	-24	-8	-41	-39
Foreign exchange contracts	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	-3	0	-3	1
Commodity contracts	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	($21)	$40	$162	$74

Derivative_Instruments_Credit_

Derivative Instruments - Credit Derivatives (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Total credit derivatives and credit-related notes	'	'
Protection sold	($2,434,341)	($2,645,848)
Protection purchased with identical underlyings	2,621,356	2,656,119
Net protection (sold)/purchased	187,015	10,271
Other protection purchased	46,990	31,922
Total credit derivatives	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-2,434,227	-2,645,718
Protection purchased with identical underlyings	2,621,356	2,656,119
Net protection (sold)/purchased	187,129	10,401
Other protection purchased	44,098	29,202
Credit default swaps	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-2,370,387	-2,601,581
Protection purchased with identical underlyings	2,573,221	2,610,198
Net protection (sold)/purchased	202,834	8,617
Other protection purchased	19,406	8,722
Other credit derivatives	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-63,840	-44,137
Protection purchased with identical underlyings	48,135	45,921
Net protection (sold)/purchased	-15,705	1,784
Other protection purchased	24,692	20,480
Credit-related notes	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-114	-130
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	-114	-130
Other protection purchased	$2,892	$2,720

Derivative_Instruments_Credit_1

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than one year	($567,147)	($509,252)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,744,767	-2,014,444
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-122,427	-122,152
Total notional amount	-2,434,341	-2,645,848
Fair value	43,152	36,818
Investment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than one year	-416,698	-368,712
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,280,933	-1,469,773
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-94,729	-93,209
Total notional amount	-1,792,360	-1,931,694
Fair value	30,960	26,066
Noninvestment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than one year	-150,449	-140,540
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-463,834	-544,671
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-27,698	-28,943
Total notional amount	-641,981	-714,154
Fair value	12,192	10,752
Trading assets	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	60,330	59,156
Trading assets | Investment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	33,363	31,730
Trading assets | Noninvestment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	26,967	27,426
Trading Liabilities	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	-17,178	-22,338
Trading Liabilities | Investment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	-2,403	-5,664
Trading Liabilities | Noninvestment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	($14,775)	($16,674)

Noninterest_Revenue_Details

Noninterest Revenue (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Underwriting:	'	'	'	'
Total underwriting	$1,353	$1,413	$2,389	$2,603
Advisory	398	304	782	559
Total investment banking fees	1,751	1,717	3,171	3,162
Principal transactions revenue	'	'	'	'
Trading revenue	2,677	3,280	5,577	7,313
Private equity gains/(losses)	231	480	653	208
Principal transactions	2,908	3,760	6,230	7,521
Asset management fees	'	'	'	'
Investment Management Fees	2,260	1,948	4,356	3,773
All other asset management fees	131	139	254	263
Total asset management fees	2,391	2,087	4,610	4,036
Total administration fees	564	548	1,091	1,075
Commission and other fees	'	'	'	'
Brokerage commissions	567	625	1,199	1,205
All other commissions and fees	485	605	943	1,148
Total commissions and fees	1,052	1,230	2,142	2,353
Total asset management, administration and commissions	4,007	3,865	7,843	7,464
Other income in operating lease income	422	363	820	712
Interest rate	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	626	434	981	884
Credit	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	603	701	1,129	2,002
Foreign exchange	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	342	701	868	1,202
Equity	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	759	897	1,564	1,986
Commodity	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	347	547	1,035	1,239
Equity Securities	'	'	'	'
Underwriting:	'	'	'	'
Total underwriting	477	457	830	730
Debt Securities	'	'	'	'
Underwriting:	'	'	'	'
Total underwriting	$876	$956	$1,559	$1,873

Interest_Income_and_Interest_E2

Interest Income and Interest Expense (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Interest income	'	'	'	'
Loans	$8,039	$8,341	$16,078	$16,854
Taxable securities	1,940	1,581	3,840	3,288
Tax-exempt securities	337	197	654	380
Trading assets	1,827	2,124	3,598	4,335
Federal funds sold and securities purchased under resale agreements	398	490	834	1,004
Securities borrowed(a)	-131	-30	-219	-36
Deposits with banks	279	222	535	385
Other assets	172	147	334	227
Total interest income	12,861	13,072	25,654	26,437
Interest expense	'	'	'	'
Interest-bearing deposits	417	539	843	1,084
Short-term and other liabilities	455	442	883	900
Long-term debt	1,086	1,261	2,253	2,556
Beneficial interests issued by consolidated VIEs	105	126	210	260
Total interest expense	2,063	2,368	4,189	4,800
Net interest income	10,798	10,704	21,465	21,637
Provision for credit losses	692	47	1,542	664
Net interest income after provision for credit losses	10,106	10,657	19,923	20,973
Securities Investment	'	'	'	'
Interest income	'	'	'	'
Total interest income	$2,277	$1,778	$4,494	$3,668

Pension_and_Other_Postretireme2

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Pension plans, U.S.	'	'	'	'
Components of net periodic benefit cost [Abstract]	'	'	'	'
Benefits earned during the period	$70	$79	$140	$157
Interest cost on benefit obligations	134	111	268	223
Expected return on plan assets	-246	-238	-492	-477
Amortization:	'	'	'	'
Net (gain)/loss	7	67	13	135
Prior service cost (credit)	-12	-11	-22	-21
Net periodic defined benefit cost	-47	8	-93	17
Other defined benefit pension plans	4	4	7	7
Total defined benefit plans	-43	12	-86	24
Total defined contribution plans	110	115	218	220
Total pension and OPEB cost included in compensation expense	67	127	132	244
Pension Plans, Non-U.S.	'	'	'	'
Components of net periodic benefit cost [Abstract]	'	'	'	'
Benefits earned during the period	8	8	17	17
Interest cost on benefit obligations	36	30	70	60
Expected return on plan assets	-45	-34	-89	-68
Amortization:	'	'	'	'
Net (gain)/loss	12	12	24	24
Prior service cost (credit)	0	0	0	-1
Net periodic defined benefit cost	11	16	22	32
Other defined benefit pension plans	1	4	3	6
Total defined benefit plans	12	20	25	38
Total defined contribution plans	87	80	167	159
Total pension and OPEB cost included in compensation expense	99	100	192	197
OPEB plans	'	'	'	'
Components of net periodic benefit cost [Abstract]	'	'	'	'
Benefits earned during the period	0	0	0	0
Interest cost on benefit obligations	9	9	18	18
Expected return on plan assets	-25	-24	-50	-46
Amortization:	'	'	'	'
Net (gain)/loss	0	0	0	1
Prior service cost (credit)	0	0	0	0
Net periodic defined benefit cost	-16	-15	-32	-27
Total defined benefit plans	-16	-15	-32	-27
Total pension and OPEB cost included in compensation expense	($16)	($15)	($32)	($27)

Pension_and_Other_Postretireme3

Pension and Other Postretirement Employee Benefit Plans (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2014
	U.S. Defined Benefit Pension And OPEB Plans	U.S. Defined Benefit Pension And OPEB Plans	United States Other Pension Plan of US Entity, Defined Benefit	Pension Plans, Non-U.S.	Pension Plans, Non-U.S.	Foreign Other Postretirement Benefit Plan, Defined Benefit	OPEB plans
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'	'	'	'
Fair value of plan assets	$16,700,000,000	$16,100,000,000	'	$3,800,000,000	$3,500,000,000	'	'
Defined benefit pension plan, non-U.S., expected contribution	'	'	37,000,000	'	'	'	'
Estimated future employer contributions in next fiscal year	'	'	'	'	'	$49,000,000	$2,000,000

Employee_Stock_Based_Incentive2

Employee Stock Based Incentives - Compensation Expense (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'	'	'
Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$335	$372	$745	$756
Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	189	214	397	471
Total noncash compensation expense related to employee stock-based incentive plans	$524	$586	$1,142	$1,227

Employee_StockBased_Incentives

Employee Stock-Based Incentives - RSUs, Employee Stock Options and SARs Activity (Details) (Restricted Stock Units (RSUs) [Member], USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2014
Restricted Stock Units (RSUs) [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'
Annual incentive grant, number of awards	36
Annual incentive grant, weighted-average grant date fair value	$57.87

Employee_StockBased_Incentives1

Employee Stock-Based Incentives – Employee Stock-Based Awards (Details) (Subsequent Event, Chief Executive Officer [Member], Stock Appreciation Rights (SARs) [Member], USD $)	0 Months Ended
	Jul. 15, 2014	Jul. 15, 2014
Subsequent Event | Chief Executive Officer [Member] | Stock Appreciation Rights (SARs) [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Shares authorized for issuance	'	2,000,000
Exercise price (usd per share)	$39.83	'

Noninterest_Expense_Details

Noninterest Expense (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Non interest Expense	'	'	'	'
Compensation expense	$7,610	$8,019	$15,469	$16,433
Noncompensation expense:	'	'	'	'
Occupancy expense	973	904	1,925	1,805
Technology, communications and equipment expense	1,433	1,361	2,844	2,693
Professional and outside services	1,932	1,901	3,718	3,635
Marketing	650	578	1,214	1,167
Other expense	2,701	2,951	4,634	5,252
Amortization of intangibles	132	152	263	304
Total noncompensation expense	7,821	7,847	14,598	14,856
Total noninterest expense	15,431	15,866	30,067	31,289
Other expenses, additional details	'	'	'	'
FDIC premium expense	266	392	559	771
Threatened or Pending Litigation	'	'	'	'
Other expenses, additional details	'	'	'	'
Loss contingency, loss in period	$669	$678	$707	$1,000

Securities_Transfer_from_AFS_t

Securities - Transfer from AFS to HTM (Details) (USD $)	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Fair value of securities transferred from available-for-sale to held-to-maturity	$19,300,000,000
Net pretax unrealized gains (losses) in AOCI on securities on date of transfer from available-for-sale to held-to-maturity	($9,000,000)

Securities_Realized_Gain_Loss_

Securities - Realized Gain (Loss) (Details) (USD $)	3 Months Ended				6 Months Ended
	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Securities gains and losses	'		'		'		'
Realized gains	$76,000,000		$143,000,000		$224,000,000		$664,000,000
Realized losses	-64,000,000		-13,000,000		-180,000,000		-25,000,000
Net realized gains	12,000,000		130,000,000		44,000,000		639,000,000
Net securities gains	12,000,000	[1]	124,000,000	[1]	42,000,000	[1]	633,000,000	[1]
Proceeds from securities sold, as percentage of amortized cost	1.00%		1.00%		1.00%		3.00%
Other than temporary impairment losses investments portion previously recognized in earnings intends to sell net	'		'		1,000,000		'
Intent to sell	'		'		'		'
Securities gains and losses	'		'		'		'
Total OTTI losses recognized in income	$0		($6,000,000)		($2,000,000)		($6,000,000)
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses related to securities the Firm intends to sell of $2 million for the six months ended June 30, 2014; the Firm did not recognize OTTI losses for the three months ended June 30, 2014. The Firm recognized OTTI losses of $6 million for the three and six months ended June 30, 2013.

Securities_Amortized_Costs_Fai

Securities - Amortized Costs, Fair Value (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale debt securities	'	'
Amortized cost	$306,080	$325,378
Gross unrealized gains	8,419	7,215
Gross unrealized losses	430	2,616
Total	314,069	329,977
Held-to-maturity securities	'	'
Amortized cost	47,849	24,026
Gross unrealized gains	1,314	22
Gross unrealized losses	0	317
Fair value	49,163	23,731
Total mortgage-backed securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	136,937	153,419
Gross unrealized gains	4,427	4,322
Gross unrealized losses	200	1,032
Total	141,164	156,709
U.S. government agencies	'	'
Available-for-sale debt securities	'	'
Amortized cost	62,353	76,428
Gross unrealized gains	2,328	2,364
Gross unrealized losses	169	977
Total	64,512	77,815
Held-to-maturity securities	'	'
Amortized cost	4,100	'
Prime and Alt-A | Residential and commercial mortgage securitizations	'	'
Available-for-sale debt securities	'	'
Amortized cost	3,487	2,744
Gross unrealized gains	75	61
Gross unrealized losses	27	27
Total	3,535	2,778
Subprime | Residential and commercial mortgage securitizations	'	'
Available-for-sale debt securities	'	'
Amortized cost	815	908
Gross unrealized gains	20	23
Gross unrealized losses	0	1
Total	835	930
Non-U.S. | Residential and commercial mortgage securitizations	'	'
Available-for-sale debt securities	'	'
Amortized cost	52,466	57,448
Gross unrealized gains	1,403	1,314
Gross unrealized losses	0	1
Total	53,869	58,761
Commercial	'	'
Available-for-sale debt securities	'	'
Amortized cost	17,816	15,891
Gross unrealized gains	601	560
Gross unrealized losses	4	26
Total	18,413	16,425
U.S. Treasury and government agencies	'	'
Available-for-sale debt securities	'	'
Amortized cost	19,279	21,310
Gross unrealized gains	82	385
Gross unrealized losses	2	306
Total	19,359	21,389
Obligations of U.S. states and municipalities	'	'
Available-for-sale debt securities	'	'
Amortized cost	26,480	29,741
Gross unrealized gains	1,694	707
Gross unrealized losses	88	987
Total	28,086	29,461
Held-to-maturity securities	'	'
Amortized cost	8,300	920
Certificates of deposit	'	'
Available-for-sale debt securities	'	'
Amortized cost	1,411	1,041
Gross unrealized gains	1	1
Gross unrealized losses	2	1
Total	1,410	1,041
Non-U.S. government debt securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	56,727	55,507
Gross unrealized gains	1,170	863
Gross unrealized losses	52	122
Total	57,845	56,248
Corporate debt securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	20,779	21,043
Gross unrealized gains	590	498
Gross unrealized losses	13	29
Total	21,356	21,512
Asset-backed securities - Collateralized loan obligations	'	'
Available-for-sale debt securities	'	'
Amortized cost	28,299	28,130
Gross unrealized gains	224	236
Gross unrealized losses	73	136
Total	28,450	28,230
Other Debt Obligations	'	'
Available-for-sale debt securities	'	'
Amortized cost	12,890	12,062
Gross unrealized gains	218	186
Gross unrealized losses	0	3
Total	13,108	12,245
Debt Securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	302,802	322,253
Gross unrealized gains	8,406	7,198
Gross unrealized losses	430	2,616
Total	310,778	326,835
Equity securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	3,278	3,125
Gross unrealized gains	13	17
Gross unrealized losses	0	0
Total	3,291	3,142
US government-sponsored enterprises debt securities	'	'
Available-for-sale debt securities	'	'
Total	58,200	67,000
Held-to-maturity securities	'	'
Amortized cost	$35,400	$23,100

Securities_Securities_Impairme

Securities - Securities Impairment (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Held-to-maturity Securities, Fair Value:	'	'
Less than 12 months	$0	$20,745
12 months or more	0	0
Total fair value	0	20,745
Held-to-maturity Securities, Aggregate Loss:	'	'
Less than 12 months	0	317
12 months or more	0	0
Total gross unrealized losses	0	317
Investment Securities, Fair Value:	'	'
Less than 12 months	26,910	101,248
12 months or more	17,228	3,319
Total fair value	44,138	104,567
Investment Securities, Aggregate Loss:	'	'
Less than 12 months	150	2,755
12 months or more	280	178
Total gross unrealized losses	430	2,933
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	1,354	20,293
12 months or more	7,131	1,150
Total fair value	8,485	21,443
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	17	895
12 months or more	152	82
Total gross unrealized losses	169	977
Commercial	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	0	3,980
12 months or more	165	0
Total fair value	165	3,980
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	0	26
12 months or more	4	0
Total gross unrealized losses	4	26
Total mortgage-backed securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	1,890	25,486
12 months or more	7,758	1,308
Total fair value	9,648	26,794
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	19	949
12 months or more	181	83
Total gross unrealized losses	200	1,032
U.S. Treasury and government agencies	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	0	6,293
12 months or more	1,994	237
Total fair value	1,994	6,530
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	0	250
12 months or more	2	56
Total gross unrealized losses	2	306
Obligations of U.S. states and municipalities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	3,574	15,387
12 months or more	556	55
Total fair value	4,130	15,442
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	75	975
12 months or more	13	12
Total gross unrealized losses	88	987
Certificates of deposit	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	1,276	988
12 months or more	0	0
Total fair value	1,276	988
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	2	1
12 months or more	0	0
Total gross unrealized losses	2	1
Non-U.S. government debt securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	8,925	11,286
12 months or more	1,481	821
Total fair value	10,406	12,107
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	18	110
12 months or more	34	12
Total gross unrealized losses	52	122
Corporate debt securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	2,193	1,580
12 months or more	337	505
Total fair value	2,530	2,085
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	8	21
12 months or more	5	8
Total gross unrealized losses	13	29
Asset-backed securities - Collateralized loan obligations	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	9,052	18,369
12 months or more	5,102	393
Total fair value	14,154	18,762
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	28	129
12 months or more	45	7
Total gross unrealized losses	73	136
Other Debt Obligations	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	0	1,114
12 months or more	0	0
Total fair value	0	1,114
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	0	3
12 months or more	0	0
Total gross unrealized losses	0	3
Debt Securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	26,910	80,503
12 months or more	17,228	3,319
Total fair value	44,138	83,822
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	150	2,438
12 months or more	280	178
Total gross unrealized losses	430	2,616
Equity securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	0	0
12 months or more	0	0
Total fair value	0	0
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	0	0
12 months or more	0	0
Total gross unrealized losses	0	0
Residential and commercial mortgage securitizations | Prime and Alt-A	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	536	1,061
12 months or more	462	0
Total fair value	998	1,061
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	2	27
12 months or more	25	0
Total gross unrealized losses	27	27
Residential and commercial mortgage securitizations | Subprime	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	0	152
12 months or more	0	0
Total fair value	0	152
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	0	1
12 months or more	0	0
Total gross unrealized losses	0	1
Residential and commercial mortgage securitizations | Non-U.S.	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	0	0
12 months or more	0	158
Total fair value	0	158
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	0	0
12 months or more	0	1
Total gross unrealized losses	$0	$1

Securities_Changes_in_Credit_L

Securities - Changes in Credit Loss (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Changes in the credit loss component of credit-impaired debt securities, securities with no intent to sell [Abstract]	'	'	'	'
Balance, beginning of period	$1	$519	$1	$522
Sales of credit-impaired securities	0	0	0	-3
Balance, end of period	$1	$519	$1	$519

