JPMorgan Chase & Co. (JPM) 10-K 24 Feb 15 2014 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
	Dec. 31, 2014	Jan. 31, 2015	Jun. 30, 2014
Document and Entity Information [Abstract]
Entity Registrant Name	JPMORGAN CHASE & CO
Entity Central Index Key	19617
Document Type	10-K
Document Period End Date	31-Dec-14
Amendment Flag	FALSE
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	FY
Current Fiscal Year End Date	-19
Entity Well Known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Public Float			$215,577,956,743
Entity Common Stock Shares Outstanding		3,728,312,555

Consolidated_Statements_of_Inc

Consolidated Statements of Income (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Revenue
Investment banking fees	$6,542		$6,354		$5,808
Principal transactions	10,531		10,141		5,536
Lending- and deposit-related fees	5,801		5,945		6,196
Asset management, administration and commissions	15,931		15,106		13,868
Securities gains	77	[1]	667	[1]	2,110	[1]
Mortgage fees and related income	3,563		5,205		8,687
Card income	6,020		6,022		5,658
Other income	2,106		3,847		4,258
Noninterest revenue	50,571		53,287		52,121
Interest income	51,531		52,669		55,953
Interest expense	7,897		9,350		11,043
Net interest income	43,634		43,319		44,910
Total net revenue	94,205		96,606		97,031
Provision for credit losses	3,139		225		3,385
Noninterest expense
Compensation expense	30,160		30,810		30,585
Occupancy expense	3,909		3,693		3,925
Technology, communications and equipment expense	5,804		5,425		5,224
Professional and outside services	7,705		7,641		7,429
Marketing	2,550		2,500		2,577
Other expense	11,146		20,398		14,989
Total noninterest expense	61,274		70,467		64,729
Income before income tax expense	29,792		25,914		28,917
Income tax expense	8,030		7,991		7,633
Net income	21,762		17,923		21,284
Net income applicable to common stockholders	20,093		16,593		19,877
Net income per common share data
Basic earnings per share (in dollars per share)	$5.34		$4.39		$5.22
Diluted earnings per share (in dollars per share)	$5.29		$4.35		$5.20
Weighted-average basic shares (in shares)	3,763.50		3,782.40		3,809.40
Weighted-average diluted shares (in shares)	3,797.50		3,814.90		3,822.20
Cash dividends declared per common share (in dollars per share)	$1.58		$1.44		$1.20
Other-than-temporary impairment losses included in securities gains
Total other-than-temporary impairment losses	-2		-1		-113
Losses recorded in/(reclassified from) other comprehensive income	0		0		85
Total credit losses recognized in income	-4		-21		-43
Credit related
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income	-2		-1		-28
Intent to sell
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income	($2)		($20)		($15)
[1]	The following other-than-temporary impairment losses are included in securities gains for the periods presented.Year ended December 31, (in millions) 2014 2013 2012Debt securities the Firm does not intend to sell that have credit losses Total other-than-temporary impairment losses $(2) $(1) $(113)Losses recorded in/(reclassified from) accumulated other comprehensive income — — 85Total credit losses recognized in income (2) (1) (28)Securities the Firm intends to sell (2) (20) (15)Total other-than-temporary impairment losses recognized in income $(4) $(21) $(43)

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statement of Comprehensive Income [Abstract]
Net income	$21,762	$17,923	$21,284
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	1,975	-4,070	3,303
Translation adjustments, net of hedges	-11	-41	-69
Cash flow hedges	44	-259	69
Defined benefit pension and OPEB plans	-1,018	1,467	-145
Total other comprehensive income/(loss), after–tax	990	-2,903	3,158
Comprehensive income	$22,752	$15,020	$24,442

Consolidated_Balance_Sheets

Consolidated Balance Sheets (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets
Cash and due from banks	$27,831	$39,771
Deposits with banks	484,477	316,051
Federal funds sold and securities purchased under resale agreements (included $28,585 and $25,135 at fair value)	215,803	248,116
Securities borrowed (included $992 and $3,739 at fair value)	110,435	111,465
Trading assets (included assets pledged of $125,034 and $116,499)	398,988	374,664
Securities (included $298,752 and $329,977 at fair value and assets pledged of $24,912 and $23,446)	348,004	354,003
Loans (included $2,611 and $2,011 at fair value)	757,336	738,418
Allowance for loan losses	-14,185	-16,264
Loans, net of allowance for loan losses	743,151	722,154
Accrued interest and accounts receivable	70,079	65,160
Premises and equipment	15,133	14,891
Goodwill	47,647	48,081
Mortgage servicing rights	7,436	9,614
Other intangible assets	1,192	1,618
Other assets (included $12,366 and $15,187 at fair value and assets pledged of $1,396 and $2,066)	102,950	110,101
Total assets	2,573,126	2,415,689
Liabilities
Deposits (included $8,807 and $6,624 at fair value)	1,363,427	1,287,765
Federal funds purchased and securities loaned or sold under repurchase agreements (included $2,979 and $5,426 at fair value)	192,101	181,163
Commercial paper	66,344	57,848
Other borrowed funds (included $14,739 and $13,306 at fair value)	30,222	27,994
Trading liabilities	152,815	137,744
Accounts payable and other liabilities (included $36 and $25 at fair value)	206,954	194,491
Beneficial interests issued by consolidated variable interest entities (included $2,162 and $1,996 at fair value)	52,362	49,617
Long-term debt (included $30,226 and $28,878 at fair value)	276,836	267,889
Total liabilities	2,341,061	2,204,511
Commitments and contingencies (see Notes 29, 30 and 31)
Stockholders' equity
Preferred stock ($1 par value; authorized 200,000,000 shares: issued 2,006,250 and 1,115,750 shares)	20,063	11,158
Common stock ($1 par value; authorized 9,000,000,000 shares; issued 4,104,933,895 shares)	4,105	4,105
Additional paid-in capital	93,270	93,828
Retained earnings	130,315	115,756
Accumulated other comprehensive income	2,189	1,199
Shares held in RSU trust, at cost (472,953 and 476,642 shares)	-21	-21
Treasury stock, at cost (390,144,630 and 348,825,583 shares)	-17,856	-14,847
Total stockholders’ equity	232,065	211,178
Total liabilities and stockholders’ equity	2,573,126	2,415,689
Assets and liabilities related to VIEs that are consolidated by the Firm
Assets
Trading assets (included assets pledged of $125,034 and $116,499)	9,090	6,366
Loans (included $2,611 and $2,011 at fair value)	68,880	70,072
Other assets (included $12,366 and $15,187 at fair value and assets pledged of $1,396 and $2,066)	1,815	2,168
Total assets	79,785	78,606
Liabilities
Beneficial interests issued by consolidated variable interest entities (included $2,162 and $1,996 at fair value)	52,362	49,617
Other Liabilities	949	1,061
Total liabilities	$53,311	$50,678

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Assets
Available-for-sale securities	$298,752,000,000	$329,977,000,000
Stockholders' equity
Preferred stock, par value (in dollars per share)	$1	$1
Preferred stock, shares authorized (in shares)	200,000,000	200,000,000
Preferred stock, shares issued (in shares)	2,006,250	1,115,750
Common stock, par value (in dollars per share)	$1	$1
Common stock, shares authorized (in shares)	9,000,000,000	9,000,000,000
Common stock, shares issued (in shares)	4,104,933,895	4,104,933,895
Shares held in Trust, shares (in shares)	472,953	476,642
Treasury stock, shares (in shares)	-390,144,630	-348,825,583
Limited program wide credit enhancement	2,000,000,000	2,600,000,000
Trading assets
Assets
Assets Pledged	125,034,000,000	116,499,000,000
Securities
Assets
Assets Pledged	24,912,000,000	23,446,000,000
Other assets
Assets
Assets Pledged	1,396,000,000	2,066,000,000
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	28,585,000,000	25,135,000,000
Securities borrowed	992,000,000	3,739,000,000
Available-for-sale securities	298,752,000,000	329,977,000,000
Loans, at fair value	2,611,000,000	2,011,000,000
Liabilities
Deposits	8,807,000,000	6,624,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	2,979,000,000	5,426,000,000
Other borrowed funds	14,739,000,000	13,306,000,000
Accounts payable and other liabilities	36,000,000	25,000,000
Beneficial interests issued by consolidated VIEs, at fair value	2,162,000,000	1,996,000,000
Long-term debt	30,226,000,000	28,878,000,000
Recurring | Other assets
Assets
Other assets at fair value	$12,366,000,000	$15,187,000,000

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (USD $)	Total	Preferred stock	Common stock	Additional paid-in capital	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, 2011		$7,800	$4,105	$95,602	$88,315	$944	($38)	($13,155)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		1,258
Redemption of preferred stock		0
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				-736
Other				-262
Net income	21,284				21,284
Dividends declared:
Preferred stock					-647
Common stock ($1.58, $1.44 and $1.20 per share for 2014, 2013 and 2012, respectively)					-4,729
Other comprehensive income/(loss)	3,158					3,158
Reissuance from RSU Trust							17
Purchase of treasury stock			-1,329					-1,415
Reissuance from treasury stock								2,574
Share repurchases related to employee stock-based compensation awards								-6
Ending balance at Dec. 31, 2012	204,069	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				-752
Other				-24
Net income	17,923				17,923
Dividends declared:
Preferred stock					-805
Common stock ($1.58, $1.44 and $1.20 per share for 2014, 2013 and 2012, respectively)					-5,585
Other comprehensive income/(loss)	-2,903					-2,903
Reissuance from RSU Trust							0
Purchase of treasury stock			-4,789					-4,789
Reissuance from treasury stock								1,944
Share repurchases related to employee stock-based compensation awards								0
Ending balance at Dec. 31, 2013	211,178	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				-508
Other				-50
Net income	21,762				21,762
Dividends declared:
Preferred stock					-1,125
Common stock ($1.58, $1.44 and $1.20 per share for 2014, 2013 and 2012, respectively)					-6,078
Other comprehensive income/(loss)	990					990
Reissuance from RSU Trust							0
Purchase of treasury stock			-4,834					-4,760
Reissuance from treasury stock								1,751
Share repurchases related to employee stock-based compensation awards								0
Ending balance at Dec. 31, 2014	$232,065	$20,063	$4,105	$93,270	$130,315	$2,189	($21)	($17,856)

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Stockholders' Equity (Parenthetical) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Dividends declared:
Common stock, dividends, per share	$1.58	$1.44	$1.20

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Operating activities
Net income	$21,762	$17,923	$21,284
Adjustments to reconcile net income to net cash provided by/(used in) operating activities:
Provision for credit losses	3,139	225	3,385
Depreciation and amortization	4,759	5,306	5,147
Deferred tax expense	4,210	8,003	1,130
Investment securities gains	-77	-667	-2,110
Stock-based compensation	2,190	2,219	2,545
Originations and purchases of loans held-for-sale	-67,525	-75,928	-34,026
Proceeds from sales, securitizations and paydowns of loans held-for-sale	71,407	73,566	33,202
Net change in:
Trading assets	-24,814	89,110	-5,379
Securities borrowed	1,020	7,562	23,455
Accrued interest and accounts receivable	-3,637	-2,340	1,732
Other assets	-9,166	526	-4,683
Trading liabilities	26,818	-9,772	-3,921
Accounts payable and other liabilities	6,065	-5,743	-13,069
Other operating adjustments	442	-2,037	-3,613
Net cash provided by operating activities	36,593	107,953	25,079
Investing activities
Net change in deposits with banks	-168,426	-194,363	-36,595
Net change in federal funds sold and securities purchased under resale agreements	30,848	47,726	-60,821
Held-to-maturity securities:
Proceeds from paydowns and maturities	4,169	189	4
Purchases	-10,345	-24,214	0
Available-for-sale securities:
Proceeds from paydowns and maturities	90,664	89,631	112,633
Proceeds from sales	38,411	73,312	81,957
Purchases	-121,504	-130,266	-189,630
Proceeds from sales and securitizations of loans held-for-investment	20,115	12,033	6,430
Other changes in loans, net	-51,749	-23,721	-30,491
Net cash received from/(used in) business acquisitions or dispositions	843	-149	88
All other investing activities, net	1,338	-679	-3,400
Net cash used in investing activities	-165,636	-150,501	-119,825
Financing activities
Net change in deposits	89,346	81,476	67,250
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	10,905	-58,867	26,546
Net change in commercial paper and other borrowed funds	9,242	2,784	9,315
Net change in beneficial interests issued by consolidated variable interest entities	-834	-10,433	345
Proceeds from long-term borrowings	78,515	83,546	86,271
Payments of long-term borrowings	-65,275	-60,497	-96,473
Excess tax benefits related to stock-based compensation	407	137	255
Proceeds from issuance of preferred stock	8,847	3,873	1,234
Redemption of preferred stock	0	-1,800	0
Treasury stock and warrants repurchased	-4,760	-4,789	-1,653
Dividends paid	-6,990	-6,056	-5,194
All other financing activities, net	-1,175	-1,050	-189
Net cash provided by financing activities	118,228	28,324	87,707
Effect of exchange rate changes on cash and due from banks	-1,125	272	1,160
Net decrease in cash and due from banks	-11,940	-13,952	-5,879
Cash and due from banks at the beginning of the period	39,771	53,723	59,602
Cash and due from banks at the end of the period	27,831	39,771	53,723
Cash interest paid	8,194	9,573	11,161
Cash income taxes paid, net	$1,392	$3,502	$2,050

Basis_of_Presentation

Basis of Presentation	12 Months Ended
	Dec. 31, 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 33.
	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.
	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
	Consolidation
	The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated.
	Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets.
	The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”).
	Voting Interest Entities
	Voting interest entities are entities that have sufficient equity and provide the equity investors voting rights that enable them to make significant decisions relating to the entity’s operations. For these types of entities, the Firm’s determination of whether it has a controlling interest is primarily based on the amount of voting equity interests held. Entities in which the Firm has a controlling financial interest, through ownership of the majority of the entities’ voting equity interests, or through other contractual rights that give the Firm control, are consolidated by the Firm.
	Investments in companies in which the Firm has significant influence over operating and financing decisions (but does not own a majority of the voting equity interests) are accounted for (i) in accordance with the equity method of accounting (which requires the Firm to recognize its proportionate share of the entity’s net earnings), or (ii) at fair value if the fair value option was elected. These investments are generally included in other assets, with income or loss included in other income.
	Certain Firm-sponsored asset management funds are structured as limited partnerships or limited liability companies. For many of these entities, the Firm is the general partner or managing member, but the non-affiliated partners or members have the ability to remove the Firm as the general partner or managing member without cause (i.e., kick-out rights), based on a simple majority vote, or the non-affiliated partners or members have rights to participate in important decisions. Accordingly, the Firm does not consolidate these funds. In the limited cases where the nonaffiliated partners or members do not have substantive kick-out or participating rights, the Firm consolidates the funds.
	The Firm’s investment companies have investments in both publicly-held and privately-held entities, including investments in buyouts, growth equity and venture opportunities. These investments are accounted for under investment company guidelines and accordingly, irrespective of the percentage of equity ownership interests held, are carried on the Consolidated balance sheets at fair value, and are recorded in other assets.
	Variable Interest Entities
	VIEs are entities that, by design, either (1) lack sufficient equity to permit the entity to finance its activities without additional subordinated financial support from other parties, or (2) have equity investors that do not have the ability to make significant decisions relating to the entity’s operations through voting rights, or do not have the obligation to absorb the expected losses, or do not have the right to receive the residual returns of the entity.
	The most common type of VIE is a special purpose entity (“SPE”). SPEs are commonly used in securitization transactions in order to isolate certain assets and distribute the cash flows from those assets to investors. The basic SPE structure involves a company selling assets to the SPE; the SPE funds the purchase of those assets by issuing securities to investors. The legal documents that govern the transaction specify how the cash earned on the assets must be allocated to the SPE’s investors and other parties that have rights to those cash flows. SPEs are generally structured to insulate investors from claims on the SPE’s assets by creditors of other entities, including the creditors of the seller of the assets.
	The primary beneficiary of a VIE (i.e., the party that has a controlling financial interest) is required to consolidate the assets and liabilities of the VIE. The primary beneficiary is the party that has both (1) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (2) through its interests in the VIE, the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.
	To assess whether the Firm has the power to direct the activities of a VIE that most significantly impact the VIE’s economic performance, the Firm considers all the facts and circumstances, including its role in establishing the VIE and its ongoing rights and responsibilities. This assessment includes, first, identifying the activities that most significantly impact the VIE’s economic performance; and second, identifying which party, if any, has power over those activities. In general, the parties that make the most significant decisions affecting the VIE (such as asset managers, collateral managers, servicers, or owners of call options or liquidation rights over the VIE’s assets) or have the right to unilaterally remove those decision-makers are deemed to have the power to direct the activities of a VIE.
	To assess whether the Firm has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Firm considers all of its economic interests, including debt and equity investments, servicing fees, and derivative or other arrangements deemed to be variable interests in the VIE. This assessment requires that the Firm apply judgment in determining whether these interests, in the aggregate, are considered potentially significant to the VIE. Factors considered in assessing significance include: the design of the VIE, including its capitalization structure; subordination of interests; payment priority; relative share of interests held across various classes within the VIE’s capital structure; and the reasons why the interests are held by the Firm.
	The Firm performs on-going reassessments of: (1) whether entities previously evaluated under the majority voting-interest framework have become VIEs, based on certain events, and therefore subject to the VIE consolidation framework; and (2) whether changes in the facts and circumstances regarding the Firm’s involvement with a VIE cause the Firm’s consolidation conclusion to change.
	In February 2010, the Financial Accounting Standards Board (“FASB”) issued an amendment which deferred the requirements of the accounting guidance for VIEs for certain investment funds, including mutual funds, private equity funds and hedge funds. For the funds to which the deferral applies, the Firm continues to apply other existing authoritative accounting guidance to determine whether such funds should be consolidated.
	Use of estimates in the preparation of consolidated financial statements
	The preparation of the Consolidated Financial Statements requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, revenue and expense, and disclosures of contingent assets and liabilities. Actual results could be different from these estimates.
	Foreign currency translation
	JPMorgan Chase revalues assets, liabilities, revenue and expense denominated in non-U.S. currencies into U.S. dollars using applicable exchange rates.
	Gains and losses relating to translating functional currency financial statements for U.S. reporting are included in other comprehensive income/(loss) (“OCI”) within stockholders’ equity. Gains and losses relating to nonfunctional currency transactions, including non-U.S. operations where the functional currency is the U.S. dollar, are reported in the Consolidated statements of income.
	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.
	The Firm uses master netting agreements to mitigate counterparty credit risk in certain transactions, including derivatives transactions, repurchase and reverse repurchase agreements, and securities borrowed and loaned agreements. A master netting agreement is a single contract with a counterparty that permits multiple transactions governed by that contract to be terminated and settled through a single payment in a single currency in the event of a default (e.g., bankruptcy, failure to make a required payment or securities transfer or deliver collateral or margin when due after expiration of any grace period). Upon the exercise of termination rights by the non-defaulting party (i) all transactions are terminated, (ii) all transactions are valued and the positive value or “in the money” transactions are netted against the negative value or “out of the money” transactions and (iii) the only remaining payment obligation is of one of the parties to pay the netted termination amount. Upon exercise of repurchase agreement and securities loaned default rights (i) all securities loan transactions are terminated and accelerated, (ii) all values of securities or cash held or to be delivered are calculated, and all such sums are netted against each other and (iii) the only remaining payment obligation is of one of the parties to pay the netted termination amount.
	Typical master netting agreements for these types of transactions also often contain a collateral/margin agreement that provides for a security interest in, or title transfer of, securities or cash collateral/margin to the party that has the right to demand margin (the “demanding party”). The collateral/margin agreement typically requires a party to transfer collateral/margin to the demanding party with a value equal to the amount of the margin deficit on a net basis across all transactions governed by the master netting agreement, less any threshold. The collateral/margin agreement grants to the demanding party, upon default by the counterparty, the right to set-off any amounts payable by the counterparty against any posted collateral or the cash equivalent of any posted collateral/margin. It also grants to the demanding party the right to liquidate collateral/margin and to apply the proceeds to an amount payable by the counterparty.
	For further discussion of the Firm’s derivative instruments, see Note 6. For further discussion of the Firm’s repurchase and reverse repurchase agreements, and securities borrowing and lending agreements, see Note 13.
	Statements of cash flows
	For JPMorgan Chase’s Consolidated statements of cash flows, cash is defined as those amounts included in cash and due from banks.
	Significant accounting policies
	The following table identifies JPMorgan Chase’s other significant accounting policies and the Note and page where a detailed description of each policy can be found.
	Fair value measurement	Note 3	Page 180
	Fair value option	Note 4	Page 199
	Derivative instruments	Note 6	Page 203
	Noninterest revenue	Note 7	Page 216
	Interest income and interest expense	Note 8	Page 218
	Pension and other postretirement employee benefit plans	Note 9	Page 218
	Employee stock-based incentives	Note 10	Page 228
	Securities	Note 12	Page 230
	Securities financing activities	Note 13	Page 235
	Loans	Note 14	Page 238
	Allowance for credit losses	Note 15	Page 258
	Variable interest entities	Note 16	Page 262
	Goodwill and other intangible assets	Note 17	Page 271
	Premises and equipment	Note 18	Page 276
	Long-term debt	Note 21	Page 277
	Income taxes	Note 26	Page 282
	Off–balance sheet lending-related financial instruments, guarantees and other commitments	Note 29	Page 287
	Litigation	Note 31	Page 295

Business_Changes_and_Developme

Business Changes and Developments	12 Months Ended
	Dec. 31, 2014
Business Changes and Developments [Abstract]
Business changes and developments	Business changes and developments
	Subsequent events
	As part of the Firm’s business simplification agenda, the sale of a portion of the Private Equity Business (“Private Equity sale”) was completed on January 9, 2015. Concurrent with the sale, a new independent management company was formed by the former One Equity Partners (“OEP”) investment professionals. The new management company will provide investment management services to the acquirer of the investments sold in the Private Equity sale and for the portion of private equity investments retained by the Firm. Upon closing, this transaction did not have a material impact on the Firm’s Consolidated balance sheets or its results of operations.

