JPMorgan Chase & Co. (JPM) 10-Q 3 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2014
Document and Entity Information [Abstract]	'
Entity Registrant Name	'JPMORGAN CHASE & CO
Entity Central Index Key	'0000019617
Document Type	'10-Q
Document Period End Date	30-Sep-14
Amendment Flag	'false
Document Fiscal Year Focus	'2014
Document Fiscal Period Focus	'Q3
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	3,738,188,746

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended				9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Revenue	'		'		'		'
Investment banking fees	$1,538		$1,507		$4,709		$4,669
Principal transactions	2,966		2,662		9,196		10,183
Lending- and deposit-related fees	1,479		1,519		4,347		4,476
Asset management, administration and commissions	3,978		3,667		11,821		11,131
Securities gains	6	[1]	26	[1]	48	[1]	659	[1]
Mortgage fees and related income	903		841		2,708		4,116
Credit card income	1,537		1,518		4,494		4,440
Other income	732		602		1,798		1,364
Noninterest revenue	13,139		12,342		39,121		41,038
Interest income	12,926		13,066		38,580		39,503
Interest expense	1,819		2,291		6,008		7,091
Net interest income	11,107		10,775		32,572		32,412
Total net revenue	24,246		23,117		71,693		73,450
Provision for credit losses	757		-543		2,299		121
Noninterest expense	'		'		'		'
Compensation expense	7,831		7,325		23,300		23,758
Occupancy expense	978		947		2,903		2,752
Technology, communications and equipment expense	1,465		1,356		4,309		4,049
Professional and outside services	1,907		1,897		5,625		5,532
Marketing	610		588		1,824		1,755
Other expense	2,956		11,373		7,590		16,625
Amortization of intangibles	51		140		314		444
Total noninterest expense	15,798		23,626		45,865		54,915
Income before income tax expense	7,691		34		23,529		18,414
Income tax expense	2,119		414		6,698		5,769
Net income/(loss)	5,572		-380		16,831		12,645
Net income/(loss) applicable to common stockholders	5,135		-650		15,605		11,656
Net income/(loss) per common share data	'		'		'		'
Basic earnings per share (in dollars per share)	$1.37		($0.17)		$4.13		$3.08
Diluted earnings per share (in dollars per share)	$1.36		($0.17)		$4.10		$3.05
Weighted-average basic shares (in shares)	3,755.40		3,767		3,774.40		3,789.20
Weighted-average diluted shares (in shares)	3,788.70		3,767		3,808.30		3,820.90
Cash dividends declared per common share (in dollars per share)	$0.40		$0.38		$1.18		$1.06
Intent to sell	'		'		'		'
Other-than-temporary impairment losses included in securities gains	'		'		'		'
OTTI losses recognized in income	($2)		($19)		($2)		($19)
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses related to securities the Firm intends to sell of $2 million for the three and nine months ended September 30, 2014, respectively. The Firm recognized OTTI losses of $19 million for the three and nine months ended September 30, 2013.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income/(loss)	$5,572	($380)	$16,831	$12,645
Other comprehensive income/(loss), after-tax	'	'	'	'
Unrealized gains/(losses) on investment securities	-141	161	1,928	-3,570
Translation adjustments, net of hedges	3	4	13	-47
Cash flow hedges	-58	69	69	-283
Defined benefit pension and OPEB plans	24	20	57	188
Total other comprehensive income/(loss), after-tax	-172	254	2,067	-3,712
Comprehensive income/(loss)	$5,400	($126)	$18,898	$8,933

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Sep. 30, 2014		Dec. 31, 2013
Assets	'		'
Cash and due from banks	$25,372,000,000		$39,771,000,000
Deposits with banks	414,312,000,000		316,051,000,000
Federal funds sold and securities purchased under resale agreements (included $26,972 and $25,135 at fair value)	214,336,000,000		248,116,000,000
Securities borrowed (included $1,788 and $3,739 at fair value)	118,873,000,000		111,465,000,000
Trading assets (included assets pledged of $125,512 and $106,299)	410,657,000,000		374,664,000,000
Securities (included $317,532 and $329,977 at fair value and assets pledged of $22,106 and $23,446)	366,358,000,000		354,003,000,000
Loans (included $3,614 and $2,011 at fair value)	743,257,000,000		738,418,000,000
Allowance for loan losses	-14,889,000,000		-16,264,000,000
Loans, net of allowance for loan losses	728,368,000,000		722,154,000,000
Accrued interest and accounts receivable	75,504,000,000		65,160,000,000
Premises and equipment	15,177,000,000		14,891,000,000
Goodwill	47,970,000,000		48,081,000,000
Mortgage servicing rights	8,236,000,000		9,614,000,000
Other intangible assets	1,274,000,000		1,618,000,000
Other assets (included $12,123 and $15,187 at fair value and assets pledged of $331 and $2,066)	100,568,000,000		110,101,000,000
Total assets	2,527,005,000,000	[1]	2,415,689,000,000	[1]
Liabilities	'		'
Deposits (included $8,422 and $6,624 at fair value)	1,334,534,000,000		1,287,765,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements (included $2,863 and $5,426 at fair value)	198,746,000,000		181,163,000,000
Commercial paper	59,960,000,000		57,848,000,000
Other borrowed funds (included $15,161 and $13,306 at fair value)	31,892,000,000		27,994,000,000
Trading liabilities	143,256,000,000		137,744,000,000
Accounts payable and other liabilities (included $40 and $25 at fair value)	211,055,000,000		194,491,000,000
Beneficial interests issued by consolidated variable interest entities (included $3,283 and $1,996 at fair value)	47,564,000,000		49,617,000,000
Long-term debt (included $30,595 and $28,878 at fair value)	268,721,000,000		267,889,000,000
Total liabilities	2,295,728,000,000	[1]	2,204,511,000,000	[1]
Commitments and contingencies (see Notes 21 and 23)	'		'
Stockholders’ equity	'		'
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 2,006,250 and 1,115,750 shares)	20,063,000,000		11,158,000,000
Common stock ($1 par value; authorized 9,000,000,000 shares; issued 4,104,933,895 shares)	4,105,000,000		4,105,000,000
Capital surplus	93,060,000,000		93,828,000,000
Retained earnings	127,234,000,000		115,756,000,000
Accumulated other comprehensive income/(loss)	3,266,000,000		1,199,000,000
Shares held in RSU Trust, at cost (472,953 and 476,642 shares)	-21,000,000		-21,000,000
Treasury stock, at cost (366,745,149 and 348,825,583 shares)	-16,430,000,000		-14,847,000,000
Total stockholders’ equity	231,277,000,000		211,178,000,000
Total liabilities and stockholders’ equity	2,527,005,000,000		2,415,689,000,000
Limited program-wide credit enhancement	2,000,000,000		2,600,000,000
Assets and liabilities related to VIEs that are consolidated by the Firm	'		'
Assets	'		'
Trading assets (included assets pledged of $125,512 and $106,299)	10,962,000,000		6,366,000,000
Loans (included $3,614 and $2,011 at fair value)	66,413,000,000		70,072,000,000
Other assets (included $12,123 and $15,187 at fair value and assets pledged of $331 and $2,066)	1,814,000,000		2,168,000,000
Total assets	79,189,000,000		78,606,000,000
Liabilities	'		'
Beneficial interests issued by consolidated variable interest entities (included $3,283 and $1,996 at fair value)	47,564,000,000		49,617,000,000
Other liabilities	958,000,000		1,061,000,000
Total liabilities	$48,522,000,000		$50,678,000,000
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 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)Sep 30, 2014 Dec 31, 2013Assets Trading assets$10,962 $6,366Loans66,413 70,072All other assets1,814 2,168Total assets$79,189 $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$47,564 $49,617All other liabilities958 1,061Total liabilities$48,522 $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 September 30, 2014, and December 31, 2013, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.6 billion, respectively, 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 $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Assets	'	'
Available-for-sale securities	$317,532	$329,977
Liabilities	'	'
Other borrowed funds	31,892	27,994
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)	2,006,250	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)	366,745,149	348,825,583
Trading assets	'	'
Assets	'	'
Assets Pledged	125,512	106,299
Securities	'	'
Assets	'	'
Assets Pledged	22,106	23,446
Other assets	'	'
Assets	'	'
Assets Pledged	331	2,066
Fair Value	'	'
Assets	'	'
Securities borrowed	117,100	107,700
Loans	728,400	720,200
Other assets	57,800	61,900
Liabilities	'	'
Deposits	1,326,300	1,281,500
Federal funds purchased and securities loaned or sold under repurchase agreements	195,900	175,700
Other borrowed funds	16,700	14,700
Accounts payable and other liabilities, measured at fair value	178,700	160,000
Long-term debt and junior subordinated deferrable interest debentures	244,800	246,800
Recurring | Fair Value	'	'
Assets	'	'
Federal funds sold and securities purchased under resale agreements	26,972	25,135
Securities borrowed	1,788	3,739
Available-for-sale securities	317,532	329,977
Loans	3,614	2,011
Liabilities	'	'
Deposits	8,422	6,624
Federal funds purchased and securities loaned or sold under repurchase agreements	2,863	5,426
Other borrowed funds	15,161	13,306
Accounts payable and other liabilities, measured at fair value	40	25
Beneficial Interest, Fair Value Disclosure	3,283	1,996
Long-term debt and junior subordinated deferrable interest debentures	30,595	28,878
Recurring | Other assets | Fair Value	'	'
Assets	'	'
Other assets	$12,123	$15,187

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	'	3,900	'	'	'	'	'	'
Redemption of preferred stock	'	-1,800	'	'	'	'	'	'
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects	'	'	'	-1,025	'	'	'	'
Other	'	'	'	-24	'	'	'	'
Net income/(loss)	12,645	'	'	'	12,645	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Preferred stock	'	'	'	'	-615	'	'	'
Common stock ($1.18 and $1.06 per share)	'	'	'	'	-4,118	'	'	'
Other comprehensive income/(loss)	-3,712	'	'	'	'	-3,712	'	'
Purchase of treasury stock	'	'	'	'	'	'	'	-4,490
Reissuance from treasury stock	'	'	'	'	'	'	'	1,840
Ending balance at Sep. 30, 2013	206,670	11,158	4,105	93,555	112,135	390	-21	-14,652
Beginning balance at Jun. 30, 2013	'	'	'	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'
Net income/(loss)	-380	'	'	'	'	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Other comprehensive income/(loss)	254	'	'	'	'	254	'	'
Ending balance at Sep. 30, 2013	206,670	'	4,105	'	'	390	-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	'	8,905	'	'	'	'	'	'
Redemption of preferred stock	'	0	'	'	'	'	'	'
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects	'	'	'	-719	'	'	'	'
Other	'	'	'	-49	'	'	'	'
Net income/(loss)	16,831	'	'	'	16,831	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Preferred stock	'	'	'	'	-799	'	'	'
Common stock ($1.18 and $1.06 per share)	'	'	'	'	-4,554	'	'	'
Other comprehensive income/(loss)	2,067	'	'	'	'	2,067	'	'
Purchase of treasury stock	'	'	'	'	'	'	'	-3,250
Reissuance from treasury stock	'	'	'	'	'	'	'	1,667
Ending balance at Sep. 30, 2014	231,277	20,063	4,015	93,060	127,234	3,266	-21	-16,430
Beginning balance at Jun. 30, 2014	'	'	'	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'
Issuance of preferred stock	'	1,600	'	'	'	'	'	'
Net income/(loss)	5,572	'	'	'	'	'	'	'
Dividends declared:	'	'	'	'	'	'	'	'
Other comprehensive income/(loss)	-172	'	'	'	'	-172	'	'
Ending balance at Sep. 30, 2014	$231,277	$20,063	$4,015	'	'	$3,266	($21)	'

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Dividends declared:	'	'	'	'
Common stock, dividends, per share	$0.40	$0.38	$1.18	$1.06

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Operating activities	'	'
Net income/(loss)	$16,831	$12,645
Adjustments to reconcile net income to net cash provided by/(used in) operating activities:	'	'
Provision for credit losses	2,299	121
Depreciation and amortization	3,259	3,616
Amortization of intangibles	314	444
Deferred tax expense	1,784	2,640
Investment securities gains	-48	-659
Stock-based compensation	1,681	1,734
Originations and purchases of loans held-for-sale	-48,334	-60,073
Proceeds from sales, securitizations and paydowns of loans held-for-sale	53,250	61,058
Net change in:	'	'
Trading assets	-30,542	84,075
Securities borrowed	-7,416	-3,410
Accrued interest and accounts receivable	-7,793	-3,487
Other assets	9,842	-6,062
Trading liabilities	2,624	6,867
Accounts payable and other liabilities	9,346	17,526
Other operating adjustments	750	-2,168
Net cash provided by operating activities	7,847	114,867
Investing activities	'	'
Net change in deposits with banks	-98,261	-249,755
Net change in federal funds sold and securities purchased under resale agreements	32,272	60,033
Held-to-maturity securities:	'	'
Proceeds from paydowns and maturities	2,947	21
Purchases	-8,634	-4,531
Available-for-sale securities:	'	'
Proceeds from paydowns and maturities	67,261	69,892
Proceeds from sales	21,054	51,074
Purchases	-96,776	-110,749
Proceeds from sales and securitizations of loans held-for-investment	14,592	9,278
Other changes in loans, net	-30,070	-11,899
Net cash provided by/(used in) business acquisitions or dispositions	24	-62
All other investing activities, net	-39	-2,403
Net cash used in investing activities	-95,630	-189,101
Financing activities	'	'
Net change in deposits	52,046	72,977
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	17,564	-21,322
Net change in commercial paper and other borrowed funds	4,367	1,826
Net change in beneficial interests issued by consolidated variable interest entities	-4,515	-10,956
Proceeds from long-term borrowings and trust preferred securities	54,263	70,305
Payments of long-term borrowings and trust preferred securities	-49,493	-53,532
Excess tax benefits related to stock-based compensation	387	122
Proceeds from issuance of preferred stock	8,848	3,873
Redemption of preferred stock	0	-1,800
Treasury stock purchased	-3,250	-4,490
Dividends paid	-5,078	-4,274
All other financing activities, net	-1,078	-1,486
Net cash provided by financing activities	74,061	51,243
Effect of exchange rate changes on cash and due from banks	-677	-68
Net decrease in cash and due from banks	-14,399	-23,059
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	25,372	30,664
Cash interest paid	6,008	7,275
Cash income taxes paid, net	$453	$3,018

Basis_of_Presentation

Basis of Presentation	9 Months Ended
	Sep. 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	9 Months Ended
	Sep. 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 nine months ended September 30, 2014, the Firm issued $1.6 billion and $8.9 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.
	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.
	Subsequent events
	Physical commodities businesses
	The Firm has made substantial progress in completing
	its business simplification agenda, which is intended to enable the Firm to focus on core activities for its core clients with an enhanced focus on its operational, regulatory, and litigation risks. On October 3, 2014, the Firm completed the sale of parts of its physical commodities business to Mercuria Energy Group Limited (“Mercuria”). In addition to completing the all-cash transaction with Mercuria, the Firm has sold or agreed to sell to other buyers physical commodity assets that had originally been included in the Mercuria transaction. As a result of the sale to Mercuria, as well as the asset sales with other parties, the Firm has sold or liquidated substantially all of the physical commodity assets that had been part of the original $3.5 billion agreement with Mercuria. The after-tax impact of these transactions is not expected to be material. The Firm remains fully committed to its traditional banking activities in the commodities markets, including financial derivatives and the trading of precious metals, which were not part of the physical commodities operations sale.

Fair_Value_Measurement

Fair Value Measurement	9 Months Ended
	Sep. 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 September 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
	September 30, 2014 (in millions)	Level 1			Level 2				Level 3							Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	26,972			$	—			$	—		$	26,972
	Securities borrowed	—			1,788				—				—			1,788
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	2			25,309				1,058				—			26,369
	Residential – nonagency	—			1,657				591				—			2,248
	Commercial – nonagency	—			1,011				263				—			1,274
	Total mortgage-backed securities	2			27,977				1,912				—			29,891
	U.S. Treasury and government agencies(a)	28,713			7,346				—				—			36,059
	Obligations of U.S. states and municipalities	—			7,792				1,189				—			8,981
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,819				—				—			1,819
	Non-U.S. government debt securities	29,148			26,750				135				—			56,033
	Corporate debt securities	—			26,202				5,062				—			31,264
	Loans(b)	—			23,322				15,331				—			38,653
	Asset-backed securities	—			3,079				1,220				—			4,299
	Total debt instruments	57,863			124,287				24,849				—			206,999
	Equity securities	113,463			944				834				—			115,241
	Physical commodities(c)	3,448			3,300				2				—			6,750
	Other	—			6,529				2,685				—			9,214
	Total debt and equity instruments(d)	174,774			135,060				28,370				—			338,204
	Derivative receivables:
	Interest rate	428			819,174				4,558				(793,411		)	30,749
	Credit	—			71,086				2,950				(72,797		)	1,239
	Foreign exchange	812			200,899				1,686				(181,667		)	21,730
	Equity	—			46,861				2,856				(40,252		)	9,465
	Commodity	254			36,071				647				(27,702		)	9,270
	Total derivative receivables(e)	1,494			1,174,091				12,697				(1,115,829		)	72,453
	Total trading assets	176,268			1,309,151				41,067				(1,115,829		)	410,657
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			64,451				—				—			64,451
	Residential – nonagency	—			54,711				76				—			54,787
	Commercial – nonagency	—			19,222				287				—			19,509
	Total mortgage-backed securities	—			138,384				363				—			138,747
	U.S. Treasury and government agencies(a)	26,551			59				—				—			26,610
	Obligations of U.S. states and municipalities	—			29,524				—				—			29,524
	Certificates of deposit	—			1,308				—				—			1,308
	Non-U.S. government debt securities	24,725			29,982				—				—			54,707
	Corporate debt securities	—			20,628				—				—			20,628
	Asset-backed securities:
	Collateralized loan obligations	—			29,392				797				—			30,189
	Other	—			12,193				511				—			12,704
	Equity securities	3,115			—				—				—			3,115
	Total available-for-sale securities	54,391			261,470				1,671				—			317,532
	Loans	—			72				3,542				—			3,614
	Mortgage servicing rights (“MSRs”)	—			—				8,236				—			8,236
	Other assets:
	Private equity investments(f)	603			14				4,595				—			5,212
	All other	3,878			339				2,694				—			6,911
	Total other assets	4,481			353				7,289				—			12,123
	Total assets measured at fair value on a recurring basis	$	235,140		$	1,599,806		(g)	$	61,805		(g)	$	(1,115,829	)	$	780,922
	Deposits	$	—		$	5,587			$	2,835			$	—		$	8,422
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			2,863				—				—			2,863
	Other borrowed funds	—			13,169				1,992				—			15,161
	Trading liabilities:
	Debt and equity instruments(d)	64,298			19,953				54				—			84,305
Derivative payables:
Interest rate	289			789,514				3,348				(778,479		)	14,672
Credit	—			70,037				2,691				(71,463		)	1,265
Foreign exchange	983			197,709				2,617				(181,235		)	20,074
Equity	—			47,801				5,277				(41,336		)	11,742
Commodity	152			37,874				661				(27,489		)	11,198
Total derivative payables(e)	1,424			1,142,935				14,594				(1,100,002		)	58,951
Total trading liabilities	65,722			1,162,888				14,648				(1,100,002		)	143,256
Accounts payable and other liabilities	—			—				40				—			40
Beneficial interests issued by consolidated VIEs	—			1,634				1,649				—			3,283
Long-term debt	—			18,635				11,960				—			30,595
Total liabilities measured at fair value on a recurring basis	$	65,722		$	1,204,776			$	33,124			$	(1,100,002	)	$	203,620
	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 September 30, 2014, and December 31, 2013, included total U.S. government-sponsored enterprise obligations of $81.1 billion and $91.5 billion, respectively, which were predominantly mortgage-related.
(b)	At September 30, 2014, and December 31, 2013, included within trading loans were $20.9 billion and $14.8 billion, respectively, of residential first-lien mortgages, and $4.3 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 $10.0 billion and $6.0 billion, respectively, and reverse mortgages of $3.5 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 $4.0 billion and $7.6 billion at September 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 $5.6 billion and $8.0 billion at September 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 September 30, 2014, and December 31, 2013, the fair values of these investments were $1.9 billion and $3.2 billion, respectively, of which $414 million and $899 million, respectively, were classified in level 2, and $1.5 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 nine months ended September 30, 2014 and 2013, there were no significant transfers between levels 1 and 2.
During the nine months ended September 30, 2014, transfers from level 3 into level 2 included $3.4 billion and $3.1 billion of equity derivative receivables and payables, respectively, due to increased observability of certain equity option valuation inputs; and $1.1 billion of corporate debt, $1.1 billion of long-term debt and $1.0 billion of trading loans based on increased liquidity and price transparency. Transfers from level 2 into level 3 included $1.1 billion of other borrowed funds based on a decrease in observability of valuation inputs and price transparency.
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 September 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)
September 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	$	10,992			Discounted cash flows	Yield	2		%	-	16%	7%
						Prepayment speed	0		%	-	20%	6%
						Conditional default rate	0		%	-	100%	32%
						Loss severity	0		%	-	100%	22%
Commercial mortgage-backed securities and loans(b)	2,145				Discounted cash flows	Yield	2		%	-	30%	4%
						Conditional default rate	0		%	-	99%	7%
						Loss severity	0		%	-	40%	32%
Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	16,127				Discounted cash flows	Credit spread	50 bps			-	450 bps	188 bps
						Yield	0		%	-	43%	9%
	5,877				Market comparables	Price	$	—		-	$132	91
Net interest rate derivatives	1,210				Option pricing	Interest rate correlation	(75		)%	-	93%
						Interest rate spread volatility	0		%	-	60%
Net credit derivatives(b)(c)	259				Discounted cash flows	Credit correlation	44		%	-	84%
Net foreign exchange derivatives	(931		)		Option pricing	Foreign exchange correlation	48		%	-	75%
Net equity derivatives	(2,421		)		Option pricing	Equity volatility	20		%	-	65%
Net commodity derivatives	(14		)		Discounted cash flows	Forward commodity price	$	20		-	$160	per megawatt hour
Collateralized loan obligations	797				Discounted cash flows	Credit spread	250 bps			-	525 bps	263 bps
						Prepayment speed	20%					20%
						Conditional default rate	2%					2%
						Loss severity	40%					40%
	339				Market comparables	Price	$	—		-	$102	81
Mortgage servicing rights (“MSRs”)	8,236				Discounted cash flows	Refer to Note 16.
Private equity direct investments	4,159				Market comparables	EBITDA multiple	4x			-	14.2x	8.3x
						Liquidity adjustment	0		%	-	20%	7%
Private equity fund investments	436				Net asset value	Net asset value(e)
Long-term debt, other borrowed funds, and deposits(d)	15,585				Option pricing	Interest rate correlation	(75		)%	-	93%
						Foreign exchange correlation	0		%	-	75%
						Equity correlation	(45		)%	-	85%
	1,202				Discounted cash flows	Credit correlation	44		%	-	84%
(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 $498 million of credit derivative receivables and $442 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 $839 million of credit derivative receivables and $759 million of credit derivative payables with underlying asset-backed securities (“ABS”) 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 nine months ended September 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	Fair value at July 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,125		$	(18	)		$	2		$	(12	)				$	(31	)	$	(8	)		$	1,058			$	(18	)
Residential – nonagency	543			(13		)		224			(120		)				(5		)	(38		)		591				(22		)
Commercial – nonagency	327			(2		)		251			(323		)				(6		)	16				263				(6		)
Total mortgage-backed securities	1,995			(33		)		477			(455		)				(42		)	(30		)		1,912				(46		)
Obligations of U.S. states and municipalities	1,079			158				1			(49		)				—			—				1,189				156
Non-U.S. government debt securities	128			7				88			(20		)				(1		)	(67		)		135				6
Corporate debt securities	4,793			(88		)		1,280			(776		)				(72		)	(75		)		5,062				168
Loans	13,521			(179		)		4,563			(1,476		)				(1,349		)	251				15,331				(184		)
Asset-backed securities	1,216			(21		)		564			(477		)				(88		)	26				1,220				(27		)
Total debt instruments	22,732			(156		)		6,973			(3,253		)				(1,552		)	105				24,849				73
Equity securities	704			22				140			(25		)				(42		)	35				834				19
Physical commodities	3			(1		)		—			—						—			—				2				—
Other	2,341			(53		)		480			(66		)				(17		)	—				2,685				(53		)
Total trading assets – debt and equity instruments	25,780			(188		)	(c)	7,593			(3,344		)				(1,611		)	140				28,370				39			(c)
Net derivative receivables:(a)
Interest rate	1,533			(46		)		31			(61		)				(232		)	(15		)		1,210				(133		)
Credit	134			89				23			(4		)				19			(2		)		259				112
Foreign exchange	(1,194		)	176				43			(3		)				51			(4		)		(931		)		194
Equity	(2,206		)	(201		)		699			(791		)				(4		)	82				(2,421		)		(164		)
Commodity	(122		)	178				—			—						(80		)	10				(14		)		448
Total net derivative receivables	(1,855		)	196			(c)	796			(859		)				(246		)	71				(1,897		)		457			(c)
Available-for-sale securities:
Asset-backed securities	1,322			(25		)		50			—						(39		)	—				1,308				(24		)
Other	514			(18		)		—			—						(133		)	—				363				(2		)
Total available-for-sale securities	1,836			(43		)	(d)	50			—						(172		)	—				1,671				(26		)	(d)
Loans	4,227			(240		)	(c)	233			(89		)				(589		)	—				3,542				(241		)	(c)
Mortgage servicing rights	8,347			(57		)	(e)	151			11						(216		)	—				8,236				(57		)	(e)
Other assets:
Private equity investments	4,883			166			(c)	3			(458		)				1			—				4,595				365			(c)
All other	2,776			(1		)	(f)	14			(5		)				(90		)	—				2,694				(1		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at July 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
(in millions)								Purchases			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,838		$	(52	)	(c)	$	—		$	—		$	452		$	(44	)	$	(359	)		$	2,835			$	(52	)	(c)
Other borrowed funds	1,538			(45		)	(c)	—			—			1,575			(1,494		)	418				1,992				(41		)	(c)
Trading liabilities – debt and equity instruments	80			(12		)	(c)	(36		)	22			—			9			(9		)		54				(12		)	(c)
Accounts payable and other liabilities	45			—			(c)	—			—			—			(5		)	—				40				—			(c)
Beneficial interests issued by consolidated VIEs	1,062			(42		)	(c)	—			—			653			(24		)	—				1,649				(44		)	(c)
Long-term debt	11,746			(382		)	(c)	—			—			2,175			(1,583		)	4				11,960				(266		)	(c)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at July 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-Sep-13																								30-Sep-13					to financial instruments held at September 30, 2013
(in millions)								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	901		$	(21	)		$	33			$	(9	)				$	(23	)	$	—			$	881			$	(14	)
Residential – nonagency	615			61				146				(185		)				(24		)	—				613				43
Commercial – nonagency	1,271			239				162				(1,224		)				(134		)	—				314				1
Total mortgage-backed securities	2,787			279				341				(1,418		)				(181		)	—				1,808				30
Obligations of U.S. states and municipalities	1,221			(5		)		419				(32		)				(3		)	—				1,600				1
Non-U.S. government debt securities	136			(9		)		368				(415		)				(1		)	—				79				(6		)
Corporate debt securities	5,735			(22		)		584				(1,413		)				(41		)	34				4,877				15
Loans	10,940			515				2,873				(1,610		)				(595		)	(132		)		11,991				470
Asset-backed securities	1,428			2				262				(427		)				(108		)	(15		)		1,142				5
Total debt instruments	22,247			760				4,847				(5,315		)				(929		)	(113		)		21,497				515
Equity securities	1,039			19				32				(54		)				(3		)	(17		)		1,016				105
Physical commodities	16			—				—				(8		)				—			—				8				—
Other	1,105			81				419				(74		)				(70		)	—				1,461				71
Total trading assets – debt and equity instruments	24,407			860			(c)	5,298				(5,451		)				(1,002		)	(130		)		23,982				691			(c)
Net derivative receivables:(a)
Interest rate	2,101			548				160				(68		)				(26		)	(40		)		2,675				382
Credit	921			(271		)		5				(11		)				(146		)	(1		)		497				(259		)
Foreign exchange	(1,218		)	(122		)		6				(4		)				135			(2		)		(1,205		)		(252		)
Equity	(2,291		)	601			(i)	224			(i)	(245		)	(i)			(535		)	308				(1,938		)		(572		)
Commodity	71			83				—				—						(248		)	41				(53		)		(44		)
Total net derivative receivables	(416		)	839			(c)	395				(328		)				(820		)	306				(24		)		(745		)	(c)
Available-for-sale securities:
Asset-backed securities	1,125			2				179				—						(13		)	—				1,293				2
Other	824			8				361				(4		)				(6		)	30				1,213				8
Total available-for-sale securities	1,949			10			(d)	540				(4		)				(19		)	30				2,506				10			(d)
Loans	1,843			78			(c)	286				(86		)				(116		)	—				2,005				63			(c)
Mortgage servicing rights	9,335			(93		)	(e)	534				—						(286		)	—				9,490				(93		)	(e)
Other assets:
Private equity investments	7,105			469			(c)	419				(161		)				(14		)	—				7,818				521			(c)
All other	3,680			6			(f)	42				(27		)				(153		)	—				3,548				(4		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at July 1, 2013			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at September 30, 2013					Change in unrealized (gains)/
30-Sep-13																													losses related
(in millions)								Purchases				Sales			Issuances			Settlements											to financial instruments held at September 30, 2013
Liabilities:(b)
Deposits	$	2,190		$	(2	)	(c)	$	—			$	—		$	334		$	(26	)	$	(296	)		$	2,200			$	(3	)	(c)
Other borrowed funds	2,673			9			(c)	—				—			1,405			(1,823		)	85				2,349				64			(c)
Trading liabilities – debt and equity instruments	104			(6		)	(c)	(118		)		130			—			(14		)	—				96				(9		)	(c)
Accounts payable and other liabilities	32			—				—				—			—			(3		)	—				29				—
Beneficial interests issued by consolidated VIEs	863			71			(c)	—				—			145			(33		)	—				1,046				47			(c)
Long-term debt	9,202			403			(c)	—				—			1,645			(1,393		)	(45		)		9,812				(290		)	(c)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,005		$	12			$	345		$	(186	)				$	(91	)	$	(27	)		$	1,058			$	16
Residential – nonagency	726			78				597			(634		)				(29		)	(147		)		591				5
Commercial – nonagency	432			26				832			(804		)				(54		)	(169		)		263				(5		)
Total mortgage-backed securities	2,163			116				1,774			(1,624		)				(174		)	(343		)		1,912				16
Obligations of U.S. states and municipalities	1,382			145				1			(339		)				—			—				1,189				14
Non-U.S. government debt securities	143			26				523			(539		)				(3		)	(15		)		135				9
Corporate debt securities	5,920			280				3,640			(2,791		)				(1,736		)	(251		)		5,062				458
Loans	13,455			512				9,850			(4,378		)				(4,067		)	(41		)		15,331				297
Asset-backed securities	1,272			49				1,921			(1,809		)				(259		)	46				1,220				(19		)
Total debt instruments	24,335			1,128				17,709			(11,480		)				(6,239		)	(604		)		24,849				775
Equity securities	885			121				225			(100		)				(76		)	(221		)		834				92
Physical commodities	4			(1		)		—			—						(1		)	—				2				(1		)
Other	2,000			116				1,190			(244		)				(112		)	(265		)		2,685				122
Total trading assets – debt and equity instruments	27,224			1,364			(c)	19,124			(11,824		)				(6,428		)	(1,090		)		28,370				988			(c)
Net derivative receivables:(a)
Interest rate	2,379			(20		)		129			(167		)				(997		)	(114		)		1,210				(643		)
Credit	95			(150		)		245			(25		)				146			(52		)		259				(74		)
Foreign exchange	(1,200		)	(166		)		137			(22		)				306			14				(931		)		(389		)
Equity	(1,063		)	(273		)		1,557			(2,371		)				47			(318		)		(2,421		)		239
Commodity	115			6				1			—						(93		)	(43		)		(14		)		(126		)
Total net derivative receivables	326			(603		)	(c)	2,069			(2,585		)				(591		)	(513		)		(1,897		)		(993		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(36		)		275			(2		)				(80		)	63				1,308				(36		)
Other	1,234			(20		)		122			—						(201		)	(772		)		363				(3		)
Total available-for-sale securities	2,322			(56		)	(d)	397			(2		)				(281		)	(709		)		1,671				(39		)	(d)
Loans	1,931			(168		)	(c)	3,313			(231		)				(1,303		)	—				3,542				(208		)	(c)
Mortgage servicing rights	9,614			(1,028		)	(e)	527			(175		)				(702		)	—				8,236				(1,028		)	(e)
Other assets:
Private equity investments	6,474			430			(c)	112			(1,945		)				(435		)	(41		)		4,595				278			(c)
All other	3,176			(27		)	(f)	149			(159		)				(445		)	—				2,694				(26		)	(f)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
(in millions)								Purchases			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,255		$	59		(c)	$	—		$	—		$	1,261		$	(110	)	$	(630	)		$	2,835			$	61		(c)
Other borrowed funds	2,074			(138		)	(c)	—			—			4,251			(4,981		)	786				1,992				51			(c)
Trading liabilities – debt and equity instruments	113			(16		)	(c)	(298		)	301			—			1			(47		)		54				(6		)	(c)
Accounts payable and other liabilities	25			27			(c)	—			—			—			(12		)	—				40				—			(c)
Beneficial interests issued by consolidated VIEs	1,240			59			(c)	—			—			735			(283		)	(102		)		1,649				45			(c)
Long-term debt	10,008			157			(c)	—			—			5,919			(3,962		)	(162		)		11,960				231			(c)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-13																								30-Sep-13					to financial instruments held at September 30, 2013
(in millions)								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	498		$	119			$	426			$	(88	)				$	(74	)	$	—			$	881			$	143
Residential – nonagency	663			373				580				(925		)				(73		)	(5		)		613				185
Commercial – nonagency	1,207			114				601				(1,402		)				(206		)	—				314				(5		)
Total mortgage-backed securities	2,368			606				1,607				(2,415		)				(353		)	(5		)		1,808				323
Obligations of U.S. states and municipalities	1,436			13				472				(115		)				(206		)	—				1,600				23
Non-U.S. government debt securities	67			2				1,002				(1,097		)				(5		)	110				79				1
Corporate debt securities	5,308			(146		)		5,762				(4,931		)				(1,488		)	372				4,877				104
Loans	10,787			384				8,281				(5,360		)				(1,986		)	(115		)		11,991				127
Asset-backed securities	3,696			161				1,302				(1,961		)				(255		)	(1,801		)		1,142				173
Total debt instruments	23,662			1,020				18,426				(15,879		)				(4,293		)	(1,439		)		21,497				751
Equity securities	1,114			10				236				(202		)				(68		)	(74		)		1,016				3
Physical commodities	—			—				—				(8		)				—			16				8				—
Other	863			168				545				(94		)				(151		)	130				1,461				215
Total trading assets – debt and equity instruments	25,639			1,198			(c)	19,207				(16,183		)				(4,512		)	(1,367		)		23,982				969			(c)
Net derivative receivables:(a)
Interest rate	3,322			979				275				(193		)				(1,873		)	165				2,675				155
Credit	1,873			(1,095		)		55				(12		)				(335		)	11				497				(1,128		)
Foreign exchange	(1,750		)	(77		)		(1		)		(7		)				648			(18		)		(1,205		)		(276		)
Equity	(1,806		)	1,140			(i)	760			(i)	(892		)	(i)			(1,345		)	205				(1,938		)		499
Commodity	254			736				11				(3		)				(1,102		)	51				(53		)		125
Total net derivative receivables	1,893			1,683			(c)	1,100				(1,107		)				(4,007		)	414				(24		)		(625		)	(c)
Available-for-sale securities:
Asset-backed securities	28,024			7				579				—						(57		)	(27,260		)		1,293				7
Other	892			(1		)		368				(17		)				(59		)	30				1,213				13
Total available-for-sale securities	28,916			6			(d)	947				(17		)				(116		)	(27,230		)		2,506				20			(d)
Loans	2,282			49			(c)	614				(142		)				(798		)	—				2,005				(47		)	(c)
Mortgage servicing rights	7,614			1,254			(e)	1,873				(418		)				(833		)	—				9,490				1,254			(e)
Other assets:
Private equity investments	7,181			634			(c)	622				(264		)				(355		)	—				7,818				322			(c)
All other	4,258			(19		)	(f)	177				(322		)				(546		)	—				3,548				(55		)	(f)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-13																								30-Sep-13					to financial instruments held at September 30, 2013
(in millions)								Purchases				Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	1,983		$	(107	)	(c)	$	—			$	—		$	946		$	(183	)	$	(439	)		$	2,200			$	(38	)	(c)
Other borrowed funds	1,619			(260		)	(c)	—				—			5,556			(4,742		)	176				2,349				(192		)	(c)
Trading liabilities – debt and equity instruments	205			(74		)	(c)	(1,977		)		2,136			—			(48		)	(146		)		96				12			(c)
Accounts payable and other liabilities	36			1			(f)	—				—			—			(8		)	—				29				1			(f)
Beneficial interests issued by consolidated VIEs	925			96			(c)	—				—			196			(171		)	—				1,046				(18		)	(c)
Long-term debt	8,476			(502		)	(c)	—				—			5,378			(2,996		)	(544		)		9,812				(440		)	(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 September 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 $(30) million and $17 million for the three months ended September 30, 2014 and 2013, and $(43) million and $145 million for the nine months ended September 30, 2014 and 2013, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(12) million and $13 million for the three months ended September 30, 2014 and 2013 and $(13) million and $45 million for the nine months ended September 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 September 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 106.
Three months ended September 30, 2014
Level 3 assets were $61.8 billion at September 30, 2014, reflecting an increase of $1.4 billion from June 30, 2014, largely due to the following:
•	$2.6 billion increase in trading assets, debt and equity securities predominantly driven by an increase in trading loans and new client-driven financing transactions.
Nine months ended September 30, 2014
Level 3 assets decreased by $7.5 billion during the nine months ended 2014, mainly due to the following:
•	$5.9 billion decrease in derivative receivables, predominantly driven by equity derivative receivables due to expirations and a transfer from level 3 to level 2 as a result of increase in observability of certain equity option valuation inputs;
•	$1.9 billion decrease in private equity investments, driven by sales;
•	$1.4 billion decrease in MSRs. For further discussion of the change, refer to Note 16;
•	$1.6 billion increase in loans due to originations;
$1.1 billion increase in trading assets - debt and equity securities largely driven by an increase in trading loans and new client-driven financing transactions.
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 100–105.
Three months ended September 30, 2014
•	$167 million of net losses and $533 million of gains on assets and liabilities, respectively, measured at fair value on a recurring basis, none of which were individually significant.
Three months ended September 30, 2013
•	$2.2 billion of net gains on assets and $475 million of net losses on liabilities, measured at fair value on a recurring basis, none of which were individually significant.
Nine months ended September30, 2014
•	$1.0 billion of losses on MSRs. For further discussion of the change, refer to Note 16.
Nine months ended September 30, 2013
•	$1.7 billion of net gains on derivatives, largely driven by $1.1 billion of gains on equity derivatives primarily related to client-driven market-making activity and a rise in equity markets, $1.0 billion of gains on interest rate lock and mortgage loan purchase commitments, partially offset by $1.1 billion of losses on credit derivatives from the impact of tightening reference entity credit spreads;
•	$1.3 billion of gains on MSRs. For further discussion of the change, refer to Note 16.
•	$1.2 billion of net gains on trading assets - debt and equity instruments, largely driven by credit spread tightening in nonagency mortgage-backed securities and trading loans
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)	Sep 30, 2014				Dec 31, 2013
Derivative receivables balance(a)	$	72,453			$	65,759
Derivative payables balance(a)	58,951				57,314
Derivatives CVA(b)(c)	(2,156		)		(2,352		)
Derivatives DVA and FVA(b)(d)	(339		)		(322		)
Structured notes balance(a)(e)	54,178				48,808
Structured notes DVA and FVA(b)(f)	1,292				952
(a)	Balances are presented net of applicable credit valuation adjustments (“CVA”) and debt 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 September 30, 2014, and December 31, 2013, included derivatives DVA of $688 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 September 30, 2014, and December 31, 2013, included $1.1 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 September 30, 2014, and December 31, 2013 included structured notes DVA of $1.6 billion and $1.4 billion, respectively.
The following table provides the impact of credit and funding adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
	Three months ended								Nine months
	September 30,								ended
									September 30,
(in millions)	2014				2013				2014				2013
Credit adjustments:
Derivatives CVA(a)	$	(57	)		$	364			$	196			$	1,245
Derivatives DVA and FVA(b)	144				(66		)		(17		)		33
Structured notes DVA and FVA(c)	161				(331		)		340				51
(a)	Derivatives CVA includes results managed by the credit portfolio group and other businesses.
(b)	Included derivatives DVA of $68 million and $(66) million for the three months ended September 30, 2014 and 2013 and $(27) million and $33 million for the nine months ended September 30, 2014 and 2013, respectively.
(c)	Included structured notes DVA of $190 million and $(331) million for the three months ended September 30, 2014 and 2013 and $209 million and $51 million for the nine months ended September 30, 2014 and 2013, respectively.
Assets and liabilities measured at fair value on a nonrecurring basis
At September 30, 2014 and 2013, assets measured at fair value on a nonrecurring basis were $2.6 billion and $2.2 billion, respectively, which predominantly consisted of loans that had fair value adjustments for the nine months ended 2014 and 2013. At September 30, 2014, $102 million and $2.5 billion of these assets were classified in levels 2 and 3 of the fair value hierarchy, respectively. At September 30, 2013, $161 million and $2.0 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 September 30, 2014 and 2013. For the three and nine months ended September 30, 2014 and 2013, there were no significant transfers between levels 1, 2, and 3.
Of the $2.6 billion of assets measured at fair value on a nonrecurring basis, $1.3 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 60 bps.
At September 30, 2014, assets measured at fair value on a nonrecurring basis also included $675 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 66%, with a weighted average of 27%.
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 September 30, 2014 and 2013, related to financial instruments held at those dates, was a reduction of $280 million and $215 million, respectively; and for the nine months ended September 30, 2014 and 2013, was a reduction of $709 million and $600 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 September 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.
	September 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	$	25.4		$	25.4		$	—		$	—		$	25.4			$	39.8		$	39.8		$	—		$	—		$	39.8
Deposits with banks	414.3			409.1			5.2			—			414.3				316.1			309.7			6.4			—			316.1
Accrued interest and accounts receivable	75.5			—			75.4			0.1			75.5				65.2			—			64.9			0.3			65.2
Federal funds sold and securities purchased under resale agreements	187.4			—			187.4			—			187.4				223			—			223			—			223
Securities borrowed	117.1			—			117.1			—			117.1				107.7			—			107.7			—			107.7
Securities, held-to-maturity(a)	48.8			—			50.1			—			50.1				24			—			23.7			—			23.7
Loans, net of allowance for loan losses(b)	724.8			—			17			711.4			728.4				720.1			—			23			697.2			720.2
Other(c)	54.1			—			51.4			6.4			57.8				58.2			—			54.5			7.4			61.9
Financial liabilities
Deposits	$	1,326.10		$	—		$	1,325.10		$	1.2		$	1,326.30			$	1,281.10		$	—		$	1,280.30		$	1.2		$	1,281.50
Federal funds purchased and securities loaned or sold under repurchase agreements	195.9			—			195.9			—			195.9				175.7			—			175.7			—			175.7
Commercial paper	60			—			60			—			60				57.8			—			57.8			—			57.8
Other borrowed funds	16.7						16.7			—			16.7				14.7			—			14.7			—			14.7
Accounts payable and other liabilities	178.8			—			175.8			2.9			178.7				160.2			—			158.2			1.8			160
Beneficial interests issued by consolidated VIEs	44.3			—			42.2			2.1			44.3				47.6			—			44.3			3.2			47.5
Long-term debt and junior subordinated deferrable interest debentures(d)	238.1			—			241.3			3.5			244.8				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 96–108 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.
	September 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		$	—		$	—		$	1.6		$	1.6			$	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 September 30,									Nine months ended September 30,
(in millions)		2014					2013				2014				2013
Trading assets – debt and equity instruments		$	331,536				$	315,575			$	324,019			$	347,649
Trading assets – derivative receivables		65,786					71,657				63,815				73,950
Trading liabilities – debt and equity instruments(a)		85,407					83,306				85,289				76,541
Trading liabilities – derivative payables		51,524					63,378				51,379				66,083
(a)	Primarily represent securities sold, not yet purchased.

Fair_Value_Option

Fair Value Option	9 Months Ended
	Sep. 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 nine months ended September 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 September 30,
		2014													2013
	(in millions)	Principal transactions				All other income				Total changes in fair					Principal transactions				All other income				Total changes in fair value recorded
										value recorded
	Federal funds sold and securities purchased under resale agreements	$	(114	)		$	—			$	(114	)			$	11			$	—			$	11
	Securities borrowed	(3		)		—				(3		)			(7		)		—				(7		)
	Trading assets:
	Debt and equity instruments, excluding loans(a)	20				1			(c)	21					160				—				160
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	140				10			(c)	150					316				(15		)	(c)	301
	Other changes in fair value	98				249			(c)	347					(19		)		282			(c)	263
	Loans:
	Changes in instrument-specific credit risk	3				—				3					22				—				22
	Other changes in fair value	(2		)		—				(2		)			(10		)		—				(10		)
	Other assets	6				21			(d)	27					6				(42		)	(d)	(36		)
	Deposits(a)(b)	117				—				117					(158		)		—				(158		)
	Federal funds purchased and securities loaned or sold under repurchase agreements	15				—				15					8				—				8
	Other borrowed funds(a)(b)	(56		)		—				(56		)			(127		)		—				(127		)
	Trading liabilities	(2		)		—				(2		)			(9		)		—				(9		)
	Beneficial interests issued by consolidated VIEs	(54		)		—				(54		)			(85		)		—				(85		)
	Other liabilities	—				—				—					—				—				—
	Long-term debt:
	Changes in instrument-specific credit risk(b)	162				—				162					(163		)		—				(163		)
	Other changes in fair value(a)	170				—				170					262				—				262
		Nine months ended September 30,
		2014													2013
	(in millions)	Principal transactions				All other income				Total changes in fair					Principal transactions				All other income				Total changes in fair value recorded
										value recorded
	Federal funds sold and securities purchased under resale agreements	$	(58	)		$	—			$	(58	)			$	(347	)		$	—			$	(347	)
	Securities borrowed	(8		)		—				(8		)			11				—				11
	Trading assets:
	Debt and equity instruments, excluding loans(a)	495				2			(c)	497					402				7			(c)	409
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	894				22			(c)	916					855				23			(c)	878
	Other changes in fair value	200				941			(c)	1,141					(97		)		1,487			(c)	1,390
	Loans:
	Changes in instrument-specific credit risk	31				—				31					16				—				16
	Other changes in fair value	29				—				29					11				—				11
	Other assets	18				(121		)	(d)	(103		)			27				(131		)	(d)	(104		)
	Deposits(a)(b)	(94		)		—				(94		)			139				—				139
	Federal funds purchased and securities loaned or sold under repurchase agreements	(19		)		—				(19		)			53				—				53
	Other borrowed funds(a)(b)	(1,227		)		—				(1,227		)			253				—				253
	Trading liabilities	(11		)		—				(11		)			(41		)		—				(41		)
	Beneficial interests issued by consolidated VIEs	(191		)		—				(191		)			(182		)		—				(182		)
	Other liabilities	(27		)		—				(27		)			—				(1		)	(d)	(1		)
	Long-term debt:
	Changes in instrument-specific credit risk(b)	167				—				167					29				—				29
	Other changes in fair value(a)	(621		)		—				(621		)			1,231				—				1,231
	(a)	Prior periods have been revised to conform with the current presentation.
	(b)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $190 million and $(331) million for the three months ended September 30, 2014 and 2013, respectively, and $209 million and $51 million for the nine months ended September 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.
	(c)	Reported in mortgage fees and related income.
	(d)	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 September 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.
		September 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	$	4,205			$	1,056		$	(3,149	)		$	5,156			$	1,491		$	(3,665	)
Loans	201				115			(86		)		209				154			(55		)
Subtotal	4,406				1,171			(3,235		)		5,365				1,645			(3,720		)
All other performing loans
Loans reported as trading assets	40,888				37,597			(3,291		)		33,069				29,295			(3,774		)
Loans	3,275				3,259			(16		)		1,618				1,563			(55		)
Total loans	$	48,569			$	42,027		$	(6,542	)		$	40,052			$	32,503		$	(7,549	)
Long-term debt
Principal-protected debt	$	14,416		(c)	$	14,631		$	215			$	15,797		(c)	$	15,909		$	112
Nonprincipal-protected debt(b)	NA				15,964			NA				NA				12,969			NA
Total long-term debt	NA				$	30,595		NA				NA				$	28,878		NA
Long-term beneficial interests
Nonprincipal-protected debt(b)	NA				$	3,283		NA				NA				$	1,996		NA
Total long-term beneficial interests	NA				$	3,283		NA				NA				$	1,996		NA
(a)	There were no performing loans that were ninety days or more past due as of September 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 September 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 $(101) 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.
	September 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	$	9,742		$	449		$	2,029		$	12,220			$	9,516		$	615		$	1,270		$	11,401
Credit	4,295			182			—			4,477				4,248			13			—			4,261
Foreign exchange	2,451			70			15			2,536				2,321			194			27			2,542
Equity	12,698			13,377			4,148			30,223				11,082			11,936			3,736			26,754
Commodity	1,287			454			1,834			3,575				1,260			310			1,133			2,703
Total structured notes	$	30,473		$	14,532		$	8,026		$	53,031			$	28,427		$	13,068		$	6,166		$	47,661

Derivative_Instruments

Derivative Instruments	9 Months Ended
	Sep. 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	117–118
	◦ Interest rate	Hedge floating rate assets and liabilities	Cash flow hedge	Corporate/PE	119
	◦	Hedge foreign currency-denominated assets and liabilities	Fair value hedge	Corporate/PE	117–118
	Foreign exchange
	◦	Hedge forecasted revenue and expense	Cash flow hedge	Corporate/PE	119
	Foreign exchange
	◦	Hedge the value of the Firm’s investments in non-U.S. subsidiaries	Net investment hedge	Corporate/PE	120
	Foreign exchange
	◦	Hedge commodity inventory	Fair value hedge	CIB	117-118
	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	120
	Interest rate
	◦	Manage the credit risk of wholesale lending exposures	Specified risk management	CIB	120
	Credit
	◦	Manage the risk of certain commodities-related contracts and investments	Specified risk management	CIB	120
	Commodity
	◦	Manage the risk of certain other specified assets and liabilities	Specified risk management	Corporate/PE	120
	Interest rate and foreign exchange
	Market-making derivatives and other activities:
	◦ Various	Market-making and related risk management	Market-making and other	CIB	120
	◦ Various	Other derivatives	Market-making and other	CIB, Corporate/PE	120
	Notional amount of derivative contracts
	The following table summarizes the notional amount of derivative contracts outstanding as of September 30, 2014, and December 31, 2013.
		Notional amounts(c)
	(in billions)	September 30,			31-Dec-13
		2014
	Interest rate contracts
	Swaps	$	29,792		$	35,221
	Futures and forwards(a)	11,067			11,238
	Written options(a)	4,107			4,059
	Purchased options	4,487			4,187
	Total interest rate contracts	49,453			54,705
	Credit derivatives(a)(b)	4,658			5,331
	Foreign exchange contracts
	Cross-currency swaps	3,497			3,488
	Spot, futures and forwards	5,103			3,773
	Written options	869			659
	Purchased options	848			652
	Total foreign exchange contracts	10,317			8,572
	Equity contracts
	Swaps(a)	206			187
	Futures and forwards(a)	51			50
	Written options	509			425
	Purchased options	431			380
	Total equity contracts	1,197			1,042
	Commodity contracts
	Swaps	121			124
	Spot, futures and forwards	196			234
	Written options	205			202
	Purchased options	199			203
	Total commodity contracts	721			763
	Total derivative notional amounts	$	66,346		$	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 121 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 September 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-Sep-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	$	820,941		$	3,219		$	824,160		$	30,749			$	790,431		$	2,720		$	793,151		$	14,672
Credit	74,036			—			74,036			1,239				72,728			—			72,728			1,265
Foreign exchange	199,913			3,484			203,397			21,730				200,537			772			201,309			20,074
Equity	49,717			—			49,717			9,465				53,078			—			53,078			11,742
Commodity	36,433			539			36,972			9,270				38,264			423			38,687			11,198
Total fair value of trading assets and liabilities	$	1,181,040		$	7,242		$	1,188,282		$	72,453			$	1,155,038		$	3,915		$	1,158,953		$	58,951
	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 September 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-Sep-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”)	$	488,454		$	(463,899	)		$	24,555			$	486,449		$	(466,493	)		$	19,956
OTC–cleared	329,537			(329,512		)		25				362,426			(362,404		)		22
Exchange traded(a)	—			—				—				—			—				—
Total interest rate contracts	817,991			(793,411		)		24,580				848,875			(828,897		)		19,978
Credit contracts:
OTC	64,251			(63,674		)		577				66,269			(65,725		)		544
OTC–cleared	9,250			(9,123		)		127				16,841			(16,279		)		562
Total credit contracts	73,501			(72,797		)		704				83,110			(82,004		)		1,106
Foreign exchange contracts:
OTC	196,570			(181,610		)		14,960				148,953			(136,763		)		12,190
OTC–cleared	61			(57		)		4				46			(46		)		—
Exchange traded(a)	—			—				—				—			—				—
Total foreign exchange contracts	196,631			(181,667		)		14,964				148,999			(136,809		)		12,190
Equity contracts:
OTC	23,262			(22,971		)		291				31,870			(29,289		)		2,581
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	20,578			(17,281		)		3,297				17,732			(11,415		)		6,317
Total equity contracts	43,840			(40,252		)		3,588				49,602			(40,704		)		8,898
Commodity contracts:
OTC	20,871			(14,565		)		6,306				21,619			(15,082		)		6,537
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	14,665			(13,137		)		1,528				12,528			(11,212		)		1,316
Total commodity contracts	35,536			(27,702		)		7,834				34,147			(26,294		)		7,853
Derivative receivables with appropriate legal opinion	$	1,167,499		$	(1,115,829	)	(b)	$	51,670			$	1,164,733		$	(1,114,708	)	(b)	$	50,025
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	20,783							20,783				15,734							15,734
Total derivative receivables recognized on the Consolidated Balance Sheets	$	1,188,282						$	72,453			$	1,180,467						$	65,759
(a)	Exchange traded derivative amounts that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $65.4 billion and $63.9 billion at September 30, 2014, and December 31, 2013, respectively.
The following table presents, as of September 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-Sep-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	$	463,497		$	(453,127	)		$	10,370			$	467,850		$	(458,081	)		$	9,769
OTC–cleared	326,416			(325,352		)		1,064				354,698			(353,990		)		708
Exchange traded(a)	—			—				—				—			—				—
Total interest rate contracts	789,913			(778,479		)		11,434				822,548			(812,071		)		10,477
Credit contracts:
OTC	62,800			(61,977		)		823				65,223			(63,671		)		1,552
OTC–cleared	9,486			(9,486		)		—				16,506			(16,450		)		56
Total credit contracts	72,286			(71,463		)		823				81,729			(80,121		)		1,608
Foreign exchange contracts:
OTC	195,505			(181,185		)		14,320				155,110			(144,119		)		10,991
OTC–cleared	50			(50		)		—				61			(59		)		2
Exchange traded(a)	—			—				—				—			—				—
Total foreign exchange contracts	195,555			(181,235		)		14,320				155,171			(144,178		)		10,993
Equity contracts:
OTC	28,755			(24,055		)		4,700				33,295			(28,520		)		4,775
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	18,268			(17,281		)		987				17,349			(11,415		)		5,934
Total equity contracts	47,023			(41,336		)		5,687				50,644			(39,935		)		10,709
Commodity contracts:
OTC	23,013			(14,352		)		8,661				21,993			(15,318		)		6,675
OTC–cleared	—			—				—				—			—				—
Exchange traded(a)	14,421			(13,137		)		1,284				12,367			(11,212		)		1,155
Total commodity contracts	37,434			(27,489		)		9,945				34,360			(26,530		)		7,830
Derivative payables with appropriate legal opinions	$	1,142,211		$	(1,100,002	)	(b)	$	42,209			$	1,144,452		$	(1,102,835	)	(b)	$	41,617
Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,742							16,742				15,697							15,697
Total derivative payables recognized on the Consolidated Balance Sheets	$	1,158,953						$	58,951			$	1,160,149						$	57,314
(a)	Exchange traded derivative balances that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $49.6 billion and $52.1 billion related to OTC and OTC-cleared derivatives at September 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 September 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-Sep-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	$	51,670		$	(14,244	)	(a)	$	37,426			$	50,025		$	(12,414	)	(a)	$	37,611
Derivative payable collateral(b)
	30-Sep-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	$	42,209		$	(7,762	)	(a)	$	34,447			$	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 September 30, 2014, and December 31, 2013.
OTC and OTC-cleared derivative payables containing downgrade triggers
(in millions)	September 30,			31-Dec-13
	2014
Aggregate fair value of net derivative payables	$	25,561		$	24,631
Collateral posted	20,905			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 September 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-Sep-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)	$	1,013		$	3,277			$	952		$	3,244
Amount required to settle contracts with termination triggers upon downgrade(b)	372			722				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 nine months ended September 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 September 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
Contract type
Interest rate(a)	$	(286	)	$	651		$	365			$	27		$	338
Foreign exchange(b)	6,008			(6,052		)	(44		)		—			(44		)
Commodity(c)	284			(236		)	48				10			38
Total	$	6,006		$	(5,637	)	$	369			$	37		$	332
	Gains/(losses) recorded in income										Income statement impact due to:
Three months ended September 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
Contract type
Interest rate(a)	$	(151	)	$	484		$	333			$	(18	)	$	351
Foreign exchange(b)	(3,766		)	3,701			(65		)		—			(65		)
Commodity(c)	(842		)	547			(295		)		18			(313		)
Total	$	(4,759	)	$	4,732		$	(27	)		$	—		$	(27	)
	Gains/(losses) recorded in income										Income statement impact due to:
Nine months ended September 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
Contract type
Interest rate(a)	$	1,035		$	(17	)	$	1,018			$	99		$	919
Foreign exchange(b)	5,222			(5,421		)	(199		)		—			(199		)
Commodity(c)	(97		)	278			181				38			143
Total	$	6,160		$	(5,160	)	$	1,000			$	137		$	863
	Gains/(losses) recorded in income										Income statement impact due to:
Nine months ended September 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
Contract type
Interest rate(a)	$	(2,757	)	$	3,793		$	1,036			$	(118	)	$	1,154
Foreign exchange(b)	267			(419		)	(152		)		—			(152		)
Commodity(c)	366			(1,265		)	(899		)		6			(905		)
Total	$	(2,124	)	$	2,109		$	(15	)		$	(112	)	$	97
(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)	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.
(e)	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 nine months ended September 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 September 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)	$	(12	)	$	—		$	(12	)	$	26		$	38
Foreign exchange(b)	43			—			43			(92		)	(135		)
Total	$	31		$	—		$	31		$	(66	)	$	(97	)
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Three months ended September 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)	$	(15	)	$	—		$	(15	)	$	(3	)	$	12
Foreign exchange(b)	8			—			8			109			101
Total	$	(7	)	$	—		$	(7	)	$	106		$	113
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Nine months ended September 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)	$	(48	)	$	—		$	(48	)	$	160		$	208
Foreign exchange(b)	81			—			81			(11		)	(92		)
Total	$	33		$	—		$	33		$	149		$	116
	Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Nine months ended September 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)	$	(56	)	$	—		$	(56	)	$	(529	)	$	(473	)
Foreign exchange(b)	(14		)	—			(14		)	(7		)	7
Total	$	(70	)	$	—		$	(70	)	$	(536	)	$	(466	)
(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 nine months ended September 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 $5 million (after-tax) of net gains recorded in accumulated other comprehensive income (“AOCI”) at September 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 nine months ended September 30, 2014 and 2013.
	Gains/(losses) recorded in income and
	other comprehensive income/(loss)
	2014									2013
Three months ended September 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		$	(114	)		$	1,185				$	(112	)		$	(343	)
	Gains/(losses) recorded in income and
	other comprehensive income/(loss)
	2014									2013
Nine months ended September 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		$	(341	)		$	823				$	(274	)		$	648
(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 nine months ended September 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						Nine months ended September 30,
	September 30,
(in millions)	2014			2013			2014			2013
Contract type
Interest rate(a)	$	321		$	(40	)	$	1,428		$	687
Credit(b)	1			(32		)	(40		)	(71		)
Foreign exchange(c)	(2		)	—			(5		)	1
Commodity(d)	16			34			178			108
Total	$	336		$	(38	)	$	1,561		$	725
(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
The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives.
Total credit derivatives and credit-related notes
	Maximum payout/Notional amount
September 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	$	(2,262,580	)		$	2,284,067		$	21,487			$	12,793
Other credit derivatives(a)	(43,715		)		34,967			(8,747		)		19,797
Total credit derivatives	(2,306,295		)		2,319,034			12,740				32,590
Credit-related notes	(103		)		—			(103		)		2,869
Total	$	(2,306,398	)		$	2,319,034		$	12,637			$	35,459
	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 September 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
30-Sep-14	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair				Net fair value
(in millions)													notional amount								value of payables(c)
Risk rating of reference entity
Investment-grade	$	(348,060	)		$	(1,246,407	)		$	(93,156	)		$	(1,687,623	)		$	28,786			$	(3,780	)		$	25,006
Noninvestment-grade	(147,648		)		(445,043		)		(26,084		)		(618,775		)		22,160				(18,014		)		4,146
Total	$	(495,708	)		$	(1,691,450	)		$	(119,240	)		$	(2,306,398	)		$	50,946			$	(21,794	)		$	29,152
31-Dec-13	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair				Net fair value
(in millions)													notional amount								value of payables(c)
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	9 Months Ended
	Sep. 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 September 30,				Nine months ended
						September 30,
	(in millions)	2014		2013		2014		2013
	Underwriting
	Equity	$	414	$	333	$	1,244	$	1,063
	Debt	710		851		2,269		2,724
	Total underwriting	1,124		1,184		3,513		3,787
	Advisory	414		323		1,196		882
	Total investment banking fees	$	1,538	$	1,507	$	4,709	$	4,669
	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 September 30,				Nine months ended
						September 30,
	(in millions)	2014		2013		2014		2013
	Trading revenue
	by instrument type(a)
	Interest rate	$	655	$	196	$	1,636	$	1,080
	Credit	556		515		1,685		2,517
	Foreign exchange	381		377		1,249		1,579
	Equity	638		575		2,202		2,561
	Commodity(b)	411		509		1,446		1,748
	Total trading revenue	2,641		2,172		8,218		9,485
	Private equity	325		490		978		698
	gains/(losses)(c)
	Principal transactions	$	2,966	$	2,662	$	9,196	$	10,183
	(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 September 30,				Nine months ended
						September 30,
	(in millions)	2014		2013		2014		2013
	Asset management fees
	Investment management fees(a)	$	2,311	$	1,962	$	6,667	$	5,735
	All other asset management fees(b)	120		117		374		381
	Total asset management fees	2,431		2,079		7,041		6,116
	Total administration fees(c)	536		511		1,627		1,587
	Commission and other fees
	Brokerage commissions	567		569		1,766		1,774
	All other commissions and fees	444		508		1,387		1,654
	Total commissions and fees	1,011		1,077		3,153		3,428
	Total asset management, administration and commissions	$	3,978	$	3,667	$	11,821	$	11,131
	(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 $433 million and $376 million for the three months ended September 30, 2014 and 2013, respectively, and $1.3 billion and $1.1 billion for the nine months ended September 30, 2014 and 2013, respectively.