Securities_Amortized_Cost_Fair

Securities - Amortized Cost, Fair Value, by Contract Maturity (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	$30,167	'
Due after one year through five years	52,242	'
Due after five years through 10 years	61,719	'
Due after 10 years	161,952	'
Total	306,080	325,378
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	30,228	'
Due after one year through five years	53,328	'
Due after five years through 10 years	63,124	'
Due after 10 years	167,389	'
Total	314,069	329,977
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	1.95%	'
Due after one year through five years	2.02%	'
Due after five years through 10 years	1.78%	'
Due after 10 years	3.36%	'
Total	2.67%	'
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	0	'
Due after one year through five years	56	'
Due after five years through 10 years	346	'
Due after 10 years(c)	47,447	'
Total	47,849	24,026
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	0	'
Due after one year through five years	56	'
Due after five years through 10 years	358	'
Due after 10 years	48,749	'
Fair value	49,163	23,731
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	0.00%	'
Due after one year through five years	4.28%	'
Due after five years through 10 years	4.75%	'
Due after 10 years	3.91%	'
Total	3.92%	'
Supplemental information	'	'
US Government Agencies And US Government sponsored enterprises residential mortgage backed securities estimated duration	'6 years	'
US Government Agencies And US Government-sponsored enterprises, residential collateralized mortgage obligations, estimated duration	'3 years	'
Non Agency residential collateralized mortgage obligations estimated duration	'4 years	'
Minimum	'	'
Supplemental information	'	'
Due period of mortgage backed securities and collateralized mortgage obligations	'10 years	'
Equity securities	'	'
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	0	'
Due after one year through five years	0	'
Due after five years through 10 years	0	'
Due after 10 years	3,278	'
Total	3,278	'
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	0	'
Due after one year through five years	0	'
Due after five years through 10 years	0	'
Due after 10 years	3,291	'
Total	3,291	'
Available For Sale Securities, Equity Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	0.00%	'
Due after one year through five years	0.00%	'
Due after five years through 10 years	0.00%	'
Due after 10 years	0.18%	'
Total	0.18%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	3,278	3,125
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	3,291	3,142
Debt Securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	30,167	'
Due after one year through five years	52,242	'
Due after five years through 10 years	61,719	'
Due after 10 years	158,674	'
Total	302,802	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	30,228	'
Due after one year through five years	53,328	'
Due after five years through 10 years	63,124	'
Due after 10 years	164,098	'
Total	310,778	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	1.95%	'
Due after one year through five years	2.02%	'
Due after five years through 10 years	1.78%	'
Due after 10 years	3.42%	'
Total	2.70%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	302,802	322,253
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	310,778	326,835
Total mortgage-backed securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	677	'
Due after one year through five years	18,314	'
Due after five years through 10 years	9,278	'
Due after 10 years	108,668	'
Total	136,937	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	683	'
Due after one year through five years	18,811	'
Due after five years through 10 years	9,538	'
Due after 10 years	112,132	'
Total	141,164	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.50%	'
Due after one year through five years	1.69%	'
Due after five years through 10 years	2.67%	'
Due after 10 years	3.07%	'
Total	2.86%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	136,937	153,419
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	141,164	156,709
U.S. Treasury and government agencies	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	12,418	'
Due after one year through five years	3,998	'
Due after five years through 10 years	1,887	'
Due after 10 years	976	'
Total	19,279	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	12,430	'
Due after one year through five years	4,007	'
Due after five years through 10 years	1,890	'
Due after 10 years	1,032	'
Total	19,359	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	0.27%	'
Due after one year through five years	0.51%	'
Due after five years through 10 years	0.30%	'
Due after 10 years	0.72%	'
Total	0.34%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	19,279	21,310
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	19,359	21,389
Obligations of U.S. states and municipalities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	60	'
Due after one year through five years	467	'
Due after five years through 10 years	1,407	'
Due after 10 years	24,546	'
Total	26,480	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	60	'
Due after one year through five years	491	'
Due after five years through 10 years	1,467	'
Due after 10 years	26,068	'
Total	28,086	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.61%	'
Due after one year through five years	4.40%	'
Due after five years through 10 years	4.28%	'
Due after 10 years	6.82%	'
Total	6.63%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	26,480	29,741
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	28,086	29,461
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	8,300	920
Certificates of deposit	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	1,359	'
Due after one year through five years	52	'
Due after five years through 10 years	0	'
Due after 10 years	0	'
Total	1,411	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	1,357	'
Due after one year through five years	53	'
Due after five years through 10 years	0	'
Due after 10 years	0	'
Total	1,410	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.67%	'
Due after one year through five years	3.28%	'
Due after five years through 10 years	0.00%	'
Due after 10 years	0.00%	'
Total	2.69%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	1,411	1,041
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	1,410	1,041
Non-U.S. government debt securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	11,946	'
Due after one year through five years	15,186	'
Due after five years through 10 years	25,380	'
Due after 10 years	4,215	'
Total	56,727	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	11,976	'
Due after one year through five years	15,419	'
Due after five years through 10 years	26,066	'
Due after 10 years	4,384	'
Total	57,845	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	3.52%	'
Due after one year through five years	2.51%	'
Due after five years through 10 years	1.25%	'
Due after 10 years	1.20%	'
Total	2.06%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	56,727	55,507
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	57,845	56,248
Corporate Debt Securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	3,692	'
Due after one year through five years	10,843	'
Due after five years through 10 years	6,244	'
Due after 10 years	0	'
Total	20,779	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	3,707	'
Due after one year through five years	11,139	'
Due after five years through 10 years	6,510	'
Due after 10 years	0	'
Total	21,356	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.15%	'
Due after one year through five years	2.35%	'
Due after five years through 10 years	2.47%	'
Due after 10 years	0.00%	'
Total	2.35%	'
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Total	20,779	21,043
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Total	21,356	21,512
Asset-backed securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	15	'
Due after one year through five years	3,382	'
Due after five years through 10 years	17,523	'
Due after 10 years	20,269	'
Total	41,189	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	15	'
Due after one year through five years	3,408	'
Due after five years through 10 years	17,653	'
Due after 10 years	20,482	'
Total	$41,558	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.15%	'
Due after one year through five years	2.10%	'
Due after five years through 10 years	1.79%	'
Due after 10 years	1.80%	'
Total	1.82%	'

Securities_Financing_Activitie2

Securities Financing Activities - Schedule of Securities Purchased Under Resale Agreements, Netting & Securities Borrowed (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Securities purchased under resale agreements:	'	'
Securities purchased under resale agreements with an appropriate legal opinion, gross asset balance	$365,647,000,000	$354,814,000,000
Amounts netted on the Consolidated Balance Sheets	-124,143,000,000	-115,408,000,000
Securities purchased under resale agreements with an appropriate legal option, net asset balance	241,504,000,000	239,406,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	6,318,000,000	8,279,000,000
Total securities purchased under resale agreements, gross asset balance	371,965,000,000	363,093,000,000
Total securities purchased under resale agreements, net asset balance	247,822,000,000	247,685,000,000
Securities borrowed	113,967,000,000	111,465,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained with respect to master netting agreement	27,200,000,000	26,900,000,000
Securities Financing Transaction, Fair Value	'	'
Securities purchased under resale agreements:	'	'
Total securities purchased under resale agreements, net asset balance	27,800,000,000	25,100,000,000
Securities borrowed	$2,100,000,000	$3,700,000,000

Securities_Financing_Activitie3

Securities Financing Activities - Schedule of Securities Purchased Under Resale Agreements & Securities Borrowed Collateral Netting (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities purchased under resale agreements with an appropriate legal opinion	'	'
Net asset balance	$241,504	$239,406
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-238,035	-234,495
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	-192	-98
Net exposure	3,277	4,813
Securities borrowed	'	'
Net asset balance	86,802	84,531
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-84,106	-81,127
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	0	0
Net exposure	$2,696	$3,404

Securities_Financing_Activitie4

Securities Financing Activities - Schedule of Securities Sold Under Repurchase Agreements, Netting & Securities Loaned (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Securities Financing Transaction [Line Items]	'	'
Securities sold under repurchase agreements with an appropriate legal opinion, gross liability balance	$300,208,000,000	$257,630,000,000
Amounts netted on the Consolidated Balance Sheets	-124,143,000,000	-115,408,000,000
Securities sold under repurchase agreements with an appropriate legal opinion, Net liability balance	176,065,000,000	142,222,000,000
Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	18,910,000,000	18,143,000,000
Total securities sold under repurchase agreements, Gross liability balance	319,118,000,000	275,773,000,000
Total securities sold under repurchase agreements, Net liability balance	194,975,000,000	160,365,000,000
Securities loans	26,206,000,000	25,769,000,000
Securities loaned where an appropriate legal opinion has not been sought or obtained with respect to master netting agreement	472,000,000	397,000,000
Securities-For-Securities Borrow Versus Pledge Transactions	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loans	5,700,000,000	5,800,000,000
Securities Financing Transaction, Fair Value	'	'
Securities Financing Transaction [Line Items]	'	'
Total securities sold under repurchase agreements, Net liability balance	2,600,000,000	4,900,000,000
Securities loans	$0	$483,000,000

Securities_Financing_Activitie5

Securities Financing Activities - Schedule of Securities Sold Under Repurchase Agreements & Securities Loaned Collateral Netting (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Securities sold under repurchase agreements with an appropriate legal opinion	'	'
Net liability balance	$176,065,000,000	$142,222,000,000
Amounts not nettable on the Consolidated balance sheets, Financial instruments	-173,730,000,000	-139,051,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	-345,000,000	-450,000,000
Net amount	1,990,000,000	2,721,000,000
Securities loaned	'	'
Net liability balance	25,734,000,000	25,372,000,000
Amounts not nettable on the Consolidated balance sheets, Financial instruments	-25,390,000,000	-25,125,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	0	0
Net amount	344,000,000	247,000,000
Transfers accounted for as secured borrowings, assets, carrying amount	$14,100,000,000	$14,600,000,000

Loans_by_Portfolio_Segment_Det

Loans - by Portfolio Segment (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	$735,369,000,000	$724,177,000,000	$719,884,000,000
Loans held-for-sale	7,311,000,000	12,230,000,000	'
Loans at fair value	4,303,000,000	2,011,000,000	'
Total loans	746,983,000,000	738,418,000,000	'
Loans unearned income, unamortized discounts and premiums, and net deferred loan costs	1,900,000,000	1,900,000,000	'
Consumer, excluding credit card	'	'	'
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	288,214,000,000	288,449,000,000	287,388,000,000
Loans held-for-sale	964,000,000	614,000,000	'
Loans at fair value	0	0	'
Total loans	289,178,000,000	289,063,000,000	'
Credit card	'	'	'
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	125,621,000,000	127,465,000,000	124,288,000,000
Loans held-for-sale	508,000,000	326,000,000	'
Loans at fair value	0	0	'
Total loans	126,129,000,000	127,791,000,000	'
Wholesale	'	'	'
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	321,534,000,000	308,263,000,000	308,208,000,000
Loans held-for-sale	5,839,000,000	11,290,000,000	'
Loans at fair value	4,303,000,000	2,011,000,000	'
Total loans	$331,676,000,000	$321,564,000,000	'

Loans_Purchased_Sold_and_Recla

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	$2,323,000,000	$2,109,000,000	$4,026,000,000	$4,829,000,000
Sales	3,675,000,000	2,658,000,000	6,922,000,000	5,240,000,000
Retained loans reclassified to held-for-sale	1,229,000,000	1,385,000,000	1,526,000,000	1,729,000,000
Consumer, excluding credit card	'	'	'	'
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	2,167,000,000	1,590,000,000	3,749,000,000	4,215,000,000
Sales	1,352,000,000	1,233,000,000	2,243,000,000	2,662,000,000
Retained loans reclassified to held-for-sale	802,000,000	708,000,000	802,000,000	708,000,000
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	2,400,000,000	1,300,000,000	4,100,000,000	2,200,000,000
Credit card	'	'	'	'
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	0	328,000,000	0	328,000,000
Sales	0	0	0	0
Retained loans reclassified to held-for-sale	215,000,000	0	215,000,000	0
Wholesale	'	'	'	'
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	156,000,000	191,000,000	277,000,000	286,000,000
Sales	2,323,000,000	1,425,000,000	4,679,000,000	2,578,000,000
Retained loans reclassified to held-for-sale	$212,000,000	$677,000,000	$509,000,000	$1,021,000,000

Loans_Net_Gains_and_Losses_on_

Loans - Net Gains and Losses on Sale (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Net Gains Losses On Loan Sales By Portfolio Segment [Line Items]	'	'	'	'
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$87	$98	$153	$249
Consumer, excluding credit card	'	'	'	'
Net Gains Losses On Loan Sales By Portfolio Segment [Line Items]	'	'	'	'
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	84	112	126	256
Credit card	'	'	'	'
Net Gains Losses On Loan Sales By Portfolio Segment [Line Items]	'	'	'	'
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	0	0	0	0
Wholesale	'	'	'	'
Net Gains Losses On Loan Sales By Portfolio Segment [Line Items]	'	'	'	'
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$3	($14)	$27	($7)

Loans_Consumer_Excluding_Credi

Loans - Consumer, Excluding Credit Card Loans (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,369	$724,177	$719,884
Consumer, excluding credit card	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	288,214	288,449	287,388
Consumer, excluding credit card | Home Equity - Senior Lien	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	16,222	17,113	'
Consumer, excluding credit card | Home Equity - Junior Lien	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	38,263	40,750	'
Consumer, excluding credit card | Prime Mortgages, Including Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	93,239	87,162	'
Consumer, excluding credit card | Subprime Mortgages	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	6,552	7,104	'
Consumer, excluding credit card | Auto Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	53,042	52,757	'
Consumer, excluding credit card | Business Banking Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	19,453	18,951	'
Consumer, excluding credit card | Student and Other Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	11,325	11,557	'
Consumer, excluding credit card | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	18,070	18,927	'
Consumer, excluding credit card | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	11,302	12,038	'
Consumer, excluding credit card | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,947	4,175	'
Consumer, excluding credit card | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$16,799	$17,915	'

Loans_Consumer_Excluding_Credi1

Loans - Consumer, Excluding Credit Card Loans, Residential Real Estate, Excluding PCI Loans (Details) (USD $)

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In Millions, unless otherwise specified

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Subprime Mortgages

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

Residential Real Estate, Excluding Purchased Credit-Impaired

California

California

New York

New York

Illinois

Illinois

Florida

Florida

Texas

Texas

New Jersey

New Jersey

Arizona

Arizona

Washington

Washington

Michigan

Michigan

Ohio

Ohio

All other

All other

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Current

Current

30–149 days past due

30–149 days past due

150 or more days past due

150 or more days past due

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and government guaranteed

90 or more days past due and government guaranteed

Nonaccrual loans

Nonaccrual loans

California

California

New York

New York

Illinois

Illinois

Florida

Florida

Texas

Texas

New Jersey

New Jersey

Arizona

Arizona

Washington

Washington

Michigan

Michigan

Ohio

Ohio

All other

All other

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Current

Current

30–149 days past due

30–149 days past due

30–149 days past due

30–149 days past due

150 or more days past due

150 or more days past due

150 or more days past due

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and government guaranteed

90 or more days past due and government guaranteed

Nonaccrual loans

Nonaccrual loans

California

California

New York

New York

Illinois

Illinois

Florida

Florida

Texas

Texas

New Jersey

New Jersey

Arizona

Arizona

Washington

Washington

Michigan

Michigan

Ohio

Ohio

All other

All other

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Current

Current

30–149 days past due

30–149 days past due

150 or more days past due

150 or more days past due

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and government guaranteed

90 or more days past due and government guaranteed

Nonaccrual loans

Nonaccrual loans

30 or More Past Due

30 or More Past Due

California

California

New York

New York

Illinois

Illinois

Florida

Florida

Texas

Texas

New Jersey

New Jersey

Arizona

Arizona

Washington

Washington

Michigan

Michigan

Ohio

Ohio

All other

All other

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Current

Current

30–149 days past due

30–149 days past due

150 or more days past due

150 or more days past due

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and government guaranteed

90 or more days past due and government guaranteed

Nonaccrual loans

Nonaccrual loans

California

California

New York

New York

Illinois

Illinois

Florida

Florida

Texas

Texas

New Jersey

New Jersey

Arizona

Arizona

Washington

Washington

Michigan

Michigan

Ohio

Ohio

All other

All other

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

Greater than 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

101% to 125% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

80% to 100% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Less than 80% and refreshed FICO scores:

Current

Current

Current

Current

30–149 days past due

30–149 days past due

30–149 days past due

30–149 days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and government guaranteed

90 or more days past due and government guaranteed

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Equal to or greater than 660

Equal to or greater than 660

Less than 660

Less than 660

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Mortgage Loans Insured or Guaranteed by US Government Agencies [Member]

Minimum

Maximum

Minimum

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

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Period past due, credit analysis factors, charge off criteria

'

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'

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'

'

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'

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'180 days

'

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'30 days

'149 days

'

'

'150 days

'

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'

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'

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'90 days

'

'

'

'

'

'

Loans retained

$735,369

$724,177

$719,884

$288,214

$288,449

$287,388

$16,222

$17,113

$2,286

$2,397

$2,636

$2,732

$1,199

$1,248

$806

$847

$1,875

$2,044

$609

$630

$957

$1,019

$531

$555

$757

$799

$1,219

$1,298

$3,347

$3,544

$0

$0

$22

$40

$12

$22

$150

$212

$74

$107

$654

$858

$258

$326

$12,794

$13,186

$2,258

$2,362

$15,630

$16,470

$251

$298

$341

$345

$0

$0

$0

$0

$909

$932

$38,263

$40,750

$8,680

$9,240

$7,987

$8,429

$2,655

$2,815

$2,029

$2,167

$1,106

$1,199

$2,323

$2,442

$1,704

$1,827

$1,300

$1,378

$907

$976

$832

$907

$8,740

$9,370

$0

$0

$628

$1,101

$192

$346

$3,510

$4,645

$1,012

$1,407

$7,165

$7,995

$1,924

$2,128

$20,357

$19,732

$3,475

$3,396

$37,503

$39,864

$526

$662

'

'

$234

$224

'

$0

$0

$0

$0

$1,671

$1,876

$93,239

$87,162

$24,057

$21,876

$14,976

$14,085

$5,699

$5,216

$4,778

$4,598

$4,041

$3,565

$2,878

$2,679

$1,525

$1,385

$2,084

$1,951

$1,061

$998

$509

$466

$31,631

$30,343

$13,464

$13,712

$954

$1,084

$181

$303

$932

$1,433

$451

$687

$3,800

$4,528

$1,243

$1,579

$66,928

$58,477

$5,286

$5,359

$82,780

$76,108

$3,466

$3,155

$6,993

$7,899

$0

$0

$7,326

$7,823

$2,455

$2,666

$8,800

$9,000

$6,552

$7,104

$994

$1,069

$867

$942

$257

$280

$825

$885

$202

$220

$306

$339

$135

$144

$138

$150

$165

$178

$147

$161

$2,516

$2,736

$0

$0

$22

$52

$102

$197

$176

$249

$428

$597

$545

$614

$976

$1,141

$2,011

$1,961

$2,292

$2,293

$5,618

$5,956

$569

$646

$365

$502

$0

$0

$0

$0

$1,273

$1,390

$154,276

$152,129

$36,017

$34,582

$26,466

$26,188

$9,810

$9,559

$8,438

$8,497

$7,224

$7,028

$6,116

$6,090

$4,321

$4,375

$4,053

$4,034

$2,890

$2,951

$2,707

$2,832

$46,234

$45,993

$13,464

$13,712

$1,626

$2,277

$487

$868

$4,768

$6,539

$1,965

$2,798

$12,164

$13,995

$4,401

$5,174

$102,090

$93,356

$13,311

$13,410

$141,531

$138,398

$4,600

$4,700

$4,812

$4,761

$2,900

$2,400

$7,933

$8,970

$6,000

$6,600

$0

$0

'

$7,326

$7,823

$6,308

$6,864

$4,300

$4,700

Percentage of loans 30 plus days past due to total retained loans

'

'

'

'

'

'

3.65%

3.76%

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

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'

'

'

1.99%

2.17%

'

'

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'

'

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'

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'

'

1.75%

2.32%

'

'

'

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'

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'

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'

'

'

14.26%

16.16%

'

'

'

'

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'

'

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'

'

'

2.54%

3.09%

'

'

'

'

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'

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'

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'

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'

'

'

'

'

'

'

Percentage of Principal Balance Insured and Interest Guaranteed

'

'

'

'

'

'

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'

'

'

'

'

'

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100.00%

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

Loans_Consumer_Excluding_Credi2

Loans - Consumer, Excluding Credit Card Loans, Delinquency Statistics Junior Lien Home Equity Loans (Details) (USD $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien, Excluding Lines of Credit

Home Equity - Junior Lien, Excluding Lines of Credit

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien, Excluding Lines of Credit

Home Equity - Junior Lien, Excluding Lines of Credit

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien, Excluding Lines of Credit

Home Equity - Junior Lien, Excluding Lines of Credit

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

Home Equity - Junior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien, Excluding Lines of Credit

Home Equity - Junior Lien, Excluding Lines of Credit

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

Home Equity - Junior Lien, Lines of Credit

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans retained

$735,369

$724,177

$719,884

$288,214

$288,449

$287,388

$38,263

$40,750

$3,520

$3,922

$28,300

$31,848

$6,443

$4,980

$396

$511

$65

$86

$254

$341

$77

$84

$130

$151

$21

$26

$85

$104

$24

$21

$234

$224

$16

$16

$144

$162

$74

$46

Percentage of loans 30 plus days past due to total retained loans

'

'

'

'

'

'

1.99%

2.17%

2.90%

3.26%

1.71%

1.91%

2.72%

3.03%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Home equity line of credit, open-ended revolving period

'

'

'

'

'

'

'

'

'

'

'10 years

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Home equity line of credit, amortization period

'

'

'

'

'

'

'

'

'

'

'

'

'20 years

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans_Consumer_Excluding_Credi3