Fair_Value_Measurement

Fair Value Measurement	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair value measurement	Fair value measurement
	JPMorgan Chase carries a portion of its assets and liabilities at fair value. These assets and liabilities are predominantly carried at fair value on a recurring basis (i.e., assets and liabilities that are measured and reported at fair value on the Firm’s Consolidated balance sheets). Certain assets (e.g., certain mortgage, home equity and other loans where the carrying value is based on the fair value of the underlying collateral), liabilities and unfunded lending-related commitments are measured at fair value on a nonrecurring basis; that is, they are not measured at fair value on an ongoing basis but are subject to fair value adjustments only in certain circumstances (for example, when there is evidence of impairment).
	Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is based on quoted market prices, where available. If listed prices or quotes are not available, fair value is based on models that consider relevant transaction characteristics (such as maturity) and use as inputs observable or unobservable market parameters, including but not limited to yield curves, interest rates, volatilities, equity or debt prices, foreign exchange rates and credit curves. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value, as described below.
	The level of precision in estimating unobservable market inputs or other factors can affect the amount of gain or loss recorded for a particular position. Furthermore, while the Firm believes its valuation methods are appropriate and consistent with those of other market participants, the methods and assumptions used reflect management judgment and may vary across the Firm’s businesses and portfolios.
	The Firm uses various methodologies and assumptions in the determination of fair value. The use of different methodologies or assumptions to those used by the Firm could result in a different estimate of fair value at the reporting date.
	Valuation process
	Risk-taking functions are responsible for providing fair value estimates for assets and liabilities carried on the Consolidated balance sheets at fair value. The Firm’s valuation control function, which is part of the Firm’s Finance function and independent of the risk-taking functions, is responsible for verifying these estimates and determining any fair value adjustments that may be required to ensure that the Firm’s positions are recorded at fair value. In addition, the Firm has a firmwide Valuation Governance Forum (“VGF”) comprised of senior finance and risk executives to oversee the management of risks arising from valuation activities conducted across the Firm. The VGF is chaired by the Firmwide head of the valuation control function, and also includes sub-forums for the Corporate & Investment Bank (“CIB”), Mortgage Banking, (part of Consumer & Community Banking) and certain corporate functions including Treasury and Chief Investment Office (“CIO”).
	The valuation control function verifies fair value estimates provided by the risk-taking functions by leveraging independently derived prices, valuation inputs and other market data, where available. Where independent prices or inputs are not available, additional review is performed by the valuation control function to ensure the reasonableness of the estimates, and may include: evaluating the limited market activity including client unwinds; benchmarking of valuation inputs to those for similar instruments; decomposing the valuation of structured instruments into individual components; comparing expected to actual cash flows; reviewing profit and loss trends; and reviewing trends in collateral valuation. In addition there are additional levels of management review for more significant or complex positions.
	The valuation control function determines any valuation adjustments that may be required to the estimates provided by the risk-taking functions. No adjustments are applied to the quoted market price for instruments classified within level 1 of the fair value hierarchy (see below for further information on the fair value hierarchy). For other positions, judgment is required to assess the need for valuation adjustments to appropriately reflect liquidity considerations, unobservable parameters, and, for certain portfolios that meet specified criteria, the size of the net open risk position. The determination of such adjustments follows a consistent framework across the Firm:
	•	Liquidity valuation adjustments are considered where an observable external price or valuation parameter exists but is of lower reliability, potentially due to lower market activity. Liquidity valuation adjustments are applied and determined based on current market conditions. Factors that may be considered in determining the liquidity adjustment include analysis of: (1) the estimated bid-offer spread for the instrument being traded; (2) alternative pricing points for similar instruments in active markets; and (3) the range of reasonable values that the price or parameter could take.
	•	The Firm manages certain portfolios of financial instruments on the basis of net open risk exposure and, as permitted by U.S. GAAP, has elected to estimate the fair value of such portfolios on the basis of a transfer of the entire net open risk position in an orderly transaction. Where this is the case, valuation adjustments may be necessary to reflect the cost of exiting a larger-than-normal market-size net open risk position. Where applied, such adjustments are based on factors that a relevant market participant would consider in the transfer of the net open risk position including the size of the adverse market move that is likely to occur during the period required to reduce the net open risk position to a normal market-size.
	•	Unobservable parameter valuation adjustments may be made when positions are valued using prices or input parameters to valuation models that are unobservable due to a lack of market activity or because they cannot be implied from observable market data. Such prices or parameters must be estimated and are, therefore, subject to management judgment. Unobservable parameter valuation adjustments are applied to reflect the uncertainty inherent in the resulting valuation estimate.
	Where appropriate, the Firm also applies adjustments to its estimates of fair value in order to appropriately reflect counterparty credit quality, the Firm’s own creditworthiness and the impact of funding, applying a consistent framework across the Firm. For more information on such adjustments see Credit and funding adjustments on pages 196–197 of this Note.
	Valuation model review and approval
	If prices or quotes are not available for an instrument or a similar instrument, fair value is generally determined using valuation models that consider relevant transaction data such as maturity and use as inputs market-based or independently sourced parameters. Where this is the case the price verification process described above is applied to the inputs to those models.
	The Model Risk function is independent of the model owners and reviews and approves a wide range of models, including risk management, valuation and certain regulatory capital models used by the Firm. The Model Risk function is part of the Firm’s Model Risk and Development unit, and the Firmwide Model Risk and Development Executive reports to the Firm’s CRO. When reviewing a model, the Model Risk function analyzes and challenges the model methodology and the reasonableness of model assumptions and may perform or require additional testing, including back-testing of model outcomes.
	New significant valuation models, as well as material changes to existing valuation models, are reviewed and approved prior to implementation except where specified conditions are met. The Model Risk function performs an annual firmwide model risk assessment where developments in the product or market are considered in determining whether valuation models which have already been reviewed need to be reviewed and approved again.
	Valuation hierarchy
	A three-level valuation hierarchy has been established under U.S. GAAP for disclosure of fair value measurements. The valuation hierarchy is based on the transparency of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows.
	•	Level 1 – inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets.
	•	Level 2 – inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.
	•	Level 3 – one or more inputs to the valuation methodology are unobservable and significant to the fair value measurement.
	A financial instrument’s categorization within the valuation hierarchy is based on the lowest level of input that is significant to the fair value measurement.
	The following table describes the valuation methodologies used by the Firm to measure its more significant products/instruments at fair value, including the general classification of such instruments pursuant to the valuation hierarchy.
		Product/instrument	Valuation methodology	Classifications in the valuation hierarchy
		Securities financing agreements	Valuations are based on discounted cash flows, which consider:	Level 2
			• Derivative features. For further information refer to the
			discussion of derivatives below.
			• Market rates for the respective maturity
			• Collateral
		Loans and lending-related commitments - wholesale
		Trading portfolio	Where observable market data is available, valuations are based on:	Level 2 or 3
			• Observed market prices (circumstances are infrequent)
			• Relevant broker quotes
			• Observed market prices for similar instruments
			Where observable market data is unavailable or limited, valuations are based on discounted cash flows, which consider the following:
			• Yield
			• Lifetime credit losses
			• Loss severity
			• Prepayment speed
			• Servicing costs
		Loans held for investment and associated lending-related commitments	Valuations are based on discounted cash flows, which consider:	Predominantly level 3
			• Credit spreads, derived from the cost of credit default swaps (“CDS”); or benchmark credit curves developed by the Firm, by industry and credit rating, and which take into account the difference in loss severity rates between bonds and loans
			• Prepayment speed
			Lending-related commitments are valued similar to loans and reflect the portion of an unused commitment expected, based on the Firm’s average portfolio historical experience, to become funded prior to an obligor default
			For information regarding the valuation of loans measured at collateral value, see Note 14.
		Loans - consumer
		Held for investment consumer loans, excluding credit card	Valuations are based on discounted cash flows, which consider:	Predominantly level 3
			• Discount rates (derived from primary origination rates and market activity)
			• Expected lifetime credit losses (considering expected and current default rates for existing portfolios, collateral prices, and economic environment expectations (e.g., unemployment rates))
			•
			Estimated prepayments
			•
			Servicing costs
			• Market liquidity
			For information regarding the valuation of loans measured at collateral value, see Note 14.
		Held for investment credit card receivables	Valuations are based on discounted cash flows, which consider:	Level 3
			• Projected interest income and late fee revenue, servicing and credit costs, and loan repayment rates
			• Estimated life of receivables (based on projected loan payment rates)
			• Discount rate - based on cost of funding and expected return on receivables
			• Credit costs - allowance for loan losses is considered a reasonable proxy for the credit cost based on the short-term nature of credit card receivables
		Trading loans - Conforming residential mortgage loans expected to be sold	Fair value is based upon observable prices for mortgage-backed securities with similar collateral and incorporates adjustments to these prices to account for differences between the securities and the value of the underlying loans, which include credit characteristics, portfolio composition, and liquidity.	Predominantly level 2
	Product/instrument	Valuation methodology, inputs and assumptions	Classifications in the valuation hierarchy
	Securities	Quoted market prices are used where available.	Level 1
	In the absence of quoted market prices, securities are valued based on:	Level 2 or 3
	• Observable market prices for similar securities
	•
	Relevant broker quotes
	•
	Discounted cash flows
	In addition, the following inputs to discounted cash flows are used for the following products:
	Mortgage- and asset-backed securities specific inputs:
	•
	Collateral characteristics
	• Deal-specific payment and loss allocations
	• Current market assumptions related to yield, prepayment speed, conditional default rates and loss severity
	Collateralized loan obligations (“CLOs”), specific inputs:
	•
	Collateral characteristics
	•
	Deal-specific payment and loss allocations
	•
	Expected prepayment speed, conditional default rates, loss severity
	•
	Credit spreads
	• Credit rating data
Physical commodities	Valued using observable market prices or data	Predominantly Level 1 and 2
Derivatives	Exchange-traded derivatives that are actively traded and valued using the exchange price, and over-the-counter contracts where quoted prices are available in an active market.	Level 1
	Derivatives that are valued using models such as the Black-Scholes option pricing model, simulation models, or a combination of models, that use observable or unobservable valuation inputs (e.g., plain vanilla options and interest rate and credit default swaps). Inputs include:	Level 2 or 3
	•
	Contractual terms including the period to maturity
	•
	Readily observable parameters including interest rates and volatility
	•
	Credit quality of the counterparty and of the Firm
	•
	Market funding levels
	•
	Correlation levels
	In addition, the following specific inputs are used for the following derivatives that are valued based on models with significant unobservable inputs:
	Structured credit derivatives specific inputs include:
	•
	CDS spreads and recovery rates
	•
	Credit correlation between the underlying debt instruments (levels are modeled on a transaction basis and calibrated to liquid benchmark tranche indices)
	•
	Actual transactions, where available, are used to regularly recalibrate unobservable parameters
	Certain long-dated equity option specific inputs include:
	•
	Long-dated equity volatilities
	Certain interest rate and foreign exchange (“FX”) exotic options specific inputs include:
	•
	Interest rate correlation
	•
	Interest rate spread volatility
	•
	Foreign exchange correlation
	•
	Correlation between interest rates and foreign exchange rates
	•
	Parameters describing the evolution of underlying interest rates
	Certain commodity derivatives specific inputs include:
	•
	Commodity volatility
	• Forward commodity price
	Additionally, adjustments are made to reflect counterparty credit quality (credit valuation adjustments or “CVA”), the Firm’s own creditworthiness (debit valuation adjustments or “DVA”), and funding valuation adjustment (“FVA”) to incorporate the impact of funding. See pages 196–197 of this Note.
	Product/instrument	Valuation methodology, inputs and assumptions	Classification in the valuation hierarchy
	Mortgage servicing rights (“MSRs”)	See Mortgage servicing rights in Note 17.	Level 3
	Private equity direct investments	Private equity direct investments	Level 2 or 3
		Fair value is estimated using all available information and considering the range of potential inputs, including:
		•
		Transaction prices
		•
		Trading multiples of comparable public companies
		• Operating performance of the underlying portfolio company
		•
		Additional available inputs relevant to the investment
		•
		Adjustments as required, since comparable public companies are not identical to the company being valued, and for company-specific issues and lack of liquidity
		Public investments held in the Private Equity portfolio	Level 1 or 2
		•
		Valued using observable market prices less adjustments for relevant restrictions, where applicable
	Fund investments (i.e., mutual/collective investment funds, private equity funds, hedge funds, and real estate funds)	Net asset value (“NAV”)
		•	Level 1
		NAV is validated by sufficient level of observable activity (i.e., purchases and sales)
		•	Level 2 or 3
		Adjustments to the NAV as required, for restrictions on redemption (e.g., lock up periods or withdrawal limitations) or where observable activity is limited
	Beneficial interests issued by consolidated VIEs	Valued using observable market information, where available	Level 2 or 3
		In the absence of observable market information, valuations are based on the fair value of the underlying assets held by the VIE
	Long-term debt, not carried at fair value	Valuations are based on discounted cash flows, which consider:	Predominantly level 2
		•
		Market rates for respective maturity
		• The Firm’s own creditworthiness (DVA). See pages 196-197 of this Note.
	Structured notes (included in deposits, other borrowed funds and long-term debt)	• Valuations are based on discounted cash flow analyses that consider the embedded derivative and the terms and payment structure of the note.	Level 2 or 3
		• The embedded derivative features are considered using models such as the Black-Scholes option pricing model, simulation models, or a combination of models that use observable or unobservable valuation inputs, depending on the embedded derivative. The specific inputs used vary according to the nature of the embedded derivative features, as described in the discussion above regarding derivative valuation. Adjustments are then made to this base valuation to reflect the Firm’s own creditworthiness (DVA) and to incorporate the impact of funding (FVA). See pages 196–197 of this Note.
The following table presents the asset and liabilities reported at fair value as of December 31, 2014 and 2013, by major product category and fair value hierarchy.
Assets and liabilities measured at fair value on a recurring basis
	Fair value hierarchy
December 31, 2014 (in millions)	Level 1			Level 2				Level 3				Derivative netting adjustments			Total fair value
Federal funds sold and securities purchased under resale agreements	$	—		$	28,585			$	—			$	—		$	28,585
Securities borrowed	—			992				—				—			992
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies(a)	14			31,904				922				—			32,840
Residential – nonagency	—			1,381				663				—			2,044
Commercial – nonagency	—			927				306				—			1,233
Total mortgage-backed securities	14			34,212				1,891				—			36,117
U.S. Treasury and government agencies(a)	17,816			8,460				—				—			26,276
Obligations of U.S. states and municipalities	—			9,298				1,273				—			10,571
Certificates of deposit, bankers’ acceptances and commercial paper	—			1,429				—				—			1,429
Non-U.S. government debt securities	25,854			27,294				302				—			53,450
Corporate debt securities	—			28,099				2,989				—			31,088
Loans(b)	—			23,080				13,287				—			36,367
Asset-backed securities	—			3,088				1,264				—			4,352
Total debt instruments	43,684			134,960				21,006				—			199,650
Equity securities	104,890			748				431				—			106,069
Physical commodities(c)	2,739			1,741				2				—			4,482
Other	—			8,762				1,050				—			9,812
Total debt and equity instruments(d)	151,313			146,211				22,489				—			320,013
Derivative receivables:
Interest rate	473			951,901				4,149				(922,798		)	33,725
Credit	—			73,853				2,989				(75,004		)	1,838
Foreign exchange	758			205,887				2,276				(187,668		)	21,253
Equity	—			44,240				2,552				(38,615		)	8,177
Commodity	247			42,807				599				(29,671		)	13,982
Total derivative receivables(e)	1,478			1,318,688				12,565				(1,253,756		)	78,975
Total trading assets	152,791			1,464,899				35,054				(1,253,756		)	398,988
Available-for-sale securities:
Mortgage-backed securities:
U.S. government agencies(a)	—			65,319				—				—			65,319
Residential – nonagency	—			50,865				30				—			50,895
Commercial – nonagency	—			21,009				99				—			21,108
Total mortgage-backed securities	—			137,193				129				—			137,322
U.S. Treasury and government agencies(a)	13,591			54				—				—			13,645
Obligations of U.S. states and municipalities	—			30,068				—				—			30,068
Certificates of deposit	—			1,103				—				—			1,103
Non-U.S. government debt securities	24,074			28,669				—				—			52,743
Corporate debt securities	—			18,532				—				—			18,532
Asset-backed securities:
Collateralized loan obligations	—			29,402				792				—			30,194
Other	—			12,499				116				—			12,615
Equity securities	2,530			—				—				—			2,530
Total available-for-sale securities	40,195			257,520				1,037				—			298,752
Loans	—			70				2,541				—			2,611
Mortgage servicing rights	—			—				7,436				—			7,436
Other assets:
Private equity investments(f)	648			2,624				2,475				—			5,747
All other	4,018			230				2,371				—			6,619
Total other assets	4,666			2,854				4,846				—			12,366
Total assets measured at fair value on a recurring basis	$	197,652		$	1,754,920		(g)	$	50,914		(g)	$	(1,253,756	)	$	749,730
Deposits	$	—		$	5,948			$	2,859			$	—		$	8,807
Federal funds purchased and securities loaned or sold under repurchase agreements	—			2,979				—				—			2,979
Other borrowed funds	—			13,286				1,453				—			14,739
Trading liabilities:
Debt and equity instruments(d)	62,914			18,713				72				—			81,699
Derivative payables:
Interest rate	499			920,623				3,523				(906,900		)	17,745
Credit	—			73,095				2,800				(74,302		)	1,593
Foreign exchange	746			214,800				2,802				(195,378		)	22,970
Equity	—			46,228				4,337				(38,825		)	11,740
Commodity	141			44,318				1,164				(28,555		)	17,068
Total derivative payables(e)	1,386			1,299,064				14,626				(1,243,960		)	71,116
Total trading liabilities	64,300			1,317,777				14,698				(1,243,960		)	152,815
Accounts payable and other liabilities	—			—				36				—			36
Beneficial interests issued by consolidated VIEs	—			1,016				1,146				—			2,162
Long-term debt	—			18,349				11,877				—			30,226
Total liabilities measured at fair value on a recurring basis	$	64,300		$	1,359,355			$	32,069			$	(1,243,960	)	$	211,764
	Fair value hierarchy
December 31, 2013 (in millions)	Level 1			Level 2				Level 3				Derivative netting adjustments			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(h)	—			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 December 31, 2014 and 2013, included total U.S. government-sponsored enterprise obligations of $84.1 billion and $91.5 billion, respectively, which were predominantly mortgage-related.
(b)	At December 31, 2014 and 2013, included within trading loans were $17.0 billion and $14.8 billion, respectively, of residential first-lien mortgages, and $5.8 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 $7.7 billion and $6.0 billion, respectively, and reverse mortgages of $3.4 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 6. 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 identical securities sold but not yet purchased (short positions).
(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 $2.5 billion and $7.6 billion at December 31, 2014 and 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 line of business. The cost basis of the private equity investment portfolio totaled $6.0 billion and $8.0 billion at December 31, 2014 and 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 December 31, 2014 and 2013, the fair values of these investments were $1.8 billion and $3.2 billion, respectively, of which $337 million and $899 million, respectively were classified in level 2, and $1.4 billion and $2.3 billion, respectively, in level 3.
Transfers between levels for instruments carried at fair value on a recurring basis
For the year ended December 31, 2014 and 2013, there were no significant transfers between levels 1 and 2.
During the year ended December 31, 2014, transfers from level 3 to level 2 included the following:
•	$4.3 billion and $4.4 billion of gross equity derivative receivables and payables, respectively, due to increased observability of certain equity option valuation inputs;
•	$2.7 billion of trading loans, $2.6 billion of margin loans, $2.3 billion of private equity investments, $2.0 billion of corporate debt, and $1.3 billion of long-term debt, based on increased liquidity and price transparency.
Transfers from level 2 into level 3 included $1.1 billion of other borrowed funds, $1.1 billion of trading loans and $1.0 billion of long-term debt, based on a decrease in observability of valuation inputs and price transparency.
During the year ended December 31, 2013, transfers from level 3 to level 2 included certain highly rated CLOs, including $27.4 billion held in the Firm’s available-for-sale (“AFS”) securities portfolio and $1.4 billion held in the trading portfolio, based on increased liquidity and price transparency; and $1.3 billion of long-term debt, largely driven by an increase in observability of certain equity structured notes. Transfers from level 2 to level 3 included $1.4 billion of corporate debt securities in the trading portfolio largely driven by a decrease in observability for certain credit instruments.
For the year ended December 31, 2012, $113.9 billion of settled U.S. government agency mortgage-backed securities were transferred from level 1 to level 2. While the U.S. government agency mortgage-backed securities market remained highly liquid and transparent, the transfer reflected greater market price differentiation between settled securities based on certain underlying loan specific factors. There were no significant transfers from level 2 to level 1 for the year ended December 31, 2012.
For the year ended December 31, 2012, there were no significant transfers from level 2 into level 3. For the year ended December 31, 2012, transfers from level 3 into level 2 included $1.2 billion of derivative payables based on increased observability of certain structured equity derivatives; and $1.8 billion of long-term debt due to increased observability of certain equity structured notes.
All transfers are assumed to occur at the beginning of the quarterly reporting period in which they occur.
Level 3 valuations
The Firm has established well-documented processes for determining fair value, including for instruments where fair value is estimated using significant unobservable inputs (level 3). For further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments, see pages 181–184 of this Note.
Estimating fair value requires the application of judgment. The type and level of judgment required is largely dependent on the amount of observable market information available to the Firm. For instruments valued using internally developed models that use significant unobservable inputs and are therefore classified within level 3 of the fair value hierarchy, judgments used to estimate fair value are more significant than those required when estimating the fair value of instruments classified within levels 1 and 2.
In arriving at an estimate of fair value for an instrument within level 3, management must first determine the appropriate model to use. Second, due to the lack of observability of significant inputs, management must assess all relevant empirical data in deriving valuation inputs including, but not limited to, transaction details, yield curves, interest rates, prepayment speed, default rates, volatilities, correlations, equity or debt prices, valuations of comparable instruments, foreign exchange rates and credit curves.
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. 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. 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. 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, 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 and the foreign exchange correlation inputs were concentrated at the lower end of the range presented. The equity volatility is concentrated in the lower half 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)
December 31, 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	$	8,917			Discounted cash flows	Yield	1%			-	25%	5%
						Prepayment speed	0%			-	18%	6%
						Conditional default rate	0%			-	100%	22%
						Loss severity	0%			-	90%	27%
Commercial mortgage-backed securities and loans(b)	5,319				Discounted cash flows	Yield	2%			-	32%	5%
						Conditional default rate	0%			-	100%	8%
						Loss severity	0%			-	50%	29%
Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	6,387				Discounted cash flows	Credit spread	53 bps			-	270 bps	140 bps
						Yield	1%			-	22%	7%
	6,629				Market comparables	Price	$	—		-	$131	$90
Net interest rate derivatives	626				Option pricing	Interest rate correlation	(75		)%	-	95%
						Interest rate spread volatility	0%			-	60%
Net credit derivatives(b)(c)	189				Discounted cash flows	Credit correlation	47%			-	90%
Net foreign exchange derivatives	(526		)		Option pricing	Foreign exchange correlation	0%			-	60%
Net equity derivatives	(1,785		)		Option pricing	Equity volatility	15%			-	65%
Net commodity derivatives	(565		)		Discounted cash flows	Forward commodity price	$	50		-	$90 per barrel
Collateralized loan obligations	792				Discounted cash flows	Credit spread	260 bps			-	675 bps	279 bps
						Prepayment speed	20%					20%
						Conditional default rate	2%					2%
						Loss severity	40%					40%
	393				Market comparables	Price	$	—		-	$146	$79
Mortgage servicing rights	7,436				Discounted cash flows	Refer to Note 17
Private equity direct investments	2,054				Market comparables	EBITDA multiple	6x			-	12.4x	9.1x
						Liquidity adjustment	0%			-	15%	7%
Private equity fund investments	421				Net asset value	Net asset value(e)
Long-term debt, other borrowed funds, and deposits(d)	15,069				Option pricing	Interest rate correlation	(75		)%	-	95%
						Interest rate spread volatility	0%			-	60%
						Foreign exchange correlation	0%			-	60%
						Equity correlation	(55		)%	-	85%
	1,120				Discounted cash flows	Credit correlation	47%			-	90%
(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 $491 million of credit derivative receivables and $433 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 $795 million of credit derivative receivables and $715 million of credit derivative payables with underlying asset-backed securities risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other.
(d)	Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
(e)	The range has not been disclosed due to the wide range of possible values given the diverse nature of the underlying investments.
Changes in and ranges of unobservable inputs
The following discussion provides a description of the impact on a fair value measurement of a change in each unobservable input in isolation, and the interrelationship between unobservable inputs, where relevant and significant. The impact of changes in inputs may not be independent as a change in one unobservable input may give rise to a change in another unobservable input; where relationships exist between two unobservable inputs, those relationships are discussed below. Relationships may also exist between observable and unobservable inputs (for example, as observable interest rates rise, unobservable prepayment rates decline); such relationships have not been included in the discussion below. In addition, for each of the individual relationships described below, the inverse relationship would also generally apply.
In addition, the following discussion provides 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.
Yield – The yield of an asset is the interest rate used to discount future cash flows in a discounted cash flow calculation. An increase in the yield, in isolation, would result in a decrease in a fair value measurement.
Credit spread – The credit spread is the amount of additional annualized return over the market interest rate that a market participant would demand for taking exposure to the credit risk of an instrument. The credit spread for an instrument forms part of the discount rate used in a discounted cash flow calculation. Generally, an increase in the credit spread would result in a decrease in a fair value measurement.
The yield and the credit spread of a particular mortgage-backed security primarily reflect the risk inherent in the instrument. The yield is also impacted by the absolute level of the coupon paid by the instrument (which may not correspond directly to the level of inherent risk). Therefore, the range of yield and credit spreads reflects the range of risk inherent in various instruments owned by the Firm. The risk inherent in mortgage-backed securities is driven by the subordination of the security being valued and the characteristics of the underlying mortgages within the collateralized pool, including borrower FICO scores, loan-to-value ratios for residential mortgages and the nature of the property and/or any tenants for commercial mortgages. For corporate debt securities, obligations of U.S. states and municipalities and other similar instruments, credit spreads reflect the credit quality of the obligor and the tenor of the obligation.
Prepayment speed – The prepayment speed is a measure of the voluntary unscheduled principal repayments of a prepayable obligation in a collateralized pool. Prepayment speeds generally decline as borrower delinquencies rise. An increase in prepayment speeds, in isolation, would result in a decrease in a fair value measurement of assets valued at a premium to par and an increase in a fair value measurement of assets valued at a discount to par.
Prepayment speeds may vary from collateral pool to collateral pool, and are driven by the type and location of the underlying borrower, the remaining tenor of the obligation as well as the level and type (e.g., fixed or floating) of interest rate being paid by the borrower. Typically collateral pools with higher borrower credit quality have a higher prepayment rate than those with lower borrower credit quality, all other factors being equal.
Conditional default rate – The conditional default rate is a measure of the reduction in the outstanding collateral balance underlying a collateralized obligation as a result of defaults. While there is typically no direct relationship between conditional default rates and prepayment speeds, collateralized obligations for which the underlying collateral has high prepayment speeds will tend to have lower conditional default rates. An increase in conditional default rates would generally be accompanied by an increase in loss severity and an increase in credit spreads. An increase in the conditional default rate, in isolation, would result in a decrease in a fair value measurement. Conditional default rates reflect the quality of the collateral underlying a securitization and the structure of the securitization itself. Based on the types of securities owned in the Firm’s market-making portfolios, conditional default rates are most typically at the lower end of the range presented.
Loss severity – The loss severity (the inverse concept is the recovery rate) is the expected amount of future realized losses resulting from the ultimate liquidation of a particular loan, expressed as the net amount of loss relative to the outstanding loan balance. An increase in loss severity is generally accompanied by an increase in conditional default rates. An increase in the loss severity, in isolation, would result in a decrease in a fair value measurement.
The loss severity applied in valuing a mortgage-backed security investment depends on a host of factors relating to the underlying mortgages. This includes the loan-to-value ratio, the nature of the lender’s lien on the property and various other instrument-specific factors.
Correlation – Correlation is a measure of the relationship between the movements of two variables (e.g., how the change in one variable influences the change in the other). Correlation is a pricing input for a derivative product where the payoff is driven by one or more underlying risks. Correlation inputs are related to the type of derivative (e.g., interest rate, credit, equity and foreign exchange) due to the nature of the underlying risks. When parameters are positively correlated, an increase in one parameter will result in an increase in the other parameter. When parameters are negatively correlated, an increase in one parameter will result in a decrease in the other parameter. An increase in correlation can result in an increase or a decrease in a fair value measurement. Given a short correlation position, an increase in correlation, in isolation, would generally result in a decrease in a fair value measurement. The range of correlation inputs between risks within the same asset class are generally narrower than those between underlying risks across asset classes. In addition, the ranges of credit correlation inputs tend to be narrower than those affecting other asset classes.
The level of correlation used in the valuation of derivatives with multiple underlying risks depends on a number of factors including the nature of those risks. For example, the correlation between two credit risk exposures would be different than that between two interest rate risk exposures. Similarly, the tenor of the transaction may also impact the correlation input as the relationship between the underlying risks may be different over different time periods. Furthermore, correlation levels are very much dependent on market conditions and could have a relatively wide range of levels within or across asset classes over time, particularly in volatile market conditions.
Volatility – Volatility is a measure of the variability in possible returns for an instrument, parameter or market index given how much the particular instrument, parameter or index changes in value over time. Volatility is a pricing input for options, including equity options, commodity options, and interest rate options. Generally, the higher the volatility of the underlying, the riskier the instrument. Given a long position in an option, an increase in volatility, in isolation, would generally result in an increase in a fair value measurement.
The level of volatility used in the valuation of a particular option-based derivative depends on a number of factors, including the nature of the risk underlying the option (e.g., the volatility of a particular equity security may be significantly different from that of a particular commodity index), the tenor of the derivative as well as the strike price of the option.
EBITDA multiple – EBITDA multiples refer to the input (often derived from the value of a comparable company) that is multiplied by the historic and/or expected earnings before interest, taxes, depreciation and amortization (“EBITDA”) of a company in order to estimate the company’s value. An increase in the EBITDA multiple, in isolation, net of adjustments, would result in an increase in a fair value measurement.
Net asset value – Net asset value is the total value of a fund’s assets less liabilities. An increase in net asset value would result in an increase in a fair value measurement.
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 years ended December 31, 2014, 2013 and 2012. 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
Year ended	Fair value at January 1, 2014			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2014				Change in unrealized gains/(losses) related to financial instruments held at Dec. 31, 2014
31-Dec-14
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,005		$	(97	)		$	351		$	(186	)				$	(121	)	$	(30	)	$	922			$	(92	)
Residential – nonagency	726			66				827			(761		)				(41		)	(154		)	663				(15		)
Commercial – nonagency	432			17				980			(914		)				(60		)	(149		)	306				(12		)
Total mortgage-backed securities	2,163			(14		)		2,158			(1,861		)				(222		)	(333		)	1,891				(119		)
Obligations of U.S. states and municipalities	1,382			90				298			(358		)				(139		)	—			1,273				(27		)
Non-U.S. government debt securities	143			24				719			(617		)				(3		)	36			302				10
Corporate debt securities	5,920			210				5,854			(3,372		)				(4,531		)	(1,092		)	2,989				379
Loans	13,455			387				13,551			(7,917		)				(4,623		)	(1,566		)	13,287				123
Asset-backed securities	1,272			19				2,240			(2,126		)				(283		)	142			1,264				(30		)
Total debt instruments	24,335			716				24,820			(16,251		)				(9,801		)	(2,813		)	21,006				336
Equity securities	885			112				248			(272		)				(290		)	(252		)	431				46
Physical commodities	4			(1		)		—			—						(1		)	—			2				—
Other	2,000			239				1,426			(276		)				(201		)	(2,138		)	1,050				329
Total trading assets – debt and equity instruments	27,224			1,066			(c)	26,494			(16,799		)				(10,293		)	(5,203		)	22,489				711			(c)
Net derivative receivables:(a)
Interest rate	2,379			184				198			(256		)				(1,771		)	(108		)	626				(853		)
Credit	95			(149		)		272			(47		)				92			(74		)	189				(107		)
Foreign exchange	(1,200		)	(137		)		139			(27		)				668			31			(526		)		(62		)
Equity	(1,063		)	154				2,044			(2,863		)				10			(67		)	(1,785		)		583
Commodity	115			(465		)		1			(113		)				(109		)	6			(565		)		(186		)
Total net derivative receivables	326			(413		)	(c)	2,654			(3,306		)				(1,110		)	(212		)	(2,061		)		(625		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(41		)		275			(2		)				(101		)	(311		)	908				(40		)
Other	1,234			(19		)		122			—						(223		)	(985		)	129				(2		)
Total available-for-sale securities	2,322			(60		)	(d)	397			(2		)				(324		)	(1,296		)	1,037				(42		)	(d)
Loans	1,931			(254		)	(c)	3,258			(845		)				(1,549		)	—			2,541				(234		)	(c)
Mortgage servicing rights	9,614			(1,826		)	(e)	768			(209		)				(911		)	—			7,436				(1,826		)	(e)
Other assets:
Private equity investments	6,474			443			(c)	164			(1,967		)				(360		)	(2,279		)	2,475				26			(c)
All other	3,176			33			(f)	190			(451		)				(577		)	—			2,371				11			(f)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2014			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2014				Change in unrealized (gains)/losses related to financial instruments held at Dec. 31, 2014
31-Dec-14
(in millions)								Purchases(g)			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,255		$	149		(c)	$	—		$	—		$	1,578		$	(197	)	$	(926	)	$	2,859			$	130		(c)
Other borrowed funds	2,074			(596		)	(c)	—			—			5,377			(6,127		)	725			1,453				(415		)	(c)
Trading liabilities – debt and equity instruments	113			(5		)	(c)	(305		)	323			—			(5		)	(49		)	72				2			(c)
Accounts payable and other liabilities	25			27			(f)	—			—			—			(16		)	—			36				—			(f)
Beneficial interests issued by consolidated VIEs	1,240			(4		)	(c)	—			—			775			(763		)	(102		)	1,146				(22		)	(c)
Long-term debt	10,008			(40		)	(c)	—			—			7,421			(5,231		)	(281		)	11,877				(9		)	(c)
	Fair value measurements using significant unobservable inputs
Year 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 to financial instruments held at Dec. 31, 2013
31-Dec-13																									Dec. 31, 2013
(in millions)								Purchases(g)				Sales							Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	498		$	169			$	819			$	(381	)					$	(100	)	$	—		$	1,005			$	200
Residential – nonagency	663			407				780				(1,028		)					(91		)	(5		)	726				205
Commercial – nonagency	1,207			114				841				(1,522		)					(208		)	—			432				(4		)
Total mortgage-backed securities	2,368			690				2,440				(2,931		)					(399		)	(5		)	2,163				401
Obligations of U.S. states and municipalities	1,436			71				472				(251		)					(346		)	—			1,382				18
Non-U.S. government debt securities	67			4				1,449				(1,479		)					(8		)	110			143				(1		)
Corporate debt securities	5,308			103				7,602				(5,975		)					(1,882		)	764			5,920				466
Loans	10,787			665				10,411				(7,431		)					(685		)	(292		)	13,455				315
Asset-backed securities	3,696			191				1,912				(2,379		)					(292		)	(1,856		)	1,272				105
Total debt instruments	23,662			1,724				24,286				(20,446		)					(3,612		)	(1,279		)	24,335				1,304
Equity securities	1,114			(41		)		328				(266		)					(135		)	(115		)	885				46
Physical Commodities	—			(4		)		—				(8		)					—			16			4				(4		)
Other	863			558				659				(95		)					(120		)	135			2,000				1,074
Total trading assets – debt and equity instruments	25,639			2,237			(c)	25,273				(20,815		)					(3,867		)	(1,243		)	27,224				2,420			(c)
Net derivative receivables:(a)
Interest rate	3,322			1,358				344				(220		)					(2,391		)	(34		)	2,379				107
Credit	1,873			(1,697		)		115				(12		)					(357		)	173			95				(1,449		)
Foreign exchange	(1,750		)	(101		)		3				(4		)					683			(31		)	(1,200		)		(110		)
Equity	(1,806		)	2,528			(i)	1,305			(i)	(2,111		)	(i)				(1,353		)	374			(1,063		)		872
Commodity	254			816				105				(3		)					(1,107		)	50			115				410
Total net derivative receivables	1,893			2,904			(c)	1,872				(2,350		)					(4,525		)	532			326				(170		)	(c)
Available-for-sale securities:
Asset-backed securities	28,024			4				579				(57		)					(57		)	(27,405		)	1,088				4
Other	892			26				508				(216		)					(6		)	30			1,234				25
Total available-for-sale securities	28,916			30			(d)	1,087				(273		)					(63		)	(27,375		)	2,322				29			(d)
Loans	2,282			81			(c)	1,065				(191		)					(1,306		)	—			1,931				(21		)	(c)
Mortgage servicing rights	7,614			1,612			(e)	2,215				(725		)					(1,102		)	—			9,614				1,612			(e)
Other assets:
Private equity investments	7,181			645			(c)	673				(1,137		)					(687		)	(201		)	6,474				262			(c)
All other	4,258			98			(f)	272				(730		)					(722		)	—			3,176				53			(f)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2013			Total realized/unrealized (gains)/losses																		Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2013				Change in unrealized (gains)/losses related to financial instruments held at Dec. 31, 2013
31-Dec-13
(in millions)								Purchases(g)				Sales				Issuances			Settlements
Liabilities:(b)
Deposits	$	1,983		$	(82	)	(c)	$	—			$	—			$	1,248		$	(222	)	$	(672	)	$	2,255			$	(88	)	(c)
Other borrowed funds	1,619			(177		)	(c)	—				—				7,108			(6,845		)	369			2,074				291			(c)
Trading liabilities – debt and equity instruments	205			(83		)	(c)	(2,418		)		2,594				—			(54		)	(131		)	113				(100		)	(c)
Accounts payable and other liabilities	36			(2		)	(f)	—				—				—			(9		)	—			25				(2		)	(f)
Beneficial interests issued by consolidated VIEs	925			174			(c)	—				—				353			(212		)	—			1,240				167			(c)
Long-term debt	8,476			(435		)	(c)	—				—				6,830			(4,362		)	(501		)	10,008				(85		)	(c)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2012			Total realized/unrealized gains/(losses)																		Transfers into and/or out of level 3(h)			Fair value at				Change in unrealized gains/(losses) related to financial instruments held at Dec. 31, 2012
31-Dec-12																									Dec. 31, 2012
(in millions)								Purchases(g)				Sales							Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	86		$	(44	)		$	575			$	(103	)					$	(16	)	$	—		$	498			$	(21	)
Residential – nonagency	796			151				417				(533		)					(145		)	(23		)	663				74
Commercial – nonagency	1,758			(159		)		287				(475		)					(104		)	(100		)	1,207				(145		)
Total mortgage-backed securities	2,640			(52		)		1,279				(1,111		)					(265		)	(123		)	2,368				(92		)
Obligations of U.S. states and municipalities	1,619			37				336				(552		)					(4		)	—			1,436				(15		)
Non-U.S. government debt securities	104			(6		)		661				(668		)					(24		)	—			67				(5		)
Corporate debt securities	6,373			187				8,391				(6,186		)					(3,045		)	(412		)	5,308				689
Loans	12,209			836				5,342				(3,269		)					(3,801		)	(530		)	10,787				411
Asset-backed securities	7,965			272				2,550				(6,468		)					(614		)	(9		)	3,696				184
Total debt instruments	30,910			1,274				18,559				(18,254		)					(7,753		)	(1,074		)	23,662				1,172
Equity securities	1,177			(209		)		460				(379		)					(12		)	77			1,114				(112		)
Other	880			186				68				(108		)					(163		)	—			863				180
Total trading assets – debt and equity instruments	32,967			1,251			(c)	19,087				(18,741		)					(7,928		)	(997		)	25,639				1,240			(c)
Net derivative receivables:(a)
Interest rate	3,561			6,930				406				(194		)					(7,071		)	(310		)	3,322				905
Credit	7,732			(4,487		)		124				(84		)					(1,416		)	4			1,873				(3,271		)
Foreign exchange	(1,263		)	(800		)		112				(184		)					436			(51		)	(1,750		)		(957		)
Equity	(3,105		)	160			(i)	1,279			(i)	(2,174		)	(i)				899			1,135			(1,806		)		580
Commodity	(687		)	(673		)		74				64							1,278			198			254				(160		)
Total net derivative receivables	6,238			1,130			(c)	1,995				(2,572		)					(5,874		)	976			1,893				(2,903		)	(c)
Available-for-sale securities:
Asset-backed securities	24,958			135				9,280				(3,361		)					(3,104		)	116			28,024				118
Other	528			55				667				(113		)					(245		)	—			892				59
Total available-for-sale securities	25,486			190			(d)	9,947				(3,474		)					(3,349		)	116			28,916				177			(d)
Loans	1,647			695			(c)	1,536				(22		)					(1,718		)	144			2,282				12			(c)
Mortgage servicing rights	7,223			(635		)	(e)	2,833				(579		)					(1,228		)	—			7,614				(635		)	(e)
Other assets:
Private equity investments	6,751			420			(c)	1,545				(512		)					(977		)	(46		)	7,181				333			(c)
All other	4,374			(195		)	(f)	818				(238		)					(501		)	—			4,258				(200		)	(f)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2012			Total realized/unrealized (gains)/losses																		Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2012				Change in unrealized (gains)/losses related to financial instruments held at Dec. 31, 2012
31-Dec-12
(in millions)								Purchases(g)				Sales				Issuances			Settlements
Liabilities:(b)
Deposits	$	1,418		$	212		(c)	$	—			$	—			$	1,236		$	(380	)	$	(503	)	$	1,983			$	185		(c)
Other borrowed funds	1,507			148			(c)	—				—				1,646			(1,774		)	92			1,619				72			(c)
Trading liabilities – debt and equity instruments	211			(16		)	(c)	(2,875		)		2,940				—			(50		)	(5		)	205				(12		)	(c)
Accounts payable and other liabilities	51			1			(f)	—				—				—			(16		)	—			36				1			(f)
Beneficial interests issued by consolidated VIEs	791			181			(c)	—				—				221			(268		)	—			925				143			(c)
Long-term debt	10,310			328			(c)	—				—				3,662			(4,511		)	(1,313		)	8,476				(101		)	(c)
(a)	All level 3 derivatives are presented on a net basis, irrespective of 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 15%, 18% and 18% at December 31, 2014, 2013 and 2012, respectively.
(c)	Predominantly reported in principal transactions revenue, except for changes in fair value for 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 AFS 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 Other Comprehensive Income (“OCI”). Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were $(43) million, $17 million, and $145 million for the years ended December 31, 2014, 2013 and 2012, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(16) million, $13 million and $45 million for the years ended December 31, 2014, 2013 and 2012, 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 2.1% of total Firm assets at December 31, 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 197.
For the year ended December 31, 2014
Level 3 assets were $50.9 billion at December 31, 2014, reflecting a decrease of $18.4 billion from December 31, 2013, due to the following:
•	$6.0 billion decrease in gross derivative receivables due to a $4.5 billion decrease in equity derivative receivables due to expirations and a transfer from level 3 into level 2 as a result of an increase in observability of certain equity option valuation inputs; and a
$1.2 billion decrease in interest rate derivatives due to market movements;
•	$4.7 billion decrease in trading assets - debt and equity instruments is largely due to a decrease of $2.9 billion in corporate debt securities. The decrease in corporate debt securities is driven by transfers from level 3 to level 2 as a result of an increase in observability of certain valuation inputs, as well as net sales and maturities;
•	$4.0 billion decrease in private equity investments predominantly driven by $2.0 billion in sales and $2.3 billion of transfers into level 2 based on an increase in observability and price transparency;
•	$2.2 billion decrease in MSRs. For further discussion of the change, refer to Note 17.
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 years ended December 31, 2014, 2013 and 2012. For further information on these instruments, see Changes in level 3 recurring fair value measurements rollforward tables on pages 191–195.
2014
•	$1.8 billion of losses on MSRs. For further discussion of the change, refer to Note 17;
•	$1.1 billion of net gains on trading assets - debt and equity instruments, largely driven by market movements and client-driven financing transactions.
2013
•	$2.9 billion of net gains on derivatives, largely driven by $2.5 billion of gains on equity derivatives, primarily related to client-driven market-making activity and a rise in equity markets; and $1.4 billion of gains, predominantly on interest rate lock and mortgage loan purchase commitments; partially offset by $1.7 billion of losses on credit derivatives from the impact of tightening reference entity credit spreads;
•	$2.2 billion of net gains on trading assets - debt and equity instruments, largely driven by market making and credit spread tightening in nonagency mortgage-backed securities and trading loans, and the impact of market movements on client-driven financing transactions;
•	$1.6 billion of net gains on MSRs. For further discussion of the change, refer to Note 17.
2012
•	$1.3 billion of net gains on trading assets - debt and equity instruments, largely driven by tightening of credit spreads and fluctuation in foreign exchange rates;
• $1.1 billion of net gains on derivatives, driven by
$6.9 billion of net gains predominantly on interest rate lock commitments due to increased volumes and lower interest rates, partially offset by $4.5 billion of net losses on credit derivatives largely as a result of tightening of reference entity credit spreads.
Credit and funding adjustments
When determining the fair value of an instrument, it may be necessary to record adjustments to the Firm’s estimates of fair value in order to reflect counterparty credit quality, the Firm’s own creditworthiness, and the impact of funding:
•	Credit valuation adjustments (“CVA”) are taken to reflect the credit quality of a counterparty in the valuation of derivatives. CVA are necessary when the market price (or parameter) is not indicative of the credit quality of the counterparty. As few classes of derivative contracts are listed on an exchange, derivative positions are predominantly valued using models that use as their basis observable market parameters. An adjustment therefore may be necessary to reflect the credit quality of each derivative counterparty to arrive at fair value.
The Firm estimates derivatives CVA using a scenario analysis to estimate the expected credit exposure across all of the Firm’s positions with each counterparty, and then estimates losses as a result of a counterparty credit event. The key inputs to this methodology are (i) the expected positive exposure to each counterparty based on a simulation that assumes the current population of existing derivatives with each counterparty remains unchanged and considers contractual factors designed to mitigate the Firm’s credit exposure, such as collateral and legal rights of offset; (ii) the probability of a default event occurring for each counterparty, as derived from observed or estimated CDS spreads; and (iii) estimated recovery rates implied by CDS, adjusted to consider the differences in recovery rates as a derivative creditor relative to those reflected in CDS spreads, which generally reflect senior unsecured creditor risk. As such, the Firm estimates derivatives CVA relative to the relevant benchmark interest rate.
•	DVA is taken to reflect the credit quality of the Firm in the valuation of liabilities measured at fair value. The DVA calculation methodology is generally consistent with the CVA methodology described above and incorporates JPMorgan Chase’s credit spread as observed through the CDS market to estimate the probability of default and loss given default as a result of a systemic event affecting the Firm. Structured notes DVA is estimated using the current fair value of the structured note as the exposure amount, and is otherwise consistent with the derivative DVA methodology.
•	The Firm incorporates the impact of funding in its valuation estimates where there is evidence that a market participant in the principal market would incorporate it in a transfer of the instrument. As a result, the fair value of collateralized derivatives is estimated by discounting expected future cash flows at the relevant overnight indexed swap (“OIS”) rate given the underlying collateral agreement with the counterparty. Effective in 2013, the Firm implemented a FVA framework to incorporate the impact of funding into its valuation estimates for uncollateralized (including partially collateralized) over-the-counter (“OTC”) derivatives and structured notes. The Firm’s FVA framework leverages its existing CVA and DVA calculation methodologies, and considers the fact that the Firm’s own credit risk is a significant component of funding costs. The key inputs are: (i) the expected funding requirements arising from the Firm’s positions with each counterparty and collateral arrangements; (ii) for assets, the estimated market funding cost in the principal market; and (iii) for liabilities, the hypothetical market funding cost for a transfer to a market participant with a similar credit standing as the Firm.
Upon the implementation of the FVA framework in 2013, the Firm recorded a one time $1.5 billion loss in principal transactions revenue that was recorded in the CIB. While the FVA framework applies to both assets and liabilities, the loss on implementation largely related to uncollateralized derivative receivables given that the impact of the Firm’s own credit risk, which is a significant component of funding costs, was already incorporated in the valuation of liabilities through the application of DVA.
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.
December 31, (in millions)	2014				2013
Derivative receivables balance(a)	$	78,975			$	65,759
Derivative payables balance(a)	71,116				57,314
Derivatives CVA(b)	(2,674		)		(2,352		)
Derivatives DVA and FVA(b)(c)	(380		)		(322		)
Structured notes balance (a)(d)	53,772				48,808
Structured notes DVA and FVA(b)(e)	1,152				952
(a)	Balances are presented net of applicable CVA and DVA/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)	At December 31, 2014 and 2013, included derivatives DVA of $714 million and $715 million, respectively.
(d)	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 December 31, 2014 and 2013, included $943 million 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.
(e)	At December 31, 2014 and 2013, included structured notes DVA of $1.4 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.
Year ended December 31,	2014				2013				2012
(in millions)
Credit adjustments:
Derivatives CVA	$	(322	)		$	1,886			$	2,698
Derivatives DVA and FVA(a)	(58		)		(1,152		)		(590		)
Structured notes DVA and FVA(b)	200				(760		)		(340		)
(a)	Included derivatives DVA of $(1) million, $(115) million and $(590) million for the years ended December 31, 2014, 2013 and 2012, respectively.
(b)	Included structured notes DVA of $20 million, $(337) million and $(340) million for the years ended December 31, 2014, 2013 and 2012, respectively.
Assets and liabilities measured at fair value on a nonrecurring basis
At December 31, 2014 and 2013, assets measured at fair value on a nonrecurring basis were $4.5 billion and $6.2 billion, respectively, comprised predominantly of loans that had fair value adjustments for the year ended December 31, 2014. At December 31, 2014, $1.3 billion and $3.2 billion of these assets were classified in levels 2 and 3 of the fair value hierarchy, respectively. At December 31, 2013, $339 million and $5.8 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 December 31, 2014 and 2013. For the years ended December 31, 2014, 2013 and 2012, there were no significant transfers between levels 1, 2
and 3.
Of the $3.2 billion of the level 3 assets measured at fair value on a nonrecurring basis as of December 31, 2014:
•	$1.6 billion related to consumer loans that were reclassified to held-for-sale during the fourth quarter of 2014 subject to a lower of cost or fair value adjustment. These loans were classified as level 3, as they are valued based on the Firm’s internal valuation methodology;
•	$809 million related to residential real estate loans carried 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 8% to 66%, with a weighted average of 26%.
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 years ended December 31, 2014, 2013 and 2012, related to financial instruments held at those dates were losses of $992 million, $789 million and $1.6 billion, respectively; these reductions were predominantly associated with loans.
For further 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.
Additional disclosures about the fair value of financial instruments that are not carried on the Consolidated balance sheets at fair value
U.S. GAAP requires disclosure of the estimated fair value of certain financial instruments, and the methods and significant assumptions used to estimate their fair value. Financial instruments within the scope of these disclosure requirements are included in the following table. However, certain financial instruments and all nonfinancial instruments are excluded from the scope of these disclosure requirements. Accordingly, the fair value disclosures provided in the following table include only a partial estimate of the fair value of JPMorgan Chase’s assets and liabilities. For example, the Firm has developed long-term relationships with its customers through its deposit base and credit card accounts, commonly referred to as core deposit intangibles and credit card relationships. In the opinion of management, these items, in the aggregate, add significant value to JPMorgan Chase, but their fair value is not disclosed in this Note.
Financial instruments for which carrying value approximates fair value
Certain financial instruments that are not carried at fair value on the Consolidated balance sheets are carried at amounts that approximate fair value, due to their short-term nature and generally negligible credit risk. These instruments include cash and due from banks; deposits with banks; federal funds sold; securities purchased under resale agreements and securities borrowed with short-dated maturities; short-term receivables and accrued interest receivable; commercial paper; federal funds purchased; securities loaned and sold under repurchase agreements with short-dated maturities; other borrowed funds; accounts payable; and accrued liabilities. In addition, U.S. GAAP requires that the fair value of deposit liabilities with no stated maturity (i.e., demand, savings and certain money market deposits) be equal to their carrying value; recognition of the inherent funding value of these instruments is not permitted.
The following table presents by fair value hierarchy classification the carrying values and estimated fair values at December 31, 2014 and 2013, of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis. 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 pages 181–184 of this Note.
	December 31, 2014																31-Dec-13
				Estimated fair value hierarchy																Estimated fair value hierarchy
(in billions)	Carrying			Level 1			Level 2			Level 3			Total estimated				Carrying			Level 1			Level 2			Level 3			Total estimated
	value												fair value				value												fair value
Financial assets
Cash and due from banks	$	27.8		$	27.8		$	—		$	—		$	27.8			$	39.8		$	39.8		$	—		$	—		$	39.8
Deposits with banks	484.5			480.4			4.1			—			484.5				316.1			309.7			6.4			—			316.1
Accrued interest and accounts receivable	70.1			—			70			0.1			70.1				65.2			—			64.9			0.3			65.2
Federal funds sold and securities purchased under resale agreements	187.2			—			187.2			—			187.2				223			—			223			—			223
Securities borrowed	109.4			—			109.4			—			109.4				107.7			—			107.7			—			107.7
Securities, held-to-maturity(a)	49.3			—			51.2			—			51.2				24			—			23.7			—			23.7
Loans, net of allowance for loan losses(b)	740.5			—			21.8			723.1			744.9				720.1			—			23			697.2			720.2
Other(c)	58.1			—			55.7			7.1			62.8				58.2			—			54.5			7.4			61.9
Financial liabilities
Deposits	$	1,354.60		$	—		$	1,353.60		$	1.2		$	1,354.80			$	1,281.10		$	—		$	1,280.30		$	1.2		$	1,281.50
Federal funds purchased and securities loaned or sold under repurchase agreements	189.1			—			189.1			—			189.1				175.7			—			175.7			—			175.7
Commercial paper	66.3			—			66.3			—			66.3				57.8			—			57.8			—			57.8
Other borrowed funds	15.5						15.5			—			15.5				14.7			—			14.7			—			14.7
Accounts payable and other liabilities	176.7			—			173.7			2.8			176.5				160.2			—			158.2			1.8			160
Beneficial interests issued by consolidated VIEs	50.2			—			48.2			2			50.2				47.6			—			44.3			3.2			47.5
Long-term debt and junior subordinated deferrable interest debentures(d)	246.6			—			251.6			3.8			255.4				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 181–184.
(c)	Current period amounts 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.
	December 31, 2014																31-Dec-13
				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 182 of this Note.
Trading assets and liabilities
Trading assets include debt and equity instruments owned by JPMorgan Chase (“long” positions) that are held for client market-making and client-driven activities, as well as for certain risk management activities, certain loans managed on a fair value basis and for which the Firm has elected the fair value option, and physical commodities inventories that are generally accounted for at the lower of cost or market (market approximates fair value). Trading liabilities include debt and equity instruments that the Firm has sold to other parties but does not own (“short” positions). The Firm is obligated to purchase instruments at a future date to cover the short positions. Included in trading assets and trading liabilities are the reported receivables (unrealized gains) and payables (unrealized losses) related to derivatives. Trading assets and liabilities are carried at fair value on the Consolidated balance sheets. Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions).
Trading assets and liabilities – average balances
Average trading assets and liabilities were as follows for the periods indicated.
Year ended December 31, (in millions)		2014				2013				2012
Trading assets – debt and equity instruments		$	327,259			$	340,449			$	349,337
Trading assets – derivative receivables		67,123				72,629				85,744
Trading liabilities – debt and equity instruments(a)		84,707				77,706				69,001
Trading liabilities – derivative payables		54,758				64,553				76,162
(a)	Primarily represent securities sold, not yet purchased.