Interest_Income_and_Interest_E

Interest Income and Interest Expense	9 Months Ended
	Sep. 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 ended September 30,							Nine months ended
									September 30,
	(in millions)	2014			2013				2014			2013
	Interest income
	Loans	$	8,060		$	8,300			$	24,138		$	25,154
	Taxable securities	1,903			1,750				5,743			5,038
	Tax-exempt securities	387			247				1,041			627
	Total securities	2,290			1,997				6,784			5,665
	Trading assets	1,855			1,902			(d)	5,453			6,237			(d)
	Federal funds sold and securities purchased under resale agreements	400			487				1,234			1,491
	Securities borrowed(a)	(150		)	(35		)		(369		)	(71		)
	Deposits with banks	300			264				835			649
	Other assets(b)	171			151				505			378
	Total interest income	12,926			13,066			(d)	38,580			39,503			(d)
	Interest expense
	Interest-bearing deposits	399			514				1,242			1,598
	Short-term and other liabilities(c)	238			428			(d)	1,121			1,328			(d)
	Long-term debt	1,084			1,236				3,337			3,792
	Beneficial interests issued by consolidated VIEs	98			113				308			373
	Total interest expense	1,819			2,291			(d)	6,008			7,091			(d)
	Net interest income	11,107			10,775				32,572			32,412
	Provision for credit losses	757			(543		)		2,299			121
	Net interest income after provision for credit losses	$	10,350		$	11,318			$	30,273		$	32,291
	(a)	Negative interest income for the three and nine months ended September 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	9 Months Ended
	Sep. 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 September 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	70		$	78		$	8		$	8		$	—		$	1
	Interest cost on benefit obligations	133			112			34			33			9			9
	Expected return on plan assets	(247		)	(239		)	(42		)	(36		)	(25		)	(24		)
	Amortization:
	Net (gain)/loss	6			68			12			12			—			—
	Prior service cost/(credit)	(9		)	(10		)	(1		)	(1		)	—			—
	Net periodic defined benefit cost	(47		)	9			11			16			(16		)	(14		)
	Other defined benefit pension plans(a)	3			4			2			2			NA			NA
	Total defined benefit plans	(44		)	13			13			18			(16		)	(14		)
	Total defined contribution plans	115			114			87			77			NA			NA
	Total pension and OPEB cost included in compensation expense	$	71		$	127		$	100		$	95		$	(16	)	$	(14	)
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Nine months ended September 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	210		$	235		$	25		$	25		$	—		$	1
	Interest cost on benefit obligations	401			335			104			93			27			27
	Expected return on plan assets	(739		)	(716		)	(131		)	(104		)	(75		)	(70		)
	Amortization:
	Net (gain)/loss	19			203			36			36			—			1
	Prior service cost/(credit)	(31		)	(31		)	(1		)	(2		)	—			—
	Net periodic defined benefit cost	(140		)	26			33			48			(48		)	(41		)
	Other defined benefit pension plans(a)	10			11			5			8			NA			NA
	Total defined benefit plans	(130		)	37			38			56			(48		)	(41		)
	Total defined contribution plans	333			334			254			236			NA			NA
	Total pension and OPEB cost included in compensation expense	$	203		$	371		$	292		$	292		$	(48	)	$	(41	)
	(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 $16.5 billion and $3.7 billion, as of September 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 nine month periods ended September 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	9 Months Ended
	Sep. 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				Nine months
		September 30,				ended
						September 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	$	326	$	347	$	1,071	$	1,103
	Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	213		160		610		631
	Total noncash compensation expense related to employee stock-based incentive plans	$	539	$	507	$	1,681	$	1,734
	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	9 Months Ended
	Sep. 30, 2014
Noninterest Expense [Abstract]	'
Noninterest expense	'
	Noninterest expense
	The following table presents the components of noninterest expense.
		Three months ended September 30,				Nine months ended September 30,
	(in millions)	2014		2013		2014		2013
	Compensation expense	$	7,831	$	7,325	$	23,300	$	23,758
	Noncompensation expense:
	Occupancy expense	978		947		2,903		2,752
	Technology, communications and equipment expense	1,465		1,356		4,309		4,049
	Professional and outside services	1,907		1,897		5,625		5,532
	Marketing	610		588		1,824		1,755
	Other expense(a)(b)	2,956		11,373		7,590		16,625
	Amortization of intangibles	51		140		314		444
	Total noncompensation expense	7,967		16,301		22,565		31,157
	Total noninterest expense	$	15,798	$	23,626	$	45,865	$	54,915
	(a)	Included Firmwide legal expense of $1.1 billion and $9.3 billion for the three months ended September 30, 2014 and 2013, respectively, and $1.8 billion and $10.3 billion for the nine months ended September 30, 2014 and 2013, respectively.
	(b)	Included Federal Deposit Insurance Corporation-related (“FDIC”) expense of $250 million and $362 million for the three months ended September 30, 2014 and 2013, respectively, and $809 million and $1.1 billion for the nine months ended September 30, 2014 and 2013, respectively.

Securities

Securities	9 Months Ended
	Sep. 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 September 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							Nine months
		ended September 30,							ended September 30,
	(in millions)	2014			2013				2014				2013
	Realized gains	$	41		$	268			$	265			$	932
	Realized losses	(33		)	(223		)		(215		)		(254		)
	Net realized gains(a)	8			45				50				678
	OTTI losses:
	Securities the Firm intends to sell	(2		)	(19		)		(2		)	(b)	(19		)	(b)
	Total OTTI losses recognized in income	(2		)	(19		)		(2		)		(19		)
	Net securities gains	$	6		$	26			$	48			$	659
	(a)	Total proceeds from securities sold were within approximately 1% of amortized cost for both the three and nine months ended September 30, 2014, and 1% and 2% of amortized cost for the three and nine months ended September 30, 2013, respectively.
	(b)	Excludes realized losses of $3 million and $6 million for the nine months ended September 30, 2014 and 2013, respectively 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-Sep-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)	$	62,581		$	2,070		$	200			$	64,451			$	76,428		$	2,364	$	977	$	77,815
	Residential:
	Prime and Alt-A	4,025			70			28				4,067				2,744			61		27		2,778
	Subprime	723			19			—				742				908			23		1		930
	Non-U.S.	48,696			1,282			—				49,978				57,448			1,314		1		58,761
	Commercial	19,064			457			12				19,509				15,891			560		26		16,425
	Total mortgage-backed securities	135,089			3,898			240				138,747				153,419			4,322		1,032		156,709
	U.S. Treasury and government agencies(a)	26,520			93			3				26,610				21,310			385		306		21,389
	Obligations of U.S. states and municipalities	27,569			1,993			38				29,524				29,741			707		987		29,461
	Certificates of deposit	1,309			1			2				1,308				1,041			1		1		1,041
	Non-U.S. government debt securities	53,548			1,194			35				54,707				55,507			863		122		56,248
	Corporate debt securities	20,098			543			13				20,628				21,043			498		29		21,512
	Asset-backed securities:
	Collateralized loan obligations	30,092			199			102				30,189				28,130			236		136		28,230
	Other	12,492			215			3				12,704				12,062			186		3		12,245
	Total available-for-sale debt securities	306,717			8,136			436				314,417				322,253			7,198		2,616		326,835
	Available-for-sale equity securities	3,102			13			—				3,115				3,125			17		—		3,142
	Total available-for-sale securities	$	309,819		$	8,149		$	436			$	317,532			$	325,378		$	7,215	$	2,616	$	329,977
	Total held-to-maturity securities(b)	$	48,826		$	1,226		$	2			$	50,050			$	24,026		$	22	$	317	$	23,731
	(a)	Included total U.S. government-sponsored enterprise obligations with fair values of $58.4 billion and $67.0 billion at September 30, 2014, and December 31, 2013, respectively.
	(b)	As of September 30, 2014, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $35.7 billion, MBS issued by U.S. government agencies with an amortized cost of $3.9 billion and obligations of U.S. states and municipalities with an amortized cost of $9.2 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 September 30, 2014, and December 31, 2013.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	September 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	$	5,942		$	21			$	6,711		$	179		$	12,653		$	200
	Residential:
	Prime and Alt-A	925			3				429			25			1,354			28
	Subprime	—			—				—			—			—			—
	Non-U.S.	—			—				—			—			—			—
	Commercial	2,236			9				282			3			2,518			12
	Total mortgage-backed securities	9,103			33				7,422			207			16,525			240
	U.S. Treasury and government agencies	502			1				1,994			2			2,496			3
	Obligations of U.S. states and municipalities	2,660			34				163			4			2,823			38
	Certificates of deposit	1,256			2				—			—			1,256			2
	Non-U.S. government debt securities	6,037			10				1,185			25			7,222			35
	Corporate debt securities	2,001			9				321			4			2,322			13
	Asset-backed securities:
Collateralized loan obligations	9,996			35				7,517			67			17,513			102
Other	381			3				—			—			381			3
Total available-for-sale debt securities	31,936			127				18,602			309			50,538			436
Available-for-sale equity securities	—			—				—			—			—			—
Held-to-maturity securities	998			2				—			—			998			2
Total securities with gross unrealized losses	$	32,934		$	129			$	18,602		$	309		$	51,536		$	438
	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 nine months ended September 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 September30,							Nine months
								ended
								September 30,
(in millions)	2014			2013				2014			2013
Balance, beginning of period	$	1		$	519			$	1		$	522
Reductions:
Sales and redemptions	—			—				—			(3		)
of credit-impaired securities
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 September 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 September 30, 2014.
Contractual maturities and yields
The following table presents the amortized cost and estimated fair value at September 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-Sep-14	year or less									10 years(c)
(in millions)
Available-for-sale debt securities
Mortgage-backed securities(a)
Amortized cost	$	889		$	13,473		$	6,177		$	114,550		$	135,089
Fair value	899			13,865			6,395			117,588			138,747
Average yield(b)	2.82		%	1.98		%	2.92		%	2.92		%	2.82		%
U.S. Treasury and government agencies(a)
Amortized cost	$	11,989		$	3,498		$	10,034		$	999		$	26,520
Fair value	12,005			3,498			10,050			1,057			26,610
Average yield(b)	0.33		%	0.32		%	0.2		%	0.76		%	0.3		%
Obligations of U.S. states and municipalities
Amortized cost	$	49		$	484		$	1,389		$	25,647		$	27,569
Fair value	49			506			1,458			27,511			29,524
Average yield(b)	3.93		%	4.09		%	4.46		%	6.8		%	6.63		%
Certificates of deposit
Amortized cost	$	1,258		$	51		$	—		$	—		$	1,309
Fair value	1,256			52			—			—			1,308
Average yield(b)	2.29		%	3.28		%	—		%	—		%	2.33		%
Non-U.S. government debt securities
Amortized cost	$	13,357		$	14,296		$	23,853		$	2,042		$	53,548
Fair value	13,387			14,581			24,553			2,186			54,707
Average yield(b)	3.06		%	2.42		%	1.15		%	1.38		%	1.98		%
Corporate debt securities
Amortized cost	$	5,053		$	9,717		$	5,208		$	120		$	20,098
Fair value	5,072			9,989			5,447			120			20,628
Average yield(b)	2.14		%	2.36		%	2.48		%	3.9		%	2.35		%
Asset-backed securities
Amortized cost	$	4		$	2,119		$	17,852		$	22,609		$	42,584
Fair value	4			2,137			18,022			22,730			42,893
Average yield(b)	2.15		%	1.85		%	1.76		%	1.79		%	1.78		%
Total available-for-sale debt securities
Amortized cost	$	32,599		$	43,638		$	64,513		$	165,967		$	306,717
Fair value	32,672			44,628			65,925			171,192			314,417
Average yield(b)	1.88		%	2.09		%	1.52		%	3.33		%	2.62		%
Available-for-sale equity securities
Amortized cost	$	—		$	—		$	—		$	3,102		$	3,102
Fair value	—			—			—			3,115			3,115
Average yield(b)	—		%	—		%	—		%	0.2		%	0.2		%
Total available-for-sale securities
Amortized cost	$	32,599		$	43,638		$	64,513		$	169,069		$	309,819
Fair value	32,672			44,628			65,925			174,307			317,532
Average yield(b)	1.88		%	2.09		%	1.52		%	3.28		%	2.6		%
Total held-to-maturity securities
Amortized cost	$	—		$	55		$	442		$	48,329		$	48,826
Fair value	—			55			460			49,535			50,050
Average yield(b)	—			4.34		%	4.82		%	3.95		%	3.96%
(a)	U.S. government-sponsored enterprises and the U.S. Department of the Treasury were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at September 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, is approximately six years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and five years for U.S. nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie

Securities Financing Activities	9 Months Ended
	Sep. 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 September 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.
		September 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	$	348,990	$	(142,187	)	$	206,803				$	354,814	$	(115,408	)	$	239,406
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	7,231					7,231					8,279					8,279
	Total securities purchased under resale agreements	$	356,221	$	(142,187	)	$	214,034		(a)		$	363,093	$	(115,408	)	$	247,685		(a)
	Securities borrowed	$	118,873	NA			$	118,873		(b)(c)		$	111,465	NA			$	111,465		(b)(c)
	(a)	At September 30, 2014, and December 31, 2013, included securities purchased under resale agreements of $27.0 billion and $25.1 billion, respectively, accounted for at fair value.
	(b)	At September 30, 2014, and December 31, 2013, included securities borrowed of $1.8 billion and $3.7 billion, respectively, accounted for at fair value.
	(c)	Included $40.8 billion and $26.9 billion at September 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 September 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 table below excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		30-Sep-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	$	206,803		$	(201,764	)	$	(143	)	$	4,896		$	239,406			$	(234,495	)	$	(98	)	$	4,813
	Securities borrowed	$	78,074		$	(75,819	)	$	—		$	2,255		$	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 September 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.
		September 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	$	297,202	$	(142,187	)	$	155,015				$	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)	22,366					22,366					18,143		(f)				18,143			(f)
	Total securities sold under repurchase agreements	$	319,568	$	(142,187	)	$	177,381		(c)		$	275,773		$	(115,408	)	$	160,365		(c)
	Securities loaned(b)	$	25,985	NA			$	25,985		(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 $5.9 billion and $5.8 billion at September 30, 2014, and December 31, 2013, respectively, when acting as lender and as presented within other liabilities in the Consolidated Balance Sheets.
	(c)	At September 30, 2014, and December 31, 2013, included securities sold under repurchase agreements of $2.9 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 September 30, 2014.
	(e)	Included $368 million and $397 million at September 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 September 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 table below excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		30-Sep-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	$	155,015		$	(152,442	)	$	(420	)	$	2,153		$	142,222		(d)	$	(139,051	)	(d)	$	(450	)	$	2,721
	Securities loaned	$	25,617		$	(25,302	)	$	—		$	315		$	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 September 30, 2014, and December 31, 2013, the Firm held $13.5 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	9 Months Ended
	Sep. 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.
	September 30, 2014	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	288,379		$	126,564		$	320,361		$	735,304		(b)
	Held-for-sale	481			395			3,463			4,339
	At fair value	—			—			3,614			3,614
	Total	$	288,860		$	126,959		$	327,438		$	743,257
	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 $1.5 billion and $1.9 billion at September 30, 2014, and December 31, 2013, respectively.
	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
	September 30,
	(in millions)
	Purchases		$	1,945		(a)(b)	$	—		$	312		$	2,257			$	1,632		(a)(b)	$	—		$	184		$	1,816
	Sales		1,573				272			1,814			3,659				1,152				—			854			2,006
	Retained loans reclassified to held-for-sale		232				186			50			468				28				309			206			543
			2014														2013
	Nine months ended		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	September 30,
	(in millions)
	Purchases		$	5,694		(a)(b)	$	—		$	589		$	6,283			$	5,847		(a)(b)	$	328		$	470		$	6,645
	Sales		3,816				272			6,493			10,581				3,814				—			3,432			7,246
	Retained loans reclassified to held-for-sale		1,034				401			559			1,994				736				309			1,227			2,272
	(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 $4.1 billion and $2.0 billion for the three months ended September 30, 2014 and 2013, respectively, and $8.2 billion and $4.2 billion for the nine months ended September 30, 2014 and 2013, respectively.
The following table provides information about gains/(losses) on loan sales by portfolio segment.
	Three months ended							Nine months ended
	September 30,							September 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	$	97		$	32			$	223		$	288
Credit card	(9		)	3				(9		)	3
Wholesale	26			(15		)		53			(22		)
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	114		$	20			$	267		$	269
(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)	September 30,			December 31,
		2014			2013
	Residential real estate –
	excluding PCI
	Home equity:
	Senior lien	$	15,760		$	17,113
	Junior lien	36,919			40,750
	Mortgages:
	Prime, including option ARMs	98,140			87,162
	Subprime	5,498			7,104
	Other consumer loans
	Auto	52,778			52,757
	Business banking	19,648			18,951
	Student and other	11,149			11,557
	Residential real estate – PCI
	Home equity	17,572			18,927
	Prime mortgage	10,887			12,038
	Subprime mortgage	3,790			4,175
	Option ARMs	16,238			17,915
	Total retained loans	$	288,379		$	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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loan delinquency(a)
	Current	$	15,165		$	16,470			$	36,145		$	39,864			$	87,220		$	76,108			$	4,716		$	5,956			$	143,246		$	138,398
	30–149 days past due	249			298				533			662				3,888			3,155				505			646				5,175			4,761
	150 or more days past due	346			345				241			224				7,032			7,899				277			502				7,896			8,970
	Total retained loans	$	15,760		$	17,113			$	36,919		$	40,750			$	98,140		$	87,162			$	5,498		$	7,104			$	156,317		$	152,129
	% of 30+ days past due to	3.78		%	3.76		%		2.1		%	2.17		%		1.6		%	2.32		%		14.22		%	16.16		%		2.38		%	3.09		%
	total retained loans(b)
	90 or more days past due and	$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—
	still accruing
	90 or more days past due and	—			—				—			—				7,550			7,823				—			—				7,550			7,823
	government guaranteed(c)
	Nonaccrual loans	910			932				1,585			1,876				2,341			2,666				1,100			1,390				5,936			6,864
	Current estimated LTV ratios(d)(e)(f)
	Greater than 125% and refreshed
	FICO scores:
	Equal to or greater than 660	$	17		$	40			$	406		$	1,101			$	1,100		$	1,084			$	10		$	52			$	1,533		$	2,277
	Less than 660	9			22				127			346				144			303				54			197				334			868
	101% to 125% and refreshed
	FICO scores:
	Equal to or greater than 660	120			212				2,876			4,645				765			1,433				121			249				3,882			6,539
	Less than 660	60			107				843			1,407				338			687				290			597				1,531			2,798
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	534			858				6,544			7,995				3,107			4,528				477			614				10,662			13,995
	Less than 660	220			326				1,830			2,128				1,004			1,579				825			1,141				3,879			5,174
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	12,541			13,186				20,693			19,732				73,266			58,477				1,741			1,961				108,241			93,356
	Less than 660	2,259			2,362				3,600			3,396				5,191			5,359				1,980			2,293				13,030			13,410
	U.S. government-guaranteed	—			—				—			—				13,225			13,712				—			—				13,225			13,712
	Total retained loans	$	15,760		$	17,113			$	36,919		$	40,750			$	98,140		$	87,162			$	5,498		$	7,104			$	156,317		$	152,129
	Geographic region
California	$	2,223		$	2,397			$	8,356		$	9,240			$	25,812		$	21,876			$	796		$	1,069			$	37,187		$	34,582
New York	2,573			2,732				7,728			8,429				15,682			14,085				729			942				26,712			26,188
Illinois	1,173			1,248				2,571			2,815				6,076			5,216				225			280				10,045			9,559
Florida	782			847				1,964			2,167				4,908			4,598				683			885				8,337			8,497
Texas	1,796			2,044				1,057			1,199				4,335			3,565				189			220				7,377			7,028
New Jersey	602			630				2,267			2,442				3,116			2,679				248			339				6,233			6,090
Arizona	929			1,019				1,644			1,827				1,622			1,385				123			144				4,318			4,375
Washington	516			555				1,256			1,378				2,194			1,951				118			150				4,084			4,034
Michigan	739			799				874			976				1,095			998				131			178				2,839			2,951
Ohio	1,181			1,298				797			907				546			466				121			161				2,645			2,832
All other(g)	3,246			3,544				8,405			9,370				32,754			30,343				2,135			2,736				46,540			45,993
Total retained loans	$	15,760		$	17,113			$	36,919		$	40,750			$	98,140		$	87,162			$	5,498		$	7,104			$	156,317		$	152,129
(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.9 billion and $4.7 billion; 30–149 days past due included $3.2 billion and $2.4 billion; and 150 or more days past due included $6.1 billion and $6.6 billion at September 30, 2014, and December 31, 2013, respectively.
(b)	At September 30, 2014, and December 31, 2013, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $9.3 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 September 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 loan-to-value (“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 September 30, 2014, and December 31, 2013, included mortgage loans insured by U.S. government agencies of $13.2 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 September 30, 2014, and December 31, 2013.
		Delinquencies																Total 30+ day delinquency rate
30-Sep-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)		$	248			$	74			$	142			$	26,398			1.76	%
Beyond the revolving period		98				29				80				7,206				2.87
HELOANs		66				18				19				3,315				3.11
Total		$	412			$	121			$	241			$	36,919			2.1	%
		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
	Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Impaired loans
With an allowance	$	548		$	567			$	721		$	727			$	5,327		$	5,871			$	2,506		$	2,989			$	9,102		$	10,154
Without an allowance(a)	561			579				583			592				1,243			1,133				684			709				3,071			3,013
Total impaired loans(b)(c)	$	1,109		$	1,146			$	1,304		$	1,319			$	6,570		$	7,004			$	3,190		$	3,698			$	12,173		$	13,167
Allowance for loan losses related to impaired loans	$	90		$	94			$	157		$	162			$	136		$	144			$	99		$	94			$	482		$	494
Unpaid principal balance of impaired loans(d)	1,463			1,515				2,615			2,625				8,330			8,990				4,584			5,461				16,992			18,591
Impaired loans on nonaccrual status(e)	627			641				627			666				1,626			1,737				972			1,127				3,852			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 September 30, 2014, and December 31, 2013, $6.1 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 September 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 both September 30, 2014, and December 31, 2013, nonaccrual loans included $3.0 billion 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 September 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	$	1,115		$	1,156			$	14		$	15			$	9		$	10
Junior lien	1,310			1,309				20			21				13			14
Mortgages
Prime, including option ARMs	6,657			7,310				65			72				14			16
Subprime	3,411			3,799				45			50				13			13
Total residential real estate – excluding PCI	$	12,493		$	13,574			$	144		$	158			$	49		$	53
Nine months ended September 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		$	1,151			$	42		$	44			$	28		$	30
Junior lien	1,316			1,293				61			62				40			41
Mortgages
Prime, including option ARMs	6,811			7,239				199			211				41			45
Subprime	3,551			3,819				141			150				39			42
Total residential real estate – excluding PCI	$	12,806		$	13,502			$	443		$	467			$	148		$	158
(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
September 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	$	1,119		$	1,160			$	1,310		$	1,315			$	6,718		$	7,303			$	3,478		$	3,825			$	12,625		$	13,603
New TDRs	27			35				53			70				89			224				29			66				198			395
Charge-offs post-modification(a)	(5		)	(7		)		(12		)	(18		)		(3		)	(12		)		(11		)	(16		)		(31		)	(53		)
Foreclosures and other liquidations (e.g., short sales)	(3		)	(3		)		(4		)	(7		)		(16		)	(42		)		(9		)	(20		)		(32		)	(72		)
Principal payments and other	(29		)	(30		)		(43		)	(51		)		(218		)	(184		)		(297		)	(85		)		(587		)	(350		)
Ending balance of TDRs	$	1,109		$	1,155			$	1,304		$	1,309			$	6,570		$	7,289			$	3,190		$	3,770			$	12,173		$	13,523
Permanent modifications	$	1,074		$	1,114			$	1,301		$	1,304			$	6,475		$	7,069			$	3,142		$	3,639			$	11,992		$	13,126
Trial modifications	$	35		$	41			$	3		$	5			$	95		$	220			$	48		$	131			$	181		$	397
Nine months ended	Home equity														Mortgages														Total residential
September 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	74			175				157			299				208			852				82			283				521			1,609
Charge-offs post-modification(a)	(16		)	(25		)		(42		)	(75		)		(14		)	(45		)		(44		)	(81		)		(116		)	(226		)
Foreclosures and other liquidations (e.g., short sales)	(14		)	(12		)		(10		)	(18		)		(60		)	(116		)		(30		)	(58		)		(114		)	(204		)
Principal payments and other	(81		)	(75		)		(120		)	(120		)		(568		)	(520		)		(516		)	(186		)		(1,285		)	(901		)
Ending balance of TDRs	$	1,109		$	1,155			$	1,304		$	1,309			$	6,570		$	7,289			$	3,190		$	3,770			$	12,173		$	13,523
Permanent modifications	$	1,074		$	1,114			$	1,301		$	1,304			$	6,475		$	7,069			$	3,142		$	3,639			$	11,992		$	13,126
Trial modifications	$	35		$	41			$	3		$	5			$	95		$	220			$	48		$	131			$	181		$	397
(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 September 30, 2014, there were approximately 34,000 of such Chapter 7 loans, consisting of approximately 8,200 senior lien home equity loans, 20,900 junior lien home equity loans, 2,800 prime mortgage, including option ARMs, and 2,100 subprime mortgages.
Three months ended September 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	232		347			164		146			274		584			502		960			1,172		2,037
Number of loans permanently modified	333		410			581		1,012			1,267		1,046			1,420		1,200			3,601		3,668
Concession granted:(a)
Interest rate reduction	43	%	68	%		84	%	90	%		23	%	72	%		26	%	73	%		36	%	77	%
Term or payment extension	53		77			84		80			18		77			29		60			36		72
Principal and/or interest deferred	10		16			22		21			7		35			6		17			9		23
Principal forgiveness	50		40			20		36			73		33			72		45			62		39
Other(b)	—		—			—		—			4		22			7		14			4		11
Nine months ended September 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	651		1,409			505		514			790		2,416			1,530		3,572			3,476		7,911
Number of loans permanently modified	854		1,360			2,238		3,681			2,184		3,659			2,680		4,347			7,956		13,047
Concession granted:(a)
Interest rate reduction	56	%	71	%		85	%	88	%		40	%	73	%		43	%	71	%		56	%	77	%
Term or payment extension	71		74			83		78			46		71			49		54			60		67
Principal and/or interest deferred	12		12			22		23			17		30			11		13			16		20
Principal forgiveness	38		39			26		36			54		38			57		50			45		42
Other(b)	—		—			—		—			9		24			9		14			6		11
(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 September 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	6.05		%	5.95		%		4.81		%	5.14		%		4.16		%	5.04		%		6.97		%	7.17		%		5.14		%	5.67		%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.13			3.04				2.07			2.26				2.77			2.68				3.45			3.42				2.87			2.85
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			20				19			19				25			25				22			24				22			24
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	31			32				35			34				37			38				35			36				35			36
Charge-offs recognized upon permanent modification	$	1		$	2			$	2		$	16			$	1		$	4			$	1		$	—			$	5		$	22
Principal deferred	1			2				2			4				8			40				4			13				15			59
Principal forgiven	6			7				3			13				51			46				49			47				109			113
Number of loans that redefaulted within one year of permanent modification(a)	66			112				219			311				152			156				303			288				740			867
Balance of loans that redefaulted within one year of permanent modification(a)	$	5		$	6			$	3		$	6			$	35		$	35			$	32		$	28			$	75		$	75
Nine months ended September 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	6.45		%	6.35		%		4.83		%	5.14		%		4.81		%	5.27		%		7.29		%	7.39		%		5.63		%	5.89		%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.03			3.32				1.95			2.23				2.7			2.78				3.44			3.51				2.79			2.94
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			19				19			19				25			25				24			24				23			23
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30			32				35			34				37			37				36			35				36			36
Charge-offs recognized upon permanent modification	$	2		$	6			$	24		$	58			$	5		$	15			$	2		$	6			$	33		$	85
Principal deferred	3			5				8			18				31			107				15			34				57			164
Principal forgiven	12			24				20			42				76			176				81			186				189			428
Number of loans that redefaulted within one year of permanent modification(a)	193			327				563			845				408			533				696			857				1,860			2,562
Balance of loans that redefaulted within one year of permanent modification(a)	$	14		$	22			$	8		$	17			$	97		$	134			$	72		$	84			$	191		$	257
(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 September 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 19% for senior lien home equity, 21% for junior lien home equity, 16% for prime mortgages, including option ARMs, and 28% 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 September 30, 2014, Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 11% of junior lien home equity, 26% of prime mortgages, including option ARMs, and 17% of subprime mortgages that were 30 days or more past due.
At September 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, 10 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).
Active and suspended foreclosure
At September 30, 2014, and December 31, 2013, the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $1.6 billion and $2.1 billion, respectively, that were not included in REO, but were in the process of active or suspended foreclosure.
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
	Sep 30,				Dec 31,				Sep 30,			Dec 31,				Sep 30,				Dec 31,				Sep 30,				Dec 31,
	2014				2013				2014			2013				2014				2013				2014				2013
Loan delinquency(a)
Current	$	52,267			$	52,152			$	19,303		$	18,511			$	10,258			$	10,529			$	81,828			$	81,192
30–119 days past due	505				599				192			280				588				660				1,285				1,539
120 or more days past due	6				6				153			160				303				368				462				534
Total retained loans	$	52,778			$	52,757			$	19,648		$	18,951			$	11,149			$	11,557			$	83,575			$	83,265
% of 30+ days past due to total retained loans	0.97		%		1.15		%		1.76		%	2.32		%		2.25		%	(d)	2.52		%	(d)	1.32		%	(d)	1.6		%	(d)
90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	354			$	428			$	354			$	428
Nonaccrual loans	107				161				297			385				242				86				646				632
Geographic region
California	$	6,067			$	5,615			$	2,848		$	2,374			$	1,125			$	1,112			$	10,040			$	9,101
New York	3,551				3,898				3,162			3,084				1,247				1,218				7,960				8,200
Illinois	3,001				2,917				1,356			1,341				737				740				5,094				4,998
Florida	2,150				2,012				767			646				529				539				3,446				3,197
Texas	5,384				5,310				2,614			2,646				871				878				8,869				8,834
New Jersey	1,945				2,014				453			392				390				397				2,788				2,803
Arizona	1,936				1,855				1,045			1,046				251				252				3,232				3,153
Washington	1,008				950				269			234				238				227				1,515				1,411
Michigan	1,696				1,902				1,348			1,383				475				513				3,519				3,798
Ohio	2,086				2,229				1,327			1,316				649				708				4,062				4,253
All other	23,954				24,055				4,459			4,489				4,637				4,973				33,050				33,517
Total retained loans	$	52,778			$	52,757			$	19,648		$	18,951			$	11,149			$	11,557			$	83,575			$	83,265
Loans by risk ratings(c)
Noncriticized	$	8,800			$	9,968			$	14,241		$	13,622			NA				NA				$	23,041			$	23,590
Criticized performing	28				54				727			711				NA				NA				755				765
Criticized nonaccrual	—				38				242			316				NA				NA				242				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 $4.5 billion and $4.9 billion; 30-119 days past due included $363 million and $387 million; and 120 or more days past due included $277 million and $350 million at September 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)	September 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 $640 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)	September 30,			December 31,
	2014			2013
Impaired loans
With an allowance	$	570		$	571
Without an allowance(a)	36			47
Total impaired loans(b)(c)	$	606		$	618
Allowance for loan losses related to	$	136		$	107
impaired loans
Unpaid principal balance of impaired loans(d)	743			788
Impaired loans on nonaccrual status	456			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)	Other consumer average impaired loans were $603 million and $629 million for the three months ended September 30, 2014 and 2013, respectively, and $701 million and $658 million for the nine months ended September 30, 2014 and 2013, respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and nine months ended September 30, 2014 and 2013.
(d)	Represents the contractual amount of principal owed at September 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.
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)	September 30,			December 31,
	2014			2013
Loans modified in TDRs(a)(b)	$	441			$	378
TDRs on nonaccrual status	291				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 September 30, 2014, and December 31, 2013, were immaterial.
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 September 30,	2014			2013
(in millions)
Beginning balance of TDRs	$	386		$	448
New TDRs	117			39
Charge-offs post-modification	(1		)	(7		)
Foreclosures and other liquidations	(2		)	—
Principal payments and other	(59		)	(65		)
Ending balance of TDRs	$	441		$	415
Nine months ended September 30,	2014			2013
(in millions)
Beginning balance of TDRs	$	378		$	502
New TDRs	241			121
Charge-offs post-modification	(3		)	(14		)
Foreclosures and other liquidations	(8		)	—
Principal payments and other	(167		)	(194		)
Ending balance of TDRs	$	441		$	415
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 $4 million and $10 million during the three months ended September 30, 2014 and 2013, respectively, and $18 million and $33 million during the nine months ended September 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 $13 million during the three months ended September 30, 2014 and 2013, respectively and $33 million and $41 million during the nine months ended September 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.
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
	Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Carrying value(a)	$	17,572		$	18,927			$	10,887		$	12,038			$	3,790		$	4,175			$	16,238		$	17,915			$	48,487		$	53,055
Related allowance for loan losses(b)	1,758			1,758				1,530			1,726				180			180				194			494				3,662			4,158
Loan delinquency (based on unpaid principal balance)
Current	$	16,792		$	18,135			$	9,193		$	10,118			$	3,666		$	4,012			$	14,253		$	15,501			$	43,904		$	47,766
30–149 days past due	442			583				527			589				572			662				843			1,006				2,384			2,840
150 or more days past due	1,028			1,112				926			1,169				594			797				2,032			2,716				4,580			5,794
Total loans	$	18,262		$	19,830			$	10,646		$	11,876			$	4,832		$	5,471			$	17,128		$	19,223			$	50,868		$	56,400
% of 30+ days past due to total loans	8.05		%	8.55		%		13.65		%	14.8		%		24.13		%	26.67		%		16.79		%	19.36		%		13.69		%	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	$	482		$	1,168			$	38		$	240			$	38		$	115			$	88		$	301			$	646		$	1,824
Less than 660	258			662				85			290				156			459				151			575				650			1,986
101% to 125% and refreshed FICO scores:
Equal to or greater than 660	2,112			3,248				447			1,017				205			316				540			1,164				3,304			5,745
Less than 660	1,004			1,541				388			884				514			919				738			1,563				2,644			4,907
80% to 100% and refreshed FICO scores:
Equal to or greater than 660	4,257			4,473				2,099			2,787				509			544				2,334			3,311				9,199			11,115
Less than 660	1,714			1,782				1,330			1,699				1,044			1,197				2,038			2,769				6,126			7,447
Lower than 80% and refreshed FICO scores:
Equal to or greater than 660	6,291			5,077				3,962			2,897				760			521				6,962			5,671				17,975			14,166
Less than 660	2,144			1,879				2,297			2,062				1,606			1,400				4,277			3,869				10,324			9,210
Total unpaid principal balance	$	18,262		$	19,830			$	10,646		$	11,876			$	4,832		$	5,471			$	17,128		$	19,223			$	50,868		$	56,400
Geographic region (based on unpaid principal balance)
California	$	10,984		$	11,937			$	6,186		$	6,845			$	1,170		$	1,293			$	9,483		$	10,419			$	27,823		$	30,494
New York	897			962				699			807				482			563				984			1,196				3,062			3,528
Illinois	416			451				313			353				240			283				412			481				1,381			1,568
Florida	1,738			1,865				719			826				455			526				1,523			1,817				4,435			5,034
Texas	287			327				95			106				289			328				89			100				760			861
New Jersey	354			381				293			334				177			213				594			701				1,418			1,629
Arizona	333			361				171			187				88			95				239			264				831			907
Washington	988			1,072				233			266				99			112				410			463				1,730			1,913
Michigan	56			62				172			189				134			145				188			206				550			602
Ohio	21			23				49			55				75			84				70			75				215			237
All other	2,188			2,389				1,716			1,908				1,623			1,829				3,136			3,501				8,663			9,627
Total unpaid principal balance	$	18,262		$	19,830			$	10,646		$	11,876			$	4,832		$	5,471			$	17,128		$	19,223			$	50,868		$	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 September 30, 2014, and December 31, 2013.
		Delinquencies																Total 30+ day delinquency rate
30-Sep-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)		$	160			$	56			$	411			$	9,863			6.36	%
Beyond the revolving period(c)		63				22				139				3,646				6.14
HELOANs		21				6				39				772				8.55
Total		$	244			$	84			$	589			$	14,281			6.42	%
		Delinquencies																Total 30+ day delinquency rate
31-Dec-13		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)		$	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 nine months ended September 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 September 30,							Nine months ended September 30,
	2014			2013				2014			2013
Beginning balance	$	15,275		$	18,606			$	16,167		$	18,457
Accretion into interest income	(471		)	(535		)		(1,480		)	(1,673		)
Changes in interest rates on variable-rate loans	(75		)	(102		)		(141		)	(212		)
Other changes in expected cash flows(a)	242			(259		)		425			1,138
Balance at September 30	$	14,971		$	17,710			$	14,971		$	17,710
Accretable yield percentage	4.1		%	4.24		%		4.22		%	4.32		%
(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 nine months ended September 30, 2014, and for the three months ended September 30, 2013, other changes in expected cash flows were driven by changes in prepayment assumptions. For the nine months ended September 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.
Active and suspended foreclosure
At September 30, 2014, and December 31, 2013, the Firm had PCI residential real estate loans with an unpaid principal balance of $3.5 billion and $4.8 billion, respectively, that were not included in REO, but were in the process of active or suspended foreclosure.
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)	September 30,			December 31,
		2014			2013
	Loan delinquency
	Current and less than 30 days	$	124,752		$	125,335
	past due and still accruing
	30–89 days past due and still accruing	962			1,108
	90 or more days past due and still accruing	850			1,022
	Nonaccrual loans	—			—
	Total retained credit card loans	$	126,564		$	127,465
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.43		%	1.67		%
	% of 90+ days past due to total retained loans	0.67			0.8
	Credit card loans by geographic region
	California	$	17,238		$	17,194
	Texas	10,648			10,400
	New York	10,642			10,497
	Illinois	7,390			7,412
	Florida	7,140			7,178
	New Jersey	5,575			5,554
	Ohio	4,732			4,881
	Pennsylvania	4,359			4,462
	Michigan	3,524			3,618
	Virginia	3,183			3,239
	All other	52,133			53,030
	Total retained credit card loans	$	126,564		$	127,465
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	83.8		%	85.1		%
	Less than 660	16.2			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)	September 30,			December 31,
		2014			2013
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	1,953		$	2,746
	Modified credit card loans that have reverted to pre-modification payment terms(d)	274			369
	Total impaired credit card loans(e)	$	2,227		$	3,115
	Allowance for loan losses related to impaired credit card loans	$	500		$	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 September 30, 2014, and December 31, 2013, $170 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 $104 million and $143 million at September 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 September 30,							Nine months ended
									September 30,
	(in millions)	2014			2013				2014			2013
	Average impaired	$	2,342		$	3,657			$	2,630		$	4,079
	credit card loans
	Interest income on	29			47				97			157
	impaired credit card loans
	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 September 30, 2014 and 2013, were $196 million and $288 million, respectively and for the nine months ended September 30, 2014 and 2013, were $622 million and $915 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	Three months							Nine months
	weighted-average data)	ended September 30,							ended September 30,
		2014			2013				2014			2013
	Weighted-average interest rate of loans – before TDR	14.96		%	15.26		%		15.01		%	15.38		%
	Weighted-average interest rate of loans – after TDR	4.4			4.3				4.37			4.42
Loans that redefaulted within one year of modification(a)	$	29		$	43			$	92		$	128
(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 28.31% and 30.72% for credit card loans modified as of September 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,	Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,			Sep 30,			Dec 31,
	except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014			2013
	Loans by risk ratings
	Investment-grade	$	60,559		$	57,690			$	58,376		$	52,195			$	26,929		$	26,712			$	8,691		$	9,979			$	81,356		$	79,494		$	235,911		$	226,070
	Noninvestment-grade:
	Noncriticized	46,262			43,477				15,534			14,381				7,281			6,674				238			440				9,936			10,992			79,251			75,964
	Criticized performing	2,333			2,385				1,551			2,229				307			272				3			42				346			480			4,540			5,408
	Criticized nonaccrual	218			294				259			346				13			25				—			1				169			155			659			821
	Total noninvestment-	48,813			46,156				17,344			16,956				7,601			6,971				241			483				10,451			11,627			84,450			82,193
	grade
	Total retained loans	$	109,372		$	103,846			$	75,720		$	69,151			$	34,530		$	33,683			$	8,932		$	10,462			$	91,807		$	91,121		$	320,361		$	308,263
	% of total criticized to	2.33		%	2.58		%		2.39		%	3.72		%		0.93		%	0.88		%		0.03		%	0.41		%		0.56		%	0.7		%	1.62		%	2.02		%
	total retained loans
	% of nonaccrual loans	0.2			0.28				0.34			0.5				0.04			0.07				—			0.01				0.18			0.17			0.21			0.27
	to total retained loans
	Loans by geographic
	distribution(a)
	Total non-U.S.	$	35,470		$	34,440			$	2,531		$	1,369			$	19,978		$	22,726			$	1,203		$	2,146			$	44,254		$	43,376		$	103,436		$	104,057
	Total U.S.	73,902			69,406				73,189			67,782				14,552			10,957				7,729			8,316				47,553			47,745			216,925			204,206
	Total retained loans	$	109,372		$	103,846			$	75,720		$	69,151			$	34,530		$	33,683			$	8,932		$	10,462			$	91,807		$	91,121		$	320,361		$	308,263
	Loan delinquency(b)
	Current and less than	$	108,911		$	103,357			$	75,217		$	68,627			$	34,417		$	33,426			$	8,912		$	10,421			$	90,282		$	89,717		$	317,739		$	305,548
	30 days past due and
	still accruing
	30–89 days past due	233			181				216			164				100			226				18			40				1,333			1,233			1,900			1,844
	and still accruing
	90 or more days	10			14				28			14				—			6				2			—				23			16			63			50
	past due and
	still accruing(c)
	Criticized nonaccrual	218			294				259			346				13			25				—			1				169			155			659			821
	Total retained loans	$	109,372		$	103,846			$	75,720		$	69,151			$	34,530		$	33,683			$	8,932		$	10,462			$	91,807		$	91,121		$	320,361		$	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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Real estate retained loans	$	48,271		$	44,389			$	16,888		$	15,949			$	4,131		$	3,674			$	6,430		$	5,139			$	75,720		$	69,151
	Criticized exposure	780			1,142				951			1,323				61			81				18			29				1,810			2,575
	% of criticized exposure to	1.62		%	2.57		%		5.63		%	8.3		%		1.48		%	2.2		%		0.28		%	0.56		%		2.39		%	3.72		%
	total real estate retained loans
	Criticized nonaccrual	$	131		$	191			$	127		$	143			$	—		$	3			$	1		$	9			$	259		$	346
	% of criticized nonaccrual to	0.27		%	0.43		%		0.75		%	0.9		%		—		%	0.08		%		0.02		%	0.18		%		0.34		%	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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,			Sep 30,				Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014				2013
	Impaired loans
	With an allowance	$	198		$	236			$	194		$	258			$	11		$	17			$	—		$	1			$	105		$	85		$	508			$	597
	Without an allowance(a)	20			58				66			109				2			8				—			—				68			73			156				248
	Total impaired loans	$	218		$	294			$	260		$	367			$	13		$	25			$	—		$	1			$	173		$	158		$	664		(c)	$	845	(c)
	Allowance for loan losses related to impaired loans	$	56		$	75			$	38		$	63			$	4		$	16			$	—		$	—			$	26		$	27		$	124			$	181
Unpaid principal balance of impaired	273			448				333			454				13			24				—			1				222			241			841				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 September 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							Nine months
	ended September 30,							ended September 30,
(in millions)	2014			2013				2014			2013
Commercial and industrial	$	245		$	342			$	262		$	445
Real estate	287			450				316			500
Financial institutions	17			18				19			12
Government agencies	—			1				—			—
Other	162			215				163			222
Total(a)	$	711		$	1,026			$	760		$	1,179
(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and nine months ended September 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 September 30,		Commercial and industrial								Real estate								Other (b)								Total
(in millions)		2014				2013				2014				2013				2014				2013				2014				2013
Beginning balance of TDRs		$	110			$	109			$	74			$	111			$	22			$	34			$	206			$	254
New TDRs		20				$	—			4				—				11				—				35				—
Increases to existing TDRs		—				—				—				—				—				—				—				—
Charge-offs post-modification		—				—				—				—				—				—				—				—
Sales and other(a)		(18		)		(30		)		(18		)		(9		)		(1		)		(9		)		(37		)		(48		)
Ending balance of TDRs		$	112			$	79			$	60			$	102			$	32			$	25			$	204			$	206
Nine months ended September 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		68				$	41			14				41				14				37				96				119
Increases to existing TDRs		11				4				—				—				—				—				11				4
Charge-offs post-modification		—				(1		)		—				(3		)		(1		)		—				(1		)		(4		)
Sales and other(a)		(44		)		(540		)		(42		)		(35		)		(14		)		(34		)		(100		)		(609		)
Ending balance of TDRs		$	112			$	79			$	60			$	102			$	32			$	25			$	204			$	206
TDRs on nonaccrual status		$	104			$	79			$	54			$	69			$	36			$	25			$	194			$	173
Additional commitments to lend to borrowers whose loans have been modified in TDRs		13				15				—				—				—				4				13				19
(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 September 30, 2014 and 2013, the average term extension granted on wholesale loans with term or payment extensions was 1.1 and 6.0 years, respectively. The weighted-average remaining term for all loans modified during these periods was 1.4 years and 3.1 years, respectively. There were no wholesale TDR loans that redefaulted within one year of the modification during the three months ended September 30, 2014. Wholesale TDR loans that redefaulted within one year of the modification during the three months ended September 30, 2013 was zero.
For the nine months ended September 30, 2014 and 2013, the average term extension granted on wholesale loans with term or payment extensions was 1.1 years and 2.1 years, respectively. The weighted-average remaining term for all loans modified during these periods was 2.5 years and 1.6 years, respectively. There were no wholesale TDR loans that redefaulted within one year of the modification during the nine months ended September 30, 2014. Wholesale TDR loans that redefaulted within one year of the modification during the nine months ended September 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	9 Months Ended
	Sep. 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
	Nine months ended September 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	1,613			2,882				106			4,601			2,129			(d)	3,461				190			5,780			(d)
	Gross recoveries	(629		)	(311		)		(120		)	(1,060		)	(637		)	(d)	(473		)		(196		)	(1,306		)	(d)
	Net charge-offs/(recoveries)	984			2,571				(14		)	3,541			1,492				2,988				(6		)	4,474
	Write-offs of PCI loans(a)	196			—				—			196			—				—				—			—
	Provision for loan losses	180			2,371				(183		)	2,368			(1,346		)		1,588				(130		)	112
	Other	2			(5		)		(3		)	(6		)	(6		)		(4		)		7			(3		)
	Ending balance at September 30,	$	7,458		$	3,590			$	3,841		$	14,889		$	9,448			$	4,097			$	4,026		$	17,571
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	618		$	500		(c)	$	124		$	1,242		$	689			$	1,080		(c)	$	209		$	1,978
	Formula-based	3,178			3,090				3,717			9,985			3,798				3,017				3,817			10,632
	PCI	3,662			—				—			3,662			4,961				—				—			4,961
	Total allowance for loan losses	$	7,458		$	3,590			$	3,841		$	14,889		$	9,448			$	4,097			$	4,026		$	17,571
	Loans by impairment methodology
	Asset-specific	$	12,779		$	2,227			$	664		$	15,670		$	14,149			$	3,468			$	972		$	18,589
	Formula-based	227,113			124,337				319,692			671,142			219,303				120,204				309,605			649,112
	PCI	48,487			—				5			48,492			54,759				—				11			54,770
	Total retained loans	$	288,379		$	126,564			$	320,361		$	735,304		$	288,211			$	123,672			$	310,588		$	722,471
	Impaired collateral-dependent loans
	Net charge-offs	$	105		$	—			$	8		$	113		$	190			$	—			$	16		$	206
	Loans measured at fair value of collateral less cost to sell	3,138			—				315			3,453			3,113				—				367			3,480
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	8		$	—			$	697		$	705		$	7			$	—			$	661		$	668
	Provision for lending-related commitments	1			—				(70		)	(69		)	1				—				8			9
	Other	—			—				1			1			1				—				(1		)	—
	Ending balance at September 30,	$	9		$	—			$	628		$	637		$	9			$	—			$	668		$	677
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	68		$	68		$	—			$	—			$	71		$	71
	Formula-based	9			—				560			569			9				—				597			606
	Total allowance for lending-related commitments	$	9		$	—			$	628		$	637		$	9			$	—			$	668		$	677
	Lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	134		$	134		$	—			$	—			$	244		$	244
	Formula-based	54,912			531,301				470,857			1,057,070			58,787				532,251				448,823			1,039,861
	Total lending-related commitments	$	54,912		$	531,301			$	470,991		$	1,057,204		$	58,787			$	532,251			$	449,067		$	1,040,105
	(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. A write-off of PCI loans is 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.
	(d)	The prior period amounts have been revised to conform with the current period presentation.