Loans - Consumer, Excluding Credit Card Loans, Impaired Loans (Details) (Consumer, excluding credit card, USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Consumer, excluding credit card	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Loans modified repurchased from US government agencies excluded from TDR	$6,700,000,000	'	$6,700,000,000	'	$7,600,000,000
Home Equity - Senior Lien	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	556,000,000	'	556,000,000	'	567,000,000
Without an allowance	563,000,000	'	563,000,000	'	579,000,000
Total impaired loans	1,119,000,000	'	1,119,000,000	'	1,146,000,000
Allowance for loan losses related to impaired loans	97,000,000	'	97,000,000	'	94,000,000
Unpaid principal balance of impaired loans	1,480,000,000	'	1,480,000,000	'	1,515,000,000
Average impaired loans	1,128,000,000	1,158,000,000	1,135,000,000	1,149,000,000	'
Interest income on impaired loans	14,000,000	14,000,000	28,000,000	29,000,000	'
Interest income on impaired loans on a cash basis	10,000,000	10,000,000	19,000,000	20,000,000	'
Home Equity - Senior Lien | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	629,000,000	'	629,000,000	'	641,000,000
Home Equity - Junior Lien	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	724,000,000	'	724,000,000	'	727,000,000
Without an allowance	586,000,000	'	586,000,000	'	592,000,000
Total impaired loans	1,310,000,000	'	1,310,000,000	'	1,319,000,000
Allowance for loan losses related to impaired loans	170,000,000	'	170,000,000	'	162,000,000
Unpaid principal balance of impaired loans	2,635,000,000	'	2,635,000,000	'	2,625,000,000
Period past due, credit analysis factors, charge off criteria	'	'	'180 days	'	'
Average impaired loans	1,316,000,000	1,296,000,000	1,318,000,000	1,284,000,000	'
Interest income on impaired loans	20,000,000	21,000,000	41,000,000	41,000,000	'
Interest income on impaired loans on a cash basis	13,000,000	14,000,000	27,000,000	27,000,000	'
Home Equity - Junior Lien | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	641,000,000	'	641,000,000	'	666,000,000
Prime Mortgages, Including Option ARMs	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	5,443,000,000	'	5,443,000,000	'	5,871,000,000
Without an allowance	1,275,000,000	'	1,275,000,000	'	1,133,000,000
Total impaired loans	6,718,000,000	'	6,718,000,000	'	7,004,000,000
Allowance for loan losses related to impaired loans	139,000,000	'	139,000,000	'	144,000,000
Unpaid principal balance of impaired loans	8,582,000,000	'	8,582,000,000	'	8,990,000,000
Average impaired loans	6,823,000,000	7,219,000,000	6,889,000,000	7,203,000,000	'
Interest income on impaired loans	66,000,000	70,000,000	134,000,000	139,000,000	'
Interest income on impaired loans on a cash basis	14,000,000	15,000,000	27,000,000	29,000,000	'
Prime Mortgages, Including Option ARMs | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	1,703,000,000	'	1,703,000,000	'	1,737,000,000
Subprime Mortgages	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	2,724,000,000	'	2,724,000,000	'	2,989,000,000
Without an allowance	754,000,000	'	754,000,000	'	709,000,000
Total impaired loans	3,478,000,000	'	3,478,000,000	'	3,698,000,000
Allowance for loan losses related to impaired loans	87,000,000	'	87,000,000	'	94,000,000
Unpaid principal balance of impaired loans	5,069,000,000	'	5,069,000,000	'	5,461,000,000
Average impaired loans	3,578,000,000	3,833,000,000	3,623,000,000	3,830,000,000	'
Interest income on impaired loans	47,000,000	50,000,000	96,000,000	100,000,000	'
Interest income on impaired loans on a cash basis	13,000,000	14,000,000	26,000,000	29,000,000	'
Subprime Mortgages | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	1,078,000,000	'	1,078,000,000	'	1,127,000,000
Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	9,447,000,000	'	9,447,000,000	'	10,154,000,000
Without an allowance	3,178,000,000	'	3,178,000,000	'	3,013,000,000
Total impaired loans	12,625,000,000	'	12,625,000,000	'	13,167,000,000
Allowance for loan losses related to impaired loans	493,000,000	'	493,000,000	'	494,000,000
Unpaid principal balance of impaired loans	17,766,000,000	'	17,766,000,000	'	18,591,000,000
Average impaired loans	12,845,000,000	13,506,000,000	12,965,000,000	13,466,000,000	'
Interest income on impaired loans	147,000,000	155,000,000	299,000,000	309,000,000	'
Interest income on impaired loans on a cash basis	50,000,000	53,000,000	99,000,000	105,000,000	'
Residential Real Estate, Excluding Purchased Credit-Impaired | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	4,051,000,000	'	4,051,000,000	'	4,171,000,000
Residential Real Estate, Excluding Purchased Credit-Impaired | Current, and Less Than 90 Days Past Due	'	'	'	'	'
Impaired loans:	'	'	'	'	'
TDRs not having yet made six payments	$3,100,000,000	'	$3,100,000,000	'	$3,000,000,000
Period past due, credit analysis factors, charge off criteria	'	'	'90 days	'	'
Minimum	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Number of payments under modified terms to recognize interest on cash basis	'	'	6	'	'

Loans_Consumer_Excluding_Credi4

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, TDR Activity Rollforward (Details) (Consumer, excluding credit card, USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Home Equity - Senior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	$1,136	$1,155	$1,146	$1,092
New TDRs	20	39	47	140
Charge-offs post-modification	-5	-8	-11	-18
Foreclosures and other liquidations (e.g., short sales)	-5	-5	-11	-9
Principal payments and other	-27	-21	-52	-45
Ending balance of TDRs	1,119	1,160	1,119	1,160
Home Equity - Junior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	1,319	1,286	1,319	1,223
New TDRs	46	94	104	229
Charge-offs post-modification	-11	-24	-30	-57
Foreclosures and other liquidations (e.g., short sales)	-4	-7	-6	-11
Principal payments and other	-40	-34	-77	-69
Ending balance of TDRs	1,310	1,315	1,310	1,315
Prime Mortgages, Including Option ARMs	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	6,894	7,223	7,004	7,118
New TDRs	52	318	119	628
Charge-offs post-modification	-4	-14	-11	-33
Foreclosures and other liquidations (e.g., short sales)	-16	-39	-44	-74
Principal payments and other	-208	-185	-350	-336
Ending balance of TDRs	6,718	7,303	6,718	7,303
Subprime Mortgages	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	3,625	3,843	3,698	3,812
New TDRs	25	89	53	217
Charge-offs post-modification	-11	-27	-33	-65
Foreclosures and other liquidations (e.g., short sales)	-9	-19	-21	-38
Principal payments and other	-152	-61	-219	-101
Ending balance of TDRs	3,478	3,825	3,478	3,825
Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	12,974	13,507	13,167	13,245
New TDRs	143	540	323	1,214
Charge-offs post-modification	-31	-73	-85	-173
Foreclosures and other liquidations (e.g., short sales)	-34	-70	-82	-132
Principal payments and other	-427	-301	-698	-551
Ending balance of TDRs	12,625	13,603	12,625	13,603
Permanent Modification | Home Equity - Senior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	1,083	1,117	1,083	1,117
Permanent Modification | Home Equity - Junior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	1,306	1,309	1,306	1,309
Permanent Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	6,625	7,035	6,625	7,035
Permanent Modification | Subprime Mortgages	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	3,404	3,676	3,404	3,676
Permanent Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	12,418	13,137	12,418	13,137
Trial Modification | Home Equity - Senior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	36	43	36	43
Trial Modification | Home Equity - Junior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	4	6	4	6
Trial Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	93	268	93	268
Trial Modification | Subprime Mortgages	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	74	149	74	149
Trial Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	$207	$466	$207	$466

Loans_Consumer_Excluding_Credi5

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, Nature and Extend of Modifications (Details) (Consumer, excluding credit card)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	64.00%	70.00%	65.00%	72.00%
Concession granted - Term of payment extension	86.00%	73.00%	83.00%	73.00%
Concession granted - Principal and/or interest deferred	12.00%	11.00%	14.00%	10.00%
Concession granted - principal forgiveness	30.00%	37.00%	30.00%	38.00%
Concession granted - other	0.00%	0.00%	0.00%	0.00%
Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	88.00%	85.00%	86.00%	88.00%
Concession granted - Term of payment extension	83.00%	76.00%	83.00%	77.00%
Concession granted - Principal and/or interest deferred	22.00%	25.00%	22.00%	24.00%
Concession granted - principal forgiveness	29.00%	33.00%	28.00%	36.00%
Concession granted - other	0.00%	0.00%	0.00%	0.00%
Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	65.00%	73.00%	62.00%	74.00%
Concession granted - Term of payment extension	79.00%	69.00%	84.00%	69.00%
Concession granted - Principal and/or interest deferred	30.00%	29.00%	32.00%	28.00%
Concession granted - principal forgiveness	22.00%	39.00%	27.00%	40.00%
Concession granted - other	18.00%	24.00%	17.00%	24.00%
Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	68.00%	72.00%	63.00%	71.00%
Concession granted - Term of payment extension	71.00%	53.00%	72.00%	51.00%
Concession granted - Principal and/or interest deferred	15.00%	12.00%	18.00%	11.00%
Concession granted - principal forgiveness	35.00%	46.00%	38.00%	52.00%
Concession granted - other	9.00%	13.00%	12.00%	15.00%
Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	75.00%	76.00%	72.00%	77.00%
Concession granted - Term of payment extension	79.00%	66.00%	80.00%	66.00%
Concession granted - Principal and/or interest deferred	20.00%	20.00%	22.00%	19.00%
Concession granted - principal forgiveness	29.00%	39.00%	31.00%	43.00%
Concession granted - other	6.00%	11.00%	7.00%	12.00%
Percentage, sum of items by type, may exceed	'	'	100.00%	'
Trial Modification | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	218	562	419	1,062
Trial Modification | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	157	172	341	368
Trial Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	261	856	516	1,832
Trial Modification | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	529	1,123	1,028	2,612
Trial Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	1,165	2,713	2,304	5,874
Permanent Modification | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	226	405	521	950
Permanent Modification | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	699	1,353	1,657	2,669
Permanent Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	386	1,137	917	2,613
Permanent Modification | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	493	1,458	1,260	3,147
Permanent Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	1,804	4,353	4,355	9,379
Regulatory Guidance Regarding Chapter 7 Loans | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	8,300	'
Regulatory Guidance Regarding Chapter 7 Loans | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	21,200	'
Regulatory Guidance Regarding Chapter 7 Loans | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	2,900	'
Regulatory Guidance Regarding Chapter 7 Loans | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	2,800	'
Regulatory Guidance Regarding Chapter 7 Loans | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	35,200	'

Loans_Consumer_Excluding_Credi6

Loans - Consumer, Excluding Credit Card Loans, Financial Effects of Modification (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Residential Real Estate, Excluding Purchased Credit-Impaired | Days Past Due, 60 or Less [Member] | Regulatory Guidance Regarding Chapter 7 Loans | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Period past due, credit analysis factors, charge off criteria	'	'	'60 days	'
Consumer, excluding credit card | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	20.00%	'
Period past due, credit analysis factors, charge off criteria	'	'	'180 days	'
Consumer, excluding credit card | Residential Real Estate, Excluding Purchased Credit-Impaired | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of months before a payment redefault under modified loan	'	'	'12 months	'
Consumer, excluding credit card | Residential Real Estate, Excluding Purchased Credit-Impaired | Trial Modifications Approved On Or After July 1, 2010	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Trail modifications successfully converted to permanent modifications	85.00%	'	85.00%	'
Consumer, excluding credit card | Residential Real Estate, Excluding Purchased Credit-Impaired | Regulatory Guidance Regarding Chapter 7 Loans | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	40.00%	'
Consumer, excluding credit card | Residential Real Estate, Excluding Purchased Credit-Impaired | Regulatory Guidance Regarding Chapter 7 Loans | Minimum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	10.00%	'
Consumer, excluding credit card | Residential Real Estate, Excluding Purchased Credit-Impaired | 30 or More Past Due | Regulatory Guidance Regarding Chapter 7 Loans | Minimum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Period past due, credit analysis factors, charge off criteria	'	'	'30 days	'
Consumer, excluding credit card | Business Banking Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	7.11%	7.58%	7.35%	7.94%
Weighted-average interest rate of loans with interest rate reductions – after TDR	6.04%	6.16%	6.28%	5.84%
Balance of loans that redefaulted within one year of permanent modification	$7,000,000	$11,000,000	$14,000,000	$23,000,000
Consumer, excluding credit card | Business Banking Loans | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of years before payment default under a modified loan	'	'	'1 year	'
Consumer, excluding credit card | Residential mortgage	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of payments past due for deemed payment default	'	'	2	'
Consumer, excluding credit card | Consumer Loans Auto Financing Receivable [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	12.02%	13.46%	13.10%	13.19%
Weighted-average interest rate of loans with interest rate reductions – after TDR	4.98%	4.82%	4.97%	4.94%
Balance of loans that redefaulted within one year of permanent modification	11,000,000	15,000,000	22,000,000	28,000,000
Consumer, excluding credit card | Consumer Loans Auto Financing Receivable [Member] | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of years before payment default under a modified loan	'	'	'1 year	'
Consumer, excluding credit card | Permanent Modification | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.58%	6.78%	6.63%	6.53%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.93%	3.34%	2.98%	3.44%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	'17 years	'17 years	'18 years	'18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'29 years	'31 years	'30 years	'31 years
Charge-offs recognized upon permanent modification	0	2,000,000	1,000,000	4,000,000
Principal deferred	1,000,000	1,000,000	2,000,000	3,000,000
Principal forgiven	3,000,000	7,000,000	6,000,000	17,000,000
Number of loans that redefaulted within one year of permanent modification(a)	67	95	133	226
Balance of loans that redefaulted within one year of permanent modification	4,000,000	7,000,000	10,000,000	17,000,000
Rate of default for modified loans, estimated weighted average	'	'	18.00%	'
Modifications, weighted-average remaining life	'	'	'6 years	'
Consumer, excluding credit card | Permanent Modification | Home Equity - Senior Lien | Regulatory Guidance Regarding Chapter 7 Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	18.00%	'
Consumer, excluding credit card | Permanent Modification | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	4.94%	5.10%	4.83%	5.14%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.04%	2.28%	1.91%	2.22%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	'19 years	'19 years	'19 years	'19 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'34 years	'34 years	'35 years	'34 years
Charge-offs recognized upon permanent modification	8,000,000	23,000,000	22,000,000	42,000,000
Principal deferred	3,000,000	7,000,000	6,000,000	14,000,000
Principal forgiven	6,000,000	13,000,000	17,000,000	29,000,000
Number of loans that redefaulted within one year of permanent modification(a)	195	248	388	594
Balance of loans that redefaulted within one year of permanent modification	3,000,000	6,000,000	6,000,000	13,000,000
Modifications, weighted-average remaining life	'	'	'7 years	'
Consumer, excluding credit card | Permanent Modification | Home Equity - Junior Lien | Regulatory Guidance Regarding Chapter 7 Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	11.00%	'
Consumer, excluding credit card | Permanent Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.17%	5.09%	5.20%	5.37%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.54%	2.78%	2.67%	2.83%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	'25 years	'25 years	'24 years	'24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'37 years	'37 years	'37 years	'37 years
Charge-offs recognized upon permanent modification	2,000,000	6,000,000	4,000,000	11,000,000
Principal deferred	10,000,000	32,000,000	23,000,000	67,000,000
Principal forgiven	8,000,000	57,000,000	25,000,000	130,000,000
Number of loans that redefaulted within one year of permanent modification(a)	163	189	285	397
Balance of loans that redefaulted within one year of permanent modification	44,000,000	54,000,000	70,000,000	104,000,000
Rate of default for modified loans, estimated weighted average	'	'	15.00%	'
Modifications, weighted-average remaining life	'	'	'9 years	'
Consumer, excluding credit card | Permanent Modification | Prime Mortgages, Including Option ARMs | Regulatory Guidance Regarding Chapter 7 Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	28.00%	'
Consumer, excluding credit card | Permanent Modification | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	7.28%	7.26%	7.44%	7.48%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.47%	3.50%	3.43%	3.54%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	'24 years	'24 years	'24 years	'24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'35 years	'35 years	'36 years	'34 years
Charge-offs recognized upon permanent modification	0	3,000,000	1,000,000	6,000,000
Principal deferred	4,000,000	11,000,000	11,000,000	21,000,000
Principal forgiven	11,000,000	55,000,000	32,000,000	139,000,000
Number of loans that redefaulted within one year of permanent modification(a)	269	317	436	629
Balance of loans that redefaulted within one year of permanent modification	28,000,000	31,000,000	43,000,000	63,000,000
Rate of default for modified loans, estimated weighted average	'	'	27.00%	'
Modifications, weighted-average remaining life	'	'	'8 years	'
Consumer, excluding credit card | Permanent Modification | Subprime Mortgages | Regulatory Guidance Regarding Chapter 7 Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Rate of default for modified loans, estimated weighted average	'	'	18.00%	'
Consumer, excluding credit card | Permanent Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.82%	5.76%	5.88%	5.99%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.72%	2.94%	2.75%	2.98%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	'23 years	'24 years	'23 years	'23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'35 years	'36 years	'36 years	'35 years
Charge-offs recognized upon permanent modification	10,000,000	34,000,000	28,000,000	63,000,000
Principal deferred	18,000,000	51,000,000	42,000,000	105,000,000
Principal forgiven	28,000,000	132,000,000	80,000,000	315,000,000
Number of loans that redefaulted within one year of permanent modification(a)	694	849	1,242	1,846
Balance of loans that redefaulted within one year of permanent modification	$79,000,000	$98,000,000	$129,000,000	$197,000,000

Loans_Consumer_Excluding_Credi7

Loans - Consumer, Excluding Credit Card Loans, Other Consumer Loans (Details) (USD $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

In Millions, unless otherwise specified

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Auto Loans

Auto Loans

Auto Loans

Auto Loans

Auto Loans

Auto Loans

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Business Banking Loans

Business Banking Loans

Business Banking Loans

Business Banking Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

California

California

California

California

California

California

California

California

New York

New York

New York

New York

New York

New York

New York

New York

Illinois

Illinois

Illinois

Illinois

Illinois

Illinois

Illinois

Illinois

Florida

Florida

Florida

Florida

Florida

Florida

Florida

Florida

Texas

Texas

Texas

Texas

Texas

Texas

Texas

Texas

New Jersey

New Jersey

New Jersey

New Jersey

New Jersey

New Jersey

New Jersey

New Jersey

Arizona

Arizona

Arizona

Arizona

Arizona

Arizona

Arizona

Arizona

Washington

Washington

Washington

Washington

Washington

Washington

Washington

Washington

Michigan

Michigan

Michigan

Michigan

Michigan

Michigan

Michigan

Michigan

Ohio

Ohio

Ohio

Ohio

Ohio

Ohio

Ohio

Ohio

All other

All other

All other

All other

All other

All other

All other

All other

Current

Current

Current

Current

Current

Current

Current

Current

Current

Current

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

30–119 days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

120 or more days past due

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Days Past Due, 30 or More, and Still Accruing [Member]

Days Past Due, 30 or More, and Still Accruing [Member]

Days Past Due, 30 or More, and Still Accruing [Member]

Noncriticized

Noncriticized

Criticized performing

Criticized performing

Criticized nonaccrual

Criticized nonaccrual

Noncriticized

Noncriticized

Criticized performing

Criticized performing

Criticized nonaccrual

Criticized nonaccrual

Noncriticized

Noncriticized

Criticized performing

Criticized performing

Criticized nonaccrual

Criticized nonaccrual

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Other Consumer

Other Consumer

Student and Other Loans

Student and Other Loans

Other Consumer

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Minimum

Maximum

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Minimum

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Minimum

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

Student and Other Loans Insured or Guaranteed by U.S. Government Agencies

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

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Loans retained

$735,369

$724,177

$719,884

$288,214

$288,449

$287,388

$53,042

$52,757

$9,269

$9,968

$34

$54

$0

$38

$19,453

$18,951

$14,065

$13,622

$740

$711

$271

$316

$11,325

$11,557

$83,820

$83,265

$23,334

$23,590

$774

$765

$271

$354

$5,957

$5,615

$2,740

$2,374

$1,124

$1,112

$9,821

$9,101

$3,689

$3,898

$3,128

$3,084

$1,248

$1,218

$8,065

$8,200

$2,966

$2,917

$1,296

$1,341

$750

$740

$5,012

$4,998

$2,094

$2,012

$708

$646

$536

$539

$3,338

$3,197

$5,310

$5,310

$2,592

$2,646

$870

$878

$8,772

$8,834

$1,942

$2,014

$407

$392

$390

$397

$2,739

$2,803

$1,949

$1,855

$981

$1,046

$253

$252

$3,183

$3,153

$1,001

$950

$238

$234

$235

$227

$1,474

$1,411

$1,771

$1,902

$1,363

$1,383

$489

$513

$3,623

$3,798

$2,148

$2,229

$1,304

$1,316

$670

$708

$4,122

$4,253

$24,215

$24,055

$4,696

$4,489

$4,760

$4,973

$33,671

$33,517

$52,549

$52,152

$19,097

$18,511

$10,411

$10,529

$82,057

$81,192

$4,700

$4,900

$489

$599

$204

$280

$621

$660

$1,314

$1,539

$359

$387

'