Fair_Value_Option

Fair Value Option	12 Months Ended
	Dec. 31, 2014
Fair Value Option [Abstract]
Fair value option	Fair value option
	The fair value option provides an option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments not previously carried at fair value.
	The Firm has elected to measure certain instruments at fair value in order to:
	•	Mitigate income statement volatility caused by the differences in the measurement basis of elected instruments (for example, certain instruments elected were previously accounted for on an accrual basis) while the associated risk management arrangements are accounted for on a fair value basis;
	•	Eliminate the complexities of applying certain accounting models (e.g., hedge accounting or bifurcation accounting for hybrid instruments); and/or
	•	Better reflect those instruments that are managed on a fair value basis.
	The Firm has elected to measure the following instruments at fair value:
	•	Loans purchased or originated as part of securitization warehousing activity, subject to bifurcation accounting, or managed on a fair value basis.
	•	Securities financing arrangements with an embedded derivative and/or a maturity of greater than one year.
	•	Owned beneficial interests in securitized financial assets that contain embedded credit derivatives, which would otherwise be required to be separately accounted for as a derivative instrument.
	•	Certain investments that receive tax credits and other equity investments acquired as part of the Washington Mutual transaction.
	•	Structured notes issued as part of CIB’s client-driven activities. (Structured notes are predominantly financial instruments that contain embedded derivatives.)
	•	Long-term beneficial interests issued by CIB’s consolidated securitization trusts where the underlying assets are carried at fair value.
	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 years ended December 31, 2014, 2013 and 2012, 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.
		2014											2013										2012
	December 31, (in millions)	Principal transactions			All other income				Total changes in fair value recorded				Principal transactions			All other income				Total changes in fair value recorded			Principal transactions			All other income				Total changes in fair value recorded
	Federal funds sold and securities purchased under resale agreements	$	(15	)	$	—			$	(15	)		$	(454	)	$	—			$	(454	)	$	161		$	—			$	161
	Securities borrowed	(10		)	—				(10		)		10			—				10			10			—				10
	Trading assets:																			—										—
	Debt and equity instruments, excluding loans	639			—				639				582			7				589			513			7				520
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	885			29			(c)	914				1,161			23			(c)	1,184			1,489			81			(c)	1,570
	Other changes in fair value	352			1,353			(c)	1,705				(133		)	1,833			(c)	1,700			(183		)	7,670			(c)	7,487
	Loans:
	Changes in instrument-specific credit risk	40			—				40				36			—				36			(14		)	—				(14		)
	Other changes in fair value	34			—				34				17			—				17			676			—				676
	Other assets	24			(122		)	(d)	(98		)		32			(29		)	(d)	3			—			(339		)	(d)	(339		)
	Deposits(a)	(287		)	—				(287		)		260			—				260			(188		)	—				(188		)
	Federal funds purchased and securities loaned or sold under repurchase agreements	(33		)	—				(33		)		73			—				73			(25		)	—				(25		)
	Other borrowed funds(a)	(891		)	—				(891		)		(399		)	—				(399		)	494			—				494
	Trading liabilities	(17		)	—				(17		)		(46		)	—				(46		)	(41		)	—				(41		)
	Beneficial interests issued by consolidated VIEs	(233		)	—				(233		)		(278		)	—				(278		)	(166		)	—				(166		)
	Other liabilities	(27		)	—				(27		)		—			2				2			—			—				—
	Long-term debt:
	Changes in instrument-specific credit risk(a)	101			—				101				(271		)	—				(271		)	(835		)	—				(835		)
	Other changes in fair value(b)	(615		)	—				(615		)		1,280			—				1,280			(1,025		)	—				(1,025		)
	(a)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $20 million, $(337) million and $(340) million for the years ended December 31, 2014, 2013 and 2012, respectively. These totals include such changes for structured notes classified within deposits and other borrowed funds, as well as long-term debt.
	(b)	Structured notes are predominantly financial instruments containing embedded derivatives. Where present, the embedded derivative is the primary driver of risk. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk.
	(c)	Reported in mortgage fees and related income.
	(d)	Reported in other income.
	Determination of instrument-specific credit risk for items for which a fair value election was made
	The following describes how the gains and losses included in earnings that are attributable to changes in instrument-specific credit risk, were determined.
	•	Loans and lending-related commitments: For floating-rate instruments, all changes in value are attributed to instrument-specific credit risk. For fixed-rate instruments, an allocation of the changes in value for the period is made between those changes in value that are interest rate-related and changes in value that are credit-related. Allocations are generally based on an analysis of borrower-specific credit spread and recovery information, where available, or benchmarking to similar entities or industries.
	•	Long-term debt: Changes in value attributable to instrument-specific credit risk were derived principally from observable changes in the Firm’s credit spread.
	•	Resale and repurchase agreements, securities borrowed agreements and securities lending agreements: Generally, for these types of agreements, there is a requirement that collateral be maintained with a market value equal to or in excess of the principal amount loaned; as a result, there would be no adjustment or an immaterial adjustment for instrument-specific credit risk related to these agreements.
	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 December 31, 2014 and 2013, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected.
		2014											2013
	December 31, (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	$	3,847			$	905		$	(2,942	)		$	5,156			$	1,491		$	(3,665	)
	Loans	7				7			—				209				154			(55		)
	Subtotal	3,854				912			(2,942		)		5,365				1,645			(3,720		)
	All other performing loans
	Loans reported as trading assets	37,608				35,462			(2,146		)		33,069				29,295			(3,774		)
	Loans	2,397				2,389			(8		)		1,618				1,563			(55		)
	Total loans	$	43,859			$	38,763		$	(5,096	)		$	40,052			$	32,503		$	(7,549	)
	Long-term debt
	Principal-protected debt	$	14,660		(c)	$	15,484		$	824			$	15,797		(c)	$	15,909		$	112
	Nonprincipal-protected debt(b)	NA				14,742			NA				NA				12,969			NA
	Total long-term debt	NA				$	30,226		NA				NA				$	28,878		NA
	Long-term beneficial interests
Nonprincipal-protected debt(b)	NA				$	2,162		NA				NA				$	1,996		NA
Total long-term beneficial interests	NA				$	2,162		NA				NA				$	1,996		NA
(a)	There were no performing loans that were ninety days or more past due as of December 31, 2014 and 2013, respectively.
(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 December 31, 2014 and 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 $(147) million and $(99) million, respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29.
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.
	December 31, 2014													December 31, 2013
(in millions)	Long-term debt			Other borrowed funds			Deposits			Total				Long-term debt			Other borrowed funds			Deposits		Total
Risk exposure
Interest rate	$	10,858		$	460		$	2,119		$	13,437			$	9,516		$	615		$	1,270	$	11,401
Credit	4,023			450			—			4,473				4,248			13			—		4,261
Foreign exchange	2,150			211			17			2,378				2,321			194			27		2,542
Equity	12,348			12,412			4,415			29,175				11,082			11,936			3,736		26,754
Commodity	710			644			2,012			3,366				1,260			310			1,133		2,703
Total structured notes	$	30,089		$	14,177		$	8,563		$	52,829			$	28,427		$	13,068		$	6,166	$	47,661

Credit_Risk_Concentrations

Credit Risk Concentrations	12 Months Ended
	Dec. 31, 2014
Credit Risk Concentrations [Abstract]
Credit risk concentrations	Credit risk concentrations
	Concentrations of credit risk arise when a number of customers are engaged in similar business activities or activities in the same geographic region, or when they have similar economic features that would cause their ability to meet contractual obligations to be similarly affected by changes in economic conditions.
	JPMorgan Chase regularly monitors various segments of its credit portfolios to assess potential concentration risks and to obtain collateral when deemed necessary. Senior management is significantly involved in the credit approval and review process, and risk levels are adjusted as needed to reflect the Firm’s risk appetite.
	In the Firm’s consumer portfolio, concentrations are evaluated primarily by product and by U.S. geographic region, with a key focus on trends and concentrations at the portfolio level, where potential risk concentrations can be remedied through changes in underwriting policies and portfolio guidelines. In the wholesale portfolio, risk concentrations are evaluated primarily by industry and monitored regularly on both an aggregate portfolio level and on an individual customer basis. The Firm’s wholesale exposure is managed through loan syndications and participations, loan sales, securitizations, credit derivatives, master netting agreements, and collateral and other risk-reduction techniques. For additional information on loans, see Note 14.
	The Firm does not believe that its exposure to any particular loan product (e.g., option adjustable rate mortgages (“ARMs”)), industry segment (e.g., commercial real estate) or its exposure to residential real estate loans with high loan-to-value ratios results in a significant concentration of credit risk. Terms of loan products and collateral coverage are included in the Firm’s assessment when extending credit and establishing its allowance for loan losses.
	The table below presents both on–balance sheet and off–balance sheet consumer and wholesale-related credit exposure by the Firm’s three credit portfolio segments as of December 31, 2014 and 2013.
		2014								2013
		Credit exposure		On-balance sheet				Off-balance sheet(d)		Credit exposure		On-balance sheet				Off-balance sheet(d)
	December 31, (in millions)			Loans		Derivatives						Loans		Derivatives
	Total consumer, excluding credit card	$	353,635	$	295,374	$	—	$	58,153	$	345,259	$	289,063	$	—	$	56,057
	Total credit card	657,011		131,048		—		525,963		657,174		127,791		—		529,383
	Total consumer	1,010,646		426,422		—		584,116		1,002,433		416,854		—		585,440
	Wholesale-related
	Real Estate	107,386		79,113		333		27,940		87,102		69,151		460		17,491
	Banks & Finance Cos	68,203		24,244		22,057		21,902		66,881		25,482		18,888		22,511
	Healthcare	57,707		13,793		4,630		39,284		46,934		14,383		2,203		30,348
	Oil & Gas	48,315		15,616		1,872		30,827		45,910		13,319		3,202		29,389
	Consumer Products	37,818		10,646		593		26,579		35,666		8,708		3,319		23,639
	Asset Managers	36,374		8,043		9,569		18,762		34,145		9,099		715		24,331
	State & Municipal Govt	31,858		7,593		4,079		20,186		33,506		5,656		7,175		20,675
	Retail & Consumer Services	28,258		7,752		361		20,145		28,983		5,582		2,248		21,153
	Utilities	28,060		4,843		2,317		20,900		25,068		7,504		273		17,291
	Central Govt	21,081		1,081		11,819		8,181		21,403		4,426		1,392		15,585
	Technology	20,977		4,727		1,341		14,909		21,049		1,754		9,998		9,297
	Machinery & Equipment Mfg	20,573		6,537		553		13,483		19,078		5,969		476		12,633
	Transportation	16,365		9,107		699		6,559		17,434		5,825		560		11,049
	Business Services	16,201		4,867		456		10,878		14,601		4,497		594		9,510
	Metals/Mining	15,911		5,628		601		9,682		13,975		6,845		621		6,509
	All other(a)	320,446		120,912		17,695		181,839		308,519		120,063		13,635		174,821
	Subtotal	875,533		324,502		78,975		472,056		820,254		308,263		65,759		446,232
	Loans held-for-sale and loans at fair value	6,412		6,412		—		—		13,301		13,301		—		—
	Receivables from customers and other(b)	28,972		—		—		—		26,744		—		—		—
	Total wholesale-related	910,917		330,914		78,975		472,056		860,299		321,564		65,759		446,232
	Total exposure(c)	$	1,921,563	$	757,336	$	78,975	$	1,056,172	$	1,862,732	$	738,418	$	65,759	$	1,031,672
	(a)	For more information on exposures to SPEs included within All other, see Note 16.
	(b)	Primarily consists of margin loans to prime brokerage customers that are generally over-collateralized through a pledge of assets maintained in clients’ brokerage accounts and are subject to daily minimum collateral requirements. As a result of the Firm’s credit risk mitigation practices, the Firm did not hold any reserves for credit impairment on these receivables.
	(c)	For further information regarding on–balance sheet credit concentrations by major product and/or geography, see Note 6 and Note 14. For information regarding concentrations of off–balance sheet lending-related financial instruments by major product, see Note 29.
	(d)	Represents lending-related financial instruments.