Variable_Interest_Entities

Variable Interest Entities	9 Months Ended
	Sep. 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	150
		Mortgage securitization trusts	Securitization of both originated and purchased residential mortgages	150–152
		Other securitization trusts	Securitization of originated student loans	150–152
	CIB	Mortgage and other securitization trusts	Securitization of both originated and purchased residential and commercial mortgages, automobile and student loans	150–152
		Multi-seller conduits	Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs	152
		Investor intermediation activities:
		Municipal bond vehicles		152–153
		Credit-related note and asset swap vehicles		153
	The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 153 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 154 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 155 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and loans and excess MSRs sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 155–156 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)
	September 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	$	98.3		$	4.3	$	79.4			$	0.4	$	0.3		$	0.7
	Subprime	29.1			1.1		26.1				0.1		—			0.1
	Commercial and other(b)	126.2			0.2		91.4				0.5		3.3			3.8
	Total	$	253.6		$	5.6	$	196.9			$	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		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan
					held in consolidated securitization VIEs											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 MSRs sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 155–156 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 $218 million and $30 million, respectively, at September 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 September 30, 2014, and December 31, 2013, 73% and 69%, respectively, 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 $487 million and $551 million of investment-grade and $246 million and $260 million of noninvestment-grade retained interests at September 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 $199 million and $80 million of noninvestment-grade retained interests at September 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 September 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 154 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 September 30, 2014 and 2013, the Firm transferred $7.5 billion of securities to agency VIEs, and $237 million and zero, respectively, of securities to private-label VIEs.
	During the nine months ended September 30, 2014 and 2013, the Firm transferred $20.8 billion and $14.6 billion, respectively, of securities to agency VIEs, and $670 million and zero, respectively, of securities to private-label VIEs.
	As of September 30, 2014, and December 31, 2013, the Firm did not consolidate any agency re-securitizations. As of September 30, 2014, and December 31, 2013, the Firm consolidated $80 million and $86 million, respectively, of assets, and $21 million and $23 million, respectively, of liabilities of private-label re-securitizations. See the table on page 154 of this Note for more information on consolidated re-securitization transactions.
	As of September 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 $3.1 billion and $2.8 billion, respectively. At September 30, 2014, and December 31, 2013, the Firm held approximately $2.4 billion and $1.3 billion, respectively, of interests in nonconsolidated agency re-securitization entities, and $57 million and $6 million, respectively, of senior and subordinated interests in nonconsolidated private-label re-securitization entities. See the table on page 151 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 $8.1 billion and $4.1 billion of the commercial paper issued by the Firm-administered multi-seller conduits at September 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 $8.6 billion and $9.1 billion at September 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 September 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-Sep-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-Sep-14	$	2.6		$	8.6	$	0.3		$	—		$	—		$	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 September 30, 2014, and December 31, 2013.
	Assets											Liabilities
September 30, 2014 (in billions)(a)	Trading assets			Loans		Other(c)			Total			Beneficial interests in			Other(f)			Total
									assets(d)			VIE assets(e)						liabilities
VIE program type
Firm-sponsored credit card trusts	$	—		$	47.6	$	0.7		$	48.3		$	29		$	—		$	29
Firm-administered multi-seller conduits	—			15.8		—			15.8			8.4			—			8.4
Municipal bond vehicles	5.4			—		—			5.4			4.8			—			4.8
Mortgage securitization entities(b)	4.6			0.8		—			5.4			2.7			0.8			3.5
Student loan securitization entities	0.2			2.2		0.1			2.5			2.2			—			2.2
Other	0.8			—		1			1.8			0.5			0.2			0.7
Total	$	11		$	66.4	$	1.8		$	79.2		$	47.6		$	1		$	48.6
	Assets											Liabilities
December 31, 2013 (in billions)(a)	Trading assets			Loans		Other(c)			Total			Beneficial interests in			Other(f)			Total
									assets(d)			VIE assets(e)						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
Student loan securitization entities	—			2.4		0.1			2.5			2.2			—			2.2
Other	0.7			0.1		0.9			1.7			0.1			0.2			0.3
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)	Includes assets classified as cash, AFS securities, and other assets within the Consolidated Balance Sheets.
(d)	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.
(e)	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 $34.3 billion and $31.8 billion at September 30, 2014, and December 31, 2013, respectively. The maturities of the long-term beneficial interests as of September 30, 2014, were as follows: $8.7 billion under one year, $18.9 billion between one and five years, and $6.7 billion over five years, all respectively.
(f)	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 September 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 September 30,												Nine months ended September 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	$	484		$	3,101		$	345		$	1,867		$	1,144		$	7,740			$	1,404	$	7,151
All cash flows during the period:
Proceeds from new securitizations(b)	$	484		$	3,141		$	330		$	1,855		$	1,147		$	7,849			$	1,410	$	7,281
Servicing fees collected	142			1			149			1			418			3				434		4
Purchases of previously transferred financial assets (or the underlying collateral)(c)	52			—			12			—			119			—				283		—
Cash flows received on interests	43			56			51			116			128			515				106		258
(a)	Excludes re-securitization transactions.
(b)	For the three and nine months ended September 30, 2014, $484 million and $1.1 billion, respectively, of proceeds from residential mortgage securitizations were received as securities and classified in level 2, and zero and $21 million, respectively, of proceeds were classified as level 3 of the fair value hierarchy, respectively. For the three and nine months ended September 30, 2014, $3.1 billion and $7.4 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities and classified in level 2, and zero and $130 million, respectively, of proceeds were classified as level 3 of the fair value hierarchy; and zero and $280 million, respectively, of proceeds from commercial mortgage securitization were received as cash. For the three and nine months ended September 30, 2013, $330 million and $1.4 billion, respectively, of proceeds from residential mortgage securitizations were received as securities and classified in level 2 of the fair value hierarchy. For the three and nine months ended September 30, 2013, $1.9 billion and $7.1 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities and 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 nine months ended September 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 MSRs 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 MSRs on a nonrecourse basis, predominantly to Fannie Mae and Freddie Mac (the “GSEs”). These loans and excess MSRs 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 MSRs.
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						Nine months
	ended September 30,						ended September 30,
(in millions)	2014			2013			2014			2013
Carrying value of loans sold(a)	$	12,396		$	39,354		$	38,919		$	142,279
Proceeds received from loan sales as cash	77			202			166			663
Proceeds from loans sales as securities(b)	12,250			38,661			38,446			140,053
Total proceeds received from loan sales(c)	$	12,327		$	38,863		$	38,612		$	140,716
Gains on loan sales(d)	$	86		$	31		$	205		$	281
(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 September 30, 2014, and
December 31, 2013, the Firm had recorded on its Consolidated Balance Sheets $13.5 billion and $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 $464 million and $2.0 billion as of September 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 September 30, 2014, and December 31, 2013, respectively; and liquidation losses for the three months ended September 30, 2014 and 2013, respectively.
													Liquidation losses
	Securitized assets						90 days past due						Three months ended September 30,							Nine months ended September 30,
(in millions)	Sep 30,			Dec 31,			Sep 30,			Dec 31,			2014			2013				2014		2013
	2014			2013			2014			2013
Securitized loans(a)
Residential mortgage:
Prime / Alt-A & Option ARMs	$	79,378		$	90,381		$	11,974		$	14,882		$	465		$	1,004			$	1,722	$	3,963
Subprime	26,109			28,008			6,652			7,726			353			462				1,556		2,001
Commercial and other	91,378			98,018			1,174			2,350			471			431				1,113		761
Total loans securitized(b)	$	196,865		$	216,407		$	19,800		$	24,958		$	1,289		$	1,897			$	4,391	$	6,725
(a)	Total assets held in securitization-related SPEs were $253.6 billion and $271.7 billion, respectively, at September 30, 2014 and December 31, 2013. The $196.9 billion and $216.4 billion, respectively, of loans securitized at September 30, 2014, and December 31, 2013, excluded: $51.1 billion and $50.8 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $5.6 billion and $4.5 billion, respectively, of loan securitizations consolidated on the Firm’s Consolidated Balance Sheets at September 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	9 Months Ended
	Sep. 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)	September 30, 2014			December 31, 2013
	Goodwill	$	47,970		$	48,081
	Mortgage servicing rights	8,236			9,614
	Other intangible assets:
	Purchased credit card relationships	$	38		$	131
	Other credit card-related intangibles	131			173
	Core deposit intangibles	65			159
	Other intangibles	1,040			1,155
	Total other intangible assets	$	1,274		$	1,618
	Goodwill
	The following table presents goodwill attributed to the business segments.
	(in millions)	September 30,			December 31,
		2014			2013
	Consumer & Community Banking	$	30,962		$	30,985
	Corporate & Investment Bank	6,873			6,888
	Commercial Banking	2,861			2,862
	Asset Management	6,965			6,969
	Corporate/Private Equity	309			377
	Total goodwill	$	47,970		$	48,081
	The following table presents changes in the carrying amount of goodwill.
		Three months							Nine months
		ended							ended
		September 30,							September 30,
	(in millions)	2014			2013				2014			2013
	Balance at beginning of period	$	48,110		$	48,057			$	48,081		$	48,175
	Changes during the period from:
	Business combinations	6			11				24			47
	Dispositions	(1		)	—				(1		)	(5		)
	Other(a)	(145		)	32				(134		)	(117		)
	Balance at	$	47,970		$	48,100			$	47,970		$	48,100
	September 30,
	(a)	Includes foreign currency translation adjustments, other tax-related adjustments, and, during the three and nine months ended September 30, 2014, goodwill impairment associated with the Firm’s Private Equity business of $68 million.
	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 December 31, 2013; however during the three and nine months ended September 30, 2014, the Firm recognized an impairment of the Private Equity business’ goodwill of $68 million.
	The Firm expects that the goodwill associated with its Private Equity business in Corporate will continue to decline in future periods as the Firm winds down its Private Equity business.
	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
	MSRs 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 nine months ended September 30, 2014 and 2013.
		As of or for the three months								As of or for the nine months
		ended September 30,								ended September 30,
	(in millions, except where otherwise noted)	2014				2013				2014				2013
	Fair value at beginning of period	$	8,347			$	9,335			$	9,614			$	7,614
	MSR activity:
	Originations of MSRs	148				532				518				1,874
	Purchase of MSRs	3				2				9				(1		)
	Disposition of MSRs	11			(f)	—				(175		)	(f)	(418		)	(f)
	Net additions	162				534				352				1,455
	Changes due to collection/realization of expected cash flows(a)	(216		)		(286		)		(702		)		(833		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(b)	(101		)		80				(832		)		1,700
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)	44				(123		)		33				167			(h)
	Discount rates	—				—				(459		)	(g)	(78		)
	Prepayment model changes and other(c)	—				(50		)		230				(535		)	(i)
	Total changes in valuation due to other inputs and assumptions	44				(173		)		(196		)		(446		)
	Total changes in valuation due to inputs and assumptions(a)	(57		)		(93		)		(1,028		)		1,254
	Fair value at September 30,(d)	$	8,236			$	9,490			$	8,236			$	9,490
	Change in unrealized gains/(losses) included in income related to MSRs held at	$	(57	)		$	(93	)		$	(1,028	)		$	1,254
September 30,
Contractual service fees, late fees and other ancillary fees included in income	$	701			$	808			$	2,189			$	2,512
Third-party mortgage loans serviced at September 30, (in billions)	$	771			$	838			$	771			$	838
Net servicer advances at September 30, (in billions)(e)	$	8.6			$	9.4			$	8.6			$	9.4
(a)	Included changes related to commercial real estate of $(1) million and $(2) million for the three months ended September 30, 2014, and 2013, respectively, and $(5) million and $(4) million for the nine months ended September 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 $13 million and $19 million related to commercial real estate at September 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)	For the nine months ended September 30, 2014 and 2013, predominantly represents excess MSRs 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 months ended September 30, 2014 and the nine months ended September 30, 2014 and 2013.
(g)	For the nine months ended September 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 nine months ended September 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 nine months ended September 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 nine months ended September 30, 2014 and 2013.
		Three months ended								Nine months ended
		September 30,								September 30,
(in millions)		2014				2013				2014				2013
CCB mortgage fees and related income
Net production revenue:
Production revenue		$	191			$	311			$	538			$	2,370
Repurchase (losses)/benefits		62				175				327				110
Net production revenue		253				486				865				2,480
Net mortgage servicing revenue
Operating revenue:
Loan servicing revenue		787				817				2,524				2,698
Changes in MSR asset fair value due to collection/realization of expected		(214		)		(284		)		(696		)		(827		)
cash flows
Total operating revenue		573				533				1,828				1,871
Risk management:
Changes in MSR asset fair value due to market interest rates and other(a)		(101		)		80				(831		)		1,698
Other changes in MSR asset fair value due to other inputs and assumptions in		44				(173		)		(196		)		(446		)
model(b)
Change in derivative fair value and other		133				(87		)		1,040				(1,495		)
Total risk management		76				(180		)		13				(243		)
Total CCB net mortgage servicing revenue		649				353				1,841				1,628
All other		1				2				2				8
Mortgage fees and related income		$	903			$	841			$	2,708			$	4,116
(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 September 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)		Sep 30,				Dec 31,
		2014				2013
Weighted-average prepayment speed assumption (“CPR”)		8.49		%		8.07		%
Impact on fair value of 10% adverse change		$	(329	)		$	(362	)
Impact on fair value of 20% adverse change		(639		)		(705		)
Weighted-average option adjusted spread		9.15		%		7.77		%
Impact on fair value of 100 basis points adverse change		$	(328	)		$	(389	)
Impact on fair value of 200 basis points adverse change		(631		)		(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 $344 million decrease in other intangible assets during the nine months ended September 30, 2014, was due to amortization.
The components of credit card relationships, core deposits and other intangible assets were as follows.
		September 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		$	200		$	162		$	38			$	3,540		$	3,409	$	131
Other credit card-related intangibles		498			367			131				542			369		173
Core deposit intangibles		814			749			65				4,133			3,974		159
Other intangibles(b)		1,895			855			1,040				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, predominantly related to intangible assets acquired in the 2004 merger with Bank One Corporation ("Bank One").
(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							Nine months ended
		September 30,							September 30,
(in millions)		2014			2013				2014			2013
Purchased credit card relationships		$	3		$	45			$	93		$	150
Other credit card-related intangibles		13			15				40			44
Core deposit intangibles		9			49				94			149
Other intangibles		26			31				87			101
Total amortization expense(a)		$	51		$	140			$	314		$	444
(a)	The decline in amortization expense during the three and nine months ended September 30, 2014 predominantly related to intangible assets acquired in the 2004 merger with Bank One, most of which became fully amortized during the second quarter of 2014.
Future amortization expense
The following table presents estimated future amortization expense related to credit card relationships, core deposits and other intangible assets at September 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		$	110		$	359
2015	12			39			26			91			168
2016	9			33			14			74			130
2017	5			28			7			72			112
2018	3			20			5			52			80
(a)	Includes $93 million, $40 million, $94 million and $87 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 nine months ended September 30, 2014.

Deposits

Deposits	9 Months Ended
	Sep. 30, 2014
Deposits [Abstract]	'
Deposits	'
	Deposits
	For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2013 Annual Report.
	At September 30, 2014, and December 31, 2013, noninterest-bearing and interest-bearing deposits were as follows.
	(in millions)	30-Sep-14		31-Dec-13
	U.S. offices
	Noninterest-bearing	$	440,067	$	389,863
	Interest-bearing:
	Demand(a)	83,240		84,631
	Savings(b)	455,454		450,405
	Time (included $7,497 and $5,995 at fair value)(c)	80,901		91,356
	Total interest-bearing deposits	619,595		626,392
	Total deposits in U.S. offices	1,059,662		1,016,255
	Non-U.S. offices
	Noninterest-bearing	19,134		17,611
	Interest-bearing:
	Demand	217,106		214,391
	Savings	1,734		1,083
	Time (included $925 and $629 at fair value)(c)	36,898		38,425
	Total interest-bearing deposits	255,738		253,899
	Total deposits in non-U.S. offices	274,872		271,510
	Total deposits	$	1,334,534	$	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	9 Months Ended
	Sep. 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 nine months ended September 30, 2014 and 2013.
	(in millions, except per share amounts)	Three months						Nine months
		ended September 30,						ended September 30,
		2014		2013				2014		2013
	Basic earnings per share
	Net income/(loss)	$	5,572	$	(380	)		$	16,831	$	12,645
	Less: Preferred stock dividends	304		229				799		615
	Net income/(loss) applicable to common equity	5,268		(609		)		16,032		12,030
	Less: Dividends and undistributed earnings allocated to participating securities	133		41			(c)	427		374
	Net income/(loss) applicable to common stockholders	$	5,135	$	(650	)		$	15,605	$	11,656
	Total weighted-average basic shares outstanding	3,755.40		3,767.00				3,774.40		3,789.20
	Net income/(loss) per share	$	1.37	$	(0.17	)		$	4.13	$	3.08
	Diluted earnings per share
	Net income/(loss) applicable to common stockholders	$	5,135	$	(650	)		$	15,605	$	11,656
	Total weighted-average basic shares outstanding	3,755.40		3,767.00				3,774.40		3,789.20
	Add: Employee stock options, SARs and warrants(a)	33.3		—			(d)	33.9		31.7
	Total weighted-average diluted shares outstanding(b)	3,788.70		3,767.00			(d)	3,808.30		3,820.90
	Net income/(loss) per share	$	1.36	$	(0.17	)		$	4.1	$	3.05
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans. The aggregate number of shares issuable upon the exercise of such options was 1 million for the three months ended September 30, 2014, and 1 million and 8 million for the nine months ended September 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.
	(c)	Due to the net loss applicable to common equity during the three months ended September 30, 2013, dividends were only deemed to be distributed to participating security holders, and such security holders do not share in losses. Net losses were completely allocated to common stockholders.
	(d)	Due to the net loss applicable to common stockholders during the three months ended September 30, 2013, no common equivalent shares have been included in the computation of diluted earnings per share for the period as the effect would be antidilutive.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income/(Loss)	9 Months Ended
	Sep. 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-Sep-14
	(in millions)
	Balance at July1, 2014		$	4,867					$	(126	)			$	(12	)				$	(1,291	)			$	3,438
	Net change		(141		)	(b)			3					(58		)				24					(172		)
	Balance at September 30, 2014		$	4,726					$	(123	)			$	(70	)				$	(1,267	)			$	3,266
	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-Sep-13
	(in millions)
	Balance at July 1, 2013		$	3,137					$	(146	)			$	(232	)				$	(2,623	)			$	136
	Net change		161			(c)			4					69						20					254
	Balance at September 30, 2013		$	3,298					$	(142	)			$	(163	)				$	(2,603	)			$	390
	As of or for the nine 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-Sep-14
	(in millions)
	Balance at January 1, 2014		$	2,798					$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		1,928			(b)			13					69						57					2,067
	Balance at September 30, 2014		$	4,726					$	(123	)			$	(70	)				$	(1,267	)			$	3,266
	As of or for the nine 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-Sep-13
	(in millions)
	Balance at January 1, 2013		$	6,868					$	(95	)			$	120					$	(2,791	)			$	4,102
	Net change		(3,570		)	(c)			(47		)			(283		)				188					(3,712		)
	Balance at September 30, 2013		$	3,298					$	(142	)			$	(163	)				$	(2,603	)			$	390
	(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 months ended September 30, 2014, was primarily due to the decline in fair value of U.S. mortgage-backed securities, partially offset by higher market valuations of U.S. states and municipalities. The net change for the nine months ended September 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 months ended September 30, 2013, was primarily related to the increase in fair value of U.S. government agency issued MBS due to market changes partially offset by decreases in fair value of obligations of U.S. states and municipalities due to market changes. The net change for the nine months ended September 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 September 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	$	(283	)		$	146			$	(137	)	$	290			$	(113	)		$	177
	Reclassification adjustment for realized (gains)/losses included in	(6		)		2				(4		)	(26		)		10				(16		)
	net income(a)
	Net change	(289		)		148				(141		)	264				(103		)		161
	Translation adjustments:
	Translation(b)	(1,133		)		416				(717		)	349				(128		)		221
	Hedges(b)	1,185				(465		)		720			(343		)		126				(217		)
	Net change	52				(49		)		3			6				(2		)		4
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	(66		)		27				(39		)	106				(42		)		64
	Reclassification adjustment for realized (gains)/losses included in	(31		)		12				(19		)	7				(2		)		5
	net income(c)
	Net change	(97		)		39				(58		)	113				(44		)		69
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	(1		)		—				(1		)	—				—				—
	Reclassification adjustments included in net income(d):
	Amortization of net loss	18				(8		)		10			80				(31		)		49
	Prior service costs/(credits)	(10		)		4				(6		)	(11		)		4				(7		)
	Foreign exchange and other	34				(13		)		21			(35		)		13				(22		)
	Net change	41				(17		)		24			34				(14		)		20
	Total other comprehensive income/(loss)	$	(293	)		$	121			$	(172	)	$	417			$	(163	)		$	254
		2014											2013
	Nine months ended September 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	$	3,116			$	(1,158	)		$	1,958		$	(5,172	)		$	2,003			$	(3,169	)
	Reclassification adjustment for realized (gains)/losses included in	(48		)		18				(30		)	(659		)		258				(401		)
	net income(a)
	Net change	3,068				(1,140		)		1,928			(5,831		)		2,261				(3,570		)
	Translation adjustments:
	Translation(b)	(761		)		274				(487		)	(685		)		253				(432		)
Hedges(b)	823				(323		)		500			648				(263		)		385
Net change	62				(49		)		13			(37		)		(10		)		(47		)
Cash flow hedges:
Net unrealized gains/(losses) arising during the period	149				(60		)		89			(536		)		210				(326		)
Reclassification adjustment for realized (gains)/losses included in	(33		)		13				(20		)	70				(27		)		43
net income(c)
Net change	116				(47		)		69			(466		)		183				(283		)
Defined benefit pension and OPEB plans:
Net gains/(losses) arising during the period	87				(34		)		53			85				(25		)		60
Reclassification adjustments included in net income(d):
Amortization of net loss	55				(23		)		32			240				(93		)		147
Prior service costs/(credits)	(32		)		13				(19		)	(33		)		13				(20		)
Foreign exchange and other	15				(24		)		(9		)	1				—				1
Net change	125				(68		)		57			293				(105		)		188
Total other comprehensive income/(loss)	$	3,371			$	(1,304	)		$	2,067		$	(6,041	)		$	2,329			$	(3,712	)
(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/expense in the Consolidated Statements of Income. The amounts were not material for the three and nine months ended September 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	9 Months Ended
	Sep. 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 bank subsidiaries, 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. 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 primarily by counterparty type and asset class; and (2) Basel III Advanced includes RWA for operational risk, whereas Basel III Standardized does not. 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.
	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 long-term debt qualifying as Tier 2 and qualifying allowance for credit losses. Total capital is Tier 1 capital plus Tier 2 capital.
	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 Transitional, in addition to Basel III Standardized Transitional, as of April 1, 2014. 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 national bank subsidiaries under both Basel III Standardized Transitional and Basel III Advanced Transitional at September 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,	Sep 30,				Sep 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	162,800			$	162,800		NA
	Tier 1 capital(a)	184,115				184,115			$	165,663
	Total capital	218,754				204,573			199,286
	Assets
	Risk-weighted	1,462,240				1,598,788			1,387,863
	Adjusted average(b)	2,408,498				2,408,498			2,343,713
	Capital ratios(c)
	CET1	11.1		%		10.2		%	NA
	Tier 1(a)	12.6				11.5			11.9		%
	Total	15				12.8			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,	Sep 30,				Sep 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	153,166			$	153,166		NA
	Tier 1 capital(a)	153,166				153,166			$	139,727
	Total capital	170,890				160,622			165,496
	Assets
	Risk-weighted	1,239,245				1,333,108			1,171,574
	Adjusted average(b)	1,910,827				1,910,827			1,900,770
	Capital ratios(c)
	CET1	12.4		%		11.5		%	NA
	Tier 1(a)	12.4				11.5			11.9		%
	Total	13.8				12			14.1
	Tier 1 leverage	8				8			7.4
		Chase Bank USA, N.A.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Sep 30,				Sep 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	14,117			$	14,117		NA
	Tier 1 capital(a)	14,117				14,117			$	12,956
	Total capital	20,041				18,767			16,389
	Assets
	Risk-weighted	100,371				156,683			100,990
	Adjusted average(b)	125,115				125,115			109,731
	Capital ratios(c)
	CET1	14.1		%		9		%	NA
	Tier 1(a)	14.1				9			12.8		%
	Total	20				12			16.2
	Tier 1 leverage	11.3				11.3			11.8
	(a)	At September 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 September 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 $137 million and $192 million at September 30, 2014, and December 31, 2013, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.9 billion and $2.8 billion at September 30, 2014, and December 31, 2013, respectively.
	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 September 30, 2014.
	Minimum capital ratios(a)			Well-capitalized ratios(a)
Capital ratios
CET1	4	%		NA
Tier 1	5.5			6	%
Total	8			10
Tier 1 leverage	4			5		(b)
(a)	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.
(b)	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.
As of September 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	9 Months Ended
	Sep. 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 September 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)
		September 30, 2014															Dec 31,		Sep 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	$	2,258		$	4,232		$	2,428		$	2,501		$	11,419		$	13,158	$	—		$	—
	Home equity – junior lien	3,604			5,914			2,766			2,463			14,747			17,837		—			—
	Prime mortgage	5,593			—			—			—			5,593			4,817		—			—
	Subprime mortgage	—			—			—			—			—			—		—			—
	Auto	10,075			236			235			24			10,570			8,309		1			1
	Business banking	10,448			908			212			433			12,001			11,251		8			7
	Student and other	116			12			1			453			582			685		—			—
	Total consumer, excluding credit card(a)	32,094			11,302			5,642			5,874			54,912			56,057		9			8
	Credit card(b)	531,301			—			—			—			531,301			529,383		—			—
	Total consumer	563,395			11,302			5,642			5,874			586,213			585,440		9			8
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	70,427			82,730			110,051			9,363			272,571			246,495		387			432
	Standby letters of credit and other financial guarantees(c)(d)(e)	23,366			30,892			33,474			1,973			89,705			92,723		800			943
	Unused advised lines of credit	91,389			11,493			503			161			103,546			101,994		—			—
	Other letters of credit(c)	4,184			872			113			—			5,169			5,020		1			2
	Total wholesale(f)	189,366			125,987			144,141			11,497			470,991			446,232		1,188			1,377
	Total lending-related	$	752,761		$	137,289		$	149,783		$	17,371		$	1,057,204		$	1,031,672	$	1,197		$	1,385
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(g)	$	208,042		$	—		$	—		$	—		$	208,042		$	169,709	$	—		$	—
	Derivatives qualifying as guarantees	2,122			562			13,104			37,943			53,731			56,274		92			72
	Unsettled reverse repurchase and securities borrowing agreements(h)	70,472			—			—			—			70,472			38,211		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA			NA			NA			NA		391			681
	Loans sold with recourse	NA			NA			NA			NA			6,404			7,692		108			131
	Other guarantees and commitments(i)	336			1,973			1,420			2,025			5,754			6,786		(74		)	(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 September 30, 2014, and December 31, 2013, reflects the contractual amount net of risk participations totaling $234 million and $476 million, respectively, for other unfunded commitments to extend credit; $13.5 billion and $14.8 billion, respectively, for standby letters of credit and other financial guarantees; and $607 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 September 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 $16.4 billion and $18.9 billion, respectively, within other unfunded commitments to extend credit; and $14.8 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 September 30, 2014, and December 31, 2013, included unissued standby letters of credit commitments of $44.5 billion and $42.8 billion, respectively.
	(f)	At September 30, 2014, and December 31, 2013, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 66% and 68%, respectively.
	(g)	At September 30, 2014, and December 31, 2013, collateral held by the Firm in support of securities lending indemnification agreements was $216.4 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 September 30, 2014, and December 31, 2013, the amount of commitments related to forward-starting reverse repurchase agreements and securities borrowing agreements were $9.2 billion and $9.9 billion, respectively. Commitments related to unsettled reverse repurchase agreements and securities borrowing agreements with regular-way settlement periods were $61.3 billion and $28.3 billion, at September 30, 2014, and December 31, 2013, respectively.
	(i)	At September 30, 2014, and December 31, 2013, included unfunded commitments of $117 million and $215 million, respectively, to third-party private equity funds; and $940 million and $1.9 billion, at September 30, 2014, and December 31, 2013, to other equity investments. These commitments included $110 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 September 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 $34.6 billion and $18.3 billion at September 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 $231 billion for the three months ended September 30, 2014 and 2013, respectively, and $182 billion and $268 billion for the nine months ended September 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 September 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 $801 million and $945 million at September 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 $241 million and $265 million, respectively, for the allowance for lending-related commitments, and $560 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 September 30, 2014, and December 31, 2013.
	Standby letters of credit, other financial guarantees and other letters of credit
		September 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)		$	66,345			$	4,203				$	69,109			$	3,939
	Noninvestment-grade(a)		23,360				966					23,614				1,081
Total contractual amount		$	89,705			$	5,169				$	92,723			$	5,020
Allowance for lending-related commitments		$	240			$	1				$	263			$	2
Commitments with collateral		39,643				1,589					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 $53.7 billion and $56.3 billion at September 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 $27.4 billion and $27.0 billion at September 30, 2014, and December 31, 2013, respectively, and the maximum exposure to loss was $2.9 billion and 2.8 billion at September 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 $116 million and $109 million and derivative receivables of $24 million and $37 million at September 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 ended September 30,								Nine months ended September 30,
(in millions)	2014				2013				2014				2013
Repurchase liability at beginning of period	$	436			$	2,476			$	681			$	2,811
Net realized gains/(losses)(b)	17				(135		)		36				(538		)
(Benefit)/provision for repurchase(c)	(62		)		(159		)		(326		)		(91		)
Repurchase liability at end of period	$	391			$	2,182			$	391			$	2,182
(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 $5 million and $117 million for the three months ended September 30, 2014 and 2013, respectively and $8 million and $371 million for the nine months ended September 30, 2014 and 2013, respectively.
(c)	Included a provision related to new loan sales of $1 million and $4 million for the three months ended September 30, 2014 and 2013, respectively, and $3 million and $18 million for the nine months ended September 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 September 30, 2014, and December 31, 2013, the unpaid principal balance of loans sold with recourse totaled $6.4 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 $108 million and $131 million at September 30, 2014, and December 31, 2013, respectively.

Pledged_Assets_and_Collateral

Pledged Assets and Collateral	9 Months Ended
	Sep. 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 September 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 September 30, 2014, and December 31, 2013, the Firm had pledged assets of $271.2 billion and $251.3 billion, respectively, at Federal Reserve Banks and Federal Home Loan Banks (“FHLBs”). In addition, as of September 30, 2014, and December 31, 2013, the Firm had pledged $60.2 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 September 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 $763.3 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 $595.8 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	9 Months Ended
	Sep. 30, 2014
Litigation [Abstract]	'
Litigation	'
	Litigation
	Contingencies
	As of September 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 $5.9 billion at September 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, particularly proceedings that could result from government investigations. 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 three 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 (“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 a consolidated purported class action filed in the United States District Court for the Southern District of New York on behalf of purchasers and sellers of CDS. The complaint 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 market for exchange-traded CDS products. Defendants moved to dismiss this action, and in September 2014, the Court granted defendants’ motion in part, dismissing claims for damages based on transactions effected before the Autumn of 2008, as well as certain other claims.
	Foreign Exchange Investigations and Litigation. DOJ is conducting a criminal investigation, and various regulatory and civil enforcement authorities, including U.S. banking regulators, the Commodity Futures Trading Commission (“CFTC”), the U.K. Financial Conduct Authority (the “FCA”) and other foreign government authorities, are conducting civil investigations, regarding the Firm’s foreign exchange ("FX") trading business. These investigations are focused on the Firm's spot FX trading activities as well as controls applicable to those activities. The Firm continues to cooperate with these investigations and is currently engaged in discussions with DOJ, and various regulatory and civil enforcement authorities, about resolving their respective investigations with respect to the Firm. There is no assurance that such discussions will result in settlements.
	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.
	General Motors Litigation. JPMorgan Chase Bank, N.A. participated in, and was the Administrative Agent on behalf of a syndicate of lenders on, a $1.5 billion syndicated Term Loan facility (“Term Loan”) for General Motors Corporation (“GM”). In 2009, in connection with the GM bankruptcy proceedings, the Official Committee of Unsecured Creditors of Motors Liquidation Company (“Creditors Committee”) filed a lawsuit against JPMorgan Chase Bank, N.A., in its individual capacity and as Administrative Agent for other lenders on the Term Loan, seeking to hold the underlying lien invalid. In 2013, the Bankruptcy Court granted JPMorgan Chase Bank, N.A.’s motion for summary judgment dismissing the Creditors Committee’s complaint. The Creditors Committee appealed the Bankruptcy Court’s dismissal of its claim to the United States Court of Appeals for the Second Circuit. The parties are awaiting the Second Circuit’s determination.
	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. Defendants’ motion to dismiss the actions was denied in July 2014.
	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.
	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 extensions of credit against inappropriate collateral in connection with the Firm’s role as the clearing bank for Lehman Brothers Inc. (“LBI”), LBHI’s broker-dealer subsidiary. These extensions of credit left the Firm with more than $25 billion in claims against the estate of LBI. The case has been transferred from the Bankruptcy Court to the District Court, and the Firm has moved for summary judgment seeking the dismissal of all of LBHI’s claims. LBHI has also moved for summary judgment on certain of its claims and seeking the dismissal of the Firm’s counterclaims.
	In the Bankruptcy Court proceedings, LBHI and several of its subsidiaries that had been Chapter 11 debtors have 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. LBHI and the Committee have also filed an objection to the claims asserted by JPMorgan Chase Bank, N.A. against LBHI with respect to clearing advances made to LBI, principally on the grounds that the Firm had not conducted the sale of the securities collateral held for its claims in a commercially reasonable manner. Discovery regarding both objections is ongoing. These bankruptcy claims and 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.
	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 DOJ, the CFTC, the Securities and Exchange Commission (the “SEC”) and various state attorneys general, as well as the EC, the FCA, the Canadian Competition Bureau, the 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. 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 October 2014, JPMorgan Chase reached a settlement with the EC regarding the EC’s Swiss franc LIBOR investigation and agreed to pay a fine of €72 million. 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. Certain plaintiffs appealed the dismissal of the antitrust claims and the United States Court of Appeals for the Second Circuit dismissed the appeal for lack of jurisdiction. The United States Supreme Court thereafter granted plaintiffs leave to appeal the dismissal by the Court of Appeals and scheduled argument for December 2014. 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. To date, the other U.S. dollar LIBOR cases have been stayed.
	A 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' motion to reconsider was denied. Plaintiff filed a motion for leave to further amend the complaint to add additional parties and claims, which defendants have opposed.
	In March 2014, the Firm was added as a defendant in a putative class action filed in the United States District Court for the Southern District of New York relating to the interest rate benchmark EURIBOR. The case is currently stayed, but plaintiffs have filed a third amended complaint, with the Court’s permission, which adds new plaintiffs and causes of action.
	Madoff Litigation and Investigations. 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 previously raised by the court-appointed trustee for Bernard L. Madoff Investment Securities LLC. The District Court dismissed these complaints and plaintiffs appealed. In September 2013, the United States Court of Appeals for the Second Circuit affirmed the District Court’s decision. The plaintiffs petitioned the entire Court of Appeals for a rehearing of the appeal, and this petition was denied.
	The Firm is a defendant in five other Madoff-related individual 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. In August 2014, the Court dismissed all claims against the Firm.
	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 previous class action settlement. These plaintiffs allege violations of the federal securities law, federal and state racketeering statutes and multiple common law and statutory claims including breach of trust, aiding and abetting embezzlement, unjust enrichment, conversion and commercial bad faith. 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 includes a claim pursuant to a Florida statute. The Firm has moved to transfer these cases to the United States District Court for the Southern District of New York.
	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. One plaintiff chose not to appeal and the other filed a motion for reconsideration. In the remaining state court action, a hearing on defendants’ motion to dismiss was held in October 2014, and the court reserved decision.
	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 $46 billion, of which $40 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. The Firm is defending two purported class actions brought against JPMC and Bear Stearns as MBS issuers in the United States District Court for the Southern District of New York. Motions to dismiss have largely been denied in these cases, which are in various stages of litigation. Plaintiffs’ motion for class certification has been granted in one of these cases with respect to liability but denied without prejudice as to damages.
	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. One such class action has been settled, subject to final approval by the court.
	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. 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 and a group of 21 institutional MBS investors 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 does not resolve claims relating to Washington Mutual MBS. As of October 1, 2014, the seven trustees (or separate and successor trustees) for this group of trusts had accepted the settlement for 319 trusts in whole or in part and excluded from the settlement 16 trusts in whole or in part. The trustees’ acceptance is subject to a judicial approval proceeding initiated by the trustees pending in New York state court.
	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 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 DOJ, including 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 entered into a settlement resolving a purported class action lawsuit relating to its filing of affidavits or other documents in connection with mortgage foreclosure proceedings, and the court preliminarily approved the settlement in October 2014.
	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 and a school district 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. Motions to dismiss have been filed in all of the municipal 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.
	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.
	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 Firm and the FDIC have filed opposing motions, each seeking a ruling that the liabilities at issue are borne by the other.
	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 $1.1 billion and $9.3 billion during the three months ended September 30, 2014 and 2013, respectively, and $1.8 billion and $10.3 billion during the nine months ended September 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	9 Months Ended
	Sep. 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 17 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 nine months ended September 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 September 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	$	4,214		$	3,961		$	6,142		$	5,703		$	571		$	588		$	2,422		$	2,185
	Net interest income	7,053			7,121			2,645			2,486			1,096			1,137			594			578
	Total net revenue	11,267			11,082			8,787			8,189			1,667			1,725			3,016			2,763
	Provision for credit losses	902			(267		)	(67		)	(218		)	(79		)	(41		)	9			—
	Noninterest expense	6,305			6,867			6,035			4,999			668			661			2,081			2,003
	Income/(loss) before	4,060			4,482			2,819			3,408			1,078			1,105			926			760
	income tax expense/(benefit)
	Income tax expense/(benefit)	1,592			1,780			1,334			1,168			429			440			354			284
	Net income/(loss)	$	2,468		$	2,702		$	1,485		$	2,240		$	649		$	665		$	572		$	476
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	448,033			451,166			874,321			867,474			191,563			192,194			130,296			117,475
	Return on average common equity	19		%	23		%	10		%	16		%	18		%	20		%	25		%	21		%
	Overhead ratio	56			62			69			61			40			38			69			72
	As of or for the three months ended September 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	450		$	487		$	(660	)	$	(582	)	$	13,139		$	12,342
	Net interest income	(28		)	(366		)	(253		)	(181		)	11,107			10,775
	Total net revenue	422			121			(913		)	(763		)	24,246			23,117
	Provision for credit losses	(8		)	(17		)	—			—			757			(543		)
	Noninterest expense	709			9,096			—			—			15,798			23,626
	Income/(loss) before income tax expense/(benefit)	(279		)	(8,958		)	(913		)	(763		)	7,691			34
	Income tax expense/(benefit)	(677		)	(2,495		)	(913		)	(763		)	2,119			414
	Net income/(loss)	$	398		$	(6,463	)	$	—		$	—		$	5,572		$	(380	)
	Average common equity	$	74,621		$	72,232		$	—		$	—		$	209,621		$	197,232
	Total assets	882,792			835,000			NA			NA			2,527,005			2,463,309
	Return on average common equity	NM			NM			NM			NM			10		%	(1		)%
	Overhead ratio	NM			NM			NM			NM			65			102
	Segment results and reconciliation(a)
	As of or for the nine months ended September 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	$	12,116		$	13,288		$	18,909		$	20,231		$	1,706		$	1,674		$	7,020		$	6,435
	Net interest income	21,042			21,424			7,475			7,974			3,313			3,452			1,730			1,706
	Total net revenue	33,158			34,712			26,384			28,205			5,019			5,126			8,750			8,141
	Provision for credit losses	2,570			263			(102		)	(213		)	(141		)	42			1			44
	Noninterest expense	19,198			20,521			17,697			16,852			2,029			1,957			6,218			5,771
	Income/(loss) before	11,390			13,928			8,789			11,566			3,131			3,127			2,531			2,326
	income tax expense/(benefit)
	Income tax expense/(benefit)	4,543			5,551			3,362			3,878			1,246			1,245			966			863
	Net income/(loss)	$	6,847		$	8,377		$	5,427		$	7,688		$	1,885		$	1,882		$	1,565		$	1,463
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	448,033			451,166			874,321			867,474			191,563			192,194			130,296			117,475
	Return on average common equity	18		%	24		%	12		%	18		%	18		%	19		%	23		%	22		%
	Overhead ratio	58			59			67			60			40			38			71			71
	As of or for the nine months ended September 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	1,325		$	1,138		$	(1,955	)	$	(1,728	)	$	39,121		$	41,038
	Net interest income	(265		)	(1,636		)	(723		)	(508		)	32,572			32,412
	Total net revenue	1,060			(498		)	(2,678		)	(2,236		)	71,693			73,450
	Provision for credit losses	(29		)	(15		)	—			—			2,299			121
	Noninterest expense	723			9,814			—			—			45,865			54,915
	Income/(loss) before income tax expense/(benefit)	366			(10,297		)	(2,678		)	(2,236		)	23,529			18,414
	Income tax expense/(benefit)	(741		)	(3,532		)	(2,678		)	(2,236		)	6,698			5,769
Net income/(loss)	$	1,107		$	(6,765	)	$	—		$	—		$	16,831		$	12,645
Average common equity	$	70,888		$	71,425		$	—		$	—		$	205,888		$	196,425
Total assets	882,792			835,000			NA			NA			2,527,005			2,463,309
Return on average common equity	NM			NM			NM			NM			10		%	8		%
Overhead ratio	NM			NM			NM			NM			64			75
(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)	9 Months Ended
	Sep. 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)	9 Months Ended
	Sep. 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)	9 Months Ended
	Sep. 30, 2014
Variable Interest Entities [Abstract]	'
Transfers and Servicing of Financial Assets, Policy	'
	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.

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Policies)	9 Months Ended
	Sep. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Mortgage servicing rights policy	'
	MSRs 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)	9 Months Ended
	Sep. 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 September 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
	September 30, 2014 (in millions)	Level 1			Level 2				Level 3							Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	26,972			$	—			$	—		$	26,972
	Securities borrowed	—			1,788				—				—			1,788
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	2			25,309				1,058				—			26,369
	Residential – nonagency	—			1,657				591				—			2,248
	Commercial – nonagency	—			1,011				263				—			1,274
	Total mortgage-backed securities	2			27,977				1,912				—			29,891
	U.S. Treasury and government agencies(a)	28,713			7,346				—				—			36,059
	Obligations of U.S. states and municipalities	—			7,792				1,189				—			8,981
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,819				—				—			1,819
	Non-U.S. government debt securities	29,148			26,750				135				—			56,033
	Corporate debt securities	—			26,202				5,062				—			31,264
	Loans(b)	—			23,322				15,331				—			38,653
	Asset-backed securities	—			3,079				1,220				—			4,299
	Total debt instruments	57,863			124,287				24,849				—			206,999
	Equity securities	113,463			944				834				—			115,241
	Physical commodities(c)	3,448			3,300				2				—			6,750
	Other	—			6,529				2,685				—			9,214
	Total debt and equity instruments(d)	174,774			135,060				28,370				—			338,204
	Derivative receivables:
	Interest rate	428			819,174				4,558				(793,411		)	30,749
	Credit	—			71,086				2,950				(72,797		)	1,239
	Foreign exchange	812			200,899				1,686				(181,667		)	21,730
	Equity	—			46,861				2,856				(40,252		)	9,465
	Commodity	254			36,071				647				(27,702		)	9,270
	Total derivative receivables(e)	1,494			1,174,091				12,697				(1,115,829		)	72,453
	Total trading assets	176,268			1,309,151				41,067				(1,115,829		)	410,657
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			64,451				—				—			64,451
	Residential – nonagency	—			54,711				76				—			54,787
	Commercial – nonagency	—			19,222				287				—			19,509
	Total mortgage-backed securities	—			138,384				363				—			138,747
	U.S. Treasury and government agencies(a)	26,551			59				—				—			26,610
	Obligations of U.S. states and municipalities	—			29,524				—				—			29,524
	Certificates of deposit	—			1,308				—				—			1,308
	Non-U.S. government debt securities	24,725			29,982				—				—			54,707
	Corporate debt securities	—			20,628				—				—			20,628
	Asset-backed securities:
	Collateralized loan obligations	—			29,392				797				—			30,189
	Other	—			12,193				511				—			12,704
	Equity securities	3,115			—				—				—			3,115
	Total available-for-sale securities	54,391			261,470				1,671				—			317,532
	Loans	—			72				3,542				—			3,614
	Mortgage servicing rights (“MSRs”)	—			—				8,236				—			8,236
	Other assets:
	Private equity investments(f)	603			14				4,595				—			5,212
	All other	3,878			339				2,694				—			6,911
	Total other assets	4,481			353				7,289				—			12,123
	Total assets measured at fair value on a recurring basis	$	235,140		$	1,599,806		(g)	$	61,805		(g)	$	(1,115,829	)	$	780,922
	Deposits	$	—		$	5,587			$	2,835			$	—		$	8,422
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			2,863				—				—			2,863
	Other borrowed funds	—			13,169				1,992				—			15,161
	Trading liabilities:
	Debt and equity instruments(d)	64,298			19,953				54				—			84,305
	Derivative payables:
	Interest rate	289			789,514				3,348				(778,479		)	14,672
Credit	—			70,037				2,691				(71,463		)	1,265
Foreign exchange	983			197,709				2,617				(181,235		)	20,074
Equity	—			47,801				5,277				(41,336		)	11,742
Commodity	152			37,874				661				(27,489		)	11,198
Total derivative payables(e)	1,424			1,142,935				14,594				(1,100,002		)	58,951
Total trading liabilities	65,722			1,162,888				14,648				(1,100,002		)	143,256
Accounts payable and other liabilities	—			—				40				—			40
Beneficial interests issued by consolidated VIEs	—			1,634				1,649				—			3,283
Long-term debt	—			18,635				11,960				—			30,595
Total liabilities measured at fair value on a recurring basis	$	65,722		$	1,204,776			$	33,124			$	(1,100,002	)	$	203,620
	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 September 30, 2014, and December 31, 2013, included total U.S. government-sponsored enterprise obligations of $81.1 billion and $91.5 billion, respectively, which were predominantly mortgage-related.
(b)	At September 30, 2014, and December 31, 2013, included within trading loans were $20.9 billion and $14.8 billion, respectively, of residential first-lien mortgages, and $4.3 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 $10.0 billion and $6.0 billion, respectively, and reverse mortgages of $3.5 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 $4.0 billion and $7.6 billion at September 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 $5.6 billion and $8.0 billion at September 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 September 30, 2014, and December 31, 2013, the fair values of these investments were $1.9 billion and $3.2 billion, respectively, of which $414 million and $899 million, respectively, were classified in level 2, and $1.5 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 September 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)
	September 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	$	10,992			Discounted cash flows	Yield	2		%	-	16%	7%
							Prepayment speed	0		%	-	20%	6%
							Conditional default rate	0		%	-	100%	32%
							Loss severity	0		%	-	100%	22%
	Commercial mortgage-backed securities and loans(b)	2,145				Discounted cash flows	Yield	2		%	-	30%	4%
							Conditional default rate	0		%	-	99%	7%
							Loss severity	0		%	-	40%	32%
	Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	16,127				Discounted cash flows	Credit spread	50 bps			-	450 bps	188 bps
							Yield	0		%	-	43%	9%
		5,877				Market comparables	Price	$	—		-	$132	91
	Net interest rate derivatives	1,210				Option pricing	Interest rate correlation	(75		)%	-	93%
							Interest rate spread volatility	0		%	-	60%
	Net credit derivatives(b)(c)	259				Discounted cash flows	Credit correlation	44		%	-	84%
	Net foreign exchange derivatives	(931		)		Option pricing	Foreign exchange correlation	48		%	-	75%
	Net equity derivatives	(2,421		)		Option pricing	Equity volatility	20		%	-	65%
	Net commodity derivatives	(14		)		Discounted cash flows	Forward commodity price	$	20		-	$160	per megawatt hour
	Collateralized loan obligations	797				Discounted cash flows	Credit spread	250 bps			-	525 bps	263 bps
							Prepayment speed	20%					20%
							Conditional default rate	2%					2%
							Loss severity	40%					40%
		339				Market comparables	Price	$	—		-	$102	81
	Mortgage servicing rights (“MSRs”)	8,236				Discounted cash flows	Refer to Note 16.
	Private equity direct investments	4,159				Market comparables	EBITDA multiple	4x			-	14.2x	8.3x
							Liquidity adjustment	0		%	-	20%	7%
	Private equity fund investments	436				Net asset value	Net asset value(e)
	Long-term debt, other borrowed funds, and deposits(d)	15,585				Option pricing	Interest rate correlation	(75		)%	-	93%
							Foreign exchange correlation	0		%	-	75%
							Equity correlation	(45		)%	-	85%
		1,202				Discounted cash flows	Credit correlation	44		%	-	84%
	(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 $498 million of credit derivative receivables and $442 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 $839 million of credit derivative receivables and $759 million of credit derivative payables with underlying asset-backed securities (“ABS”) 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 nine months ended September 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	Fair value at July 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
	(in millions)								Purchases(g)			Sales						Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	1,125		$	(18	)		$	2		$	(12	)				$	(31	)	$	(8	)		$	1,058			$	(18	)
	Residential – nonagency	543			(13		)		224			(120		)				(5		)	(38		)		591				(22		)
	Commercial – nonagency	327			(2		)		251			(323		)				(6		)	16				263				(6		)
	Total mortgage-backed securities	1,995			(33		)		477			(455		)				(42		)	(30		)		1,912				(46		)
	Obligations of U.S. states and municipalities	1,079			158				1			(49		)				—			—				1,189				156
	Non-U.S. government debt securities	128			7				88			(20		)				(1		)	(67		)		135				6
	Corporate debt securities	4,793			(88		)		1,280			(776		)				(72		)	(75		)		5,062				168
	Loans	13,521			(179		)		4,563			(1,476		)				(1,349		)	251				15,331				(184		)
	Asset-backed securities	1,216			(21		)		564			(477		)				(88		)	26				1,220				(27		)
	Total debt instruments	22,732			(156		)		6,973			(3,253		)				(1,552		)	105				24,849				73
	Equity securities	704			22				140			(25		)				(42		)	35				834				19
	Physical commodities	3			(1		)		—			—						—			—				2				—
	Other	2,341			(53		)		480			(66		)				(17		)	—				2,685				(53		)
	Total trading assets – debt and equity instruments	25,780			(188		)	(c)	7,593			(3,344		)				(1,611		)	140				28,370				39			(c)
	Net derivative receivables:(a)
	Interest rate	1,533			(46		)		31			(61		)				(232		)	(15		)		1,210				(133		)
	Credit	134			89				23			(4		)				19			(2		)		259				112
	Foreign exchange	(1,194		)	176				43			(3		)				51			(4		)		(931		)		194
	Equity	(2,206		)	(201		)		699			(791		)				(4		)	82				(2,421		)		(164		)
	Commodity	(122		)	178				—			—						(80		)	10				(14		)		448
	Total net derivative receivables	(1,855		)	196			(c)	796			(859		)				(246		)	71				(1,897		)		457			(c)
	Available-for-sale securities:
	Asset-backed securities	1,322			(25		)		50			—						(39		)	—				1,308				(24		)
	Other	514			(18		)		—			—						(133		)	—				363				(2		)
	Total available-for-sale securities	1,836			(43		)	(d)	50			—						(172		)	—				1,671				(26		)	(d)
	Loans	4,227			(240		)	(c)	233			(89		)				(589		)	—				3,542				(241		)	(c)
	Mortgage servicing rights	8,347			(57		)	(e)	151			11						(216		)	—				8,236				(57		)	(e)
	Other assets:
	Private equity investments	4,883			166			(c)	3			(458		)				1			—				4,595				365			(c)
	All other	2,776			(1		)	(f)	14			(5		)				(90		)	—				2,694				(1		)	(f)
		Fair value measurements using significant unobservable inputs
	Three months ended	Fair value at July 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
	(in millions)								Purchases			Sales			Issuances			Settlements
	Liabilities:(b)
	Deposits	$	2,838		$	(52	)	(c)	$	—		$	—		$	452		$	(44	)	$	(359	)		$	2,835			$	(52	)	(c)
	Other borrowed funds	1,538			(45		)	(c)	—			—			1,575			(1,494		)	418				1,992				(41		)	(c)
	Trading liabilities – debt and equity instruments	80			(12		)	(c)	(36		)	22			—			9			(9		)		54				(12		)	(c)
	Accounts payable and other liabilities	45			—			(c)	—			—			—			(5		)	—				40				—			(c)
	Beneficial interests issued by consolidated VIEs	1,062			(42		)	(c)	—			—			653			(24		)	—				1,649				(44		)	(c)
	Long-term debt	11,746			(382		)	(c)	—			—			2,175			(1,583		)	4				11,960				(266		)	(c)
		Fair value measurements using significant unobservable inputs
	Three months ended	Fair value at July 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-Sep-13																								30-Sep-13					to financial instruments held at September 30, 2013
	(in millions)								Purchases(g)				Sales						Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	901		$	(21	)		$	33			$	(9	)				$	(23	)	$	—			$	881			$	(14	)
	Residential – nonagency	615			61				146				(185		)				(24		)	—				613				43
	Commercial – nonagency	1,271			239				162				(1,224		)				(134		)	—				314				1
	Total mortgage-backed securities	2,787			279				341				(1,418		)				(181		)	—				1,808				30
	Obligations of U.S. states and municipalities	1,221			(5		)		419				(32		)				(3		)	—				1,600				1
Non-U.S. government debt securities	136			(9		)		368				(415		)				(1		)	—				79				(6		)
Corporate debt securities	5,735			(22		)		584				(1,413		)				(41		)	34				4,877				15
Loans	10,940			515				2,873				(1,610		)				(595		)	(132		)		11,991				470
Asset-backed securities	1,428			2				262				(427		)				(108		)	(15		)		1,142				5
Total debt instruments	22,247			760				4,847				(5,315		)				(929		)	(113		)		21,497				515
Equity securities	1,039			19				32				(54		)				(3		)	(17		)		1,016				105
Physical commodities	16			—				—				(8		)				—			—				8				—
Other	1,105			81				419				(74		)				(70		)	—				1,461				71
Total trading assets – debt and equity instruments	24,407			860			(c)	5,298				(5,451		)				(1,002		)	(130		)		23,982				691			(c)
Net derivative receivables:(a)
Interest rate	2,101			548				160				(68		)				(26		)	(40		)		2,675				382
Credit	921			(271		)		5				(11		)				(146		)	(1		)		497				(259		)
Foreign exchange	(1,218		)	(122		)		6				(4		)				135			(2		)		(1,205		)		(252		)
Equity	(2,291		)	601			(i)	224			(i)	(245		)	(i)			(535		)	308				(1,938		)		(572		)
Commodity	71			83				—				—						(248		)	41				(53		)		(44		)
Total net derivative receivables	(416		)	839			(c)	395				(328		)				(820		)	306				(24		)		(745		)	(c)
Available-for-sale securities:
Asset-backed securities	1,125			2				179				—						(13		)	—				1,293				2
Other	824			8				361				(4		)				(6		)	30				1,213				8
Total available-for-sale securities	1,949			10			(d)	540				(4		)				(19		)	30				2,506				10			(d)
Loans	1,843			78			(c)	286				(86		)				(116		)	—				2,005				63			(c)
Mortgage servicing rights	9,335			(93		)	(e)	534				—						(286		)	—				9,490				(93		)	(e)
Other assets:
Private equity investments	7,105			469			(c)	419				(161		)				(14		)	—				7,818				521			(c)
All other	3,680			6			(f)	42				(27		)				(153		)	—				3,548				(4		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at July 1, 2013			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at September 30, 2013					Change in unrealized (gains)/
30-Sep-13																													losses related
(in millions)								Purchases				Sales			Issuances			Settlements											to financial instruments held at September 30, 2013
Liabilities:(b)
Deposits	$	2,190		$	(2	)	(c)	$	—			$	—		$	334		$	(26	)	$	(296	)		$	2,200			$	(3	)	(c)
Other borrowed funds	2,673			9			(c)	—				—			1,405			(1,823		)	85				2,349				64			(c)
Trading liabilities – debt and equity instruments	104			(6		)	(c)	(118		)		130			—			(14		)	—				96				(9		)	(c)
Accounts payable and other liabilities	32			—				—				—			—			(3		)	—				29				—
Beneficial interests issued by consolidated VIEs	863			71			(c)	—				—			145			(33		)	—				1,046				47			(c)
Long-term debt	9,202			403			(c)	—				—			1,645			(1,393		)	(45		)		9,812				(290		)	(c)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,005		$	12			$	345		$	(186	)				$	(91	)	$	(27	)		$	1,058			$	16
Residential – nonagency	726			78				597			(634		)				(29		)	(147		)		591				5
Commercial – nonagency	432			26				832			(804		)				(54		)	(169		)		263				(5		)
Total mortgage-backed securities	2,163			116				1,774			(1,624		)				(174		)	(343		)		1,912				16
Obligations of U.S. states and municipalities	1,382			145				1			(339		)				—			—				1,189				14
Non-U.S. government debt securities	143			26				523			(539		)				(3		)	(15		)		135				9
Corporate debt securities	5,920			280				3,640			(2,791		)				(1,736		)	(251		)		5,062				458
Loans	13,455			512				9,850			(4,378		)				(4,067		)	(41		)		15,331				297
Asset-backed securities	1,272			49				1,921			(1,809		)				(259		)	46				1,220				(19		)
Total debt instruments	24,335			1,128				17,709			(11,480		)				(6,239		)	(604		)		24,849				775
Equity securities	885			121				225			(100		)				(76		)	(221		)		834				92
Physical commodities	4			(1		)		—			—						(1		)	—				2				(1		)
Other	2,000			116				1,190			(244		)				(112		)	(265		)		2,685				122
Total trading assets – debt and equity instruments	27,224			1,364			(c)	19,124			(11,824		)				(6,428		)	(1,090		)		28,370				988			(c)
Net derivative receivables:(a)
Interest rate	2,379			(20		)		129			(167		)				(997		)	(114		)		1,210				(643		)
Credit	95			(150		)		245			(25		)				146			(52		)		259				(74		)
Foreign exchange	(1,200		)	(166		)		137			(22		)				306			14				(931		)		(389		)
Equity	(1,063		)	(273		)		1,557			(2,371		)				47			(318		)		(2,421		)		239
Commodity	115			6				1			—						(93		)	(43		)		(14		)		(126		)
Total net derivative receivables	326			(603		)	(c)	2,069			(2,585		)				(591		)	(513		)		(1,897		)		(993		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(36		)		275			(2		)				(80		)	63				1,308				(36		)
Other	1,234			(20		)		122			—						(201		)	(772		)		363				(3		)
Total available-for-sale securities	2,322			(56		)	(d)	397			(2		)				(281		)	(709		)		1,671				(39		)	(d)
Loans	1,931			(168		)	(c)	3,313			(231		)				(1,303		)	—				3,542				(208		)	(c)
Mortgage servicing rights	9,614			(1,028		)	(e)	527			(175		)				(702		)	—				8,236				(1,028		)	(e)
Other assets:
Private equity investments	6,474			430			(c)	112			(1,945		)				(435		)	(41		)		4,595				278			(c)
All other	3,176			(27		)	(f)	149			(159		)				(445		)	—				2,694				(26		)	(f)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-14																							30-Sep-14					to financial instruments held at September 30, 2014
(in millions)								Purchases			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,255		$	59		(c)	$	—		$	—		$	1,261		$	(110	)	$	(630	)		$	2,835			$	61		(c)
Other borrowed funds	2,074			(138		)	(c)	—			—			4,251			(4,981		)	786				1,992				51			(c)
Trading liabilities – debt and equity instruments	113			(16		)	(c)	(298		)	301			—			1			(47		)		54				(6		)	(c)
Accounts payable and other liabilities	25			27			(c)	—			—			—			(12		)	—				40				—			(c)
Beneficial interests issued by consolidated VIEs	1,240			59			(c)	—			—			735			(283		)	(102		)		1,649				45			(c)
Long-term debt	10,008			157			(c)	—			—			5,919			(3,962		)	(162		)		11,960				231			(c)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-13																								30-Sep-13					to financial instruments held at September 30, 2013
(in millions)								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	498		$	119			$	426			$	(88	)				$	(74	)	$	—			$	881			$	143
Residential – nonagency	663			373				580				(925		)				(73		)	(5		)		613				185
Commercial – nonagency	1,207			114				601				(1,402		)				(206		)	—				314				(5		)
Total mortgage-backed securities	2,368			606				1,607				(2,415		)				(353		)	(5		)		1,808				323
Obligations of U.S. states and municipalities	1,436			13				472				(115		)				(206		)	—				1,600				23
Non-U.S. government debt securities	67			2				1,002				(1,097		)				(5		)	110				79				1
Corporate debt securities	5,308			(146		)		5,762				(4,931		)				(1,488		)	372				4,877				104
Loans	10,787			384				8,281				(5,360		)				(1,986		)	(115		)		11,991				127
Asset-backed securities	3,696			161				1,302				(1,961		)				(255		)	(1,801		)		1,142				173
Total debt instruments	23,662			1,020				18,426				(15,879		)				(4,293		)	(1,439		)		21,497				751
Equity securities	1,114			10				236				(202		)				(68		)	(74		)		1,016				3
Physical commodities	—			—				—				(8		)				—			16				8				—
Other	863			168				545				(94		)				(151		)	130				1,461				215
Total trading assets – debt and equity instruments	25,639			1,198			(c)	19,207				(16,183		)				(4,512		)	(1,367		)		23,982				969			(c)
Net derivative receivables:(a)
Interest rate	3,322			979				275				(193		)				(1,873		)	165				2,675				155
Credit	1,873			(1,095		)		55				(12		)				(335		)	11				497				(1,128		)
Foreign exchange	(1,750		)	(77		)		(1		)		(7		)				648			(18		)		(1,205		)		(276		)
Equity	(1,806		)	1,140			(i)	760			(i)	(892		)	(i)			(1,345		)	205				(1,938		)		499
Commodity	254			736				11				(3		)				(1,102		)	51				(53		)		125
Total net derivative receivables	1,893			1,683			(c)	1,100				(1,107		)				(4,007		)	414				(24		)		(625		)	(c)
Available-for-sale securities:
Asset-backed securities	28,024			7				579				—						(57		)	(27,260		)		1,293				7
Other	892			(1		)		368				(17		)				(59		)	30				1,213				13
Total available-for-sale securities	28,916			6			(d)	947				(17		)				(116		)	(27,230		)		2,506				20			(d)
Loans	2,282			49			(c)	614				(142		)				(798		)	—				2,005				(47		)	(c)
Mortgage servicing rights	7,614			1,254			(e)	1,873				(418		)				(833		)	—				9,490				1,254			(e)
Other assets:
Private equity investments	7,181			634			(c)	622				(264		)				(355		)	—				7,818				322			(c)
All other	4,258			(19		)	(f)	177				(322		)				(546		)	—				3,548				(55		)	(f)
	Fair value measurements using significant unobservable inputs
Nine 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-Sep-13																								30-Sep-13					to financial instruments held at September 30, 2013
(in millions)								Purchases				Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	1,983		$	(107	)	(c)	$	—			$	—		$	946		$	(183	)	$	(439	)		$	2,200			$	(38	)	(c)
Other borrowed funds	1,619			(260		)	(c)	—				—			5,556			(4,742		)	176				2,349				(192		)	(c)
Trading liabilities – debt and equity instruments	205			(74		)	(c)	(1,977		)		2,136			—			(48		)	(146		)		96				12			(c)
Accounts payable and other liabilities	36			1			(f)	—				—			—			(8		)	—				29				1			(f)
Beneficial interests issued by consolidated VIEs	925			96			(c)	—				—			196			(171		)	—				1,046				(18		)	(c)
Long-term debt	8,476			(502		)	(c)	—				—			5,378			(2,996		)	(544		)		9,812				(440		)	(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 September 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 $(30) million and $17 million for the three months ended September 30, 2014 and 2013, and $(43) million and $145 million for the nine months ended September 30, 2014 and 2013, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(12) million and $13 million for the three months ended September 30, 2014 and 2013 and $(13) million and $45 million for the nine months ended September 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)	Sep 30, 2014				Dec 31, 2013
	Derivative receivables balance(a)	$	72,453			$	65,759
	Derivative payables balance(a)	58,951				57,314
	Derivatives CVA(b)(c)	(2,156		)		(2,352		)
	Derivatives DVA and FVA(b)(d)	(339		)		(322		)
	Structured notes balance(a)(e)	54,178				48,808
	Structured notes DVA and FVA(b)(f)	1,292				952
	(a)	Balances are presented net of applicable credit valuation adjustments (“CVA”) and debt 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 September 30, 2014, and December 31, 2013, included derivatives DVA of $688 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 September 30, 2014, and December 31, 2013, included $1.1 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 September 30, 2014, and December 31, 2013 included structured notes DVA of $1.6 billion and $1.4 billion, respectively.
Impact of credit adjustments on earnings	'
	The following table provides the impact of credit and funding adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
		Three months ended								Nine months
		September 30,								ended
										September 30,
	(in millions)	2014				2013				2014				2013
	Credit adjustments:
	Derivatives CVA(a)	$	(57	)		$	364			$	196			$	1,245
	Derivatives DVA and FVA(b)	144				(66		)		(17		)		33
	Structured notes DVA and FVA(c)	161				(331		)		340				51
	(a)	Derivatives CVA includes results managed by the credit portfolio group and other businesses.
	(b)	Included derivatives DVA of $68 million and $(66) million for the three months ended September 30, 2014 and 2013 and $(27) million and $33 million for the nine months ended September 30, 2014 and 2013, respectively.
	(c)	Included structured notes DVA of $190 million and $(331) million for the three months ended September 30, 2014 and 2013 and $209 million and $51 million for the nine months ended September 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 September 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.
		September 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	$	25.4		$	25.4		$	—		$	—		$	25.4			$	39.8		$	39.8		$	—		$	—		$	39.8
	Deposits with banks	414.3			409.1			5.2			—			414.3				316.1			309.7			6.4			—			316.1
	Accrued interest and accounts receivable	75.5			—			75.4			0.1			75.5				65.2			—			64.9			0.3			65.2
	Federal funds sold and securities purchased under resale agreements	187.4			—			187.4			—			187.4				223			—			223			—			223
	Securities borrowed	117.1			—			117.1			—			117.1				107.7			—			107.7			—			107.7
	Securities, held-to-maturity(a)	48.8			—			50.1			—			50.1				24			—			23.7			—			23.7
	Loans, net of allowance for loan losses(b)	724.8			—			17			711.4			728.4				720.1			—			23			697.2			720.2
	Other(c)	54.1			—			51.4			6.4			57.8				58.2			—			54.5			7.4			61.9
	Financial liabilities
	Deposits	$	1,326.10		$	—		$	1,325.10		$	1.2		$	1,326.30			$	1,281.10		$	—		$	1,280.30		$	1.2		$	1,281.50
	Federal funds purchased and securities loaned or sold under repurchase agreements	195.9			—			195.9			—			195.9				175.7			—			175.7			—			175.7
	Commercial paper	60			—			60			—			60				57.8			—			57.8			—			57.8
	Other borrowed funds	16.7						16.7			—			16.7				14.7			—			14.7			—			14.7
	Accounts payable and other liabilities	178.8			—			175.8			2.9			178.7				160.2			—			158.2			1.8			160
	Beneficial interests issued by consolidated VIEs	44.3			—			42.2			2.1			44.3				47.6			—			44.3			3.2			47.5
	Long-term debt and junior subordinated deferrable interest debentures(d)	238.1			—			241.3			3.5			244.8				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 96–108 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.
		September 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		$	—		$	—		$	1.6		$	1.6			$	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 September 30,									Nine months ended September 30,
	(in millions)		2014					2013				2014				2013
	Trading assets – debt and equity instruments		$	331,536				$	315,575			$	324,019			$	347,649
	Trading assets – derivative receivables		65,786					71,657				63,815				73,950
	Trading liabilities – debt and equity instruments(a)		85,407					83,306				85,289				76,541
	Trading liabilities – derivative payables		51,524					63,378				51,379				66,083
	(a)	Primarily represent securities sold, not yet purchased.