'

$4

$6

$152

$160

$293

$368

$449

$534

$271

$350

'

$0

$0

$0

$0

$316

$428

$316

$428

$103

$161

$326

$385

$170

$86

$599

$632

$630

$737

'

Percentage of loans 30 plus days past due to total retained loans

'

'

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'

'

'

0.93%

1.15%

'

'

'

'

'

'

1.83%

2.32%

'

'

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'

'

'

2.51%

2.52%

1.35%

1.60%

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Loans, charge-off criteria, period past due

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'30 days

'119 days

'

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'120 days

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'30 days

Loans_Consumer_Excluding_Credi8

Loans - Consumer, Excluding Credit Card Loans, Other Consumer Impaired Loans and Loan Modifications (Details) (Consumer, excluding credit card, USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Auto Loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	$51,000,000	'	$51,000,000	'	$96,000,000
Without an allowance	38,000,000	'	38,000,000	'	47,000,000
Total impaired loans	89,000,000	'	89,000,000	'	143,000,000
Allowance for loan losses related to impaired loans	8,000,000	'	8,000,000	'	13,000,000
Unpaid principal balance of impaired loans	169,000,000	'	169,000,000	'	235,000,000
Average impaired loans	103,000,000	129,000,000	119,000,000	137,000,000	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	97,000,000	140,000,000	107,000,000	150,000,000	'
New TDRs	17,000,000	22,000,000	37,000,000	42,000,000	'
Charge-offs post-modification	0	-2,000,000	0	-5,000,000	'
Foreclosures and other liquidations (e.g., short sales)	-2,000,000	0	-5,000,000	0	'
Principal payments and other	-23,000,000	-36,000,000	-50,000,000	-63,000,000	'
Ending balance of TDRs	89,000,000	124,000,000	89,000,000	124,000,000	'
Business Banking Loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	414,000,000	'	414,000,000	'	475,000,000
Without an allowance	0	'	0	'	0
Total impaired loans	414,000,000	'	414,000,000	'	475,000,000
Allowance for loan losses related to impaired loans	79,000,000	'	79,000,000	'	94,000,000
Unpaid principal balance of impaired loans	480,000,000	'	480,000,000	'	553,000,000
Average impaired loans	487,000,000	528,000,000	475,000,000	536,000,000	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	249,000,000	341,000,000	271,000,000	352,000,000	'
New TDRs	16,000,000	18,000,000	24,000,000	40,000,000	'
Charge-offs post-modification	-2,000,000	0	-2,000,000	-2,000,000	'
Foreclosures and other liquidations (e.g., short sales)	-1,000,000	0	-1,000,000	0	'
Principal payments and other	-28,000,000	-35,000,000	-58,000,000	-66,000,000	'
Ending balance of TDRs	234,000,000	324,000,000	234,000,000	324,000,000	'
Other Consumer	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	465,000,000	'	465,000,000	'	571,000,000
Without an allowance	38,000,000	'	38,000,000	'	47,000,000
Total impaired loans	503,000,000	'	503,000,000	'	618,000,000
Allowance for loan losses related to impaired loans	87,000,000	'	87,000,000	'	107,000,000
Unpaid principal balance of impaired loans	649,000,000	'	649,000,000	'	788,000,000
Average impaired loans	590,000,000	657,000,000	594,000,000	673,000,000	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	346,000,000	481,000,000	378,000,000	502,000,000	'
New TDRs	33,000,000	40,000,000	61,000,000	82,000,000	'
Charge-offs post-modification	-2,000,000	-2,000,000	-2,000,000	-7,000,000	'
Foreclosures and other liquidations (e.g., short sales)	-3,000,000	0	-6,000,000	0	'
Principal payments and other	-51,000,000	-71,000,000	-108,000,000	-129,000,000	'
Ending balance of TDRs	323,000,000	448,000,000	323,000,000	448,000,000	'
Student Loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	63,000,000	'	63,000,000	'	0
Allowance for loan losses related to impaired loans	18,000,000	'	18,000,000	'	'
Nonaccrual loans | Auto Loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Total impaired loans	63,000,000	'	63,000,000	'	113,000,000
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	'	'	'	'	77,000,000
Ending balance of TDRs	63,000,000	'	63,000,000	'	77,000,000
Nonaccrual loans | Business Banking Loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Total impaired loans	277,000,000	'	277,000,000	'	328,000,000
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	'	'	'	'	124,000,000
Ending balance of TDRs	97,000,000	'	97,000,000	'	124,000,000
Nonaccrual loans | Other Consumer	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Total impaired loans	340,000,000	'	340,000,000	'	441,000,000
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	'	'	'	'	201,000,000
Ending balance of TDRs	$160,000,000	'	$160,000,000	'	$201,000,000

Loans_Consumer_Excluding_Credi9

Loans - Consumer, Excluding Credit Card Loans, Other Consumer Loans Financial Effects of Modification (Details) (Consumer, excluding credit card, USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Business Banking Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Balance of loans that redefaulted within one year of permanent modification	$7,000,000	$11,000,000	$14,000,000	$23,000,000
Weighted-average interest rate of loans with interest rate reductions – before TDR	7.11%	7.58%	7.35%	7.94%
Weighted-average interest rate of loans with interest rate reductions – after TDR	6.04%	6.16%	6.28%	5.84%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	'3 years 1 month 6 days	'1 year 7 months 6 days	'2 years 7 months 6 days	'1 year 6 months
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'4 years 7 months 6 days	'3 years 9 months 18 days	'4 years 3 months 18 days	'3 years 1 month 6 days
Business Banking Loans | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of years before payment default under a modified loan	'	'	'1 year	'
Auto Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Balance of loans that redefaulted within one year of permanent modification	$11,000,000	$15,000,000	$22,000,000	$28,000,000
Weighted-average interest rate of loans with interest rate reductions – before TDR	12.02%	13.46%	13.10%	13.19%
Weighted-average interest rate of loans with interest rate reductions – after TDR	4.98%	4.82%	4.97%	4.94%
Auto Loans | Maximum	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of years before payment default under a modified loan	'	'	'1 year	'
Scored Auto and Business Banking Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of payments past due for deemed payment default	'	'	2	'

Recovered_Sheet1

Loans - Consumer, Excluding Credit Card Loans, PCI Loans (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,369	$724,177	$719,884
Consumer, excluding credit card	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	288,214	288,449	287,388
Consumer, excluding credit card | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	18,070	18,927	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	1,758	1,758	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	18,849	19,830	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	8.13%	8.55%	'
Consumer, excluding credit card | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	11,302	12,038	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	1,617	1,726	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	11,087	11,876	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	13.75%	14.80%	'
Consumer, excluding credit card | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,947	4,175	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	180	180	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	5,102	5,471	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	24.97%	26.67%	'
Consumer, excluding credit card | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	16,799	17,915	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	194	494	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	17,838	19,223	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	17.45%	19.36%	'
Consumer, excluding credit card | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	50,118	53,055	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	3,749	4,158	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	52,876	56,400	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	14.08%	15.31%	'
Consumer, excluding credit card | California | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	11,341	11,937	'
Consumer, excluding credit card | California | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	6,393	6,845	'
Consumer, excluding credit card | California | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,218	1,293	'
Consumer, excluding credit card | California | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	9,814	10,419	'
Consumer, excluding credit card | California | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	28,766	30,494	'
Consumer, excluding credit card | New York | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	922	962	'
Consumer, excluding credit card | New York | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	748	807	'
Consumer, excluding credit card | New York | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	514	563	'
Consumer, excluding credit card | New York | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,048	1,196	'
Consumer, excluding credit card | New York | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	3,232	3,528	'
Consumer, excluding credit card | Illinois | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	429	451	'
Consumer, excluding credit card | Illinois | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	324	353	'
Consumer, excluding credit card | Illinois | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	258	283	'
Consumer, excluding credit card | Illinois | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	445	481	'
Consumer, excluding credit card | Illinois | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,456	1,568	'
Consumer, excluding credit card | Florida | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,786	1,865	'
Consumer, excluding credit card | Florida | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	772	826	'
Consumer, excluding credit card | Florida | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	494	526	'
Consumer, excluding credit card | Florida | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,631	1,817	'
Consumer, excluding credit card | Florida | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	4,683	5,034	'
Consumer, excluding credit card | Texas | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	302	327	'
Consumer, excluding credit card | Texas | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	100	106	'
Consumer, excluding credit card | Texas | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	305	328	'
Consumer, excluding credit card | Texas | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	91	100	'
Consumer, excluding credit card | Texas | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	798	861	'
Consumer, excluding credit card | New Jersey | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	362	381	'
Consumer, excluding credit card | New Jersey | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	316	334	'
Consumer, excluding credit card | New Jersey | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	187	213	'
Consumer, excluding credit card | New Jersey | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	614	701	'
Consumer, excluding credit card | New Jersey | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,479	1,629	'
Consumer, excluding credit card | Arizona | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	343	361	'
Consumer, excluding credit card | Arizona | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	179	187	'
Consumer, excluding credit card | Arizona | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	90	95	'
Consumer, excluding credit card | Arizona | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	245	264	'
Consumer, excluding credit card | Arizona | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	857	907	'
Consumer, excluding credit card | Washington | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,020	1,072	'
Consumer, excluding credit card | Washington | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	244	266	'
Consumer, excluding credit card | Washington | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	103	112	'
Consumer, excluding credit card | Washington | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	428	463	'
Consumer, excluding credit card | Washington | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,795	1,913	'
Consumer, excluding credit card | Michigan | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	58	62	'
Consumer, excluding credit card | Michigan | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	177	189	'
Consumer, excluding credit card | Michigan | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	139	145	'
Consumer, excluding credit card | Michigan | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	193	206	'
Consumer, excluding credit card | Michigan | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	567	602	'
Consumer, excluding credit card | Ohio | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	21	23	'
Consumer, excluding credit card | Ohio | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	50	55	'
Consumer, excluding credit card | Ohio | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	79	84	'
Consumer, excluding credit card | Ohio | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	72	75	'
Consumer, excluding credit card | Ohio | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	222	237	'
Consumer, excluding credit card | All other | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,265	2,389	'
Consumer, excluding credit card | All other | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,784	1,908	'
Consumer, excluding credit card | All other | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,715	1,829	'
Consumer, excluding credit card | All other | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	3,257	3,501	'
Consumer, excluding credit card | All other | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	9,021	9,627	'
Consumer, excluding credit card | Current | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	17,317	18,135	'
Consumer, excluding credit card | Current | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	9,563	10,118	'
Consumer, excluding credit card | Current | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	3,828	4,012	'
Consumer, excluding credit card | Current | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	14,725	15,501	'
Consumer, excluding credit card | Current | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	45,433	47,766	'
Consumer, excluding credit card | 30–149 days past due | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	465	583	'
Consumer, excluding credit card | 30–149 days past due | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	538	589	'
Consumer, excluding credit card | 30–149 days past due | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	591	662	'
Consumer, excluding credit card | 30–149 days past due | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	930	1,006	'
Consumer, excluding credit card | 30–149 days past due | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,524	2,840	'
Consumer, excluding credit card | 150 or more days past due | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,067	1,112	'
Consumer, excluding credit card | 150 or more days past due | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	986	1,169	'
Consumer, excluding credit card | 150 or more days past due | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	683	797	'
Consumer, excluding credit card | 150 or more days past due | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,183	2,716	'
Consumer, excluding credit card | 150 or more days past due | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	4,919	5,794	'
Consumer, excluding credit card | Equal to or greater than 660 | Greater than 125% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	772	1,168	'
Consumer, excluding credit card | Equal to or greater than 660 | Greater than 125% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	118	240	'
Consumer, excluding credit card | Equal to or greater than 660 | Greater than 125% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	74	115	'
Consumer, excluding credit card | Equal to or greater than 660 | Greater than 125% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	156	301	'
Consumer, excluding credit card | Equal to or greater than 660 | Greater than 125% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,120	1,824	'
Consumer, excluding credit card | Equal to or greater than 660 | 101% to 125% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,568	3,248	'
Consumer, excluding credit card | Equal to or greater than 660 | 101% to 125% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	715	1,017	'
Consumer, excluding credit card | Equal to or greater than 660 | 101% to 125% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	249	316	'
Consumer, excluding credit card | Equal to or greater than 660 | 101% to 125% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	784	1,164	'
Consumer, excluding credit card | Equal to or greater than 660 | 101% to 125% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	4,316	5,745	'
Consumer, excluding credit card | Equal to or greater than 660 | 80% to 100% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	4,365	4,473	'
Consumer, excluding credit card | Equal to or greater than 660 | 80% to 100% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,400	2,787	'
Consumer, excluding credit card | Equal to or greater than 660 | 80% to 100% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	552	544	'
Consumer, excluding credit card | Equal to or greater than 660 | 80% to 100% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,741	3,311	'
Consumer, excluding credit card | Equal to or greater than 660 | 80% to 100% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	10,058	11,115	'
Consumer, excluding credit card | Equal to or greater than 660 | Less than 80% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	5,739	5,077	'
Consumer, excluding credit card | Equal to or greater than 660 | Less than 80% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	3,425	2,897	'
Consumer, excluding credit card | Equal to or greater than 660 | Less than 80% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	641	521	'
Consumer, excluding credit card | Equal to or greater than 660 | Less than 80% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	6,410	5,671	'
Consumer, excluding credit card | Equal to or greater than 660 | Less than 80% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	16,215	14,166	'
Consumer, excluding credit card | Less than 660 | Greater than 125% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	411	662	'
Consumer, excluding credit card | Less than 660 | Greater than 125% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	158	290	'
Consumer, excluding credit card | Less than 660 | Greater than 125% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	274	459	'
Consumer, excluding credit card | Less than 660 | Greater than 125% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	309	575	'
Consumer, excluding credit card | Less than 660 | Greater than 125% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,152	1,986	'
Consumer, excluding credit card | Less than 660 | 101% to 125% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,189	1,541	'
Consumer, excluding credit card | Less than 660 | 101% to 125% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	552	884	'
Consumer, excluding credit card | Less than 660 | 101% to 125% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	688	919	'
Consumer, excluding credit card | Less than 660 | 101% to 125% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,052	1,563	'
Consumer, excluding credit card | Less than 660 | 101% to 125% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	3,481	4,907	'
Consumer, excluding credit card | Less than 660 | 80% to 100% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,758	1,782	'
Consumer, excluding credit card | Less than 660 | 80% to 100% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,537	1,699	'
Consumer, excluding credit card | Less than 660 | 80% to 100% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,131	1,197	'
Consumer, excluding credit card | Less than 660 | 80% to 100% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,339	2,769	'
Consumer, excluding credit card | Less than 660 | 80% to 100% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	6,765	7,447	'
Consumer, excluding credit card | Less than 660 | Less than 80% and refreshed FICO scores: | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,047	1,879	'
Consumer, excluding credit card | Less than 660 | Less than 80% and refreshed FICO scores: | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,182	2,062	'
Consumer, excluding credit card | Less than 660 | Less than 80% and refreshed FICO scores: | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	1,493	1,400	'
Consumer, excluding credit card | Less than 660 | Less than 80% and refreshed FICO scores: | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	4,047	3,869	'
Consumer, excluding credit card | Less than 660 | Less than 80% and refreshed FICO scores: | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	$9,769	$9,210	'

Recovered_Sheet2

Loans - Consumer, Excluding Credit Card Loans, PCI Delinquency Statistics (Details) (USD $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

PCI - Home Equity, Senior Lien

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien

PCI - Home Equity, Junior Lien

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

30–89 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

90–149 days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

150 or more days past due

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien

PCI - Home Equity, Junior Lien

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien

PCI - Home Equity, Junior Lien

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien, Excluding Lines of Credit [Member]

PCI - Home Equity, Junior Lien

PCI - Home Equity, Junior Lien

HELOC, Within the Revolving Period

HELOC, Within the Revolving Period

HELOCs, Beyond the Revolving Period

HELOCs, Beyond the Revolving Period

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

PCI - Home Equity, Junior Lien, Lines of Credit

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Percentage of senior liens to total financing receivables

'

'

'

'

'

'

20.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans retained

$735,369

$724,177

$719,884

$288,214

$288,449

$287,388

'

$812

$908

$14,760

$15,914

$10,802

$12,670

$3,146

$2,336

$20

$24

$254

$321

$174

$243

$60

$54

$8

$11

$88

$120

$60

$88

$20

$21

$40

$39

$627

$647

$467

$526

$120

$82

Percentage of loans 30 plus days past due to total retained loans

'

'

'

'

'

'

'

8.37%

8.15%

6.57%

6.84%

6.49%

6.76%

6.36%

6.72%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Home equity line of credit, open-ended revolving period

'

'

'

'

'

'

'

'

'

'

'

'10 years

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Recovered_Sheet3

Loans - Consumer, Excluding Credit Card Loans, PCI Accretable Yield Activity (Details) (Consumer, excluding credit card, Purchased Credit-Impaired, USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Consumer, excluding credit card | Purchased Credit-Impaired	'	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'	'	'
Beginning balance	$15,782	$19,464	$16,167	$18,457
Accretion into interest income	-495	-565	-1,009	-1,138
Changes in interest rates on variable-rate loans	-45	49	-66	-110
Other changes in expected cash flows	33	-342	183	1,397
Ending balance	$15,275	$18,606	$15,275	$18,606
Accretable yield percentage	4.24%	4.38%	4.28%	4.36%

Loans_Credit_Card_Loan_Portfol

Loans - Credit Card Loan Portfolio (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,369	$724,177	$719,884
Credit card	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	125,621	127,465	124,288
Credit card | Credit Card Loan	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	125,621	127,465	'
Percentage of loans 30 plus days past due to total retained loans	1.41%	1.67%	'
Percentage of loans 90 plus days past due to total retained loans	0.69%	0.80%	'
Percentage of Loans with FICO Scores of 660 Or Greater to Total Retained Loans	86.20%	85.10%	'
Percentage of Loans with FICO Scores Less than 660 to Total Retained Loans	13.80%	14.90%	'
Credit card | Credit Card Loan | California	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	17,040	17,194	'
Credit card | Credit Card Loan | New York	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,425	10,497	'
Credit card | Credit Card Loan | Texas	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,464	10,400	'
Credit card | Credit Card Loan | Illinois	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,313	7,412	'
Credit card | Credit Card Loan | Florida	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,039	7,178	'
Credit card | Credit Card Loan | New Jersey	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	5,516	5,554	'
Credit card | Credit Card Loan | Ohio	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	4,736	4,881	'
Credit card | Credit Card Loan | Pennsylvania	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	4,347	4,462	'
Credit card | Credit Card Loan | Michigan	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,502	3,618	'
Credit card | Credit Card Loan | Virginia	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,172	3,239	'
Credit card | Credit Card Loan | All other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	52,067	53,030	'
Credit card | Credit Card Loan | Current	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	123,849	125,335	'
Credit card | Credit Card Loan | 30–89 days past due and still accruing	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	910	1,108	'
Credit card | Credit Card Loan | 90 or more days past due and still accruing	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	862	1,022	'
Credit card | Credit Card Loan | Nonaccrual loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$0	$0	'

Loans_Credit_Card_Portfolio_Im

Loans - Credit Card Portfolio - Impaired Loans (Details) (Credit card, Credit Card Loan, USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Financing Receivable, Modifications, Recorded Investment	$2,173	'	$2,173	'	$2,746
Loans and Leases Receivable, Impaired, Reverted to Original Payment Terms Amount	294	'	294	'	369
Total impaired loans	2,467	'	2,467	'	3,115
Allowance for loan losses related to impaired loans	583	'	583	'	971
Average impaired loans	2,617	4,070	2,776	4,294	'
Interest income on impaired loans	32	52	68	110	'
Noncompliance with Modified Terms [Member]	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Loans and Leases Receivable, Impaired, Reverted to Original Payment Terms Amount	179	'	179	'	226
Completion of Short Term Modification [Member]	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Loans and Leases Receivable, Impaired, Reverted to Original Payment Terms Amount	$115	'	$115	'	$143

Loans_Credit_Card_Portfolio_Lo

Loans - Credit Card Portfolio - Loans Modifications (Details) (Credit card, Credit Card Loan, USD $)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
			loan_payment
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions – before TDR	15.05%	15.38%	15.04%	15.44%	'
Weighted-average interest rate of loans with interest rate reductions – after TDR	4.33%	4.27%	4.36%	4.88%	'
Balance of loans that redefaulted within one year of permanent modification	$29,000,000	$41,000,000	$63,000,000	$85,000,000	'
Number of payments past due for deemed payment default	'	'	2	'	'
Rate of default for modified loans, estimated weighted average	'	'	29.17%	'	30.72%
Maximum	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Number of years before payment default under a modified loan	'	'	'1 year	'	'
Total new enrollments	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
New TDRs	$193,000,000	$288,000,000	$426,000,000	$627,000,000	'

Loans_Wholesale_Loan_Portfolio

Loans - Wholesale Loan Portfolio- By Class of Receivable (Details) (USD $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Financial institutions

Government agencies

Other

Total retained loans

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Wholesale

Financial institutions

Government agencies

Other

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Financial institutions

Government agencies

Government agencies

Government agencies

Other

Other

Other

Total retained loans

Total retained loans

Total retained loans

Current

Current

Current

Current

Current

Current

Current

Current

Current

Current

Current

Current

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

30–89 days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

90 or more days past due and still accruing

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Nonaccrual loans

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total non-U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Total U.S.