Derivative_Instruments

Derivative Instruments	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative instruments	Derivative instruments
	Derivative instruments enable end-users to modify or mitigate exposure to credit or market risks. Counterparties to a derivative contract seek to obtain risks and rewards similar to those that could be obtained from purchasing or selling a related cash instrument without having to exchange upfront the full purchase or sales price. JPMorgan Chase makes markets in derivatives for customers and also uses derivatives to hedge or manage its own risk exposures. Predominantly all of the Firm’s derivatives are entered into for market-making or risk management purposes.
	Market-making derivatives
	The majority of the Firm’s derivatives are entered into for market-making purposes. Customers use derivatives to mitigate or modify interest rate, credit, foreign exchange, equity and commodity risks. The Firm actively manages the risks from its exposure to these derivatives by entering into other derivative transactions or by purchasing or selling other financial instruments that partially or fully offset the exposure from client derivatives. The Firm also seeks to earn a spread between the client derivatives and offsetting positions, and from the remaining open risk positions.
	Risk management derivatives
	The Firm manages its market risk exposures using various derivative instruments.
	Interest rate contracts are used to minimize fluctuations in earnings that are caused by changes in interest rates. Fixed-rate assets and liabilities appreciate or depreciate in market value as interest rates change. Similarly, interest income and expense increases or decreases as a result of variable-rate assets and liabilities resetting to current market rates, and as a result of the repayment and subsequent origination or issuance of fixed-rate assets and liabilities at current market rates. Gains or losses on the derivative instruments that are related to such assets and liabilities are expected to substantially offset this variability in earnings. The Firm generally uses interest rate swaps, forwards and futures to manage the impact of interest rate fluctuations on earnings.
	Foreign currency forward contracts are used to manage the foreign exchange risk associated with certain foreign currency–denominated (i.e., non-U.S. dollar) assets and liabilities and forecasted transactions, as well as the Firm’s net investments in certain non-U.S. subsidiaries or branches whose functional currencies are not the U.S. dollar. As a result of fluctuations in foreign currencies, the U.S. dollar–equivalent values of the foreign currency–denominated assets and liabilities or forecasted revenue or expense increase or decrease. Gains or losses on the derivative instruments related to these foreign currency–denominated assets or liabilities, or forecasted transactions, are expected to substantially offset this variability.
	Commodities contracts are used to manage the price risk of certain commodities inventories. Gains or losses on these derivative instruments are expected to substantially offset the depreciation or appreciation of the related inventory.
	Credit derivatives are used to manage the counterparty credit risk associated with loans and lending-related commitments. Credit derivatives compensate the purchaser when the entity referenced in the contract experiences a credit event, such as bankruptcy or a failure to pay an obligation when due. Credit derivatives primarily consist of credit default swaps. For a further discussion of credit derivatives, see the discussion in the Credit derivatives section on pages 213–215 of this Note.
	For more information about risk management derivatives, see the risk management derivatives gains and losses table on page 213 of this Note, and the hedge accounting gains and losses tables on pages 211–213 of this Note.
	Derivative counterparties and settlement types
	The Firm enters into OTC derivatives, which are negotiated and settled bilaterally with the derivative counterparty. The Firm also enters into, as principal, certain exchange-traded derivatives (“ETD”) such as futures and options, and “cleared” over-the-counter (“OTC-cleared”) derivative contracts with central counterparties (“CCPs”). ETD contracts are generally standardized contracts traded on an exchange and cleared by the CCP, which is the counterparty from the inception of the transactions. OTC-cleared derivatives are traded on a bilateral basis and then novated to the CCP for clearing.
	Derivative Clearing Services
	The Firm provides clearing services for clients where the Firm acts as a clearing member with respect to certain derivative exchanges and clearinghouses. The Firm does not reflect the clients’ derivative contracts in its Consolidated Financial Statements. For further information on the Firm’s clearing services, see Note 29.
	Accounting for derivatives
	All free-standing derivatives that the Firm executes for its own account are required to be recorded on the Consolidated balance sheets at fair value.
	As permitted under U.S. GAAP, the Firm nets derivative assets and liabilities, and the related cash collateral receivables and payables, when a legally enforceable master netting agreement exists between the Firm and the derivative counterparty. For further discussion of the offsetting of assets and liabilities, see Note 1. The accounting for changes in value of a derivative depends on whether or not the transaction has been designated and qualifies for hedge accounting. Derivatives that are not designated as hedges are reported and measured at fair value through earnings. The tabular disclosures on pages 207–213 of this Note provide additional information on the amount of, and reporting for, derivative assets, liabilities, gains and losses. For further discussion of derivatives embedded in structured notes, see Notes 3 and 4.
	Derivatives designated as hedges
	The Firm applies hedge accounting to certain derivatives executed for risk management purposes – generally interest rate, foreign exchange and commodity derivatives. However, JPMorgan Chase does not seek to apply hedge accounting to all of the derivatives involved in the Firm’s risk management activities. For example, the Firm does not apply hedge accounting to purchased credit default swaps used to manage the credit risk of loans and lending-related commitments, because of the difficulties in qualifying such contracts as hedges. For the same reason, the Firm does not apply hedge accounting to certain interest rate and commodity derivatives used for risk management purposes.
	To qualify for hedge accounting, a derivative must be highly effective at reducing the risk associated with the exposure being hedged. In addition, for a derivative to be designated as a hedge, the risk management objective and strategy must be documented. Hedge documentation must identify the derivative hedging instrument, the asset or liability or forecasted transaction and type of risk to be hedged, and how the effectiveness of the derivative is assessed prospectively and retrospectively. To assess effectiveness, the Firm uses statistical methods such as regression analysis, as well as nonstatistical methods including dollar-value comparisons of the change in the fair value of the derivative to the change in the fair value or cash flows of the hedged item. The extent to which a derivative has been, and is expected to continue to be, effective at offsetting changes in the fair value or cash flows of the hedged item must be assessed and documented at least quarterly. Any hedge ineffectiveness (i.e., the amount by which the gain or loss on the designated derivative instrument does not exactly offset the change in the hedged item attributable to the hedged risk) must be reported in current-period earnings. If it is determined that a derivative is not highly effective at hedging the designated exposure, hedge accounting is discontinued.
	There are three types of hedge accounting designations: fair value hedges, cash flow hedges and net investment hedges. JPMorgan Chase uses fair value hedges primarily to hedge fixed-rate long-term debt, AFS securities and certain commodities inventories. For qualifying fair value hedges, the changes in the fair value of the derivative, and in the value of the hedged item for the risk being hedged, are recognized in earnings. If the hedge relationship is terminated, then the adjustment to the hedged item continues to be reported as part of the basis of the hedged item and for interest-bearing instruments is amortized to earnings as a yield adjustment. Derivative amounts affecting earnings are recognized consistent with the classification of the hedged item – primarily net interest income and principal transactions revenue.
	JPMorgan Chase uses cash flow hedges primarily to hedge the exposure to variability in forecasted cash flows from floating-rate assets and liabilities and foreign currency–denominated revenue and expense. For qualifying cash flow hedges, the effective portion of the change in the fair value of the derivative is recorded in OCI and recognized in the Consolidated statements of income when the hedged cash flows affect earnings. Derivative amounts affecting earnings are recognized consistent with the classification of the hedged item – primarily interest income, interest expense, noninterest revenue and compensation expense. The ineffective portions of cash flow hedges are immediately recognized in earnings. If the hedge relationship is terminated, then the value of the derivative recorded in accumulated other comprehensive income/(loss) (“AOCI”) is recognized in earnings when the cash flows that were hedged affect earnings. For hedge relationships that are discontinued because a forecasted transaction is not expected to occur according to the original hedge forecast, any related derivative values recorded in AOCI are immediately recognized in earnings.
	JPMorgan Chase uses foreign currency hedges to protect the value of the Firm’s net investments in certain non-U.S. subsidiaries or branches whose functional currencies are not the U.S. dollar. For foreign currency qualifying net investment hedges, changes in the fair value of the derivatives are recorded in the translation adjustments account within AOCI.
	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 segment or unit	Page reference
	Manage specifically identified risk exposures in qualifying hedge accounting relationships:
	◦ Interest rate	Hedge fixed rate assets and liabilities	Fair value hedge	Corporate	211
	◦ Interest rate	Hedge floating rate assets and liabilities	Cash flow hedge	Corporate	212
	◦	Hedge foreign currency-denominated assets and liabilities	Fair value hedge	Corporate	211
	Foreign exchange
	◦	Hedge forecasted revenue and expense	Cash flow hedge	Corporate	212
	Foreign exchange
	◦	Hedge the value of the Firm’s investments in non-U.S. subsidiaries	Net investment hedge	Corporate	213
	Foreign exchange
	◦	Hedge commodity inventory	Fair value hedge	CIB	211
	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	213
	Interest rate
	◦	Manage the credit risk of wholesale lending exposures	Specified risk management	CIB	213
	Credit
	◦	Manage the risk of certain commodities-related contracts and investments	Specified risk management	CIB	213
	Commodity
	◦	Manage the risk of certain other specified assets and liabilities	Specified risk management	Corporate	213
	Interest rate and foreign exchange
	Market-making derivatives and other activities:
	•	Market-making and related risk management	Market-making and other	CIB	213
	Various
	•	Other derivatives(a)	Market-making and other	CIB, Corporate	213
	Various
	(a)	Other derivatives included the synthetic credit portfolio. The synthetic credit portfolio was a portfolio of index credit derivatives, including short and long positions, that was originally held by CIO. On July 2, 2012, CIO transferred the synthetic credit portfolio, other than a portion that aggregated to a notional amount of approximately $12 billion, to CIB; these retained positions were effectively closed out during the third quarter of 2012. CIB effectively sold the positions that had been transferred to it by the end of 2014. The results of the synthetic credit portfolio, including the portion transferred to CIB, have been included in the gains and losses on derivatives related to market-making activities and other derivatives category discussed on page 213 of this Note.
	Notional amount of derivative contracts
	The following table summarizes the notional amount of derivative contracts outstanding as of December 31, 2014 and 2013.
		Notional amounts(c)
	December 31, (in billions)	2014			2013
	Interest rate contracts
	Swaps	$	29,734		$	35,221
	Futures and forwards(a)	10,189			11,238
	Written options(a)	3,903			4,059
	Purchased options	4,259			4,187
	Total interest rate contracts	48,085			54,705
	Credit derivatives(a)(b)	4,249			5,331
	Foreign exchange contracts
Cross-currency swaps	3,346			3,488
Spot, futures and forwards	4,669			3,773
Written options	790			659
Purchased options	780			652
Total foreign exchange contracts	9,585			8,572
Equity contracts
Swaps(a)	206			187
Futures and forwards(a)	50			50
Written options	432			425
Purchased options	375			380
Total equity contracts	1,063			1,042
Commodity contracts
Swaps	126			124
Spot, futures and forwards	193			234
Written options	181			202
Purchased options	180			203
Total commodity contracts	680			763
Total derivative notional amounts	$	63,662		$	70,413
(a)	The prior period amounts have 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 pages 213–215 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 December 31, 2014 and 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
31-Dec-14	Not designated as hedges			Designated as hedges				Total derivative receivables				Net derivative receivables(b)				Not designated as hedges			Designated as hedges			Total derivative payables				Net derivative payables(b)
(in millions)
Trading assets and liabilities
Interest rate	$	951,151		$	5,372			$	956,523			$	33,725			$	921,634		$	3,011		$	924,645			$	17,745
Credit	76,842			—				76,842				1,838				75,895			—			75,895				1,593
Foreign exchange	205,271			3,650				208,921				21,253				217,722			626			218,348				22,970
Equity	46,792			—				46,792				8,177				50,565			—			50,565				11,740
Commodity	43,151			502				43,653				13,982				45,455			168			45,623				17,068
Total fair value of trading assets and liabilities	$	1,323,207		$	9,524			$	1,332,731			$	78,975			$	1,311,271		$	3,805		$	1,315,076			$	71,116
	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 as hedges			Total derivative payables				Net derivative payables(b)
(in millions)
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 December 31, 2014 and 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.
		2014											2013
December 31, (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:
OTC		$	548,373		$	(521,180	)		$	27,193			$	486,449		$	(466,493	)		$	19,956
OTC–cleared		401,656			(401,618		)		38				362,426			(362,404		)		22
Exchange-traded(a)		—			—				—				—			—				—
Total interest rate contracts		950,029			(922,798		)		27,231				848,875			(828,897		)		19,978
Credit contracts:
OTC		66,636			(65,720		)		916				66,269			(65,725		)		544
OTC–cleared		9,320			(9,284		)		36				16,841			(16,279		)		562
Total credit contracts		75,956			(75,004		)		952				83,110			(82,004		)		1,106
Foreign exchange contracts:
OTC		202,537			(187,634		)		14,903				148,953			(136,763		)		12,190
OTC–cleared		36			(34		)		2				46			(46		)		—
Exchange-traded(a)		—			—				—				—			—				—
Total foreign exchange contracts		202,573			(187,668		)		14,905				148,999			(136,809		)		12,190
Equity contracts:
OTC		23,258			(22,826		)		432				31,870			(29,289		)		2,581
OTC–cleared		—			—				—				—			—				—
Exchange-traded(a)		18,143			(15,789		)		2,354				17,732			(11,415		)		6,317
Total equity contracts		41,401			(38,615		)		2,786				49,602			(40,704		)		8,898
Commodity contracts:
OTC		22,555			(14,327		)		8,228				21,619			(15,082		)		6,537
OTC–cleared		—			—				—				—			—				—
Exchange-traded(a)		19,500			(15,344		)		4,156				12,528			(11,212		)		1,316
Total commodity contracts		42,055			(29,671		)		12,384				34,147			(26,294		)		7,853
Derivative receivables with appropriate legal opinion		$	1,312,014		$	(1,253,756	)	(b)	$	58,258			$	1,164,733		$	(1,114,708	)	(b)	$	50,025
Derivative receivables where an appropriate legal opinion has not been either sought or obtained		20,717							20,717				15,734							15,734
Total derivative receivables recognized on the Consolidated balance sheets		$	1,332,731						$	78,975			$	1,180,467						$	65,759
(a)	Exchange-traded derivative amounts that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $74.0 billion and $63.9 billion at December 31, 2014, and 2013, respectively.
The following table presents, as of December 31, 2014 and 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.
		2014											2013
December 31, (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		$	522,170		$	(509,650	)		$	12,520			$	467,850		$	(458,081	)		$	9,769
OTC–cleared		398,518			(397,250		)		1,268				354,698			(353,990		)		708
Exchange-traded(a)		—			—				—				—			—				—
Total interest rate contracts		920,688			(906,900		)		13,788				822,548			(812,071		)		10,477
Credit contracts:
OTC		65,432			(64,904		)		528				65,223			(63,671		)		1,552
OTC–cleared		9,398			(9,398		)		—				16,506			(16,450		)		56
Total credit contracts		74,830			(74,302		)		528				81,729			(80,121		)		1,608
Foreign exchange contracts:
OTC		211,732			(195,312		)		16,420				155,110			(144,119		)		10,991
OTC–cleared		66			(66		)		—				61			(59		)		2
Exchange-traded(a)		—			—				—				—			—				—
Total foreign exchange contracts		211,798			(195,378		)		16,420				155,171			(144,178		)		10,993
Equity contracts:
OTC		27,908			(23,036		)		4,872				33,295			(28,520		)		4,775
OTC–cleared		—			—				—				—			—				—
Exchange-traded(a)		17,167			(15,789		)		1,378				17,349			(11,415		)		5,934
Total equity contracts		45,075			(38,825		)		6,250				50,644			(39,935		)		10,709
Commodity contracts:
OTC		25,129			(13,211		)		11,918				21,993			(15,318		)		6,675
OTC–cleared		—			—				—				—			—				—
Exchange-traded(a)		18,486			(15,344		)		3,142				12,367			(11,212		)		1,155
Total commodity contracts		43,615			(28,555		)		15,060				34,360			(26,530		)		7,830
Derivative payables with appropriate legal opinions		$	1,296,006		$	(1,243,960	)	(b)	$	52,046			$	1,144,452		$	(1,102,835	)	(b)	$	41,617
Derivative payables where an appropriate legal opinion has not been either sought or obtained		19,070							19,070				15,697							15,697
Total derivative payables recognized on the Consolidated balance sheets		$	1,315,076						$	71,116			$	1,160,149						$	57,314
(a)	Exchange-traded derivative balances that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $64.2 billion and $52.1 billion related to OTC and OTC-cleared derivatives at December 31, 2014, and 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 December 31, 2014 and 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
	2014											2013
December 31, (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	$	58,258		$	(16,194	)	(a)	$	42,064			$	50,025		$	(12,414	)	(a)	$	37,611
Derivative payable collateral(b)
	2014											2013
December 31, (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	$	52,046		$	(10,505	)	(a)	$	41,541			$	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
In addition to the specific market risks introduced by each derivative contract type, derivatives expose JPMorgan Chase to credit risk — the risk that derivative counterparties may fail to meet their payment obligations under the derivative contracts and the collateral, if any, held by the Firm proves to be of insufficient value to cover the payment obligation. It is the policy of JPMorgan Chase to actively pursue, where possible, the use of legally enforceable master netting arrangements and collateral agreements to mitigate derivative counterparty credit risk. The amount of derivative receivables reported on the Consolidated balance sheets is the fair value of the derivative contracts after giving effect to legally enforceable master netting agreements and cash collateral held by the Firm.
While derivative receivables expose the Firm to credit risk, derivative payables expose the Firm to liquidity risk, as the derivative contracts typically require the Firm to post cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties’ favor or upon specified downgrades in the Firm’s and its subsidiaries’ respective credit ratings. Certain derivative contracts also provide for termination of the contract, generally upon a downgrade of either the Firm or the counterparty, at the fair value of the derivative contracts. 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 December 31, 2014 and 2013.
OTC and OTC-cleared derivative payables containing downgrade triggers
December 31, (in millions)	2014			2013
Aggregate fair value of net derivative payables	$	32,303		$	24,631
Collateral posted	27,585			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 December 31, 2014 and 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
	2014							2013
December 31, (in millions)	Single-notch downgrade			Two-notch downgrade				Single-notch downgrade			Two-notch downgrade
Amount of additional collateral to be posted upon downgrade(a)	$	1,046		$	3,331			$	952		$	3,244
Amount required to settle contracts with termination triggers upon downgrade(b)	366			1,388				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 years ended December 31, 2014, 2013 and 2012, 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:
Year ended December 31, 2014 (in millions)	Derivatives				Hedged items				Total income statement impact				Hedge ineffectiveness(d)				Excluded components(e)
Contract type
Interest rate(a)	$	2,106			$	(801	)		$	1,305			$	131			$	1,174
Foreign exchange(b)	8,279				(8,532		)		(253		)		—				(253		)
Commodity(c)	49				145				194				42				152
Total	$	10,434			$	(9,188	)		$	1,246			$	173			$	1,073
	Gains/(losses) recorded in income												Income statement impact due to:
Year ended December 31, 2013 (in millions)	Derivatives				Hedged items				Total income statement impact				Hedge ineffectiveness(d)				Excluded components(e)
Contract type
Interest rate(a)	$	(3,469	)		$	4,851			$	1,382			$	(132	)		$	1,514
Foreign exchange(b)	(1,096		)		864				(232		)		—				(232		)
Commodity(c)	485				(1,304		)		(819		)		38				(857		)
Total	$	(4,080	)		$	4,411			$	331			$	(94	)		$	425
	Gains/(losses) recorded in income												Income statement impact due to:
Year ended December 31, 2012 (in millions)	Derivatives				Hedged items				Total income statement impact				Hedge ineffectiveness(d)				Excluded components(e)
Contract type
Interest rate(a)	$	(1,238	)		$	1,879			$	641			$	(28	)		$	669
Foreign exchange(b)	(3,027		)		2,925				(102		)		—				(102		)
Commodity(c)	(2,530		)		1,131				(1,399		)		107				(1,506		)
Total	$	(6,795	)		$	5,935			$	(860	)		$	79			$	(939	)
(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 years ended December 31, 2014, 2013 and 2012, 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)
Year ended December 31, 2014	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 millions)																			in OCI
																			for period
Contract type
Interest rate(a)		$	(54	)			$	—				$	(54	)		$	189			$	243
Foreign exchange(b)		78					—					78				(91		)		(169		)
Total		$	24				$	—				$	24			$	98			$	74
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Year ended December 31, 2013	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 millions)																			in OCI
																			for period
Contract type
Interest rate(a)		$	(108	)			$	—				$	(108	)		$	(565	)		$	(457	)
Foreign exchange(b)		7					—					7				40				33
Total		$	(101	)			$	—				$	(101	)		$	(525	)		$	(424	)
		Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
Year ended December 31, 2012	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 millions)																				in OCI
																				for period
Contract type
Interest rate(a)		$	(3	)			$	5				$	2			$	13			$	16
Foreign exchange(b)		31					—					31				128				97
Total		$	28				$	5				$	33			$	141			$	113
(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 years ended December 31, 2014, 2013 or 2012.
(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 $33 million (after-tax) of net losses recorded in AOCI at December 31, 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 years ended December 31, 2014, 2013 and 2012.
	Gains/(losses) recorded in income and other comprehensive income/(loss)
	2014			2013			2012
Year ended December 31,	Excluded components recorded directly in income(a)	Effective portion recorded in OCI		Excluded components recorded directly in income(a)	Effective portion recorded in OCI		Excluded components recorded directly in income(a)	Effective portion recorded in OCI
(in millions)
Foreign exchange derivatives	($448)	$1,698		($383)	$773		($306)	($82)
(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 significant ineffectiveness for net investment hedge accounting relationships during 2014, 2013 and 2012.
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, AFS securities, foreign currency-denominated liabilities, and commodities-related contracts and investments.
	Derivatives gains/(losses)
	recorded in income
Year ended December 31,	2014			2013			2012
(in millions)
Contract type
Interest rate(a)	$	2,308		$	617		$	5,353
Credit(b)	(58		)	(142		)	(175		)
Foreign exchange(c)	(7		)	1			47
Commodity(d)	156			178			94
Total	$	2,399		$	654		$	5,319
(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 assets and 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. All derivatives 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 7 for information on principal transactions revenue.
Credit derivatives
Credit derivatives are financial instruments whose value is derived from the credit risk associated with the debt of a third-party issuer (the reference entity) and which allow one party (the protection purchaser) to transfer that risk to another party (the protection seller). Credit derivatives expose the protection purchaser to the creditworthiness of the protection seller, as the protection seller is required to make payments under the contract when the reference entity experiences a credit event, such as a bankruptcy, a failure to pay its obligation or a restructuring. The seller of credit protection receives a premium for providing protection but has the risk that the underlying instrument referenced in the contract will be subject to a credit event.
The Firm is both a purchaser and seller of protection in the credit derivatives market and uses these derivatives for two primary purposes. First, in its capacity as a market-maker, the Firm actively manages a portfolio of credit derivatives by purchasing and selling credit protection, predominantly on corporate debt obligations, to meet the needs of customers. Second, as an end-user, the Firm uses credit derivatives to manage credit risk associated with lending exposures (loans and unfunded commitments) and derivatives counterparty exposures in the Firm’s wholesale businesses, and to manage the credit risk arising from certain financial instruments in the Firm’s market-making businesses. Following is a summary of various types of credit derivatives.
Credit default swaps
Credit derivatives may reference the credit of either a single reference entity (“single-name”) or a broad-based index. The Firm purchases and sells protection on both single- name and index-reference obligations. Single-name CDS and index CDS contracts are typically OTC-cleared derivative contracts. Single-name CDS are used to manage the default risk of a single reference entity, while index CDS contracts are used to manage the credit risk associated with the broader credit markets or credit market segments. Like the S&P 500 and other market indices, a CDS index comprises a portfolio of CDS across many reference entities. New series of CDS indices are periodically established with a new underlying portfolio of reference entities to reflect changes in the credit markets. If one of the reference entities in the index experiences a credit event, then the reference entity that defaulted is removed from the index. CDS can also be referenced against specific portfolios of reference names or against customized exposure levels based on specific client demands: for example, to provide protection against the first $1 million of realized credit losses in a $10 million portfolio of exposure. Such structures are commonly known as tranche CDS.
For both single-name CDS contracts and index CDS contracts, upon the occurrence of a credit event, under the terms of a CDS contract neither party to the CDS contract has recourse to the reference entity. The protection purchaser has recourse to the protection seller for the difference between the face value of the CDS contract and the fair value of the reference obligation at settlement of the credit derivative contract, also known as the recovery value. The protection purchaser does not need to hold the debt instrument of the underlying reference entity in order to receive amounts due under the CDS contract when a credit event occurs.
Credit-related notes
A credit-related note is a funded credit derivative where the issuer of the credit-related note purchases from the note investor credit protection on a reference entity or an index. Under the contract, the investor pays the issuer the par value of the note at the inception of the transaction, and in return, the issuer pays periodic payments to the investor, based on the credit risk of the referenced entity. The issuer also repays the investor the par value of the note at maturity unless the reference entity experiences a specified credit event (or one of the entities that makes up a reference index). If a credit event occurs, the issuer is not obligated to repay the par value of the note, but rather, the issuer pays the investor the difference between the par value of the note and the fair value of the defaulted reference obligation at the time of settlement. Neither party to the credit-related note has recourse to the defaulting reference entity. For a further discussion of credit-related notes, see Note 16.
The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of December 31, 2014 and 2013. Upon a credit event, the Firm as a seller of protection would typically pay out only a percentage of the full notional amount of net protection sold, as the amount actually required to be paid on the contracts takes into account the recovery value of the reference obligation at the time of settlement. The Firm manages the credit risk on contracts to sell protection by purchasing protection with identical or similar underlying reference entities. Other purchased protection referenced in the following tables includes credit derivatives bought on related, but not identical, reference positions (including indices, portfolio coverage and other reference points) as well as protection purchased through credit-related notes.
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
	Protection sold				Protection purchased with identical underlyings(c)					Net protection (sold)/purchased(d)			Other protection purchased(e)
December 31, 2014 (in millions)
Credit derivatives
Credit default swaps	$	(2,056,982	)			$	2,078,096			$	21,114		$	18,631
Other credit derivatives(a)	(43,281		)			32,048				(11,233		)	19,475
Total credit derivatives	(2,100,263		)			2,110,144				9,881			38,106
Credit-related notes	(40		)			—				(40		)	3,704
Total	$	(2,100,303	)			$	2,110,144			$	9,841		$	41,810
	Maximum payout/Notional amount
	Protection sold				Protection purchased with identical underlyings(c)					Net protection (sold)/purchased(d)			Other protection purchased(e)
December 31, 2013 (in millions)
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			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 December 31, 2014 and 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
31-Dec-14	<1 year				1–5 years				>5 years				Total notional amount				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
(in millions)
Risk rating of reference entity
Investment-grade	$	(323,398	)		$	(1,118,293	)		$	(79,486	)		$	(1,521,177	)		$	25,767			$	(6,314	)		$	19,453
Noninvestment-grade	(157,281		)		(396,798		)		(25,047		)		(579,126		)		20,677				(22,455		)		(1,778		)
Total	$	(480,679	)		$	(1,515,091	)		$	(104,533	)		$	(2,100,303	)		$	46,444			$	(28,769	)		$	17,675
31-Dec-13	<1 year				1–5 years				>5 years				Total notional amount				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
(in millions)
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 primarily based on external credit ratings 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	12 Months Ended
	Dec. 31, 2014
Noninterest Income [Abstract]
Noninterest revenue	Noninterest revenue
	Investment banking fees
	This revenue category includes equity and debt underwriting and advisory fees. Underwriting fees are recognized as revenue when the Firm has rendered all services to the issuer and is entitled to collect the fee from the issuer, as long as there are no other contingencies associated with the fee. Underwriting fees are net of syndicate expense; the Firm recognizes credit arrangement and syndication fees as revenue after satisfying certain retention, timing and yield criteria. Advisory fees are recognized as revenue when the related services have been performed and the fee has been earned.
	The following table presents the components of investment banking fees.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Underwriting
	Equity	$	1,571	$	1,499	$	1,026
	Debt	3,340		3,537		3,290
	Total underwriting	4,911		5,036		4,316
	Advisory	1,631		1,318		1,492
	Total investment banking fees	$	6,542	$	6,354	$	5,808
	Principal transactions
	Principal transactions revenue consists of realized and unrealized gains and losses on derivatives and other instruments (including those accounted for under the fair value option) used in client-driven market-making activities and on private equity investments. In connection with its client-driven market-making activities, the Firm transacts in debt and equity instruments, derivatives and commodities (including physical commodities inventories and financial instruments that reference commodities).
	Principal transactions revenue also includes realized and unrealized gains and losses related to hedge accounting and specified risk-management activities, including: (a) certain derivatives designated in qualifying hedge accounting relationships (primarily fair value hedges of commodity and foreign exchange risk), (b) certain derivatives used for specific risk management purposes, primarily to mitigate credit risk, foreign exchange risk and commodity risk, and (c) other derivatives, including the synthetic credit portfolio. For further information on the income statement classification of gains and losses from derivatives activities, see Note 6.
	In the financial commodity markets, the Firm transacts in OTC derivatives (e.g., swaps, forwards, options) and exchange-traded derivatives that reference a wide range of underlying commodities. In the physical commodity markets, the Firm primarily purchases and sells precious and base metals and may hold other commodities inventories under financing and other arrangements with clients. Prior to the 2014 sale of certain parts of its physical commodity business, the Firm also engaged in the purchase, sale, transport and storage of power, gas, liquefied natural gas, coal, crude oil and refined products.
	Physical commodities inventories are generally carried at the lower of cost or market (market approximates fair value) subject to any applicable fair value hedge accounting adjustments, with realized gains and losses and unrealized losses recorded in 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 8 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.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Trading revenue by instrument type (a)
	Interest rate(b)	$	1,362	$	284	$	4,002
	Credit(c)	1,880		2,654		(4,975		)
	Foreign exchange	1,556		1,801		918
	Equity	2,563		2,517		2,455
	Commodity(d)	1,663		2,083		2,365
	Total trading revenue(e)	9,024		9,339		4,765
	Private equity gains(f)	1,507		802		771
	Principal transactions	$	10,531	$	10,141	$	5,536
	(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 a pretax gain of $665 million for the year ended December 31, 2012, reflecting the recovery on a Bear Stearns-related subordinated loan.
	(c)	Includes $5.8 billion of losses incurred by CIO from the synthetic credit portfolio for the six months ended June 30, 2012, and $449 million of losses incurred by CIO from the retained index credit derivative positions for the three months ended September 30, 2012; and losses incurred by CIB from the synthetic credit portfolio.
	(d)	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 6.
	(e)	During 2013, the Firm implemented a FVA framework in order to incorporate the impact of funding into its valuation estimates for OTC derivatives and structured notes. As a result, the Firm recorded a $1.5 billion loss in principal transactions revenue in 2013, reported in the CIB. This reflected an industry migration towards incorporating the cost of unsecured funding in the valuation of such instruments.
	(f)	Includes revenue on private equity investments held in the Private Equity business within Corporate, as well as those held in other business segments.
	Lending- and deposit-related fees
	This revenue category includes fees from loan commitments, standby letters of credit, financial guarantees, deposit-related fees in lieu of compensating balances, cash management-related activities or transactions, deposit accounts and other loan-servicing activities. These fees are recognized over the period in which the related service is provided.
	Asset management, administration and commissions
	This revenue category includes fees from investment management and related services, custody, brokerage services, insurance premiums and commissions, and other products. These fees are recognized over the period in which the related service is provided. Performance-based fees, which are earned based on exceeding certain benchmarks or other performance targets, are accrued and recognized at the end of the performance period in which the target is met. The Firm has contractual arrangements with third parties to provide certain services in connection with its asset management activities. Amounts paid to third-party service providers are predominantly expensed, such that asset management fees are recorded gross of payments made to third parties.
	The following table presents components of asset management, administration and commissions.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Asset management fees
	Investment management fees(a)	$	9,169	$	8,044	$	6,744
	All other asset management fees(b)	477		505		357
	Total asset management fees	9,646		8,549		7,101
	Total administration fees(c)	2,179		2,101		2,135
	Commissions and other fees
	Brokerage commissions	2,270		2,321		2,331
	All other commissions and fees	1,836		2,135		2,301
	Total commissions and fees	4,106		4,456		4,632
	Total asset management, administration and commissions	$	15,931	$	15,106	$	13,868
	(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.
	Mortgage fees and related income
	This revenue category primarily reflects CCB’s Mortgage Production and Mortgage Servicing revenue, including fees and income derived from mortgages originated with the intent to sell; mortgage sales and servicing including losses related to the repurchase of previously sold loans; the impact of risk-management activities associated with the mortgage pipeline, warehouse loans and MSRs; and revenue related to any residual interests held from mortgage securitizations. This revenue category also includes gains and losses on sales and lower of cost or fair value adjustments for mortgage loans held-for-sale, as well as changes in fair value for mortgage loans originated with the intent to sell and measured at fair value under the fair value option. Changes in the fair value of CCB MSRs are reported in mortgage fees and related income. Net interest income from mortgage loans is recorded in interest income. For a further discussion of MSRs, see Note 17.
	Card income
	This revenue category includes interchange income from credit and debit cards and net fees earned from processing credit card transactions for merchants. Card income is recognized as earned. Cost related to rewards programs is recorded when the rewards are earned by the customer and presented as a reduction to interchange income. Annual fees and direct loan origination costs are deferred and recognized on a straight-line basis over a 12-month period.
	Credit card revenue sharing agreements
	The Firm has contractual agreements with numerous co-brand partners and affinity organizations (collectively, “partners”), which grant the Firm exclusive rights to market to the customers or members of such partners. These partners endorse the credit card programs and provide their customer and member lists to the Firm, and they may also conduct marketing activities and provide awards under the various credit card programs. The terms of these agreements generally range from three to ten years.
	The Firm typically makes incentive payments to the partners based on new account originations, charge volumes and the cost of the partners’ marketing activities and awards. Payments based on new account originations are accounted for as direct loan origination costs. Payments to partners based on sales volumes are deducted from interchange income as the related revenue is earned. Payments based on marketing efforts undertaken by the partners are expensed by the Firm as incurred and reported as noninterest expense.
	Other income
	Included in other income is operating lease income of $1.7 billion, $1.5 billion and $1.3 billion for the years ended December 31, 2014, 2013 and 2012, respectively. Additionally, included in other income for the year ended December 31, 2013, is a net pretax gain of approximately $1.3 billion, from the sale of Visa B Shares.