Fair_Value_Option_Tables

Fair Value Option (Tables)	9 Months Ended
	Sep. 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 nine months ended September 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 September 30,
		2014													2013
	(in millions)	Principal transactions				All other income				Total changes in fair					Principal transactions				All other income				Total changes in fair value recorded
										value recorded
	Federal funds sold and securities purchased under resale agreements	$	(114	)		$	—			$	(114	)			$	11			$	—			$	11
	Securities borrowed	(3		)		—				(3		)			(7		)		—				(7		)
	Trading assets:
	Debt and equity instruments, excluding loans(a)	20				1			(c)	21					160				—				160
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	140				10			(c)	150					316				(15		)	(c)	301
	Other changes in fair value	98				249			(c)	347					(19		)		282			(c)	263
	Loans:
	Changes in instrument-specific credit risk	3				—				3					22				—				22
	Other changes in fair value	(2		)		—				(2		)			(10		)		—				(10		)
	Other assets	6				21			(d)	27					6				(42		)	(d)	(36		)
	Deposits(a)(b)	117				—				117					(158		)		—				(158		)
	Federal funds purchased and securities loaned or sold under repurchase agreements	15				—				15					8				—				8
	Other borrowed funds(a)(b)	(56		)		—				(56		)			(127		)		—				(127		)
	Trading liabilities	(2		)		—				(2		)			(9		)		—				(9		)
	Beneficial interests issued by consolidated VIEs	(54		)		—				(54		)			(85		)		—				(85		)
	Other liabilities	—				—				—					—				—				—
	Long-term debt:
	Changes in instrument-specific credit risk(b)	162				—				162					(163		)		—				(163		)
	Other changes in fair value(a)	170				—				170					262				—				262
		Nine months ended September 30,
		2014													2013
	(in millions)	Principal transactions				All other income				Total changes in fair					Principal transactions				All other income				Total changes in fair value recorded
										value recorded
	Federal funds sold and securities purchased under resale agreements	$	(58	)		$	—			$	(58	)			$	(347	)		$	—			$	(347	)
	Securities borrowed	(8		)		—				(8		)			11				—				11
	Trading assets:
	Debt and equity instruments, excluding loans(a)	495				2			(c)	497					402				7			(c)	409
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	894				22			(c)	916					855				23			(c)	878
	Other changes in fair value	200				941			(c)	1,141					(97		)		1,487			(c)	1,390
	Loans:
	Changes in instrument-specific credit risk	31				—				31					16				—				16
	Other changes in fair value	29				—				29					11				—				11
	Other assets	18				(121		)	(d)	(103		)			27				(131		)	(d)	(104		)
	Deposits(a)(b)	(94		)		—				(94		)			139				—				139
	Federal funds purchased and securities loaned or sold under repurchase agreements	(19		)		—				(19		)			53				—				53
	Other borrowed funds(a)(b)	(1,227		)		—				(1,227		)			253				—				253
	Trading liabilities	(11		)		—				(11		)			(41		)		—				(41		)
	Beneficial interests issued by consolidated VIEs	(191		)		—				(191		)			(182		)		—				(182		)
	Other liabilities	(27		)		—				(27		)			—				(1		)	(d)	(1		)
	Long-term debt:
	Changes in instrument-specific credit risk(b)	167				—				167					29				—				29
	Other changes in fair value(a)	(621		)		—				(621		)			1,231				—				1,231
	(a)	Prior periods have been revised to conform with the current presentation.
	(b)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $190 million and $(331) million for the three months ended September 30, 2014 and 2013, respectively, and $209 million and $51 million for the nine months ended September 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.
	(c)	Reported in mortgage fees and related income.
	(d)	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 September 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.
		September 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	$	4,205			$	1,056		$	(3,149	)		$	5,156			$	1,491		$	(3,665	)
	Loans	201				115			(86		)		209				154			(55		)
	Subtotal	4,406				1,171			(3,235		)		5,365				1,645			(3,720		)
	All other performing loans
	Loans reported as trading assets	40,888				37,597			(3,291		)		33,069				29,295			(3,774		)
	Loans	3,275				3,259			(16		)		1,618				1,563			(55		)
	Total loans	$	48,569			$	42,027		$	(6,542	)		$	40,052			$	32,503		$	(7,549	)
	Long-term debt
	Principal-protected debt	$	14,416		(c)	$	14,631		$	215			$	15,797		(c)	$	15,909		$	112
	Nonprincipal-protected debt(b)	NA				15,964			NA				NA				12,969			NA
	Total long-term debt	NA				$	30,595		NA				NA				$	28,878		NA
	Long-term beneficial interests
	Nonprincipal-protected debt(b)	NA				$	3,283		NA				NA				$	1,996		NA
	Total long-term beneficial interests	NA				$	3,283		NA				NA				$	1,996		NA
	(a)	There were no performing loans that were ninety days or more past due as of September 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.
		September 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	$	9,742		$	449		$	2,029		$	12,220			$	9,516		$	615		$	1,270		$	11,401
	Credit	4,295			182			—			4,477				4,248			13			—			4,261
	Foreign exchange	2,451			70			15			2,536				2,321			194			27			2,542
	Equity	12,698			13,377			4,148			30,223				11,082			11,936			3,736			26,754
	Commodity	1,287			454			1,834			3,575				1,260			310			1,133			2,703
	Total structured notes	$	30,473		$	14,532		$	8,026		$	53,031			$	28,427		$	13,068		$	6,166		$	47,661

Derivative_Instruments_Tables

Derivative Instruments (Tables)	9 Months Ended
	Sep. 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 September 30, 2014, and December 31, 2013.
		Notional amounts(c)
	(in billions)	September 30,			31-Dec-13
		2014
	Interest rate contracts
	Swaps	$	29,792		$	35,221
	Futures and forwards(a)	11,067			11,238
	Written options(a)	4,107			4,059
	Purchased options	4,487			4,187
	Total interest rate contracts	49,453			54,705
	Credit derivatives(a)(b)	4,658			5,331
	Foreign exchange contracts
	Cross-currency swaps	3,497			3,488
	Spot, futures and forwards	5,103			3,773
	Written options	869			659
	Purchased options	848			652
	Total foreign exchange contracts	10,317			8,572
	Equity contracts
	Swaps(a)	206			187
	Futures and forwards(a)	51			50
	Written options	509			425
	Purchased options	431			380
	Total equity contracts	1,197			1,042
	Commodity contracts
	Swaps	121			124
	Spot, futures and forwards	196			234
	Written options	205			202
	Purchased options	199			203
	Total commodity contracts	721			763
	Total derivative notional amounts	$	66,346		$	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 121 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 September 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-Sep-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	$	820,941		$	3,219		$	824,160		$	30,749			$	790,431		$	2,720		$	793,151		$	14,672
	Credit	74,036			—			74,036			1,239				72,728			—			72,728			1,265
	Foreign exchange	199,913			3,484			203,397			21,730				200,537			772			201,309			20,074
	Equity	49,717			—			49,717			9,465				53,078			—			53,078			11,742
	Commodity	36,433			539			36,972			9,270				38,264			423			38,687			11,198
	Total fair value of trading assets and liabilities	$	1,181,040		$	7,242		$	1,188,282		$	72,453			$	1,155,038		$	3,915		$	1,158,953		$	58,951
		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 September 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-Sep-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”)	$	488,454		$	(463,899	)		$	24,555			$	486,449		$	(466,493	)		$	19,956
	OTC–cleared	329,537			(329,512		)		25				362,426			(362,404		)		22
	Exchange traded(a)	—			—				—				—			—				—
	Total interest rate contracts	817,991			(793,411		)		24,580				848,875			(828,897		)		19,978
	Credit contracts:
	OTC	64,251			(63,674		)		577				66,269			(65,725		)		544
	OTC–cleared	9,250			(9,123		)		127				16,841			(16,279		)		562
	Total credit contracts	73,501			(72,797		)		704				83,110			(82,004		)		1,106
	Foreign exchange contracts:
	OTC	196,570			(181,610		)		14,960				148,953			(136,763		)		12,190
	OTC–cleared	61			(57		)		4				46			(46		)		—
	Exchange traded(a)	—			—				—				—			—				—
	Total foreign exchange contracts	196,631			(181,667		)		14,964				148,999			(136,809		)		12,190
	Equity contracts:
	OTC	23,262			(22,971		)		291				31,870			(29,289		)		2,581
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	20,578			(17,281		)		3,297				17,732			(11,415		)		6,317
	Total equity contracts	43,840			(40,252		)		3,588				49,602			(40,704		)		8,898
	Commodity contracts:
	OTC	20,871			(14,565		)		6,306				21,619			(15,082		)		6,537
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	14,665			(13,137		)		1,528				12,528			(11,212		)		1,316
	Total commodity contracts	35,536			(27,702		)		7,834				34,147			(26,294		)		7,853
	Derivative receivables with appropriate legal opinion	$	1,167,499		$	(1,115,829	)	(b)	$	51,670			$	1,164,733		$	(1,114,708	)	(b)	$	50,025
	Derivative receivables where an appropriate legal opinion has not been either sought or obtained	20,783							20,783				15,734							15,734
	Total derivative receivables recognized on the Consolidated Balance Sheets	$	1,188,282						$	72,453			$	1,180,467						$	65,759
	(a)	Exchange traded derivative amounts that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $65.4 billion and $63.9 billion at September 30, 2014, and December 31, 2013, respectively.
Offsetting liabilities	'
	The following table presents, as of September 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-Sep-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	$	463,497		$	(453,127	)		$	10,370			$	467,850		$	(458,081	)		$	9,769
	OTC–cleared	326,416			(325,352		)		1,064				354,698			(353,990		)		708
	Exchange traded(a)	—			—				—				—			—				—
	Total interest rate contracts	789,913			(778,479		)		11,434				822,548			(812,071		)		10,477
	Credit contracts:
	OTC	62,800			(61,977		)		823				65,223			(63,671		)		1,552
	OTC–cleared	9,486			(9,486		)		—				16,506			(16,450		)		56
	Total credit contracts	72,286			(71,463		)		823				81,729			(80,121		)		1,608
	Foreign exchange contracts:
	OTC	195,505			(181,185		)		14,320				155,110			(144,119		)		10,991
	OTC–cleared	50			(50		)		—				61			(59		)		2
	Exchange traded(a)	—			—				—				—			—				—
	Total foreign exchange contracts	195,555			(181,235		)		14,320				155,171			(144,178		)		10,993
	Equity contracts:
	OTC	28,755			(24,055		)		4,700				33,295			(28,520		)		4,775
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	18,268			(17,281		)		987				17,349			(11,415		)		5,934
	Total equity contracts	47,023			(41,336		)		5,687				50,644			(39,935		)		10,709
	Commodity contracts:
	OTC	23,013			(14,352		)		8,661				21,993			(15,318		)		6,675
	OTC–cleared	—			—				—				—			—				—
	Exchange traded(a)	14,421			(13,137		)		1,284				12,367			(11,212		)		1,155
	Total commodity contracts	37,434			(27,489		)		9,945				34,360			(26,530		)		7,830
	Derivative payables with appropriate legal opinions	$	1,142,211		$	(1,100,002	)	(b)	$	42,209			$	1,144,452		$	(1,102,835	)	(b)	$	41,617
	Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,742							16,742				15,697							15,697
	Total derivative payables recognized on the Consolidated Balance Sheets	$	1,158,953						$	58,951			$	1,160,149						$	57,314
	(a)	Exchange traded derivative balances that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $49.6 billion and $52.1 billion related to OTC and OTC-cleared derivatives at September 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 September 30, 2014, and December 31, 2013.
	OTC and OTC-cleared derivative payables containing downgrade triggers
	(in millions)	September 30,			31-Dec-13
		2014
	Aggregate fair value of net derivative payables	$	25,561		$	24,631
	Collateral posted	20,905			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 September 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-Sep-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)	$	1,013		$	3,277			$	952		$	3,244
	Amount required to settle contracts with termination triggers upon downgrade(b)	372			722				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 September 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-Sep-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	$	51,670		$	(14,244	)	(a)	$	37,426			$	50,025		$	(12,414	)	(a)	$	37,611
	Derivative payable collateral(b)
		30-Sep-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	$	42,209		$	(7,762	)	(a)	$	34,447			$	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 nine months ended September 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 September 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
	Contract type
	Interest rate(a)	$	(286	)	$	651		$	365			$	27		$	338
	Foreign exchange(b)	6,008			(6,052		)	(44		)		—			(44		)
	Commodity(c)	284			(236		)	48				10			38
	Total	$	6,006		$	(5,637	)	$	369			$	37		$	332
		Gains/(losses) recorded in income										Income statement impact due to:
	Three months ended September 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
	Contract type
	Interest rate(a)	$	(151	)	$	484		$	333			$	(18	)	$	351
	Foreign exchange(b)	(3,766		)	3,701			(65		)		—			(65		)
	Commodity(c)	(842		)	547			(295		)		18			(313		)
	Total	$	(4,759	)	$	4,732		$	(27	)		$	—		$	(27	)
		Gains/(losses) recorded in income										Income statement impact due to:
	Nine months ended September 30, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
	Contract type
	Interest rate(a)	$	1,035		$	(17	)	$	1,018			$	99		$	919
	Foreign exchange(b)	5,222			(5,421		)	(199		)		—			(199		)
	Commodity(c)	(97		)	278			181				38			143
	Total	$	6,160		$	(5,160	)	$	1,000			$	137		$	863
		Gains/(losses) recorded in income										Income statement impact due to:
	Nine months ended September 30, 2013 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
	Contract type
	Interest rate(a)	$	(2,757	)	$	3,793		$	1,036			$	(118	)	$	1,154
	Foreign exchange(b)	267			(419		)	(152		)		—			(152		)
	Commodity(c)	366			(1,265		)	(899		)		6			(905		)
	Total	$	(2,124	)	$	2,109		$	(15	)		$	(112	)	$	97
	(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)	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.
	(e)	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 nine months ended September 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 September 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)	$	(12	)	$	—		$	(12	)	$	26		$	38
	Foreign exchange(b)	43			—			43			(92		)	(135		)
	Total	$	31		$	—		$	31		$	(66	)	$	(97	)
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Three months ended September 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)	$	(15	)	$	—		$	(15	)	$	(3	)	$	12
	Foreign exchange(b)	8			—			8			109			101
	Total	$	(7	)	$	—		$	(7	)	$	106		$	113
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Nine months ended September 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)	$	(48	)	$	—		$	(48	)	$	160		$	208
	Foreign exchange(b)	81			—			81			(11		)	(92		)
	Total	$	33		$	—		$	33		$	149		$	116
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Nine months ended September 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)	$	(56	)	$	—		$	(56	)	$	(529	)	$	(473	)
	Foreign exchange(b)	(14		)	—			(14		)	(7		)	7
	Total	$	(70	)	$	—		$	(70	)	$	(536	)	$	(466	)
	(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 nine months ended September 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 nine months ended September 30, 2014 and 2013.
		Gains/(losses) recorded in income and
		other comprehensive income/(loss)
		2014									2013
	Three months ended September 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		$	(114	)		$	1,185				$	(112	)		$	(343	)
		Gains/(losses) recorded in income and
		other comprehensive income/(loss)
		2014									2013
	Nine months ended September 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		$	(341	)		$	823				$	(274	)		$	648
	(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 nine months ended September 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						Nine months ended September 30,
		September 30,
	(in millions)	2014			2013			2014			2013
	Contract type
	Interest rate(a)	$	321		$	(40	)	$	1,428		$	687
	Credit(b)	1			(32		)	(40		)	(71		)
	Foreign exchange(c)	(2		)	—			(5		)	1
	Commodity(d)	16			34			178			108
	Total	$	336		$	(38	)	$	1,561		$	725
	(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
	September 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	$	(2,262,580	)		$	2,284,067		$	21,487			$	12,793
	Other credit derivatives(a)	(43,715		)		34,967			(8,747		)		19,797
	Total credit derivatives	(2,306,295		)		2,319,034			12,740				32,590
	Credit-related notes	(103		)		—			(103		)		2,869
	Total	$	(2,306,398	)		$	2,319,034		$	12,637			$	35,459
		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 September 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
	30-Sep-14	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair				Net fair value
	(in millions)													notional amount								value of payables(c)
	Risk rating of reference entity
	Investment-grade	$	(348,060	)		$	(1,246,407	)		$	(93,156	)		$	(1,687,623	)		$	28,786			$	(3,780	)		$	25,006
	Noninvestment-grade	(147,648		)		(445,043		)		(26,084		)		(618,775		)		22,160				(18,014		)		4,146
	Total	$	(495,708	)		$	(1,691,450	)		$	(119,240	)		$	(2,306,398	)		$	50,946			$	(21,794	)		$	29,152
	31-Dec-13	<1 year				1–5 years				>5 years				Total				Fair value of receivables(c)				Fair				Net fair value
	(in millions)													notional amount								value of payables(c)
	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)	9 Months Ended
	Sep. 30, 2014
Noninterest Income [Abstract]	'
Components of investment banking fees	'
	The following table presents the components of investment banking fees.
		Three months ended September 30,				Nine months ended
						September 30,
	(in millions)	2014		2013		2014		2013
	Underwriting
	Equity	$	414	$	333	$	1,244	$	1,063
	Debt	710		851		2,269		2,724
	Total underwriting	1,124		1,184		3,513		3,787
	Advisory	414		323		1,196		882
	Total investment banking fees	$	1,538	$	1,507	$	4,709	$	4,669
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 September 30,				Nine months ended
						September 30,
	(in millions)	2014		2013		2014		2013
	Trading revenue
	by instrument type(a)
	Interest rate	$	655	$	196	$	1,636	$	1,080
	Credit	556		515		1,685		2,517
	Foreign exchange	381		377		1,249		1,579
	Equity	638		575		2,202		2,561
	Commodity(b)	411		509		1,446		1,748
	Total trading revenue	2,641		2,172		8,218		9,485
	Private equity	325		490		978		698
	gains/(losses)(c)
	Principal transactions	$	2,966	$	2,662	$	9,196	$	10,183
	(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 September 30,				Nine months ended
						September 30,
	(in millions)	2014		2013		2014		2013
	Asset management fees
	Investment management fees(a)	$	2,311	$	1,962	$	6,667	$	5,735
	All other asset management fees(b)	120		117		374		381
	Total asset management fees	2,431		2,079		7,041		6,116
	Total administration fees(c)	536		511		1,627		1,587
	Commission and other fees
	Brokerage commissions	567		569		1,766		1,774
	All other commissions and fees	444		508		1,387		1,654
	Total commissions and fees	1,011		1,077		3,153		3,428
	Total asset management, administration and commissions	$	3,978	$	3,667	$	11,821	$	11,131
	(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)	9 Months Ended
	Sep. 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 ended September 30,							Nine months ended
									September 30,
	(in millions)	2014			2013				2014			2013
	Interest income
	Loans	$	8,060		$	8,300			$	24,138		$	25,154
	Taxable securities	1,903			1,750				5,743			5,038
	Tax-exempt securities	387			247				1,041			627
	Total securities	2,290			1,997				6,784			5,665
	Trading assets	1,855			1,902			(d)	5,453			6,237			(d)
	Federal funds sold and securities purchased under resale agreements	400			487				1,234			1,491
	Securities borrowed(a)	(150		)	(35		)		(369		)	(71		)
	Deposits with banks	300			264				835			649
	Other assets(b)	171			151				505			378
	Total interest income	12,926			13,066			(d)	38,580			39,503			(d)
	Interest expense
	Interest-bearing deposits	399			514				1,242			1,598
	Short-term and other liabilities(c)	238			428			(d)	1,121			1,328			(d)
	Long-term debt	1,084			1,236				3,337			3,792
	Beneficial interests issued by consolidated VIEs	98			113				308			373
	Total interest expense	1,819			2,291			(d)	6,008			7,091			(d)
	Net interest income	11,107			10,775				32,572			32,412
	Provision for credit losses	757			(543		)		2,299			121
	Net interest income after provision for credit losses	$	10,350		$	11,318			$	30,273		$	32,291
	(a)	Negative interest income for the three and nine months ended September 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)	9 Months Ended
	Sep. 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 September 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	70		$	78		$	8		$	8		$	—		$	1
	Interest cost on benefit obligations	133			112			34			33			9			9
	Expected return on plan assets	(247		)	(239		)	(42		)	(36		)	(25		)	(24		)
	Amortization:
	Net (gain)/loss	6			68			12			12			—			—
	Prior service cost/(credit)	(9		)	(10		)	(1		)	(1		)	—			—
	Net periodic defined benefit cost	(47		)	9			11			16			(16		)	(14		)
	Other defined benefit pension plans(a)	3			4			2			2			NA			NA
	Total defined benefit plans	(44		)	13			13			18			(16		)	(14		)
	Total defined contribution plans	115			114			87			77			NA			NA
	Total pension and OPEB cost included in compensation expense	$	71		$	127		$	100		$	95		$	(16	)	$	(14	)
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Nine months ended September 30, (in millions)	2014			2013			2014			2013			2014			2013
	Components of net periodic benefit cost
	Benefits earned during the period	$	210		$	235		$	25		$	25		$	—		$	1
	Interest cost on benefit obligations	401			335			104			93			27			27
	Expected return on plan assets	(739		)	(716		)	(131		)	(104		)	(75		)	(70		)
	Amortization:
	Net (gain)/loss	19			203			36			36			—			1
	Prior service cost/(credit)	(31		)	(31		)	(1		)	(2		)	—			—
	Net periodic defined benefit cost	(140		)	26			33			48			(48		)	(41		)
	Other defined benefit pension plans(a)	10			11			5			8			NA			NA
	Total defined benefit plans	(130		)	37			38			56			(48		)	(41		)
	Total defined contribution plans	333			334			254			236			NA			NA
	Total pension and OPEB cost included in compensation expense	$	203		$	371		$	292		$	292		$	(48	)	$	(41	)
	(a)	Includes various defined benefit pension plans which are individually immaterial.

Employee_Stock_Based_Incentive1

Employee Stock Based Incentives (Tables)	9 Months Ended
	Sep. 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				Nine months
		September 30,				ended
						September 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	$	326	$	347	$	1,071	$	1,103
	Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	213		160		610		631
	Total noncash compensation expense related to employee stock-based incentive plans	$	539	$	507	$	1,681	$	1,734

Noninterest_Expense_Tables

Noninterest Expense (Tables)	9 Months Ended
	Sep. 30, 2014
Noninterest Expense [Abstract]	'
Components of noninterest expense	'
	The following table presents the components of noninterest expense.
		Three months ended September 30,				Nine months ended September 30,
	(in millions)	2014		2013		2014		2013
	Compensation expense	$	7,831	$	7,325	$	23,300	$	23,758
	Noncompensation expense:
	Occupancy expense	978		947		2,903		2,752
	Technology, communications and equipment expense	1,465		1,356		4,309		4,049
	Professional and outside services	1,907		1,897		5,625		5,532
	Marketing	610		588		1,824		1,755
	Other expense(a)(b)	2,956		11,373		7,590		16,625
	Amortization of intangibles	51		140		314		444
	Total noncompensation expense	7,967		16,301		22,565		31,157
	Total noninterest expense	$	15,798	$	23,626	$	45,865	$	54,915
	(a)	Included Firmwide legal expense of $1.1 billion and $9.3 billion for the three months ended September 30, 2014 and 2013, respectively, and $1.8 billion and $10.3 billion for the nine months ended September 30, 2014 and 2013, respectively.
	(b)	Included Federal Deposit Insurance Corporation-related (“FDIC”) expense of $250 million and $362 million for the three months ended September 30, 2014 and 2013, respectively, and $809 million and $1.1 billion for the nine months ended September 30, 2014 and 2013, respectively.

Securities_Tables

Securities (Tables)	9 Months Ended
	Sep. 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							Nine months
		ended September 30,							ended September 30,
	(in millions)	2014			2013				2014				2013
	Realized gains	$	41		$	268			$	265			$	932
	Realized losses	(33		)	(223		)		(215		)		(254		)
	Net realized gains(a)	8			45				50				678
	OTTI losses:
	Securities the Firm intends to sell	(2		)	(19		)		(2		)	(b)	(19		)	(b)
	Total OTTI losses recognized in income	(2		)	(19		)		(2		)		(19		)
	Net securities gains	$	6		$	26			$	48			$	659
	(a)	Total proceeds from securities sold were within approximately 1% of amortized cost for both the three and nine months ended September 30, 2014, and 1% and 2% of amortized cost for the three and nine months ended September 30, 2013, respectively.
	(b)	Excludes realized losses of $3 million and $6 million
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-Sep-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)	$	62,581		$	2,070		$	200			$	64,451			$	76,428		$	2,364	$	977	$	77,815
	Residential:
	Prime and Alt-A	4,025			70			28				4,067				2,744			61		27		2,778
	Subprime	723			19			—				742				908			23		1		930
	Non-U.S.	48,696			1,282			—				49,978				57,448			1,314		1		58,761
	Commercial	19,064			457			12				19,509				15,891			560		26		16,425
	Total mortgage-backed securities	135,089			3,898			240				138,747				153,419			4,322		1,032		156,709
	U.S. Treasury and government agencies(a)	26,520			93			3				26,610				21,310			385		306		21,389
	Obligations of U.S. states and municipalities	27,569			1,993			38				29,524				29,741			707		987		29,461
	Certificates of deposit	1,309			1			2				1,308				1,041			1		1		1,041
	Non-U.S. government debt securities	53,548			1,194			35				54,707				55,507			863		122		56,248
	Corporate debt securities	20,098			543			13				20,628				21,043			498		29		21,512
	Asset-backed securities:
	Collateralized loan obligations	30,092			199			102				30,189				28,130			236		136		28,230
	Other	12,492			215			3				12,704				12,062			186		3		12,245
	Total available-for-sale debt securities	306,717			8,136			436				314,417				322,253			7,198		2,616		326,835
	Available-for-sale equity securities	3,102			13			—				3,115				3,125			17		—		3,142
	Total available-for-sale securities	$	309,819		$	8,149		$	436			$	317,532			$	325,378		$	7,215	$	2,616	$	329,977
	Total held-to-maturity securities(b)	$	48,826		$	1,226		$	2			$	50,050			$	24,026		$	22	$	317	$	23,731
	(a)	Included total U.S. government-sponsored enterprise obligations with fair values of $58.4 billion and $67.0 billion at September 30, 2014, and December 31, 2013, respectively.
	(b)	As of September 30, 2014, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $35.7 billion, MBS issued by U.S. government agencies with an amortized cost of $3.9 billion and obligations of U.S. states and municipalities with an amortized cost of $9.2 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 September 30, 2014, and December 31, 2013.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	September 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	$	5,942		$	21			$	6,711		$	179		$	12,653		$	200
	Residential:
	Prime and Alt-A	925			3				429			25			1,354			28
	Subprime	—			—				—			—			—			—
	Non-U.S.	—			—				—			—			—			—
	Commercial	2,236			9				282			3			2,518			12
	Total mortgage-backed securities	9,103			33				7,422			207			16,525			240
	U.S. Treasury and government agencies	502			1				1,994			2			2,496			3
	Obligations of U.S. states and municipalities	2,660			34				163			4			2,823			38
	Certificates of deposit	1,256			2				—			—			1,256			2
	Non-U.S. government debt securities	6,037			10				1,185			25			7,222			35
	Corporate debt securities	2,001			9				321			4			2,322			13
	Asset-backed securities:
	Collateralized loan obligations	9,996			35				7,517			67			17,513			102
	Other	381			3				—			—			381			3
	Total available-for-sale debt securities	31,936			127				18,602			309			50,538			436
	Available-for-sale equity securities	—			—				—			—			—			—
	Held-to-maturity securities	998			2				—			—			998			2
	Total securities with gross unrealized losses	$	32,934		$	129			$	18,602		$	309		$	51,536		$	438
		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 nine months ended September 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 September30,							Nine months
									ended
									September 30,
	(in millions)	2014			2013				2014			2013
	Balance, beginning of period	$	1		$	519			$	1		$	522
	Reductions:
	Sales and redemptions	—			—				—			(3		)
	of credit-impaired securities
	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 September 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-Sep-14	year or less									10 years(c)
	(in millions)
	Available-for-sale debt securities
	Mortgage-backed securities(a)
	Amortized cost	$	889		$	13,473		$	6,177		$	114,550		$	135,089
	Fair value	899			13,865			6,395			117,588			138,747
	Average yield(b)	2.82		%	1.98		%	2.92		%	2.92		%	2.82		%
	U.S. Treasury and government agencies(a)
	Amortized cost	$	11,989		$	3,498		$	10,034		$	999		$	26,520
	Fair value	12,005			3,498			10,050			1,057			26,610
	Average yield(b)	0.33		%	0.32		%	0.2		%	0.76		%	0.3		%
	Obligations of U.S. states and municipalities
	Amortized cost	$	49		$	484		$	1,389		$	25,647		$	27,569
	Fair value	49			506			1,458			27,511			29,524
	Average yield(b)	3.93		%	4.09		%	4.46		%	6.8		%	6.63		%
	Certificates of deposit
	Amortized cost	$	1,258		$	51		$	—		$	—		$	1,309
	Fair value	1,256			52			—			—			1,308
	Average yield(b)	2.29		%	3.28		%	—		%	—		%	2.33		%
	Non-U.S. government debt securities
	Amortized cost	$	13,357		$	14,296		$	23,853		$	2,042		$	53,548
	Fair value	13,387			14,581			24,553			2,186			54,707
	Average yield(b)	3.06		%	2.42		%	1.15		%	1.38		%	1.98		%
	Corporate debt securities
	Amortized cost	$	5,053		$	9,717		$	5,208		$	120		$	20,098
	Fair value	5,072			9,989			5,447			120			20,628
	Average yield(b)	2.14		%	2.36		%	2.48		%	3.9		%	2.35		%
	Asset-backed securities
	Amortized cost	$	4		$	2,119		$	17,852		$	22,609		$	42,584
	Fair value	4			2,137			18,022			22,730			42,893
	Average yield(b)	2.15		%	1.85		%	1.76		%	1.79		%	1.78		%
	Total available-for-sale debt securities
	Amortized cost	$	32,599		$	43,638		$	64,513		$	165,967		$	306,717
	Fair value	32,672			44,628			65,925			171,192			314,417
	Average yield(b)	1.88		%	2.09		%	1.52		%	3.33		%	2.62		%
	Available-for-sale equity securities
	Amortized cost	$	—		$	—		$	—		$	3,102		$	3,102
	Fair value	—			—			—			3,115			3,115
	Average yield(b)	—		%	—		%	—		%	0.2		%	0.2		%
	Total available-for-sale securities
	Amortized cost	$	32,599		$	43,638		$	64,513		$	169,069		$	309,819
	Fair value	32,672			44,628			65,925			174,307			317,532
	Average yield(b)	1.88		%	2.09		%	1.52		%	3.28		%	2.6		%
	Total held-to-maturity securities
	Amortized cost	$	—		$	55		$	442		$	48,329		$	48,826
	Fair value	—			55			460			49,535			50,050
	Average yield(b)	—			4.34		%	4.82		%	3.95		%	3.96%
	(a)	U.S. government-sponsored enterprises and the U.S. Department of the Treasury were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at September 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, is approximately six years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and five years for U.S. nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie1

Securities Financing Activities (Tables)	9 Months Ended
	Sep. 30, 2014
Securities Financing Transactions Disclosures [Abstract]	'
Schedule of securities purchased under resale agreements, netting & securities borrowed	'
	The following table presents as of September 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.
		September 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	$	348,990	$	(142,187	)	$	206,803				$	354,814	$	(115,408	)	$	239,406
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	7,231					7,231					8,279					8,279
	Total securities purchased under resale agreements	$	356,221	$	(142,187	)	$	214,034		(a)		$	363,093	$	(115,408	)	$	247,685		(a)
	Securities borrowed	$	118,873	NA			$	118,873		(b)(c)		$	111,465	NA			$	111,465		(b)(c)
	(a)	At September 30, 2014, and December 31, 2013, included securities purchased under resale agreements of $27.0 billion and $25.1 billion, respectively, accounted for at fair value.
	(b)	At September 30, 2014, and December 31, 2013, included securities borrowed of $1.8 billion and $3.7 billion, respectively, accounted for at fair value.
	(c)	Included $40.8 billion and $26.9 billion at September 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 September 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 table below excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		30-Sep-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	$	206,803		$	(201,764	)	$	(143	)	$	4,896		$	239,406			$	(234,495	)	$	(98	)	$	4,813
	Securities borrowed	$	78,074		$	(75,819	)	$	—		$	2,255		$	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 September 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.
		September 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	$	297,202	$	(142,187	)	$	155,015				$	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)	22,366					22,366					18,143		(f)				18,143			(f)
	Total securities sold under repurchase agreements	$	319,568	$	(142,187	)	$	177,381		(c)		$	275,773		$	(115,408	)	$	160,365		(c)
	Securities loaned(b)	$	25,985	NA			$	25,985		(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 $5.9 billion and $5.8 billion at September 30, 2014, and December 31, 2013, respectively, when acting as lender and as presented within other liabilities in the Consolidated Balance Sheets.
	(c)	At September 30, 2014, and December 31, 2013, included securities sold under repurchase agreements of $2.9 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 September 30, 2014.
	(e)	Included $368 million and $397 million at September 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 September 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 table below excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		30-Sep-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	$	155,015		$	(152,442	)	$	(420	)	$	2,153		$	142,222		(d)	$	(139,051	)	(d)	$	(450	)	$	2,721
	Securities loaned	$	25,617		$	(25,302	)	$	—		$	315		$	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)	9 Months Ended
	Sep. 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.
	September 30, 2014	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	288,379		$	126,564		$	320,361		$	735,304		(b)
	Held-for-sale	481			395			3,463			4,339
	At fair value	—			—			3,614			3,614
	Total	$	288,860		$	126,959		$	327,438		$	743,257
	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 $1.5 billion and $1.9 billion at September 30, 2014, and December 31, 2013, respectively.
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
	September 30,
	(in millions)
	Purchases		$	1,945		(a)(b)	$	—		$	312		$	2,257			$	1,632		(a)(b)	$	—		$	184		$	1,816
	Sales		1,573				272			1,814			3,659				1,152				—			854			2,006
	Retained loans reclassified to held-for-sale		232				186			50			468				28				309			206			543
			2014														2013
	Nine months ended		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	September 30,
	(in millions)
	Purchases		$	5,694		(a)(b)	$	—		$	589		$	6,283			$	5,847		(a)(b)	$	328		$	470		$	6,645
	Sales		3,816				272			6,493			10,581				3,814				—			3,432			7,246
	Retained loans reclassified to held-for-sale		1,034				401			559			1,994				736				309			1,227			2,272
	(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 $4.1 billion and $2.0 billion for the three months ended September 30, 2014 and 2013, respectively, and $8.2 billion and $4.2 billion for the nine months ended September 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							Nine months ended
		September 30,							September 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	$	97		$	32			$	223		$	288
	Credit card	(9		)	3				(9		)	3
	Wholesale	26			(15		)		53			(22		)
	Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	114		$	20			$	267		$	269
	(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)	September 30,			December 31,
		2014			2013
	Residential real estate –
	excluding PCI
	Home equity:
	Senior lien	$	15,760		$	17,113
	Junior lien	36,919			40,750
	Mortgages:
	Prime, including option ARMs	98,140			87,162
	Subprime	5,498			7,104
	Other consumer loans
	Auto	52,778			52,757
	Business banking	19,648			18,951
	Student and other	11,149			11,557
	Residential real estate – PCI
	Home equity	17,572			18,927
	Prime mortgage	10,887			12,038
	Subprime mortgage	3,790			4,175
	Option ARMs	16,238			17,915
	Total retained loans	$	288,379		$	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)	September 30,			December 31,
		2014			2013
	Loan delinquency
	Current and less than 30 days	$	124,752		$	125,335
	past due and still accruing
	30–89 days past due and still accruing	962			1,108
	90 or more days past due and still accruing	850			1,022
	Nonaccrual loans	—			—
	Total retained credit card loans	$	126,564		$	127,465
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.43		%	1.67		%
	% of 90+ days past due to total retained loans	0.67			0.8
	Credit card loans by geographic region
	California	$	17,238		$	17,194
	Texas	10,648			10,400
	New York	10,642			10,497
	Illinois	7,390			7,412
	Florida	7,140			7,178
	New Jersey	5,575			5,554
	Ohio	4,732			4,881
	Pennsylvania	4,359			4,462
	Michigan	3,524			3,618
	Virginia	3,183			3,239
	All other	52,133			53,030
	Total retained credit card loans	$	126,564		$	127,465
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	83.8		%	85.1		%
	Less than 660	16.2			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)	September 30,			December 31,
		2014			2013
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	1,953		$	2,746
	Modified credit card loans that have reverted to pre-modification payment terms(d)	274			369
	Total impaired credit card loans(e)	$	2,227		$	3,115
	Allowance for loan losses related to impaired credit card loans	$	500		$	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 September 30, 2014, and December 31, 2013, $170 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 $104 million and $143 million at September 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 September 30,							Nine months ended
									September 30,
	(in millions)	2014			2013				2014			2013
	Average impaired	$	2,342		$	3,657			$	2,630		$	4,079
	credit card loans
	Interest income on	29			47				97			157
	impaired credit card loans
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	Three months							Nine months
	weighted-average data)	ended September 30,							ended September 30,
		2014			2013				2014			2013
	Weighted-average interest rate of loans – before TDR	14.96		%	15.26		%		15.01		%	15.38		%
	Weighted-average interest rate of loans – after TDR	4.4			4.3				4.37			4.42
	Loans that redefaulted within one year of modification(a)	$	29		$	43			$	92		$	128
	(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,	Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,			Sep 30,			Dec 31,
	except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014			2013
	Loans by risk ratings
	Investment-grade	$	60,559		$	57,690			$	58,376		$	52,195			$	26,929		$	26,712			$	8,691		$	9,979			$	81,356		$	79,494		$	235,911		$	226,070
	Noninvestment-grade:
	Noncriticized	46,262			43,477				15,534			14,381				7,281			6,674				238			440				9,936			10,992			79,251			75,964
	Criticized performing	2,333			2,385				1,551			2,229				307			272				3			42				346			480			4,540			5,408
	Criticized nonaccrual	218			294				259			346				13			25				—			1				169			155			659			821
	Total noninvestment-	48,813			46,156				17,344			16,956				7,601			6,971				241			483				10,451			11,627			84,450			82,193
	grade
	Total retained loans	$	109,372		$	103,846			$	75,720		$	69,151			$	34,530		$	33,683			$	8,932		$	10,462			$	91,807		$	91,121		$	320,361		$	308,263
	% of total criticized to	2.33		%	2.58		%		2.39		%	3.72		%		0.93		%	0.88		%		0.03		%	0.41		%		0.56		%	0.7		%	1.62		%	2.02		%
	total retained loans
	% of nonaccrual loans	0.2			0.28				0.34			0.5				0.04			0.07				—			0.01				0.18			0.17			0.21			0.27
	to total retained loans
	Loans by geographic
	distribution(a)
	Total non-U.S.	$	35,470		$	34,440			$	2,531		$	1,369			$	19,978		$	22,726			$	1,203		$	2,146			$	44,254		$	43,376		$	103,436		$	104,057
	Total U.S.	73,902			69,406				73,189			67,782				14,552			10,957				7,729			8,316				47,553			47,745			216,925			204,206
	Total retained loans	$	109,372		$	103,846			$	75,720		$	69,151			$	34,530		$	33,683			$	8,932		$	10,462			$	91,807		$	91,121		$	320,361		$	308,263
	Loan delinquency(b)
	Current and less than	$	108,911		$	103,357			$	75,217		$	68,627			$	34,417		$	33,426			$	8,912		$	10,421			$	90,282		$	89,717		$	317,739		$	305,548
	30 days past due and
	still accruing
	30–89 days past due	233			181				216			164				100			226				18			40				1,333			1,233			1,900			1,844
	and still accruing
	90 or more days	10			14				28			14				—			6				2			—				23			16			63			50
	past due and
	still accruing(c)
	Criticized nonaccrual	218			294				259			346				13			25				—			1				169			155			659			821
	Total retained loans	$	109,372		$	103,846			$	75,720		$	69,151			$	34,530		$	33,683			$	8,932		$	10,462			$	91,807		$	91,121		$	320,361		$	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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,			Sep 30,				Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013			2014				2013
	Impaired loans
	With an allowance	$	198		$	236			$	194		$	258			$	11		$	17			$	—		$	1			$	105		$	85		$	508			$	597
	Without an allowance(a)	20			58				66			109				2			8				—			—				68			73			156				248
	Total impaired loans	$	218		$	294			$	260		$	367			$	13		$	25			$	—		$	1			$	173		$	158		$	664		(c)	$	845	(c)
	Allowance for loan losses related to impaired loans	$	56		$	75			$	38		$	63			$	4		$	16			$	—		$	—			$	26		$	27		$	124			$	181
	Unpaid principal balance of impaired	273			448				333			454				13			24				—			1				222			241			841				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 September 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							Nine months
		ended September 30,							ended September 30,
	(in millions)	2014			2013				2014			2013
	Commercial and industrial	$	245		$	342			$	262		$	445
	Real estate	287			450				316			500
	Financial institutions	17			18				19			12
	Government agencies	—			1				—			—
	Other	162			215				163			222
	Total(a)	$	711		$	1,026			$	760		$	1,179
	(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and nine months ended September 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 September 30,		Commercial and industrial								Real estate								Other (b)								Total
	(in millions)		2014				2013				2014				2013				2014				2013				2014				2013
	Beginning balance of TDRs		$	110			$	109			$	74			$	111			$	22			$	34			$	206			$	254
	New TDRs		20				$	—			4				—				11				—				35				—
	Increases to existing TDRs		—				—				—				—				—				—				—				—
	Charge-offs post-modification		—				—				—				—				—				—				—				—
	Sales and other(a)		(18		)		(30		)		(18		)		(9		)		(1		)		(9		)		(37		)		(48		)
	Ending balance of TDRs		$	112			$	79			$	60			$	102			$	32			$	25			$	204			$	206
	Nine months ended September 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		68				$	41			14				41				14				37				96				119
	Increases to existing TDRs		11				4				—				—				—				—				11				4
	Charge-offs post-modification		—				(1		)		—				(3		)		(1		)		—				(1		)		(4		)
	Sales and other(a)		(44		)		(540		)		(42		)		(35		)		(14		)		(34		)		(100		)		(609		)
	Ending balance of TDRs		$	112			$	79			$	60			$	102			$	32			$	25			$	204			$	206
	TDRs on nonaccrual status		$	104			$	79			$	54			$	69			$	36			$	25			$	194			$	173
	Additional commitments to lend to borrowers whose loans have been modified in TDRs		13				15				—				—				—				4				13				19
	(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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loan delinquency(a)
	Current	$	15,165		$	16,470			$	36,145		$	39,864			$	87,220		$	76,108			$	4,716		$	5,956			$	143,246		$	138,398
	30–149 days past due	249			298				533			662				3,888			3,155				505			646				5,175			4,761
	150 or more days past due	346			345				241			224				7,032			7,899				277			502				7,896			8,970
	Total retained loans	$	15,760		$	17,113			$	36,919		$	40,750			$	98,140		$	87,162			$	5,498		$	7,104			$	156,317		$	152,129
	% of 30+ days past due to	3.78		%	3.76		%		2.1		%	2.17		%		1.6		%	2.32		%		14.22		%	16.16		%		2.38		%	3.09		%
	total retained loans(b)
	90 or more days past due and	$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—
	still accruing
	90 or more days past due and	—			—				—			—				7,550			7,823				—			—				7,550			7,823
	government guaranteed(c)
	Nonaccrual loans	910			932				1,585			1,876				2,341			2,666				1,100			1,390				5,936			6,864
	Current estimated LTV ratios(d)(e)(f)
	Greater than 125% and refreshed
	FICO scores:
	Equal to or greater than 660	$	17		$	40			$	406		$	1,101			$	1,100		$	1,084			$	10		$	52			$	1,533		$	2,277
	Less than 660	9			22				127			346				144			303				54			197				334			868
	101% to 125% and refreshed
	FICO scores:
	Equal to or greater than 660	120			212				2,876			4,645				765			1,433				121			249				3,882			6,539
	Less than 660	60			107				843			1,407				338			687				290			597				1,531			2,798
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	534			858				6,544			7,995				3,107			4,528				477			614				10,662			13,995
	Less than 660	220			326				1,830			2,128				1,004			1,579				825			1,141				3,879			5,174
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	12,541			13,186				20,693			19,732				73,266			58,477				1,741			1,961				108,241			93,356
	Less than 660	2,259			2,362				3,600			3,396				5,191			5,359				1,980			2,293				13,030			13,410
	U.S. government-guaranteed	—			—				—			—				13,225			13,712				—			—				13,225			13,712
	Total retained loans	$	15,760		$	17,113			$	36,919		$	40,750			$	98,140		$	87,162			$	5,498		$	7,104			$	156,317		$	152,129
	Geographic region
	California	$	2,223		$	2,397			$	8,356		$	9,240			$	25,812		$	21,876			$	796		$	1,069			$	37,187		$	34,582
	New York	2,573			2,732				7,728			8,429				15,682			14,085				729			942				26,712			26,188
	Illinois	1,173			1,248				2,571			2,815				6,076			5,216				225			280				10,045			9,559
	Florida	782			847				1,964			2,167				4,908			4,598				683			885				8,337			8,497
	Texas	1,796			2,044				1,057			1,199				4,335			3,565				189			220				7,377			7,028
	New Jersey	602			630				2,267			2,442				3,116			2,679				248			339				6,233			6,090
	Arizona	929			1,019				1,644			1,827				1,622			1,385				123			144				4,318			4,375
	Washington	516			555				1,256			1,378				2,194			1,951				118			150				4,084			4,034
	Michigan	739			799				874			976				1,095			998				131			178				2,839			2,951
	Ohio	1,181			1,298				797			907				546			466				121			161				2,645			2,832
	All other(g)	3,246			3,544				8,405			9,370				32,754			30,343				2,135			2,736				46,540			45,993
	Total retained loans	$	15,760		$	17,113			$	36,919		$	40,750			$	98,140		$	87,162			$	5,498		$	7,104			$	156,317		$	152,129
	(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.9 billion and $4.7 billion; 30–149 days past due included $3.2 billion and $2.4 billion; and 150 or more days past due included $6.1 billion and $6.6 billion at September 30, 2014, and December 31, 2013, respectively.
	(b)	At September 30, 2014, and December 31, 2013, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $9.3 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 September 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 loan-to-value (“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 September 30, 2014, and December 31, 2013, included mortgage loans insured by U.S. government agencies of $13.2 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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Impaired loans
	With an allowance	$	548		$	567			$	721		$	727			$	5,327		$	5,871			$	2,506		$	2,989			$	9,102		$	10,154
	Without an allowance(a)	561			579				583			592				1,243			1,133				684			709				3,071			3,013
	Total impaired loans(b)(c)	$	1,109		$	1,146			$	1,304		$	1,319			$	6,570		$	7,004			$	3,190		$	3,698			$	12,173		$	13,167
	Allowance for loan losses related to impaired loans	$	90		$	94			$	157		$	162			$	136		$	144			$	99		$	94			$	482		$	494
	Unpaid principal balance of impaired loans(d)	1,463			1,515				2,615			2,625				8,330			8,990				4,584			5,461				16,992			18,591
	Impaired loans on nonaccrual status(e)	627			641				627			666				1,626			1,737				972			1,127				3,852			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 September 30, 2014, and December 31, 2013, $6.1 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 September 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 both September 30, 2014, and December 31, 2013, nonaccrual loans included $3.0 billion 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 September 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	$	1,115		$	1,156			$	14		$	15			$	9		$	10
	Junior lien	1,310			1,309				20			21				13			14
	Mortgages
	Prime, including option ARMs	6,657			7,310				65			72				14			16
	Subprime	3,411			3,799				45			50				13			13
	Total residential real estate – excluding PCI	$	12,493		$	13,574			$	144		$	158			$	49		$	53
	Nine months ended September 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		$	1,151			$	42		$	44			$	28		$	30
	Junior lien	1,316			1,293				61			62				40			41
	Mortgages
	Prime, including option ARMs	6,811			7,239				199			211				41			45
	Subprime	3,551			3,819				141			150				39			42
	Total residential real estate – excluding PCI	$	12,806		$	13,502			$	443		$	467			$	148		$	158
	(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
	September 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	$	1,119		$	1,160			$	1,310		$	1,315			$	6,718		$	7,303			$	3,478		$	3,825			$	12,625		$	13,603
	New TDRs	27			35				53			70				89			224				29			66				198			395
	Charge-offs post-modification(a)	(5		)	(7		)		(12		)	(18		)		(3		)	(12		)		(11		)	(16		)		(31		)	(53		)
	Foreclosures and other liquidations (e.g., short sales)	(3		)	(3		)		(4		)	(7		)		(16		)	(42		)		(9		)	(20		)		(32		)	(72		)
	Principal payments and other	(29		)	(30		)		(43		)	(51		)		(218		)	(184		)		(297		)	(85		)		(587		)	(350		)
	Ending balance of TDRs	$	1,109		$	1,155			$	1,304		$	1,309			$	6,570		$	7,289			$	3,190		$	3,770			$	12,173		$	13,523
	Permanent modifications	$	1,074		$	1,114			$	1,301		$	1,304			$	6,475		$	7,069			$	3,142		$	3,639			$	11,992		$	13,126
	Trial modifications	$	35		$	41			$	3		$	5			$	95		$	220			$	48		$	131			$	181		$	397
	Nine months ended	Home equity														Mortgages														Total residential
	September 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	74			175				157			299				208			852				82			283				521			1,609
	Charge-offs post-modification(a)	(16		)	(25		)		(42		)	(75		)		(14		)	(45		)		(44		)	(81		)		(116		)	(226		)
	Foreclosures and other liquidations (e.g., short sales)	(14		)	(12		)		(10		)	(18		)		(60		)	(116		)		(30		)	(58		)		(114		)	(204		)
	Principal payments and other	(81		)	(75		)		(120		)	(120		)		(568		)	(520		)		(516		)	(186		)		(1,285		)	(901		)
	Ending balance of TDRs	$	1,109		$	1,155			$	1,304		$	1,309			$	6,570		$	7,289			$	3,190		$	3,770			$	12,173		$	13,523
	Permanent modifications	$	1,074		$	1,114			$	1,301		$	1,304			$	6,475		$	7,069			$	3,142		$	3,639			$	11,992		$	13,126
	Trial modifications	$	35		$	41			$	3		$	5			$	95		$	220			$	48		$	131			$	181		$	397
	(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 September 30, 2014, there were approximately 34,000 of such Chapter 7 loans, consisting of approximately 8,200 senior lien home equity loans, 20,900 junior lien home equity loans, 2,800 prime mortgage, including option ARMs, and 2,100 subprime mortgages.
	Three months ended September 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	232		347			164		146			274		584			502		960			1,172		2,037
	Number of loans permanently modified	333		410			581		1,012			1,267		1,046			1,420		1,200			3,601		3,668
	Concession granted:(a)
	Interest rate reduction	43	%	68	%		84	%	90	%		23	%	72	%		26	%	73	%		36	%	77	%
	Term or payment extension	53		77			84		80			18		77			29		60			36		72
	Principal and/or interest deferred	10		16			22		21			7		35			6		17			9		23
	Principal forgiveness	50		40			20		36			73		33			72		45			62		39
	Other(b)	—		—			—		—			4		22			7		14			4		11
	Nine months ended September 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	651		1,409			505		514			790		2,416			1,530		3,572			3,476		7,911
	Number of loans permanently modified	854		1,360			2,238		3,681			2,184		3,659			2,680		4,347			7,956		13,047
	Concession granted:(a)
	Interest rate reduction	56	%	71	%		85	%	88	%		40	%	73	%		43	%	71	%		56	%	77	%
	Term or payment extension	71		74			83		78			46		71			49		54			60		67
	Principal and/or interest deferred	12		12			22		23			17		30			11		13			16		20
	Principal forgiveness	38		39			26		36			54		38			57		50			45		42
	Other(b)	—		—			—		—			9		24			9		14			6		11
	(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 September 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	6.05		%	5.95		%		4.81		%	5.14		%		4.16		%	5.04		%		6.97		%	7.17		%		5.14		%	5.67		%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	3.13			3.04				2.07			2.26				2.77			2.68				3.45			3.42				2.87			2.85
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			20				19			19				25			25				22			24				22			24
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	31			32				35			34				37			38				35			36				35			36
	Charge-offs recognized upon permanent modification	$	1		$	2			$	2		$	16			$	1		$	4			$	1		$	—			$	5		$	22
	Principal deferred	1			2				2			4				8			40				4			13				15			59
	Principal forgiven	6			7				3			13				51			46				49			47				109			113
	Number of loans that redefaulted within one year of permanent modification(a)	66			112				219			311				152			156				303			288				740			867
	Balance of loans that redefaulted within one year of permanent modification(a)	$	5		$	6			$	3		$	6			$	35		$	35			$	32		$	28			$	75		$	75
	Nine months ended September 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	6.45		%	6.35		%		4.83		%	5.14		%		4.81		%	5.27		%		7.29		%	7.39		%		5.63		%	5.89		%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	3.03			3.32				1.95			2.23				2.7			2.78				3.44			3.51				2.79			2.94
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			19				19			19				25			25				24			24				23			23
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30			32				35			34				37			37				36			35				36			36
	Charge-offs recognized upon permanent modification	$	2		$	6			$	24		$	58			$	5		$	15			$	2		$	6			$	33		$	85
	Principal deferred	3			5				8			18				31			107				15			34				57			164
	Principal forgiven	12			24				20			42				76			176				81			186				189			428
	Number of loans that redefaulted within one year of permanent modification(a)	193			327				563			845				408			533				696			857				1,860			2,562
	Balance of loans that redefaulted within one year of permanent modification(a)	$	14		$	22			$	8		$	17			$	97		$	134			$	72		$	84			$	191		$	257
	(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 September 30, 2014, and December 31, 2013.
			Delinquencies																Total 30+ day delinquency rate
	30-Sep-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)		$	248			$	74			$	142			$	26,398			1.76	%
	Beyond the revolving period		98				29				80				7,206				2.87
	HELOANs		66				18				19				3,315				3.11
	Total		$	412			$	121			$	241			$	36,919			2.1	%
			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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Carrying value(a)	$	17,572		$	18,927			$	10,887		$	12,038			$	3,790		$	4,175			$	16,238		$	17,915			$	48,487		$	53,055
	Related allowance for loan losses(b)	1,758			1,758				1,530			1,726				180			180				194			494				3,662			4,158
	Loan delinquency (based on unpaid principal balance)
	Current	$	16,792		$	18,135			$	9,193		$	10,118			$	3,666		$	4,012			$	14,253		$	15,501			$	43,904		$	47,766
	30–149 days past due	442			583				527			589				572			662				843			1,006				2,384			2,840
	150 or more days past due	1,028			1,112				926			1,169				594			797				2,032			2,716				4,580			5,794
	Total loans	$	18,262		$	19,830			$	10,646		$	11,876			$	4,832		$	5,471			$	17,128		$	19,223			$	50,868		$	56,400
	% of 30+ days past due to total loans	8.05		%	8.55		%		13.65		%	14.8		%		24.13		%	26.67		%		16.79		%	19.36		%		13.69		%	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	$	482		$	1,168			$	38		$	240			$	38		$	115			$	88		$	301			$	646		$	1,824
	Less than 660	258			662				85			290				156			459				151			575				650			1,986
	101% to 125% and refreshed FICO scores:
	Equal to or greater than 660	2,112			3,248				447			1,017				205			316				540			1,164				3,304			5,745
	Less than 660	1,004			1,541				388			884				514			919				738			1,563				2,644			4,907
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	4,257			4,473				2,099			2,787				509			544				2,334			3,311				9,199			11,115
	Less than 660	1,714			1,782				1,330			1,699				1,044			1,197				2,038			2,769				6,126			7,447
	Lower than 80% and refreshed FICO scores:
	Equal to or greater than 660	6,291			5,077				3,962			2,897				760			521				6,962			5,671				17,975			14,166
	Less than 660	2,144			1,879				2,297			2,062				1,606			1,400				4,277			3,869				10,324			9,210
	Total unpaid principal balance	$	18,262		$	19,830			$	10,646		$	11,876			$	4,832		$	5,471			$	17,128		$	19,223			$	50,868		$	56,400
	Geographic region (based on unpaid principal balance)
	California	$	10,984		$	11,937			$	6,186		$	6,845			$	1,170		$	1,293			$	9,483		$	10,419			$	27,823		$	30,494
	New York	897			962				699			807				482			563				984			1,196				3,062			3,528
	Illinois	416			451				313			353				240			283				412			481				1,381			1,568
	Florida	1,738			1,865				719			826				455			526				1,523			1,817				4,435			5,034
	Texas	287			327				95			106				289			328				89			100				760			861
	New Jersey	354			381				293			334				177			213				594			701				1,418			1,629
	Arizona	333			361				171			187				88			95				239			264				831			907
	Washington	988			1,072				233			266				99			112				410			463				1,730			1,913
	Michigan	56			62				172			189				134			145				188			206				550			602
	Ohio	21			23				49			55				75			84				70			75				215			237
	All other	2,188			2,389				1,716			1,908				1,623			1,829				3,136			3,501				8,663			9,627
	Total unpaid principal balance	$	18,262		$	19,830			$	10,646		$	11,876			$	4,832		$	5,471			$	17,128		$	19,223			$	50,868		$	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 nine months ended September 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 September 30,							Nine months ended September 30,
		2014			2013				2014			2013
	Beginning balance	$	15,275		$	18,606			$	16,167		$	18,457
	Accretion into interest income	(471		)	(535		)		(1,480		)	(1,673		)
	Changes in interest rates on variable-rate loans	(75		)	(102		)		(141		)	(212		)
	Other changes in expected cash flows(a)	242			(259		)		425			1,138
	Balance at September 30	$	14,971		$	17,710			$	14,971		$	17,710
	Accretable yield percentage	4.1		%	4.24		%		4.22		%	4.32		%
	(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 nine months ended September 30, 2014, and for the three months ended September 30, 2013, other changes in expected cash flows were driven by changes in prepayment assumptions. For the nine months ended September 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 September 30, 2014, and December 31, 2013.
			Delinquencies																Total 30+ day delinquency rate
	30-Sep-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)		$	160			$	56			$	411			$	9,863			6.36	%
	Beyond the revolving period(c)		63				22				139				3,646				6.14
	HELOANs		21				6				39				772				8.55
	Total		$	244			$	84			$	589			$	14,281			6.42	%
			Delinquencies																Total 30+ day delinquency rate
	31-Dec-13		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)		$	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
		Sep 30,				Dec 31,				Sep 30,			Dec 31,				Sep 30,				Dec 31,				Sep 30,				Dec 31,
		2014				2013				2014			2013				2014				2013				2014				2013
	Loan delinquency(a)
	Current	$	52,267			$	52,152			$	19,303		$	18,511			$	10,258			$	10,529			$	81,828			$	81,192
	30–119 days past due	505				599				192			280				588				660				1,285				1,539
	120 or more days past due	6				6				153			160				303				368				462				534
	Total retained loans	$	52,778			$	52,757			$	19,648		$	18,951			$	11,149			$	11,557			$	83,575			$	83,265
	% of 30+ days past due to total retained loans	0.97		%		1.15		%		1.76		%	2.32		%		2.25		%	(d)	2.52		%	(d)	1.32		%	(d)	1.6		%	(d)
	90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	354			$	428			$	354			$	428
	Nonaccrual loans	107				161				297			385				242				86				646				632
	Geographic region
	California	$	6,067			$	5,615			$	2,848		$	2,374			$	1,125			$	1,112			$	10,040			$	9,101
	New York	3,551				3,898				3,162			3,084				1,247				1,218				7,960				8,200
	Illinois	3,001				2,917				1,356			1,341				737				740				5,094				4,998
	Florida	2,150				2,012				767			646				529				539				3,446				3,197
	Texas	5,384				5,310				2,614			2,646				871				878				8,869				8,834
	New Jersey	1,945				2,014				453			392				390				397				2,788				2,803
	Arizona	1,936				1,855				1,045			1,046				251				252				3,232				3,153
	Washington	1,008				950				269			234				238				227				1,515				1,411
	Michigan	1,696				1,902				1,348			1,383				475				513				3,519				3,798
	Ohio	2,086				2,229				1,327			1,316				649				708				4,062				4,253
	All other	23,954				24,055				4,459			4,489				4,637				4,973				33,050				33,517
	Total retained loans	$	52,778			$	52,757			$	19,648		$	18,951			$	11,149			$	11,557			$	83,575			$	83,265
	Loans by risk ratings(c)
	Noncriticized	$	8,800			$	9,968			$	14,241		$	13,622			NA				NA				$	23,041			$	23,590
	Criticized performing	28				54				727			711				NA				NA				755				765
	Criticized nonaccrual	—				38				242			316				NA				NA				242				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 $4.5 billion and $4.9 billion; 30-119 days past due included $363 million and $387 million; and 120 or more days past due included $277 million and $350 million at September 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)	September 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 $640 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)	September 30,			December 31,
		2014			2013
	Impaired loans
	With an allowance	$	570		$	571
	Without an allowance(a)	36			47
	Total impaired loans(b)(c)	$	606		$	618
	Allowance for loan losses related to	$	136		$	107
	impaired loans
	Unpaid principal balance of impaired loans(d)	743			788
	Impaired loans on nonaccrual status	456			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)	Other consumer average impaired loans were $603 million and $629 million for the three months ended September 30, 2014 and 2013, respectively, and $701 million and $658 million for the nine months ended September 30, 2014 and 2013, respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and nine months ended September 30, 2014 and 2013.
	(d)	Represents the contractual amount of principal owed at September 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.
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)	September 30,			December 31,
		2014			2013
	Loans modified in TDRs(a)(b)	$	441			$	378
	TDRs on nonaccrual status	291				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 September 30, 2014, and December 31, 2013, were immaterial.
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 September 30,	2014			2013
	(in millions)
	Beginning balance of TDRs	$	386		$	448
	New TDRs	117			39
	Charge-offs post-modification	(1		)	(7		)
	Foreclosures and other liquidations	(2		)	—
	Principal payments and other	(59		)	(65		)
	Ending balance of TDRs	$	441		$	415
	Nine months ended September 30,	2014			2013
	(in millions)
	Beginning balance of TDRs	$	378		$	502
	New TDRs	241			121
	Charge-offs post-modification	(3		)	(14		)
	Foreclosures and other liquidations	(8		)	—
	Principal payments and other	(167		)	(194		)
	Ending balance of TDRs	$	441		$	415
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
		Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,				Sep 30,			Dec 31,
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Real estate retained loans	$	48,271		$	44,389			$	16,888		$	15,949			$	4,131		$	3,674			$	6,430		$	5,139			$	75,720		$	69,151
	Criticized exposure	780			1,142				951			1,323				61			81				18			29				1,810			2,575
	% of criticized exposure to	1.62		%	2.57		%		5.63		%	8.3		%		1.48		%	2.2		%		0.28		%	0.56		%		2.39		%	3.72		%
	total real estate retained loans
	Criticized nonaccrual	$	131		$	191			$	127		$	143			$	—		$	3			$	1		$	9			$	259		$	346
	% of criticized nonaccrual to	0.27		%	0.43		%		0.75		%	0.9		%		—		%	0.08		%		0.02		%	0.18		%		0.34		%	0.5		%
	total real estate retained loans