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Investment-grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Total noninvestment- grade

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Noncriticized

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized performing

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Criticized nonaccrual

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Government agencies

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

Commercial and industrial

Commercial and industrial

Real estate

Real estate

Financial institutions

Financial institutions

Government agencies

Government agencies

Other

Other

Total retained loans

Total retained loans

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

'

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Loans retained

$735,369

$724,177

$719,884

$39,040

$9,645

$90,872

$321,534

$8,304

$283

$10,363

$321,534

$308,263

$308,208

$108,351

$103,846

$73,626

$69,151

'

'

$33,683

'

'

$10,462

'

'

$91,121

$321,534

$308,263

$308,263

$107,836

$103,357

$73,191

$68,627

$38,967

$33,426

$9,574

$10,421

$89,671

$89,717

$319,239

$305,548

$233

$181

$125

$164

$50

$226

$18

$40

$1,032

$1,233

$1,458

$1,844

$26

$14

$22

$14

$2

$6

$53

$0

$7

$16

$110

$50

$256

$294

$288

$346

$21

$25

$0

$1

$162

$155

$727

$821

$35,397

$34,440

$2,765

$1,369

$25,531

$22,726

$1,421

$2,146

$44,589

$43,376

$109,703

$104,057

$72,954

$69,406

$70,861

$67,782

$13,509

$10,957

$8,224

$8,316

$46,283

$47,745

$211,831

$204,206

$58,802

$57,690

$56,282

$52,195

$30,736

$26,712

$9,362

$9,979

$80,509

$79,494

$235,691

$226,070

$49,549

$46,156

$17,344

$16,956

$6,971

$483

$11,627

$85,843

$82,193

$46,668

$43,477

$15,215

$14,381

$8,048

$6,674

$280

$440

$9,776

$10,992

$79,987

$75,964

$2,625

$2,385

$1,841

$2,229

$235

$272

$3

$42

$425

$480

$5,129

$5,408

$256

$294

$288

$346

$21

$25

$0

$1

$162

$155

$727

$821

Percentage of criticized loans to total retained loans

'

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'

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'

'

2.66%

2.58%

2.89%

3.72%

0.66%

0.88%

'

0.03%

0.41%

'

0.65%

0.70%

'

1.82%

2.02%

'

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Percentage of longs on nonaccrual status to total retained loans

'

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0.24%

0.28%

0.39%

0.50%

0.05%

0.07%

'

0.00%

0.01%

'

0.18%

0.17%

'

0.23%

0.27%

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Loans_Wholesale_Loan_Portfolio1

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,369	$724,177	$719,884
Wholesale	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	321,534	308,263	308,208
Wholesale | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	73,626	69,151	'
Percentage of criticized loans to total retained loans	2.89%	3.72%	'
Percentage of longs on nonaccrual status to total retained loans	0.39%	0.50%	'
Wholesale | Multifamily	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	46,711	44,389	'
Percentage of criticized loans to total retained loans	2.00%	2.57%	'
Percentage of longs on nonaccrual status to total retained loans	0.34%	0.43%	'
Wholesale | Commercial lessors	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	16,833	15,949	'
Percentage of criticized loans to total retained loans	6.68%	8.30%	'
Percentage of longs on nonaccrual status to total retained loans	0.75%	0.90%	'
Wholesale | Commercial construction and development	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,944	3,674	'
Percentage of criticized loans to total retained loans	1.22%	2.20%	'
Percentage of longs on nonaccrual status to total retained loans	0.00%	0.08%	'
Wholesale | Other Real Estate Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	6,138	5,139	'
Percentage of criticized loans to total retained loans	0.36%	0.56%	'
Percentage of longs on nonaccrual status to total retained loans	0.03%	0.18%	'
Wholesale | Criticized | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	2,129	2,575	'
Wholesale | Criticized | Multifamily	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	935	1,142	'
Wholesale | Criticized | Commercial lessors	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	1,124	1,323	'
Wholesale | Criticized | Commercial construction and development	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	48	81	'
Wholesale | Criticized | Other Real Estate Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	22	29	'
Wholesale | Criticized nonaccrual | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	288	346	'
Wholesale | Criticized nonaccrual | Multifamily	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	159	191	'
Wholesale | Criticized nonaccrual | Commercial lessors	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	127	143	'
Wholesale | Criticized nonaccrual | Commercial construction and development	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	0	3	'
Wholesale | Criticized nonaccrual | Other Real Estate Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$2	$9	'

Loans_Wholesale_Loan_Portfolio2

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) (Wholesale, USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Commercial and industrial	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	$232,000,000	'	$232,000,000	'	$236,000,000
Without an allowance	32,000,000	'	32,000,000	'	58,000,000
Total impaired loans	264,000,000	'	264,000,000	'	294,000,000
Allowance for loan losses related to impaired loans	60,000,000	'	60,000,000	'	75,000,000
Unpaid principal balance of impaired loans	325,000,000	'	325,000,000	'	448,000,000
Average impaired loans	249,000,000	387,000,000	270,000,000	496,000,000	'
Real estate	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	200,000,000	'	200,000,000	'	258,000,000
Without an allowance	89,000,000	'	89,000,000	'	109,000,000
Total impaired loans	289,000,000	'	289,000,000	'	367,000,000
Allowance for loan losses related to impaired loans	43,000,000	'	43,000,000	'	63,000,000
Unpaid principal balance of impaired loans	366,000,000	'	366,000,000	'	454,000,000
Average impaired loans	306,000,000	518,000,000	330,000,000	526,000,000	'
Financial institutions	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	5,000,000	'	5,000,000	'	17,000,000
Without an allowance	8,000,000	'	8,000,000	'	8,000,000
Total impaired loans	13,000,000	'	13,000,000	'	25,000,000
Allowance for loan losses related to impaired loans	11,000,000	'	11,000,000	'	16,000,000
Unpaid principal balance of impaired loans	12,000,000	'	12,000,000	'	24,000,000
Average impaired loans	19,000,000	11,000,000	21,000,000	9,000,000	'
Government agencies	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	0	'	0	'	1,000,000
Without an allowance	0	'	0	'	0
Total impaired loans	0	'	0	'	1,000,000
Allowance for loan losses related to impaired loans	0	'	0	'	0
Unpaid principal balance of impaired loans	0	'	0	'	1,000,000
Average impaired loans	0	0	0	0	'
Other	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	104,000,000	'	104,000,000	'	85,000,000
Without an allowance	62,000,000	'	62,000,000	'	73,000,000
Total impaired loans	166,000,000	'	166,000,000	'	158,000,000
Allowance for loan losses related to impaired loans	24,000,000	'	24,000,000	'	27,000,000
Unpaid principal balance of impaired loans	251,000,000	'	251,000,000	'	241,000,000
Average impaired loans	159,000,000	226,000,000	164,000,000	225,000,000	'
Total retained loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	541,000,000	'	541,000,000	'	597,000,000
Without an allowance	191,000,000	'	191,000,000	'	248,000,000
Total impaired loans	732,000,000	'	732,000,000	'	845,000,000
Allowance for loan losses related to impaired loans	138,000,000	'	138,000,000	'	181,000,000
Unpaid principal balance of impaired loans	954,000,000	'	954,000,000	'	1,168,000,000
Average impaired loans	$733,000,000	$1,142,000,000	$785,000,000	$1,256,000,000	'

Loans_Wholesale_Loan_Portfolio3

Loans - Wholesale Loan Portfolio - Loan Modification (Details) (Wholesale, USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Commercial and industrial	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	$84,000,000	$254,000,000	$77,000,000	$575,000,000
New TDRs	25,000,000	27,000,000	48,000,000	41,000,000
Increases to existing TDRs	10,000,000	1,000,000	11,000,000	4,000,000
Charge-offs post-modification	0	0	0	-1,000,000
Principal payments and other	-9,000,000	-173,000,000	-26,000,000	-510,000,000
Ending balance of TDRs	110,000,000	109,000,000	110,000,000	109,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	145,000,000	22,000,000	145,000,000	22,000,000
Real estate	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	78,000,000	124,000,000	88,000,000	99,000,000
New TDRs	0	10,000,000	10,000,000	41,000,000
Increases to existing TDRs	0	0	0	0
Charge-offs post-modification	0	0	0	-3,000,000
Principal payments and other	-4,000,000	-23,000,000	-24,000,000	-26,000,000
Ending balance of TDRs	74,000,000	111,000,000	74,000,000	111,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	0	0	0	0
Financial Institutions, Government Agencies and Other Wholesale [Member]	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	31,000,000	43,000,000	33,000,000	22,000,000
New TDRs	3,000,000	15,000,000	3,000,000	37,000,000
Increases to existing TDRs	0	0	0	0
Charge-offs post-modification	0	0	-1,000,000	0
Principal payments and other	-12,000,000	-24,000,000	-13,000,000	-25,000,000
Ending balance of TDRs	22,000,000	34,000,000	22,000,000	34,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	0	1,000,000	0	1,000,000
Total retained loans	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	193,000,000	421,000,000	198,000,000	696,000,000
New TDRs	28,000,000	52,000,000	61,000,000	119,000,000
Increases to existing TDRs	10,000,000	1,000,000	11,000,000	4,000,000
Charge-offs post-modification	0	0	-1,000,000	-4,000,000
Principal payments and other	-25,000,000	-220,000,000	-63,000,000	-561,000,000
Ending balance of TDRs	206,000,000	254,000,000	206,000,000	254,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	145,000,000	23,000,000	145,000,000	23,000,000
Modifications, average term or payment extension granted	'0 years	'10 months 24 days	'1 year	'2 years 1 month 6 days
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	'2 years 9 months 18 days	'1 year 4 months 24 days	'2 years 8 months 12 days	'1 year 7 months 6 days
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	1,000,000	0	1,000,000
Nonaccrual loans | Commercial and industrial	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	110,000,000	102,000,000	110,000,000	102,000,000
Nonaccrual loans | Real estate	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	67,000,000	82,000,000	67,000,000	82,000,000
Nonaccrual loans | Financial Institutions, Government Agencies and Other Wholesale [Member]	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	19,000,000	27,000,000	19,000,000	27,000,000
Nonaccrual loans | Total retained loans	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	$196,000,000	$211,000,000	$196,000,000	$211,000,000

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Provision for loan losses	$692	$47	$1,542	$664	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	16,390	19,140	16,390	19,140	'
Formula-based	668,856	643,996	668,856	643,996	'
PCI	50,123	56,748	50,123	56,748	'
Total Retained Loans	735,369	719,884	735,369	719,884	724,177
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	122	283	122	283	'
Formula-based	1,041,251	1,039,851	1,041,251	1,039,851	'
Total lending-related commitments	1,041,373	1,040,134	1,041,373	1,040,134	1,031,672
Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	16,264	21,936	'
Gross charge-offs	'	'	3,143	3,988	'
Gross recoveries	'	'	-716	-860	'
Net charge-offs/(recoveries)	'	'	2,427	3,128	'
Provision for loan losses	'	'	1,599	579	'
Other	'	'	-1	-3	'
Ending Balance	15,326	19,384	15,326	19,384	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Asset-specific	1,319	2,168	1,319	2,168	'
Formula-based	10,258	11,505	10,258	11,505	'
PCI	3,749	5,711	3,749	5,711	'
Total Allowance for Credit Losses	15,326	19,384	15,326	19,384	'
Allowance For Lending Related Commitments	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	705	668	'
Provision for loan losses	'	'	-57	85	'
Other	'	'	0	0	'
Ending Balance	648	753	648	753	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Total Allowance for Credit Losses	648	753	648	753	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	43	79	43	79	'
Formula-based	605	674	605	674	'
Purchased Credit-Impaired | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Gross charge-offs	'	'	109	0	'
Impaired Collateral Dependent Loans	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Net charge-offs/(recoveries)	'	'	76	142	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	3,571	3,546	3,571	3,546	'
Consumer, excluding credit card	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	13,191	14,251	13,191	14,251	'
Formula-based	224,905	216,401	224,905	216,401	'
PCI	50,118	56,736	50,118	56,736	'
Total Retained Loans	288,214	287,388	288,214	287,388	288,449
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	56,410	62,303	56,410	62,303	'
Total lending-related commitments	56,410	62,303	56,410	62,303	'
Consumer, excluding credit card | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	8,456	12,292	'
Gross charge-offs	'	'	1,084	1,458	'
Gross recoveries	'	'	-399	-394	'
Net charge-offs/(recoveries)	'	'	685	1,064	'
Provision for loan losses	'	'	81	-531	'
Other	'	'	0	-6	'
Ending Balance	7,743	10,691	7,743	10,691	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Asset-specific	598	713	598	713	'
Formula-based	3,396	4,267	3,396	4,267	'
PCI	3,749	5,711	3,749	5,711	'
Total Allowance for Credit Losses	7,743	10,691	7,743	10,691	'
Consumer, excluding credit card | Allowance For Lending Related Commitments	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	8	7	'
Provision for loan losses	'	'	1	1	'
Other	'	'	0	0	'
Ending Balance	9	8	9	8	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Total Allowance for Credit Losses	9	8	9	8	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	9	8	9	8	'
Consumer, excluding credit card | Purchased Credit-Impaired	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Total Retained Loans	50,118	'	50,118	'	53,055
Consumer, excluding credit card | Purchased Credit-Impaired | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Gross charge-offs	'	'	109	0	'
Consumer, excluding credit card | Impaired Collateral Dependent Loans	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Net charge-offs/(recoveries)	'	'	81	132	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	3,250	3,152	3,250	3,152	'
Credit card	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	2,467	3,857	2,467	3,857	'
Formula-based	123,154	120,431	123,154	120,431	'
PCI	0	0	0	0	'
Total Retained Loans	125,621	124,288	125,621	124,288	127,465
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	533,688	532,359	533,688	532,359	'
Total lending-related commitments	533,688	532,359	533,688	532,359	'
Credit card | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	3,795	5,501	'
Gross charge-offs	'	'	1,982	2,414	'
Gross recoveries	'	'	-209	-318	'
Net charge-offs/(recoveries)	'	'	1,773	2,096	'
Provision for loan losses	'	'	1,573	1,046	'
Other	'	'	-1	-6	'
Ending Balance	3,594	4,445	3,594	4,445	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Asset-specific	583	1,227	583	1,227	'
Formula-based	3,011	3,218	3,011	3,218	'
PCI	0	0	0	0	'
Total Allowance for Credit Losses	3,594	4,445	3,594	4,445	'
Credit card | Allowance For Lending Related Commitments	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	0	0	'
Provision for loan losses	'	'	0	0	'
Other	'	'	0	0	'
Ending Balance	0	0	0	0	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Total Allowance for Credit Losses	0	0	0	0	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	0	0	0	0	'
Credit card | Purchased Credit-Impaired | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Gross charge-offs	'	'	0	0	'
Credit card | Impaired Collateral Dependent Loans	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Net charge-offs/(recoveries)	'	'	0	0	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	0	0	0	0	'
Wholesale	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	732	1,032	732	1,032	'
Formula-based	320,797	307,164	320,797	307,164	'
PCI	5	12	5	12	'
Total Retained Loans	321,534	308,208	321,534	308,208	308,263
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	122	283	122	283	'
Formula-based	451,153	445,189	451,153	445,189	'
Total lending-related commitments	451,275	445,472	451,275	445,472	'
Wholesale | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	4,013	4,143	'
Gross charge-offs	'	'	77	116	'
Gross recoveries	'	'	-108	-148	'
Net charge-offs/(recoveries)	'	'	-31	-32	'
Provision for loan losses	'	'	-55	64	'
Other	'	'	0	9	'
Ending Balance	3,989	4,248	3,989	4,248	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Asset-specific	138	228	138	228	'
Formula-based	3,851	4,020	3,851	4,020	'
PCI	0	0	0	0	'
Total Allowance for Credit Losses	3,989	4,248	3,989	4,248	'
Wholesale | Allowance For Lending Related Commitments	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	697	661	'
Provision for loan losses	'	'	-58	84	'
Other	'	'	0	0	'
Ending Balance	639	745	639	745	'
Impaired Collateral Dependent Loans [Abstract]	'	'	'	'	'
Total Allowance for Credit Losses	639	745	639	745	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	43	79	43	79	'
Formula-based	596	666	596	666	'
Wholesale | Purchased Credit-Impaired | Allowance for Loans and Leases Receivable	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Gross charge-offs	'	'	0	0	'
Wholesale | Impaired Collateral Dependent Loans	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Net charge-offs/(recoveries)	'	'	-5	10	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	$321	$394	$321	$394	'

Variable_Interest_Entities_Fir

Variable Interest Entities - Firm Sponsored Variable Interest Entities (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	$258,400,000,000	$271,700,000,000
Firm-sponsored credit card securitization trusts	'	'
Percentage of the Firm's retained securitization interests risk-rated 'A' or better, at fair value	69.00%	69.00%
Corporate & Investment Bank	'	'
Firm-sponsored credit card securitization trusts	'	'
Senior securities purchased, excluded from interests continued to be held by transferor, fair value	105,000,000	151,000,000
Subordinated securities purchased, excluded from interests continued to be held by transferor, fair value	55,000,000	30,000,000
Prime/Alt A and Option Arms	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	101,700,000,000	109,200,000,000
Subprime	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	29,800,000,000	32,100,000,000
Commercial – nonagency	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	126,900,000,000	130,400,000,000
Variable Interest Entity, Primary Beneficiary	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in consolidated securitization VIEs	4,500,000,000	4,500,000,000
Variable Interest Entity, Primary Beneficiary | Prime/Alt A and Option Arms	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in consolidated securitization VIEs	2,400,000,000	3,200,000,000
Variable Interest Entity, Primary Beneficiary | Subprime	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in consolidated securitization VIEs	1,900,000,000	1,300,000,000
Variable Interest Entity, Primary Beneficiary | Commercial – nonagency	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in consolidated securitization VIEs	200,000,000	0
Variable Interest Entity, Not Primary Beneficiary	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in nonconsolidated securitization VIEs with continuing involvement	205,383,000,000	216,407,000,000
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	4,600,000,000	4,900,000,000
Variable Interest Entity, Not Primary Beneficiary | Trading assets	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	1,000,000,000	1,100,000,000
Variable Interest Entity, Not Primary Beneficiary | Total available-for-sale securities	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	3,600,000,000	3,800,000,000
Variable Interest Entity, Not Primary Beneficiary | Prime/Alt A and Option Arms	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in nonconsolidated securitization VIEs with continuing involvement	85,193,000,000	90,381,000,000
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	700,000,000	800,000,000
Variable Interest Entity, Not Primary Beneficiary | Prime/Alt A and Option Arms | Trading assets	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	400,000,000	500,000,000
Variable Interest Entity, Not Primary Beneficiary | Prime/Alt A and Option Arms | Total available-for-sale securities	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	300,000,000	300,000,000
Variable Interest Entity, Not Primary Beneficiary | Subprime	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in nonconsolidated securitization VIEs with continuing involvement	25,998,000,000	28,008,000,000
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	100,000,000	100,000,000
Variable Interest Entity, Not Primary Beneficiary | Subprime | Trading assets	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	100,000,000	100,000,000
Variable Interest Entity, Not Primary Beneficiary | Subprime | Total available-for-sale securities	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	0	0
Variable Interest Entity, Not Primary Beneficiary | Commercial – nonagency	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in nonconsolidated securitization VIEs with continuing involvement	94,192,000,000	98,018,000,000
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	3,800,000,000	4,000,000,000
Variable Interest Entity, Not Primary Beneficiary | Commercial – nonagency | Trading assets	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	500,000,000	500,000,000
Variable Interest Entity, Not Primary Beneficiary | Commercial – nonagency | Total available-for-sale securities	'	'
Firm-sponsored credit card securitization trusts	'	'
Interest in sponsored credit card securitization trusts	3,300,000,000	3,500,000,000
Investment-grade | Prime/Alt A and Option Arms	'	'
Firm-sponsored credit card securitization trusts	'	'
Retained interest, fair value	437,000,000	551,000,000
Investment-grade | Commercial – nonagency	'	'
Firm-sponsored credit card securitization trusts	'	'
Retained interest, fair value	3,600,000,000	3,900,000,000
Noninvestment-grade | Prime/Alt A and Option Arms	'	'
Firm-sponsored credit card securitization trusts	'	'
Retained interest, fair value	238,000,000	260,000,000
Noninvestment-grade | Commercial – nonagency	'	'
Firm-sponsored credit card securitization trusts	'	'
Retained interest, fair value	$124,000,000	$80,000,000