Interest_Income_and_Interest_E

Interest Income and Interest Expense	12 Months Ended
	Dec. 31, 2014
Interest Income (Expense), Net [Abstract]
Interest income and interest expense	Interest income and Interest expense
	Interest income and interest expense are recorded in the Consolidated statements of income and classified based on the nature of the underlying asset or liability. Interest income and interest expense includes the current-period interest accruals for financial instruments measured at fair value, except for financial instruments containing embedded derivatives that would be separately accounted for in accordance with U.S. GAAP absent the fair value option election; for those instruments, all changes in fair value, including any interest elements, are reported in principal transactions revenue. For financial instruments that are not measured at fair value, the related interest is included within interest income or interest expense, as applicable.
	Details of interest income and interest expense were as follows.
	Year ended December 31,	2014			2013			2012
	(in millions)
	Interest income
	Loans	$	32,218		$	33,489		$	35,832
	Taxable securities	7,617			6,916			7,231
	Non-taxable securities(a)	1,423			896			708
	Total securities	9,040			7,812			7,939
	Trading assets(b)	7,312			8,099			8,929
	Federal funds sold and securities purchased under resale agreements	1,642			1,940			2,442
	Securities borrowed (c)	(501		)	(127		)	(3		)
	Deposits with banks	1,157			918			555
	Other assets(d)	663			538			259
	Total interest income(b)	51,531			52,669			55,953
	Interest expense
	Interest-bearing deposits	1,633			2,067			2,655
	Short-term and other liabilities(b)(e)	1,450			1,798			1,678
	Long-term debt	4,409			5,007			6,062
	Beneficial interests issued by consolidated VIEs	405			478			648
	Total interest expense(b)	7,897			9,350			11,043
	Net interest income	43,634			43,319			44,910
	Provision for credit losses	3,139			225			3,385
	Net interest income after provision for credit losses	$	40,495		$	43,094		$	41,525
	(a)	Represents securities which are tax exempt for U.S. Federal Income Tax purposes.
	(b)	Prior period amounts have been reclassified to conform with the current period presentation.
	(c)	Negative interest income for the years ended December 31, 2014, 2013 and 2012, 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.
	(d)	Largely margin loans.
	(e)	Includes brokerage customer payables.

Pension_and_Other_Postretireme

Pension and Other Postretirement Employee Benefit Plans	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Pension and other postretirement employee benefit plans	Pension and other postretirement employee benefit plans
	The Firm’s defined benefit pension plans and its other postretirement employee benefit (“OPEB”) plans are accounted for in accordance with U.S. GAAP for retirement benefits.
	Defined benefit pension plans
	The Firm has a qualified noncontributory U.S. defined benefit pension plan that provides benefits to substantially all U.S. employees. The U.S. plan employs a cash balance formula in the form of pay and interest credits to determine the benefits to be provided at retirement, based on years of service and eligible compensation (generally base pay capped at $100,000 annually; effective January 1, 2015, in addition to base pay, eligible compensation will include certain other types of variable incentive compensation capped at $100,000 annually). Employees begin to accrue plan benefits after completing one year of service, and benefits generally vest after three years of service. The Firm also offers benefits through defined benefit pension plans to qualifying employees in certain non-U.S. locations based on factors such as eligible compensation, age and/or years of service.
	It is the Firm’s policy to fund the pension plans in amounts sufficient to meet the requirements under applicable laws. The Firm does not anticipate at this time any contribution to the U.S. defined benefit pension plan in 2015. The 2015 contributions to the non-U.S. defined benefit pension plans are expected to be $47 million of which $31 million are contractually required.
	JPMorgan Chase also has a number of defined benefit pension plans that are not subject to Title IV of the Employee Retirement Income Security Act. The most significant of these plans is the Excess Retirement Plan, pursuant to which certain employees previously earned pay credits on compensation amounts above the maximum stipulated by law under a qualified plan; no further pay credits are allocated under this plan. The Excess Retirement Plan had an unfunded projected benefit obligation (“PBO”) in the amount of $257 million and $245 million, at December 31, 2014 and 2013, respectively.
	Defined contribution plans
	JPMorgan Chase currently provides two qualified defined contribution plans in the U.S. and other similar arrangements in certain non-U.S. locations, all of which are administered in accordance with applicable local laws and regulations. The most significant of these plans is The JPMorgan Chase 401(k) Savings Plan (the “401(k) Savings Plan”), which covers substantially all U.S. employees. Employees can contribute to the 401(k) Savings Plan on a pretax and/or Roth 401(k) after-tax basis. The JPMorgan Chase Common Stock Fund, which is an investment option under the 401(k) Savings Plan, is a nonleveraged employee stock ownership plan.
	The Firm matches eligible employee contributions up to 5% of eligible compensation (generally base pay; effective January 1, 2015, in addition to base pay, eligible compensation will include certain other types of variable incentive compensation) on an annual basis. Employees begin to receive matching contributions after completing a one-year-of-service requirement. Employees with total annual cash compensation of $250,000 or more are not eligible for matching contributions. Matching contributions vest after three years of service for employees hired on or after May 1, 2009. The 401(k) Savings Plan also permits discretionary profit-sharing contributions by participating companies for certain employees, subject to a specified vesting schedule.
	OPEB plans
	JPMorgan Chase offers postretirement medical and life insurance benefits to certain retirees and postretirement medical benefits to qualifying U.S. employees. These benefits vary with the length of service and the date of hire and provide for limits on the Firm’s share of covered medical benefits. The medical and life insurance benefits are both contributory. Postretirement medical benefits also are offered to qualifying United Kingdom (“U.K.”) employees.
	JPMorgan Chase’s U.S. OPEB obligation is funded with corporate-owned life insurance (“COLI”) purchased on the lives of eligible employees and retirees. While the Firm owns the COLI policies, COLI proceeds (death benefits, withdrawals and other distributions) may be used only to reimburse the Firm for its net postretirement benefit claim payments and related administrative expense. The U.K. OPEB plan is unfunded.
	The following table presents the changes in benefit obligations, plan assets and funded status amounts reported on the Consolidated balance sheets for the Firm’s U.S. and non-U.S. defined benefit pension and OPEB plans.
		Defined benefit pension plans
	As of or for the year ended December 31,	U.S.								Non-U.S.								OPEB plans(d)
	(in millions)	2014				2013				2014				2013				2014				2013
	Change in benefit obligation
	Benefit obligation, beginning of year	$	(10,776	)		$	(11,478	)		$	(3,433	)		$	(3,243	)		$	(826	)		$	(990	)
	Benefits earned during the year	(281		)		(314		)		(33		)		(34		)		—				(1		)
	Interest cost on benefit obligations	(534		)		(447		)		(137		)		(125		)		(38		)		(35		)
	Plan amendments	(53		)		—				—				—				—				—
	Special termination benefits	—				—				(1		)		—				—				—
	Curtailments	—				—				—				—				(3		)		—
	Employee contributions	NA				NA				(7		)		(7		)		(62		)		(72		)
	Net gain/(loss)	(1,669		)		794				(408		)		(62		)		(58		)		138
	Benefits paid	777				669				119				106				145				144
	Expected Medicare Part D subsidy receipts	NA				NA				NA				NA				(2		)		(10		)
	Foreign exchange impact and other	—				—				260				(68		)		2				—
	Benefit obligation, end of year	$	(12,536	)		$	(10,776	)		$	(3,640	)		$	(3,433	)		$	(842	)		$	(826	)
	Change in plan assets
	Fair value of plan assets, beginning of year	$	14,354			$	13,012			$	3,532			$	3,330			$	1,757			$	1,563
	Actual return on plan assets	1,010				1,979				518				187				159				211
	Firm contributions	36				32				46				45				3				2
	Employee contributions	—				—				7				7				—				—
	Benefits paid	(777		)		(669		)		(119		)		(106		)		(16		)		(19		)
	Foreign exchange impact and other	—				—				(266		)		69				—				—
	Fair value of plan assets, end of year	$	14,623			$	14,354		(b)(c)	$	3,718			$	3,532			$	1,903			$	1,757
	Net funded status(a)	$	2,087			$	3,578			$	78			$	99			$	1,061			$	931
	Accumulated benefit obligation, end of year	$	(12,375	)		$	(10,685	)		$	(3,615	)		$	(3,406	)		NA				NA
	(a)	Represents plans with an aggregate overfunded balance of $3.9 billion and $5.1 billion at December 31, 2014 and 2013, respectively, and plans with an aggregate underfunded balance of $708 million and $540 million at December 31, 2014 and 2013, respectively.
	(b)	At December 31, 2014 and 2013, approximately $336 million and $429 million, respectively, of U.S. plan assets included participation rights under participating annuity contracts.
	(c)	At December 31, 2014 and 2013, defined benefit pension plan amounts not measured at fair value included $106 million and $96 million, respectively, of accrued receivables, and $257 million and $104 million, respectively, of accrued liabilities, for U.S. plans.
	(d)	Includes an unfunded accumulated postretirement benefit obligation of $37 million and $34 million at December 31, 2014 and 2013, respectively, for the U.K. plan.
	Gains and losses
	For the Firm’s defined benefit pension plans, fair value is used to determine the expected return on plan assets. Amortization of net gains and losses is included in annual net periodic benefit cost if, as of the beginning of the year, the net gain or loss exceeds 10% of the greater of the PBO or the fair value of the plan assets. Any excess is amortized over the average future service period of defined benefit pension plan participants, which for the U.S. defined benefit pension plan is currently seven years. In addition, prior service costs are amortized over the average remaining service period of active employees expected to receive benefits under the plan when the prior service cost is first recognized. The average remaining amortization period for current prior service costs is five years.
	For the Firm’s OPEB plans, a calculated value that recognizes changes in fair value over a five-year period is used to determine the expected return on plan assets. This value is referred to as the market related value of assets. Amortization of net gains and losses, adjusted for gains and losses not yet recognized, is included in annual net periodic benefit cost if, as of the beginning of the year, the net gain or loss exceeds 10% of the greater of the accumulated postretirement benefit obligation or the market related value of assets. Any excess net gain or loss is amortized over the average expected lifetime of retired participants, which is currently twelve years; however, prior service costs resulting from plan changes are amortized over the average years of service remaining to full eligibility age, which is currently two years.
	The following table presents pretax pension and OPEB amounts recorded in AOCI.
		Defined benefit pension plans
	December 31,	U.S.								Non-U.S.								OPEB plans
	(in millions)	2014				2013				2014				2013				2014				2013
	Net gain/(loss)	$	(3,346	)		$	(1,726	)		$	(628	)		$	(658	)		$	130			$	125
	Prior service credit/(cost)	102				196				11				14				—				1
	Accumulated other comprehensive income/(loss), pretax, end of year	$	(3,244	)		$	(1,530	)		$	(617	)		$	(644	)		$	130			$	126
	The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income and other comprehensive 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
	Year ended December 31, (in millions)	2014			2013			2012				2014				2013				2012				2014			2013			2012
	Components of net periodic benefit cost
	Benefits earned during the year	$	281		$	314		$	272			$	33			$	34			$	41			$	—		$	1		$	1
	Interest cost on benefit obligations	534			447			466				137				125				126				38			35			44
	Expected return on plan assets	(985		)	(956		)	(861		)		(172		)		(142		)		(137		)		(101		)	(92		)	(90		)
	Amortization:
	Net (gain)/loss	25			271			289				47				49				36				—			1			(1		)
	Prior service cost/(credit)	(41		)	(41		)	(41		)		(2		)		(2		)		—				(1		)	—			—
Net periodic defined benefit cost	(186		)	35			125				43				64				66				(64		)	(55		)	(46		)
Other defined benefit pension plans(a)	14			15			15				6				14				8				NA			NA			NA
Total defined benefit plans	(172		)	50			140				49				78				74				(64		)	(55		)	(46		)
Total defined contribution plans	438			447			409				329				321				302				NA			NA			NA
Total pension and OPEB cost included in compensation expense	$	266		$	497		$	549			$	378			$	399			$	376			$	(64	)	$	(55	)	$	(46	)
Changes in plan assets and benefit obligations recognized in other comprehensive income
Net (gain)/loss arising during the year	$	1,645		$	(1,817	)	$	434			$	57			$	19			$	146			$	(5	)	$	(257	)	$	(43	)
Prior service credit arising during the year	53			—			—				—				—				(6		)		—			—			—
Amortization of net loss	(25		)	(271		)	(289		)		(47		)		(49		)		(36		)		—			(1		)	1
Amortization of prior service (cost)/credit	41			41			41				2				2				—				1			—			—
Foreign exchange impact and other	—			—			—				(39		)	(a)	14			(a)	22			(a)	—			—			(1		)
Total recognized in other comprehensive income	$	1,714		$	(2,047	)	$	186			$	(27	)		$	(14	)		$	126			$	(4	)	$	(258	)	$	(43	)
Total recognized in net periodic benefit cost and other comprehensive income	$	1,528		$	(2,012	)	$	311			$	16			$	50			$	192			$	(68	)	$	(313	)	$	(89	)
(a)	Includes various defined benefit pension plans which are individually immaterial.
The estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost in 2015 are as follows.
		Defined benefit pension plans								OPEB plans
(in millions)		U.S.				Non-U.S.				U.S.				Non-U.S.
Net loss/(gain)		$	257			$	37			$	—			$	—
Prior service cost/(credit)		(34		)		(2		)		—				—
Total		$	223			$	35			$	—			$	—
The following table presents the actual rate of return on plan assets for the U.S. and non-U.S. defined benefit pension and OPEB plans.
	U.S.									Non-U.S.
Year ended December 31,	2014			2013			2012			2014		2013		2012
Actual rate of return:
Defined benefit pension plans	7.29	%		15.95	%		12.66	%		5.62 - 17.69%		3.74 - 23.80%		7.21 - 11.72%
OPEB plans	9.84			13.88			10.1			NA		NA		NA
Plan assumptions
JPMorgan Chase’s expected long-term rate of return for U.S. defined benefit pension and OPEB plan assets is a blended average of the investment advisor’s projected long-term (10 years or more) returns for the various asset classes, weighted by the asset allocation. Returns on asset classes are developed using a forward-looking approach and are not strictly based on historical returns. Equity returns are generally developed as the sum of inflation, expected real earnings growth and expected long-term dividend yield. Bond returns are generally developed as the sum of inflation, real bond yield and risk spread (as appropriate), adjusted for the expected effect on returns from changing yields. Other asset-class returns are derived from their relationship to the equity and bond markets. Consideration is also given to current market conditions and the short-term portfolio mix of each plan.
For the U.K. defined benefit pension plans, which represent the most significant of the non-U.S. defined benefit pension plans, procedures similar to those in the U.S. are used to develop the expected long-term rate of return on plan assets, taking into consideration local market conditions and the specific allocation of plan assets. The expected long-term rate of return on U.K. plan assets is an average of projected long-term returns for each asset class. The return on equities has been selected by reference to the yield on long-term U.K. government bonds plus an equity risk premium above the risk-free rate. The expected return on “AA” rated long-term corporate bonds is based on an implied yield for similar bonds.
The discount rate used in determining the benefit obligation under the U.S. defined benefit pension and OPEB plans was selected by reference to the yields on portfolios of bonds with maturity dates and coupons that closely match each of the plan’s projected cash flows; such portfolios are derived from a broad-based universe of high-quality corporate bonds as of the measurement date. In years in which these hypothetical bond portfolios generate excess cash, such excess is assumed to be reinvested at the one-year forward rates implied by the Citigroup Pension Discount Curve published as of the measurement date. The discount rate for the U.K. defined benefit pension plan represents a rate of appropriate duration from the analysis of yield curves provided by our actuaries.
In 2014, the Society of Actuaries (“SOA”) completed a comprehensive review of mortality experience of uninsured private retirement plans in the U.S. In October 2014, the SOA published new mortality tables and a new mortality improvement scale that reflects improved life expectancies and an expectation that this trend will continue. The Firm has adopted the SOA’s tables and projection scale, resulting in an estimated increase in PBO of $533 million.
At December 31, 2014, the Firm decreased the discount rates used to determine its benefit obligations for the U.S. defined benefit pension and OPEB plans in light of current market interest rates, which will result in an increase in expense of approximately $139 million for 2015. The 2015 expected long-term rate of return on U.S. defined benefit pension plan assets and U.S. OPEB plan assets are 6.50% and 6.00%, respectively. For 2015, the initial health care benefit obligation trend assumption has been set at 6.00%, and the ultimate health care trend assumption and the year to reach the ultimate rate remains at 5.00% and 2017, respectively, unchanged from 2014. As of December 31, 2014, the interest crediting rate assumption and the assumed rate of compensation increase remained at 5.00% and 3.50%, respectively.
The following tables present the weighted-average annualized actuarial assumptions for the projected and accumulated postretirement benefit obligations, and the components of net periodic benefit costs, for the Firm’s significant U.S. and non-U.S. defined benefit pension and OPEB plans, as of and for the periods indicated.
Weighted-average assumptions used to determine benefit obligations
	U.S.						Non-U.S.
December 31,	2014			2013			2014			2013
Discount rate:
Defined benefit pension plans	4	%		5	%		1.00 - 3.60%			1.10 - 4.40%
OPEB plans	4.1			4.9			—			—
Rate of compensation increase	3.5			3.5			2.75 - 4.20			2.75 - 4.60
Health care cost trend rate:
Assumed for next year	6			6.5			—			—
Ultimate	5			5			—			—
Year when rate will reach ultimate	2017			2017			—			—
Weighted-average assumptions used to determine net periodic benefit costs
	U.S.									Non-U.S.
Year ended December 31,	2014			2013			2012			2014			2013			2012
Discount rate:
Defined benefit pension plans	5	%		3.9	%		4.6	%		1.10 - 4.40%			1.40 - 4.40%			1.50 - 4.80%
OPEB plans	4.9			3.9			4.7			—			—			—
Expected long-term rate of return on plan assets:
Defined benefit pension plans	7			7.5			7.5			1.20 - 5.30			2.40 - 4.90			2.50 - 4.60
OPEB plans	6.25			6.25			6.25			NA			NA			NA
Rate of compensation increase	3.5			4			4			2.75 - 4.60			2.75 - 4.10			2.75 - 4.20
Health care cost trend rate:
Assumed for next year	6.5			7			7			—			—			—
Ultimate	5			5			5			—			—			—
Year when rate will reach ultimate	2017			2017			2017			—			—			—
The following table presents the effect of a one-percentage-point change in the assumed health care cost trend rate on JPMorgan Chase’s accumulated postretirement benefit obligation. As of December 31, 2014, there was no material effect on total service and interest cost.
Year ended December 31, 2014	1-Percentage point increase				1-Percentage point decrease
(in millions)
Effect on accumulated postretirement benefit obligation	$	9			$	(8	)
JPMorgan Chase’s U.S. defined benefit pension and OPEB plan expense is sensitive to the expected long-term rate of return on plan assets and the discount rate. With all other assumptions held constant, a 25-basis point decline in the expected long-term rate of return on U.S. plan assets would result in an aggregate increase of approximately $40 million in 2015 U.S. defined benefit pension and OPEB plan expense. A 25-basis point decline in the discount rate for the U.S. plans would result in an increase in 2015 U.S. defined benefit pension and OPEB plan expense of approximately an aggregate $36 million and an increase in the related benefit obligations of approximately an aggregate $333 million. A 25-basis point decrease in the interest crediting rate for the U.S. defined benefit pension plan would result in a decrease in 2015 U.S. defined benefit pension expense of approximately $36 million and a decrease in the related PBO of approximately $148 million. A 25-basis point decline in the discount rates for the non-U.S. plans would result in an increase in the 2015 non-U.S. defined benefit pension plan expense of approximately $19 million.
Investment strategy and asset allocation
The Firm’s U.S. defined benefit pension plan assets are held in trust and are invested in a well-diversified portfolio of equity and fixed income securities, cash and cash equivalents, and alternative investments (e.g., hedge funds, private equity, real estate and real assets). Non-U.S. defined benefit pension plan assets are held in various trusts and are also invested in well-diversified portfolios of equity, fixed income and other securities. Assets of the Firm’s COLI policies, which are used to partially fund the U.S. OPEB plan, are held in separate accounts of an insurance company and are allocated to investments intended to replicate equity and fixed income indices.
The investment policy for the Firm’s U.S. defined benefit pension plan assets is to optimize the risk-return relationship as appropriate to the needs and goals of the plan using a global portfolio of various asset classes diversified by market segment, economic sector, and issuer. Assets are managed by a combination of internal and external investment managers. Periodically the Firm performs a comprehensive analysis on the U.S. defined benefit pension plan asset allocations, incorporating projected asset and liability data, which focuses on the short- and long-term impact of the asset allocation on cumulative pension expense, economic cost, present value of contributions and funded status. As the U.S. defined benefit pension plan is overfunded, the investment strategy for this plan was adjusted in 2013 to provide for greater liquidity. Currently, approved asset allocation ranges are: U.S. equity 0% to 45%, international equity 0% to 40%, debt securities 0% to 80%, hedge funds 0% to 5%, real estate 0% to 10%, real assets 0% to 10% and private equity 0% to 20%. Asset allocations are not managed to a specific target but seek to shift asset class allocations within these stated ranges. Investment strategies incorporate the economic outlook and the anticipated implications of the macroeconomic environment on the various asset classes while maintaining an appropriate level of liquidity for the plan. The Firm regularly reviews the asset allocations and asset managers, as well as other factors that impact the portfolio, which is rebalanced when deemed necessary.
For the U.K. defined benefit pension plans, which represent the most significant of the non-U.S. defined benefit pension plans, the assets are invested to maximize returns subject to an appropriate level of risk relative to the plans’ liabilities. In order to reduce the volatility in returns relative to the plans’ liability profiles, the U.K. defined benefit pension plans’ largest asset allocations are to debt securities of appropriate durations. Other assets, mainly equity securities, are then invested for capital appreciation, to provide long-term investment growth. Similar to the U.S. defined benefit pension plan, asset allocations and asset managers for the U.K. plans are reviewed regularly and the portfolio is rebalanced when deemed necessary.
Investments held by the Plans include financial instruments which are exposed to various risks such as interest rate, market and credit risks. Exposure to a concentration of credit risk is mitigated by the broad diversification of both U.S. and non-U.S. investment instruments. Additionally, the investments in each of the common/collective trust funds and registered investment companies are further diversified into various financial instruments. As of December 31, 2014, assets held by the Firm’s U.S. and non-U.S. defined benefit pension and OPEB plans do not include JPMorgan Chase common stock, except through indirect exposures through investments in third-party stock-index funds. The plans hold investments in funds that are sponsored or managed by affiliates of JPMorgan Chase in the amount of $3.7 billion and $2.9 billion for U.S. plans and $1.4 billion and $242 million for non-U.S. plans, as of December 31, 2014 and 2013, respectively.
The following table presents the weighted-average asset allocation of the fair values of total plan assets at December 31 for the years indicated, as well as the respective approved range/target allocation by asset category, for the Firm’s U.S. and non-U.S. defined benefit pension and OPEB plans.
	Defined benefit pension plans
	U.S.								Non-U.S.									OPEB plans(c)
	Target		% of plan assets						Target			% of plan assets						Target			% of plan assets
December 31,	Allocation		2014			2013			Allocation			2014			2013			Allocation			2014			2013
Asset category
Debt securities(a)	0-80%		31	%		25	%		62	%		61	%		63	%		30-70%			50	%		50	%
Equity securities	0-85		46			48			37			38			36			30-70			50			50
Real estate	0-10		4			4			—			—			—			—			—			—
Alternatives(b)	0-35		19			23			1			1			1			—			—			—
Total	100%		100	%		100	%		100	%		100	%		100	%		100	%		100	%		100	%
(a)	Debt securities primarily include corporate debt, U.S. federal, state, local and non-U.S. government, and mortgage-backed securities.
(b)	Alternatives primarily include limited partnerships.
(c)	Represents the U.S. OPEB plan only, as the U.K. OPEB plan is unfunded.
Fair value measurement of the plans’ assets and liabilities
For information on fair value measurements, including descriptions of level 1, 2, and 3 of the fair value hierarchy and the valuation methods employed by the Firm, see Note 3.
Pension and OPEB plan assets and liabilities measured at fair value
	U.S. defined benefit pension plans																Non-U.S. defined benefit pension plans(i)
31-Dec-14	Level 1				Level 2				Level 3				Total fair value				Level 1				Level 2				Total fair value
(in millions)
Cash and cash equivalents	$	87			$	—			$	—			$	87			$	128			$	1			$	129
Equity securities:
Capital equipment	1,249				—				—				1,249				96				24				120
Consumer goods	1,198				8				—				1,206				250				32				282
Banks and finance companies	778				7				—				785				279				31				310
Business services	458				—				—				458				277				18				295
Energy	267				—				—				267				50				15				65
Materials	319				1				—				320				40				9				49
Real Estate	46				—				—				46				1				—				1
Other	971				4				4				979				26				40				66
Total equity securities	5,286				20				4				5,310				1,019				169				1,188
Common/collective trust funds(a)	345				1,277				8				1,630				112				251				363
Limited partnerships:(b)
Hedge funds	—				26				77				103				—				—				—
Private equity	—				—				2,208				2,208				—				—				—
Real estate	—				—				533				533				—				—				—
Real assets(c)	70				—				202				272				—				—				—
Total limited partnerships	70				26				3,020				3,116				—				—				—
Corporate debt securities(d)	—				1,454				9				1,463				—				724				724
U.S. federal, state, local and non-U.S. government debt securities	446				161				—				607				235				540				775
Mortgage-backed securities	1				73				1				75				2				77				79
Derivative receivables	—				114				—				114				—				258				258
Other(e)	2,031				27				337				2,395				283				58				341
Total assets measured at fair value(f)	$	8,266			$	3,152			$	3,379			$	14,797		(g)	$	1,779			$	2,078			$	3,857
Derivative payables	$	—			$	(23	)		$	—			$	(23	)		$	—			$	(139	)		$	(139	)
Total liabilities measured at fair value	$	—			$	(23	)		$	—			$	(23	)	(h)	$	—			$	(139	)		$	(139	)
	U.S. defined benefit pension plans																Non-U.S. defined benefit pension plans(i)
31-Dec-13	Level 1				Level 2				Level 3				Total fair value				Level 1				Level 2				Total fair value
(in millions)
Cash and cash equivalents	$	62			$	—			$	—			$	62			$	221			$	3			$	224
Equity securities:
Capital equipment	1,084				—				—				1,084				86				17				103
Consumer goods	1,085				—				—				1,085				225				50				275
Banks and finance companies	737				—				—				737				233				29				262
Business services	510				—				—				510				209				14				223
Energy	292				—				—				292				64				20				84
Materials	344				—				—				344				36				9				45
Real estate	38				—				—				38				—				1				1
Other	1,337				18				4				1,359				25				103				128
Total equity securities	5,427				18				4				5,449				878				243				1,121
Common/collective trust funds(a)	—				1,308				4				1,312				98				248				346
Limited partnerships:(b)
Hedge funds	—				355				718				1,073				—				—				—
Private equity	—				—				1,969				1,969				—				—				—
Real estate	—				—				558				558				—				—				—
Real assets(c)	—				—				271				271				—				—				—
Total limited partnerships	—				355				3,516				3,871				—				—				—
Corporate debt securities(d)	—				1,223				7				1,230				—				787				787
U.S. federal, state, local and non-U.S. government debt securities	343				299				—				642				—				777				777
Mortgage-backed securities	37				50				—				87				73				—				73
Derivative receivables	—				30				—				30				—				302				302
Other(e)	1,214				41				430				1,685				148				52				200
Total assets measured at fair value(f)	$	7,083			$	3,324			$	3,961			$	14,368		(g)	$	1,418			$	2,412			$	3,830
Derivative payables	$	—			$	(6	)		$	—			$	(6	)		$	—			$	(298	)		$	(298	)
Total liabilities measured at fair value	$	—			$	(6	)		$	—			$	(6	)	(h)	$	—			$	(298	)		$	(298	)
(a)	At December 31, 2014 and 2013, common/collective trust funds primarily included a mix of short-term investment funds, domestic and international equity investments (including index) and real estate funds.
(b)	Unfunded commitments to purchase limited partnership investments for the plans were $1.2 billion and $1.6 billion for 2014 and 2013, respectively.
(c)	Real assets include investments in productive assets such as agriculture, energy rights, mining and timber properties and exclude raw land to be developed for real estate purposes.
(d)	Corporate debt securities include debt securities of U.S. and non-U.S. corporations.
(e)	Other consists of money markets, exchange-traded funds and participating and non-participating annuity contracts. Money markets and exchange-traded funds are primarily classified within level 1 of the fair value hierarchy given they are valued using market observable prices. Participating and non-participating annuity contracts are classified within level 3 of the fair value hierarchy due to lack of market mechanisms for transferring each policy and surrender restrictions.
(f)	At December 31, 2014 and 2013, the fair value of investments valued at NAV were $2.1 billion and $2.7 billion, respectively, which were classified within the valuation hierarchy as follows: $500 million and $100 million in level 1, $1.6 billion and $1.9 billion in level 2, zero and $700 million in level 3.
(g)	At December 31, 2014 and 2013, excluded U.S. defined benefit pension plan receivables for investments sold and dividends and interest receivables of $106 million and $96 million, respectively.
(h)	At December 31, 2014 and 2013, excluded $241 million and $102 million, respectively, of U.S. defined benefit pension plan payables for investments purchased; and $16 million and $2 million, respectively, of other liabilities.
(i)	There were no assets or liabilities classified as level 3 for the non-U.S. defined benefit pension plans as of December 31, 2014 and 2013.
The Firm’s U.S. OPEB plan was partially funded with COLI policies of $1.9 billion and $1.7 billion at December 31, 2014 and 2013, respectively, which were classified in level 3 of the valuation hierarchy.
Changes in level 3 fair value measurements using significant unobservable inputs
Year ended December 31, 2014		Fair value, January 1, 2014				Actual return on plan assets								Purchases, sales and settlements, net				Transfers in and/or out of level 3				Fair value, December 31, 2014
(in millions)						Realized gains/(losses)				Unrealized gains/(losses)
U.S. defined benefit pension plans
Equities		$	4			$	—			$	—			$	—			$	—			$	4
Common/collective trust funds		4				—				1				3				—				8
Limited partnerships:
Hedge funds		718				193				(180		)		(662		)		8				77
Private equity		1,969				192				173				(126		)		—				2,208
Real estate		558				29				36				(90		)		—				533
Real assets		271				27				(6		)		(90		)		—				202
Total limited partnerships		3,516				441				23				(968		)		8				3,020
Corporate debt securities		7				(2		)		2				4				(2		)		9
Mortgage-backed securities		—				—				—				1				—				1
Other		430				—				(93		)		—				—				337
Total U.S. defined benefit pension plans		$	3,961			$	439			$	(67	)		$	(960	)		$	6			$	3,379
OPEB plans
COLI		$	1,749			$	—			$	154			$	—			$	—			$	1,903
Total OPEB plans		$	1,749			$	—			$	154			$	—			$	—			$	1,903
Year ended December 31, 2013		Fair value, January 1, 2013				Actual return on plan assets								Purchases, sales and settlements, net				Transfers in and/or out of level 3				Fair value, December 31, 2013
(in millions)						Realized gains/(losses)				Unrealized gains/(losses)
U.S. defined benefit pension plans
Equities		$	4			$	—			$	—			$	—			$	—			$	4
Common/collective trust funds		199				59				(32		)		(222		)		—				4
Limited partnerships:
Hedge funds		1,166				137				14				(593		)		(6		)		718
Private equity		1,743				108				170				(4		)		(48		)		1,969
Real estate		467				21				44				26				—				558
Real assets		311				4				12				(98		)		42				271
Total limited partnerships		3,687				270				240				(669		)		(12		)		3,516
Corporate debt securities		1				—				—				—				6				7
Mortgage-backed securities		—				—				—				—				—				—
Other		420				—				10				—				—				430
Total U.S. defined benefit pension plans		$	4,311			$	329			$	218			$	(891	)		$	(6	)		$	3,961
OPEB plans
COLI		$	1,554			$	—			$	195			$	—			$	—			$	1,749
Total OPEB plans		$	1,554			$	—			$	195			$	—			$	—			$	1,749
Year ended December 31, 2012		Fair value, January 1, 2012				Actual return on plan assets								Purchases, sales and settlements, net				Transfers in and/or out of level 3				Fair value, December 31, 2012
(in millions)						Realized gains/(losses)				Unrealized gains/(losses)
U.S. defined benefit pension plans
Equities		$	1			$	—			$	(1	)		$	—			$	4			$	4
Common/collective trust funds		202				2				22				(27		)		—				199
Limited partnerships:
Hedge funds		1,039				1				71				55				—				1,166
Private equity		1,367				59				54				263				—				1,743
Real estate		306				16				1				144				—				467
Real assets		264				—				10				37				—				311
Total limited partnerships		2,976				76				136				499				—				3,687
Corporate debt securities		2				—				—				(1		)		—				1
Mortgage-backed securities		—				—				—				—				—				—
Other		427				—				(7		)		—				—				420
Total U.S. defined benefit pension plans		$	3,608			$	78			$	150			$	471			$	4			$	4,311
OPEB plans
COLI		$	1,427			$	—			$	127			$	—			$	—			$	1,554
Total OPEB plans		$	1,427			$	—			$	127			$	—			$	—			$	1,554
Estimated future benefit payments
The following table presents benefit payments expected to be paid, which include the effect of expected future service, for the years indicated. The OPEB medical and life insurance payments are net of expected retiree contributions.
Year ended December 31,		U.S. defined benefit pension plans				Non-U.S. defined benefit pension plans				OPEB before Medicare Part D subsidy				Medicare Part D subsidy
(in millions)
2015		$	712			$	110			$	73			$	1
2016		765				113				71				1
2017		899				118				70				1
2018		926				128				68				1
2019		966				132				66				1
Years 2020–2024		4,357				746				293				5