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 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
	Nine months ended September 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	1,613			2,882				106			4,601			2,129			(d)	3,461				190			5,780			(d)
	Gross recoveries	(629		)	(311		)		(120		)	(1,060		)	(637		)	(d)	(473		)		(196		)	(1,306		)	(d)
	Net charge-offs/(recoveries)	984			2,571				(14		)	3,541			1,492				2,988				(6		)	4,474
	Write-offs of PCI loans(a)	196			—				—			196			—				—				—			—
	Provision for loan losses	180			2,371				(183		)	2,368			(1,346		)		1,588				(130		)	112
	Other	2			(5		)		(3		)	(6		)	(6		)		(4		)		7			(3		)
	Ending balance at September 30,	$	7,458		$	3,590			$	3,841		$	14,889		$	9,448			$	4,097			$	4,026		$	17,571
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	618		$	500		(c)	$	124		$	1,242		$	689			$	1,080		(c)	$	209		$	1,978
	Formula-based	3,178			3,090				3,717			9,985			3,798				3,017				3,817			10,632
	PCI	3,662			—				—			3,662			4,961				—				—			4,961
	Total allowance for loan losses	$	7,458		$	3,590			$	3,841		$	14,889		$	9,448			$	4,097			$	4,026		$	17,571
	Loans by impairment methodology
	Asset-specific	$	12,779		$	2,227			$	664		$	15,670		$	14,149			$	3,468			$	972		$	18,589
	Formula-based	227,113			124,337				319,692			671,142			219,303				120,204				309,605			649,112
	PCI	48,487			—				5			48,492			54,759				—				11			54,770
	Total retained loans	$	288,379		$	126,564			$	320,361		$	735,304		$	288,211			$	123,672			$	310,588		$	722,471
	Impaired collateral-dependent loans
	Net charge-offs	$	105		$	—			$	8		$	113		$	190			$	—			$	16		$	206
	Loans measured at fair value of collateral less cost to sell	3,138			—				315			3,453			3,113				—				367			3,480
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	8		$	—			$	697		$	705		$	7			$	—			$	661		$	668
	Provision for lending-related commitments	1			—				(70		)	(69		)	1				—				8			9
	Other	—			—				1			1			1				—				(1		)	—
	Ending balance at September 30,	$	9		$	—			$	628		$	637		$	9			$	—			$	668		$	677
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	68		$	68		$	—			$	—			$	71		$	71
	Formula-based	9			—				560			569			9				—				597			606
	Total allowance for lending-related commitments	$	9		$	—			$	628		$	637		$	9			$	—			$	668		$	677
	Lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	134		$	134		$	—			$	—			$	244		$	244
	Formula-based	54,912			531,301				470,857			1,057,070			58,787				532,251				448,823			1,039,861
	Total lending-related commitments	$	54,912		$	531,301			$	470,991		$	1,057,204		$	58,787			$	532,251			$	449,067		$	1,040,105
	(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. A write-off of PCI loans is 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.
	(d)	The prior period amounts have been revised to conform with the current period presentation.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	9 Months Ended
	Sep. 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 155 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and loans and excess MSRs sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 155–156 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)
	September 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	$	98.3	$	4.3	$	79.4			$	0.4	$	0.3		$	0.7
	Subprime	29.1		1.1		26.1				0.1		—			0.1
	Commercial and other(b)	126.2		0.2		91.4				0.5		3.3			3.8
	Total	$	253.6	$	5.6	$	196.9			$	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		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan
				held in consolidated securitization VIEs											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 MSRs sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities on pages 155–156 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 $218 million and $30 million, respectively, at September 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 September 30, 2014, and December 31, 2013, 73% and 69%, respectively, 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 $487 million and $551 million of investment-grade and $246 million and $260 million of noninvestment-grade retained interests at September 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 $199 million and $80 million of noninvestment-grade retained interests at September 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 September 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-Sep-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-Sep-14	$	2.6	$	8.6	$	0.3		$	—		$	—		$	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 September 30, 2014, and December 31, 2013.
		Assets										Liabilities
	September 30, 2014 (in billions)(a)	Trading assets		Loans		Other(c)			Total			Beneficial interests in			Other(f)			Total
									assets(d)			VIE assets(e)						liabilities
	VIE program type
	Firm-sponsored credit card trusts	$	—	$	47.6	$	0.7		$	48.3		$	29		$	—		$	29
	Firm-administered multi-seller conduits	—		15.8		—			15.8			8.4			—			8.4
	Municipal bond vehicles	5.4		—		—			5.4			4.8			—			4.8
	Mortgage securitization entities(b)	4.6		0.8		—			5.4			2.7			0.8			3.5
	Student loan securitization entities	0.2		2.2		0.1			2.5			2.2			—			2.2
	Other	0.8		—		1			1.8			0.5			0.2			0.7
	Total	$	11	$	66.4	$	1.8		$	79.2		$	47.6		$	1		$	48.6
		Assets										Liabilities
	December 31, 2013 (in billions)(a)	Trading assets		Loans		Other(c)			Total			Beneficial interests in			Other(f)			Total
									assets(d)			VIE assets(e)						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
	Student loan securitization entities	—		2.4		0.1			2.5			2.2			—			2.2
	Other	0.7		0.1		0.9			1.7			0.1			0.2			0.3
	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)	Includes assets classified as cash, AFS securities, and other assets within the Consolidated Balance Sheets.
	(d)	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.
	(e)	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 $34.3 billion and $31.8 billion at September 30, 2014, and December 31, 2013, respectively. The maturities of the long-term beneficial interests as of September 30, 2014, were as follows: $8.7 billion under one year, $18.9 billion between one and five years, and $6.7 billion over five years, all respectively.
	(f)	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 September 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 September 30,											Nine months ended September 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	$	484	$	3,101		$	345		$	1,867		$	1,144		$	7,740			$	1,404	$	7,151
	All cash flows during the period:
	Proceeds from new securitizations(b)	$	484	$	3,141		$	330		$	1,855		$	1,147		$	7,849			$	1,410	$	7,281
	Servicing fees collected	142		1			149			1			418			3				434		4
	Purchases of previously transferred financial assets (or the underlying collateral)(c)	52		—			12			—			119			—				283		—
	Cash flows received on interests	43		56			51			116			128			515				106		258
	(a)	Excludes re-securitization transactions.
	(b)	For the three and nine months ended September 30, 2014, $484 million and $1.1 billion, respectively, of proceeds from residential mortgage securitizations were received as securities and classified in level 2, and zero and $21 million, respectively, of proceeds were classified as level 3 of the fair value hierarchy, respectively. For the three and nine months ended September 30, 2014, $3.1 billion and $7.4 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities and classified in level 2, and zero and $130 million, respectively, of proceeds were classified as level 3 of the fair value hierarchy; and zero and $280 million, respectively, of proceeds from commercial mortgage securitization were received as cash. For the three and nine months ended September 30, 2013, $330 million and $1.4 billion, respectively, of proceeds from residential mortgage securitizations were received as securities and classified in level 2 of the fair value hierarchy. For the three and nine months ended September 30, 2013, $1.9 billion and $7.1 billion, respectively, of proceeds from commercial mortgage securitizations were received as securities and 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 nine months ended September 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					Nine months
		ended September 30,					ended September 30,
	(in millions)	2014		2013			2014			2013
	Carrying value of loans sold(a)	$	12,396	$	39,354		$	38,919		$	142,279
	Proceeds received from loan sales as cash	77		202			166			663
	Proceeds from loans sales as securities(b)	12,250		38,661			38,446			140,053
	Total proceeds received from loan sales(c)	$	12,327	$	38,863		$	38,612		$	140,716
	Gains on loan sales(d)	$	86	$	31		$	205		$	281
	(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 September 30, 2014, and December 31, 2013, respectively; and liquidation losses for the three months ended September 30, 2014 and 2013, respectively.
													Liquidation losses
		Securitized assets					90 days past due						Three months ended September 30,							Nine months ended September 30,
	(in millions)	Sep 30,		Dec 31,			Sep 30,			Dec 31,			2014			2013				2014		2013
		2014		2013			2014			2013
	Securitized loans(a)
	Residential mortgage:
	Prime / Alt-A & Option ARMs	$	79,378	$	90,381		$	11,974		$	14,882		$	465		$	1,004			$	1,722	$	3,963
	Subprime	26,109		28,008			6,652			7,726			353			462				1,556		2,001
	Commercial and other	91,378		98,018			1,174			2,350			471			431				1,113		761
	Total loans securitized(b)	$	196,865	$	216,407		$	19,800		$	24,958		$	1,289		$	1,897			$	4,391	$	6,725
	(a)	Total assets held in securitization-related SPEs were $253.6 billion and $271.7 billion, respectively, at September 30, 2014 and December 31, 2013. The $196.9 billion and $216.4 billion, respectively, of loans securitized at September 30, 2014, and December 31, 2013, excluded: $51.1 billion and $50.8 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $5.6 billion and $4.5 billion, respectively, of loan securitizations consolidated on the Firm’s Consolidated Balance Sheets at September 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)	9 Months Ended
	Sep. 30, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and other intangible assets	'
	Goodwill and other intangible assets consist of the following.
	(in millions)	September 30, 2014			December 31, 2013
	Goodwill	$	47,970		$	48,081
	Mortgage servicing rights	8,236			9,614
	Other intangible assets:
	Purchased credit card relationships	$	38		$	131
	Other credit card-related intangibles	131			173
	Core deposit intangibles	65			159
	Other intangibles	1,040			1,155
	Total other intangible assets	$	1,274		$	1,618
Goodwill attributed to the business segments	'
	The following table presents goodwill attributed to the business segments.
	(in millions)	September 30,			December 31,
		2014			2013
	Consumer & Community Banking	$	30,962		$	30,985
	Corporate & Investment Bank	6,873			6,888
	Commercial Banking	2,861			2,862
	Asset Management	6,965			6,969
	Corporate/Private Equity	309			377
	Total goodwill	$	47,970		$	48,081
Changes in the carrying amount of goodwill	'
	The following table presents changes in the carrying amount of goodwill.
		Three months							Nine months
		ended							ended
		September 30,							September 30,
	(in millions)	2014			2013				2014			2013
	Balance at beginning of period	$	48,110		$	48,057			$	48,081		$	48,175
	Changes during the period from:
	Business combinations	6			11				24			47
	Dispositions	(1		)	—				(1		)	(5		)
	Other(a)	(145		)	32				(134		)	(117		)
	Balance at	$	47,970		$	48,100			$	47,970		$	48,100
	September 30,
	(a)	Includes foreign currency translation adjustments, other tax-related adjustments, and, during the three and nine months ended September 30, 2014, goodwill impairment associated with the Firm’s Private Equity business of $68 million.
Mortgage servicing rights activity	'
	The following table summarizes MSR activity for the three and nine months ended September 30, 2014 and 2013.
		As of or for the three months								As of or for the nine months
		ended September 30,								ended September 30,
	(in millions, except where otherwise noted)	2014				2013				2014				2013
	Fair value at beginning of period	$	8,347			$	9,335			$	9,614			$	7,614
	MSR activity:
	Originations of MSRs	148				532				518				1,874
	Purchase of MSRs	3				2				9				(1		)
	Disposition of MSRs	11			(f)	—				(175		)	(f)	(418		)	(f)
	Net additions	162				534				352				1,455
	Changes due to collection/realization of expected cash flows(a)	(216		)		(286		)		(702		)		(833		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(b)	(101		)		80				(832		)		1,700
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)	44				(123		)		33				167			(h)
	Discount rates	—				—				(459		)	(g)	(78		)
	Prepayment model changes and other(c)	—				(50		)		230				(535		)	(i)
	Total changes in valuation due to other inputs and assumptions	44				(173		)		(196		)		(446		)
	Total changes in valuation due to inputs and assumptions(a)	(57		)		(93		)		(1,028		)		1,254
	Fair value at September 30,(d)	$	8,236			$	9,490			$	8,236			$	9,490
	Change in unrealized gains/(losses) included in income related to MSRs held at	$	(57	)		$	(93	)		$	(1,028	)		$	1,254
	September 30,
	Contractual service fees, late fees and other ancillary fees included in income	$	701			$	808			$	2,189			$	2,512
	Third-party mortgage loans serviced at September 30, (in billions)	$	771			$	838			$	771			$	838
	Net servicer advances at September 30, (in billions)(e)	$	8.6			$	9.4			$	8.6			$	9.4
	(a)	Included changes related to commercial real estate of $(1) million and $(2) million for the three months ended September 30, 2014, and 2013, respectively, and $(5) million and $(4) million for the nine months ended September 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 $13 million and $19 million related to commercial real estate at September 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)	For the nine months ended September 30, 2014 and 2013, predominantly represents excess MSRs 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 months ended September 30, 2014 and the nine months ended September 30, 2014 and 2013.
	(g)	For the nine months ended September 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 nine months ended September 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 nine months ended September 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 nine months ended September 30, 2014 and 2013.
			Three months ended								Nine months ended
			September 30,								September 30,
	(in millions)		2014				2013				2014				2013
	CCB mortgage fees and related income
	Net production revenue:
	Production revenue		$	191			$	311			$	538			$	2,370
	Repurchase (losses)/benefits		62				175				327				110
	Net production revenue		253				486				865				2,480
	Net mortgage servicing revenue
	Operating revenue:
	Loan servicing revenue		787				817				2,524				2,698
	Changes in MSR asset fair value due to collection/realization of expected		(214		)		(284		)		(696		)		(827		)
	cash flows
	Total operating revenue		573				533				1,828				1,871
	Risk management:
	Changes in MSR asset fair value due to market interest rates and other(a)		(101		)		80				(831		)		1,698
	Other changes in MSR asset fair value due to other inputs and assumptions in		44				(173		)		(196		)		(446		)
	model(b)
	Change in derivative fair value and other		133				(87		)		1,040				(1,495		)
	Total risk management		76				(180		)		13				(243		)
	Total CCB net mortgage servicing revenue		649				353				1,841				1,628
	All other		1				2				2				8
	Mortgage fees and related income		$	903			$	841			$	2,708			$	4,116
	(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 September 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)		Sep 30,				Dec 31,
			2014				2013
	Weighted-average prepayment speed assumption (“CPR”)		8.49		%		8.07		%
	Impact on fair value of 10% adverse change		$	(329	)		$	(362	)
	Impact on fair value of 20% adverse change		(639		)		(705		)
	Weighted-average option adjusted spread		9.15		%		7.77		%
	Impact on fair value of 100 basis points adverse change		$	(328	)		$	(389	)
	Impact on fair value of 200 basis points adverse change		(631		)		(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.
			September 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		$	200		$	162		$	38			$	3,540		$	3,409	$	131
	Other credit card-related intangibles		498			367			131				542			369		173
	Core deposit intangibles		814			749			65				4,133			3,974		159
	Other intangibles(b)		1,895			855			1,040				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, predominantly related to intangible assets acquired in the 2004 merger with Bank One Corporation ("Bank One").
	(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							Nine months ended
			September 30,							September 30,
	(in millions)		2014			2013				2014			2013
	Purchased credit card relationships		$	3		$	45			$	93		$	150
	Other credit card-related intangibles		13			15				40			44
	Core deposit intangibles		9			49				94			149
	Other intangibles		26			31				87			101
	Total amortization expense(a)		$	51		$	140			$	314		$	444
	(a)	The decline in amortization expense during the three and nine months ended September 30, 2014 predominantly related to intangible assets acquired in the 2004 merger with Bank One, most of which became fully amortized during the second quarter of 2014.
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 September 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		$	110		$	359
	2015	12			39			26			91			168
	2016	9			33			14			74			130
	2017	5			28			7			72			112
	2018	3			20			5			52			80
	(a)	Includes $93 million, $40 million, $94 million and $87 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 nine months ended September 30, 2014.

Deposits_Tables

Deposits (Tables)	9 Months Ended
	Sep. 30, 2014
Deposits [Abstract]	'
Noninterest-bearing and interest-bearing deposits	'
	At September 30, 2014, and December 31, 2013, noninterest-bearing and interest-bearing deposits were as follows.
	(in millions)	30-Sep-14		31-Dec-13
	U.S. offices
	Noninterest-bearing	$	440,067	$	389,863
	Interest-bearing:
	Demand(a)	83,240		84,631
	Savings(b)	455,454		450,405
	Time (included $7,497 and $5,995 at fair value)(c)	80,901		91,356
	Total interest-bearing deposits	619,595		626,392
	Total deposits in U.S. offices	1,059,662		1,016,255
	Non-U.S. offices
	Noninterest-bearing	19,134		17,611
	Interest-bearing:
	Demand	217,106		214,391
	Savings	1,734		1,083
	Time (included $925 and $629 at fair value)(c)	36,898		38,425
	Total interest-bearing deposits	255,738		253,899
	Total deposits in non-U.S. offices	274,872		271,510
	Total deposits	$	1,334,534	$	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)	9 Months Ended
	Sep. 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 nine months ended September 30, 2014 and 2013.
	(in millions, except per share amounts)	Three months						Nine months
		ended September 30,						ended September 30,
		2014		2013				2014		2013
	Basic earnings per share
	Net income/(loss)	$	5,572	$	(380	)		$	16,831	$	12,645
	Less: Preferred stock dividends	304		229				799		615
	Net income/(loss) applicable to common equity	5,268		(609		)		16,032		12,030
	Less: Dividends and undistributed earnings allocated to participating securities	133		41			(c)	427		374
	Net income/(loss) applicable to common stockholders	$	5,135	$	(650	)		$	15,605	$	11,656
	Total weighted-average basic shares outstanding	3,755.40		3,767.00				3,774.40		3,789.20
	Net income/(loss) per share	$	1.37	$	(0.17	)		$	4.13	$	3.08
	Diluted earnings per share
	Net income/(loss) applicable to common stockholders	$	5,135	$	(650	)		$	15,605	$	11,656
	Total weighted-average basic shares outstanding	3,755.40		3,767.00				3,774.40		3,789.20
	Add: Employee stock options, SARs and warrants(a)	33.3		—			(d)	33.9		31.7
	Total weighted-average diluted shares outstanding(b)	3,788.70		3,767.00			(d)	3,808.30		3,820.90
	Net income/(loss) per share	$	1.36	$	(0.17	)		$	4.1	$	3.05
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans. The aggregate number of shares issuable upon the exercise of such options was 1 million for the three months ended September 30, 2014, and 1 million and 8 million for the nine months ended September 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.
	(c)	Due to the net loss applicable to common equity during the three months ended September 30, 2013, dividends were only deemed to be distributed to participating security holders, and such security holders do not share in losses. Net losses were completely allocated to common stockholders.
	(d)	Due to the net loss applicable to common stockholders during the three months ended September 30, 2013, no common equivalent shares have been included in the computation of diluted earnings per share for the period as the effect would be antidilutive.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income/(Loss) (Tables)	9 Months Ended
	Sep. 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-Sep-14
	(in millions)
	Balance at July1, 2014		$	4,867					$	(126	)			$	(12	)				$	(1,291	)			$	3,438
	Net change		(141		)	(b)			3					(58		)				24					(172		)
	Balance at September 30, 2014		$	4,726					$	(123	)			$	(70	)				$	(1,267	)			$	3,266
	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-Sep-13
	(in millions)
	Balance at July 1, 2013		$	3,137					$	(146	)			$	(232	)				$	(2,623	)			$	136
	Net change		161			(c)			4					69						20					254
	Balance at September 30, 2013		$	3,298					$	(142	)			$	(163	)				$	(2,603	)			$	390
	As of or for the nine 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-Sep-14
	(in millions)
	Balance at January 1, 2014		$	2,798					$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		1,928			(b)			13					69						57					2,067
	Balance at September 30, 2014		$	4,726					$	(123	)			$	(70	)				$	(1,267	)			$	3,266
	As of or for the nine 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-Sep-13
	(in millions)
	Balance at January 1, 2013		$	6,868					$	(95	)			$	120					$	(2,791	)			$	4,102
	Net change		(3,570		)	(c)			(47		)			(283		)				188					(3,712		)
	Balance at September 30, 2013		$	3,298					$	(142	)			$	(163	)				$	(2,603	)			$	390
	(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 months ended September 30, 2014, was primarily due to the decline in fair value of U.S. mortgage-backed securities, partially offset by higher market valuations of U.S. states and municipalities. The net change for the nine months ended September 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 months ended September 30, 2013, was primarily related to the increase in fair value of U.S. government agency issued MBS due to market changes partially offset by decreases in fair value of obligations of U.S. states and municipalities due to market changes. The net change for the nine months ended September 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 September 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	$	(283	)		$	146			$	(137	)	$	290			$	(113	)		$	177
	Reclassification adjustment for realized (gains)/losses included in	(6		)		2				(4		)	(26		)		10				(16		)
	net income(a)
	Net change	(289		)		148				(141		)	264				(103		)		161
	Translation adjustments:
	Translation(b)	(1,133		)		416				(717		)	349				(128		)		221
	Hedges(b)	1,185				(465		)		720			(343		)		126				(217		)
	Net change	52				(49		)		3			6				(2		)		4
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	(66		)		27				(39		)	106				(42		)		64
	Reclassification adjustment for realized (gains)/losses included in	(31		)		12				(19		)	7				(2		)		5
	net income(c)
	Net change	(97		)		39				(58		)	113				(44		)		69
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	(1		)		—				(1		)	—				—				—
	Reclassification adjustments included in net income(d):
	Amortization of net loss	18				(8		)		10			80				(31		)		49
	Prior service costs/(credits)	(10		)		4				(6		)	(11		)		4				(7		)
	Foreign exchange and other	34				(13		)		21			(35		)		13				(22		)
	Net change	41				(17		)		24			34				(14		)		20
	Total other comprehensive income/(loss)	$	(293	)		$	121			$	(172	)	$	417			$	(163	)		$	254
		2014											2013
	Nine months ended September 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	$	3,116			$	(1,158	)		$	1,958		$	(5,172	)		$	2,003			$	(3,169	)
	Reclassification adjustment for realized (gains)/losses included in	(48		)		18				(30		)	(659		)		258				(401		)
	net income(a)
	Net change	3,068				(1,140		)		1,928			(5,831		)		2,261				(3,570		)
	Translation adjustments:
	Translation(b)	(761		)		274				(487		)	(685		)		253				(432		)
	Hedges(b)	823				(323		)		500			648				(263		)		385
	Net change	62				(49		)		13			(37		)		(10		)		(47		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	149				(60		)		89			(536		)		210				(326		)
	Reclassification adjustment for realized (gains)/losses included in	(33		)		13				(20		)	70				(27		)		43
	net income(c)
	Net change	116				(47		)		69			(466		)		183				(283		)
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	87				(34		)		53			85				(25		)		60
	Reclassification adjustments included in net income(d):
	Amortization of net loss	55				(23		)		32			240				(93		)		147
	Prior service costs/(credits)	(32		)		13				(19		)	(33		)		13				(20		)
	Foreign exchange and other	15				(24		)		(9		)	1				—				1
	Net change	125				(68		)		57			293				(105		)		188
	Total other comprehensive income/(loss)	$	3,371			$	(1,304	)		$	2,067		$	(6,041	)		$	2,329			$	(3,712	)
	(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/expense in the Consolidated Statements of Income. The amounts were not material for the three and nine months ended September 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)	9 Months Ended
	Sep. 30, 2014
Banking and Thrift [Abstract]	'
Reconciliation of the Firm's total stockholders' equity to Tier 1 capital and Total qualifying capital	'
	The following tables present the regulatory capital, assets and risk-based capital ratios for JPMorgan Chase and its significant national bank subsidiaries under both Basel III Standardized Transitional and Basel III Advanced Transitional at September 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,	Sep 30,				Sep 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	162,800			$	162,800		NA
	Tier 1 capital(a)	184,115				184,115			$	165,663
	Total capital	218,754				204,573			199,286
	Assets
	Risk-weighted	1,462,240				1,598,788			1,387,863
	Adjusted average(b)	2,408,498				2,408,498			2,343,713
	Capital ratios(c)
	CET1	11.1		%		10.2		%	NA
	Tier 1(a)	12.6				11.5			11.9		%
	Total	15				12.8			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,	Sep 30,				Sep 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	153,166			$	153,166		NA
	Tier 1 capital(a)	153,166				153,166			$	139,727
	Total capital	170,890				160,622			165,496
	Assets
	Risk-weighted	1,239,245				1,333,108			1,171,574
	Adjusted average(b)	1,910,827				1,910,827			1,900,770
	Capital ratios(c)
	CET1	12.4		%		11.5		%	NA
	Tier 1(a)	12.4				11.5			11.9		%
	Total	13.8				12			14.1
	Tier 1 leverage	8				8			7.4
		Chase Bank USA, N.A.(d)
		Basel III Standardized Transitional				Basel III Advanced Transitional			Basel I
	(in millions,	Sep 30,				Sep 30,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	14,117			$	14,117		NA
	Tier 1 capital(a)	14,117				14,117			$	12,956
	Total capital	20,041				18,767			16,389
	Assets
	Risk-weighted	100,371				156,683			100,990
	Adjusted average(b)	125,115				125,115			109,731
	Capital ratios(c)
	CET1	14.1		%		9		%	NA
	Tier 1(a)	14.1				9			12.8		%
	Total	20				12			16.2
	Tier 1 leverage	11.3				11.3			11.8
	(a)	At September 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 September 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 $137 million and $192 million at September 30, 2014, and December 31, 2013, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.9 billion and $2.8 billion at September 30, 2014, and December 31, 2013, respectively.
	The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of September 30, 2014.
		Minimum capital ratios(a)			Well-capitalized ratios(a)
	Capital ratios
	CET1	4	%		NA
	Tier 1	5.5			6	%
	Total	8			10
	Tier 1 leverage	4			5		(b)
	(a)	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.
	(b)	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.

OffBalance_Sheet_LendingRelate1

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Tables)	9 Months Ended
	Sep. 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 September 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)
		September 30, 2014															Dec 31,		Sep 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	$	2,258		$	4,232		$	2,428		$	2,501		$	11,419		$	13,158	$	—		$	—
	Home equity – junior lien	3,604			5,914			2,766			2,463			14,747			17,837		—			—
	Prime mortgage	5,593			—			—			—			5,593			4,817		—			—
	Subprime mortgage	—			—			—			—			—			—		—			—
	Auto	10,075			236			235			24			10,570			8,309		1			1
	Business banking	10,448			908			212			433			12,001			11,251		8			7
	Student and other	116			12			1			453			582			685		—			—
	Total consumer, excluding credit card(a)	32,094			11,302			5,642			5,874			54,912			56,057		9			8
	Credit card(b)	531,301			—			—			—			531,301			529,383		—			—
	Total consumer	563,395			11,302			5,642			5,874			586,213			585,440		9			8
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	70,427			82,730			110,051			9,363			272,571			246,495		387			432
	Standby letters of credit and other financial guarantees(c)(d)(e)	23,366			30,892			33,474			1,973			89,705			92,723		800			943
	Unused advised lines of credit	91,389			11,493			503			161			103,546			101,994		—			—
	Other letters of credit(c)	4,184			872			113			—			5,169			5,020		1			2
	Total wholesale(f)	189,366			125,987			144,141			11,497			470,991			446,232		1,188			1,377
	Total lending-related	$	752,761		$	137,289		$	149,783		$	17,371		$	1,057,204		$	1,031,672	$	1,197		$	1,385
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(g)	$	208,042		$	—		$	—		$	—		$	208,042		$	169,709	$	—		$	—
	Derivatives qualifying as guarantees	2,122			562			13,104			37,943			53,731			56,274		92			72
	Unsettled reverse repurchase and securities borrowing agreements(h)	70,472			—			—			—			70,472			38,211		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA			NA			NA			NA		391			681
	Loans sold with recourse	NA			NA			NA			NA			6,404			7,692		108			131
	Other guarantees and commitments(i)	336			1,973			1,420			2,025			5,754			6,786		(74		)	(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 September 30, 2014, and December 31, 2013, reflects the contractual amount net of risk participations totaling $234 million and $476 million, respectively, for other unfunded commitments to extend credit; $13.5 billion and $14.8 billion, respectively, for standby letters of credit and other financial guarantees; and $607 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 September 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 $16.4 billion and $18.9 billion, respectively, within other unfunded commitments to extend credit; and $14.8 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 September 30, 2014, and December 31, 2013, included unissued standby letters of credit commitments of $44.5 billion and $42.8 billion, respectively.
	(f)	At September 30, 2014, and December 31, 2013, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 66% and 68%, respectively.
	(g)	At September 30, 2014, and December 31, 2013, collateral held by the Firm in support of securities lending indemnification agreements was $216.4 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 September 30, 2014, and December 31, 2013, the amount of commitments related to forward-starting reverse repurchase agreements and securities borrowing agreements were $9.2 billion and $9.9 billion, respectively. Commitments related to unsettled reverse repurchase agreements and securities borrowing agreements with regular-way settlement periods were $61.3 billion and $28.3 billion, at September 30, 2014, and December 31, 2013, respectively.
	(i)	At September 30, 2014, and December 31, 2013, included unfunded commitments of $117 million and $215 million, respectively, to third-party private equity funds; and $940 million and $1.9 billion, at September 30, 2014, and December 31, 2013, to other equity investments. These commitments included $110 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 September 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 September 30, 2014, and December 31, 2013.
	Standby letters of credit, other financial guarantees and other letters of credit
		September 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)		$	66,345			$	4,203				$	69,109			$	3,939
	Noninvestment-grade(a)		23,360				966					23,614				1,081
	Total contractual amount		$	89,705			$	5,169				$	92,723			$	5,020
	Allowance for lending-related commitments		$	240			$	1				$	263			$	2
	Commitments with collateral		39,643				1,589					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 ended September 30,								Nine months ended September 30,
	(in millions)	2014				2013				2014				2013
	Repurchase liability at beginning of period	$	436			$	2,476			$	681			$	2,811
	Net realized gains/(losses)(b)	17				(135		)		36				(538		)
	(Benefit)/provision for repurchase(c)	(62		)		(159		)		(326		)		(91		)
	Repurchase liability at end of period	$	391			$	2,182			$	391			$	2,182
	(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 $5 million and $117 million for the three months ended September 30, 2014 and 2013, respectively and $8 million and $371 million for the nine months ended September 30, 2014 and 2013, respectively.
	(c)	Included a provision related to new loan sales of $1 million and $4 million for the three months ended September 30, 2014 and 2013, respectively, and $3 million and $18 million for the nine months ended September 30, 2014 and 2013, respectively.

Business_Segments_Tables

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2014
Segment Reporting [Abstract]	'
Segment results and reconciliation	'
	Segment results and reconciliation(a)
	As of or for the three months ended September 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	$	4,214		$	3,961		$	6,142		$	5,703		$	571		$	588		$	2,422		$	2,185
	Net interest income	7,053			7,121			2,645			2,486			1,096			1,137			594			578
	Total net revenue	11,267			11,082			8,787			8,189			1,667			1,725			3,016			2,763
	Provision for credit losses	902			(267		)	(67		)	(218		)	(79		)	(41		)	9			—
	Noninterest expense	6,305			6,867			6,035			4,999			668			661			2,081			2,003
	Income/(loss) before	4,060			4,482			2,819			3,408			1,078			1,105			926			760
	income tax expense/(benefit)
	Income tax expense/(benefit)	1,592			1,780			1,334			1,168			429			440			354			284
	Net income/(loss)	$	2,468		$	2,702		$	1,485		$	2,240		$	649		$	665		$	572		$	476
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	448,033			451,166			874,321			867,474			191,563			192,194			130,296			117,475
	Return on average common equity	19		%	23		%	10		%	16		%	18		%	20		%	25		%	21		%
	Overhead ratio	56			62			69			61			40			38			69			72
	As of or for the three months ended September 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	450		$	487		$	(660	)	$	(582	)	$	13,139		$	12,342
	Net interest income	(28		)	(366		)	(253		)	(181		)	11,107			10,775
	Total net revenue	422			121			(913		)	(763		)	24,246			23,117
	Provision for credit losses	(8		)	(17		)	—			—			757			(543		)
	Noninterest expense	709			9,096			—			—			15,798			23,626
	Income/(loss) before income tax expense/(benefit)	(279		)	(8,958		)	(913		)	(763		)	7,691			34
	Income tax expense/(benefit)	(677		)	(2,495		)	(913		)	(763		)	2,119			414
	Net income/(loss)	$	398		$	(6,463	)	$	—		$	—		$	5,572		$	(380	)
	Average common equity	$	74,621		$	72,232		$	—		$	—		$	209,621		$	197,232
	Total assets	882,792			835,000			NA			NA			2,527,005			2,463,309
	Return on average common equity	NM			NM			NM			NM			10		%	(1		)%
	Overhead ratio	NM			NM			NM			NM			65			102
	Segment results and reconciliation(a)
	As of or for the nine months ended September 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	$	12,116		$	13,288		$	18,909		$	20,231		$	1,706		$	1,674		$	7,020		$	6,435
	Net interest income	21,042			21,424			7,475			7,974			3,313			3,452			1,730			1,706
	Total net revenue	33,158			34,712			26,384			28,205			5,019			5,126			8,750			8,141
	Provision for credit losses	2,570			263			(102		)	(213		)	(141		)	42			1			44
	Noninterest expense	19,198			20,521			17,697			16,852			2,029			1,957			6,218			5,771
	Income/(loss) before	11,390			13,928			8,789			11,566			3,131			3,127			2,531			2,326
	income tax expense/(benefit)
	Income tax expense/(benefit)	4,543			5,551			3,362			3,878			1,246			1,245			966			863
	Net income/(loss)	$	6,847		$	8,377		$	5,427		$	7,688		$	1,885		$	1,882		$	1,565		$	1,463
	Average common equity	$	51,000		$	46,000		$	61,000		$	56,500		$	14,000		$	13,500		$	9,000		$	9,000
	Total assets	448,033			451,166			874,321			867,474			191,563			192,194			130,296			117,475
	Return on average common equity	18		%	24		%	12		%	18		%	18		%	19		%	23		%	22		%
	Overhead ratio	58			59			67			60			40			38			71			71
	As of or for the nine months ended September 30,	Corporate/Private Equity						Reconciling Items(b)						Total
	(in millions, except ratios)	2014			2013			2014			2013			2014			2013
	Noninterest revenue	$	1,325		$	1,138		$	(1,955	)	$	(1,728	)	$	39,121		$	41,038
	Net interest income	(265		)	(1,636		)	(723		)	(508		)	32,572			32,412
	Total net revenue	1,060			(498		)	(2,678		)	(2,236		)	71,693			73,450
	Provision for credit losses	(29		)	(15		)	—			—			2,299			121
	Noninterest expense	723			9,814			—			—			45,865			54,915
	Income/(loss) before income tax expense/(benefit)	366			(10,297		)	(2,678		)	(2,236		)	23,529			18,414
	Income tax expense/(benefit)	(741		)	(3,532		)	(2,678		)	(2,236		)	6,698			5,769
	Net income/(loss)	$	1,107		$	(6,765	)	$	—		$	—		$	16,831		$	12,645
	Average common equity	$	70,888		$	71,425		$	—		$	—		$	205,888		$	196,425
	Total assets	882,792			835,000			NA			NA			2,527,005			2,463,309
	Return on average common equity	NM			NM			NM			NM			10		%	8		%
	Overhead ratio	NM			NM			NM			NM			64			75
	(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		9 Months Ended		3 Months Ended			9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Jun. 30, 2014	Sep. 30, 2014	Sep. 30, 2014	Sep. 30, 2013	Oct. 03, 2014
					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	Subsequent Event
										Physical Commodities
Other Business Events Disclosure [Line Items]	'	'	'	'	'	'	'	'	'	'
Stock issued, new issues	'	'	'	'	'	'	$1,600,000,000	$8,905,000,000	$3,900,000,000	'
Cash dividends declared per common share (in dollars per share)	$0.40	$0.38	$1.18	$1.06	$0.40	$0.38	'	'	'	'
Amount of original agreement from divestiture of businesses	'	'	'	'	'	'	'	'	'	$3,500,000,000

Fair_Value_Measurement_Recurri

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

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Fair Value

Fair Value

Interest rate contract

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Credit derivatives

Credit derivatives

Foreign exchange contracts

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Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

US government-sponsored enterprises debt securities

US government-sponsored enterprises debt securities

Residential Mortgage

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Commercial

Commercial

Residential conforming mortgage intended for sale to government agency

Residential conforming mortgage intended for sale to government agency

Reverse mortgage

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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

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Recurring

Fair Value

Fair Value

Other assets

Other assets

Private equity investments

Private equity investments

All other assets

All other assets

Interest rate contract

Interest rate contract

Credit derivatives

Credit derivatives

Foreign exchange contracts

Foreign exchange contracts

Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

Total debt instruments

Total debt instruments

Total mortgage-backed securities

Total mortgage-backed securities

Mortgage-backed securities - US government agencies

Mortgage-backed securities - US government agencies

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Commercial b nonagency

Mortgage-backed securities - Commercial b nonagency

U.S. Treasury and government agencies

U.S. Treasury and government agencies

Obligations of U.S. states and municipalities

Obligations of U.S. states and municipalities

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit

Certificates of deposit

Non-U.S. government debt securities

Non-U.S. government debt securities

Corporate debt securities

Corporate debt securities

Asset-backed securities

Asset-backed securities

Asset-backed securities - Collateralized loan obligations

Asset-backed securities - Collateralized loan obligations

Asset backed securities - Other

Asset backed securities - Other

Equity securities

Equity securities

Physical commodities

Physical commodities

Other debt and equity instruments

Other debt and equity instruments

US government-sponsored enterprises debt securities

US government-sponsored enterprises debt securities

Loans

Loans

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 1

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 2

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Level 3

Fair Value

Fair Value

Other assets

Other assets

Private equity investments

Private equity investments

All other assets

All other assets

Interest rate contract

Interest rate contract

Credit derivatives

Credit derivatives

Foreign exchange contracts

Foreign exchange contracts

Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

Total debt instruments

Total debt instruments

Total mortgage-backed securities

Total mortgage-backed securities

Mortgage-backed securities - US government agencies

Mortgage-backed securities - US government agencies

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Commercial b nonagency

Mortgage-backed securities - Commercial b nonagency

U.S. Treasury and government agencies

U.S. Treasury and government agencies

Obligations of U.S. states and municipalities

Obligations of U.S. states and municipalities

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit

Certificates of deposit

Non-U.S. government debt securities

Non-U.S. government debt securities

Corporate debt securities

Corporate debt securities

Asset-backed securities

Asset-backed securities

Asset-backed securities - Collateralized loan obligations

Asset-backed securities - Collateralized loan obligations

Asset backed securities - Other

Asset backed securities - Other

Equity securities

Equity securities

Physical commodities

Physical commodities

Other debt and equity instruments

Other debt and equity instruments

Loans

Loans

Fair Value Level 3 to Level 2 Transfers Amount

Other assets

Other assets

Private equity investments

Private equity investments

All other assets

All other assets

Interest rate contract

Interest rate contract

Credit derivatives

Credit derivatives

Foreign exchange contracts

Foreign exchange contracts

Equity contracts

Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

Total debt instruments

Total debt instruments

Total mortgage-backed securities

Total mortgage-backed securities

Mortgage-backed securities - US government agencies

Mortgage-backed securities - US government agencies

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Commercial b nonagency

Mortgage-backed securities - Commercial b nonagency

U.S. Treasury and government agencies

U.S. Treasury and government agencies

Obligations of U.S. states and municipalities

Obligations of U.S. states and municipalities

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit

Certificates of deposit

Non-U.S. government debt securities

Non-U.S. government debt securities

Corporate debt securities

Corporate debt securities

Corporate debt securities

Asset-backed securities

Asset-backed securities

Asset-backed securities

Asset-backed securities - Collateralized loan obligations

Asset-backed securities - Collateralized loan obligations

Asset-backed securities - Collateralized loan obligations

Asset backed securities - Other

Asset backed securities - Other

Equity securities

Equity securities

Physical commodities

Physical commodities

Other debt and equity instruments

Other debt and equity instruments

Loans

Loans

Loans

Fair Value Level 2 To Level 3 Transfers Amount

Other assets

Other assets

Private equity investments

Private equity investments

All other assets

All other assets

Interest rate contract

Interest rate contract

Credit derivatives

Credit derivatives

Foreign exchange contracts

Foreign exchange contracts

Equity contracts

Equity contracts

Commodity contracts

Commodity contracts

Total debt instruments

Total debt instruments

Total mortgage-backed securities

Total mortgage-backed securities

Mortgage-backed securities - US government agencies

Mortgage-backed securities - US government agencies

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Residential b nonagency

Mortgage-backed securities - Commercial b nonagency

Mortgage-backed securities - Commercial b nonagency

U.S. Treasury and government agencies

U.S. Treasury and government agencies

Obligations of U.S. states and municipalities

Obligations of U.S. states and municipalities

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit, bankersb acceptances and commercial paper

Certificates of deposit

Certificates of deposit

Non-U.S. government debt securities

Non-U.S. government debt securities

Corporate debt securities

Corporate debt securities

Asset-backed securities

Asset-backed securities

Asset-backed securities - Collateralized loan obligations

Asset-backed securities - Collateralized loan obligations

Asset backed securities - Other

Asset backed securities - Other

Equity securities

Equity securities

Physical commodities

Physical commodities

Other debt and equity instruments

Other debt and equity instruments

Loans

Loans

Fair Value Level 3 to Level 2 Transfers Amount

Fair Value Level 3 to Level 2 Transfers Amount

Fair Value Level 3 to Level 2 Transfers Amount

Fair Value Level 3 to Level 2 Transfers Amount

Fair Value Level 3 to Level 2 Transfers Amount

Assets, Fair Value Disclosure [Abstract]

'

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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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'

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'

Federal funds sold and securities purchased under resale agreements

'

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'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$26,972,000,000

$25,135,000,000

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$26,972,000,000

$25,135,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securities borrowed

'

'

'

'

'

'

117,100,000,000

107,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,788,000,000

3,739,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,788,000,000

3,739,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

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'

'

'

'

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'

Trading securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20,900,000,000

14,800,000,000

4,300,000,000

2,100,000,000

10,000,000,000

6,000,000,000

3,500,000,000

3,600,000,000

338,204,000,000

308,905,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

206,999,000,000

181,551,000,000

29,891,000,000

30,369,000,000

26,369,000,000

26,591,000,000

2,248,000,000

2,475,000,000

1,274,000,000

1,303,000,000

36,059,000,000

25,480,000,000

8,981,000,000

7,920,000,000

1,819,000,000

3,071,000,000

'

'

56,033,000,000

48,284,000,000

31,264,000,000

30,722,000,000

4,299,000,000

4,919,000,000

'

'

'

'

115,241,000,000

109,506,000,000

6,750,000,000

10,189,000,000

9,214,000,000

7,659,000,000

81,100,000,000

91,500,000,000

38,653,000,000

30,786,000,000

174,774,000,000

153,334,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

57,863,000,000

40,699,000,000

2,000,000

4,000,000

2,000,000

4,000,000

0

0

0

0

28,713,000,000

14,933,000,000

0

0

0

0

'

'

29,148,000,000

25,762,000,000

0

0

0

0

'

'

'

'

113,463,000,000

107,667,000,000

3,448,000,000

4,968,000,000

0

0

0

0

135,060,000,000

128,347,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,400,000,000

'

'

124,287,000,000

116,517,000,000

27,977,000,000

28,202,000,000

25,309,000,000

25,582,000,000

1,657,000,000

1,749,000,000

1,011,000,000

871,000,000

7,346,000,000

10,547,000,000

7,792,000,000

6,538,000,000

1,819,000,000

3,071,000,000

'

'

26,750,000,000

22,379,000,000

26,202,000,000

24,802,000,000

'

3,079,000,000

3,647,000,000

1,300,000,000

'

'

'

'

'

944,000,000

954,000,000

3,300,000,000

5,217,000,000

6,529,000,000

5,659,000,000

23,322,000,000

17,331,000,000

1,000,000,000

28,370,000,000

27,224,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

24,849,000,000

24,335,000,000

1,912,000,000

2,163,000,000

1,058,000,000

1,005,000,000

591,000,000

726,000,000

263,000,000

432,000,000

0

0

1,189,000,000

1,382,000,000

0

0

'

'

135,000,000

143,000,000

5,062,000,000

5,920,000,000

1,220,000,000

1,272,000,000

'

'

'

'

834,000,000

885,000,000

2,000,000

4,000,000

2,685,000,000

2,000,000,000

15,331,000,000

13,455,000,000

Gross derivative receivables

1,188,282,000,000

'

1,180,467,000,000

'

'

'

'

'

824,160,000,000

854,679,000,000

74,036,000,000

83,520,000,000

203,397,000,000

153,599,000,000

49,717,000,000

52,931,000,000

36,972,000,000

35,738,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,494,000,000

1,173,000,000

'

'

'

'

'

'

428,000,000

419,000,000

0

0

812,000,000

434,000,000

0

0

254,000,000

320,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,174,091,000,000

1,160,725,000,000

'

'

'

'

'

'

'

819,174,000,000

848,862,000,000

71,086,000,000

79,754,000,000

200,899,000,000

151,521,000,000

46,861,000,000

45,892,000,000

'

36,071,000,000

34,696,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

12,697,000,000

18,569,000,000

'

'

'

'

'

'

'

4,558,000,000

5,398,000,000

2,950,000,000

3,766,000,000

1,686,000,000

1,644,000,000

2,856,000,000

7,039,000,000

647,000,000

722,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative netting adjustments

-1,115,829,000,000

'

-1,114,708,000,000

'

'

'

'

'

-793,411,000,000

-828,897,000,000

-72,797,000,000

-82,004,000,000

-181,667,000,000

-136,809,000,000

-40,252,000,000

-40,704,000,000

-27,702,000,000

-26,294,000,000

'

'

'

'

'

'

'

'

'

'

-1,115,829,000,000

-1,114,708,000,000

'

'

'

'

'

'

'

'

-793,411,000,000

-828,897,000,000

-72,797,000,000

-82,004,000,000

-181,667,000,000

-136,809,000,000

-40,252,000,000

-40,704,000,000

-27,702,000,000

-26,294,000,000

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative receivables balance

72,453,000,000

'

65,759,000,000

'

'

'

'

'

30,749,000,000

25,782,000,000

1,239,000,000

1,516,000,000

21,730,000,000

16,790,000,000

9,465,000,000

12,227,000,000

9,270,000,000

9,444,000,000

'

'

'

'

'

'

'

'

'

'

72,453,000,000

65,759,000,000

'

'

'

'

'

'

'

'

30,749,000,000

25,782,000,000

1,239,000,000

1,516,000,000

21,730,000,000

16,790,000,000

9,465,000,000

12,227,000,000

9,270,000,000

9,444,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading assets

410,657,000,000

'

374,664,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

410,657,000,000

374,664,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

176,268,000,000

154,507,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,309,151,000,000

1,289,072,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

41,067,000,000

45,793,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Available-for-sale securities

317,532,000,000

'

329,977,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

58,400,000,000

67,000,000,000

'

'

'

'

'

'

'

'

'

'

317,532,000,000

329,977,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

138,747,000,000

156,709,000,000

64,451,000,000

77,815,000,000

54,787,000,000

62,469,000,000

19,509,000,000

16,425,000,000

26,610,000,000

21,389,000,000

29,524,000,000

29,461,000,000

'

'

1,308,000,000

1,041,000,000

54,707,000,000

56,248,000,000

20,628,000,000

21,512,000,000

'

'

30,189,000,000

28,230,000,000

12,704,000,000

12,245,000,000

3,115,000,000

3,142,000,000

'

'

'

'

'

'

'

'

54,391,000,000

49,881,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

0

0

0

0

26,551,000,000

21,091,000,000

0

0

'

'

0

0

24,725,000,000

25,648,000,000

0

0

'

'

0

0

0

0

3,115,000,000

3,142,000,000

'

'

'

'

'

'

261,470,000,000

277,774,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

138,384,000,000

155,475,000,000

64,451,000,000

77,815,000,000

54,711,000,000

61,760,000,000

19,222,000,000

15,900,000,000

59,000,000

298,000,000

29,524,000,000

29,461,000,000

'

'

1,308,000,000

1,041,000,000

29,982,000,000

30,600,000,000

20,628,000,000

21,512,000,000

'

'

'

'

29,392,000,000

27,409,000,000

27,300,000,000

12,193,000,000

11,978,000,000

0

0

'

'

'

'

'

'

'

1,671,000,000

2,322,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

363,000,000

1,234,000,000

0

0

76,000,000

709,000,000

287,000,000

525,000,000

0

0

0

0

'

'

0

0

0

0

0

0

'

'

797,000,000

821,000,000

511,000,000

267,000,000

0

0

'

'

'

'

'

'

Loans

'

'

'

'

'

'

728,400,000,000

720,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,614,000,000

2,011,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

72,000,000

80,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,542,000,000

1,931,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Mortgage servicing rights

8,236,000,000

8,347,000,000

9,614,000,000

9,490,000,000

9,335,000,000

7,614,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,236,000,000

9,614,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,236,000,000

9,614,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other

'

'

'

'

'

'

57,800,000,000

61,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

12,123,000,000

15,187,000,000

5,212,000,000

7,509,000,000

6,911,000,000

7,678,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,481,000,000

4,819,000,000

603,000,000

606,000,000

3,878,000,000

4,213,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

353,000,000

718,000,000

14,000,000

429,000,000

339,000,000

289,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7,289,000,000

9,650,000,000

4,595,000,000

6,474,000,000

2,694,000,000

3,176,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total assets measured at fair value on a recurring basis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

780,922,000,000

760,327,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

235,140,000,000

209,207,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,599,806,000,000

1,596,518,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

61,805,000,000

69,310,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities, Fair Value Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Deposits

'

'

'

'

'

'

1,326,300,000,000

1,281,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

8,422,000,000

6,624,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

5,587,000,000

4,369,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,835,000,000

2,255,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Federal funds purchased and securities loaned or sold under repurchase agreements

'

'

'

'

'

'

195,900,000,000

175,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,863,000,000

5,426,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,863,000,000

5,426,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other borrowed funds

31,892,000,000

'

27,994,000,000

'

'

'

16,700,000,000

14,700,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

15,161,000,000

13,306,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

13,169,000,000

11,232,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,992,000,000

2,074,000,000

1,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Debt and equity instruments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

84,305,000,000

80,430,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

64,298,000,000

61,262,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

19,953,000,000

19,055,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

54,000,000

113,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Gross derivative payables

1,158,953,000,000

'

1,160,149,000,000

'

'

'

'

'