Variable_Interest_Entities_Res

Variable Interest Entities - Resecuritizations, Multi-seller Conduits (Details) (USD $)	3 Months Ended			6 Months Ended
	Jun. 30, 2014		Jun. 30, 2013	Jun. 30, 2014		Jun. 30, 2013	Dec. 31, 2013
Variable Interest Entity	'		'	'		'	'
Securities transferred to agency resecuritization VIEs	$8,000,000,000		$2,900,000,000	$13,300,000,000		$7,100,000,000	'
Securities transferred to private-label re-securitization VIEs	264,000,000		0	433,000,000		0	'
Total assets	2,520,336,000,000	[1]	2,439,494,000,000	2,520,336,000,000	[1]	2,439,494,000,000	2,415,689,000,000	[1]
Unfunded portion of commitments to multi-seller conduits	1,041,373,000,000		1,040,134,000,000	1,041,373,000,000		1,040,134,000,000	1,031,672,000,000
Mortgage Securitization Entities | Re securitizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Senior and subordinated interest in nonconsolidated agency re-securitization entities	2,300,000,000		'	2,300,000,000		'	1,300,000,000
Mortgage Securitization Entities | Re securitizations | Private label Resecuritizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Senior and subordinated interest in nonconsolidated agency re-securitization entities	37,000,000		'	37,000,000		'	6,000,000
Mortgage Securitization Entities | Re securitizations | Mortgage-backed securities - Residential – nonagency | Private label Resecuritizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
VIE, consolidated carrying amount assets	83,000,000		'	83,000,000		'	86,000,000
VIE, carrying amount liabilities	22,000,000		'	22,000,000		'	23,000,000
Multi-seller conduits	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Commercial paper issued by consolidated Variable Interest Entities eliminated in Consolidation	7,400,000,000		'	7,400,000,000		'	4,100,000,000
Multi-seller conduits | Commercial	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Unfunded portion of commitments to multi-seller conduits	9,200,000,000		'	9,200,000,000		'	9,100,000,000
Nonconsolidated Private-Label Re-securitizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Total assets	$3,000,000,000		'	$3,000,000,000		'	$2,800,000,000
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2014, and December 31, 2013. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2014 Dec 31, 2013Assets Trading assets$6,006 $6,366Loans64,598 70,072All other assets2,048 2,168Total assets$72,652 $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$45,723 $49,617All other liabilities1,027 1,061Total liabilities$46,750 $50,678The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2014, and December 31, 2013, the Firm provided limited program-wide credit enhancement of $2.6 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable_Interest_Entities_Mun

Variable Interest Entities - Municipal Bond Vehicle VIEs (Details) (USD $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

Nonconsolidated Municipal Bond Vehicles

JPMorgan Chase & Co

JPMorgan Chase & Co

Municipal Bonds

Municipal Bonds

AAA to AAA-

AAA to AAA-

AA to AA-

AA to AA-

A to A-

A to A-

BBB to BBB-

BBB to BBB-

Noninvestment-grade BB plus and below

Noninvestment-grade BB plus and below

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Municipal Bonds

Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value of non-consolidated assets held by VIEs

$2,520,336,000,000

[1]

$2,415,689,000,000

[1]

$2,439,494,000,000

$11,500,000,000

$11,800,000,000

$2,700,000,000

$2,700,000,000

$8,600,000,000

$8,900,000,000

$200,000,000

$200,000,000

$0

$0

$0

$0

'

'

Liquidity facilities provided by Firm serving as liquidity provider

'

'

'

6,400,000,000

6,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Excess/ (deficit)

'

'

'

5,100,000,000

4,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

Maximum exposure

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$6,400,000,000

$6,900,000,000

VIE weighted average expected life of assets

'

'

'

'5 years 1 month 6 days

'7 years 2 months 12 days

'

'

'

'

'

'

'

'

'

'

'

'

[1]

The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2014, and December 31, 2013. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2014 Dec 31, 2013Assets Trading assets$6,006 $6,366Loans64,598 70,072All other assets2,048 2,168Total assets$72,652 $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$45,723 $49,617All other liabilities1,027 1,061Total liabilities$46,750 $50,678The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2014, and December 31, 2013, the Firm provided limited program-wide credit enhancement of $2.6 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable_Interest_Entities_Con

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013
In Millions, unless otherwise specified
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	$392,543		$374,664		'
Loans	746,983		738,418		'
Other assets, at fair value	100,562		110,101		'
Total assets	2,520,336	[1]	2,415,689	[1]	2,439,494
Beneficial interests issued by consolidated VIEs	45,723		49,617		'
Total liabilities	2,293,022	[1]	2,204,511	[1]	'
Variable Interest Entity, Primary Beneficiary	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	64,600		70,100		'
Other assets, at fair value	2,000		2,200		'
Total assets	72,600		78,700		'
Beneficial interests issued by consolidated VIEs	45,700		49,600		'
Other liabilities	1,000		1,100		'
Total liabilities	46,700		50,700		'
Variable Interest Entity, Primary Beneficiary | Long Term Beneficial Interests	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Beneficial interests issued by consolidated VIEs	33,600		31,800		'
Variable Interest Entity, Primary Beneficiary | Long Term Beneficial Interests Maturities Under One Year	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Beneficial interests issued by consolidated VIEs	6,500		'		'
Variable Interest Entity, Primary Beneficiary | Long Term Beneficial Interests Maturities Between One And Five Years	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Beneficial interests issued by consolidated VIEs	19,100		'		'
Variable Interest Entity, Primary Beneficiary | Long Term Beneficial Interests Maturities Over Five Years	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Beneficial interests issued by consolidated VIEs	8,000		'		'
Variable Interest Entity, Primary Beneficiary | Student Loans	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
VIE, consolidated carrying amount assets	2,500		2,500		'
Variable Interest Entity, Primary Beneficiary | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	6,000		6,400		'
Variable Interest Entity, Primary Beneficiary | Firm-sponsored credit card trusts	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	43,700		46,900		'
Other assets, at fair value	700		1,100		'
Total assets	44,400		48,000		'
Beneficial interests issued by consolidated VIEs	28,400		26,600		'
Other liabilities	0		0		'
Total liabilities	28,400		26,600		'
Variable Interest Entity, Primary Beneficiary | Firm-sponsored credit card trusts | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	0		0		'
Variable Interest Entity, Primary Beneficiary | Firm-administered multi-seller conduits	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	17,000		19,000		'
Other assets, at fair value	200		100		'
Total assets	17,200		19,100		'
Beneficial interests issued by consolidated VIEs	9,600		14,900		'
Other liabilities	0		0		'
Total liabilities	9,600		14,900		'
Variable Interest Entity, Primary Beneficiary | Firm-administered multi-seller conduits | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	0		0		'
Variable Interest Entity, Primary Beneficiary | Municipal bonds vehicles	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	0		0		'
Other assets, at fair value	0		0		'
Total assets	3,000		3,400		'
Beneficial interests issued by consolidated VIEs	2,500		2,900		'
Other liabilities	0		0		'
Total liabilities	2,500		2,900		'
Variable Interest Entity, Primary Beneficiary | Municipal bonds vehicles | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	3,000		3,400		'
Variable Interest Entity, Primary Beneficiary | Mortgage securitization entities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	1,600		1,700		'
Other assets, at fair value	0		0		'
Total assets	3,900		4,000		'
Beneficial interests issued by consolidated VIEs	2,900		2,900		'
Other liabilities	800		900		'
Total liabilities	3,700		3,800		'
Variable Interest Entity, Primary Beneficiary | Mortgage securitization entities | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	2,300		2,300		'
Variable Interest Entity, Primary Beneficiary | Other	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	2,300		2,500		'
Other assets, at fair value	1,100		1,000		'
Total assets	4,100		4,200		'
Beneficial interests issued by consolidated VIEs	2,300		2,300		'
Other liabilities	200		200		'
Total liabilities	2,500		2,500		'
Variable Interest Entity, Primary Beneficiary | Other | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	$700		$700		'
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2014, and December 31, 2013. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2014 Dec 31, 2013Assets Trading assets$6,006 $6,366Loans64,598 70,072All other assets2,048 2,168Total assets$72,652 $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$45,723 $49,617All other liabilities1,027 1,061Total liabilities$46,750 $50,678The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2014, and December 31, 2013, the Firm provided limited program-wide credit enhancement of $2.6 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable_Interest_Entities_Sec

Variable Interest Entities - Securitization Activity (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Commercial	'	'	'	'
Securitization activity [Abstract]	'	'	'	'
Principal securitized	$2,612,000,000	$3,078,000,000	$4,639,000,000	$5,284,000,000
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	2,664,000,000	3,149,000,000	4,708,000,000	5,426,000,000
Servicing fees collected	1,000,000	2,000,000	2,000,000	3,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	397,000,000	78,000,000	459,000,000	142,000,000
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Residential and commercial mortgage securitizations	'	'	'	'
Securitization activity [Abstract]	'	'	'	'
Principal securitized	304,000,000	443,000,000	660,000,000	1,059,000,000
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	312,000,000	446,000,000	663,000,000	1,080,000,000
Servicing fees collected	137,000,000	158,000,000	276,000,000	285,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	64,000,000	19,000,000	67,000,000	271,000,000
Cash flows received on interests	41,000,000	30,000,000	85,000,000	55,000,000
Level 2 | Total mortgage-backed securities	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	2,300,000,000	3,100,000,000	4,300,000,000	5,200,000,000
Level 2 | Residential and commercial mortgage securitizations	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	312,000,000	446,000,000	642,000,000	1,100,000,000
Level 3 | Commercial	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	130,000,000	'	130,000,000	'
Level 3 | Residential and commercial mortgage securitizations	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	0	'	21,000,000	'
Cash | Commercial	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	$280,000,000	$0	$280,000,000	$207,000,000

Variable_Interest_Entities_Loa

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) (Variable Interest Entity, Not Primary Beneficiary, USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Variable Interest Entity, Not Primary Beneficiary	'	'	'	'	'
Summary of loan sale activities [Abstract]	'	'	'	'	'
Carrying value of loans sold	$12,603,000,000	$48,045,000,000	$26,523,000,000	$102,925,000,000	'
Proceeds received from loan sales as cash	50,000,000	295,000,000	89,000,000	461,000,000	'
Proceeds from loans sales as securities	12,461,000,000	47,223,000,000	26,196,000,000	101,392,000,000	'
Total proceeds received from loan sales	12,511,000,000	47,518,000,000	26,285,000,000	101,853,000,000	'
Gains on loan sales	82,000,000	112,000,000	119,000,000	250,000,000	'
Loans repurchased or loans with the option to repurchase	14,300,000,000	'	14,300,000,000	'	14,300,000,000
Real estate acquired through foreclosure	$2,100,000,000	'	$2,100,000,000	'	$2,000,000,000

Variable_Interest_Entities_Loa1

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Total assets held by securitization VIEs	$258,400,000,000	'	$258,400,000,000	'	$271,700,000,000
Prime/Alt A and Option Arms	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Total assets held by securitization VIEs	101,700,000,000	'	101,700,000,000	'	109,200,000,000
Subprime	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Total assets held by securitization VIEs	29,800,000,000	'	29,800,000,000	'	32,100,000,000
Commercial – nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Total assets held by securitization VIEs	126,900,000,000	'	126,900,000,000	'	130,400,000,000
Securitized loans	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
90 days past due	21,118,000,000	'	21,118,000,000	'	24,958,000,000
Liquidation Losses	1,470,000,000	2,250,000,000	3,102,000,000	4,828,000,000	'
Securitized loans in which the firm has no continuing involvement	48,500,000,000	'	48,500,000,000	'	50,800,000,000
Securitized loans | Prime/Alt A and Option Arms	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
90 days past due	13,158,000,000	'	13,158,000,000	'	14,882,000,000
Liquidation Losses	598,000,000	1,310,000,000	1,257,000,000	2,959,000,000	'
Securitized loans | Subprime	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
90 days past due	6,762,000,000	'	6,762,000,000	'	7,726,000,000
Liquidation Losses	464,000,000	756,000,000	1,203,000,000	1,539,000,000	'
Securitized loans | Commercial – nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
90 days past due	1,198,000,000	'	1,198,000,000	'	2,350,000,000
Liquidation Losses	408,000,000	184,000,000	642,000,000	330,000,000	'
Variable Interest Entity, Not Primary Beneficiary	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Credit exposure / loans securitized	205,383,000,000	'	205,383,000,000	'	216,407,000,000
Variable Interest Entity, Not Primary Beneficiary | Prime/Alt A and Option Arms	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Credit exposure / loans securitized	85,193,000,000	'	85,193,000,000	'	90,381,000,000
Variable Interest Entity, Not Primary Beneficiary | Subprime	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Credit exposure / loans securitized	25,998,000,000	'	25,998,000,000	'	28,008,000,000
Variable Interest Entity, Not Primary Beneficiary | Commercial – nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Credit exposure / loans securitized	94,192,000,000	'	94,192,000,000	'	98,018,000,000
Variable Interest Entity, Primary Beneficiary	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Assets held in consolidated securitization VIEs	4,500,000,000	'	4,500,000,000	'	4,500,000,000
Variable Interest Entity, Primary Beneficiary | Prime/Alt A and Option Arms	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Assets held in consolidated securitization VIEs	2,400,000,000	'	2,400,000,000	'	3,200,000,000
Variable Interest Entity, Primary Beneficiary | Subprime	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Assets held in consolidated securitization VIEs	1,900,000,000	'	1,900,000,000	'	1,300,000,000
Variable Interest Entity, Primary Beneficiary | Commercial – nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Assets held in consolidated securitization VIEs	$200,000,000	'	$200,000,000	'	$0

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets (Details) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Intangible Assets By Major Class [Line Items]	'	'	'	'	'	'
Goodwill	$48,110	$48,065	$48,081	$48,057	$48,067	$48,175
Mortgage servicing rights	8,347	8,552	9,614	9,335	7,949	7,614
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	1,339	'	1,618	'	'	'
Purchased credit card relationships	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	41	'	131	'	'	'
Other credit card-related intangibles	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	146	'	173	'	'	'
Core deposit intangibles	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	74	'	159	'	'	'
Other intangibles	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	$1,078	'	$1,155	'	'	'

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - by Business Segment (Details) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	$48,110	$48,065	$48,081	$48,057	$48,067	$48,175
Consumer & Community Banking	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	30,999	'	30,985	'	'	'
Corporate & Investment Bank	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	6,893	'	6,888	'	'	'
Commercial Banking	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	2,862	'	2,862	'	'	'
Asset Management	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	6,979	'	6,969	'	'	'
Corporate/Private Equity	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	$377	'	$377	'	'	'

Goodwill_and_Other_Intangible_5

Goodwill and Other Intangible Assets - Changes During Period (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Changes in the carrying amount of goodwill:	'	'	'	'
Balance at beginning of period	$48,065	$48,067	$48,081	$48,175
Changes during the period:	'	'	'	'
Business combinations	9	11	18	36
Dispositions	0	-5	0	-5
Other	36	-16	11	-149
Balance at end of period	$48,110	$48,057	$48,110	$48,057

Goodwill_and_Other_Intangible_6

Goodwill and Other Intangible Assets - Mortgage Servicing Rights (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Mortgage servicing rights activity:	'	'	'	'
Fair value at beginning of period	$8,552,000,000	$7,949,000,000	$9,614,000,000	$7,614,000,000
MSR activity:	'	'	'	'
Originations of MSRs	178,000,000	652,000,000	370,000,000	1,342,000,000
Purchase of MSRs	3,000,000	3,000,000	6,000,000	-3,000,000
Disposition of MSRs	2,000,000	-19,000,000	-186,000,000	-418,000,000
Net additions	183,000,000	636,000,000	190,000,000	921,000,000
Changes due to collection/realization of expected cash flows	-239,000,000	-288,000,000	-486,000,000	-547,000,000
Changes due to market interest rates and other	-369,000,000	1,074,000,000	-731,000,000	1,620,000,000
Changes in valuation due to inputs and assumptions, projected cash flows	0	0	-11,000,000	290,000,000
Changes in valuation due to inputs and assumptions, discount rates	-10,000,000	0	-459,000,000	-78,000,000
Changes in valuation due to inputs and assumptions, prepayment model changes and other	230,000,000	-36,000,000	230,000,000	-485,000,000
Total changes in valuation due to other inputs and assumptions	220,000,000	-36,000,000	-240,000,000	-273,000,000
Total changes in valuation due to inputs and assumptions	-149,000,000	1,038,000,000	-971,000,000	1,347,000,000
Fair value at the end of the period	8,347,000,000	9,335,000,000	8,347,000,000	9,335,000,000
Change in unrealized gains/(losses) included in income related to MSRs held at June 30,	-149,000,000	1,038,000,000	-971,000,000	1,347,000,000
Contractual service fees, late fees and other ancillary fees included in income	731,000,000	835,000,000	1,488,000,000	1,704,000,000
Third-party mortgage loans serviced at June 30, (in billions)	791,000,000,000	839,000,000,000	791,000,000,000	839,000,000,000
Servicer advances (in billions)	8,800,000,000	10,100,000,000	8,800,000,000	10,100,000,000
MSR activity supplemental information	'	'	'	'
Commercial Real Estate, Fair Value, Period Increase (Decrease)	-2,000,000	'	-4,000,000	-2,000,000
Commercial Real Estate, Fair Value	$14,000,000	$21,000,000	$14,000,000	$21,000,000

Goodwill_and_Other_Intangible_7

Goodwill and Other Intangible Assets - Mortgage Fees and Related Income (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Risk management:	'	'	'	'
All other	$1	$4	$1	$6
Mortgage fees and related income	1,291	1,823	1,805	3,275
Consumer & Community Banking	'	'	'	'
Net production revenue:	'	'	'	'
Production revenue	186	1,064	347	2,059
Repurchase Losses	137	16	265	-65
Net production revenue	323	1,080	612	1,994
Operating revenue:	'	'	'	'
Loan servicing revenue	867	945	1,737	1,881
Changes in MSR asset fair value due to modeled amortization	-237	-285	-482	-543
Total operating revenue	630	660	1,255	1,338
Risk management:	'	'	'	'
Changes in MSR asset fair value due to market interest rates	-368	1,072	-730	1,618
Other changes in MSR asset fair value due to inputs or assumptions in model	220	-36	-240	-273
Change in derivative fair value and other	485	-957	907	-1,408
Total risk management	337	79	-63	-63
Net mortgage servicing revenue	$967	$739	$1,192	$1,275

Goodwill_and_Other_Intangible_8

Goodwill and Other Intangible Assets - Key Economic Assumptions (Details) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Key economic assumptions used to determine the fair value of the Firm's Mortgage Servicing Rights (MSRs) [Abstract]	'	'
Weighted-average prepayment speed assumption (“CPR”)	8.56%	8.07%
Impact on fair value of 10% adverse change	($363)	($362)
Impact on fair value of 20% adverse change	-704	-705
Weighted-average option adjusted spread	9.14%	7.77%
Impact on fair value of 100 basis points adverse change	-343	-389
Impact on fair value of 200 basis points adverse change	($660)	($750)