Employee_Stock_Based_Incentive

Employee Stock Based Incentives	12 Months Ended
	Dec. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Employee stock-based incentives	Employee stock-based incentives
	Employee stock-based awards
	In 2014, 2013 and 2012, JPMorgan Chase granted long-term stock-based awards to certain employees under its Long-Term Incentive Plan, which was last amended in May 2011 (“LTIP”). Under the terms of the LTIP, as of December 31, 2014, 266 million shares of common stock were available for issuance through May 2015. The LTIP is the only active plan under which the Firm is currently granting stock-based incentive awards. In the following discussion, the LTIP, plus prior Firm plans and plans assumed as the result of acquisitions, are referred to collectively as the “LTI Plans,” and such plans constitute the Firm’s stock-based incentive plans.
	Restricted stock units (“RSUs”) are awarded at no cost to the recipient upon their grant. Generally, RSUs are granted annually and vest at a rate of 50% after two years and 50% after three years and are converted into shares of common stock as of the vesting date. In addition, RSUs typically include full-career eligibility provisions, which allow employees to continue to vest upon voluntary termination, subject to post-employment and other restrictions based on age or service-related requirements. All RSUs awards are subject to forfeiture until vested and contain clawback provisions that may result in cancellation under certain specified circumstances. RSUs entitle the recipient to receive cash payments equivalent to any dividends paid on the underlying common stock during the period the RSUs are outstanding and, as such, are considered participating securities as discussed in Note 24.
	Under the LTI Plans, stock options and stock appreciation rights (“SARs”) have generally been granted with an exercise price equal to the fair value of JPMorgan Chase’s common stock on the grant date. The Firm periodically grants employee stock options to individual employees. There were no material grants of stock options or SARs
	in 2014. Grants of SARs in 2013 and 2012 become exercisable ratably over five years (i.e., 20% per year)
	and contain clawback provisions similar to RSUs. The
	2013 and 2012 grants of SARs contain full-career
	eligibility provisions. SARs generally expire ten years
	after the grant date.
	The Firm separately recognizes compensation expense for each tranche of each award as if it were a separate award with its own vesting date. Generally, for each tranche granted, compensation expense is recognized on a straight-line basis from the grant date until the vesting date of the respective tranche, provided that the employees will not become full-career eligible during the vesting period. For awards with full-career eligibility provisions and awards granted with no future substantive service requirement, the Firm accrues the estimated value of awards expected to be awarded to employees as of the grant date without giving consideration to the impact of post-employment restrictions. For each tranche granted to employees who will become full-career eligible during the vesting period, compensation expense is recognized on a straight-line basis from the grant date until the earlier of the employee’s full-career eligibility date or the vesting date of the respective tranche.
	The Firm’s policy for issuing shares upon settlement of employee stock-based incentive awards is to issue either new shares of common stock or treasury shares. During 2014, 2013 and 2012, the Firm settled all of its employee stock-based awards by issuing treasury shares.
	In January 2008, the Firm awarded to its Chairman and Chief Executive Officer up to 2 million SARs. The terms of this award are distinct from, and more restrictive than, other equity grants regularly awarded by the Firm. On July 15, 2014, the Compensation Committee and Board of Directors determined that all requirements for the vesting of the 2 million SAR awards had been met and thus, the awards became 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 grant). The expense related to this award was dependent on changes in fair value of the SARs through July 15, 2014 (the date when the vested number of SARs were determined), and the cumulative expense was recognized ratably over the service period, which was initially assumed to be five years but, effective in the first quarter of 2013, had been extended to six and one-half years. The Firm recognized $3 million, $14 million and $5 million in compensation expense in 2014, 2013 and 2012, respectively, for this award.
	RSUs, employee stock options and SARs activity
	Compensation expense for RSUs is measured based on the number of shares granted multiplied by the stock price at the grant date, and for employee stock options and SARs, is measured at the grant date using the Black-Scholes valuation model. Compensation expense for these awards is recognized in net income as described previously. The following table summarizes JPMorgan Chase’s RSUs, employee stock options and SARs activity for 2014.
			RSUs						Options/SARs
	Year ended December 31, 2014		Number of		Weighted-average grant				Number of awards			Weighted-average exercise price		Weighted-average remaining contractual life	Aggregate intrinsic value
	(in thousands, except weighted-average data, and where otherwise stated)		shares		date fair value									(in years)
	Outstanding, January 1		121,241		$	41.47			87,075			$	44.24
	Granted		37,817		57.88				101			59.18
	Exercised or vested		(54,265	)	40.67				(24,950	)		36.59
	Forfeited		(4,225	)	47.32				(2,059	)		41.9
	Canceled		NA		NA				(972	)		200.86
	Outstanding, December 31		100,568		$	47.81			59,195			$	45	5.2	$	1,313,939
	Exercisable, December 31		NA		NA				37,171			46.46		4.3	862,374
	The total fair value of RSUs that vested during the years ended December 31, 2014, 2013 and 2012, was $3.2 billion, $2.9 billion and $2.8 billion, respectively. There were no material grants of stock options or SARs in 2014. The weighted-average grant date per share fair value of stock options and SARs granted during the years ended December 31, 2013 and 2012, was $9.58 and $8.89, respectively. The total intrinsic value of options exercised during the years ended December 31, 2014, 2013 and 2012, was $539 million, $507 million and $283 million, respectively.
	Compensation expense
	The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated statements of income.
	Year ended December 31, (in millions)		2014				2013				2012
	Cost of prior grants of RSUs and SARs that are amortized over their applicable vesting periods		$	1,371			$	1,440			$	1,810
	Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees		819				779				735
	Total noncash compensation expense related to employee stock-based incentive plans		$	2,190			$	2,219			$	2,545
	At December 31, 2014, approximately $758 million (pretax) of compensation cost related to unvested awards had not yet been charged to net income. That cost is expected to be amortized into compensation expense over a weighted-average period of 1.0 year. The Firm does not capitalize any compensation cost related to share-based compensation awards to employees.
	Cash flows and tax benefits
	Income tax benefits related to stock-based incentive arrangements recognized in the Firm’s Consolidated statements of income for the years ended December 31, 2014, 2013 and 2012, were $854 million, $865 million and $1.0 billion, respectively.
	The following table sets forth the cash received from the exercise of stock options under all stock-based incentive arrangements, and the actual income tax benefit realized related to tax deductions from the exercise of the stock options.
	Year ended December 31, (in millions)		2014				2013				2012
	Cash received for options exercised		$	63			$	166			$	333
	Tax benefit realized(a)		104				42				53
	(a)	The tax benefit realized from dividends or dividend equivalents paid on equity-classified share-based payment awards that are charged to retained earnings are recorded as an increase to additional paid-in capital and included in the pool of excess tax benefits available to absorb tax deficiencies on share-based payment awards.
	Valuation assumptions
	The following table presents the assumptions used to value employee stock options and SARs granted during the years ended December 31, 2013 and 2012, under the Black-Scholes valuation model. There were no material grants of stock options or SARs for the year ended December 31, 2014.
	Year ended December 31,		2013			2012
	Weighted-average annualized valuation assumptions
	Risk-free interest rate		1.18	%		1.19	%
	Expected dividend yield		2.66			3.15
	Expected common stock price volatility		28			35
	Expected life (in years)		6.6			6.6
	The expected dividend yield is determined using forward-looking assumptions. The expected volatility assumption is derived from the implied volatility of JPMorgan Chase’s stock options. The expected life assumption is an estimate of the length of time that an employee might hold an option or SAR before it is exercised or canceled, and the assumption is based on the Firm’s historical experience.

Noninterest_Expense

Noninterest Expense	12 Months Ended
	Dec. 31, 2014
Noninterest Expense [Abstract]
Noninterest expense	Noninterest expense
	The following table presents the components of noninterest expense.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Compensation expense	$	30,160	$	30,810	$	30,585
	Noncompensation expense:
	Occupancy	3,909		3,693		3,925
	Technology, communications and equipment	5,804		5,425		5,224
	Professional and outside services	7,705		7,641		7,429
	Marketing	2,550		2,500		2,577
	Other(a)(b)	11,146		20,398		14,989
	Total noncompensation expense	31,114		39,657		34,144
	Total noninterest expense	$	61,274	$	70,467	$	64,729
	(a)	Included firmwide legal expense of $2.9 billion, $11.1 billion and $5.0 billion and for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b)	Included FDIC-related expense of $1.0 billion, $1.5 billion and $1.7 billion for the years ended December 31, 2014, 2013 and 2012, respectively.

Securities

Securities	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Securities	Securities
	Securities are classified as trading, AFS or held-to-maturity (“HTM”). Securities classified as trading assets are discussed in Note 3. Predominantly all of the Firm’s AFS and HTM investment securities (the “investment securities portfolio”) are held by CIO in connection with its asset-liability management objectives. At December 31, 2014, 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). AFS securities are carried at fair value on the Consolidated balance sheets. Unrealized gains and losses, after any applicable hedge accounting adjustments, are reported as net increases or decreases to accumulated other comprehensive income/(loss). The specific identification method is used to determine realized gains and losses on AFS securities, which are included in securities gains/(losses) on the Consolidated statements of income. HTM debt securities, which management has the intent and ability to hold until maturity, are carried at amortized cost on the Consolidated balance sheets. For both AFS and HTM debt securities, purchase discounts or premiums are generally amortized into interest income over the contractual life of the security.
	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 AFS to HTM. These securities were transferred at fair value, and the transfer was a non-cash transaction. AOCI included net pretax unrealized losses of $9 million on the securities at the date of transfer. The transfer reflected the Firm’s intent to hold the securities to maturity in order to reduce the impact of price volatility on AOCI and certain capital measures under Basel III.
	Other-than-temporary impairment
	AFS debt and equity securities and HTM debt securities in unrealized loss positions are analyzed as part of the Firm’s ongoing assessment of other-than-temporary impairment (“OTTI”). For most types of debt securities, the Firm considers a decline in fair value to be other-than-temporary when the Firm does not expect to recover the entire amortized cost basis of the security. For beneficial interests in securitizations that are rated below “AA” at their acquisition, or that can be contractually prepaid or otherwise settled in such a way that the Firm would not recover substantially all of its recorded investment, the Firm considers an OTTI to have occurred when there is an adverse change in expected cash flows. For AFS equity securities, the Firm considers a decline in fair value to be other-than-temporary if it is probable that the Firm will not recover its cost basis.
	Potential OTTI is considered using a variety of factors, including the length of time and extent to which the market value has been less than cost; adverse conditions specifically related to the industry, geographic area or financial condition of the issuer or underlying collateral of a security; payment structure of the security; changes to the rating of the security by a rating agency; the volatility of the fair value changes; and the Firm’s intent and ability to hold the security until recovery.
	For AFS debt securities, the Firm recognizes OTTI losses in earnings if the Firm has the intent to sell the debt security, or if it is more likely than not that the Firm will be required to sell the debt security before recovery of its amortized cost basis. In these circumstances the impairment loss is equal to the full difference between the amortized cost basis and the fair value of the securities. For debt securities in an unrealized loss position that the Firm has the intent and ability to hold, the expected cash flows to be received from the securities are evaluated to determine if a credit loss exists. In the event of a credit loss, only the amount of impairment associated with the credit loss is recognized in income. Amounts relating to factors other than credit losses are recorded in OCI.
	The Firm’s cash flow evaluations take into account the factors noted above and expectations of relevant market and economic data as of the end of the reporting period. For securities issued in a securitization, the Firm estimates cash flows considering underlying loan-level data and structural features of the securitization, such as subordination, excess spread, overcollateralization or other forms of credit enhancement, and compares the losses projected for the underlying collateral (“pool losses”) against the level of credit enhancement in the securitization structure to determine whether these features are sufficient to absorb the pool losses, or whether a credit loss exists. The Firm also performs other analyses to support its cash flow projections, such as first-loss analyses or stress scenarios.
	For equity securities, OTTI losses are recognized in earnings if the Firm intends to sell the security. In other cases the Firm considers the relevant factors noted above, as well as the Firm’s intent and ability to retain its investment for a period of time sufficient to allow for any anticipated recovery in market value, and whether evidence exists to support a realizable value equal to or greater than the cost basis. Any impairment loss on an equity security is equal to the full difference between the cost basis and the fair value of the security.
	Realized gains and losses
	The following table presents realized gains and losses and credit losses that were recognized in income from AFS securities.
	Year ended December 31,	2014				2013				2012
	(in millions)
	Realized gains	$	314			$	1,302			$	2,610
	Realized losses	(233		)		(614		)		(457		)
	Net realized gains	81				688				2,153
	OTTI losses
	Credit-related	(2		)		(1		)		(28		)
	Securities the Firm intends to sell(a)	(2		)		(20		)		(15		)
	Total OTTI losses recognized in income	(4		)		(21		)		(43		)
	Net securities gains	$	77			$	667			$	2,110
	(a)	Excludes realized losses on securities sold of $3 million, $12 million and $24 million for the years ended December 31, 2014, 2013 and 2012, 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.
		2014														2013
	December 31, (in millions)	Amortized cost			Gross unrealized gains			Gross unrealized losses				Fair				Amortized cost			Gross unrealized gains		Gross unrealized losses		Fair
												value											value
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies(a)	$	63,089		$	2,302		$	72			$	65,319			$	76,428		$	2,364	$	977	$	77,815
	Residential:
	Prime and Alt-A	5,595			78			29				5,644				2,744			61		27		2,778
	Subprime	677			14			—				691				908			23		1		930
	Non-U.S.	43,550			1,010			—				44,560				57,448			1,314		1		58,761
	Commercial	20,687			438			17				21,108				15,891			560		26		16,425
	Total mortgage-backed securities	133,598			3,842			118				137,322				153,419			4,322		1,032		156,709
	U.S. Treasury and government agencies(a)	13,603			56			14				13,645				21,310			385		306		21,389
	Obligations of U.S. states and municipalities	27,841			2,243			16				30,068				29,741			707		987		29,461
	Certificates of deposit	1,103			1			1				1,103				1,041			1		1		1,041
	Non-U.S. government debt securities	51,492			1,272			21				52,743				55,507			863		122		56,248
	Corporate debt securities	18,158			398			24				18,532				21,043			498		29		21,512
	Asset-backed securities:
	Collateralized loan obligations	30,229			147			182				30,194				28,130			236		136		28,230
	Other	12,442			184			11				12,615				12,062			186		3		12,245
	Total available-for-sale debt securities	288,466			8,143			387				296,222				322,253			7,198		2,616		326,835
	Available-for-sale equity securities	2,513			17			—				2,530				3,125			17		—		3,142
	Total available-for-sale securities	$	290,979		$	8,160		$	387			$	298,752			$	325,378		$	7,215	$	2,616	$	329,977
	Total held-to-maturity securities(b)	$	49,252		$	1,902		$	—			$	51,154			$	24,026		$	22	$	317	$	23,731
	(a)	Includes total U.S. government-sponsored enterprise obligations with fair values of $59.3 billion and $67.0 billion at December 31, 2014 and 2013, respectively, which were predominantly mortgage-related.
	(b)	As of December 31, 2014, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $35.3 billion, MBS issued by U.S. government agencies with an amortized cost of $3.7 billion and obligations of U.S. states and municipalities with an amortized cost of $10.2 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 the investment securities portfolio by aging category at December 31, 2014 and 2013.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	December 31, 2014 (in millions)	Fair value			Gross unrealized losses				Fair value			Gross unrealized losses			Total fair value			Total gross unrealized losses
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies	$	1,118		$	5			$	4,989		$	67		$	6,107		$	72
	Residential:
	Prime and Alt-A	1,840			10				405			19			2,245			29
	Subprime	—			—				—			—			—			—
	Non-U.S.	—			—				—			—			—			—
	Commercial	4,803			15				92			2			4,895			17
	Total mortgage-backed securities	7,761			30				5,486			88			13,247			118
	U.S. Treasury and government agencies	8,412			14				—			—			8,412			14
Obligations of U.S. states and municipalities	1,405			15				130			1			1,535			16
Certificates of deposit	1,050			1				—			—			1,050			1
Non-U.S. government debt securities	4,433			4				906			17			5,339			21
Corporate debt securities	2,492			22				80			2			2,572			24
Asset-backed securities:
Collateralized loan obligations	13,909			76				9,012			106			22,921			182
Other	2,258			11				—			—			2,258			11
Total available-for-sale debt securities	41,720			173				15,614			214			57,334			387
Available-for-sale equity securities	—			—				—			—			—			—
Held-to-maturity securities	—			—				—			—			—			—
Total securities with gross unrealized losses	$	41,720		$	173			$	15,614		$	214		$	57,334		$	387
	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
Other-than-temporary impairment
The following table presents OTTI losses that are included in the securities gains and losses table above.
Year ended December 31,		2014				2013				2012
(in millions)
Debt securities the Firm does not intend to sell that have credit losses
Total OTTI(a)		$	(2	)		$	(1	)		$	(113	)
Losses recorded in/(reclassified from) AOCI		—				—				85
Total credit losses recognized in income		(2		)		(1		)		(28		)
Securities the Firm intends to sell(b)		(2		)		(20		)		(15		)
Total OTTI losses recognized in income		$	(4	)		$	(21	)		$	(43	)
(a)	For initial OTTI, represents the excess of the amortized cost over the fair value of AFS debt securities. For subsequent impairments of the same security, represents additional declines in fair value subsequent to previously recorded OTTI, if applicable.
(b)	Excludes realized losses on securities sold of $3 million, $12 million and $24 million for the years ended December 31, 2014, 2013 and 2012, respectively that had been previously reported as an OTTI loss due to the intention to sell the securities.
Changes in the credit loss component of credit-impaired debt securities
The following table presents a rollforward for the years ended December 31, 2014, 2013 and 2012, 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.
Year ended December 31, (in millions)	2014			2013			2012
Balance, beginning of period	$	1		$	522		$	708
Additions:
Newly credit-impaired securities	2			1			21
Losses reclassified from other comprehensive income on previously credit-impaired securities	—			—			7
Reductions:
Sales and redemptions of credit-impaired securities	—			(522		)	(214		)
Balance, end of period	$	3		$	1		$	522
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 December 31, 2014, the Firm does not intend to sell any securities with a loss position 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 reported in the table above, for which credit losses have been recognized in income, the Firm believes that the securities with an unrealized loss in AOCI are not other-than-temporarily impaired as of December 31, 2014.
Contractual maturities and yields
The following table presents the amortized cost and estimated fair value at December 31, 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
31-Dec-14	year or less									10 years(c)
(in millions)
Available-for-sale debt securities
Mortgage-backed securities(a)
Amortized cost	$	996		$	14,132		$	5,768		$	112,702		$	133,598
Fair value	1,003			14,467			5,974			115,878			137,322
Average yield(b)	2.65		%	1.85		%	3.12		%	2.93		%	2.82		%
U.S. Treasury and government agencies(a)
Amortized cost	$	2,209		$	—		$	10,284		$	1,110		$	13,603
Fair value	2,215			—			10,275			1,155			13,645
Average yield(b)	0.8		%	—		%	0.62		%	0.35		%	0.63		%
Obligations of U.S. states and municipalities
Amortized cost	$	65		$	498		$	1,432		$	25,846		$	27,841
Fair value	66			515			1,508			27,979			30,068
Average yield(b)	2.13		%	4		%	4.93		%	6.78		%	6.63		%
Certificates of deposit
Amortized cost	$	1,052		$	51		$	—		$	—		$	1,103
Fair value	1,050			53			—			—			1,103
Average yield(b)	0.84		%	3.28		%	—		%	—		%	0.95		%
Non-U.S. government debt securities
Amortized cost	$	13,559		$	14,276		$	21,220		$	2,437		$	51,492
Fair value	13,588			14,610			21,957			2,588			52,743
Average yield(b)	3.31		%	2.04		%	1.04		%	1.19		%	1.9		%
Corporate debt securities
Amortized cost	$	3,830		$	9,619		$	4,523		$	186		$	18,158
Fair value	3,845			9,852			4,651			184			18,532
Average yield(b)	2.39		%	2.4		%	2.56		%	3.43		%	2.45		%
Asset-backed securities
Amortized cost	$	—		$	2,240		$	17,439		$	22,992		$	42,671
Fair value	—			2,254			17,541			23,014			42,809
Average yield(b)	—		%	1.66		%	1.75		%	1.73		%	1.73		%
Total available-for-sale debt securities
Amortized cost	$	21,711		$	40,816		$	60,666		$	165,273		$	288,466
Fair value	21,767			41,751			61,906			170,798			296,222
Average yield(b)	2.74		%	2.06		%	1.58		%	3.32		%	2.73		%
Available-for-sale equity securities
Amortized cost	$	—		$	—		$	—		$	2,513		$	2,513
Fair value	—			—			—			2,530			2,530
Average yield(b)	—		%	—		%	—		%	0.25		%	0.25		%
Total available-for-sale securities
Amortized cost	$	21,711		$	40,816		$	60,666		$	167,786		$	290,979
Fair value	21,767			41,751			61,906			173,328			298,752
Average yield(b)	2.74		%	2.06		%	1.58		%	3.28		%	2.71		%
Total held-to-maturity securities
Amortized cost	$	—		$	54		$	487		$	48,711		$	49,252
Fair value	—			54			512			50,588			51,154
Average yield(b)	—		%	4.33		%	4.81		%	3.98		%	3.98		%
(a)	U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at December 31, 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 five years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and four years for nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie

Securities Financing Activities	12 Months Ended
	Dec. 31, 2014
Securities Financing Transactions Disclosures [Abstract]
Securities financing activities	Securities financing activities
	JPMorgan Chase enters into resale agreements, repurchase agreements, securities borrowed transactions and securities loaned transactions (collectively, “securities financing agreements”) primarily to finance the Firm’s inventory positions, acquire securities to cover short positions, accommodate customers’ financing needs, and settle other securities obligations.
	Securities financing agreements are treated as collateralized financings on the Firm’s Consolidated balance sheets. Resale and repurchase agreements are generally carried at the amounts at which the securities will be subsequently sold or repurchased. Securities borrowed and securities loaned transactions are generally carried at the amount of cash collateral advanced or received. Where appropriate under applicable accounting guidance, resale and repurchase agreements with the same counterparty are reported on a net basis. For further discussion of the offsetting of assets and liabilities, see Note 1. Fees received and paid in connection with securities financing agreements are recorded in interest income and interest expense on the Consolidated statements of income.
	The Firm has elected the fair value option for certain securities financing agreements. For further information regarding the fair value option, see Note 4. The securities financing agreements for which the fair value option has been elected are reported within securities purchased under resale agreements; securities loaned or sold under repurchase agreements; and securities borrowed on the Consolidated balance sheets. Generally, for agreements carried at fair value, current-period interest accruals are recorded within interest income and interest expense, with changes in fair value reported in principal transactions revenue. However, for financial instruments containing embedded derivatives that would be separately accounted for in accordance with accounting guidance for hybrid instruments, all changes in fair value, including any interest elements, are reported in principal transactions revenue.
	The following table presents as of December 31, 2014 and 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.
		2014										2013
	December 31, (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	$	341,989	$	(142,719	)	$	199,270				$	354,814		$	(115,408	)	$	239,406
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	15,751					15,751					8,279						8,279
	Total securities purchased under resale agreements	$	357,740	$	(142,719	)	$	215,021		(a)		$	363,093		$	(115,408	)	$	247,685		(a)
	Securities borrowed	$	110,435	N/A			$	110,435		(b)(c)		$	111,465		N/A			$	111,465		(b)(c)
	(a)	At December 31, 2014 and 2013, included securities purchased under resale agreements of $28.6 billion and $25.1 billion, respectively, accounted for at fair value.
	(b)	At December 31, 2014 and 2013, included securities borrowed of $992 million and $3.7 billion, respectively, accounted for at fair value.
	(c)	Included $28.0 billion and $26.9 billion at December 31, 2014 and 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 December 31, 2014 and 2013, regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		2014													2013
					Amounts not nettable on the Consolidated balance sheets(a)														Amounts not nettable on the Consolidated balance sheets(a)
	December 31, (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	$	199,270		$	(196,136	)	$	(232	)	$	2,902			$	239,406			$	(234,495	)	$	(98	)	$	4,813
	Securities borrowed	$	82,464		$	(80,267	)	$	—		$	2,197			$	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 December 31, 2014 and 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.
		2014									2013
	December 31, (in millions)	Gross liability balance		Amounts netted on the Consolidated balance sheets			Net liability balance				Gross liability balance				Amounts netted on the Consolidated balance sheets			Net liability balance
	Securities sold under repurchase agreements
	Securities sold under repurchase agreements with an appropriate legal opinion	$	289,619	$	(142,719	)	$	146,900			$	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)	22,906					22,906				18,143			(f)				18,143			(f)
	Total securities sold under repurchase agreements	$	312,525	$	(142,719	)	$	169,806		(c)	$	275,773			$	(115,408	)	$	160,365		(c)
	Securities loaned(b)	$	25,927	N/A			$	25,927		(d)(e)	$	25,769			N/A			$	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 $4.1 billion and $5.8 billion at December 31, 2014 and 2013, respectively, when acting as lender and as presented within other liabilities in the Consolidated balance sheets.
	(c)	At December 31, 2014 and 2013, included securities sold under repurchase agreements of $3.0 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 at December 31, 2014.
	(e)	Included $537 million and $397 million at December 31, 2014 and 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 December 31, 2014 and 2013, regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		2014													2013
					Amounts not nettable on the Consolidated balance sheets(a)														Amounts not nettable on the Consolidated balance sheets(a)
	December 31, (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	$	146,900		$	(143,985	)	$	(363	)	$	2,552			$	142,222		(d)	$	(139,051	)	(d)	$	(450	)	$	2,721
	Securities loaned	$	25,390		$	(25,040	)	$	—		$	350			$	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.
	JPMorgan Chase’s policy is to take possession, where possible, of securities purchased under resale agreements and of securities borrowed. The Firm monitors the value of the underlying securities (primarily G7 government securities, U.S. agency securities and agency MBS, and equities) that it has received from its counterparties and either requests additional collateral or returns a portion of the collateral when appropriate in light of the market value of the underlying securities. Margin levels are established initially based upon the counterparty and type of collateral and monitored on an ongoing basis to protect against declines in collateral value in the event of default. JPMorgan Chase typically enters into master netting agreements and other collateral arrangements with its resale agreement and securities borrowed counterparties, which provide for the right to liquidate the purchased or borrowed securities in the event of a customer default. As a result of the Firm’s credit risk mitigation practices with respect to resale and securities borrowed agreements as described above, the Firm did not hold any reserves for credit impairment with respect to these agreements as of December 31, 2014 and 2013.
	For further information regarding assets pledged and collateral received in securities financing agreements, see Note 30.
	Transfers not qualifying for sale accounting
	In addition, at December 31, 2014 and 2013, the Firm held $13.8 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 predominantly recorded in other borrowed funds on the Consolidated balance sheets.