793,151,000,000

825,354,000,000

72,728,000,000

82,402,000,000

201,309,000,000

160,125,000,000

53,078,000,000

54,654,000,000

38,687,000,000

37,614,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,424,000,000

1,162,000,000

'

'

'

'

'

'

289,000,000

321,000,000

0

0

983,000,000

443,000,000

0

0

152,000,000

398,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,142,935,000,000

1,140,744,000,000

'

'

'

'

'

'

'

789,514,000,000

822,014,000,000

70,037,000,000

78,731,000,000

197,709,000,000

156,838,000,000

47,801,000,000

46,552,000,000

'

37,874,000,000

36,609,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

14,594,000,000

18,243,000,000

'

'

'

'

'

'

'

3,348,000,000

3,019,000,000

2,691,000,000

3,671,000,000

2,617,000,000

2,844,000,000

5,277,000,000

8,102,000,000

661,000,000

607,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative, netting adjustments

-1,100,002,000,000

'

-1,102,835,000,000

'

'

'

'

'

-778,479,000,000

-812,071,000,000

-71,463,000,000

-80,121,000,000

-181,235,000,000

-144,178,000,000

-41,336,000,000

-39,935,000,000

-27,489,000,000

-26,530,000,000

'

'

'

'

'

'

'

'

'

'

-1,100,002,000,000

-1,102,835,000,000

'

'

'

'

'

'

'

'

-778,479,000,000

-812,071,000,000

-71,463,000,000

-80,121,000,000

-181,235,000,000

-144,178,000,000

-41,336,000,000

-39,935,000,000

-27,489,000,000

-26,530,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative payables balance

58,951,000,000

'

57,314,000,000

'

'

'

'

'

14,672,000,000

13,283,000,000

1,265,000,000

2,281,000,000

20,074,000,000

15,947,000,000

11,742,000,000

14,719,000,000

11,198,000,000

11,084,000,000

'

'

'

'

'

'

'

'

'

'

58,951,000,000

57,314,000,000

'

'

'

'

'

'

'

'

14,672,000,000

13,283,000,000

1,265,000,000

2,281,000,000

20,074,000,000

15,947,000,000

11,742,000,000

14,719,000,000

11,198,000,000

11,084,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

143,256,000,000

137,744,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65,722,000,000

62,424,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,162,888,000,000

1,159,799,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

14,648,000,000

18,356,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Accounts payable and other liabilities

'

'

'

'

'

'

178,700,000,000

160,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

40,000,000

25,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

40,000,000

25,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beneficial interests issued by consolidated VIEs

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3,283,000,000

1,996,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,634,000,000

756,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,649,000,000

1,240,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Long-term debt

'

'

'

'

'

'

244,800,000,000

246,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

30,595,000,000

28,878,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

18,635,000,000

18,870,000,000

1,100,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11,960,000,000

10,008,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total liabilities measured at fair value on a recurring basis

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

203,620,000,000

193,999,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65,722,000,000

62,424,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,204,776,000,000

1,200,452,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

33,124,000,000

33,958,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair value assets and liabilities measured on recurring basis - supplemental data

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Reduction In Level Three Derivative Receivable And Derivative Payable Balances

4,000,000,000

'

7,600,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Costs of the private equity investment portfolio

5,600,000,000

'

8,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Investment valued at net asset value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,900,000,000

$3,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$414,000,000

$899,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$1,500,000,000

$2,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Level_3

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

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

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

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

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

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$10,992,000,000

$2,145,000,000

'

$16,127,000,000

$797,000,000

$5,877,000,000

$339,000,000

'

Fair value of assets

1,210,000,000

1,533,000,000

2,379,000,000

2,675,000,000

2,101,000,000

3,322,000,000

1,210,000,000

259,000,000

134,000,000

95,000,000

497,000,000

921,000,000

1,873,000,000

259,000,000

-931,000,000

-1,194,000,000

-1,200,000,000

-1,205,000,000

-1,218,000,000

-1,750,000,000

-931,000,000

-2,421,000,000

-2,206,000,000

-1,063,000,000

-1,938,000,000

-2,291,000,000

-1,806,000,000

-2,421,000,000

-14,000,000

-122,000,000

115,000,000

-53,000,000

71,000,000

254,000,000

-14,000,000

8,236,000,000

8,347,000,000

9,614,000,000

9,490,000,000

9,335,000,000

7,614,000,000

8,236,000,000

4,595,000,000

4,883,000,000

6,474,000,000

7,818,000,000

7,105,000,000

7,181,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4,159,000,000

'

'

'

436,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities, fair value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

203,620,000,000

193,999,000,000

33,124,000,000

33,958,000,000

'

'

'

'

1,202,000,000

'

'

'

'

15,585,000,000

Yield

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.00%

2.00%

0.00%

'

'

'

'

'

'

'

'

'

'

16.00%

30.00%

43.00%

'

'

'

'

'

'

'

'

'

7.00%

4.00%

9.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Prepayment speed

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

'

'

'

'

20.00%

'

'

'

'

'

'

'

20.00%

'

'

'

'

'

'

'

'

'

'

'

6.00%

'

'

20.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Conditional default rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.00%

'

0.00%

0.00%

'

'

'

'

'

'

'

'

'

'

'

100.00%

99.00%

'

'

'

'

'

'

'

'

'

'

32.00%

7.00%

'

2.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss severity

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

40.00%

'

0.00%

0.00%

'

'

'

'

'

'

'

'

'

'

'

100.00%

40.00%

'

'

'

'

'

'

'

'

'

'

22.00%

32.00%

'

40.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Price

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

132

102

'

'

'

'

'

'

'

'

91

81

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-75.00%

-75.00%

'

'

'

'

'

'

'

'

'

'

'

93.00%

93.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Interest rate spread volatility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

'

'

'

'

'

'

'

'

'

'

'

'

60.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Credit correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

44.00%

'

'

'

44.00%

'

'

'

'

'

'

'

'

84.00%

'

'

'

84.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Foreign exchange correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

'

48.00%

'

'

'

'

'

'

'

'

'

'

75.00%

'

75.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity volatility

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20.00%

'

'

'

'

'

'

'

'

'

'

'

'

65.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Forward commodity price

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

20

'

'

'

'

'

'

'

'

'

'

'

'

160

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

EBITDA multiple

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4

14.2

8.3

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Credit spread

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.50%

'

'

2.50%

'

'

'

'

'

'

'

'

'

4.50%

'

'

5.25%

'

'

'

'

'

'

'

'

1.88%

2.63%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liquidity adjustment

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.00%

20.00%

7.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity correlation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-45.00%

'

'

'

'

'

'

'

'

'

'

'

'

85.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Level 3 Inputs - Supplemental Data

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Trading securities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

338,204,000,000

308,905,000,000

28,370,000,000

27,224,000,000

498,000,000

839,000,000

'

'

'

'

'

'

'

'

Trading liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$143,256,000,000

$137,744,000,000

$14,648,000,000

$18,356,000,000

$442,000,000

$759,000,000

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Changes

Fair Value Measurement - Changes in level 3 recurring measurements (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Assets	'	'	'	'
Total realized/unrealized gains/(losses)	($167)	$2,200	'	'
Liabilities	'	'	'	'
Total realized/unrealized (gains)/losses	-533	475	'	'
Deposits	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	2,838	2,190	2,255	1,983
Total realized/unrealized (gains)/losses	-52	-2	59	-107
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	452	334	1,261	946
Settlements	-44	-26	-110	-183
Transfers into and/or out of level 3	-359	-296	-630	-439
Ending balance	2,835	2,200	2,835	2,200
Fair Value, Measurement with Unobservable Inputs, Recurring Basis, Liabilities, Change in Unrealized Gains (Losses) Related to Financial Instruments Still Held	-52	-3	61	-38
Other borrowed funds	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	1,538	2,673	2,074	1,619
Total realized/unrealized (gains)/losses	-45	9	-138	-260
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	1,575	1,405	4,251	5,556
Settlements	-1,494	-1,823	-4,981	-4,742
Transfers into and/or out of level 3	418	85	786	176
Ending balance	1,992	2,349	1,992	2,349
Fair Value, Measurement with Unobservable Inputs, Recurring Basis, Liabilities, Change in Unrealized Gains (Losses) Related to Financial Instruments Still Held	-41	64	51	-192
Trading liabilities b debt and equity instruments	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	80	104	113	205
Total realized/unrealized (gains)/losses	-12	-6	-16	-74
Purchases	-36	-118	-298	-1,977
Sales	22	130	301	2,136
Issuances	0	0	0	0
Settlements	9	-14	1	-48
Transfers into and/or out of level 3	-9	0	-47	-146
Ending balance	54	96	54	96
Fair Value, Measurement with Unobservable Inputs, Recurring Basis, Liabilities, Change in Unrealized Gains (Losses) Related to Financial Instruments Still Held	-12	-9	-6	12
Accounts payable and other liabilities	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	45	32	25	36
Total realized/unrealized (gains)/losses	0	0	27	1
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	-5	-3	-12	-8
Transfers into and/or out of level 3	0	0	0	0
Ending balance	40	29	40	29
Fair Value, Measurement with Unobservable Inputs, Recurring Basis, Liabilities, Change in Unrealized Gains (Losses) Related to Financial Instruments Still Held	0	0	0	1
Beneficial interests issued by consolidated VIEs	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	1,062	863	1,240	925
Total realized/unrealized (gains)/losses	-42	71	59	96
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	653	145	735	196
Settlements	-24	-33	-283	-171
Transfers into and/or out of level 3	0	0	-102	0
Ending balance	1,649	1,046	1,649	1,046
Fair Value, Measurement with Unobservable Inputs, Recurring Basis, Liabilities, Change in Unrealized Gains (Losses) Related to Financial Instruments Still Held	-44	47	45	-18
Long-term debt	'	'	'	'
Liabilities	'	'	'	'
Beginning balance	11,746	9,202	10,008	8,476
Total realized/unrealized (gains)/losses	-382	403	157	-502
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	2,175	1,645	5,919	5,378
Settlements	-1,583	-1,393	-3,962	-2,996
Transfers into and/or out of level 3	4	-45	-162	-544
Ending balance	11,960	9,812	11,960	9,812
Fair Value, Measurement with Unobservable Inputs, Recurring Basis, Liabilities, Change in Unrealized Gains (Losses) Related to Financial Instruments Still Held	-266	-290	231	-440
Mortgage-backed securities - US government agencies	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,125	901	1,005	498
Total realized/unrealized gains/(losses)	-18	-21	12	119
Purchases	2	33	345	426
Sales	-12	-9	-186	-88
Settlements	-31	-23	-91	-74
Transfers into and/or out of level 3	-8	0	-27	0
Ending Balance	1,058	881	1,058	881
Change in unrealized gains/(losses) related to financial instruments held	-18	-14	16	143
Mortgage-backed securities - Residential b nonagency	'	'	'	'
Assets	'	'	'	'
Beginning balance	543	615	726	663
Total realized/unrealized gains/(losses)	-13	61	78	373
Purchases	224	146	597	580
Sales	-120	-185	-634	-925
Settlements	-5	-24	-29	-73
Transfers into and/or out of level 3	-38	0	-147	-5
Ending Balance	591	613	591	613
Change in unrealized gains/(losses) related to financial instruments held	-22	43	5	185
Mortgage-backed securities - Commercial b nonagency	'	'	'	'
Assets	'	'	'	'
Beginning balance	327	1,271	432	1,207
Total realized/unrealized gains/(losses)	-2	239	26	114
Purchases	251	162	832	601
Sales	-323	-1,224	-804	-1,402
Settlements	-6	-134	-54	-206
Transfers into and/or out of level 3	16	0	-169	0
Ending Balance	263	314	263	314
Change in unrealized gains/(losses) related to financial instruments held	-6	1	-5	-5
Total mortgage-backed securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,995	2,787	2,163	2,368
Total realized/unrealized gains/(losses)	-33	279	116	606
Purchases	477	341	1,774	1,607
Sales	-455	-1,418	-1,624	-2,415
Settlements	-42	-181	-174	-353
Transfers into and/or out of level 3	-30	0	-343	-5
Ending Balance	1,912	1,808	1,912	1,808
Change in unrealized gains/(losses) related to financial instruments held	-46	30	16	323
Obligations of U.S. states and municipalities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,079	1,221	1,382	1,436
Total realized/unrealized gains/(losses)	158	-5	145	13
Purchases	1	419	1	472
Sales	-49	-32	-339	-115
Settlements	0	-3	0	-206
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	1,189	1,600	1,189	1,600
Change in unrealized gains/(losses) related to financial instruments held	156	1	14	23
Non-U.S. government debt securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	128	136	143	67
Total realized/unrealized gains/(losses)	7	-9	26	2
Purchases	88	368	523	1,002
Sales	-20	-415	-539	-1,097
Settlements	-1	-1	-3	-5
Transfers into and/or out of level 3	-67	0	-15	110
Ending Balance	135	79	135	79
Change in unrealized gains/(losses) related to financial instruments held	6	-6	9	1
Corporate debt securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	4,793	5,735	5,920	5,308
Total realized/unrealized gains/(losses)	-88	-22	280	-146
Purchases	1,280	584	3,640	5,762
Sales	-776	-1,413	-2,791	-4,931
Settlements	-72	-41	-1,736	-1,488
Transfers into and/or out of level 3	-75	34	-251	372
Ending Balance	5,062	4,877	5,062	4,877
Change in unrealized gains/(losses) related to financial instruments held	168	15	458	104
Loans, debt instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	13,521	10,940	13,455	10,787
Total realized/unrealized gains/(losses)	-179	515	512	384
Purchases	4,563	2,873	9,850	8,281
Sales	-1,476	-1,610	-4,378	-5,360
Settlements	-1,349	-595	-4,067	-1,986
Transfers into and/or out of level 3	251	-132	-41	-115
Ending Balance	15,331	11,991	15,331	11,991
Change in unrealized gains/(losses) related to financial instruments held	-184	470	297	127
Asset-backed securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,216	1,428	1,272	3,696
Total realized/unrealized gains/(losses)	-21	2	49	161
Purchases	564	262	1,921	1,302
Sales	-477	-427	-1,809	-1,961
Settlements	-88	-108	-259	-255
Transfers into and/or out of level 3	26	-15	46	-1,801
Ending Balance	1,220	1,142	1,220	1,142
Change in unrealized gains/(losses) related to financial instruments held	-27	5	-19	173
Total debt instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	22,732	22,247	24,335	23,662
Total realized/unrealized gains/(losses)	-156	760	1,128	1,020
Purchases	6,973	4,847	17,709	18,426
Sales	-3,253	-5,315	-11,480	-15,879
Settlements	-1,552	-929	-6,239	-4,293
Transfers into and/or out of level 3	105	-113	-604	-1,439
Ending Balance	24,849	21,497	24,849	21,497
Change in unrealized gains/(losses) related to financial instruments held	73	515	775	751
Equity securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	704	1,039	885	1,114
Total realized/unrealized gains/(losses)	22	19	121	10
Purchases	140	32	225	236
Sales	-25	-54	-100	-202
Settlements	-42	-3	-76	-68
Transfers into and/or out of level 3	35	-17	-221	-74
Ending Balance	834	1,016	834	1,016
Change in unrealized gains/(losses) related to financial instruments held	19	105	92	3
Physical commodities	'	'	'	'
Assets	'	'	'	'
Beginning balance	3	16	4	0
Total realized/unrealized gains/(losses)	-1	0	-1	0
Purchases	0	0	0	0
Sales	0	-8	0	-8
Settlements	0	0	-1	0
Transfers into and/or out of level 3	0	0	0	16
Ending Balance	2	8	2	8
Change in unrealized gains/(losses) related to financial instruments held	0	0	-1	0
Other debt and equity instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,341	1,105	2,000	863
Total realized/unrealized gains/(losses)	-53	81	116	168
Purchases	480	419	1,190	545
Sales	-66	-74	-244	-94
Settlements	-17	-70	-112	-151
Transfers into and/or out of level 3	0	0	-265	130
Ending Balance	2,685	1,461	2,685	1,461
Change in unrealized gains/(losses) related to financial instruments held	-53	71	122	215
Total debt and equity instruments	'	'	'	'
Assets	'	'	'	'
Beginning balance	25,780	24,407	27,224	25,639
Total realized/unrealized gains/(losses)	-188	860	1,364	1,198
Purchases	7,593	5,298	19,124	19,207
Sales	-3,344	-5,451	-11,824	-16,183
Settlements	-1,611	-1,002	-6,428	-4,512
Transfers into and/or out of level 3	140	-130	-1,090	-1,367
Ending Balance	28,370	23,982	28,370	23,982
Change in unrealized gains/(losses) related to financial instruments held	39	691	988	969
Interest rate contract	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,533	2,101	2,379	3,322
Total realized/unrealized gains/(losses)	-46	548	-20	979
Purchases	31	160	129	275
Sales	-61	-68	-167	-193
Settlements	-232	-26	-997	-1,873
Transfers into and/or out of level 3	-15	-40	-114	165
Ending Balance	1,210	2,675	1,210	2,675
Change in unrealized gains/(losses) related to financial instruments held	-133	382	-643	155
Credit derivatives	'	'	'	'
Assets	'	'	'	'
Beginning balance	134	921	95	1,873
Total realized/unrealized gains/(losses)	89	-271	-150	-1,095
Purchases	23	5	245	55
Sales	-4	-11	-25	-12
Settlements	19	-146	146	-335
Transfers into and/or out of level 3	-2	-1	-52	11
Ending Balance	259	497	259	497
Change in unrealized gains/(losses) related to financial instruments held	112	-259	-74	-1,128
Foreign exchange contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-1,194	-1,218	-1,200	-1,750
Total realized/unrealized gains/(losses)	176	-122	-166	-77
Purchases	43	6	137	-1
Sales	-3	-4	-22	-7
Settlements	51	135	306	648
Transfers into and/or out of level 3	-4	-2	14	-18
Ending Balance	-931	-1,205	-931	-1,205
Change in unrealized gains/(losses) related to financial instruments held	194	-252	-389	-276
Equity contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-2,206	-2,291	-1,063	-1,806
Total realized/unrealized gains/(losses)	-201	601	-273	1,140
Purchases	699	224	1,557	760
Sales	-791	-245	-2,371	-892
Settlements	-4	-535	47	-1,345
Transfers into and/or out of level 3	82	308	-318	205
Ending Balance	-2,421	-1,938	-2,421	-1,938
Change in unrealized gains/(losses) related to financial instruments held	-164	-572	239	499
Commodity contracts	'	'	'	'
Assets	'	'	'	'
Beginning balance	-122	71	115	254
Total realized/unrealized gains/(losses)	178	83	6	736
Purchases	0	0	1	11
Sales	0	0	0	-3
Settlements	-80	-248	-93	-1,102
Transfers into and/or out of level 3	10	41	-43	51
Ending Balance	-14	-53	-14	-53
Change in unrealized gains/(losses) related to financial instruments held	448	-44	-126	125
Total net derivative receivables	'	'	'	'
Assets	'	'	'	'
Beginning balance	-1,855	-416	326	1,893
Total realized/unrealized gains/(losses)	196	839	-603	1,683
Purchases	796	395	2,069	1,100
Sales	-859	-328	-2,585	-1,107
Settlements	-246	-820	-591	-4,007
Transfers into and/or out of level 3	71	306	-513	414
Ending Balance	-1,897	-24	-1,897	-24
Change in unrealized gains/(losses) related to financial instruments held	457	-745	-993	-625
Asset-backed securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,322	1,125	1,088	28,024
Total realized/unrealized gains/(losses)	-25	2	-36	7
Purchases	50	179	275	579
Sales	0	0	-2	0
Settlements	-39	-13	-80	-57
Transfers into and/or out of level 3	0	0	63	-27,260
Ending Balance	1,308	1,293	1,308	1,293
Change in unrealized gains/(losses) related to financial instruments held	-24	2	-36	7
Other	'	'	'	'
Assets	'	'	'	'
Beginning balance	514	824	1,234	892
Total realized/unrealized gains/(losses)	-18	8	-20	-1
Purchases	0	361	122	368
Sales	0	-4	0	-17
Settlements	-133	-6	-201	-59
Transfers into and/or out of level 3	0	30	-772	30
Ending Balance	363	1,213	363	1,213
Change in unrealized gains/(losses) related to financial instruments held	-2	8	-3	13
Total available-for-sale securities	'	'	'	'
Assets	'	'	'	'
Beginning balance	1,836	1,949	2,322	28,916
Total realized/unrealized gains/(losses)	-43	10	-56	6
Purchases	50	540	397	947
Sales	0	-4	-2	-17
Settlements	-172	-19	-281	-116
Transfers into and/or out of level 3	0	30	-709	-27,230
Ending Balance	1,671	2,506	1,671	2,506
Change in unrealized gains/(losses) related to financial instruments held	-26	10	-39	20
Loans	'	'	'	'
Assets	'	'	'	'
Beginning balance	4,227	1,843	1,931	2,282
Total realized/unrealized gains/(losses)	-240	78	-168	49
Purchases	233	286	3,313	614
Sales	-89	-86	-231	-142
Settlements	-589	-116	-1,303	-798
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	3,542	2,005	3,542	2,005
Change in unrealized gains/(losses) related to financial instruments held	-241	63	-208	-47
Mortgage servicing rights	'	'	'	'
Assets	'	'	'	'
Beginning balance	8,347	9,335	9,614	7,614
Total realized/unrealized gains/(losses)	-57	-93	-1,028	1,254
Purchases	151	534	527	1,873
Sales	11	0	-175	-418
Settlements	-216	-286	-702	-833
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	8,236	9,490	8,236	9,490
Change in unrealized gains/(losses) related to financial instruments held	-57	-93	-1,028	1,254
Private equity investments	'	'	'	'
Assets	'	'	'	'
Beginning balance	4,883	7,105	6,474	7,181
Total realized/unrealized gains/(losses)	166	469	430	634
Purchases	3	419	112	622
Sales	-458	-161	-1,945	-264
Settlements	1	-14	-435	-355
Transfers into and/or out of level 3	0	0	-41	0
Ending Balance	4,595	7,818	4,595	7,818
Change in unrealized gains/(losses) related to financial instruments held	365	521	278	322
All other assets	'	'	'	'
Assets	'	'	'	'
Beginning balance	2,776	3,680	3,176	4,258
Total realized/unrealized gains/(losses)	-1	6	-27	-19
Purchases	14	42	149	177
Sales	-5	-27	-159	-322
Settlements	-90	-153	-445	-546
Transfers into and/or out of level 3	0	0	0	0
Ending Balance	2,694	3,548	2,694	3,548
Change in unrealized gains/(losses) related to financial instruments held	($1)	($4)	($26)	($55)

Fair_Value_Measurement_Changes1

Fair Value Measurement - Changes in Level 3, Supplemental Caption Data (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	'	'	($30)	$17	($43)	$145
Unrealized gains (losses) recorded in OCI on AFS securities	'	'	($12)	$13	($13)	$45

Fair_Value_Measurement_Level_31

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

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

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

Total net derivative receivables

Total net derivative receivables

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$780,922,000,000

$760,327,000,000

'

'

'

$61,805,000,000

$61,805,000,000

$69,310,000,000

Increase (decrease) in level 3 assets

'

'

'

'

-1,400,000,000

'

'

'

-1,900,000,000

'

'

'

'

'

'

'

1,600,000,000

'

'

'

'

'

'

'

2,600,000,000

-5,900,000,000

1,100,000,000

1,400,000,000

-7,500,000,000

'

Total realized/unrealized gains/(losses)

($167,000,000)

$2,200,000,000

($57,000,000)

($93,000,000)

($1,028,000,000)

$1,254,000,000

$166,000,000

$469,000,000

$430,000,000

$634,000,000

$196,000,000

$839,000,000

($603,000,000)

$1,683,000,000

($240,000,000)

$78,000,000

($168,000,000)

$49,000,000

($188,000,000)

$860,000,000

$1,364,000,000

$1,198,000,000

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Credit_

Fair Value Measurement - Credit Adjustments Reflected on Balance Sheet (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Credit adjustments	'	'
Derivative receivables balance	$72,453,000,000	$65,759,000,000
Derivative payables balance	58,951,000,000	57,314,000,000
Derivatives CVA	-2,156,000,000	-2,352,000,000
Derivatives and structured notes DVA and FVA	-339,000,000	-322,000,000
Structured notes balance (net of structures notes DVA and FVA)	54,178,000,000	48,808,000,000
Derivative credit risk valuation adjustment, derivative liabilities	688,000,000	715,000,000
Plain Vanilla Financial Instruments	'	'
Credit adjustments	'	'
Structured Notes Balance Net Of DVA	1,100,000,000	1,100,000,000
Debit Valuation Adjustment	'	'
Credit adjustments	'	'
Derivatives and structured notes DVA and FVA	1,292,000,000	952,000,000
Derivative credit risk valuation adjustment, derivative liabilities	$1,600,000,000	$1,400,000,000

Fair_Value_Measurement_Impact_

Fair Value Measurement - Impact of Credit Adjustments (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Impact of credit adjustments on earnings	'	'	'	'
Structured note credit adjustments	$162	($163)	$167	$29
Credit Valuation Adjustment	'	'	'	'
Impact of credit adjustments on earnings	'	'	'	'
Derivative credit adjustments	-57	364	196	1,245
Debit Valuation Adjustment and Funding Valuation Adjustment	'	'	'	'
Impact of credit adjustments on earnings	'	'	'	'
Derivative credit adjustments	144	'	-17	'
Structured note credit adjustments	161	'	340	'
Debit Valuation Adjustment	'	'	'	'
Impact of credit adjustments on earnings	'	'	'	'
Derivative credit adjustments	68	-66	-27	33
Structured note credit adjustments	$190	($331)	$209	$51

Fair_Value_Measurement_Nonrecu

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

3 Months Ended

9 Months Ended

0 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 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

'

'

'

'

'

'

'

'

'

'

$2,600

$2,200

$102

$161

$2,500

$2,000

$1,300

$675

Indicative pricing from external investors

'

'

'

'

0.58%

'

0.70%

'

0.62%

'

'

'

'

'

'

'

'

'

Fair value inputs, liquidation value discount

'

'

'

'

'

12.00%

'

66.00%

'

27.00%

'

'

'

'

'

'

'

'

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

($280)

($215)

($709)

($600)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurement_Carryin

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Dec. 31, 2012
Financial assets	'	'	'	'	'	'
Cash and due from banks	$25,372,000,000	$30,664,000,000	$25,372,000,000	$30,664,000,000	$39,771,000,000	$53,723,000,000
Deposits with banks	414,312,000,000	'	414,312,000,000	'	316,051,000,000	'
Federal funds sold and securities purchased under resale agreements	214,336,000,000	'	214,336,000,000	'	248,116,000,000	'
Fair value	50,050,000,000	'	50,050,000,000	'	23,731,000,000	'
Financial liabilities	'	'	'	'	'	'
Commercial paper	59,960,000,000	'	59,960,000,000	'	57,848,000,000	'
Other borrowed funds	31,892,000,000	'	31,892,000,000	'	27,994,000,000	'
Beneficial interests issued by consolidated VIEs	47,564,000,000	'	47,564,000,000	'	49,617,000,000	'
Trading assets and liabilities average balances Abstract	'	'	'	'	'	'
Trading assets - debt and equity instruments	331,536,000,000	315,575,000,000	324,019,000,000	347,649,000,000	'	'
Trading assets - derivative receivables	65,786,000,000	71,657,000,000	63,815,000,000	73,950,000,000	'	'
Trading liabilities - debt and equity instruments	85,407,000,000	83,306,000,000	85,289,000,000	76,541,000,000	'	'
Trading liabilities - derivative payables	51,524,000,000	63,378,000,000	51,379,000,000	66,083,000,000	'	'
Carrying value	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	25,400,000,000	'	25,400,000,000	'	39,800,000,000	'
Deposits with banks	414,300,000,000	'	414,300,000,000	'	316,100,000,000	'
Accrued interest and accounts receivable	75,500,000,000	'	75,500,000,000	'	65,200,000,000	'
Federal funds sold and securities purchased under resale agreements	187,400,000,000	'	187,400,000,000	'	223,000,000,000	'
Securities borrowed	117,100,000,000	'	117,100,000,000	'	107,700,000,000	'
Fair value	48,800,000,000	'	48,800,000,000	'	24,000,000,000	'
Loans	724,800,000,000	'	724,800,000,000	'	720,100,000,000	'
Other	54,100,000,000	'	54,100,000,000	'	58,200,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,326,100,000,000	'	1,326,100,000,000	'	1,281,100,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	195,900,000,000	'	195,900,000,000	'	175,700,000,000	'
Commercial paper	60,000,000,000	'	60,000,000,000	'	57,800,000,000	'
Other borrowed funds	16,700,000,000	'	16,700,000,000	'	14,700,000,000	'
Accounts payable and other liabilities	178,800,000,000	'	178,800,000,000	'	160,200,000,000	'
Beneficial interests issued by consolidated VIEs	44,300,000,000	'	44,300,000,000	'	47,600,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	238,100,000,000	'	238,100,000,000	'	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	25,400,000,000	'	25,400,000,000	'	39,800,000,000	'
Deposits with banks	414,300,000,000	'	414,300,000,000	'	316,100,000,000	'
Accrued interest and accounts receivable	75,500,000,000	'	75,500,000,000	'	65,200,000,000	'
Federal funds sold and securities purchased under resale agreements	187,400,000,000	'	187,400,000,000	'	223,000,000,000	'
Securities borrowed	117,100,000,000	'	117,100,000,000	'	107,700,000,000	'
Fair value	50,100,000,000	'	50,100,000,000	'	23,700,000,000	'
Loans	728,400,000,000	'	728,400,000,000	'	720,200,000,000	'
Other	57,800,000,000	'	57,800,000,000	'	61,900,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,326,300,000,000	'	1,326,300,000,000	'	1,281,500,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	195,900,000,000	'	195,900,000,000	'	175,700,000,000	'
Commercial paper	60,000,000,000	'	60,000,000,000	'	57,800,000,000	'
Other borrowed funds	16,700,000,000	'	16,700,000,000	'	14,700,000,000	'
Accounts payable and other liabilities	178,700,000,000	'	178,700,000,000	'	160,000,000,000	'
Beneficial interests issued by consolidated VIEs	44,300,000,000	'	44,300,000,000	'	47,500,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	244,800,000,000	'	244,800,000,000	'	246,800,000,000	'
Wholesale lending related commitments	1,600,000,000	'	1,600,000,000	'	1,000,000,000	'
Fair Value | Estimate of Fair Value, Level 1 Inputs	'	'	'	'	'	'
Financial assets	'	'	'	'	'	'
Cash and due from banks	25,400,000,000	'	25,400,000,000	'	39,800,000,000	'
Deposits with banks	409,100,000,000	'	409,100,000,000	'	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	'
Fair value	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	5,200,000,000	'	5,200,000,000	'	6,400,000,000	'
Accrued interest and accounts receivable	75,400,000,000	'	75,400,000,000	'	64,900,000,000	'
Federal funds sold and securities purchased under resale agreements	187,400,000,000	'	187,400,000,000	'	223,000,000,000	'
Securities borrowed	117,100,000,000	'	117,100,000,000	'	107,700,000,000	'
Fair value	50,100,000,000	'	50,100,000,000	'	23,700,000,000	'
Loans	17,000,000,000	'	17,000,000,000	'	23,000,000,000	'
Other	51,400,000,000	'	51,400,000,000	'	54,500,000,000	'
Financial liabilities	'	'	'	'	'	'
Deposits	1,325,100,000,000	'	1,325,100,000,000	'	1,280,300,000,000	'
Federal funds purchased and securities loaned or sold under repurchase agreements	195,900,000,000	'	195,900,000,000	'	175,700,000,000	'
Commercial paper	60,000,000,000	'	60,000,000,000	'	57,800,000,000	'
Other borrowed funds	16,700,000,000	'	16,700,000,000	'	14,700,000,000	'
Accounts payable and other liabilities	175,800,000,000	'	175,800,000,000	'	158,200,000,000	'
Beneficial interests issued by consolidated VIEs	42,200,000,000	'	42,200,000,000	'	44,300,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	241,300,000,000	'	241,300,000,000	'	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	100,000,000	'	100,000,000	'	300,000,000	'
Federal funds sold and securities purchased under resale agreements	0	'	0	'	0	'
Securities borrowed	0	'	0	'	0	'
Fair value	0	'	0	'	0	'
Loans	711,400,000,000	'	711,400,000,000	'	697,200,000,000	'
Other	6,400,000,000	'	6,400,000,000	'	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	2,900,000,000	'	2,900,000,000	'	1,800,000,000	'
Beneficial interests issued by consolidated VIEs	2,100,000,000	'	2,100,000,000	'	3,200,000,000	'
Long-term debt and junior subordinated deferrable interest debentures	3,500,000,000	'	3,500,000,000	'	6,000,000,000	'
Wholesale lending related commitments	$1,600,000,000	'	$1,600,000,000	'	$1,000,000,000	'

Fair_Value_Option_Details

Fair Value Option (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Changes in fair value under the fair value option election	'	'	'	'
Federal funds sold and securities purchased under resale agreements	($114)	$11	($58)	($347)
Securities borrowed	-3	-7	-8	11
Trading assets:	'	'	'	'
Debt and equity instruments, excluding loans	21	160	497	409
Loans reported as trading assets:	'	'	'	'
Changes in instrument-specific credit risk	150	301	916	878
Other changes in fair value	347	263	1,141	1,390
Loans:	'	'	'	'
Changes in instrument-specific credit risk	3	22	31	16
Other changes in fair value	-2	-10	29	11
Other assets	27	-36	-103	-104
Deposits	117	-158	-94	139
Federal funds purchased and securities loaned or sold under repurchase agreements	15	8	-19	53
Other borrowed funds	-56	-127	-1,227	253
Trading liabilities	-2	-9	-11	-41
Beneficial interests issued by consolidated VIEs	-54	-85	-191	-182
Other liabilities	0	0	-27	-1
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	162	-163	167	29
Other changes in fair value	170	262	-621	1,231
Principal transactions	'	'	'	'
Changes in fair value under the fair value option election	'	'	'	'
Federal funds sold and securities purchased under resale agreements	-114	11	-58	-347
Securities borrowed	-3	-7	-8	11
Trading assets:	'	'	'	'
Debt and equity instruments, excluding loans	20	160	495	402
Loans reported as trading assets:	'	'	'	'
Changes in instrument-specific credit risk	140	316	894	855
Other changes in fair value	98	-19	200	-97
Loans:	'	'	'	'
Changes in instrument-specific credit risk	3	22	31	16
Other changes in fair value	-2	-10	29	11
Other assets	6	6	18	27
Deposits	117	-158	-94	139
Federal funds purchased and securities loaned or sold under repurchase agreements	15	8	-19	53
Other borrowed funds	-56	-127	-1,227	253
Trading liabilities	-2	-9	-11	-41
Beneficial interests issued by consolidated VIEs	-54	-85	-191	-182
Other liabilities	0	0	-27	0
Long-term debt:	'	'	'	'
Changes in instrument-specific credit risk	162	-163	167	29
Other changes in fair value	170	262	-621	1,231
All 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	1	0	2	7
Loans reported as trading assets:	'	'	'	'
Changes in instrument-specific credit risk	10	-15	22	23
Other changes in fair value	249	282	941	1,487
Loans:	'	'	'	'
Changes in instrument-specific credit risk	0	0	0	0
Other changes in fair value	0	0	0	0
Other assets	21	-42	-121	-131
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	$190	($331)	$209	$51

Fair_Value_Option_Aggregate_Di

Fair Value Option - Aggregate Differences (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Other Guarantees and Commitments	'	'
Fair Value Option - Supplemental Information	'	'
Other guarantees and commitments, contractual amount	$5,754	$6,786
Other guarantees and commitments, carrying value	74	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	-101	-99
Carrying value	'	'
Loans	'	'
Nonaccrual loans	4,406	5,365
Total loans	48,569	40,052
Carrying value | Trading assets	'	'
Loans	'	'
Nonaccrual loans	4,205	5,156
All other performing loans	40,888	33,069
Carrying value | Total loans	'	'
Loans	'	'
Nonaccrual loans	201	209
All other performing loans	3,275	1,618
Carrying value | Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	14,416	15,797
Fair Value	'	'
Loans	'	'
Nonaccrual loans	1,171	1,645
Total loans	42,027	32,503
Long-term debt	'	'
Long-term debt	30,595	28,878
Long-term beneficial interests	'	'
Total long-term beneficial interests	3,283	1,996
Fair Value | Trading assets	'	'
Loans	'	'
Nonaccrual loans	1,056	1,491
All other performing loans	37,597	29,295
Fair Value | Total loans	'	'
Loans	'	'
Nonaccrual loans	115	154
All other performing loans	3,259	1,563
Fair Value | Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	14,631	15,909
Fair Value | Non Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	15,964	12,969
Long-term beneficial interests	'	'
Total long-term beneficial interests	3,283	1,996
Fair value over/(under) contractual principal outstanding	'	'
Loans	'	'
Nonaccrual loans	-3,235	-3,720
Total loans	-6,542	-7,549
Fair value over/(under) contractual principal outstanding | Trading assets	'	'
Loans	'	'
Nonaccrual loans	-3,149	-3,665
All other performing loans	-3,291	-3,774
Fair value over/(under) contractual principal outstanding | Total loans	'	'
Loans	'	'
Nonaccrual loans	-86	-55
All other performing loans	-16	-55
Fair value over/(under) contractual principal outstanding | Principal Protected Debt	'	'
Long-term debt	'	'
Long-term debt	$215	$112

Fair_Value_Option_Structured_N

Fair Value Option - Structured Note Products by Balance Sheet Classification and Risk Component (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	$53,031	$47,661
Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	30,473	28,427
Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	14,532	13,068
Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	8,026	6,166
Interest rate	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	12,220	11,401
Interest rate | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	9,742	9,516
Interest rate | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	449	615
Interest rate | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	2,029	1,270
Credit	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	4,477	4,261
Credit | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	4,295	4,248
Credit | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	182	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	2,536	2,542
Foreign exchange | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	2,451	2,321
Foreign exchange | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	70	194
Foreign exchange | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	15	27
Equity	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	30,223	26,754
Equity | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	12,698	11,082
Equity | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	13,377	11,936
Equity | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	4,148	3,736
Commodity	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	3,575	2,703
Commodity | Long-term debt	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	1,287	1,260
Commodity | Other borrowed funds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	454	310
Commodity | Deposits	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Structured notes balance	$1,834	$1,133

Derivative_Instruments_Notiona

Derivative Instruments - Notional Amount of Derivative Contracts (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Derivative [Line Items]	'	'
Total derivative notional amounts	$66,346	$70,413
Interest rate contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	49,453	54,705
Interest rate contracts | Swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	29,792	35,221
Interest rate contracts | Futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	11,067	11,238
Interest rate contracts | Written options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	4,107	4,059
Interest rate contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	4,487	4,187
Credit derivatives	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	4,658	5,331
Foreign exchange contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	10,317	8,572
Foreign exchange contracts | Written options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	869	659
Foreign exchange contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	848	652
Foreign exchange contracts | Cross-currency swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	3,497	3,488
Foreign exchange contracts | Spot, futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	5,103	3,773
Equity contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	1,197	1,042
Equity contracts | Swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	206	187
Equity contracts | Futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	51	50
Equity contracts | Written options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	509	425
Equity contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	431	380
Commodity contracts	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	721	763
Commodity contracts | Swaps	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	121	124
Commodity contracts | Written options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	205	202
Commodity contracts | Purchased options	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	199	203
Commodity contracts | Spot, futures and forwards	'	'
Derivative [Line Items]	'	'
Total derivative notional amounts	$196	$234

Derivative_Instruments_Impact_

Derivative Instruments - Impact on Balance Sheet (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value	'	'
Gross derivative receivables	$1,188,282	$1,180,467
Net derivative receivables	72,453	65,759
Gross derivative payables	1,158,953	1,160,149
Net derivative payables	58,951	57,314
Interest rate contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	824,160	854,679
Net derivative receivables	30,749	25,782
Gross derivative payables	793,151	825,354
Net derivative payables	14,672	13,283
Credit derivatives	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	74,036	83,520
Net derivative receivables	1,239	1,516
Gross derivative payables	72,728	82,402
Net derivative payables	1,265	2,281
Foreign exchange contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	203,397	153,599
Net derivative receivables	21,730	16,790
Gross derivative payables	201,309	160,125
Net derivative payables	20,074	15,947
Equity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	49,717	52,931
Net derivative receivables	9,465	12,227
Gross derivative payables	53,078	54,654
Net derivative payables	11,742	14,719
Commodity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	36,972	35,738
Net derivative receivables	9,270	9,444
Gross derivative payables	38,687	37,614
Net derivative payables	11,198	11,084
Not designated as hedges	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	1,181,040	1,174,224
Gross derivative payables	1,155,038	1,154,200
Not designated as hedges | Interest rate contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	820,941	851,189
Gross derivative payables	790,431	820,811
Not designated as hedges | Credit derivatives	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	74,036	83,520
Gross derivative payables	72,728	82,402
Not designated as hedges | Foreign exchange contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	199,913	152,240
Gross derivative payables	200,537	158,728
Not designated as hedges | Equity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	49,717	52,931
Gross derivative payables	53,078	54,654
Not designated as hedges | Commodity contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	36,433	34,344
Gross derivative payables	38,264	37,605
Designated as hedges	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	7,242	6,243
Gross derivative payables	3,915	5,949
Designated as hedges | Interest rate contracts	'	'
Derivatives, Fair Value	'	'
Gross derivative receivables	3,219	3,490
Gross derivative payables	2,720	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	3,484	1,359
Gross derivative payables	772	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	539	1,394
Gross derivative payables	$423	$9

Derivative_Instruments_Derivat

Derivative Instruments - Derivatives Netting (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	$1,167,499,000,000	$1,164,733,000,000
Amounts netted on the Consolidated balance sheets	-1,115,829,000,000	-1,114,708,000,000
Net derivative receivables	51,670,000,000	50,025,000,000
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	20,783,000,000	15,734,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	1,188,282,000,000	1,180,467,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	72,453,000,000	65,759,000,000
Derivative asset, collateral, obligations to return cash, offset	65,400,000,000	63,900,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	1,142,211,000,000	1,144,452,000,000
Amounts netted on the Consolidated balance sheets	-1,100,002,000,000	-1,102,835,000,000
Net derivative payables	42,209,000,000	41,617,000,000
Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,742,000,000	15,697,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	1,158,953,000,000	1,160,149,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	58,951,000,000	57,314,000,000
Derivative liability, collateral, right to reclaim cash, offset	49,600,000,000	52,100,000,000
Interest rate contracts	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	817,991,000,000	848,875,000,000
Amounts netted on the Consolidated balance sheets	-793,411,000,000	-828,897,000,000
Net derivative receivables	24,580,000,000	19,978,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	824,160,000,000	854,679,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	30,749,000,000	25,782,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	789,913,000,000	822,548,000,000
Amounts netted on the Consolidated balance sheets	-778,479,000,000	-812,071,000,000
Net derivative payables	11,434,000,000	10,477,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	793,151,000,000	825,354,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	14,672,000,000	13,283,000,000
Interest rate contracts | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	488,454,000,000	486,449,000,000
Amounts netted on the Consolidated balance sheets	-463,899,000,000	-466,493,000,000
Net derivative receivables	24,555,000,000	19,956,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	463,497,000,000	467,850,000,000
Amounts netted on the Consolidated balance sheets	-453,127,000,000	-458,081,000,000
Net derivative payables	10,370,000,000	9,769,000,000
Interest rate contracts | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	329,537,000,000	362,426,000,000
Amounts netted on the Consolidated balance sheets	-329,512,000,000	-362,404,000,000
Net derivative receivables	25,000,000	22,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	326,416,000,000	354,698,000,000
Amounts netted on the Consolidated balance sheets	-325,352,000,000	-353,990,000,000
Net derivative payables	1,064,000,000	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
Net derivative payables	0	0
Credit derivatives	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	73,501,000,000	83,110,000,000
Amounts netted on the Consolidated balance sheets	-72,797,000,000	-82,004,000,000
Net derivative receivables	704,000,000	1,106,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	74,036,000,000	83,520,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	1,239,000,000	1,516,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	72,286,000,000	81,729,000,000
Amounts netted on the Consolidated balance sheets	-71,463,000,000	-80,121,000,000
Net derivative payables	823,000,000	1,608,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	72,728,000,000	82,402,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	1,265,000,000	2,281,000,000
Credit derivatives | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	64,251,000,000	66,269,000,000
Amounts netted on the Consolidated balance sheets	-63,674,000,000	-65,725,000,000
Net derivative receivables	577,000,000	544,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	62,800,000,000	65,223,000,000
Amounts netted on the Consolidated balance sheets	-61,977,000,000	-63,671,000,000
Net derivative payables	823,000,000	1,552,000,000
Credit derivatives | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	9,250,000,000	16,841,000,000
Amounts netted on the Consolidated balance sheets	-9,123,000,000	-16,279,000,000
Net derivative receivables	127,000,000	562,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	9,486,000,000	16,506,000,000
Amounts netted on the Consolidated balance sheets	-9,486,000,000	-16,450,000,000
Net derivative payables	0	56,000,000
Foreign exchange contract	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	196,631,000,000	148,999,000,000
Amounts netted on the Consolidated balance sheets	-181,667,000,000	-136,809,000,000
Net derivative receivables	14,964,000,000	12,190,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	203,397,000,000	153,599,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	21,730,000,000	16,790,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	195,555,000,000	155,171,000,000
Amounts netted on the Consolidated balance sheets	-181,235,000,000	-144,178,000,000
Net derivative payables	14,320,000,000	10,993,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	201,309,000,000	160,125,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	20,074,000,000	15,947,000,000
Foreign exchange contract | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	196,570,000,000	148,953,000,000
Amounts netted on the Consolidated balance sheets	-181,610,000,000	-136,763,000,000
Net derivative receivables	14,960,000,000	12,190,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	195,505,000,000	155,110,000,000
Amounts netted on the Consolidated balance sheets	-181,185,000,000	-144,119,000,000
Net derivative payables	14,320,000,000	10,991,000,000
Foreign exchange contract | OTC-cleared	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	61,000,000	46,000,000
Amounts netted on the Consolidated balance sheets	-57,000,000	-46,000,000
Net derivative receivables	4,000,000	0
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	50,000,000	61,000,000
Amounts netted on the Consolidated balance sheets	-50,000,000	-59,000,000
Net 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
Net derivative payables	0	0
Equity contracts	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	43,840,000,000	49,602,000,000
Amounts netted on the Consolidated balance sheets	-40,252,000,000	-40,704,000,000
Net derivative receivables	3,588,000,000	8,898,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	49,717,000,000	52,931,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	9,465,000,000	12,227,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	47,023,000,000	50,644,000,000
Amounts netted on the Consolidated balance sheets	-41,336,000,000	-39,935,000,000
Net derivative payables	5,687,000,000	10,709,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	53,078,000,000	54,654,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	11,742,000,000	14,719,000,000
Equity contracts | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	23,262,000,000	31,870,000,000
Amounts netted on the Consolidated balance sheets	-22,971,000,000	-29,289,000,000
Net derivative receivables	291,000,000	2,581,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	28,755,000,000	33,295,000,000
Amounts netted on the Consolidated balance sheets	-24,055,000,000	-28,520,000,000
Net derivative payables	4,700,000,000	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
Net derivative payables	0	0
Equity contracts | Exchange-traded	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	20,578,000,000	17,732,000,000
Amounts netted on the Consolidated balance sheets	-17,281,000,000	-11,415,000,000
Net derivative receivables	3,297,000,000	6,317,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	18,268,000,000	17,349,000,000
Amounts netted on the Consolidated balance sheets	-17,281,000,000	-11,415,000,000
Net derivative payables	987,000,000	5,934,000,000
Commodity contracts	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	35,536,000,000	34,147,000,000
Amounts netted on the Consolidated balance sheets	-27,702,000,000	-26,294,000,000
Net derivative receivables	7,834,000,000	7,853,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	36,972,000,000	35,738,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	9,270,000,000	9,444,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	37,434,000,000	34,360,000,000
Amounts netted on the Consolidated balance sheets	-27,489,000,000	-26,530,000,000
Net derivative payables	9,945,000,000	7,830,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	38,687,000,000	37,614,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	11,198,000,000	11,084,000,000
Commodity contracts | Over the Counter	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	20,871,000,000	21,619,000,000
Amounts netted on the Consolidated balance sheets	-14,565,000,000	-15,082,000,000
Net derivative receivables	6,306,000,000	6,537,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	23,013,000,000	21,993,000,000
Amounts netted on the Consolidated balance sheets	-14,352,000,000	-15,318,000,000
Net derivative payables	8,661,000,000	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
Net derivative payables	0	0
Commodity contracts | Exchange-traded	'	'
Gross and Net Derivative Receivables by Contract and Settlement Type:	'	'
Gross derivative receivables	14,665,000,000	12,528,000,000
Amounts netted on the Consolidated balance sheets	-13,137,000,000	-11,212,000,000
Net derivative receivables	1,528,000,000	1,316,000,000
Gross and Net Derivatives Payables by Contract and Settlment Type:	'	'
Gross derivative payables	14,421,000,000	12,367,000,000
Amounts netted on the Consolidated balance sheets	-13,137,000,000	-11,212,000,000
Net derivative payables	$1,284,000,000	$1,155,000,000

Derivative_Instruments_Collate

Derivative Instruments - Collateral (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative receivable collateral:	'	'
Net derivative receivables	$51,670	$50,025
Collateral not nettable on the Consolidated balance sheets	-14,244	-12,414
Net exposure	37,426	37,611
Derivative payable collateral:	'	'
Net derivative payables	42,209	41,617
Collateral not nettable on the Consolidated balance sheets	-7,762	-6,873
Net amount	$34,447	$34,744

Derivative_Instruments_Liquidi

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) (USD $)	Sep. 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	$25,561	$24,631
Collateral posted	20,905	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	1,013	952
Amount required to settle contracts with termination triggers upon downgrade	372	540
Two-notch downgrade	'	'
Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives	'	'
Amount of additional collateral to be posted upon downgrade	3,277	3,244
Amount required to settle contracts with termination triggers upon downgrade	$722	$876

Derivative_Instruments_Impact_1

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	$6,006	($4,759)	$6,160	($2,124)
Hedged items	-5,637	4,732	-5,160	2,109
Total income statement impact	369	-27	1,000	-15
Hedge ineffectiveness	37	0	137	-112
Excluded components	332	-27	863	97
Interest rate contracts	'	'	'	'
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	-286	-151	1,035	-2,757
Hedged items	651	484	-17	3,793
Total income statement impact	365	333	1,018	1,036
Hedge ineffectiveness	27	-18	99	-118
Excluded components	338	351	919	1,154
Foreign exchange contracts	'	'	'	'
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	6,008	-3,766	5,222	267
Hedged items	-6,052	3,701	-5,421	-419
Total income statement impact	-44	-65	-199	-152
Hedge ineffectiveness	0	0	0	0
Excluded components	-44	-65	-199	-152
Commodity contracts	'	'	'	'
Fair value hedge gains (losses) recorded in income	'	'	'	'
Derivatives	284	-842	-97	366
Hedged items	-236	547	278	-1,265
Total income statement impact	48	-295	181	-899
Hedge ineffectiveness	10	18	38	6
Excluded components	$38	($313)	$143	($905)

Derivative_Instruments_Impact_2

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Recognition of gains related to cash flow hedges in Income	'	'	$5	'
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	-97	113	116	-466
Cash Flow Hedging	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Hedge ineffectiveness recorded directly in income	0	0	0	0
Derivative credit adjustments	31	-7	33	-70
Cash Flow Hedging | Interest rate contracts	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Derivatives - effective portion reclassified from AOCI to income	-12	-15	-48	-56
Hedge ineffectiveness recorded directly in income	0	0	0	0
Derivative credit adjustments	-12	-15	-48	-56
Derivatives - effective portion recorded in OCI	26	-3	160	-529
Total change in OCI for period	38	12	208	-473
Cash Flow Hedging | Foreign exchange contracts	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Derivatives - effective portion reclassified from AOCI to income	43	8	81	-14
Hedge ineffectiveness recorded directly in income	0	0	0	0
Derivative credit adjustments	43	8	81	-14
Derivatives - effective portion recorded in OCI	-92	109	-11	-7
Total change in OCI for period	-135	101	-92	7
Cash Flow Hedging | Cash flow hedges	'	'	'	'
Cash flow hedge gains and losses [Abstract]	'	'	'	'
Derivatives - effective portion reclassified from AOCI to income	31	-7	33	-70
Derivatives - effective portion recorded in OCI	-66	106	149	-536
Total change in OCI for period	($97)	$113	$116	($466)

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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Net Investment Hedging | Foreign exchange contracts	'	'	'	'
Net investment hedge gains and losses [Abstract]	'	'	'	'
Gains/(losses) - excluded components recorded directly in income	($114)	($112)	($341)	($274)
Gains/(losses) - effective portion recorded in OCI	$1,185	($343)	$823	$648

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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	$336	($38)	$1,561	$725
Interest rate contracts	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	321	-40	1,428	687
Credit derivatives	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	1	-32	-40	-71
Foreign exchange contracts	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	-2	0	-5	1
Commodity contracts	'	'	'	'
Risk management derivatives gains and losses [Abstract]	'	'	'	'
Income statement impact	$16	$34	$178	$108

Derivative_Instruments_Credit_

Derivative Instruments - Credit Derivatives (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Total credit derivatives and credit-related notes	'	'
Protection sold	($2,306,398)	($2,645,848)
Protection purchased with identical underlyings	2,319,034	2,656,119
Net protection (sold)/purchased	12,637	10,271
Other protection purchased	35,459	31,922
Total credit derivatives	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-2,306,295	-2,645,718
Protection purchased with identical underlyings	2,319,034	2,656,119
Net protection (sold)/purchased	12,740	10,401
Other protection purchased	32,590	29,202
Credit default swaps	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-2,262,580	-2,601,581
Protection purchased with identical underlyings	2,284,067	2,610,198
Net protection (sold)/purchased	21,487	8,617
Other protection purchased	12,793	8,722
Other credit derivatives	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-43,715	-44,137
Protection purchased with identical underlyings	34,967	45,921
Net protection (sold)/purchased	-8,747	1,784
Other protection purchased	19,797	20,480
Credit-related notes	'	'
Total credit derivatives and credit-related notes	'	'
Protection sold	-103	-130
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	-103	-130
Other protection purchased	$2,869	$2,720

Derivative_Instruments_Credit_1

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) (USD $)	Sep. 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	($495,708)	($509,252)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,691,450	-2,014,444
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-119,240	-122,152
Total notional amount	-2,306,398	-2,645,848
Fair value	29,152	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	-348,060	-368,712
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,246,407	-1,469,773
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-93,156	-93,209
Total notional amount	-1,687,623	-1,931,694
Fair value	25,006	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	-147,648	-140,540
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-445,043	-544,671
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-26,084	-28,943
Total notional amount	-618,775	-714,154
Fair value	4,146	10,752
Trading assets	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	50,946	59,156
Trading assets | Investment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	28,786	31,730
Trading assets | Noninvestment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	22,160	27,426
Trading Liabilities	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	-21,794	-22,338
Trading Liabilities | Investment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	-3,780	-5,664
Trading Liabilities | Noninvestment-grade	'	'
Protection sold credit derivatives and credit related notes ratings/maturity profile	'	'
Fair value	($18,014)	($16,674)

Noninterest_Revenue_Details

Noninterest Revenue (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Underwriting:	'	'	'	'
Total underwriting	$1,124	$1,184	$3,513	$3,787
Advisory	414	323	1,196	882
Total investment banking fees	1,538	1,507	4,709	4,669
Principal transactions revenue	'	'	'	'
Trading revenue	2,641	2,172	8,218	9,485
Private equity gains/(losses)	325	490	978	698
Principal transactions	2,966	2,662	9,196	10,183
Asset management fees	'	'	'	'
Investment Management Fees	2,311	1,962	6,667	5,735
All other asset management fees	120	117	374	381
Total asset management fees	2,431	2,079	7,041	6,116
Total administration fees	536	511	1,627	1,587
Commission and other fees	'	'	'	'
Brokerage commissions	567	569	1,766	1,774
All other commissions and fees	444	508	1,387	1,654
Total commissions and fees	1,011	1,077	3,153	3,428
Total asset management, administration and commissions	3,978	3,667	11,821	11,131
Other income in operating lease income	433	376	1,300	1,100
Interest rate	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	655	196	1,636	1,080
Credit	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	556	515	1,685	2,517
Foreign exchange	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	381	377	1,249	1,579
Equity	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	638	575	2,202	2,561
Commodity	'	'	'	'
Principal transactions revenue	'	'	'	'
Trading revenue	411	509	1,446	1,748
Equity Securities	'	'	'	'
Underwriting:	'	'	'	'
Total underwriting	414	333	1,244	1,063
Debt Securities	'	'	'	'
Underwriting:	'	'	'	'
Total underwriting	$710	$851	$2,269	$2,724

Interest_Income_and_Interest_E2

Interest Income and Interest Expense (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Interest income	'	'	'	'
Loans	$8,060	$8,300	$24,138	$25,154
Taxable securities	1,903	1,750	5,743	5,038
Tax-exempt securities	387	247	1,041	627
Trading assets	1,855	1,902	5,453	6,237
Federal funds sold and securities purchased under resale agreements	400	487	1,234	1,491
Securities borrowed(a)	-150	-35	-369	-71
Deposits with banks	300	264	835	649
Other assets	171	151	505	378
Total interest income	12,926	13,066	38,580	39,503
Interest expense	'	'	'	'
Interest-bearing deposits	399	514	1,242	1,598
Short-term and other liabilities	238	428	1,121	1,328
Long-term debt	1,084	1,236	3,337	3,792
Beneficial interests issued by consolidated VIEs	98	113	308	373
Total interest expense	1,819	2,291	6,008	7,091
Net interest income	11,107	10,775	32,572	32,412
Provision for credit losses	757	-543	2,299	121
Net interest income after provision for credit losses	10,350	11,318	30,273	32,291
Securities Investment	'	'	'	'
Interest income	'	'	'	'
Total interest income	$2,290	$1,997	$6,784	$5,665

Pension_and_Other_Postretireme2

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Pension plans, U.S.	'	'	'	'
Components of net periodic benefit cost [Abstract]	'	'	'	'
Benefits earned during the period	$70	$78	$210	$235
Interest cost on benefit obligations	133	112	401	335
Expected return on plan assets	-247	-239	-739	-716
Amortization:	'	'	'	'
Net (gain)/loss	6	68	19	203
Prior service cost (credit)	-9	-10	-31	-31
Net periodic defined benefit cost	-47	9	-140	26
Other defined benefit pension plans	3	4	10	11
Total defined benefit plans	-44	13	-130	37
Total defined contribution plans	115	114	333	334
Total pension and OPEB cost included in compensation expense	71	127	203	371
Pension Plans, Non-U.S.	'	'	'	'
Components of net periodic benefit cost [Abstract]	'	'	'	'
Benefits earned during the period	8	8	25	25
Interest cost on benefit obligations	34	33	104	93
Expected return on plan assets	-42	-36	-131	-104
Amortization:	'	'	'	'
Net (gain)/loss	12	12	36	36
Prior service cost (credit)	-1	-1	-1	-2
Net periodic defined benefit cost	11	16	33	48
Other defined benefit pension plans	2	2	5	8
Total defined benefit plans	13	18	38	56
Total defined contribution plans	87	77	254	236
Total pension and OPEB cost included in compensation expense	100	95	292	292
OPEB plans	'	'	'	'
Components of net periodic benefit cost [Abstract]	'	'	'	'
Benefits earned during the period	0	1	0	1
Interest cost on benefit obligations	9	9	27	27
Expected return on plan assets	-25	-24	-75	-70
Amortization:	'	'	'	'
Net (gain)/loss	0	0	0	1
Prior service cost (credit)	0	0	0	0
Net periodic defined benefit cost	-16	-14	-48	-41
Total defined benefit plans	-16	-14	-48	-41
Total pension and OPEB cost included in compensation expense	($16)	($14)	($48)	($41)

Pension_and_Other_Postretireme3

Pension and Other Postretirement Employee Benefit Plans (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Sep. 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.	Non-U.S. defined benefit pension	OPEB plans
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'	'	'	'
Fair value of plan assets	$16,500,000,000	$16,100,000,000	'	$3,700,000,000	$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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'	'	'	'
Cost of prior grants of restricted stock units (bRSUsb) and stock appreciation rights (bSARsb) that are amortized over their applicable vesting periods	$326	$347	$1,071	$1,103
Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	213	160	610	631
Total noncash compensation expense related to employee stock-based incentive plans	$539	$507	$1,681	$1,734

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 b Employee Stock-Based Awards (Details) (Chief Executive Officer [Member], Stock Appreciation Rights (SARs) [Member], USD $)	0 Months Ended
	Jul. 15, 2014	Jul. 15, 2014
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		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Non interest Expense	'	'	'	'
Compensation expense	$7,831,000,000	$7,325,000,000	$23,300,000,000	$23,758,000,000
Noncompensation expense:	'	'	'	'
Occupancy expense	978,000,000	947,000,000	2,903,000,000	2,752,000,000
Technology, communications and equipment expense	1,465,000,000	1,356,000,000	4,309,000,000	4,049,000,000
Professional and outside services	1,907,000,000	1,897,000,000	5,625,000,000	5,532,000,000
Marketing	610,000,000	588,000,000	1,824,000,000	1,755,000,000
Other expense	2,956,000,000	11,373,000,000	7,590,000,000	16,625,000,000
Amortization of intangibles	51,000,000	140,000,000	314,000,000	444,000,000
Total noncompensation expense	7,967,000,000	16,301,000,000	22,565,000,000	31,157,000,000
Total noninterest expense	15,798,000,000	23,626,000,000	45,865,000,000	54,915,000,000
Other expenses, additional details	'	'	'	'
FDIC premium expense	250,000,000	362,000,000	809,000,000	1,100,000,000
Threatened or Pending Litigation	'	'	'	'
Other expenses, additional details	'	'	'	'
Loss contingency, loss in period	$1,100,000,000	$9,300,000,000	$1,800,000,000	$10,300,000,000

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				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Securities gains and losses	'		'		'		'
Realized gains	$41		$268		$265		$932
Realized losses	-33		-223		-215		-254
Net realized gains	8		45		50		678
Net securities gains	6	[1]	26	[1]	48	[1]	659	[1]
Proceeds from securities sold, as percentage of amortized cost	1.00%		1.00%		1.00%		2.00%
Other than temporary impairment losses investments portion previously recognized in earnings intends to sell net	'		'		3		6
Intent to sell	'		'		'		'
Securities gains and losses	'		'		'		'
Total OTTI losses recognized in income	($2)		($19)		($2)		($19)
[1]	The Firm recognized other-than-temporary impairment (bOTTIb) losses related to securities the Firm intends to sell of $2 million for the three and nine months ended September 30, 2014, respectively. The Firm recognized OTTI losses of $19 million for the three and nine months ended September 30, 2013.