Goodwill_and_Other_Intangible_9

Goodwill and Other Intangible Assets - Other Intangible Assets (Details) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Intangible Assets By Major Class [Line Items]	'	'
Change in other intangible assets	($279)	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Net carrying value	1,339	1,618
Indefinite-lived intangible assets	600	'
Purchased credit card relationships	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	3,540	3,540
Accumulated amortization	3,499	3,409
Net carrying value	41	131
Other credit card-related intangibles	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	542	542
Accumulated amortization	396	369
Net carrying value	146	173
Core deposit intangibles	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	4,131	4,133
Accumulated amortization	4,057	3,974
Net carrying value	74	159
Other intangibles	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	2,257	2,374
Accumulated amortization	1,179	1,219
Net carrying value	$1,078	$1,155

Recovered_Sheet4

Goodwill and Other Intangible Assets - Amortization Expense (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	$132	$152	$263	$304
Purchased credit card relationships	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	45	52	90	105
Other credit card-related intangibles	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	14	15	27	29
Core deposit intangibles	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	42	50	85	100
Other intangibles	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	$31	$35	$61	$70

Recovered_Sheet5

Goodwill and Other Intangible Assets - Future Amortization Expense (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	$360	'	$360	'
2015	170	'	170	'
2016	132	'	132	'
2017	100	'	100	'
2018	81	'	81	'
Amortization of Intangible Assets	132	152	263	304
Purchased credit card relationships	'	'	'	'
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	96	'	96	'
2015	12	'	12	'
2016	9	'	9	'
2017	5	'	5	'
2018	3	'	3	'
Amortization of Intangible Assets	45	52	90	105
Other credit card-related intangibles	'	'	'	'
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	51	'	51	'
2015	39	'	39	'
2016	34	'	34	'
2017	29	'	29	'
2018	20	'	20	'
Amortization of Intangible Assets	14	15	27	29
Core deposit intangibles	'	'	'	'
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	102	'	102	'
2015	26	'	26	'
2016	14	'	14	'
2017	7	'	7	'
2018	5	'	5	'
Amortization of Intangible Assets	42	50	85	100
Other intangibles	'	'	'	'
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	111	'	111	'
2015	93	'	93	'
2016	75	'	75	'
2017	59	'	59	'
2018	53	'	53	'
Amortization of Intangible Assets	$31	$35	$61	$70

Deposits_Noninterest_and_Inter

Deposits - Noninterest and Interest-bearing (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
U.S. offices:	'	'
Noninterest-bearing	$417,607	$389,863
Interest-bearing:	'	'
Demand	81,449	84,631
Savings	457,111	450,405
Time (included $6,856 and $5,995 at fair value)	85,221	91,356
Total interest-bearing deposits	623,781	626,392
Total deposits in U.S. offices	1,041,388	1,016,255
Non-U.S. offices	'	'
Noninterest-bearing	17,757	17,611
Interest-bearing:	'	'
Demand	219,911	214,391
Savings	1,687	1,083
Time (included $1066 and $629 at fair value)	39,008	38,425
Total interest-bearing deposits	260,606	253,899
Total deposits in non-U.S. offices	278,363	271,510
Total deposits	1,319,751	1,287,765
Fair Value	'	'
Interest-bearing:	'	'
Time (included $6,856 and $5,995 at fair value)	6,856	5,995
Interest-bearing:	'	'
Time (included $1066 and $629 at fair value)	$1,066	$629

Earnings_Per_Share_Details

Earnings Per Share (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Basic earnings per share	'	'	'	'
Net income	$5,985	$6,496	$11,259	$13,025
Less: Preferred stock dividends	268	204	495	386
Net income applicable to common equity	5,717	6,292	10,764	12,639
Less: Dividends and undistributed earnings allocated to participating securities	144	191	294	407
Net income applicable to common stockholders	5,573	6,101	10,470	12,232
Total weighted-average basic shares outstanding	3,780.60	3,782.40	3,783.90	3,800.30
Net income per share	$1.47	$1.61	$2.77	$3.22
Diluted earnings per share	'	'	'	'
Net income applicable to common stockholders	$5,573	$6,101	$10,470	$12,232
Total weighted-average basic shares outstanding	3,780.60	3,782.40	3,783.90	3,800.30
Add: Employee stock options, SARs and warrants	31.9	31.9	34.2	30.3
Total weighted-average diluted shares outstanding	3,812.50	3,814.30	3,818.10	3,830.60
Net income per share	$1.46	$1.60	$2.74	$3.19
Earnings Per Share, Diluted, Other Disclosures [Abstract]	'	'	'	'
Aggregate antidilutive number of shares issuable	1	8	1	11

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	$1,199	'	'
Unrealized gains/(losses) on investment securities	1,075	-3,091	2,069	-3,731	'
Net change, translation adjustments, net of hedges	12	-38	10	-51	'
Net change after tax	68	-290	127	-352	'
Net change, defined benefit pension and OPEB plans	7	64	33	168	'
Total other comprehensive income/(loss), after-tax	1,162	-3,355	2,239	-3,966	'
Ending Balance	3,438	'	3,438	'	'
Net pretax unrealized gains (losses) in AOCI on securities on date of transfer from available-for-sale to held-to-maturity	'	'	'	'	-9
Unrealized gains/(losses) on investment securities	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	3,792	6,228	2,798	6,868	'
Unrealized gains/(losses) on investment securities	1,075	-3,091	2,069	-3,731	'
Ending Balance	4,867	3,137	4,867	3,137	'
Translation adjustments, net of hedges	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	-138	-108	-136	-95	'
Net change, translation adjustments, net of hedges	12	-38	10	-51	'
Ending Balance	-126	-146	-126	-146	'
Cash flow hedges	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	-80	58	-139	120	'
Net change after tax	68	-290	127	-352	'
Ending Balance	-12	-232	-12	-232	'
Defined benefit pension and OPEB plans	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	-1,298	-2,687	-1,324	-2,791	'
Net change, defined benefit pension and OPEB plans	7	64	33	168	'
Ending Balance	-1,291	-2,623	-1,291	-2,623	'
Accumulated other comprehensive income/(loss)	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	2,276	3,491	1,199	4,102	'
Total other comprehensive income/(loss), after-tax	1,162	-3,355	2,239	-3,966	'
Ending Balance	$3,438	$136	$3,438	$136	'

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income/(Loss) - Components of Other Comprehensive Income/(Loss) (Details) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Unrealized gains/(losses) on investment securities:	'	'	'	'
Unrealized gains/(losses) on investment securities	$1,075	($3,091)	$2,069	($3,731)
Translation adjustments:	'	'	'	'
Translation adjustments, net of hedges	12	-38	10	-51
Cash flow hedges:	'	'	'	'
Net change after tax	68	-290	127	-352
Defined benefit pension and OPEB plans:	'	'	'	'
Defined benefit pension and OPEB plans	7	64	33	168
Total other comprehensive income/(loss), after-tax	1,162	-3,355	2,239	-3,966
Total other comprehensive income/(loss)	'	'	'	'
Defined benefit pension and OPEB plans:	'	'	'	'
Total Other comprehensive income/(loss) before tax	1,901	-5,481	3,664	-6,458
Total Other comprehensive income/(loss) tax effect	-739	2,126	-1,425	2,492
Total other comprehensive income/(loss), after-tax	1,162	-3,355	2,239	-3,966
Unrealized gains/(losses) on investment securities	'	'	'	'
Unrealized gains/(losses) on investment securities:	'	'	'	'
Net unrealized gains/(losses) arising during the period before tax	1,778	-4,947	3,399	-5,462
Net unrealized gains/(losses) arising during the period tax effect	-695	1,931	-1,304	2,116
Net unrealized gains/(losses) arising during the period after tax	1,083	-3,016	2,095	-3,346
Reclassification adjustment for realized (gains)/losses included in net income before tax	-12	-124	-42	-633
Reclassification adjustment for realized (gains)/losses included in net income tax effect	4	49	16	248
Reclassification adjustment for realized (gains)/losses included in net income after tax	-8	-75	-26	-385
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment Including OTTI, Before Tax	1,766	-5,071	3,357	-6,095
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment Including OTTI, Tax	-691	1,980	-1,288	2,364
Unrealized gains/(losses) on investment securities	1,075	-3,091	2,069	-3,731
Translation adjustments	'	'	'	'
Translation adjustments:	'	'	'	'
Translation before tax	218	-607	372	-1,034
Translation tax effect	-79	223	-142	381
Translation after tax	139	-384	230	-653
Hedges - gain/(loss) before tax	-208	571	-362	991
Hedges - gains/(losses) tax effect during period	81	-225	142	-389
Hedges - gains/(losses) after tax	-127	346	-220	602
Net change before tax	10	-36	10	-43
Net change tax effect	2	-2	0	-8
Translation adjustments, net of hedges	12	-38	10	-51
Cash flow hedges	'	'	'	'
Cash flow hedges:	'	'	'	'
Net unrealized gains/(losses) before tax	143	-512	215	-642
Net unrealized gains/(losses) arising during the period, tax	-57	201	-87	252
Net unrealized gains/(losses), Net of Tax	86	-311	128	-390
Reclassification adjustment for realized (gains)/losses included in net income, before tax	-29	34	-2	63
Reclassification adjustment for realized (gains)/losses included in net income, tax	11	-13	1	-25
Reclassification adjustment for realized (gains)/losses included in net income, net of tax	-18	21	-1	38
Net change before tax	114	-478	213	-579
Net change tax effect	-46	188	-86	227
Net change after tax	68	-290	127	-352
Net loss and prior service costs/(credit) of defined benefit pension and OPEB plans	'	'	'	'
Defined benefit pension and OPEB plans:	'	'	'	'
Net gains/(losses), pension and OPEB, arising during period, before tax	19	37	88	85
Net gains/(losses), pension and OPEB, arising during period, tax	-8	-15	-34	-25
Net gains/(losses), pension and OPEB, arising during period, net of tax	11	22	54	60
Reclassification adjustments included in net income, amortization of net loss, before tax	19	79	37	160
Reclassification adjustments included in net income, amortization of net loss, tax effect	-7	-31	-15	-62
Reclassification adjustments included in net income, amortization of net loss, net of tax	12	48	22	98
Reclassification adjustments included in net income, prior service costs/(credits), before tax	-12	-11	-22	-22
Reclassification adjustments included in net income, prior service costs/(credits), tax	5	5	9	9
Reclassification adjustments included in net income, prior service costs/(credits), net of tax	-7	-6	-13	-13
Foreign exchange and other, pretax	-15	-1	-19	36
Foreign exchange and other, tax effect	6	1	-11	-13
Foreign exchange and other, after-tax	-9	0	-30	23
Net change before tax	11	104	84	259
Net change tax effect	-4	-40	-51	-91
Defined benefit pension and OPEB plans	$7	$64	$33	$168

Regulatory_Capital_Details

Regulatory Capital (Details) (USD $)

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Basel III

Basel III

Basel III

Basel III

Basel III Standardized Transitional

Basel III Standardized Transitional

Basel III Standardized Transitional

Basel III Advanced Transitional

Basel III Advanced Transitional

Basel III Advanced Transitional

Basel I

Basel I

Basel I

Basel I

JPMorgan Chase & Co.

JPMorgan Chase Bank, N.A.

Chase Bank USA, N.A.

JPMorgan Chase & Co.

JPMorgan Chase Bank, N.A.

Chase Bank USA, N.A.

JPMorgan Chase & Co.

JPMorgan Chase Bank, N.A.

Chase Bank USA, N.A.

JPMorgan Chase & Co.

JPMorgan Chase Bank, N.A.

Chase Bank USA, N.A.

Regulatory capital

'

'

'

'

'

'

'

'

'

'

'

'

'

'

CET1 capital

'

'

'

'

$160,086,000,000

$149,961,000,000

$13,626,000,000

$160,086,000,000

$149,961,000,000

$13,626,000,000

'

'

'

'

Tier 1 capital

'

'

'

'

179,884,000,000

149,961,000,000

13,626,000,000

179,884,000,000

149,961,000,000

13,626,000,000

'

165,663,000,000

139,727,000,000

12,956,000,000

Total capital

'

'

'

'

213,780,000,000

168,636,000,000

19,526,000,000

203,076,000,000

160,749,000,000

18,276,000,000

'

199,286,000,000

165,496,000,000

16,389,000,000

Assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Risk-weighted assets

'

'

'

'

1,458,620,000,000

1,241,565,000,000

98,509,000,000

1,626,427,000,000

1,349,140,000,000

154,964,000,000

'

1,387,863,000,000

1,171,574,000,000

100,990,000,000

Adjusted average assets

'

'

'

'

2,374,025,000,000

1,895,540,000,000

114,031,000,000

2,374,025,000,000

1,895,540,000,000

114,031,000,000

'

2,343,713,000,000

1,900,770,000,000

109,731,000,000

Capital ratios

'

'

'

'

'

'

'

'

'

'

'

'

'

'

CET1 capital

'

'

'

'

11.00%

12.10%

13.80%

9.80%

11.10%

8.80%

'

'

'

'

Tier 1 capital

'

'

'

'

12.30%

12.10%

13.80%

11.10%

11.10%

8.80%

'

11.90%

11.90%

12.80%

Total capital

'

'

'

'

14.70%

13.60%

19.80%

12.50%

11.90%

11.80%

'

14.40%

14.10%

16.20%

Tier 1 leverage

'

'

'

'

7.60%

7.90%

12.00%

7.60%

7.90%

12.00%

'

7.10%

7.40%

11.80%

CET1, minimum capital ratios

4.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Tier 1 capital - Well capitalized ratio

6.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Tier 1 capital - Minimum capital ratio

5.50%

'

'

'

'

'

'

'

'

'

'

'

'

'

Total capital - Well-capitalized ratio

10.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Total capital - Minimum capital ratio

8.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Tier 1 leverage - Well-capitalized ratio

5.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Tier 1 leverage - Minimum capital ratio

4.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

Junior subordinated debenture owed to unconsolidated subsidiary trust included in capital

'

2,700,000,000

300,000,000

0

'

'

'

'

'

'

'

'

'

'

Adjustments to Capital for Deferred Tax Liabilities [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Adjustments to capital for deferred tax liabilities resulting from nontaxable business combinations

145,000,000

'

'

'

'

'

'

'

'

'

192,000,000

'

'

'

Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill

$2,800,000,000

'

'

'

'

'

'

'

'

'

$2,800,000,000

'

'

'

OffBalance_Sheet_LendingRelate2

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Details) (USD $)

3 Months Ended

6 Months Ended

6 Months Ended

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Wholesale

Wholesale

Consumer Loan

Consumer Loan

Consumer Loan Excluding Credit Card

Consumer Loan Excluding Credit Card

Home Equity - Senior Lien

Home Equity - Senior Lien

Home Equity - Junior Lien

Home Equity - Junior Lien

Prime Mortgages, Including Option ARMs

Prime Mortgages, Including Option ARMs

Subprime Mortgages

Subprime Mortgages

Auto Loans

Auto Loans

Business Banking Loans

Business Banking Loans

Student and Other Loans

Student and Other Loans

Credit Card Loan

Credit Card Loan

Total retained loans

Total retained loans

Total retained loans

Total retained loans

Other Unfunded Commitments to Extend Credit

Other Unfunded Commitments to Extend Credit

Standby Letters of Credit, and Other Financial Guarantees

Standby Letters of Credit, and Other Financial Guarantees

Unused Advised Lines of Credit

Unused Advised Lines of Credit

Other Letters of Credit

Other Letters of Credit

Securities Lending Indemnifications

Securities Lending Indemnifications

Derivatives Qualifying as Guarantees

Derivatives Qualifying as Guarantees

Unsettled Reverse Repurchase and Securities Borrowing Agreements

Unsettled Reverse Repurchase and Securities Borrowing Agreements

Residential mortgage

Residential mortgage

Residential mortgage

Residential mortgage

Residential mortgage

Residential mortgage

Loans Sold With Recourse

Loans Sold With Recourse

Other Guarantees and Commitments

Other Guarantees and Commitments

Letters of Credit Hedged by Derivative Transactions

Letters of Credit Hedged by Derivative Transactions

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires in one year or less

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after one year through three years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after three years through five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Expires after five years

Days Past Due, 60 or More

Total U.S.

Total U.S.

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Consumer Loan

Consumer Loan Excluding Credit Card

Home Equity - Senior Lien

Home Equity - Junior Lien

Prime Mortgages, Including Option ARMs

Subprime Mortgages

Auto Loans

Business Banking Loans

Student and Other Loans

Credit Card Loan

Total retained loans

Other Unfunded Commitments to Extend Credit

Standby Letters of Credit, and Other Financial Guarantees

Unused Advised Lines of Credit

Other Letters of Credit

Securities Lending Indemnifications

Derivatives Qualifying as Guarantees

Unsettled Reverse Repurchase and Securities Borrowing Agreements

Other Guarantees and Commitments

Consumer Loan

Consumer Loan Excluding Credit Card

Home Equity - Senior Lien

Home Equity - Junior Lien

Prime Mortgages, Including Option ARMs

Subprime Mortgages

Auto Loans

Business Banking Loans

Student and Other Loans

Credit Card Loan

Total retained loans

Other Unfunded Commitments to Extend Credit

Standby Letters of Credit, and Other Financial Guarantees

Unused Advised Lines of Credit

Other Letters of Credit

Securities Lending Indemnifications

Derivatives Qualifying as Guarantees

Unsettled Reverse Repurchase and Securities Borrowing Agreements

Other Guarantees and Commitments

Consumer Loan

Consumer Loan Excluding Credit Card

Home Equity - Senior Lien

Home Equity - Junior Lien

Prime Mortgages, Including Option ARMs

Subprime Mortgages

Auto Loans

Business Banking Loans

Student and Other Loans

Credit Card Loan

Total retained loans

Other Unfunded Commitments to Extend Credit

Standby Letters of Credit, and Other Financial Guarantees

Unused Advised Lines of Credit

Other Letters of Credit

Securities Lending Indemnifications

Derivatives Qualifying as Guarantees

Unsettled Reverse Repurchase and Securities Borrowing Agreements

Other Guarantees and Commitments

Consumer Loan

Consumer Loan Excluding Credit Card

Home Equity - Senior Lien

Home Equity - Junior Lien

Prime Mortgages, Including Option ARMs

Subprime Mortgages

Auto Loans

Business Banking Loans

Student and Other Loans

Credit Card Loan

Total retained loans

Other Unfunded Commitments to Extend Credit

Standby Letters of Credit, and Other Financial Guarantees

Unused Advised Lines of Credit

Other Letters of Credit

Securities Lending Indemnifications

Derivatives Qualifying as Guarantees

Unsettled Reverse Repurchase and Securities Borrowing Agreements

Other Guarantees and Commitments

Credit Card Loan

Wholesale

Wholesale

Lending-Related Commitments

Fair Value, Off-balance Sheet Risks, Disclosure Information

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Line of credit clos criteria, period past due

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'60 days

Total lending-related, contractual amount

$1,041,373,000,000

$1,040,134,000,000

$1,041,373,000,000

$1,040,134,000,000

$1,031,672,000,000

$451,275,000,000

$445,472,000,000

$590,098,000,000

$585,440,000,000

$56,410,000,000

$56,057,000,000

$11,953,000,000

$13,158,000,000

$15,766,000,000

$17,837,000,000

$6,679,000,000

$4,817,000,000

$0

$0

$9,521,000,000

$8,309,000,000

$11,896,000,000

$11,251,000,000

$595,000,000

$685,000,000

$533,688,000,000

$529,383,000,000

$451,275,000,000

$446,232,000,000

'

'

$253,347,000,000

$246,495,000,000

$91,729,000,000

$92,723,000,000

$101,681,000,000

$101,994,000,000

$4,518,000,000

$5,020,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$741,977,000,000

$566,027,000,000

$32,339,000,000

$2,332,000,000

$3,707,000,000

$6,679,000,000

$0

$9,006,000,000

$10,516,000,000

$99,000,000

$533,688,000,000

$175,950,000,000

$59,664,000,000

$23,884,000,000

$89,000,000,000

$3,402,000,000

'

'

'

'

$133,922,000,000

$11,935,000,000

$11,935,000,000

$4,303,000,000

$6,338,000,000

$0

$0

$371,000,000

$886,000,000

$37,000,000

$0

$121,987,000,000

$76,645,000,000

$32,699,000,000

$11,649,000,000

$994,000,000

'

'

'

'

$148,862,000,000

$6,751,000,000

$6,751,000,000

$3,050,000,000

$3,460,000,000

$0

$0

$122,000,000

$117,000,000

$2,000,000

$0

$142,111,000,000

$108,410,000,000

$33,020,000,000

$559,000,000

$122,000,000

'

'

'

'

$16,612,000,000

$5,385,000,000

$5,385,000,000

$2,268,000,000

$2,261,000,000

$0

$0

$22,000,000

$377,000,000

$457,000,000

$0

$11,227,000,000

$8,628,000,000

$2,126,000,000

$473,000,000

$0

'

'

'

'

'

Total lending related, carrying value

1,271,000,000

'

1,271,000,000

'

1,385,000,000

'

'

9,000,000

8,000,000

9,000,000

8,000,000

0

0

0

0

0

0

0

0

1,000,000

1,000,000

8,000,000

7,000,000

0

0

0

0

1,262,000,000

1,377,000,000

'

'

410,000,000

432,000,000

851,000,000

943,000,000

0

0

1,000,000

2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other guarantees and commitments, contractual amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

208,317,000,000

169,709,000,000

53,452,000,000

56,274,000,000

74,198,000,000

38,211,000,000

'

'

'

'

'

'

'

'

5,505,000,000

6,786,000,000

4,500,000,000

4,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

208,317,000,000

1,088,000,000

74,198,000,000

437,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

795,000,000

0

353,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

13,836,000,000

0

2,616,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

37,733,000,000

0

2,099,000,000

'

Other guarantees and commitments, carrying value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

44,000,000

72,000,000

'

'

'

'

'

'

'

'

'

'

-79,000,000

-99,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsettled reverse repurchase and securities borrowing agreements, carrying value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for lending-related commitments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

228,000,000

263,000,000

'

'

1,000,000

2,000,000

'

'

'

'

'

'

436,000,000

564,000,000

681,000,000

2,476,000,000

2,674,000,000

2,811,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Indemnification agreements loan sale and securitization loans sold with recourse contractual amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6,775,000,000

7,692,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Indemnification agreements, loan sale and securitization, loans sold in recourse, carrying value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

115,000,000

131,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Lending related, contractual amount net of risk participations other unfunded commitments to extend credit

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

184,000,000

476,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Lending related, contractual amount net of risk participations standby letters of credit and other financial guarantees

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

14,300,000,000

14,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Lending related, contractual amount net of risk participations other letters of credit

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

538,000,000

622,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

17,000,000,000

18,900,000,000

15,200,000,000

17,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Standby letters of credit, unissued commitments

44,800,000,000

'

44,800,000,000

'

42,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total lending related, contractual amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

67.00%

68.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Indemnification agreement securities lending guarantees collateral held in support of

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

216,300,000,000

176,400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsettled forward starting reverse repurchase and securities borrowing agreements

40,700,000,000

'

40,700,000,000

'

9,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsettled reverse repurchase and securities borrowing agreements with regular way settlement periods

33,500,000,000

'

33,500,000,000

'

28,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unfunded commitments investments private equity funds third party

130,000,000

'

130,000,000

'

215,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unfunded commitments investments other equity investments

691,000,000

'

691,000,000

'

1,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Investments valued at net fair value, unfunded commitments

111,000,000

'

111,000,000

'

184,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments to extend credit leveraged and acquisition finance activities

23,100,000,000

'

23,100,000,000

'

18,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average balances of U.S. tri-party repurchases

$181,000,000,000

$279,000,000,000

$182,000,000,000

$287,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

OffBalance_Sheet_LendingRelate3

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013
In Millions, unless otherwise specified
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Total lending-related commitments	$1,041,373	$1,031,672	$1,040,134
Standby and Other Letters of Credit	'	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Standby and other letters of credit, carrying value	852	945	'
Standby and other letters of credit, allowance	229	265	'
Other guarantees and commitments, carrying value	623	680	'
Standby letters of credit and other financial guarantees	'	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Investment-grade	68,440	69,109	'
Noninvestment-grade	23,289	23,614	'
Total lending-related commitments	91,729	92,723	'
Allowance for lending-related commitments	228	263	'
Commitments with collateral, standby letters of credit and other financial guarantees	40,331	40,410	'
Other letters of credit	'	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Investment-grade	3,551	3,939	'
Noninvestment-grade	967	1,081	'
Total lending-related commitments	4,518	5,020	'
Allowance for lending-related commitments	1	2	'
Commitments with collateral, other letters of credit	$1,718	$1,473	'

OffBalance_Sheet_LendingRelate4

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Derivatives Qualifying as Guarantees (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'
Derivative notional amount	$68,878,000,000,000	$70,413,000,000,000
Derivatives Qualifying as Guarantees	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'
Other guarantees and commitments, contractual amount	53,452,000,000	56,274,000,000
Derivative notional amount	27,200,000,000	27,000,000,000
Derivatives maximum exposure to loss	2,900,000,000	2,800,000,000
Derivative qualifying as guarantees payables	86,000,000	109,000,000
Derivative qualifying as guarantees receivables	$42,000,000	$37,000,000

OffBalance_Sheet_LendingRelate5

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Loan Sales- and Securitization-Related Indemnifications (Details) (USD $)

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

3 Months Ended

6 Months Ended

0 Months Ended

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Oct. 25, 2013

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Residential Mortgage

Loans Sold With Recourse

Loans Sold With Recourse

Mortgage Backed Securities Litigation and Regulatory Investigations

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Warranty Reserves

Repurchase Make-Whole Settlements

Repurchase Make-Whole Settlements

Repurchase Make-Whole Settlements

Repurchase Make-Whole Settlements

Reserves for New Mortgage Loans Sold During the Period

Reserves for New Mortgage Loans Sold During the Period

Reserves for New Mortgage Loans Sold During the Period

Reserves for New Mortgage Loans Sold During the Period

Fair Value, Off-balance Sheet Risks, Disclosure Information

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount to Resolve Fannie Mae’s and Freddie Mac’s Repurchase Claims Associated With Whole Loan Purchases From 2000 to 2008

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,100,000,000

Summary of changes in mortgage repurchase liability

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Repurchase liability at beginning of period

564,000,000

2,674,000,000

681,000,000

2,811,000,000

'

'

'

'

'

'

'

'

'

'

'

Net realized gains (losses)

-8,000,000

191,000,000

-19,000,000

403,000,000

-1,000,000

-133,000,000

-3,000,000

-254,000,000

'

'

'

'

'

'

'

(Benefit) Provision for repurchase

-136,000,000

-7,000,000

-264,000,000

68,000,000

'

'

'

'

'

'

'

'

'

'

'

Repurchase liability at end of period

436,000,000

2,476,000,000

436,000,000

2,476,000,000

'

'

'

'

'

'

'

'

'

'

'

Valuation allowances and reserves, provision

'

'

'

'

'

'

'

'

1,000,000

6,000,000

2,000,000

14,000,000

'

'

'

Indemnification agreements loan sale and securitization loans sold with recourse contractual amount

'

'

'

'

'

'

'

'

'

'

'

'

6,775,000,000

7,692,000,000

'

Indemnification agreements, loan sale and securitization, loans sold in recourse, carrying value

'

'

'

'

'

'

'

'

'

'

'

'

$115,000,000

$131,000,000

'

Pledged_Assets_and_Collateral_

Pledged Assets and Collateral (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Pledged assets and Collateral	'	'
Financial instruments pledged by the Firm that may not be sold or repledged by the secured parties	$53.90	$60.60
Collateral Received that Can be Resold or Repledged	'	'
Assets accepted by the Firm as collateral that it could sell or repledge, deliver or otherwise use at fair value	777.3	726.7
Assets accepted by the Firm as collateral that the Firm has sold or repledged	586.6	543.5
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks	'	'
Pledged assets and Collateral	'	'
Pledged assets	$269	$251.30

Litigation_Details

Litigation (Details)

Mar. 31, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

31-May-10

Mar. 31, 2012

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

31-May-10

Jun. 30, 2014

Jun. 30, 2014

Sep. 30, 2013

Mar. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jul. 31, 2014

Aug. 01, 2014

Aug. 01, 2014

CIO Investigations and Litigation [Member]

Madoff Litigation and Investigations

Threatened or Pending Litigation

Threatened or Pending Litigation

Threatened or Pending Litigation

Threatened or Pending Litigation

Threatened or Pending Litigation

Threatened or Pending Litigation

Credit Default Swaps Investigations and Litigation [Member]

Interchange Litigation

Interchange Litigation

Investment Management Litigation

Investment Management Litigation

City of Milan Litigation and Criminal Investigation

City of Milan Litigation and Criminal Investigation

Parmalat

Parmalat

Parmalat

Parmalat

Lehman Brothers Bankruptcy Proceedings

Lehman Brothers Bankruptcy Proceedings

ERROR in label resolution.

ERROR in label resolution.

ERROR in label resolution.

Madoff Litigation, related to Fairfield

Breach of Fiduciary Duty Litigation

MF Global

Mortgage Backed Securities Litigation and Regulatory Investigations

Mortgage Backed Securities Litigation and Regulatory Investigations

Mortgage Backed Securities Litigation and Regulatory Investigations

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By JPMorgan Chase

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By EMC

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By Washington Mutual

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By Washington Mutual

Mortgage Backed Securities Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns

Mortgage-Related Investigations and Litigation

Mortgage-Related Investigations and Litigation

Municipal Derivatives Investigations and Litigation

Petters Bankruptcy and Related Matters

Washington Mutual Litigations, not specifically in connection with disputed assets

Washington Mutual Litigations, not specifically in connection with disputed assets

Subsequent Event

Subsequent Event

Subsequent Event

United States District Court, Southern District of New York [Member]

New York federal and state court

USD ($)

USD ($)

USD ($)

USD ($)

Maximum

Minimum

actions

Interchange Litigation Defendant Group

Assured Guaranty (U.K.) and Ambac Assurance UK Limited

Assured Guaranty (U.K.) and Ambac Assurance UK Limited

employees

employees

Civil Action

Claw-back Actions

Claims Relating to Derivatives Transactions

USD ($)

Minimum

EUR (€)

actions

actions

USD ($)

Madoff Litigation and Investigations

JPMorgan Chase & Co

USD ($)

Minimum

New York State Court

Minimum

Monoline Insurer

trust

Minimum

USD ($)

municipalities

Shareholder Derivative Action

Minimum

USD ($)

Plaintiff, Deutsche Bank National Trust Company

Plaintiff, Deutsche Bank National Trust Company

Madoff Litigation and Investigations

Mortgage Backed Securities Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns

Mortgage Backed Securities Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns

actions

actions

USD ($)

USD ($)

USD ($)

actions

Minimum

banks

actions

actions

claims

USD ($)

actions

New York State Court

defendant

actions

actions

USD ($)

offerings

investors

USD ($)

trust

New York State Supreme Court

USD ($)

entities

Maximum

Minimum

New York federal and state court

trust

USD ($)

actions

actions

actions

USD ($)

USD ($)

actions

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, range of possible loss

'

'

'

'

'

'

$4,600,000,000

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of legal proceedings

2

3

'

'

'

'

'

'

9

'

'

2

'

'

'

'

5

2

2

'

'

'

2

3

2

5

'

3

'

'

'

2

'

'

'

'

1

'

'

'

'

2

'

'

Loss contingency settlement amount agreed to pay by defendant group

'

'

'

'

'

'

'

'

'

'

6,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, settlement agreement, percentage

'

'

'

'

'

'

'

'

'

20.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, settlement agreement, consideration, basis points of interchange

'

'

'

'

'

'

'

'

'

'

0.10%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Period class plaintiffs will receive basis points of interchange

'

'

'

'

'

'

'

'

'

'

'8 months

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Period from the end of the opt-out period

'

'

'

'

'

'

'

'

'

'60 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, damages sought

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000,000

'

'

'

'

'

'

7,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10,000,000,000

6,000,000,000

'

'

'

Number of current and former JPMorgan Chase and JPMorgan Chase Bank, N.A. personnel directed to go forward to a full trial

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of other banks with personnel ordered to go to a full trial

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of JPMorgan Chase personnel acquitted

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of JPMorgan Chase personnel found guilty

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Length of time banned from dealing with Italian public bodies

'

'

'

'

'

'

'

'

'

'

'

'

'

'1 year

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of former employees intended to be charged with conspiracy

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, damages, sought, counterclaims, value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

25,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Litigation settlement, amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80,000,000

'

'

'

'

'

'

'

'

'

'

'

'

4,500,000,000

'

'

'

'

'

'

'

'

'

Loss contingency, damages sought, recoveries

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

155,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

450,000,000

'

'

'

'

'

Number within a group of defendants

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of original principal balance of MBS involved claims by investors or Monoline Insurers against JPMC, Bear Stearns or Washington Mutual as issuer or as underwriter

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

48,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of original principal balance of MBS involved claims by investors or Monoline Insurers against JPMC, Bear Stearns or Washington Mutual as issuer

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

42,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Amount of original principal balance of MBS involved claims by investors or Monoline Insurers against JPMC, Bear Stearns or Washington Mutual as underwriter

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of actions for which agreement in principle to settle has been reached

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of actions for which motions to dismiss have largely been denied

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of offerings by entity related to filed suit

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11

'

'

'

'

'

'

'

'

'

'

'

'

Number of institutional MBS investors directing or threatening litigation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

21

'

'

'

'

'

'

'

'

'

'

'

Percentage of voting rights, MBS trust certificate holders

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

25.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of trusts related to an MBS securitization

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

52

'

'

'

'

'

'

'

'

'

'

'

Amount of mortgage repurchase claims being made through trustees of MBS trusts

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

174,000,000,000

'

'

58,000,000,000

'

'

'

'

'

'

'

'

'

'

Number of MBS for which repurchase and servicing claims have been or could have been asserted

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

330

'

'

'

'

'

'

'

'

'

Number of MBS trusts for which offer is accepted In part or in whole

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

310

Number of MBS trusts for which offer is rejected In part or in whole

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6

Number of days extended to solicit investor direction

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'60 days

'

Number of MBS for which repurchase and servicing claims have been or could have been asserted, pending investor consent

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

14

Number of MBS for which repurchase and servicing claims have been or could have been asserted, pending investor consent for certain loan groups

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

13

Number of claims dismissed

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of municipalities pursuing investigations into the impact, if any, of alleged violations of the FHA and ECOA on their respective communities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3

'

'

'

'

'

'

'

'

Number of warrants the firm was chosen to underwrite based upon alleged payments made to certain third parties

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,000,000,000

'

'

'

'

'

'

Number of entities whose trustee in bankruptcy brought actions against JPMorgan Chase

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3

'

'

'

'

'

Loss contingency, loss in period

'

'

$669,000,000

$678,000,000

$707,000,000

$1,000,000,000

'

'

'

'

'

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Business_Segments_Details

Business Segments (Details) (USD $)	3 Months Ended			6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013	Jun. 30, 2014		Jun. 30, 2013	Dec. 31, 2013
				segment
Business and Segment Description [Abstract]	'		'	'		'	'
Number of JPMorgan Chase & Co business segments	'		'	4		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	$13,656		$14,507	$25,982		$28,696	'
Net interest income	10,798		10,704	21,465		21,637	'
Total net revenue	24,454		25,211	47,447		50,333	'
Provision for credit losses	692		47	1,542		664	'
Noninterest expense	15,431		15,866	30,067		31,289	'
Income/(loss) before income tax expense/(benefit)	8,331		9,298	15,838		18,380	'
Income tax expense / (benefit)	2,346		2,802	4,579		5,355	'
Net income	5,985		6,496	11,259		13,025	'
Average common equity	206,159		197,283	203,989		196,016	'
Total assets	2,520,336	[1]	2,439,494	2,520,336	[1]	2,439,494	2,415,689	[1]
Return on average common equity	11.00%		13.00%	11.00%		13.00%	'
Overhead ratio	63.00%		63.00%	63.00%		62.00%	'
Consumer & Community Banking	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	4,468		4,921	7,902		9,327	'
Net interest income	6,963		7,094	13,989		14,303	'
Total net revenue	11,431		12,015	21,891		23,630	'
Provision for credit losses	852		-19	1,668		530	'
Noninterest expense	6,456		6,864	12,893		13,654	'
Income/(loss) before income tax expense/(benefit)	4,123		5,170	7,330		9,446	'
Income tax expense / (benefit)	1,680		2,081	2,951		3,771	'
Net income	2,443		3,089	4,379		5,675	'
Average common equity	51,000		46,000	51,000		46,000	'
Total assets	447,277		460,642	447,277		460,642	'
Return on average common equity	19.00%		27.00%	17.00%		25.00%	'
Overhead ratio	56.00%		57.00%	59.00%		58.00%	'
Corporate & Investment Bank	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	6,531		7,171	12,767		14,528	'
Net interest income	2,460		2,705	4,830		5,488	'
Total net revenue	8,991		9,876	17,597		20,016	'
Provision for credit losses	-84		-6	-35		5	'
Noninterest expense	6,058		5,742	11,662		11,853	'
Income/(loss) before income tax expense/(benefit)	3,017		4,140	5,970		8,158	'
Income tax expense / (benefit)	1,054		1,302	2,028		2,710	'
Net income	1,963		2,838	3,942		5,448	'
Average common equity	61,000		56,500	61,000		56,500	'
Total assets	873,288		873,527	873,288		873,527	'
Return on average common equity	13.00%		20.00%	13.00%		19.00%	'
Overhead ratio	67.00%		58.00%	66.00%		59.00%	'
Commercial Banking	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	577		551	1,135		1,086	'
Net interest income	1,124		1,177	2,217		2,315	'
Total net revenue	1,701		1,728	3,352		3,401	'
Provision for credit losses	-67		44	-62		83	'
Noninterest expense	675		652	1,361		1,296	'
Income/(loss) before income tax expense/(benefit)	1,093		1,032	2,053		2,022	'
Income tax expense / (benefit)	435		411	817		805	'
Net income	658		621	1,236		1,217	'
Average common equity	14,000		13,500	14,000		13,500	'
Total assets	192,523		184,124	192,523		184,124	'
Return on average common equity	19.00%		18.00%	18.00%		18.00%	'
Overhead ratio	40.00%		38.00%	41.00%		38.00%	'
Asset Management	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	2,380		2,156	4,598		4,250	'
Net interest income	576		569	1,136		1,128	'
Total net revenue	2,956		2,725	5,734		5,378	'
Provision for credit losses	1		23	-8		44	'
Noninterest expense	2,062		1,892	4,137		3,768	'
Income/(loss) before income tax expense/(benefit)	893		810	1,605		1,566	'
Income tax expense / (benefit)	341		310	612		579	'
Net income	552		500	993		987	'
Average common equity	9,000		9,000	9,000		9,000	'
Total assets	128,362		115,157	128,362		115,157	'
Return on average common equity	25.00%		22.00%	22.00%		22.00%	'
Overhead ratio	70.00%		69.00%	72.00%		70.00%	'
Corporate/Private Equity	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	351		290	875		651	'
Net interest income	-81		-676	-237		-1,270	'
Total net revenue	270		-386	638		-619	'
Provision for credit losses	-10		5	-21		2	'
Noninterest expense	180		716	14		718	'
Income/(loss) before income tax expense/(benefit)	100		-1,107	645		-1,339	'
Income tax expense / (benefit)	-269		-555	-64		-1,037	'
Net income	369		-552	709		-302	'
Average common equity	71,159		72,283	68,989		71,016	'
Total assets	878,886		806,044	878,886		806,044	'
Reconciling Items	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	-651		-582	-1,295		-1,146	'
Net interest income	-244		-165	-470		-327	'
Total net revenue	-895		-747	-1,765		-1,473	'
Provision for credit losses	0		0	0		0	'
Noninterest expense	0		0	0		0	'
Income/(loss) before income tax expense/(benefit)	-895		-747	-1,765		-1,473	'
Income tax expense / (benefit)	-895		-747	-1,765		-1,473	'
Net income	0		0	0		0	'
Average common equity	$0		$0	$0		$0	'
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2014, and December 31, 2013. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2014 Dec 31, 2013Assets Trading assets$6,006 $6,366Loans64,598 70,072All other assets2,048 2,168Total assets$72,652 $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$45,723 $49,617All other liabilities1,027 1,061Total liabilities$46,750 $50,678The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2014, and December 31, 2013, the Firm provided limited program-wide credit enhancement of $2.6 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.