Securities_Amortized_Costs_Fai

Securities - Amortized Costs, Fair Value (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale debt securities	'	'
Amortized cost	$306,717	$322,253
Gross unrealized gains	8,136	7,198
Gross unrealized losses	436	2,616
Fair value	314,417	326,835
Available-for-sale equity securities	'	'
Amortized cost	3,102	3,125
Gross unrealized gains	13	17
Gross unrealized losses	0	0
Fair value	3,115	3,142
Total available-for-sale securities, amortized cost	309,819	325,378
Total available-for-sale securities, gross unrealized gains	8,149	7,215
Total available-for-sale securities, gross unrealized losses	436	2,616
Total available-for-sale securities, fair value	317,532	329,977
Held-to-maturity securities	'	'
Amortized cost	48,826	24,026
Gross unrealized gains	1,226	22
Gross unrealized losses	2	317
Fair value	50,050	23,731
Total mortgage-backed securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	135,089	153,419
Gross unrealized gains	3,898	4,322
Gross unrealized losses	240	1,032
Fair value	138,747	156,709
U.S. government agencies	'	'
Available-for-sale debt securities	'	'
Amortized cost	62,581	76,428
Gross unrealized gains	2,070	2,364
Gross unrealized losses	200	977
Fair value	64,451	77,815
Held-to-maturity securities	'	'
Amortized cost	3,900	'
Prime and Alt-A | Residential mortgage-backed securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	4,025	2,744
Gross unrealized gains	70	61
Gross unrealized losses	28	27
Fair value	4,067	2,778
Subprime | Residential mortgage-backed securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	723	908
Gross unrealized gains	19	23
Gross unrealized losses	0	1
Fair value	742	930
Non-U.S. | Residential mortgage-backed securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	48,696	57,448
Gross unrealized gains	1,282	1,314
Gross unrealized losses	0	1
Fair value	49,978	58,761
Commercial	'	'
Available-for-sale debt securities	'	'
Amortized cost	19,064	15,891
Gross unrealized gains	457	560
Gross unrealized losses	12	26
Fair value	19,509	16,425
U.S. Treasury and government agencies	'	'
Available-for-sale debt securities	'	'
Amortized cost	26,520	21,310
Gross unrealized gains	93	385
Gross unrealized losses	3	306
Fair value	26,610	21,389
Obligations of U.S. states and municipalities	'	'
Available-for-sale debt securities	'	'
Amortized cost	27,569	29,741
Gross unrealized gains	1,993	707
Gross unrealized losses	38	987
Fair value	29,524	29,461
Held-to-maturity securities	'	'
Amortized cost	9,200	920
Certificates of deposit	'	'
Available-for-sale debt securities	'	'
Amortized cost	1,309	1,041
Gross unrealized gains	1	1
Gross unrealized losses	2	1
Fair value	1,308	1,041
Non-U.S. government debt securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	53,548	55,507
Gross unrealized gains	1,194	863
Gross unrealized losses	35	122
Fair value	54,707	56,248
Corporate debt securities	'	'
Available-for-sale debt securities	'	'
Amortized cost	20,098	21,043
Gross unrealized gains	543	498
Gross unrealized losses	13	29
Fair value	20,628	21,512
Asset-backed securities - Collateralized loan obligations	'	'
Available-for-sale debt securities	'	'
Amortized cost	30,092	28,130
Gross unrealized gains	199	236
Gross unrealized losses	102	136
Fair value	30,189	28,230
Other Debt Obligations	'	'
Available-for-sale debt securities	'	'
Amortized cost	12,492	12,062
Gross unrealized gains	215	186
Gross unrealized losses	3	3
Fair value	12,704	12,245
US government-sponsored enterprises debt securities	'	'
Available-for-sale equity securities	'	'
Total available-for-sale securities, fair value	58,400	67,000
Held-to-maturity securities	'	'
Amortized cost	$35,700	$23,100

Securities_Securities_Impairme

Securities - Securities Impairment (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Held-to-maturity Securities, Fair Value:	'	'
Less than 12 months	$998	$20,745
12 months or more	0	0
Total fair value	998	20,745
Held-to-maturity Securities, Aggregate Loss:	'	'
Less than 12 months	2	317
12 months or more	0	0
Total gross unrealized losses	2	317
Investment Securities, Fair Value:	'	'
Less than 12 months	32,934	101,248
12 months or more	18,602	3,319
Total fair value	51,536	104,567
Investment Securities, Aggregate Loss:	'	'
Less than 12 months	129	2,755
12 months or more	309	178
Total gross unrealized losses	438	2,933
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	5,942	20,293
12 months or more	6,711	1,150
Total fair value	12,653	21,443
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	21	895
12 months or more	179	82
Total gross unrealized losses	200	977
Prime and Alt-A | Residential and commercial mortgage securitizations	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	925	1,061
12 months or more	429	0
Total fair value	1,354	1,061
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	3	27
12 months or more	25	0
Total gross unrealized losses	28	27
Subprime | Residential and commercial mortgage securitizations	'	'
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
Non-U.S. | Residential and commercial mortgage securitizations	'	'
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
Commercial	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	2,236	3,980
12 months or more	282	0
Total fair value	2,518	3,980
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	9	26
12 months or more	3	0
Total gross unrealized losses	12	26
Total mortgage-backed securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	9,103	25,486
12 months or more	7,422	1,308
Total fair value	16,525	26,794
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	33	949
12 months or more	207	83
Total gross unrealized losses	240	1,032
U.S. Treasury and government agencies	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	502	6,293
12 months or more	1,994	237
Total fair value	2,496	6,530
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	1	250
12 months or more	2	56
Total gross unrealized losses	3	306
Obligations of U.S. states and municipalities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	2,660	15,387
12 months or more	163	55
Total fair value	2,823	15,442
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	34	975
12 months or more	4	12
Total gross unrealized losses	38	987
Certificates of deposit	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	1,256	988
12 months or more	0	0
Total fair value	1,256	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	6,037	11,286
12 months or more	1,185	821
Total fair value	7,222	12,107
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	10	110
12 months or more	25	12
Total gross unrealized losses	35	122
Corporate debt securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	2,001	1,580
12 months or more	321	505
Total fair value	2,322	2,085
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	9	21
12 months or more	4	8
Total gross unrealized losses	13	29
Asset-backed securities - Collateralized loan obligations	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	9,996	18,369
12 months or more	7,517	393
Total fair value	17,513	18,762
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	35	129
12 months or more	67	7
Total gross unrealized losses	102	136
Other Debt Obligations	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	381	1,114
12 months or more	0	0
Total fair value	381	1,114
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	3	3
12 months or more	0	0
Total gross unrealized losses	3	3
Debt Securities	'	'
Available-for-sale Securities, Fair Value:	'	'
Less than 12 months	31,936	80,503
12 months or more	18,602	3,319
Total fair value	50,538	83,822
Available-for-sale Securities, Aggregate Loss:	'	'
Less than 12 months	127	2,438
12 months or more	309	178
Total gross unrealized losses	436	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

Securities_Changes_in_Credit_L

Securities - Changes in Credit Loss (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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 $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Amortized cost	$306,717	$322,253
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Total	314,417	326,835
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	32,599	'
Due after one year through five years	43,638	'
Due after five years through 10 years	64,513	'
Due after 10 years	169,069	'
Total available-for-sale securities, amortized cost	309,819	325,378
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	32,672	'
Due after one year through five years	44,628	'
Due after five years through 10 years	65,925	'
Due after 10 years	174,307	'
Total	317,532	329,977
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	1.88%	'
Due after one year through five years	2.09%	'
Due after five years through 10 years	1.52%	'
Due after 10 years	3.28%	'
Total	2.60%	'
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	55	'
Due after five years through 10 years	442	'
Due after 10 years(c)	48,329	'
Amortized cost	48,826	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	55	'
Due after five years through 10 years	460	'
Due after 10 years	49,535	'
Fair value	50,050	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	4.34%	'
Due after five years through 10 years	4.82%	'
Due after 10 years	3.95%	'
Total	3.96%	'
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	'
U.S. Non Agency Residential Collateralized Mortgage Obligations Estimated Duration	'5 years	'
Minimum	'	'
Supplemental information	'	'
Due period of mortgage backed securities and collateralized mortgage obligations	'10 years	'
Debt Securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	32,599	'
Due after one year through five years	43,638	'
Due after five years through 10 years	64,513	'
Due after 10 years	165,967	'
Amortized cost	306,717	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	32,672	'
Due after one year through five years	44,628	'
Due after five years through 10 years	65,925	'
Due after 10 years	171,192	'
Total	314,417	'
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	1.88%	'
Due after one year through five years	2.09%	'
Due after five years through 10 years	1.52%	'
Due after 10 years	3.33%	'
Total	2.62%	'
Total mortgage-backed securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	889	'
Due after one year through five years	13,473	'
Due after five years through 10 years	6,177	'
Due after 10 years	114,550	'
Amortized cost	135,089	153,419
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	899	'
Due after one year through five years	13,865	'
Due after five years through 10 years	6,395	'
Due after 10 years	117,588	'
Total	138,747	156,709
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.82%	'
Due after one year through five years	1.98%	'
Due after five years through 10 years	2.92%	'
Due after 10 years	2.92%	'
Total	2.82%	'
U.S. Treasury and government agencies	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	11,989	'
Due after one year through five years	3,498	'
Due after five years through 10 years	10,034	'
Due after 10 years	999	'
Amortized cost	26,520	21,310
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	12,005	'
Due after one year through five years	3,498	'
Due after five years through 10 years	10,050	'
Due after 10 years	1,057	'
Total	26,610	21,389
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	0.33%	'
Due after one year through five years	0.32%	'
Due after five years through 10 years	0.20%	'
Due after 10 years	0.76%	'
Total	0.30%	'
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	49	'
Due after one year through five years	484	'
Due after five years through 10 years	1,389	'
Due after 10 years	25,647	'
Amortized cost	27,569	29,741
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	49	'
Due after one year through five years	506	'
Due after five years through 10 years	1,458	'
Due after 10 years	27,511	'
Total	29,524	29,461
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	3.93%	'
Due after one year through five years	4.09%	'
Due after five years through 10 years	4.46%	'
Due after 10 years	6.80%	'
Total	6.63%	'
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Amortized cost	9,200	920
Certificates of deposit	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	1,258	'
Due after one year through five years	51	'
Due after five years through 10 years	0	'
Due after 10 years	0	'
Amortized cost	1,309	1,041
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	1,256	'
Due after one year through five years	52	'
Due after five years through 10 years	0	'
Due after 10 years	0	'
Total	1,308	1,041
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.29%	'
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	2.33%	'
Non-U.S. government debt securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	13,357	'
Due after one year through five years	14,296	'
Due after five years through 10 years	23,853	'
Due after 10 years	2,042	'
Amortized cost	53,548	55,507
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	13,387	'
Due after one year through five years	14,581	'
Due after five years through 10 years	24,553	'
Due after 10 years	2,186	'
Total	54,707	56,248
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	3.06%	'
Due after one year through five years	2.42%	'
Due after five years through 10 years	1.15%	'
Due after 10 years	1.38%	'
Total	1.98%	'
Corporate Debt Securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	5,053	'
Due after one year through five years	9,717	'
Due after five years through 10 years	5,208	'
Due after 10 years	120	'
Amortized cost	20,098	21,043
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	5,072	'
Due after one year through five years	9,989	'
Due after five years through 10 years	5,447	'
Due after 10 years	120	'
Total	20,628	21,512
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:	'	'
Due in one year or less	2.14%	'
Due after one year through five years	2.36%	'
Due after five years through 10 years	2.48%	'
Due after 10 years	3.90%	'
Total	2.35%	'
Asset-backed securities	'	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:	'	'
Due in one year or less	4	'
Due after one year through five years	2,119	'
Due after five years through 10 years	17,852	'
Due after 10 years	22,609	'
Amortized cost	42,584	'
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:	'	'
Due in one year or less	4	'
Due after one year through five years	2,137	'
Due after five years through 10 years	18,022	'
Due after 10 years	22,730	'
Total	42,893	'
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	1.85%	'
Due after five years through 10 years	1.76%	'
Due after 10 years	1.79%	'
Total	1.78%	'
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	3,102	'
Total	3,102	'
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	3,115	'
Total	$3,115	'
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	0.20%	'
Total	0.20%	'

Securities_Financing_Activitie2

Securities Financing Activities - Schedule of Securities Purchased Under Resale Agreements, Netting & Securities Borrowed (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Securities purchased under resale agreements:	'	'
Securities purchased under resale agreements with an appropriate legal opinion, gross asset balance	$348,990,000,000	$354,814,000,000
Amounts netted on the Consolidated Balance Sheets	-142,187,000,000	-115,408,000,000
Securities purchased under resale agreements with an appropriate legal option, net asset balance	206,803,000,000	239,406,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	7,231,000,000	8,279,000,000
Total securities purchased under resale agreements, gross asset balance	356,221,000,000	363,093,000,000
Total securities purchased under resale agreements, net asset balance	214,034,000,000	247,685,000,000
Securities borrowed	118,873,000,000	111,465,000,000
Securities borrowed, not subject to master netting arrangement	40,800,000,000	26,900,000,000
Securities Financing Transaction, Fair Value	'	'
Securities purchased under resale agreements:	'	'
Total securities purchased under resale agreements, net asset balance	27,000,000,000	25,100,000,000
Securities borrowed, fair value	$1,800,000,000	$3,700,000,000

Securities_Financing_Activitie3

Securities Financing Activities - Schedule of Securities Purchased Under Resale Agreements & Securities Borrowed Collateral Netting (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities purchased under resale agreements with an appropriate legal opinion	'	'
Net asset balance	$206,803	$239,406
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-201,764	-234,495
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	-143	-98
Net exposure	4,896	4,813
Securities borrowed	'	'
Net asset balance	78,074	84,531
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-75,819	-81,127
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	0	0
Net exposure	$2,255	$3,404

Securities_Financing_Activitie4

Securities Financing Activities - Schedule of Securities Sold Under Repurchase Agreements, Netting & Securities Loaned (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Securities Financing Transaction [Line Items]	'	'
Securities sold under repurchase agreements with an appropriate legal opinion, gross liability balance	$297,202,000,000	$257,630,000,000
Amounts netted on the Consolidated Balance Sheets	-142,187,000,000	-115,408,000,000
Securities sold under repurchase agreements with an appropriate legal opinion, Net liability balance	155,015,000,000	142,222,000,000
Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained	22,366,000,000	18,143,000,000
Total securities sold under repurchase agreements, gross liability balance	319,568,000,000	275,773,000,000
Total securities sold under repurchase agreements, Net liability balance	177,381,000,000	160,365,000,000
Securities loaned	25,985,000,000	25,769,000,000
Securities loaned, not subject to master netting arrangement	368,000,000	397,000,000
Securities-For-Securities Borrow Versus Pledge Transactions	'	'
Securities Financing Transaction [Line Items]	'	'
Securities loaned, fair value	5,900,000,000	5,800,000,000
Securities Financing Transaction, Fair Value	'	'
Securities Financing Transaction [Line Items]	'	'
Total securities sold under repurchase agreements, Net liability balance	2,900,000,000	4,900,000,000
Securities loaned, fair value	$0	$483,000,000

Securities_Financing_Activitie5

Securities Financing Activities - Schedule of Securities Sold Under Repurchase Agreements & Securities Loaned Collateral Netting (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Securities sold under repurchase agreements with an appropriate legal opinion	'	'
Net liability balance	$155,015,000,000	$142,222,000,000
Amounts not nettable on the Consolidated balance sheets, Financial instruments	-152,442,000,000	-139,051,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	-420,000,000	-450,000,000
Net amount	2,153,000,000	2,721,000,000
Securities loaned	'	'
Net liability balance	25,617,000,000	25,372,000,000
Amounts not nettable on the Consolidated balance sheets, Financial instruments	-25,302,000,000	-25,125,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	0	0
Net amount	315,000,000	247,000,000
Transfers accounted for as secured borrowings, assets, carrying amount	$13,500,000,000	$14,600,000,000

Loans_by_Portfolio_Segment_Det

Loans - by Portfolio Segment (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	$735,304,000,000	$724,177,000,000	$722,471,000,000
Loans held-for-sale	4,339,000,000	12,230,000,000	'
Loans at fair value	3,614,000,000	2,011,000,000	'
Total loans	743,257,000,000	738,418,000,000	'
Loans unearned income, unamortized discounts and premiums, and net deferred loan costs	1,500,000,000	1,900,000,000	'
Consumer, excluding credit card	'	'	'
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	288,379,000,000	288,449,000,000	288,211,000,000
Loans held-for-sale	481,000,000	614,000,000	'
Loans at fair value	0	0	'
Total loans	288,860,000,000	289,063,000,000	'
Credit card	'	'	'
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	126,564,000,000	127,465,000,000	123,672,000,000
Loans held-for-sale	395,000,000	326,000,000	'
Loans at fair value	0	0	'
Total loans	126,959,000,000	127,791,000,000	'
Wholesale	'	'	'
Loans by Portfolio Segment and Class [Line Items]	'	'	'
Loans retained	320,361,000,000	308,263,000,000	310,588,000,000
Loans held-for-sale	3,463,000,000	11,290,000,000	'
Loans at fair value	3,614,000,000	2,011,000,000	'
Total loans	$327,438,000,000	$321,564,000,000	'

Loans_Purchased_Sold_and_Recla

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	$2,257,000,000	$1,816,000,000	$6,283,000,000	$6,645,000,000
Sales	3,659,000,000	2,006,000,000	10,581,000,000	7,246,000,000
Retained loans reclassified to held-for-sale	468,000,000	543,000,000	1,994,000,000	2,272,000,000
Consumer, excluding credit card	'	'	'	'
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	1,945,000,000	1,632,000,000	5,694,000,000	5,847,000,000
Sales	1,573,000,000	1,152,000,000	3,816,000,000	3,814,000,000
Retained loans reclassified to held-for-sale	232,000,000	28,000,000	1,034,000,000	736,000,000
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	4,100,000,000	2,000,000,000	8,200,000,000	4,200,000,000
Credit card	'	'	'	'
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	0	0	0	328,000,000
Sales	272,000,000	0	272,000,000	0
Retained loans reclassified to held-for-sale	186,000,000	309,000,000	401,000,000	309,000,000
Wholesale	'	'	'	'
Retained Loans Purchases Sales And Transfer Into Held For Sale By Portfolio Segment [Line Items]	'	'	'	'
Purchases	312,000,000	184,000,000	589,000,000	470,000,000
Sales	1,814,000,000	854,000,000	6,493,000,000	3,432,000,000
Retained loans reclassified to held-for-sale	$50,000,000	$206,000,000	$559,000,000	$1,227,000,000

Loans_Net_Gains_and_Losses_on_

Loans - Net Gains and Losses on Sale (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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)	$114	$20	$267	$269
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)	97	32	223	288
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)	-9	3	-9	3
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)	$26	($15)	$53	($22)

Loans_Consumer_Excluding_Credi

Loans - Consumer, Excluding Credit Card Loans (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,304	$724,177	$722,471
Consumer, excluding credit card	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	288,379	288,449	288,211
Consumer, excluding credit card | Home Equity - Senior Lien	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	15,760	17,113	'
Consumer, excluding credit card | Home Equity - Junior Lien	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	36,919	40,750	'
Consumer, excluding credit card | Prime Mortgages, Including Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	98,140	87,162	'
Consumer, excluding credit card | Subprime Mortgages	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	5,498	7,104	'
Consumer, excluding credit card | Auto Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	52,778	52,757	'
Consumer, excluding credit card | Business Banking Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	19,648	18,951	'
Consumer, excluding credit card | Student and Other Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	11,149	11,557	'
Consumer, excluding credit card | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	17,572	18,927	'
Consumer, excluding credit card | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,887	12,038	'
Consumer, excluding credit card | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,790	4,175	'
Consumer, excluding credit card | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$16,238	$17,915	'

Loans_Consumer_Excluding_Credi1

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

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Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

Consumer, excluding credit card

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

U.S. government-guaranteed

U.S. government-guaranteed

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

30b149 days past due

30b149 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

U.S. government-guaranteed

U.S. government-guaranteed

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

30b149 days past due

30b149 days past due

30b149 days past due

30b149 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

U.S. government-guaranteed

U.S. government-guaranteed

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

30b149 days past due

30b149 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

U.S. government-guaranteed

U.S. government-guaranteed

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

30b149 days past due

30b149 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

U.S. government-guaranteed

U.S. government-guaranteed

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

30b149 days past due

30b149 days past due

30b149 days past due

30b149 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

U.S. government-guaranteed

U.S. government-guaranteed

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

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

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

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

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

U.S. government-guaranteed

U.S. government-guaranteed

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

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

U.S. government-guaranteed

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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'180 days

'

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'

'

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'

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'30 days

'149 days

'

'

'150 days

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'90 days

'

'

'

'

'

'

Loans retained

$735,304

$724,177

$722,471

$288,379

$288,449

$288,211

$15,760

$17,113

$2,223

$2,397

$2,573

$2,732

$1,173

$1,248

$782

$847

$1,796

$2,044

$602

$630

$929

$1,019

$516

$555

$739

$799

$1,181

$1,298

$3,246

$3,544

$0

$0

$17

$40

$9

$22

$120

$212

$60

$107

$534

$858

$220

$326

$12,541

$13,186

$2,259

$2,362

$15,165

$16,470

$249

$298

$346

$345

$0

$0

$0

$0

$910

$932

$36,919

$40,750

$8,356

$9,240

$7,728

$8,429

$2,571

$2,815

$1,964

$2,167

$1,057

$1,199

$2,267

$2,442

$1,644

$1,827

$1,256

$1,378

$874

$976

$797

$907

$8,405

$9,370

$0

$0

$406

$1,101

$127

$346

$2,876

$4,645

$843

$1,407

$6,544

$7,995

$1,830

$2,128

$20,693

$19,732

$3,600

$3,396

$36,145

$39,864

$533

$662

'

'

$241

$224

'

$0

$0

$0

$0

$1,585

$1,876

$98,140

$87,162

$25,812

$21,876

$15,682

$14,085

$6,076

$5,216

$4,908

$4,598

$4,335

$3,565

$3,116

$2,679

$1,622

$1,385

$2,194

$1,951

$1,095

$998

$546

$466

$32,754

$30,343

$13,225

$13,712

$1,100

$1,084

$144

$303

$765

$1,433

$338

$687

$3,107

$4,528

$1,004

$1,579

$73,266

$58,477

$5,191

$5,359

$87,220

$76,108

$3,888

$3,155

$7,032

$7,899

$0

$0

$7,550

$7,823

$2,341

$2,666

$9,300

$9,000

$5,498

$7,104

$796

$1,069

$729

$942

$225

$280

$683

$885

$189

$220

$248

$339

$123

$144

$118

$150

$131

$178

$121

$161

$2,135

$2,736

$0

$0

$10

$52

$54

$197

$121

$249

$290

$597

$477

$614

$825

$1,141

$1,741

$1,961

$1,980

$2,293

$4,716

$5,956

$505

$646

$277

$502

$0

$0

$0

$0

$1,100

$1,390

$156,317

$152,129

$37,187

$34,582

$26,712

$26,188

$10,045

$9,559

$8,337

$8,497

$7,377

$7,028

$6,233

$6,090

$4,318

$4,375

$4,084

$4,034

$2,839

$2,951

$2,645

$2,832

$46,540

$45,993

$13,225

$13,712

$1,533

$2,277

$334

$868

$3,882

$6,539

$1,531

$2,798

$10,662

$13,995

$3,879

$5,174

$108,241

$93,356

$13,030

$13,410

$143,246

$138,398

$3,900

$4,700

$5,175

$4,761

$3,200

$2,400

$7,896

$8,970

$6,100

$6,600

$0

$0

'

$7,550

$7,823

$5,936

$6,864

$4,300

$4,700

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

'

'

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'

'

3.78%

3.76%

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2.10%

2.17%

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1.60%

2.32%

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14.22%

16.16%

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2.38%

3.09%

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'

Percentage of Principal Balance Insured and Interest Guaranteed

'

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100.00%

'

'

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'

'

'

'

'

Loans_Consumer_Excluding_Credi2

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

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 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

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 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]

'

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'

'

'

'

'

'

'

'

'

'

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'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans retained

$735,304

$724,177

$722,471

$288,379

$288,449

$288,211

$36,919

$40,750

$3,315

$3,922

$26,398

$31,848

$7,206

$4,980

$412

$511

$66

$86

$248

$341

$98

$84

$121

$151

$18

$26

$74

$104

$29

$21

$241

$224

$19

$16

$142

$162

$80

$46

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

'

'

'

'

'

'

2.10%

2.17%

3.11%

3.26%

1.76%

1.91%

2.87%

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		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Home Equity - Senior Lien	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	$548,000,000	'	$548,000,000	'	$567,000,000
Without an allowance	561,000,000	'	561,000,000	'	579,000,000
Total impaired loans	1,109,000,000	'	1,109,000,000	'	1,146,000,000
Allowance for loan losses related to impaired loans	90,000,000	'	90,000,000	'	94,000,000
Unpaid principal balance of impaired loans	1,463,000,000	'	1,463,000,000	'	1,515,000,000
Average impaired loans	1,115,000,000	1,156,000,000	1,128,000,000	1,151,000,000	'
Interest income on impaired loans	14,000,000	15,000,000	42,000,000	44,000,000	'
Interest income on impaired loans on a cash basis	9,000,000	10,000,000	28,000,000	30,000,000	'
Home Equity - Senior Lien | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	627,000,000	'	627,000,000	'	641,000,000
Home Equity - Junior Lien	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	721,000,000	'	721,000,000	'	727,000,000
Without an allowance	583,000,000	'	583,000,000	'	592,000,000
Total impaired loans	1,304,000,000	'	1,304,000,000	'	1,319,000,000
Allowance for loan losses related to impaired loans	157,000,000	'	157,000,000	'	162,000,000
Unpaid principal balance of impaired loans	2,615,000,000	'	2,615,000,000	'	2,625,000,000
Period past due, credit analysis factors, charge off criteria	'	'	'180 days	'	'
Average impaired loans	1,310,000,000	1,309,000,000	1,316,000,000	1,293,000,000	'
Interest income on impaired loans	20,000,000	21,000,000	61,000,000	62,000,000	'
Interest income on impaired loans on a cash basis	13,000,000	14,000,000	40,000,000	41,000,000	'
Home Equity - Junior Lien | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	627,000,000	'	627,000,000	'	666,000,000
Prime Mortgages, Including Option ARMs	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	5,327,000,000	'	5,327,000,000	'	5,871,000,000
Without an allowance	1,243,000,000	'	1,243,000,000	'	1,133,000,000
Total impaired loans	6,570,000,000	'	6,570,000,000	'	7,004,000,000
Allowance for loan losses related to impaired loans	136,000,000	'	136,000,000	'	144,000,000
Unpaid principal balance of impaired loans	8,330,000,000	'	8,330,000,000	'	8,990,000,000
Average impaired loans	6,657,000,000	7,310,000,000	6,811,000,000	7,239,000,000	'
Interest income on impaired loans	65,000,000	72,000,000	199,000,000	211,000,000	'
Interest income on impaired loans on a cash basis	14,000,000	16,000,000	41,000,000	45,000,000	'
Prime Mortgages, Including Option ARMs | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	1,626,000,000	'	1,626,000,000	'	1,737,000,000
Subprime Mortgages	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	2,506,000,000	'	2,506,000,000	'	2,989,000,000
Without an allowance	684,000,000	'	684,000,000	'	709,000,000
Total impaired loans	3,190,000,000	'	3,190,000,000	'	3,698,000,000
Allowance for loan losses related to impaired loans	99,000,000	'	99,000,000	'	94,000,000
Unpaid principal balance of impaired loans	4,584,000,000	'	4,584,000,000	'	5,461,000,000
Average impaired loans	3,411,000,000	3,799,000,000	3,551,000,000	3,819,000,000	'
Interest income on impaired loans	45,000,000	50,000,000	141,000,000	150,000,000	'
Interest income on impaired loans on a cash basis	13,000,000	13,000,000	39,000,000	42,000,000	'
Subprime Mortgages | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	972,000,000	'	972,000,000	'	1,127,000,000
Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'	'
Impaired loans:	'	'	'	'	'
With an allowance	9,102,000,000	'	9,102,000,000	'	10,154,000,000
Without an allowance	3,071,000,000	'	3,071,000,000	'	3,013,000,000
Total impaired loans	12,173,000,000	'	12,173,000,000	'	13,167,000,000
Allowance for loan losses related to impaired loans	482,000,000	'	482,000,000	'	494,000,000
Unpaid principal balance of impaired loans	16,992,000,000	'	16,992,000,000	'	18,591,000,000
Loans modified repurchased from US government agencies excluded from TDR	6,100,000,000	'	6,100,000,000	'	7,600,000,000
Average impaired loans	12,493,000,000	13,574,000,000	12,806,000,000	13,502,000,000	'
Interest income on impaired loans	144,000,000	158,000,000	443,000,000	467,000,000	'
Interest income on impaired loans on a cash basis	49,000,000	53,000,000	148,000,000	158,000,000	'
Residential Real Estate, Excluding Purchased Credit-Impaired | Nonaccrual loans	'	'	'	'	'
Impaired loans:	'	'	'	'	'
Total impaired loans	3,852,000,000	'	3,852,000,000	'	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	$3,000,000,000	'	$3,000,000,000	'	$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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Home Equity - Senior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	$1,119	$1,160	$1,146	$1,092
New TDRs	27	35	74	175
Charge-offs post-modification	-5	-7	-16	-25
Foreclosures and other liquidations (e.g., short sales)	-3	-3	-14	-12
Principal payments and other	-29	-30	-81	-75
Ending balance of TDRs	1,109	1,155	1,109	1,155
Home Equity - Junior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	1,310	1,315	1,319	1,223
New TDRs	53	70	157	299
Charge-offs post-modification	-12	-18	-42	-75
Foreclosures and other liquidations (e.g., short sales)	-4	-7	-10	-18
Principal payments and other	-43	-51	-120	-120
Ending balance of TDRs	1,304	1,309	1,304	1,309
Prime Mortgages, Including Option ARMs	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	6,718	7,303	7,004	7,118
New TDRs	89	224	208	852
Charge-offs post-modification	-3	-12	-14	-45
Foreclosures and other liquidations (e.g., short sales)	-16	-42	-60	-116
Principal payments and other	-218	-184	-568	-520
Ending balance of TDRs	6,570	7,289	6,570	7,289
Subprime Mortgages	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	3,478	3,825	3,698	3,812
New TDRs	29	66	82	283
Charge-offs post-modification	-11	-16	-44	-81
Foreclosures and other liquidations (e.g., short sales)	-9	-20	-30	-58
Principal payments and other	-297	-85	-516	-186
Ending balance of TDRs	3,190	3,770	3,190	3,770
Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	12,625	13,603	13,167	13,245
New TDRs	198	395	521	1,609
Charge-offs post-modification	-31	-53	-116	-226
Foreclosures and other liquidations (e.g., short sales)	-32	-72	-114	-204
Principal payments and other	-587	-350	-1,285	-901
Ending balance of TDRs	12,173	13,523	12,173	13,523
Permanent Modification | Home Equity - Senior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	1,074	1,114	1,074	1,114
Permanent Modification | Home Equity - Junior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	1,301	1,304	1,301	1,304
Permanent Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	6,475	7,069	6,475	7,069
Permanent Modification | Subprime Mortgages	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	3,142	3,639	3,142	3,639
Permanent Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	11,992	13,126	11,992	13,126
Trial Modification | Home Equity - Senior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	35	41	35	41
Trial Modification | Home Equity - Junior Lien	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	3	5	3	5
Trial Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	95	220	95	220
Trial Modification | Subprime Mortgages	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	48	131	48	131
Trial Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	$181	$397	$181	$397

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		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	43.00%	68.00%	56.00%	71.00%
Concession granted - Term of payment extension	53.00%	77.00%	71.00%	74.00%
Concession granted - Principal and/or interest deferred	10.00%	16.00%	12.00%	12.00%
Concession granted - principal forgiveness	50.00%	40.00%	38.00%	39.00%
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	84.00%	90.00%	85.00%	88.00%
Concession granted - Term of payment extension	84.00%	80.00%	83.00%	78.00%
Concession granted - Principal and/or interest deferred	22.00%	21.00%	22.00%	23.00%
Concession granted - principal forgiveness	20.00%	36.00%	26.00%	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	23.00%	72.00%	40.00%	73.00%
Concession granted - Term of payment extension	18.00%	77.00%	46.00%	71.00%
Concession granted - Principal and/or interest deferred	7.00%	35.00%	17.00%	30.00%
Concession granted - principal forgiveness	73.00%	33.00%	54.00%	38.00%
Concession granted - other	4.00%	22.00%	9.00%	24.00%
Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	26.00%	73.00%	43.00%	71.00%
Concession granted - Term of payment extension	29.00%	60.00%	49.00%	54.00%
Concession granted - Principal and/or interest deferred	6.00%	17.00%	11.00%	13.00%
Concession granted - principal forgiveness	72.00%	45.00%	57.00%	50.00%
Concession granted - other	7.00%	14.00%	9.00%	14.00%
Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Concession granted - Interest rate reduction	36.00%	77.00%	56.00%	77.00%
Concession granted - Term of payment extension	36.00%	72.00%	60.00%	67.00%
Concession granted - Principal and/or interest deferred	9.00%	23.00%	16.00%	20.00%
Concession granted - principal forgiveness	62.00%	39.00%	45.00%	42.00%
Concession granted - other	4.00%	11.00%	6.00%	11.00%
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	232	347	651	1,409
Trial Modification | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	164	146	505	514
Trial Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	274	584	790	2,416
Trial Modification | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	502	960	1,530	3,572
Trial Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	1,172	2,037	3,476	7,911
Permanent Modification | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	333	410	854	1,360
Permanent Modification | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	581	1,012	2,238	3,681
Permanent Modification | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	1,267	1,046	2,184	3,659
Permanent Modification | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	1,420	1,200	2,680	4,347
Permanent Modification | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of contract modifications	3,601	3,668	7,956	13,047
Regulatory Guidance Regarding Chapter 7 Loans | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	8,200	'
Regulatory Guidance Regarding Chapter 7 Loans | Home Equity - Junior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	20,900	'
Regulatory Guidance Regarding Chapter 7 Loans | Prime Mortgages, Including Option ARMs	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	2,800	'
Regulatory Guidance Regarding Chapter 7 Loans | Subprime Mortgages	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	2,100	'
Regulatory Guidance Regarding Chapter 7 Loans | Residential Real Estate, Excluding Purchased Credit-Impaired	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Number of loans	'	'	34,000	'

Loans_Consumer_Excluding_Credi6

Loans - Consumer, Excluding Credit Card Loans, Financial Effects of Modification (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	'	'	21.00%	'
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]	'	'	'	'
Balance of loans that redefaulted within one year of permanent modification	$4,000,000	$10,000,000	$18,000,000	$33,000,000
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 | Permanent Modification | Home Equity - Senior Lien	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Weighted-average interest rate of loans with interest rate reductions b before TDR	6.05%	5.95%	6.45%	6.35%
Weighted-average interest rate of loans with interest rate reductions b after TDR	3.13%	3.04%	3.03%	3.32%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b before TDR	'18 years	'20 years	'18 years	'19 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b after TDR	'31 years	'32 years	'30 years	'32 years
Charge-offs recognized upon permanent modification	1,000,000	2,000,000	2,000,000	6,000,000
Principal deferred	1,000,000	2,000,000	3,000,000	5,000,000
Principal forgiven	6,000,000	7,000,000	12,000,000	24,000,000
Number of loans that redefaulted within one year of permanent modification(a)	66	112	193	327
Balance of loans that redefaulted within one year of permanent modification	5,000,000	6,000,000	14,000,000	22,000,000
Rate of default for modified loans, estimated weighted average	'	'	19.00%	'
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 b before TDR	4.81%	5.14%	4.83%	5.14%
Weighted-average interest rate of loans with interest rate reductions b after TDR	2.07%	2.26%	1.95%	2.23%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b before TDR	'19 years	'19 years	'19 years	'19 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b after TDR	'35 years	'34 years	'35 years	'34 years
Charge-offs recognized upon permanent modification	2,000,000	16,000,000	24,000,000	58,000,000
Principal deferred	2,000,000	4,000,000	8,000,000	18,000,000
Principal forgiven	3,000,000	13,000,000	20,000,000	42,000,000
Number of loans that redefaulted within one year of permanent modification(a)	219	311	563	845
Balance of loans that redefaulted within one year of permanent modification	3,000,000	6,000,000	8,000,000	17,000,000
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 b before TDR	4.16%	5.04%	4.81%	5.27%
Weighted-average interest rate of loans with interest rate reductions b after TDR	2.77%	2.68%	2.70%	2.78%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b before TDR	'25 years	'25 years	'25 years	'25 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b after TDR	'37 years	'38 years	'37 years	'37 years
Charge-offs recognized upon permanent modification	1,000,000	4,000,000	5,000,000	15,000,000
Principal deferred	8,000,000	40,000,000	31,000,000	107,000,000
Principal forgiven	51,000,000	46,000,000	76,000,000	176,000,000
Number of loans that redefaulted within one year of permanent modification(a)	152	156	408	533
Balance of loans that redefaulted within one year of permanent modification	35,000,000	35,000,000	97,000,000	134,000,000
Rate of default for modified loans, estimated weighted average	'	'	16.00%	'
Modifications, weighted-average remaining life	'	'	'10 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	'	'	26.00%	'
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 b before TDR	6.97%	7.17%	7.29%	7.39%
Weighted-average interest rate of loans with interest rate reductions b after TDR	3.45%	3.42%	3.44%	3.51%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b before TDR	'22 years	'24 years	'24 years	'24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b after TDR	'35 years	'36 years	'36 years	'35 years
Charge-offs recognized upon permanent modification	1,000,000	0	2,000,000	6,000,000
Principal deferred	4,000,000	13,000,000	15,000,000	34,000,000
Principal forgiven	49,000,000	47,000,000	81,000,000	186,000,000
Number of loans that redefaulted within one year of permanent modification(a)	303	288	696	857
Balance of loans that redefaulted within one year of permanent modification	32,000,000	28,000,000	72,000,000	84,000,000
Rate of default for modified loans, estimated weighted average	'	'	28.00%	'
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	'	'	17.00%	'
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 b before TDR	5.14%	5.67%	5.63%	5.89%
Weighted-average interest rate of loans with interest rate reductions b after TDR	2.87%	2.85%	2.79%	2.94%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b before TDR	'22 years	'24 years	'23 years	'23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b after TDR	'35 years	'36 years	'36 years	'36 years
Charge-offs recognized upon permanent modification	5,000,000	22,000,000	33,000,000	85,000,000
Principal deferred	15,000,000	59,000,000	57,000,000	164,000,000
Principal forgiven	109,000,000	113,000,000	189,000,000	428,000,000
Number of loans that redefaulted within one year of permanent modification(a)	740	867	1,860	2,562
Balance of loans that redefaulted within one year of permanent modification	$75,000,000	$75,000,000	$191,000,000	$257,000,000

Loans_Consumer_Excluding_Credi7

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

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

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

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 days past due

30b119 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

$735,304

$724,177

$722,471

$288,379

$288,449

$288,211

$52,778

$52,757

$8,800

$9,968

$28

$54

$0

$38

$19,648

$18,951

$14,241

$13,622

$727

$711

$242

$316

$11,149

$11,557

$83,575

$83,265

$23,041

$23,590

$755

$765

$242

$354

$6,067

$5,615

$2,848

$2,374

$1,125

$1,112

$10,040

$9,101

$3,551

$3,898

$3,162

$3,084

$1,247

$1,218

$7,960

$8,200

$3,001

$2,917

$1,356

$1,341

$737

$740

$5,094

$4,998

$2,150

$2,012

$767

$646

$529

$539

$3,446

$3,197

$5,384

$5,310

$2,614

$2,646

$871

$878

$8,869

$8,834

$1,945

$2,014

$453

$392

$390

$397

$2,788

$2,803

$1,936

$1,855

$1,045

$1,046

$251

$252

$3,232

$3,153

$1,008

$950

$269

$234

$238

$227

$1,515

$1,411

$1,696

$1,902

$1,348

$1,383

$475

$513

$3,519

$3,798

$2,086

$2,229

$1,327

$1,316

$649

$708

$4,062

$4,253

$23,954

$24,055

$4,459

$4,489

$4,637

$4,973

$33,050

$33,517

$52,267

$52,152

$19,303

$18,511

$10,258

$10,529

$81,828

$81,192

$4,500

$4,900

$505

$599

$192

$280

$588

$660

$1,285

$1,539

$363

$387

'

'

$6

$6

$153

$160

$303

$368

$462

$534

$277

$350

'

$0

$0

$0

$0

$354

$428

$354

$428

$107

$161

$297

$385

$242

$86

$646

$632

$640

$737

'

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

'

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'

'

'

0.97%

1.15%

'

'

'

'

'

'

1.76%

2.32%

'

'

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'

'

'

2.25%

2.52%

1.32%

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, Other Consumer, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	$570	'	$570	'	$571
Without an allowance	36	'	36	'	47
Total impaired loans	606	'	606	'	618
Allowance for loan losses related to impaired loans	136	'	136	'	107
Unpaid principal balance of impaired loans	743	'	743	'	788
Average impaired loans	603	629	701	658	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	386	448	378	502	'
New TDRs	117	39	241	121	'
Charge-offs post-modification	-1	-7	-3	-14	'
Foreclosures and other liquidations (e.g., short sales)	-2	0	-8	0	'
Principal payments and other	-59	-65	-167	-194	'
Ending balance of TDRs	441	415	441	415	'
Nonaccrual loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Total impaired loans	456	'	456	'	441
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'	'
Beginning balance of TDRs	'	'	'	'	201
Ending balance of TDRs	$291	'	$291	'	$201

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		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Business Banking Loans	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Balance of loans that redefaulted within one year of permanent modification	$4,000,000	$10,000,000	$18,000,000	$33,000,000
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	$13,000,000	$33,000,000	$41,000,000
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 $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,304	$724,177	$722,471
Consumer, excluding credit card	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	288,379	288,449	288,211
Consumer, excluding credit card | PCI - Home Equity	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	17,572	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	18,262	19,830	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	8.05%	8.55%	'
Consumer, excluding credit card | PCI - Prime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,887	12,038	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	1,530	1,726	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	10,646	11,876	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	13.65%	14.80%	'
Consumer, excluding credit card | PCI - Subprime Mortgage	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,790	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	4,832	5,471	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	24.13%	26.67%	'
Consumer, excluding credit card | PCI - Option ARMs	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	16,238	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	17,128	19,223	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	16.79%	19.36%	'
Consumer, excluding credit card | Purchased Credit-Impaired	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	48,487	53,055	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Allowance for Loan Losses	3,662	4,158	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	50,868	56,400	'
Percentage of Loans Thirty Plus Days Past Due to Total Unpaid Principal Balance	13.69%	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	10,984	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	6,186	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	1,170	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	9,483	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	27,823	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	897	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	699	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	482	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	984	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	3,062	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	416	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	313	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	240	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	412	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	1,381	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	1,738	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	719	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	455	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	1,523	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	4,435	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	287	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	95	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	289	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	89	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	760	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	354	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	293	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	177	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	594	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	1,418	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	333	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	171	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	88	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	239	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	831	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	988	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	233	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	99	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	410	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	1,730	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	56	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	172	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	134	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	188	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	550	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	49	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	75	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	70	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	215	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	2,188	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	1,716	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	1,623	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	3,136	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	8,663	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	16,792	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	9,193	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	3,666	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	14,253	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	43,904	47,766	'
Consumer, excluding credit card | 30b149 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	442	583	'
Consumer, excluding credit card | 30b149 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	527	589	'
Consumer, excluding credit card | 30b149 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	572	662	'
Consumer, excluding credit card | 30b149 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	843	1,006	'
Consumer, excluding credit card | 30b149 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	2,384	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	1,028	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	926	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	594	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	2,032	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	4,580	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	482	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	38	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	38	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	88	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	646	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	2,112	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	447	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	205	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	540	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	3,304	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	4,257	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	2,099	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	509	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	2,334	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	9,199	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	6,291	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	3,962	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	760	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	6,962	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	17,975	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	258	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	85	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	156	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	151	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	650	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	1,004	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	388	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	514	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	738	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	2,644	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	1,714	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	1,330	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	1,044	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	2,038	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	6,126	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	2,144	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	2,297	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	1,606	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	4,277	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	$10,324	$9,210	'

Recovered_Sheet2

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

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 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

PCI - Home Equity, Junior Lien, Excluding Lines of Credit

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

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

30b89 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 days past due

90b149 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

PCI - Home Equity, Junior Lien, Excluding Lines of Credit

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

PCI - Home Equity, Junior Lien, Excluding Lines of Credit

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

PCI - Home Equity, Junior Lien, Excluding Lines of Credit

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

$735,304

$724,177

$722,471

$288,379

$288,449

$288,211

'

$772

$908

$14,281

$15,914

$9,863

$12,670

$3,646

$2,336

$21

$24

$244

$321

$160

$243

$63

$54

$6

$11

$84

$120

$56

$88

$22

$21

$39

$39

$589

$647

$411

$526

$139

$82

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

'

'

'

'

'

'

'

8.55%

8.15%

6.42%

6.84%

6.36%

6.76%

6.14%

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) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'	'	'	'
Loans retained	$735,304	$722,471	$735,304	$722,471	$724,177
Consumer, excluding credit card	'	'	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'	'	'	'
Loans retained	288,379	288,211	288,379	288,211	288,449
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	15,275	18,606	16,167	18,457	'
Accretion into interest income	-471	-535	-1,480	-1,673	'
Changes in interest rates on variable-rate loans	-75	-102	-141	-212	'
Other changes in expected cash flows	242	-259	425	1,138	'
Ending balance	14,971	17,710	14,971	17,710	'
Accretable yield percentage	4.10%	4.24%	4.22%	4.32%	'
Loans retained	48,487	'	48,487	'	53,055
In Process of Active or Suspended Foreclosure | Consumer, excluding credit card	'	'	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'	'	'	'
Loans retained	1,600	'	1,600	'	2,100
In Process of Active or Suspended Foreclosure | Consumer, excluding credit card | Purchased Credit-Impaired	'	'	'	'	'
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'	'	'	'	'
Loans retained	$3,500	'	$3,500	'	$4,800

Loans_Credit_Card_Loan_Portfol

Loans - Credit Card Loan Portfolio (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,304	$724,177	$722,471
Credit card	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	126,564	127,465	123,672
Credit card | Credit Card Loan	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	126,564	127,465	'
Percentage of loans 30 plus days past due to total retained loans	1.43%	1.67%	'
Percentage of loans 90 plus days past due to total retained loans	0.67%	0.80%	'
Percentage of Loans with FICO Scores of 660 Or Greater to Total Retained Loans	83.80%	85.10%	'
Percentage of Loans with FICO Scores Less than 660 to Total Retained Loans	16.20%	14.90%	'
Credit card | Credit Card Loan | California	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	17,238	17,194	'
Credit card | Credit Card Loan | Texas	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,648	10,400	'
Credit card | Credit Card Loan | New York	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,642	10,497	'
Credit card | Credit Card Loan | Illinois	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,390	7,412	'
Credit card | Credit Card Loan | Florida	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,140	7,178	'
Credit card | Credit Card Loan | New Jersey	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	5,575	5,554	'
Credit card | Credit Card Loan | Ohio	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	4,732	4,881	'
Credit card | Credit Card Loan | Pennsylvania	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	4,359	4,462	'
Credit card | Credit Card Loan | Michigan	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,524	3,618	'
Credit card | Credit Card Loan | Virginia	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3,183	3,239	'
Credit card | Credit Card Loan | All other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	52,133	53,030	'
Credit card | Credit Card Loan | Current	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	124,752	125,335	'
Credit card | Credit Card Loan | 30b89 days past due and still accruing	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	962	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	850	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		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Impaired loans with modified payment terms	$1,953	'	$1,953	'	$2,746
Modified credit card loans that have reverted to pre-modification payment terms	274	'	274	'	369
Total impaired loans	2,227	'	2,227	'	3,115
Allowance for loan losses related to impaired loans	500	'	500	'	971
Average impaired loans	2,342	3,657	2,630	4,079	'
Interest income on impaired loans	29	47	97	157	'
Noncompliance with Modified Terms [Member]	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Modified credit card loans that have reverted to pre-modification payment terms	170	'	170	'	226
Completion of Short Term Modification [Member]	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
Modified credit card loans that have reverted to pre-modification payment terms	$104	'	$104	'	$143

Loans_Credit_Card_Portfolio_Lo

Loans - Credit Card Portfolio - Loans Modifications (Details) (Credit card, Credit Card Loan, USD $)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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 b before TDR	14.96%	15.26%	15.01%	15.38%	'
Weighted-average interest rate of loans with interest rate reductions b after TDR	4.40%	4.30%	4.37%	4.42%	'
Balance of loans that redefaulted within one year of permanent modification	$29,000,000	$43,000,000	$92,000,000	$128,000,000	'
Number of payments past due for deemed payment default	'	'	2	'	'
Rate of default for modified loans, estimated weighted average	'	'	28.31%	'	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	$196,000,000	$288,000,000	$622,000,000	$915,000,000	'

Loans_Wholesale_Loan_Portfolio

Loans - Wholesale Loan Portfolio- By Class of Receivable (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,304	$724,177	$722,471
Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	34,530	'	'
Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	8,932	'	'
Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	91,807	'	'
Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	320,361	'	'
Wholesale	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	320,361	308,263	310,588
Wholesale | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	109,372	103,846	'
Percentage of criticized loans to total retained loans	2.33%	2.58%	'
Percentage of longs on nonaccrual status to total retained loans	0.20%	0.28%	'
Wholesale | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	75,720	69,151	'
Percentage of criticized loans to total retained loans	2.39%	3.72%	'
Percentage of longs on nonaccrual status to total retained loans	0.34%	0.50%	'
Wholesale | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	34,530	33,683	'
Percentage of criticized loans to total retained loans	0.93%	0.88%	'
Percentage of longs on nonaccrual status to total retained loans	0.04%	0.07%	'
Wholesale | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	8,932	10,462	'
Percentage of criticized loans to total retained loans	0.03%	0.41%	'
Percentage of longs on nonaccrual status to total retained loans	0.00%	0.01%	'
Wholesale | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	91,807	91,121	'
Percentage of criticized loans to total retained loans	0.56%	0.70%	'
Percentage of longs on nonaccrual status to total retained loans	0.18%	0.17%	'
Wholesale | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	320,361	308,263	'
Percentage of criticized loans to total retained loans	1.62%	2.02%	'
Percentage of longs on nonaccrual status to total retained loans	0.21%	0.27%	'
Wholesale | Current | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	108,911	103,357	'
Wholesale | Current | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	75,217	68,627	'
Wholesale | Current | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	34,417	33,426	'
Wholesale | Current | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	8,912	10,421	'
Wholesale | Current | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	90,282	89,717	'
Wholesale | Current | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	317,739	305,548	'
Wholesale | 30b89 days past due and still accruing | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	233	181	'
Wholesale | 30b89 days past due and still accruing | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	216	164	'
Wholesale | 30b89 days past due and still accruing | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	100	226	'
Wholesale | 30b89 days past due and still accruing | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	18	40	'
Wholesale | 30b89 days past due and still accruing | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	1,333	1,233	'
Wholesale | 30b89 days past due and still accruing | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	1,900	1,844	'
Wholesale | 90 or more days past due and still accruing | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10	14	'
Wholesale | 90 or more days past due and still accruing | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	28	14	'
Wholesale | 90 or more days past due and still accruing | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	0	6	'
Wholesale | 90 or more days past due and still accruing | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	2	0	'
Wholesale | 90 or more days past due and still accruing | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	23	16	'
Wholesale | 90 or more days past due and still accruing | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	63	50	'
Wholesale | Nonaccrual loans | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	218	294	'
Wholesale | Nonaccrual loans | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	259	346	'
Wholesale | Nonaccrual loans | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	13	25	'
Wholesale | Nonaccrual loans | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	0	1	'
Wholesale | Nonaccrual loans | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	169	155	'
Wholesale | Nonaccrual loans | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	659	821	'
Wholesale | Total non-U.S. | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	35,470	34,440	'
Wholesale | Total non-U.S. | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	2,531	1,369	'
Wholesale | Total non-U.S. | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	19,978	22,726	'
Wholesale | Total non-U.S. | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	1,203	2,146	'
Wholesale | Total non-U.S. | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	44,254	43,376	'
Wholesale | Total non-U.S. | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	103,436	104,057	'
Wholesale | Total U.S. | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	73,902	69,406	'
Wholesale | Total U.S. | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	73,189	67,782	'
Wholesale | Total U.S. | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	14,552	10,957	'
Wholesale | Total U.S. | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,729	8,316	'
Wholesale | Total U.S. | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	47,553	47,745	'
Wholesale | Total U.S. | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	216,925	204,206	'
Wholesale | Investment-grade | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	60,559	57,690	'
Wholesale | Investment-grade | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	58,376	52,195	'
Wholesale | Investment-grade | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	26,929	26,712	'
Wholesale | Investment-grade | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	8,691	9,979	'
Wholesale | Investment-grade | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	81,356	79,494	'
Wholesale | Investment-grade | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	235,911	226,070	'
Wholesale | Total noninvestment- grade | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	48,813	46,156	'
Wholesale | Total noninvestment- grade | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	17,344	16,956	'
Wholesale | Total noninvestment- grade | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,601	6,971	'
Wholesale | Total noninvestment- grade | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	241	483	'
Wholesale | Total noninvestment- grade | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	10,451	11,627	'
Wholesale | Total noninvestment- grade | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	84,450	82,193	'
Wholesale | Noncriticized | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	46,262	43,477	'
Wholesale | Noncriticized | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	15,534	14,381	'
Wholesale | Noncriticized | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	7,281	6,674	'
Wholesale | Noncriticized | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	238	440	'
Wholesale | Noncriticized | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	9,936	10,992	'
Wholesale | Noncriticized | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	79,251	75,964	'
Wholesale | Criticized performing | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	2,333	2,385	'
Wholesale | Criticized performing | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	1,551	2,229	'
Wholesale | Criticized performing | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	307	272	'
Wholesale | Criticized performing | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	3	42	'
Wholesale | Criticized performing | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	346	480	'
Wholesale | Criticized performing | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	4,540	5,408	'
Wholesale | Criticized nonaccrual | Commercial and industrial	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	218	294	'
Wholesale | Criticized nonaccrual | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	259	346	'
Wholesale | Criticized nonaccrual | Financial institutions	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	13	25	'
Wholesale | Criticized nonaccrual | Government agencies	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	0	1	'
Wholesale | Criticized nonaccrual | Other	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	169	155	'
Wholesale | Criticized nonaccrual | Total retained loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$659	$821	'

Loans_Wholesale_Loan_Portfolio1

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$735,304	$724,177	$722,471
Wholesale	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	320,361	308,263	310,588
Wholesale | Multifamily	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	48,271	44,389	'
Percentage of criticized loans to total retained loans	1.62%	2.57%	'
Percentage of longs on nonaccrual status to total retained loans	0.27%	0.43%	'
Wholesale | Commercial lessors	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	16,888	15,949	'
Percentage of criticized loans to total retained loans	5.63%	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	4,131	3,674	'
Percentage of criticized loans to total retained loans	1.48%	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	6,430	5,139	'
Percentage of criticized loans to total retained loans	0.28%	0.56%	'
Percentage of longs on nonaccrual status to total retained loans	0.02%	0.18%	'
Wholesale | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	75,720	69,151	'
Percentage of criticized loans to total retained loans	2.39%	3.72%	'
Percentage of longs on nonaccrual status to total retained loans	0.34%	0.50%	'
Wholesale | Criticized | Multifamily	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	780	1,142	'
Wholesale | Criticized | Commercial lessors	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	951	1,323	'
Wholesale | Criticized | Commercial construction and development	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	61	81	'
Wholesale | Criticized | Other Real Estate Loans	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	18	29	'
Wholesale | Criticized | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	1,810	2,575	'
Wholesale | Criticized nonaccrual | Multifamily	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	131	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	1	9	'
Wholesale | Criticized nonaccrual | Real estate	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'
Loans retained	$259	$346	'

Loans_Wholesale_Loan_Portfolio2

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) (Wholesale, USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Commercial and industrial	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	$198	'	$198	'	$236
Without an allowance	20	'	20	'	58
Total impaired loans	218	'	218	'	294
Allowance for loan losses related to impaired loans	56	'	56	'	75
Unpaid principal balance of impaired loans	273	'	273	'	448
Average impaired loans	245	342	262	445	'
Real estate	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	194	'	194	'	258
Without an allowance	66	'	66	'	109
Total impaired loans	260	'	260	'	367
Allowance for loan losses related to impaired loans	38	'	38	'	63
Unpaid principal balance of impaired loans	333	'	333	'	454
Average impaired loans	287	450	316	500	'
Financial institutions	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	11	'	11	'	17
Without an allowance	2	'	2	'	8
Total impaired loans	13	'	13	'	25
Allowance for loan losses related to impaired loans	4	'	4	'	16
Unpaid principal balance of impaired loans	13	'	13	'	24
Average impaired loans	17	18	19	12	'
Government agencies	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	0	'	0	'	1
Without an allowance	0	'	0	'	0
Total impaired loans	0	'	0	'	1
Allowance for loan losses related to impaired loans	0	'	0	'	0
Unpaid principal balance of impaired loans	0	'	0	'	1
Average impaired loans	0	1	0	0	'
Other	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	105	'	105	'	85
Without an allowance	68	'	68	'	73
Total impaired loans	173	'	173	'	158
Allowance for loan losses related to impaired loans	26	'	26	'	27
Unpaid principal balance of impaired loans	222	'	222	'	241
Average impaired loans	162	215	163	222	'
Total retained loans	'	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'	'
With an allowance	508	'	508	'	597
Without an allowance	156	'	156	'	248
Total impaired loans	664	'	664	'	845
Allowance for loan losses related to impaired loans	124	'	124	'	181
Unpaid principal balance of impaired loans	841	'	841	'	1,168
Average impaired loans	$711	$1,026	$760	$1,179	'

Loans_Wholesale_Loan_Portfolio3

Loans - Wholesale Loan Portfolio - Loan Modification (Details) (Wholesale, USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Commercial and industrial	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	$110,000,000	$109,000,000	$77,000,000	$575,000,000
New TDRs	20,000,000	0	68,000,000	41,000,000
Increases to existing TDRs	0	0	11,000,000	4,000,000
Charge-offs post-modification	0	0	0	-1,000,000
Sales and other	-18,000,000	-30,000,000	-44,000,000	-540,000,000
Ending balance of TDRs	112,000,000	79,000,000	112,000,000	79,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	13,000,000	15,000,000	13,000,000	15,000,000
Real estate	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	74,000,000	111,000,000	88,000,000	99,000,000
New TDRs	4,000,000	0	14,000,000	41,000,000
Increases to existing TDRs	0	0	0	0
Charge-offs post-modification	0	0	0	-3,000,000
Sales and other	-18,000,000	-9,000,000	-42,000,000	-35,000,000
Ending balance of TDRs	60,000,000	102,000,000	60,000,000	102,000,000
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	22,000,000	34,000,000	33,000,000	22,000,000
New TDRs	11,000,000	0	14,000,000	37,000,000
Increases to existing TDRs	0	0	0	0
Charge-offs post-modification	0	0	-1,000,000	0
Sales and other	-1,000,000	-9,000,000	-14,000,000	-34,000,000
Ending balance of TDRs	32,000,000	25,000,000	32,000,000	25,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	0	4,000,000	0	4,000,000
Total retained loans	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Beginning balance of TDRs	206,000,000	254,000,000	198,000,000	696,000,000
New TDRs	35,000,000	0	96,000,000	119,000,000
Increases to existing TDRs	0	0	11,000,000	4,000,000
Charge-offs post-modification	0	0	-1,000,000	-4,000,000
Sales and other	-37,000,000	-48,000,000	-100,000,000	-609,000,000
Ending balance of TDRs	204,000,000	206,000,000	204,000,000	206,000,000
Additional commitments to lend to borrowers whose loans have been modified in TDRs	13,000,000	19,000,000	13,000,000	19,000,000
Modifications, average term or payment extension granted	'1 year 1 month 6 days	'6 years	'1 year 1 month 6 days	'2 years 1 month 6 days
Weighted-average remaining contractual term (in years) of loans with term or payment extensions b after TDR	'1 year 4 months 24 days	'3 years 1 month 6 days	'2 years 6 months	'1 year 7 months 6 days
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	0	0	1,000,000
Nonaccrual loans | Commercial and industrial	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	104,000,000	79,000,000	104,000,000	79,000,000
Nonaccrual loans | Real estate	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	54,000,000	69,000,000	54,000,000	69,000,000
Nonaccrual loans | Financial Institutions, Government Agencies and Other Wholesale [Member]	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	36,000,000	25,000,000	36,000,000	25,000,000
Nonaccrual loans | Total retained loans	'	'	'	'
Loans Modified in Troubled Debt Restructurings [Roll Forward]	'	'	'	'
Ending balance of TDRs	$194,000,000	$173,000,000	$194,000,000	$173,000,000

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Provision for loan losses	$757	($543)	$2,299	$121	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	15,670	18,589	15,670	18,589	'
Formula-based	671,142	649,112	671,142	649,112	'
PCI	48,492	54,770	48,492	54,770	'
Total Retained Loans	735,304	722,471	735,304	722,471	724,177
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	134	244	134	244	'
Formula-based	1,057,070	1,039,861	1,057,070	1,039,861	'
Total lending-related commitments	1,057,204	1,040,105	1,057,204	1,040,105	1,031,672
Allowance for loan losses	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	16,264	21,936	'
Gross charge-offs	'	'	4,601	5,780	'
Gross recoveries	'	'	-1,060	-1,306	'
Net charge-offs/(recoveries)	'	'	3,541	4,474	'
Provision for loan losses	'	'	2,368	112	'
Other	'	'	-6	-3	'
Ending Balance	14,889	17,571	14,889	17,571	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	1,242	1,978	1,242	1,978	'
Formula-based	9,985	10,632	9,985	10,632	'
PCI	3,662	4,961	3,662	4,961	'
Total Allowance for Credit Losses	14,889	17,571	14,889	17,571	'
Allowance for lending-related commitments	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	705	668	'
Provision for loan losses	'	'	-69	9	'
Other	'	'	1	0	'
Ending Balance	637	677	637	677	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Total Allowance for Credit Losses	637	677	637	677	'
Allowance for lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	68	71	68	71	'
Formula-based	569	606	569	606	'
Purchased Credit-Impaired | Allowance for loan losses	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Gross charge-offs	'	'	196	0	'
Impaired Collateral Dependent Loans	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Net charge-offs/(recoveries)	'	'	113	206	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	3,453	3,480	3,453	3,480	'
Consumer, excluding credit card	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	12,779	14,149	12,779	14,149	'
Formula-based	227,113	219,303	227,113	219,303	'
PCI	48,487	54,759	48,487	54,759	'
Total Retained Loans	288,379	288,211	288,379	288,211	288,449
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	54,912	58,787	54,912	58,787	'
Total lending-related commitments	54,912	58,787	54,912	58,787	'
Consumer, excluding credit card | Allowance for loan losses	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	8,456	12,292	'
Gross charge-offs	'	'	1,613	2,129	'
Gross recoveries	'	'	-629	-637	'
Net charge-offs/(recoveries)	'	'	984	1,492	'
Provision for loan losses	'	'	180	-1,346	'
Other	'	'	2	-6	'
Ending Balance	7,458	9,448	7,458	9,448	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	618	689	618	689	'
Formula-based	3,178	3,798	3,178	3,798	'
PCI	3,662	4,961	3,662	4,961	'
Total Allowance for Credit Losses	7,458	9,448	7,458	9,448	'
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	1	'
Ending Balance	9	9	9	9	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Total Allowance for Credit Losses	9	9	9	9	'
Allowance for lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	9	9	9	9	'
Consumer, excluding credit card | Purchased Credit-Impaired	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Total Retained Loans	48,487	'	48,487	'	53,055
Consumer, excluding credit card | Purchased Credit-Impaired | Allowance for loan losses	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Gross charge-offs	'	'	196	0	'
Consumer, excluding credit card | Impaired Collateral Dependent Loans	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Net charge-offs/(recoveries)	'	'	105	190	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	3,138	3,113	3,138	3,113	'
Credit card	'	'	'	'	'
Loans by impairment methodology	'	'	'	'	'
Asset-specific	2,227	3,468	2,227	3,468	'
Formula-based	124,337	120,204	124,337	120,204	'
PCI	0	0	0	0	'
Total Retained Loans	126,564	123,672	126,564	123,672	127,465
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	531,301	532,251	531,301	532,251	'
Total lending-related commitments	531,301	532,251	531,301	532,251	'
Credit card | Allowance for loan losses	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	3,795	5,501	'
Gross charge-offs	'	'	2,882	3,461	'
Gross recoveries	'	'	-311	-473	'
Net charge-offs/(recoveries)	'	'	2,571	2,988	'
Provision for loan losses	'	'	2,371	1,588	'
Other	'	'	-5	-4	'
Ending Balance	3,590	4,097	3,590	4,097	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	500	1,080	500	1,080	'
Formula-based	3,090	3,017	3,090	3,017	'
PCI	0	0	0	0	'
Total Allowance for Credit Losses	3,590	4,097	3,590	4,097	'
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	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Total Allowance for Credit Losses	0	0	0	0	'
Allowance for lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	0	0	0	0	'
Formula-based	0	0	0	0	'
Credit card | Purchased Credit-Impaired | Allowance for loan losses	'	'	'	'	'
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	664	972	664	972	'
Formula-based	319,692	309,605	319,692	309,605	'
PCI	5	11	5	11	'
Total Retained Loans	320,361	310,588	320,361	310,588	308,263
Lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	134	244	134	244	'
Formula-based	470,857	448,823	470,857	448,823	'
Total lending-related commitments	470,991	449,067	470,991	449,067	'
Wholesale | Allowance for loan losses	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	4,013	4,143	'
Gross charge-offs	'	'	106	190	'
Gross recoveries	'	'	-120	-196	'
Net charge-offs/(recoveries)	'	'	-14	-6	'
Provision for loan losses	'	'	-183	-130	'
Other	'	'	-3	7	'
Ending Balance	3,841	4,026	3,841	4,026	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Asset-specific	124	209	124	209	'
Formula-based	3,717	3,817	3,717	3,817	'
PCI	0	0	0	0	'
Total Allowance for Credit Losses	3,841	4,026	3,841	4,026	'
Wholesale | Allowance for lending-related commitments	'	'	'	'	'
Allowance for Loan Losses [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	697	661	'
Provision for loan losses	'	'	-70	8	'
Other	'	'	1	-1	'
Ending Balance	628	668	628	668	'
Allowance for loan losses by impairment methodology	'	'	'	'	'
Total Allowance for Credit Losses	628	668	628	668	'
Allowance for lending-related commitments by impairment methodology	'	'	'	'	'
Asset-specific	68	71	68	71	'
Formula-based	560	597	560	597	'
Wholesale | Purchased Credit-Impaired | Allowance for loan losses	'	'	'	'	'
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)	'	'	8	16	'
Loans by impairment methodology	'	'	'	'	'
Loans measured at fair value of collateral less cost to sell	$315	$367	$315	$367	'

Variable_Interest_Entities_Fir

Variable Interest Entities - Firm Sponsored Variable Interest Entities (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	$253,600,000,000	$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	73.00%	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	218,000,000	151,000,000
Subordinated securities purchased, excluded from interests continued to be held by transferor, fair value	30,000,000	30,000,000
Prime/Alt A and Option Arms	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	98,300,000,000	109,200,000,000
Subprime	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	29,100,000,000	32,100,000,000
Commercial b nonagency	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Total assets held by securitization VIEs	126,200,000,000	130,400,000,000
Variable Interest Entity, Primary Beneficiary	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in consolidated securitization VIEs	5,600,000,000	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	4,300,000,000	3,200,000,000
Variable Interest Entity, Primary Beneficiary | Subprime	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in consolidated securitization VIEs	1,100,000,000	1,300,000,000
Variable Interest Entity, Primary Beneficiary | Commercial b 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	196,865,000,000	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	79,378,000,000	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	26,109,000,000	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 b nonagency	'	'
Firm-sponsored mortgage and other consumer securitization trusts	'	'
Assets held in nonconsolidated securitization VIEs with continuing involvement	91,378,000,000	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 b 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 b 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	487,000,000	551,000,000
Investment-grade | Commercial b 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	246,000,000	260,000,000
Noninvestment-grade | Commercial b nonagency	'	'
Firm-sponsored credit card securitization trusts	'	'
Retained interest, fair value	$199,000,000	$80,000,000

Variable_Interest_Entities_Res

Variable Interest Entities - Resecuritizations, Multi-seller Conduits (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2014		Sep. 30, 2013	Sep. 30, 2014		Sep. 30, 2013	Dec. 31, 2013
Variable Interest Entity	'		'	'		'	'
Securities transferred to agency resecuritization VIEs	$7,500,000,000		$7,500,000,000	$20,800,000,000		$14,600,000,000	'
Securities transferred to private-label re-securitization VIEs	237,000,000		0	670,000,000		0	'
Total assets	2,527,005,000,000	[1]	2,463,309,000,000	2,527,005,000,000	[1]	2,463,309,000,000	2,415,689,000,000	[1]
Unfunded portion of commitments to multi-seller conduits	1,057,204,000,000		1,040,105,000,000	1,057,204,000,000		1,040,105,000,000	1,031,672,000,000
Mortgage Securitization Entities | Re securitizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Senior and subordinated interest in nonconsolidated agency re-securitization entities	2,400,000,000		'	2,400,000,000		'	1,300,000,000
Mortgage Securitization Entities | Private label Resecuritizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Senior and subordinated interest in nonconsolidated agency re-securitization entities	57,000,000		'	57,000,000		'	6,000,000
Mortgage Securitization Entities | Private label Resecuritizations | Mortgage-backed securities - Residential b nonagency	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
VIE, consolidated carrying amount assets	80,000,000		'	80,000,000		'	86,000,000
VIE, carrying amount liabilities	21,000,000		'	21,000,000		'	23,000,000
Multi-seller conduits	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Commercial paper issued by consolidated Variable Interest Entities eliminated in Consolidation	8,100,000,000		'	8,100,000,000		'	4,100,000,000
Multi-seller conduits | Commercial	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Unfunded portion of commitments to multi-seller conduits	8,600,000,000		'	8,600,000,000		'	9,100,000,000
Nonconsolidated Private-Label Re-securitizations	'		'	'		'	'
Variable Interest Entity	'		'	'		'	'
Total assets	$3,100,000,000		'	$3,100,000,000		'	$2,800,000,000
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at SeptemberB 30, 2014, and DecemberB 31, 2013. The difference between total VIE assets and liabilities represents the Firmbs interests in those entities, which were eliminated in consolidation.(in millions)SepB 30, 2014B DecB 31, 2013Assets Trading assets$10,962B $6,366Loans66,413B 70,072All other assets1,814B 2,168Total assets$79,189B $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$47,564B $49,617All other liabilities958B 1,061Total liabilities$48,522B $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 SeptemberB 30, 2014, and DecemberB 31, 2013, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.6 billion, respectively, 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 $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 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

$2,527,005,000,000

[1]

$2,415,689,000,000

[1]

$2,463,309,000,000

$11,500,000,000

$11,800,000,000

$2,600,000,000

$2,700,000,000

$8,600,000,000

$8,900,000,000

$300,000,000

$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 SeptemberB 30, 2014, and DecemberB 31, 2013. The difference between total VIE assets and liabilities represents the Firmbs interests in those entities, which were eliminated in consolidation.(in millions)SepB 30, 2014B DecB 31, 2013Assets Trading assets$10,962B $6,366Loans66,413B 70,072All other assets1,814B 2,168Total assets$79,189B $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$47,564B $49,617All other liabilities958B 1,061Total liabilities$48,522B $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 SeptemberB 30, 2014, and DecemberB 31, 2013, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.6 billion, respectively, 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 $)	Sep. 30, 2014		Dec. 31, 2013		Sep. 30, 2013
In Millions, unless otherwise specified
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	$410,657		$374,664		'
Loans	743,257		738,418		'
Other assets, at fair value	100,568		110,101		'
Total assets	2,527,005	[1]	2,415,689	[1]	2,463,309
Beneficial interests issued by consolidated VIEs	47,564		49,617		'
Total liabilities	2,295,728	[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	66,400		70,100		'
Other assets, at fair value	1,800		2,200		'
Total assets	79,200		78,700		'
Beneficial interests issued by consolidated VIEs	47,600		49,600		'
Other liabilities	1,000		1,100		'
Total liabilities	48,600		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	34,300		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	8,700		'		'
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	18,900		'		'
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	6,700		'		'
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	11,000		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	47,600		46,900		'
Other assets, at fair value	700		1,100		'
Total assets	48,300		48,000		'
Beneficial interests issued by consolidated VIEs	29,000		26,600		'
Other liabilities	0		0		'
Total liabilities	29,000		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	15,800		19,000		'
Other assets, at fair value	0		100		'
Total assets	15,800		19,100		'
Beneficial interests issued by consolidated VIEs	8,400		14,900		'
Other liabilities	0		0		'
Total liabilities	8,400		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	5,400		3,400		'
Beneficial interests issued by consolidated VIEs	4,800		2,900		'
Other liabilities	0		0		'
Total liabilities	4,800		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	5,400		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	800		1,700		'
Other assets, at fair value	0		0		'
Total assets	5,400		4,000		'
Beneficial interests issued by consolidated VIEs	2,700		2,900		'
Other liabilities	800		900		'
Total liabilities	3,500		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	4,600		2,300		'
Variable Interest Entity, Primary Beneficiary | Student Loans	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	2,200		2,400		'
Other assets, at fair value	100		100		'
Total assets	2,500		2,500		'
Beneficial interests issued by consolidated VIEs	2,200		2,200		'
Other liabilities	0		0		'
Total liabilities	2,200		2,200		'
Variable Interest Entity, Primary Beneficiary | Student Loans | Debt and equity securities	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Trading assets	200		0		'
Variable Interest Entity, Primary Beneficiary | Other	'		'		'
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]	'		'		'
Loans	0		100		'
Other assets, at fair value	1,000		900		'
Total assets	1,800		1,700		'
Beneficial interests issued by consolidated VIEs	500		100		'
Other liabilities	200		200		'
Total liabilities	700		300		'
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	$800		$700		'
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at SeptemberB 30, 2014, and DecemberB 31, 2013. The difference between total VIE assets and liabilities represents the Firmbs interests in those entities, which were eliminated in consolidation.(in millions)SepB 30, 2014B DecB 31, 2013Assets Trading assets$10,962B $6,366Loans66,413B 70,072All other assets1,814B 2,168Total assets$79,189B $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$47,564B $49,617All other liabilities958B 1,061Total liabilities$48,522B $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 SeptemberB 30, 2014, and DecemberB 31, 2013, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.6 billion, respectively, 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		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Commercial | Cash	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	$0	$0	$280,000,000	$207,000,000
Level 2 | Residential and commercial mortgage securitizations	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	484,000,000	330,000,000	1,100,000,000	1,400,000,000
Level 2 | Total mortgage-backed securities	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	3,100,000,000	1,900,000,000	7,400,000,000	7,100,000,000
Level 3 | Residential and commercial mortgage securitizations	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	0	'	21,000,000	'
Level 3 | Commercial	'	'	'	'
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	0	'	130,000,000	'
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Residential and commercial mortgage securitizations	'	'	'	'
Securitization activity [Abstract]	'	'	'	'
Principal securitized	484,000,000	345,000,000	1,144,000,000	1,404,000,000
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	484,000,000	330,000,000	1,147,000,000	1,410,000,000
Servicing fees collected	142,000,000	149,000,000	418,000,000	434,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	52,000,000	12,000,000	119,000,000	283,000,000
Cash flows received on interests	43,000,000	51,000,000	128,000,000	106,000,000
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Commercial	'	'	'	'
Securitization activity [Abstract]	'	'	'	'
Principal securitized	3,101,000,000	1,867,000,000	7,740,000,000	7,151,000,000
All cash flows during the period:	'	'	'	'
Proceeds from new securitizations	3,141,000,000	1,855,000,000	7,849,000,000	7,281,000,000
Servicing fees collected	1,000,000	1,000,000	3,000,000	4,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	$56,000,000	$116,000,000	$515,000,000	$258,000,000

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		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Variable Interest Entity, Not Primary Beneficiary	'	'	'	'	'
Summary of loan sale activities [Abstract]	'	'	'	'	'
Carrying value of loans sold	$12,396,000,000	$39,354,000,000	$38,919,000,000	$142,279,000,000	'
Proceeds received from loan sales as cash	77,000,000	202,000,000	166,000,000	663,000,000	'
Proceeds from loans sales as securities	12,250,000,000	38,661,000,000	38,446,000,000	140,053,000,000	'
Total proceeds received from loan sales	12,327,000,000	38,863,000,000	38,612,000,000	140,716,000,000	'
Gains on loan sales	86,000,000	31,000,000	205,000,000	281,000,000	'
Loans repurchased or loans with the option to repurchase	13,500,000,000	'	13,500,000,000	'	14,300,000,000
Real estate acquired through foreclosure	$464,000,000	'	$464,000,000	'	$2,000,000,000

Variable_Interest_Entities_Loa1

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 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	$253,600,000,000	'	$253,600,000,000	'	$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	98,300,000,000	'	98,300,000,000	'	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	29,100,000,000	'	29,100,000,000	'	32,100,000,000
Commercial b nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Total assets held by securitization VIEs	126,200,000,000	'	126,200,000,000	'	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	19,800,000,000	'	19,800,000,000	'	24,958,000,000
Liquidation Losses	1,289,000,000	1,897,000,000	4,391,000,000	6,725,000,000	'
Securitized loans in which the firm has no continuing involvement	51,100,000,000	'	51,100,000,000	'	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	11,974,000,000	'	11,974,000,000	'	14,882,000,000
Liquidation Losses	465,000,000	1,004,000,000	1,722,000,000	3,963,000,000	'
Securitized loans | Subprime	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
90 days past due	6,652,000,000	'	6,652,000,000	'	7,726,000,000
Liquidation Losses	353,000,000	462,000,000	1,556,000,000	2,001,000,000	'
Securitized loans | Commercial b nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
90 days past due	1,174,000,000	'	1,174,000,000	'	2,350,000,000
Liquidation Losses	471,000,000	431,000,000	1,113,000,000	761,000,000	'
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	196,865,000,000	'	196,865,000,000	'	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	79,378,000,000	'	79,378,000,000	'	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	26,109,000,000	'	26,109,000,000	'	28,008,000,000
Variable Interest Entity, Not Primary Beneficiary | Commercial b nonagency	'	'	'	'	'
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]	'	'	'	'	'
Credit exposure / loans securitized	91,378,000,000	'	91,378,000,000	'	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	5,600,000,000	'	5,600,000,000	'	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	4,300,000,000	'	4,300,000,000	'	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	1,100,000,000	'	1,100,000,000	'	1,300,000,000
Variable Interest Entity, Primary Beneficiary | Commercial b 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 $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Intangible Assets By Major Class [Line Items]	'	'	'	'	'	'
Goodwill	$47,970	$48,110	$48,081	$48,100	$48,057	$48,175
Mortgage servicing rights	8,236	8,347	9,614	9,490	9,335	7,614
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	1,274	'	1,618	'	'	'
Purchased credit card relationships	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	38	'	131	'	'	'
Other credit card-related intangibles	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	131	'	173	'	'	'
Core deposit intangibles	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	65	'	159	'	'	'
Other intangibles	'	'	'	'	'	'
Other intangible assets:	'	'	'	'	'	'
Other intangible assets	$1,040	'	$1,155	'	'	'

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - by Business Segment (Details) (USD $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	$47,970	$48,110	$48,081	$48,100	$48,057	$48,175
Consumer & Community Banking	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	30,962	'	30,985	'	'	'
Corporate & Investment Bank	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	6,873	'	6,888	'	'	'
Commercial Banking	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	2,861	'	2,862	'	'	'
Asset Management	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	6,965	'	6,969	'	'	'
Corporate/Private Equity	'	'	'	'	'	'
Goodwill [Line Items]	'	'	'	'	'	'
Total goodwill	$309	'	$377	'	'	'

Goodwill_and_Other_Intangible_5

Goodwill and Other Intangible Assets - Changes During Period (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Changes in the carrying amount of goodwill:	'	'	'	'	'
Balance at beginning of period	$48,110	$48,057	$48,081	$48,175	'
Changes during the period:	'	'	'	'	'
Business combinations	6	11	24	47	'
Dispositions	-1	0	-1	-5	'
Other	-145	32	-134	-117	'
Balance at end of period	47,970	48,100	47,970	48,100	'
Indefinite-lived intangible assets	600	'	600	'	600
Corporate/Private Equity	'	'	'	'	'
Changes in the carrying amount of goodwill:	'	'	'	'	'
Balance at beginning of period	'	'	377	'	'
Changes during the period:	'	'	'	'	'
Balance at end of period	309	'	309	'	'
Goodwill impairment	$68	'	$68	'	'

Goodwill_and_Other_Intangible_6

Goodwill and Other Intangible Assets - Mortgage Servicing Rights (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Mortgage servicing rights activity:	'	'	'	'
Fair value at beginning of period	$8,347,000,000	$9,335,000,000	$9,614,000,000	$7,614,000,000
MSR activity:	'	'	'	'
Originations of MSRs	148,000,000	532,000,000	518,000,000	1,874,000,000
Purchase of MSRs	3,000,000	2,000,000	9,000,000	-1,000,000
Disposition of MSRs	11,000,000	0	-175,000,000	-418,000,000
Net additions	162,000,000	534,000,000	352,000,000	1,455,000,000
Changes due to collection/realization of expected cash flows	-216,000,000	-286,000,000	-702,000,000	-833,000,000
Changes due to market interest rates and other	-101,000,000	80,000,000	-832,000,000	1,700,000,000
Changes in valuation due to inputs and assumptions, projected cash flows	44,000,000	-123,000,000	33,000,000	167,000,000
Changes in valuation due to inputs and assumptions, discount rates	0	0	-459,000,000	-78,000,000
Changes in valuation due to inputs and assumptions, prepayment model changes and other	0	-50,000,000	230,000,000	-535,000,000
Total changes in valuation due to other inputs and assumptions	44,000,000	-173,000,000	-196,000,000	-446,000,000
Total changes in valuation due to inputs and assumptions	-57,000,000	-93,000,000	-1,028,000,000	1,254,000,000
Fair value at the end of the period	8,236,000,000	9,490,000,000	8,236,000,000	9,490,000,000
Change in unrealized gains/(losses) included in income related to MSRs held at September 30,	-57,000,000	-93,000,000	-1,028,000,000	1,254,000,000
Contractual service fees, late fees and other ancillary fees included in income	701,000,000	808,000,000	2,189,000,000	2,512,000,000
Third-party mortgage loans serviced at September 30, (in billions)	771,000,000,000	838,000,000,000	771,000,000,000	838,000,000,000
Servicer advances (in billions)	8,600,000,000	9,400,000,000	8,600,000,000	9,400,000,000
MSR activity supplemental information	'	'	'	'
Commercial real estate, period increase (decrease)	-1,000,000	-2,000,000	-5,000,000	-4,000,000
Commercial real estate, fair value	$13,000,000	$19,000,000	$13,000,000	$19,000,000

Goodwill_and_Other_Intangible_7

Goodwill and Other Intangible Assets - Mortgage Fees and Related Income (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Risk management:	'	'	'	'
All other	$1	$2	$2	$8
Mortgage fees and related income	903	841	2,708	4,116
Consumer & Community Banking	'	'	'	'
Net production revenue:	'	'	'	'
Production revenue	191	311	538	2,370
Repurchase Losses	62	175	327	110
Net production revenue	253	486	865	2,480
Operating revenue:	'	'	'	'
Loan servicing revenue	787	817	2,524	2,698
Changes in MSR asset fair value due to modeled amortization	-214	-284	-696	-827
Total operating revenue	573	533	1,828	1,871
Risk management:	'	'	'	'
Changes in MSR asset fair value due to market interest rates	-101	80	-831	1,698
Other changes in MSR asset fair value due to inputs or assumptions in model	44	-173	-196	-446
Change in derivative fair value and other	133	-87	1,040	-1,495
Total risk management	76	-180	13	-243
Net mortgage servicing revenue	$649	$353	$1,841	$1,628

Goodwill_and_Other_Intangible_8

Goodwill and Other Intangible Assets - Key Economic Assumptions (Details) (USD $)	9 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Sep. 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 (bCPRb)	8.49%	8.07%
Impact on fair value of 10% adverse change	($329)	($362)
Impact on fair value of 20% adverse change	-639	-705
Weighted-average option adjusted spread	9.15%	7.77%
Impact on fair value of 100 basis points adverse change	-328	-389
Impact on fair value of 200 basis points adverse change	($631)	($750)

Goodwill_and_Other_Intangible_9

Goodwill and Other Intangible Assets - Other Intangible Assets (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Dec. 31, 2013
Intangible Assets By Major Class [Line Items]	'	'
Change in other intangible assets	($344)	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Net carrying value	1,274	1,618
Indefinite-lived intangible assets	600	600
Purchased credit card relationships	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	200	3,540
Accumulated amortization	162	3,409
Net carrying value	38	131
Other credit card-related intangibles	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	498	542
Accumulated amortization	367	369
Net carrying value	131	173
Core deposit intangibles	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	814	4,133
Accumulated amortization	749	3,974
Net carrying value	65	159
Other intangibles	'	'
Components of credit card relationships, core deposits and other intangible assets [Abstract]	'	'
Gross amount	1,895	2,374
Accumulated amortization	855	1,219
Net carrying value	$1,040	$1,155

Recovered_Sheet4

Goodwill and Other Intangible Assets - Amortization Expense (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	$51	$140	$314	$444
Purchased credit card relationships	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	3	45	93	150
Other credit card-related intangibles	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	13	15	40	44
Core deposit intangibles	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	9	49	94	149
Other intangibles	'	'	'	'
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
Amortization expense	$26	$31	$87	$101

Recovered_Sheet5

Goodwill and Other Intangible Assets - Future Amortization Expense (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	$359	'	$359	'
2015	168	'	168	'
2016	130	'	130	'
2017	112	'	112	'
2018	80	'	80	'
Amortization of intangibles	51	140	314	444
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 intangibles	3	45	93	150
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	33	'	33	'
2017	28	'	28	'
2018	20	'	20	'
Amortization of intangibles	13	15	40	44
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 intangibles	9	49	94	149
Other intangibles	'	'	'	'
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]	'	'	'	'
2014	110	'	110	'
2015	91	'	91	'
2016	74	'	74	'
2017	72	'	72	'
2018	52	'	52	'
Amortization of intangibles	$26	$31	$87	$101

Deposits_Noninterest_and_Inter

Deposits - Noninterest and Interest-bearing (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
U.S. offices:	'	'
Noninterest-bearing	$440,067	$389,863
Interest-bearing:	'	'
Demand	83,240	84,631
Savings	455,454	450,405
Time (included $7,497 and $5,995 at fair value)	80,901	91,356
Total interest-bearing deposits	619,595	626,392
Total deposits in U.S. offices	1,059,662	1,016,255
Non-U.S. offices	'	'
Noninterest-bearing	19,134	17,611
Interest-bearing:	'	'
Demand	217,106	214,391
Savings	1,734	1,083
Time (included $925 and $629 at fair value)	36,898	38,425
Total interest-bearing deposits	255,738	253,899
Total deposits in non-U.S. offices	274,872	271,510
Total deposits	1,334,534	1,287,765
Fair Value	'	'
Interest-bearing:	'	'
Time (included $7,497 and $5,995 at fair value)	7,497	5,995
Interest-bearing:	'	'
Time (included $925 and $629 at fair value)	$925	$629

Earnings_Per_Share_Details

Earnings Per Share (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Basic earnings per share	'	'	'	'
Net income/(loss)	$5,572	($380)	$16,831	$12,645
Less: Preferred stock dividends	304	229	799	615
Net income/(loss) applicable to common equity	5,268	-609	16,032	12,030
Less: Dividends and undistributed earnings allocated to participating securities	133	41	427	374
Net income/(loss) applicable to common stockholders	5,135	-650	15,605	11,656
Total weighted-average basic shares outstanding	3,755.40	3,767	3,774.40	3,789.20
Net income/(loss) per share	$1.37	($0.17)	$4.13	$3.08
Diluted earnings per share	'	'	'	'
Net income/(loss) applicable to common stockholders	$5,135	($650)	$15,605	$11,656
Total weighted-average basic shares outstanding	3,755.40	3,767	3,774.40	3,789.20
Add: Employee stock options, SARs and warrants	33.3	0	33.9	31.7
Total weighted-average diluted shares outstanding	3,788.70	3,767	3,808.30	3,820.90
Net income/(loss) per share	$1.36	($0.17)	$4.10	$3.05
Earnings Per Share, Diluted, Other Disclosures [Abstract]	'	'	'	'
Aggregate antidilutive number of shares issuable	1	'	1	8

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	'	'	$1,199	'	'
Unrealized gains/(losses) on investment securities	-141	161	1,928	-3,570	'
Net change, translation adjustments, net of hedges	3	4	13	-47	'
Net change after tax	-58	69	69	-283	'
Net change, defined benefit pension and OPEB plans	24	20	57	188	'
Total other comprehensive income/(loss), after-tax	-172	254	2,067	-3,712	'
Ending Balance	3,266	'	3,266	'	'
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	4,867	3,137	2,798	6,868	'
Unrealized gains/(losses) on investment securities	-141	161	1,928	-3,570	'
Ending Balance	4,726	3,298	4,726	3,298	'
Translation adjustments, net of hedges	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	-126	-146	-136	-95	'
Net change, translation adjustments, net of hedges	3	4	13	-47	'
Ending Balance	-123	-142	-123	-142	'
Cash flow hedges	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	-12	-232	-139	120	'
Net change after tax	-58	69	69	-283	'
Ending Balance	-70	-163	-70	-163	'
Defined benefit pension and OPEB plans	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	-1,291	-2,623	-1,324	-2,791	'
Net change, defined benefit pension and OPEB plans	24	20	57	188	'
Ending Balance	-1,267	-2,603	-1,267	-2,603	'
Accumulated other comprehensive income/(loss)	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'	'
Beginning Balance	3,438	136	1,199	4,102	'
Total other comprehensive income/(loss), after-tax	-172	254	2,067	-3,712	'
Ending Balance	$3,266	$390	$3,266	$390	'

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income/(Loss) - Components of Other Comprehensive Income/(Loss) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Unrealized gains/(losses) on investment securities:	'	'	'	'
Unrealized gains/(losses) on investment securities	($141)	$161	$1,928	($3,570)
Translation adjustments:	'	'	'	'
Translation adjustments, net of hedges	3	4	13	-47
Cash flow hedges:	'	'	'	'
Net change after tax	-58	69	69	-283
Defined benefit pension and OPEB plans:	'	'	'	'
Defined benefit pension and OPEB plans	24	20	57	188
Total other comprehensive income/(loss), after-tax	-172	254	2,067	-3,712
Total other comprehensive income/(loss)	'	'	'	'
Defined benefit pension and OPEB plans:	'	'	'	'
Total Other comprehensive income/(loss) before tax	-293	417	3,371	-6,041
Total Other comprehensive income/(loss) tax effect	121	-163	-1,304	2,329
Total other comprehensive income/(loss), after-tax	-172	254	2,067	-3,712
Unrealized gains/(losses) on investment securities	'	'	'	'
Unrealized gains/(losses) on investment securities:	'	'	'	'
Net unrealized gains/(losses) arising during the period before tax	-283	290	3,116	-5,172
Net unrealized gains/(losses) arising during the period tax effect	146	-113	-1,158	2,003
Net unrealized gains/(losses) arising during the period after tax	-137	177	1,958	-3,169
Reclassification adjustment for realized (gains)/losses included in net income before tax	-6	-26	-48	-659
Reclassification adjustment for realized (gains)/losses included in net income tax effect	2	10	18	258
Reclassification adjustment for realized (gains)/losses included in net income after tax	-4	-16	-30	-401
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment Including OTTI, Before Tax	-289	264	3,068	-5,831
Other Comprehensive Income (Loss), Available-for-sale Securities Adjustment Including OTTI, Tax	148	-103	-1,140	2,261
Unrealized gains/(losses) on investment securities	-141	161	1,928	-3,570
Translation adjustments	'	'	'	'
Translation adjustments:	'	'	'	'
Translation before tax	-1,133	349	-761	-685
Translation tax effect	416	-128	274	253
Translation after tax	-717	221	-487	-432
Hedges - gain/(loss) before tax	1,185	-343	823	648
Hedges - gains/(losses) tax effect during period	-465	126	-323	-263
Hedges - gains/(losses) after tax	720	-217	500	385
Net change before tax	52	6	62	-37
Net change tax effect	-49	-2	-49	-10
Translation adjustments, net of hedges	3	4	13	-47
Cash flow hedges	'	'	'	'
Cash flow hedges:	'	'	'	'
Net unrealized gains/(losses) before tax	-66	106	149	-536
Net unrealized gains/(losses) arising during the period, tax	27	-42	-60	210
Net unrealized gains/(losses), Net of Tax	-39	64	89	-326
Reclassification adjustment for realized (gains)/losses included in net income, before tax	-31	7	-33	70
Reclassification adjustment for realized (gains)/losses included in net income, tax	12	-2	13	-27
Reclassification adjustment for realized (gains)/losses included in net income, net of tax	-19	5	-20	43
Net change before tax	-97	113	116	-466
Net change tax effect	39	-44	-47	183
Net change after tax	-58	69	69	-283
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	-1	0	87	85
Net gains/(losses), pension and OPEB, arising during period, tax	0	0	-34	-25
Net gains/(losses), pension and OPEB, arising during period, net of tax	-1	0	53	60
Reclassification adjustments included in net income, amortization of net loss, before tax	18	80	55	240
Reclassification adjustments included in net income, amortization of net loss, tax effect	-8	-31	-23	-93
Reclassification adjustments included in net income, amortization of net loss, net of tax	10	49	32	147
Reclassification adjustments included in net income, prior service costs/(credits), before tax	-10	-11	-32	-33
Reclassification adjustments included in net income, prior service costs/(credits), tax	4	4	13	13
Reclassification adjustments included in net income, prior service costs/(credits), net of tax	-6	-7	-19	-20
Foreign exchange and other, pretax	34	-35	15	1
Foreign exchange and other, tax effect	-13	13	-24	0
Foreign exchange and other, after-tax	21	-22	-9	1
Net change before tax	41	34	125	293
Net change tax effect	-17	-14	-68	-105
Defined benefit pension and OPEB plans	$24	$20	$57	$188

Regulatory_Capital_Details

Regulatory Capital (Details) (USD $)

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

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

Basel III

Basel III

Basel III

Basel III

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

$162,800,000,000

$153,166,000,000

$14,117,000,000

$162,800,000,000

$153,166,000,000

$14,117,000,000

'

'

'

'

'

'

'

'

Tier 1 capital

184,115,000,000

153,166,000,000

14,117,000,000

184,115,000,000

153,166,000,000

14,117,000,000

'

165,663,000,000

139,727,000,000

12,956,000,000

'

'

'

'

Total capital

218,754,000,000

170,890,000,000

20,041,000,000

204,573,000,000

160,622,000,000

18,767,000,000

'

199,286,000,000

165,496,000,000

16,389,000,000

'

'

'

'

Assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Risk-weighted assets

1,462,240,000,000

1,239,245,000,000

100,371,000,000

1,598,788,000,000

1,333,108,000,000

156,683,000,000

'

1,387,863,000,000

1,171,574,000,000

100,990,000,000

'

'

'

'

Adjusted average assets

2,408,498,000,000

1,910,827,000,000

125,115,000,000

2,408,498,000,000

1,910,827,000,000

125,115,000,000

'

2,343,713,000,000

1,900,770,000,000

109,731,000,000

'

'

'

'

Capital ratios

'

'

'

'

'

'

'

'

'

'

'

'

'

'

CET1 capital

11.10%

12.40%

14.10%

10.20%

11.50%

9.00%

'

'

'

'

'

'

'

'

Tier 1 capital

12.60%

12.40%

14.10%

11.50%

11.50%

9.00%

'

11.90%

11.90%

12.80%

'

'

'

'

Total capital

15.00%

13.80%

20.00%

12.80%

12.00%

12.00%

'

14.40%

14.10%

16.20%

'

'

'

'

Tier 1 leverage

7.60%

8.00%

11.30%

7.60%

8.00%

11.30%

'

7.10%

7.40%

11.80%

'

'

'

'

CET1, minimum capital ratios

'

'

'

'

'

'

'

'

'

'

4.00%

'

'

'

Tier 1 capital - Minimum capital ratio

'

'

'

'

'

'

'

'

'

'

5.50%

'

'

'

Total capital - Minimum capital ratio

'

'

'

'

'

'

'

'

'

'

8.00%

'

'

'

Tier 1 leverage - Minimum capital ratio

'

'

'

'

'

'

'

'

'

'

4.00%

'

'

'

Tier 1 capital - Well capitalized ratio

'

'

'

'

'

'

'

'

'

'

6.00%

'

'

'

Total capital - Well-capitalized ratio

'

'

'

'

'

'

'

'

'

'

10.00%

'

'

'

Tier 1 leverage - Well-capitalized ratio

'

'

'

'

'

'

'

'

'

'

5.00%

'

'

'

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

'

'

'

'

'

'

192,000,000

'

'

'

137,000,000

'

'

'

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

'

'

'

'

'

'

$2,800,000,000

'

'

'

$2,900,000,000

'

'

'

OffBalance_Sheet_LendingRelate2

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

3 Months Ended

9 Months Ended

9 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 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

$1,057,204,000,000

$1,040,105,000,000

$1,057,204,000,000

$1,040,105,000,000

$1,031,672,000,000

$470,991,000,000

$449,067,000,000

$586,213,000,000

$585,440,000,000

$54,912,000,000

$56,057,000,000

$11,419,000,000

$13,158,000,000

$14,747,000,000

$17,837,000,000

$5,593,000,000

$4,817,000,000

$0

$0

$10,570,000,000

$8,309,000,000

$12,001,000,000

$11,251,000,000

$582,000,000

$685,000,000

$531,301,000,000

$529,383,000,000

$470,991,000,000

$446,232,000,000

'

'

$272,571,000,000

$246,495,000,000

$89,705,000,000

$92,723,000,000

$103,546,000,000

$101,994,000,000

$5,169,000,000

$5,020,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$752,761,000,000

$563,395,000,000

$32,094,000,000

$2,258,000,000

$3,604,000,000

$5,593,000,000

$0

$10,075,000,000

$10,448,000,000

$116,000,000

$531,301,000,000

$189,366,000,000

$70,427,000,000

$23,366,000,000

$91,389,000,000

$4,184,000,000

'

'

'

'

$137,289,000,000

$11,302,000,000

$11,302,000,000

$4,232,000,000

$5,914,000,000

$0

$0

$236,000,000

$908,000,000

$12,000,000

$0

$125,987,000,000

$82,730,000,000

$30,892,000,000

$11,493,000,000

$872,000,000

'

'

'

'

$149,783,000,000

$5,642,000,000

$5,642,000,000

$2,428,000,000

$2,766,000,000

$0

$0

$235,000,000

$212,000,000

$1,000,000

$0

$144,141,000,000

$110,051,000,000

$33,474,000,000

$503,000,000

$113,000,000

'

'

'

'

$17,371,000,000

$5,874,000,000

$5,874,000,000

$2,501,000,000

$2,463,000,000

$0

$0

$24,000,000

$433,000,000

$453,000,000

$0

$11,497,000,000

$9,363,000,000

$1,973,000,000

$161,000,000

$0

'

'

'

'

'

Total lending related, carrying value

1,197,000,000

'

1,197,000,000

'

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

1,188,000,000

1,377,000,000

'

'

387,000,000

432,000,000

800,000,000

943,000,000

0

0

1,000,000

2,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other guarantees and commitments, contractual amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

208,042,000,000

169,709,000,000

53,731,000,000

56,274,000,000

70,472,000,000

38,211,000,000

'

'

'

'

'

'

'

'

5,754,000,000

6,786,000,000

4,500,000,000

4,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

208,042,000,000

2,122,000,000

70,472,000,000

336,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

562,000,000

0

1,973,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

13,104,000,000

0

1,420,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

37,943,000,000

0

2,025,000,000

'

Other guarantees and commitments, carrying value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

92,000,000

72,000,000

'

'

'

'

'

'

'

'

'

'

-74,000,000

-99,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsettled reverse repurchase and securities borrowing agreements, carrying value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for lending-related commitments

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

240,000,000

263,000,000

'

'

1,000,000

2,000,000

'

'

'

'

'

'

391,000,000

436,000,000

681,000,000

2,182,000,000

2,476,000,000

2,811,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6,404,000,000

7,692,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

108,000,000

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

234,000,000

476,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

13,500,000,000

14,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

607,000,000

622,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

16,400,000,000

18,900,000,000

14,800,000,000

17,200,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Standby letters of credit, unissued commitments

44,500,000,000

'

44,500,000,000

'

42,800,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total lending related, contractual amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

66.00%

68.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Indemnification agreement securities lending guarantees collateral held in support of

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

216,400,000,000

176,400,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unsettled forward starting reverse repurchase and securities borrowing agreements

9,200,000,000

'

9,200,000,000

'

9,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

61,300,000,000

'

61,300,000,000

'

28,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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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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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unfunded commitments investments private equity funds third party

117,000,000

'

117,000,000

'

215,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

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'

'

'

'

'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Unfunded commitments investments other equity investments

940,000,000

'

940,000,000

'

1,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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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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'

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'

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'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Investments valued at net fair value, unfunded commitments

110,000,000

'

110,000,000

'

184,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Commitments to extend credit leveraged and acquisition finance activities

34,600,000,000

'

34,600,000,000

'

18,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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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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'

'

'

'

'

'

'

'

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'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average balances of U.S. tri-party repurchases

$181,000,000,000

$231,000,000,000

$182,000,000,000

$268,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

OffBalance_Sheet_LendingRelate3

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Total lending-related commitments	$1,057,204	$1,031,672	$1,040,105
Standby and Other Letters of Credit	'	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Standby and other letters of credit, carrying value	801	945	'
Standby and other letters of credit, allowance	241	265	'
Other guarantees and commitments, carrying value	560	680	'
Standby letters of credit and other financial guarantees	'	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Investment-grade	66,345	69,109	'
Noninvestment-grade	23,360	23,614	'
Total lending-related commitments	89,705	92,723	'
Allowance for lending-related commitments	240	263	'
Commitments with collateral, standby letters of credit and other financial guarantees	39,643	40,410	'
Other letters of credit	'	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'	'
Investment-grade	4,203	3,939	'
Noninvestment-grade	966	1,081	'
Total lending-related commitments	5,169	5,020	'
Allowance for lending-related commitments	1	2	'
Commitments with collateral, other letters of credit	$1,589	$1,473	'

OffBalance_Sheet_LendingRelate4

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Derivatives Qualifying as Guarantees (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'
Derivative notional amount	$66,346,000,000,000	$70,413,000,000,000
Derivatives Qualifying as Guarantees	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information	'	'
Other guarantees and commitments, contractual amount	53,731,000,000	56,274,000,000
Derivative notional amount	27,400,000,000	27,000,000,000
Derivatives maximum exposure to loss	2,900,000,000	2,800,000,000
Derivative qualifying as guarantees payables	116,000,000	109,000,000
Derivative qualifying as guarantees receivables	$24,000,000	$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

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

0 Months Ended

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 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 Maebs and Freddie Macbs 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

436,000,000

2,476,000,000

681,000,000

2,811,000,000

'

'

'

'

'

'

'

'

'

'

'

Net realized gains (losses)

17,000,000

-135,000,000

36,000,000

-538,000,000

-5,000,000

-117,000,000

-8,000,000

-371,000,000

'

'

'

'

'

'

'

(Benefit) Provision for repurchase

-62,000,000

-159,000,000

-326,000,000

-91,000,000

'

'

'

'

'

'

'

'

'

'

'

Repurchase liability at end of period

391,000,000

2,182,000,000

391,000,000

2,182,000,000

'

'

'

'

'

'

'

'

'

'

'

Valuation allowances and reserves, provision

'

'

'

'

'

'

'

'

1,000,000

4,000,000

3,000,000

18,000,000

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

6,404,000,000

7,692,000,000

'

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

'

'

'

'

'

'

'

'

'

'

'

'

$108,000,000

$131,000,000

'

Pledged_Assets_and_Collateral_

Pledged Assets and Collateral (Details) (USD $)	Sep. 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	$60.20	$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	763.3	726.7
Assets accepted by the Firm as collateral that the Firm has sold or repledged	595.8	543.5
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks	'	'
Pledged assets and Collateral	'	'
Pledged assets	$271.20	$251.30

Litigation_Details

Litigation (Details)

Sep. 30, 2014

Sep. 30, 2014

Jul. 31, 2014

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

31-May-10

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Mar. 31, 2013

Oct. 31, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Oct. 01, 2014

Sep. 30, 2014

Sep. 30, 2014

Dec. 31, 2013

Mar. 31, 2012

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

Sep. 30, 2014

CIO Investigations and Litigation

Madoff Litigation and Investigations

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

General Motors Litigation

Interchange Litigation

Interchange Litigation

Investment Management Litigation

Investment Management Litigation

Lehman Brothers Bankruptcy Proceedings

Lehman Brothers Bankruptcy Proceedings

LIBOR and Other Benchmark Rate Investigations and Litigation

LIBOR and Other Benchmark Rate Investigations and Litigation

LIBOR and Other Benchmark Rate Investigations and Litigation

LIBOR and Other Benchmark Rate Investigations and Litigation

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 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 Issued By JPMC and Bear Stearns

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

Parmalat

Parmalat

Parmalat

Parmalat

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

United States District Court, Southern District of New York

New York federal and state court

New York federal and state court

USD ($)

USD ($)

USD ($)

USD ($)

Minimum

Maximum

USD ($)

Interchange Litigation Defendant Group

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

Minimum

USD ($)

Minimum

EUR (€)

actions

actions

Subsequent Event

USD ($)

Madoff Litigation and Investigations

JPMorgan Chase & Co

USD ($)

New York State Court

Monoline Insurer

investors

USD ($)

Subsequent Event

municipalities

Shareholder Derivative Action

Minimum

employees

Civil Action

Claw-back Actions

Claims Relating to Derivatives Transactions

USD ($)

Minimum

Maximum

actions

actions

actions

USD ($)

USD ($)

USD ($)

actions

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

USD ($)

EUR (€)

actions

New York State Court

defendant

actions

actions

offerings

trust

trust

New York State Supreme Court

USD ($)

actions

actions

claims

entities

Plaintiff, Deutsche Bank National Trust Company

Plaintiff, Deutsche Bank National Trust Company

USD ($)

actions

actions

actions

USD ($)

USD ($)

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss contingency, range of possible loss

'

'

'

'

'

'

'

$0

$5,900,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of legal proceedings

3

3

2

'

'

'

'

'

'

'

'

'

2

'

'

'

'

2

3

'

2

5

'

2

'

2

'

'

'

'

1

'

'

5

2

2

'

'

'

Syndicated Term Loan Facility for GM

'

'

'

'

'

'

'

'

'

1,500,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

6,000,000,000

10,000,000,000

Loss contingency, damages, sought, counterclaims, value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

25,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Litigation settlement, amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

80,000,000

'

'

72,000,000

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

46,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

40,000,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

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 offerings by entity related to filed suit

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

11

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of institutional MBS investors directing or threatening litigation

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

21

'

'

'

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

330

'

'

'

'

'

'

'

'

'

'

'

Number of trustees for the MBS trusts

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7

'

'

'

'

'

'

'

'

'

'

Number of MBS trusts for which Offer is Accepted In Part or In Whole

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

319

'

'

'

'

'

'

'

'

'

'

Number of MBS trusts Excluded from the Settlement In Part or In Whole

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

16

'

'

'

'

'

'

'

'

'

'

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 former employees intended to be charged with conspiracy

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

4

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

3

'

'

Loss contingency, loss in period

'

'

'

$1,100,000,000

$9,300,000,000

$1,800,000,000

$10,300,000,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Business_Segments_Details

Business Segments (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013	Sep. 30, 2014		Sep. 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	$13,139		$12,342	$39,121		$41,038	'
Net interest income	11,107		10,775	32,572		32,412	'
Total net revenue	24,246		23,117	71,693		73,450	'
Provision for credit losses	757		-543	2,299		121	'
Noninterest expense	15,798		23,626	45,865		54,915	'
Income/(loss) before income tax expense/(benefit)	7,691		34	23,529		18,414	'
Income tax expense / (benefit)	2,119		414	6,698		5,769	'
Net income/(loss)	5,572		-380	16,831		12,645	'
Average common equity	209,621		197,232	205,888		196,425	'
Total assets	2,527,005	[1]	2,463,309	2,527,005	[1]	2,463,309	2,415,689	[1]
Return on average common equity	10.00%		-1.00%	10.00%		8.00%	'
Overhead ratio	65.00%		102.00%	64.00%		75.00%	'
Consumer & Community Banking	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	4,214		3,961	12,116		13,288	'
Net interest income	7,053		7,121	21,042		21,424	'
Total net revenue	11,267		11,082	33,158		34,712	'
Provision for credit losses	902		-267	2,570		263	'
Noninterest expense	6,305		6,867	19,198		20,521	'
Income/(loss) before income tax expense/(benefit)	4,060		4,482	11,390		13,928	'
Income tax expense / (benefit)	1,592		1,780	4,543		5,551	'
Net income/(loss)	2,468		2,702	6,847		8,377	'
Average common equity	51,000		46,000	51,000		46,000	'
Total assets	448,033		451,166	448,033		451,166	'
Return on average common equity	19.00%		23.00%	18.00%		24.00%	'
Overhead ratio	56.00%		62.00%	58.00%		59.00%	'
Corporate & Investment Bank	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	6,142		5,703	18,909		20,231	'
Net interest income	2,645		2,486	7,475		7,974	'
Total net revenue	8,787		8,189	26,384		28,205	'
Provision for credit losses	-67		-218	-102		-213	'
Noninterest expense	6,035		4,999	17,697		16,852	'
Income/(loss) before income tax expense/(benefit)	2,819		3,408	8,789		11,566	'
Income tax expense / (benefit)	1,334		1,168	3,362		3,878	'
Net income/(loss)	1,485		2,240	5,427		7,688	'
Average common equity	61,000		56,500	61,000		56,500	'
Total assets	874,321		867,474	874,321		867,474	'
Return on average common equity	10.00%		16.00%	12.00%		18.00%	'
Overhead ratio	69.00%		61.00%	67.00%		60.00%	'
Commercial Banking	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	571		588	1,706		1,674	'
Net interest income	1,096		1,137	3,313		3,452	'
Total net revenue	1,667		1,725	5,019		5,126	'
Provision for credit losses	-79		-41	-141		42	'
Noninterest expense	668		661	2,029		1,957	'
Income/(loss) before income tax expense/(benefit)	1,078		1,105	3,131		3,127	'
Income tax expense / (benefit)	429		440	1,246		1,245	'
Net income/(loss)	649		665	1,885		1,882	'
Average common equity	14,000		13,500	14,000		13,500	'
Total assets	191,563		192,194	191,563		192,194	'
Return on average common equity	18.00%		20.00%	18.00%		19.00%	'
Overhead ratio	40.00%		38.00%	40.00%		38.00%	'
Asset Management	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	2,422		2,185	7,020		6,435	'
Net interest income	594		578	1,730		1,706	'
Total net revenue	3,016		2,763	8,750		8,141	'
Provision for credit losses	9		0	1		44	'
Noninterest expense	2,081		2,003	6,218		5,771	'
Income/(loss) before income tax expense/(benefit)	926		760	2,531		2,326	'
Income tax expense / (benefit)	354		284	966		863	'
Net income/(loss)	572		476	1,565		1,463	'
Average common equity	9,000		9,000	9,000		9,000	'
Total assets	130,296		117,475	130,296		117,475	'
Return on average common equity	25.00%		21.00%	23.00%		22.00%	'
Overhead ratio	69.00%		72.00%	71.00%		71.00%	'
Corporate/Private Equity	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	450		487	1,325		1,138	'
Net interest income	-28		-366	-265		-1,636	'
Total net revenue	422		121	1,060		-498	'
Provision for credit losses	-8		-17	-29		-15	'
Noninterest expense	709		9,096	723		9,814	'
Income/(loss) before income tax expense/(benefit)	-279		-8,958	366		-10,297	'
Income tax expense / (benefit)	-677		-2,495	-741		-3,532	'
Net income/(loss)	398		-6,463	1,107		-6,765	'
Average common equity	74,621		72,232	70,888		71,425	'
Total assets	882,792		835,000	882,792		835,000	'
Reconciling Items	'		'	'		'	'
Segment results and reconciliation	'		'	'		'	'
Noninterest Income	-660		-582	-1,955		-1,728	'
Net interest income	-253		-181	-723		-508	'
Total net revenue	-913		-763	-2,678		-2,236	'
Provision for credit losses	0		0	0		0	'
Noninterest expense	0		0	0		0	'
Income/(loss) before income tax expense/(benefit)	-913		-763	-2,678		-2,236	'
Income tax expense / (benefit)	-913		-763	-2,678		-2,236	'
Net income/(loss)	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 SeptemberB 30, 2014, and DecemberB 31, 2013. The difference between total VIE assets and liabilities represents the Firmbs interests in those entities, which were eliminated in consolidation.(in millions)SepB 30, 2014B DecB 31, 2013Assets Trading assets$10,962B $6,366Loans66,413B 70,072All other assets1,814B 2,168Total assets$79,189B $78,606Liabilities Beneficial interests issued by consolidated variable interest entities$47,564B $49,617All other liabilities958B 1,061Total liabilities$48,522B $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 SeptemberB 30, 2014, and DecemberB 31, 2013, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.6 billion, respectively, related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.