Loans

Loans	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable Disclosure [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
	The following provides a detailed accounting discussion of these loan categories:
	Loans held-for-investment (other than PCI loans)
	Originated or purchased loans held-for-investment, other than PCI loans, are measured at the principal amount outstanding, net of the following: allowance for loan losses; net charge-offs; interest applied to principal (for loans accounted for on the cost recovery method); unamortized discounts and premiums; and net deferred loan fees or costs. Credit card loans also include billed finance charges and fees net of an allowance for uncollectible amounts.
	Interest income
	Interest income on performing loans held-for-investment, other than PCI loans, is accrued and recognized as interest income at the contractual rate of interest. Purchase price discounts or premiums, as well as net deferred loan fees or costs, are amortized into interest income over the life of the loan to produce a level rate of return.
	Nonaccrual loans
	Nonaccrual loans are those on which the accrual of interest has been suspended. Loans (other than credit card loans and certain consumer loans insured by U.S. government agencies) are placed on nonaccrual status and considered nonperforming when full payment of principal and interest is in doubt, or when principal and interest has been in default for a period of 90 days or more, unless the loan is both well-secured and in the process of collection. A loan is determined to be past due when the minimum payment is not received from the borrower by the contractually specified due date or for certain loans (e.g., residential real estate loans), when a monthly payment is due and unpaid for 30 days or more. Finally, collateral-dependent loans are typically maintained on nonaccrual status.
	On the date a loan is placed on nonaccrual status, all interest accrued but not collected is reversed against interest income. In addition, the amortization of deferred amounts is suspended. Interest income on nonaccrual loans may be recognized as cash interest payments are received (i.e., on a cash basis) if the recorded loan balance is deemed fully collectible; however, if there is doubt regarding the ultimate collectibility of the recorded loan balance, all interest cash receipts are applied to reduce the carrying value of the loan (the cost recovery method). For consumer loans, application of this policy typically results in the Firm recognizing interest income on nonaccrual consumer loans on a cash basis.
	A loan may be returned to accrual status when repayment is reasonably assured and there has been demonstrated performance under the terms of the loan or, if applicable, the terms of the restructured loan.
	As permitted by regulatory guidance, credit card loans are generally exempt from being placed on nonaccrual status; accordingly, interest and fees related to credit card loans continue to accrue until the loan is charged off or paid in full. However, the Firm separately establishes an allowance for the estimated uncollectible portion of accrued interest and fee income on credit card loans. The allowance is established with a charge to interest income and is reported as an offset to loans.
	Allowance for loan losses
	The allowance for loan losses represents the estimated probable credit losses inherent in the held-for-investment loan portfolio at the balance sheet date. Changes in the allowance for loan losses are recorded in the provision for credit losses on the Firm’s Consolidated statements of income. See Note 15 for further information on the Firm’s accounting policies for the allowance for loan losses.
	Charge-offs
	Consumer loans, other than risk-rated business banking, risk-rated auto and PCI loans, are generally charged off or charged down to the net realizable value of the underlying collateral (i.e., fair value less costs to sell), with an offset to the allowance for loan losses, upon reaching specified stages of delinquency in accordance with standards established by the Federal Financial Institutions Examination Council (“FFIEC”). Residential real estate loans, non-modified credit card loans and scored business banking loans are generally charged off at 180 days past due. In the second quarter of 2013, the Firm revised its policy to charge-off modified credit card loans that do not comply with their modified payment terms at 120 days past due rather than 180 days past due. Auto and student loans are charged off no later than 120 days past due.
	Certain consumer loans will be charged off earlier than the FFIEC charge-off standards in certain circumstances as follows:
	•	A charge-off is recognized when a loan is modified in a TDR if the loan is determined to be collateral-dependent. A loan is considered to be collateral-dependent when repayment of the loan is expected to be provided solely by the underlying collateral, rather than by cash flows from the borrower’s operations, income or other resources.
	•	Loans to borrowers who have experienced an event (e.g., bankruptcy) that suggests a loss is either known or highly certain are subject to accelerated charge-off standards. Residential real estate and auto loans are charged off when the loan becomes 60 days past due, or sooner if the loan is determined to be collateral-dependent. Credit card and scored business banking loans are charged off within 60 days of receiving notification of the bankruptcy filing or other event. Student loans are generally charged off when the loan becomes 60 days past due after receiving notification of a bankruptcy.
	•	Auto loans are written down to net realizable value upon repossession of the automobile and after a redemption period (i.e., the period during which a borrower may cure the loan) has passed.
	Other than in certain limited circumstances, the Firm typically does not recognize charge-offs on government-guaranteed loans.
	Wholesale loans, risk-rated business banking loans and risk-rated auto loans are charged off when it is highly certain that a loss has been realized, including situations where a loan is determined to be both impaired and collateral-dependent. The determination of whether to recognize a charge-off includes many factors, including the prioritization of the Firm’s claim in bankruptcy, expectations of the workout/restructuring of the loan and valuation of the borrower’s equity or the loan collateral.
	When a loan is charged down to the estimated net realizable value, the determination of the fair value of the collateral depends on the type of collateral (e.g., securities, real estate). In cases where the collateral is in the form of liquid securities, the fair value is based on quoted market prices or broker quotes. For illiquid securities or other financial assets, the fair value of the collateral is estimated using a discounted cash flow model.
	For residential real estate loans, collateral values are based upon external valuation sources. When it becomes likely that a borrower is either unable or unwilling to pay, the Firm obtains a broker’s price opinion of the home based on an exterior-only valuation (“exterior opinions”), which is then updated at least every six months thereafter. As soon as practicable after the Firm receives the property in satisfaction of a debt (e.g., by taking legal title or physical possession), generally, either through foreclosure or upon the execution of a deed in lieu of foreclosure transaction with the borrower, the Firm obtains an appraisal based on an inspection that includes the interior of the home (“interior appraisals”). Exterior opinions and interior appraisals are discounted based upon the Firm’s experience with actual liquidation values as compared to the estimated values provided by exterior opinions and interior appraisals, considering state- and product-specific factors.
	For commercial real estate loans, collateral values are generally based on appraisals from internal and external valuation sources. Collateral values are typically updated every six to twelve months, either by obtaining a new appraisal or by performing an internal analysis, in accordance with the Firm’s policies. The Firm also considers both borrower- and market-specific factors, which may result in obtaining appraisal updates or broker price opinions at more frequent intervals.
	Loans held-for-sale
	Held-for-sale loans are measured at the lower of cost or fair value, with valuation changes recorded in noninterest revenue. For consumer loans, the valuation is performed on a portfolio basis. For wholesale loans, the valuation is performed on an individual loan basis.
	Interest income on loans held-for-sale is accrued and recognized based on the contractual rate of interest.
	Loan origination fees or costs and purchase price discounts or premiums are deferred in a contra loan account until the related loan is sold. The deferred fees and discounts or premiums are an adjustment to the basis of the loan and therefore are included in the periodic determination of the lower of cost or fair value adjustments and/or the gain or loss recognized at the time of sale.
	Held-for-sale loans are subject to the nonaccrual policies described above.
	Because held-for-sale loans are recognized at the lower of cost or fair value, the Firm’s allowance for loan losses and charge-off policies do not apply to these loans.
	Loans at fair value
	Loans used in a market-making strategy or risk managed on a fair value basis are measured at fair value, with changes in fair value recorded in noninterest revenue.
	For these loans, the earned current contractual interest payment is recognized in interest income. Changes in fair value are recognized in noninterest revenue. Loan origination fees are recognized upfront in noninterest revenue. Loan origination costs are recognized in the associated expense category as incurred.
	Because these loans are recognized at fair value, the Firm’s nonaccrual, allowance for loan losses, and charge-off policies do not apply to these loans.
	See Note 4 for further information on the Firm’s elections of fair value accounting under the fair value option. See Note 3 and Note 4 for further information on loans carried at fair value and classified as trading assets.
	PCI loans
	PCI loans held-for-investment are initially measured at fair value. PCI loans have evidence of credit deterioration since the loan’s origination date and therefore it is probable, at acquisition, that all contractually required payments will not be collected. Because PCI loans are initially measured at fair value, which includes an estimate of future credit losses, no allowance for loan losses related to PCI loans is recorded at the acquisition date. See page 251 of this Note for information on accounting for PCI loans subsequent to their acquisition.
	Loan classification changes
	Loans in the held-for-investment portfolio that management decides to sell are transferred to the held-for-sale portfolio at the lower of cost or fair value on the date of transfer. Credit-related losses are charged against the allowance for loan losses; non-credit related losses such as those due to changes in interest rates or foreign currency exchange rates are recognized in noninterest revenue.
	In the event that management decides to retain a loan in the held-for-sale portfolio, the loan is transferred to the held-for-investment portfolio at the lower of cost or fair value on the date of transfer. These loans are subsequently assessed for impairment based on the Firm’s allowance methodology. For a further discussion of the methodologies used in establishing the Firm’s allowance for loan losses, see Note 15.
	Loan modifications
	The Firm seeks to modify certain loans in conjunction with its loss-mitigation activities. Through the modification, JPMorgan Chase grants one or more concessions to a borrower who is experiencing financial difficulty in order to minimize the Firm’s economic loss, avoid foreclosure or repossession of the collateral, and to ultimately maximize payments received by the Firm from the borrower. The concessions granted vary by program and by borrower-specific characteristics, and may include interest rate reductions, term extensions, payment deferrals, principal forgiveness, or the acceptance of equity or other assets in lieu of payments.
	Such modifications are accounted for and reported as troubled debt restructurings (“TDRs”). A loan that has been modified in a TDR is generally considered to be impaired until it matures, is repaid, or is otherwise liquidated, regardless of whether the borrower performs under the modified terms. In certain limited cases, the effective interest rate applicable to the modified loan is at or above the current market rate at the time of the restructuring. In such circumstances, and assuming that the loan subsequently performs under its modified terms and the Firm expects to collect all contractual principal and interest cash flows, the loan is disclosed as impaired and as a TDR only during the year of the modification; in subsequent years, the loan is not disclosed as an impaired loan or as a TDR so long as repayment of the restructured loan under its modified terms is reasonably assured.
	Loans, except for credit card loans, modified in a TDR are generally placed on nonaccrual status, although in many cases such loans were already on nonaccrual status prior to modification. These loans may be returned to performing status (the accrual of interest is resumed) if the following criteria are met: (a) the borrower has performed under the modified terms for a minimum of six months and/or six payments, and (b) the Firm has an expectation that repayment of the modified loan is reasonably assured based on, for example, the borrower’s debt capacity and level of future earnings, collateral values, loan-to-value (“LTV”) ratios, and other current market considerations. In certain limited and well-defined circumstances in which the loan is current at the modification date, such loans are not placed on nonaccrual status at the time of modification.
	Because loans modified in TDRs are considered to be impaired, these loans are measured for impairment using the Firm’s established asset-specific allowance methodology, which considers the expected re-default rates for the modified loans. A loan modified in a TDR remains subject to the asset-specific allowance methodology throughout its remaining life, regardless of whether the loan is performing and has been returned to accrual status and/or the loan has been removed from the impaired loans disclosures (i.e., loans restructured at market rates). For further discussion of the methodology used to estimate the Firm’s asset-specific allowance, see Note 15.
	Foreclosed property
	The Firm acquires property from borrowers through loan restructurings, workouts, and foreclosures. Property acquired may include real property (e.g., residential real estate, land, and buildings) and commercial and personal property (e.g., automobiles, aircraft, railcars, and ships).
	The Firm recognizes foreclosed property upon receiving assets in satisfaction of a loan (e.g., by taking legal title or physical possession). For loans collateralized by real property, the Firm generally recognizes the asset received at foreclosure sale or upon the execution of a deed in lieu of foreclosure transaction with the borrower. Foreclosed assets are reported in other assets on the Consolidated balance sheets and initially recognized at fair value less costs to sell. Each quarter the fair value of the acquired property is reviewed and adjusted, if necessary, to the lower of cost or fair value. Subsequent adjustments to fair value are charged/credited to noninterest revenue. Operating expense, such as real estate taxes and maintenance, are charged to other expense.
	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, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate.
(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, AM and Corporate. Excludes prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. Classes are internally defined and may not align with regulatory definitions.
(d)	Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 for additional information on SPEs.
The following tables summarize the Firm’s loan balances by portfolio segment.
December 31, 2014	Consumer, excluding credit card					Credit card(a)					Wholesale					Total
(in millions)
Retained		$	294,979				$	128,027				$	324,502				$	747,508		(b)
Held-for-sale		395					3,021					3,801					7,217
At fair value		—					—					2,611					2,611
Total		$	295,374				$	131,048				$	330,914				$	757,336
December 31, 2013	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 $1.3 billion and $1.9 billion at December 31, 2014 and 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
Year ended December 31,		Consumer, excluding					Credit card					Wholesale					Total
(in millions)		credit card
Purchases			$	7,434		(a)(b)		$	—				$	885				$	8,319
Sales			6,655					291					7,381					14,327
Retained loans reclassified to held-for-sale			1,190					3,039					581					4,810
			2013
Year ended December 31,		Consumer, excluding					Credit card					Wholesale					Total
(in millions)		credit card
Purchases			$	7,616		(a)(b)		$	328				$	697				$	8,641
Sales			4,845					—					4,232					9,077
Retained loans reclassified to held-for-sale			1,261					309					5,641					7,211
			2012
Year ended December 31,		Consumer, excluding					Credit card					Wholesale					Total
(in millions)		credit card
Purchases			$	6,601		(a)(b)		$	—				$	827				$	7,428
Sales			1,852					—					3,423					5,275
Retained loans reclassified to held-for-sale			—					1,043					504					1,547
(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 $15.1 billion, $5.7 billion and $1.4 billion for the years ended December 31, 2014, 2013 and 2012, respectively.
The following table provides information about gains and losses, including lower of cost or fair value adjustments, on loan sales by portfolio segment.
Year ended December 31, (in millions)	2014			2013			2012
Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)(a)
Consumer, excluding credit card	$	341		$	313		$	122
Credit card	(241		)	3			(9		)
Wholesale	101			(76		)	180
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	201		$	240		$	293
(a)	Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [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.
	December 31, (in millions)	2014			2013
	Residential real estate – excluding PCI
	Home equity:
	Senior lien	$	16,367		$	17,113
	Junior lien	36,375			40,750
	Mortgages:
	Prime, including option ARMs	104,921			87,162
	Subprime	5,056			7,104
	Other consumer loans
	Auto	54,536			52,757
	Business banking	20,058			18,951
	Student and other	10,970			11,557
	Residential real estate – PCI
	Home equity	17,095			18,927
	Prime mortgage	10,220			12,038
	Subprime mortgage	3,673			4,175
	Option ARMs	15,708			17,915
	Total retained loans	$	294,979		$	288,449
	Delinquency rates are a primary credit quality indicator for consumer loans. Loans that are more than 30 days past due provide an early warning of borrowers who may be experiencing financial difficulties and/or who may be unable or unwilling to repay the loan. As the loan continues to age, it becomes more clear that the borrower is likely either unable or unwilling to pay. In the case of residential real estate loans, late-stage delinquencies (greater than 150 days past due) are a strong indicator of loans that will ultimately result in a foreclosure or similar liquidation transaction. In addition to delinquency rates, other credit quality indicators for consumer loans vary based on the class of loan, as follows:
	•	For residential real estate loans, including both non-PCI and PCI portfolios, the current estimated LTV ratio, or the combined LTV ratio in the case of junior lien loans, is an indicator of the potential loss severity in the event of default. Additionally, LTV or combined LTV can provide insight into a borrower’s continued willingness to pay, as the delinquency rate of high-LTV loans tends to be greater than that for loans where the borrower has equity in the collateral. The geographic distribution of the loan collateral also provides insight as to the credit quality of the portfolio, as factors such as the regional economy, home price changes and specific events such as natural disasters, will affect credit quality. The borrower’s current or “refreshed” FICO score is a secondary credit-quality indicator for certain loans, as FICO scores are an indication of the borrower’s credit payment history. Thus, a loan to a borrower with a low FICO score (660 or below) is considered to be of higher risk than a loan to a borrower with a high FICO score. Further, a loan to a borrower with a high LTV ratio and a low FICO score is at greater risk of default than a loan to a borrower that has both a high LTV ratio and a high FICO score.
	•	For scored auto, scored business banking and student loans, geographic distribution is an indicator of the credit performance of the portfolio. Similar to residential real estate loans, geographic distribution provides insights into the portfolio performance based on regional economic activity and events.
	•	Risk-rated business banking and auto loans are similar to wholesale loans in that the primary credit quality indicators are the risk rating that is assigned to the loan and whether the loans are considered to be criticized and/or nonaccrual. Risk ratings are reviewed on a regular and ongoing basis by Credit Risk Management and are adjusted as necessary for updated information about borrowers’ ability to fulfill their obligations. For further information about risk-rated wholesale loan credit quality indicators, see page 255 of this Note.
	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
	December 31,	Senior lien							Junior lien							Prime, including option ARMs							Subprime							Total residential real estate – excluding PCI
	(in millions, except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loan delinquency(a)
	Current	$	15,730		$	16,470			$	35,575		$	39,864			$	93,951		$	76,108			$	4,296		$	5,956			$	149,552		$	138,398
	30–149 days past due	275			298				533			662				4,091			3,155				489			646				5,388			4,761
	150 or more days past due	362			345				267			224				6,879			7,899				271			502				7,779			8,970
	Total retained loans	$	16,367		$	17,113			$	36,375		$	40,750			$	104,921		$	87,162			$	5,056		$	7,104			$	162,719		$	152,129
	% of 30+ days past due to total retained loans(b)	3.89		%	3.76		%		2.2		%	2.17		%		1.42		%	2.32		%		15.03		%	16.16		%		2.27		%	3.09		%
	90 or more days past due and still accruing	$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—
	90 or more days past due and government guaranteed(c)	—			—				—			—				7,544			7,823				—			—				7,544			7,823
	Nonaccrual loans	938			932				1,590			1,876				2,190			2,666				1,036			1,390				5,754			6,864
	Current estimated LTV ratios(d)(e)(f)(g)
	Greater than 125% and refreshed FICO scores:
	Equal to or greater than 660	$	21		$	40			$	467		$	1,101			$	120		$	236			$	10		$	52			$	618		$	1,429
	Less than 660	10			22				138			346				103			281				51			197				302			846
	101% to 125% and refreshed FICO scores:
	Equal to or greater than 660	134			212				3,149			4,645				648			1,210				118			249				4,049			6,316
	Less than 660	69			107				923			1,407				340			679				298			597				1,630			2,790
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	633			858				6,481			7,995				3,863			4,749				432			614				11,409			14,216
	Less than 660	226			326				1,780			2,128				1,026			1,590				770			1,141				3,802			5,185
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	13,048			13,186				20,030			19,732				81,805			59,634				1,586			1,961				116,469			94,513
	Less than 660	2,226			2,362				3,407			3,396				4,906			5,071				1,791			2,293				12,330			13,122
	U.S. government-guaranteed	—			—				—			—				12,110			13,712				—			—				12,110			13,712
	Total retained loans	$	16,367		$	17,113			$	36,375		$	40,750			$	104,921		$	87,162			$	5,056		$	7,104			$	162,719		$	152,129
	Geographic region
	California	$	2,232		$	2,397			$	8,144		$	9,240			$	28,133		$	21,876			$	718		$	1,069			$	39,227		$	34,582
	New York	2,805			2,732				7,685			8,429				16,550			14,085				677			942				27,717			26,188
	Illinois	1,306			1,248				2,605			2,815				6,654			5,216				207			280				10,772			9,559
	Florida	861			847				1,923			2,167				5,106			4,598				632			885				8,522			8,497
	Texas	1,845			2,044				1,087			1,199				4,935			3,565				177			220				8,044			7,028
	New Jersey	654			630				2,233			2,442				3,361			2,679				227			339				6,475			6,090
	Arizona	927			1,019				1,595			1,827				1,805			1,385				112			144				4,439			4,375
Washington	506			555				1,216			1,378				2,410			1,951				109			150				4,241			4,034
Michigan	736			799				848			976				1,203			998				121			178				2,908			2,951
Ohio	1,150			1,298				778			907				615			466				112			161				2,655			2,832
All other(h)	3,345			3,544				8,261			9,370				34,149			30,343				1,964			2,736				47,719			45,993
Total retained loans	$	16,367		$	17,113			$	36,375		$	40,750			$	104,921		$	87,162			$	5,056		$	7,104			$	162,719		$	152,129
(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.6 billion and $4.7 billion; 30–149 days past due included $3.5 billion and $2.4 billion; and 150 or more days past due included $6.0 billion and $6.6 billion at December 31, 2014 and 2013, respectively.
(b)	At December 31, 2014 and 2013, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $9.5 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 December 31, 2014 and 2013, these balances included $4.2 billion and $4.7 billion, respectively, of loans that are no longer accruing interest because interest has been curtailed by the U.S. government agencies although, in predominantly all cases, 100% of the principal is still insured. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate.
(d)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates.
(e)	Junior lien represents combined LTV, which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property.
(f)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
(g)	The prior period prime, including option ARMs have been revised. This revision had no impact on the Firm’s Consolidated balance sheets or its results of operations.
(h)	At December 31, 2014 and 2013, included mortgage loans insured by U.S. government agencies of $12.1 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 December 31, 2014 and 2013.
		Delinquencies																Total 30+ day delinquency rate
31-Dec-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)		$	233			$	69			$	141			$	25,252			1.75	%
Beyond the revolving period		108				37				107				7,979				3.16
HELOANs		66				20				19				3,144				3.34
Total		$	407			$	126			$	267			$	36,375			2.2	%
		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)		$	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 TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15.
	Home equity														Mortgages														Total residential
																													real estate
December 31,	Senior lien							Junior lien							Prime, including							Subprime							– excluding PCI
(in millions)															option ARMs
	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Impaired loans
With an allowance	$	552		$	567			$	722		$	727			$	4,949		$	5,871			$	2,239		$	2,989			$	8,462		$	10,154
Without an allowance(a)	549			579				582			592				1,196			1,133				639			709				2,966			3,013
Total impaired loans(b)(c)	$	1,101		$	1,146			$	1,304		$	1,319			$	6,145		$	7,004			$	2,878		$	3,698			$	11,428		$	13,167
Allowance for loan losses related to impaired loans	$	84		$	94			$	147		$	162			$	127		$	144			$	64		$	94			$	422		$	494
Unpaid principal balance of impaired loans(d)	1,451			1,515				2,603			2,625				7,813			8,990				4,200			5,461				16,067			18,591
Impaired loans on nonaccrual status(e)	628			641				632			666				1,559			1,737				931			1,127				3,750			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. At December 31, 2014, Chapter 7 residential real estate loans included approximately 19% of senior lien home equity, 12% of junior lien home equity, 25% of prime mortgages, including option ARMs, and 18% of subprime mortgages that were 30 days or more past due.
(b)	At December 31, 2014 and 2013, $4.9 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 December 31, 2014 and 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 December 31, 2014 and 2013, nonaccrual loans included $2.9 billion and $3.0 billion, respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework on pages 238–240 of this Note.
The following table presents average impaired loans and the related interest income reported by the Firm.
Year ended December 31,	Average impaired loans										Interest income on										Interest income on impaired
											impaired loans(a)										loans on a cash basis(a)
(in millions)	2014			2013			2012				2014			2013			2012				2014			2013			2012
Home equity
Senior lien	$	1,122		$	1,151		$	610			$	55		$	59		$	27			$	37		$	40		$	12
Junior lien	1,313			1,297			848				82			82			42				53			55			16
Mortgages
Prime, including option ARMs	6,730			7,214			5,989				262			280			238				54			59			28
Subprime	3,444			3,798			3,494				182			200			183				51			55			31
Total residential real estate – excluding PCI	$	12,609		$	13,460		$	10,941			$	581		$	621		$	490			$	195		$	209		$	87
(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.
Modifications of residential real estate loans, excluding PCI loans, are generally accounted for and reported as TDRs. There were no additional commitments to lend to borrowers whose residential real estate loans, excluding PCI loans, have been modified in TDRs.
The following table presents new TDRs reported by the Firm.
Year ended December 31,	2014			2013			2012
(in millions)
Home equity:
Senior lien	$	110		$	210		$	835
Junior lien	211			388			711
Mortgages:
Prime, including option ARMs	287			770			2,918
Subprime	124			319			1,043
Total residential real estate – excluding PCI	$	732		$	1,687		$	5,507
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 table provides information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt.
Year ended Dec. 31,	Home equity														Mortgages														Total residential real estate
	Senior lien							Junior lien							Prime, including							Subprime							- excluding PCI
															option ARMs
	2014		2013		2012			2014		2013		2012			2014		2013		2012			2014		2013		2012			2014		2013		2012
Number	939		1,719		1,695			626		884		918			1,052		2,846		3,895			2,056		4,233		4,841			4,673		9,682		11,349
of loans approved
for a trial modification
Number	1,171		1,765		4,385			2,813		5,040		7,430			2,507		4,356		9,043			3,141		5,364		9,964			9,632		16,525		30,822
of loans permanently modified
Concession granted:(a)
Interest rate reduction	53	%	70	%	83	%		84	%	88	%	88	%		43	%	73	%	74	%		47	%	72	%	69	%		58	%	77	%	77	%
Term or payment extension	67		76		47			83		80		76			51		73		57			53		56		41			63		70		55
Principal and/or interest deferred	16		12		6			23		24		17			19		30		16			12		13		7			18		21		12
Principal forgiveness	36		38		11			22		32		23			51		38		29			53		48		42			41		39		29
Other(b)	—		—		—			—		—		—			10		23		29			10		14		8			6		11		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 table provides 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 table presents only the financial effects of permanent modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt.
Year ended	Home equity																				Mortgages																				Total residential real estate – excluding PCI
December 31,	Senior lien										Junior lien										Prime, including										Subprime
(in millions, except weighted-average data and number of loans)																					option ARMs
	2014			2013			2012				2014			2013			2012				2014			2013			2012				2014			2013			2012				2014			2013			2012
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.38		%	6.35		%	7.2		%		4.81		%	5.05		%	5.45		%		4.82		%	5.28		%	6.14		%		7.16		%	7.33		%	7.73		%		5.61		%	5.88		%	6.57		%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.03			3.23			4.61				2			2.14			1.94				2.69			2.77			3.67				3.37			3.52			4.14				2.78			2.92			3.69
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17			19			18				19			20			20				25			25			25				24			24			24				23			23			24
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30			31			28				35			34			32				37			37			36				36			35			32				36			36			34
Charge-offs recognized upon permanent modification	$	2		$	7		$	8			$	25		$	70		$	65			$	9		$	16		$	35			$	3		$	5		$	29			$	39		$	98		$	137
Principal deferred	5			7			4				11			24			23				39			129			133				19			43			43				74			203			203
Principal forgiven	14			30			20				21			51			58				83			206			249				89			218			324				207			505			651
Balance of loans that redefaulted within one year of permanent modification(a)	$	19		$	26		$	30			$	10		$	20		$	46			$	121		$	164		$	255			$	93		$	106		$	156			$	243		$	316		$	487
(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.
At December 31, 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, 8 years for junior lien home equity, 9 years for prime mortgages, including option ARMs, and 8 years for subprime mortgage. 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 December 31, 2014 and 2013, the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $1.5 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.
December 31,	Auto								Business banking							Student and other								Total other consumer
(in millions, except ratios)	2014				2013				2014			2013				2014				2013				2014				2013
Loan delinquency(a)
Current	$	53,866			$	52,152			$	19,710		$	18,511			$	10,080			$	10,529			$	83,656			$	81,192
30–119 days past due	663				599				208			280				576				660				1,447				1,539
120 or more days past due	7				6				140			160				314				368				461				534
Total retained loans	$	54,536			$	52,757			$	20,058		$	18,951			$	10,970			$	11,557			$	85,564			$	83,265
% of 30+ days past due to total retained loans	1.23		%		1.15		%		1.73		%	2.32		%		2.15		%	(d)	2.52		%	(d)	1.47		%	(d)	1.6		%	(d)
90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	367			$	428			$	367			$	428
Nonaccrual loans	115				161				279			385				270				86				664				632
Geographic region
California	$	6,294			$	5,615			$	3,008		$	2,374			$	1,143			$	1,112			$	10,445			$	9,101
New York	3,662				3,898				3,187			3,084				1,259				1,218				8,108				8,200
Illinois	3,175				2,917				1,373			1,341				729				740				5,277				4,998
Florida	2,301				2,012				827			646				521				539				3,649				3,197
Texas	5,608				5,310				2,626			2,646				868				878				9,102				8,834
New Jersey	1,945				2,014				451			392				378				397				2,774				2,803
Arizona	2,003				1,855				1,083			1,046				239				252				3,325				3,153
Washington	1,019				950				258			234				235				227				1,512				1,411
Michigan	1,633				1,902				1,375			1,383				466				513				3,474				3,798
Ohio	2,157				2,229				1,354			1,316				629				708				4,140				4,253
All other	24,739				24,055				4,516			4,489				4,503				4,973				33,758				33,517
Total retained loans	$	54,536			$	52,757			$	20,058		$	18,951			$	10,970			$	11,557			$	85,564			$	83,265
Loans by risk ratings(c)
Noncriticized	$	9,822			$	9,968			$	14,619		$	13,622			NA				NA				$	24,441			$	23,590
Criticized performing	35				54				708			711				NA				NA				743				765
Criticized nonaccrual	—				38				213			316				NA				NA				213				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 $4.3 billion and $4.9 billion; 30-119 days past due included $364 million and $387 million; and 120 or more days past due included $290 million and $350 million at December 31, 2014 and 2013, respectively.
(b)	These amounts represent student loans, which are insured by U.S. government agencies under the FFELP. These amounts were accruing as reimbursement of insured amounts is proceeding normally.
(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)	December 31, 2014 and 2013, excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $654 million and $737 million, respectively. These amounts were excluded as reimbursement of insured amounts is proceeding normally.
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.
December 31,	2014			2013
(in millions)
Impaired loans
With an allowance	$	557		$	571
Without an allowance(a)	35			47
Total impaired loans(b)(c)	$	592		$	618
Allowance for loan losses related to impaired loans	$	117		$	107
Unpaid principal balance of impaired loans(d)	719			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 $599 million, $648 million and $733 million for the years ended December 31, 2014, 2013 and 2012, respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the years ended December 31, 2014, 2013 and 2012.
(d)	Represents the contractual amount of principal owed at December 31, 2014 and 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.
December 31,	2014			2013
(in millions)
Loans modified in troubled debt restructurings(a)(b)	$	442		$	378
TDRs on nonaccrual status	306			201
(a)	The impact of these modifications was not material to the Firm for the years ended December 31, 2014 and 2013.
(b)	Additional commitments to lend to borrowers whose loans have been modified in TDRs as of December 31, 2014 and 2013 were immaterial.
Other consumer new TDRs were $291 million, $156 million, and $249 million for the years ended December 31, 2014, 2013 and 2012, respectively.
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 $25 million, $43 million and $42 million, during the years ended December 31, 2014, 2013 and 2012, 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 $43 million, $54 million, and $46 million, during the years ended December 31, 2014, 2013, and 2012, 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
PCI loans are initially recorded at fair value at acquisition. PCI loans acquired in the same fiscal quarter may be aggregated into one or more pools, provided that the loans have common risk characteristics. A pool is then accounted for as a single asset with a single composite interest rate and an aggregate expectation of cash flows. With respect to the Washington Mutual transaction, all of the consumer PCI loans were aggregated into pools of loans with common risk characteristics.
On a quarterly basis, the Firm estimates the total cash flows (both principal and interest) expected to be collected over the remaining life of each pool. These estimates incorporate assumptions regarding default rates, loss severities, the amounts and timing of prepayments and other factors that reflect then-current market conditions. Probable decreases in expected cash flows (i.e., increased credit losses) trigger the recognition of impairment, which is then measured as the present value of the expected principal loss plus any related foregone interest cash flows, discounted at the pool’s effective interest rate. Impairments are recognized through the provision for credit losses and an increase in the allowance for loan losses. Probable and significant increases in expected cash flows (e.g., decreased credit losses, the net benefit of modifications) would first reverse any previously recorded allowance for loan losses with any remaining increases recognized prospectively as a yield adjustment over the remaining estimated lives of the underlying loans. The impacts of (i) prepayments, (ii) changes in variable interest rates, and (iii) any other changes in the timing of expected cash flows are recognized prospectively as adjustments to interest income.
The Firm continues to modify certain PCI loans. The impact of these modifications is incorporated into the Firm’s quarterly assessment of whether a probable and significant change in expected cash flows has occurred, and the loans continue to be accounted for and reported as PCI loans. In evaluating the effect of modifications on expected cash flows, the Firm incorporates the effect of any foregone interest and also considers the potential for redefault. The Firm develops product-specific probability of default estimates, which are used to compute expected credit losses. In developing these probabilities of default, the Firm considers the relationship between the credit quality characteristics of the underlying loans and certain assumptions about home prices and unemployment based upon industry-wide data. The Firm also considers its own historical loss experience to-date based on actual redefaulted modified PCI loans.
The excess of cash flows expected to be collected over the carrying value of the underlying loans is referred to as the accretable yield. This amount is not reported on the Firm’s Consolidated balance sheets but is accreted into interest income at a level rate of return over the remaining estimated lives of the underlying pools of loans.
If the timing and/or amounts of expected cash flows on PCI loans were determined not to be reasonably estimable, no interest would be accreted and the loans would be reported as nonaccrual loans; however, since the timing and amounts of expected cash flows for the Firm’s PCI consumer loans are reasonably estimable, interest is being accreted and the loans are being reported as performing loans.
The liquidation of PCI loans, which may include sales of loans, receipt of payment in full by the borrower, or foreclosure, results in removal of the loans from the underlying PCI pool. When the amount of the liquidation proceeds (e.g., cash, real estate), if any, is less than the unpaid principal balance of the loan, the difference is first applied against the PCI pool’s nonaccretable difference for principal losses (i.e., the lifetime credit loss estimate established as a purchase accounting adjustment at the acquisition date). When the nonaccretable difference for a particular loan pool has been fully depleted, any excess of the unpaid principal balance of the loan over the liquidation proceeds is written off against the PCI pool’s allowance for loan losses. Beginning in the fourth quarter of 2014, write-offs of PCI loans also include other adjustments, primarily related to interest forgiveness modifications. Because the Firm’s PCI loans are accounted for at a pool level, the Firm does not recognize charge-offs of PCI loans when they reach specified stages of delinquency (i.e., unlike non-PCI consumer loans, these loans are not charged off based on FFIEC standards).
The PCI portfolio affects the Firm’s results of operations primarily through: (i) contribution to net interest margin; (ii) expense related to defaults and servicing resulting from the liquidation of the loans; and (iii) any provision for loan losses. The PCI loans acquired in the Washington Mutual transaction were funded based on the interest rate characteristics of the loans. For example, variable-rate loans were funded with variable-rate liabilities and fixed-rate loans were funded with fixed-rate liabilities with a similar maturity profile. A net spread will be earned on the declining balance of the portfolio, which is estimated as of December 31, 2014, to have a remaining weighted-average life of 8 years.
Residential real estate – PCI loans
The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans.
December 31,	Home equity							Prime mortgage							Subprime mortgage							Option ARMs							Total PCI
(in millions, except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
Carrying value(a)	$	17,095		$	18,927			$	10,220		$	12,038			$	3,673		$	4,175			$	15,708		$	17,915			$	46,696		$	53,055
Related allowance for loan losses(b)	1,758			1,758				1,193			1,726				180			180				194			494				3,325			4,158
Loan delinquency (based on unpaid principal balance)
Current	$	16,295		$	18,135			$	8,912		$	10,118			$	3,565		$	4,012			$	13,814		$	15,501			$	42,586		$	47,766
30–149 days past due	445			583				500			589				536			662				858			1,006				2,339			2,840
150 or more days past due	1,000			1,112				837			1,169				551			797				1,824			2,716				4,212			5,794
Total loans	$	17,740		$	19,830			$	10,249		$	11,876			$	4,652		$	5,471			$	16,496		$	19,223			$	49,137		$	56,400
% of 30+ days past due to total loans	8.15		%	8.55		%		13.05		%	14.8		%		23.37		%	26.67		%		16.26		%	19.36		%		13.33		%	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	$	513		$	1,168			$	45		$	240			$	34		$	115			$	89		$	301			$	681		$	1,824
Less than 660	273			662				97			290				160			459				150			575				680			1,986
101% to 125% and refreshed FICO scores:
Equal to or greater than 660	2,245			3,248				456			1,017				215			316				575			1,164				3,491			5,745
Less than 660	1,073			1,541				402			884				509			919				771			1,563				2,755			4,907
80% to 100% and refreshed FICO scores:
Equal to or greater than 660	4,171			4,473				2,154			2,787				519			544				2,418			3,311				9,262			11,115
Less than 660	1,647			1,782				1,316			1,699				1,006			1,197				1,996			2,769				5,965			7,447
Lower than 80% and refreshed FICO scores:
Equal to or greater than 660	5,824			5,077				3,663			2,897				719			521				6,593			5,671				16,799			14,166
Less than 660	1,994			1,879				2,116			2,062				1,490			1,400				3,904			3,869				9,504			9,210
Total unpaid principal balance	$	17,740		$	19,830			$	10,249		$	11,876			$	4,652		$	5,471			$	16,496		$	19,223			$	49,137		$	56,400
Geographic region (based on unpaid principal balance)
California	$	10,671		$	11,937			$	5,965		$	6,845			$	1,138		$	1,293			$	9,190		$	10,419			$	26,964		$	30,494
New York	876			962				672			807				463			563				933			1,196				2,944			3,528
Illinois	405			451				301			353				229			283				397			481				1,332			1,568
Florida	1,696			1,865				689			826				432			526				1,440			1,817				4,257			5,034
Texas	273			327				92			106				281			328				85			100				731			861
New Jersey	348			381				279			334				165			213				553			701				1,345			1,629
Arizona	323			361				167			187				85			95				227			264				802			907
Washington	959			1,072				225			266				95			112				395			463				1,674			1,913
Michigan	53			62				166			189				130			145				182			206				531			602
Ohio	20			23				48			55				72			84				69			75				209			237
All other	2,116			2,389				1,645			1,908				1,562			1,829				3,025			3,501				8,348			9,627
Total unpaid principal balance	$	17,740		$	19,830			$	10,249		$	11,876			$	4,652		$	5,471			$	16,496		$	19,223			$	49,137		$	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 December 31, 2014 and 2013.
		Delinquencies																Total 30+ day delinquency rate
31-Dec-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)		$	155			$	50			$	371			$	8,972			6.42	%
Beyond the revolving period(c)		76				24				166				4,143				6.42
HELOANs		20				7				38				736				8.83
Total		$	251			$	81			$	575			$	13,851			6.55	%
		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 years ended December 31, 2014, 2013 and 2012, 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.
Year ended December 31,	Total PCI
(in millions, except ratios)	2014				2013				2012
Beginning balance	$	16,167			$	18,457			$	19,072
Accretion into interest income	(1,934		)		(2,201		)		(2,491		)
Changes in interest rates on variable-rate loans	(174		)		(287		)		(449		)
Other changes in expected cash flows(a)	533				198				2,325
Balance at December 31	$	14,592			$	16,167			$	18,457
Accretable yield percentage	4.19		%		4.31		%		4.38		%
(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 year ended December 31, 2014, other changes in expected cash flows were driven by changes in prepayment assumptions. For the year ended December 31, 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. For the year ended December 31, 2012, other changes in expected cash flows were principally driven by the impact of modifications, but also related to 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.
Since the date of acquisition, the decrease in the accretable yield percentage has been primarily related to a decrease in interest rates on variable-rate loans and, to a lesser extent, extended loan liquidation periods. Certain events, such as extended or shortened loan liquidation periods, affect the timing of expected cash flows and the accretable yield percentage, but not the amount of cash expected to be received (i.e., the accretable yield balance). While extended loan liquidation periods reduce the accretable yield percentage (because the same accretable yield balance is recognized against a higher-than-expected loan balance over a longer-than-expected period of time), shortened loan liquidation periods would have the opposite effect.
Active and suspended foreclosure
At December 31, 2014 and 2013, the Firm had PCI residential real estate loans with an unpaid principal balance of $3.2 billion and $4.8 billion, respectively, that were not included in REO, but were in the process of active or suspended foreclosure.
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Loans	Credit card loan portfolio
	The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans as they provide an early warning that borrowers may be experiencing difficulties (30 days past due); information on those borrowers that have been delinquent for a longer period of time (90 days past due) is also considered. In addition to delinquency rates, the geographic distribution of the loans provides insight as to the credit quality of the portfolio based on the regional economy.
	While the borrower’s credit score is another general indicator of credit quality, the Firm does not view credit scores as a primary indicator of credit quality because the borrower’s credit score tends to be a lagging indicator. However, the distribution of such scores provides a general indicator of credit quality trends within the portfolio. Refreshed FICO score information, which is obtained at least quarterly, for a statistically significant random sample of the credit card portfolio is indicated in the table below; FICO is considered to be the industry benchmark for credit scores.
	The Firm generally originates new card accounts to prime consumer borrowers. However, certain cardholders’ FICO scores may decrease over time, depending on the performance of the cardholder and changes in credit score technology.
	The table below sets forth information about the Firm’s credit card loans.
	As of or for the year ended December 31,	2014			2013
	(in millions, except ratios)
	Net charge-offs	$	3,429		$	3,879
	% of net charge-offs to retained loans	2.75		%	3.14		%
	Loan delinquency
	Current and less than 30 days past due	$	126,189		$	125,335
	and still accruing
	30–89 days past due and still accruing	943			1,108
	90 or more days past due and still accruing	895			1,022
	Nonaccrual loans	—			—
	Total retained credit card loans	$	128,027		$	127,465
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.44		%	1.67		%
	% of 90+ days past due to total retained loans	0.7			0.8
	Credit card loans by geographic region
	California	$	17,940		$	17,194
	Texas	11,088			10,400
	New York	10,940			10,497
	Illinois	7,497			7,412
	Florida	7,398			7,178
	New Jersey	5,750			5,554
	Ohio	4,707			4,881
	Pennsylvania	4,489			4,462
	Michigan	3,552			3,618
	Virginia	3,263			3,239
	All other	51,403			53,030
	Total retained credit card loans	$	128,027		$	127,465
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	85.7		%	85.1		%
	Less than 660	14.3			14.9
	Credit card impaired loans and loan modifications
	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.
	December 31, (in millions)	2014			2013
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	1,775		$	2,746
	Modified credit card loans that have reverted to pre-modification payment terms(d)	254			369
	Total impaired credit card loans(e)	$	2,029		$	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 December 31, 2014 and 2013, $159 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 $95 million and $143 million at December 31, 2014 and 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.
	Year ended December 31,		2014			2013			2012
	(in millions)
	Average impaired credit card loans		$	2,503		$	3,882		$	5,893
	Interest income on		123			198			308
	impaired credit card loans
	Loan modifications
	JPMorgan Chase may offer one of a number of loan modification programs to credit card borrowers who are experiencing financial difficulty. Most of the credit card loans have been modified under long-term programs for borrowers who are experiencing financial difficulties. Modifications under long-term programs involve placing the customer on a fixed payment plan, generally for 60 months. The Firm may also offer short-term programs for borrowers who may be in need of temporary relief; however, none are currently being offered. Modifications under all short- and long-term programs typically include reducing the interest rate on the credit card. Substantially all modifications are considered to be TDRs.
	If the cardholder does not comply with the modified payment terms, then the credit card loan agreement reverts back to its pre-modification payment terms. Assuming that the cardholder does not begin to perform in accordance with those payment terms, the loan continues to age and will ultimately be charged-off in accordance with the Firm’s standard charge-off policy. In addition, if a borrower successfully completes a short-term modification program, then the loan reverts back to its pre-modification payment terms. However, in most cases, the Firm does not reinstate the borrower’s line of credit.
	New enrollments in these loan modification programs for the years ended December 31, 2014, 2013 and 2012, were $807 million, $1.2 billion and $1.7 billion, respectively.
	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.
	Year ended December 31,		2014			2013			2012
	(in millions, except
	weighted-average data)
	Weighted-average interest rate of loans – before TDR		14.96		%	15.37		%	15.67		%
Weighted-average interest rate of loans – after TDR		4.4			4.38			5.19
Loans that redefaulted within one year of modification(a)		$	119		$	167		$	309
(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 for credit card loans modified was expected to be 27.91%, 30.72% and 38.23% as of December 31, 2014, 2013 and 2012, respectively.
Wholesale
Loans and Leases Receivable Disclosure [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. Risk ratings are used to identify the credit quality of loans and differentiate risk within the portfolio. Risk ratings on loans consider the probability of default (“PD”) and the loss given default (“LGD”). The PD is the likelihood that a loan will default and not be fully repaid by the borrower. The LGD is the estimated loss on the loan that would be realized upon the default of the borrower and takes into consideration collateral and structural support for each credit facility.
	Management considers several factors to determine an appropriate risk rating, including the obligor’s debt capacity and financial flexibility, the level of the obligor’s earnings, the amount and sources for repayment, the level and nature of contingencies, management strength, and the industry and geography in which the obligor operates. The Firm’s definition of criticized aligns with the banking regulatory definition of criticized exposures, which consist of special mention, substandard and doubtful categories. Risk ratings generally represent ratings profiles similar to those defined by S&P and Moody’s. Investment-grade ratings range from “AAA/Aaa” to “BBB-/Baa3.” Noninvestment-grade ratings are classified as noncriticized (“BB+/Ba1 and B-/B3”) and criticized (“CCC+”/“Caa1 and below”), and the criticized portion is further subdivided into performing and nonaccrual loans, representing management’s assessment of the collectibility of principal and interest. Criticized loans have a higher probability of default than noncriticized loans.
	Risk ratings are reviewed on a regular and ongoing basis by Credit Risk Management and are adjusted as necessary for updated information affecting the obligor’s ability to fulfill its obligations.
	As noted above, the risk rating of a loan considers the industry in which the obligor conducts its operations. As part of the overall credit risk management framework, the Firm focuses on the management and diversification of its industry and client exposures, with particular attention paid to industries with actual or potential credit concern. See Note 5 for further detail on industry concentrations.
	The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment.
	As of or for the year ended December 31,	Commercial							Real estate							Financial							Government agencies							Other(d)							Total
	(in millions, except ratios)	and industrial														institutions																					retained loans
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loans by risk ratings
	Investment grade	$	63,069		$	57,690			$	61,006		$	52,195			$	27,111		$	26,712			$	8,393		$	9,979			$	82,087		$	79,494			$	241,666		$	226,070
	Noninvestment grade:
	Noncriticized	44,117			43,477				16,541			14,381				7,085			6,674				300			440				10,075			10,992				78,118			75,964
	Criticized performing	2,251			2,385				1,313			2,229				316			272				3			42				236			480				4,119			5,408
	Criticized nonaccrual	188			294				253			346				18			25				—			1				140			155				599			821
	Total noninvestment grade	46,556			46,156				18,107			16,956				7,419			6,971				303			483				10,451			11,627				82,836			82,193
	Total retained loans	$	109,625		$	103,846			$	79,113		$	69,151			$	34,530		$	33,683			$	8,696		$	10,462			$	92,538		$	91,121			$	324,502		$	308,263
	% of total criticized to total retained loans	2.22		%	2.58		%		1.98		%	3.72		%		0.97		%	0.88		%		0.03		%	0.41		%		0.41		%	0.7		%		1.45		%	2.02		%
	% of nonaccrual loans to total retained loans	0.17			0.28				0.32			0.5				0.05			0.07				—			0.01				0.15			0.17				0.18			0.27
	Loans by geographic distribution(a)
	Total non-U.S.	$	33,739		$	34,440			$	2,099		$	1,369			$	20,944		$	22,726			$	1,122		$	2,146			$	42,961		$	43,376			$	100,865		$	104,057
	Total U.S.	75,886			69,406				77,014			67,782				13,586			10,957				7,574			8,316				49,577			47,745				223,637			204,206
	Total retained loans	$	109,625		$	103,846			$	79,113		$	69,151			$	34,530		$	33,683			$	8,696		$	10,462			$	92,538		$	91,121			$	324,502		$	308,263
	Net charge-offs/(recoveries)	$	22		$	99			$	(9	)	$	6			$	(12	)	$	(99	)		$	25		$	1			$	(14	)	$	9			$	12		$	16
	% of net charge-offs/(recoveries) to end-of-period retained loans	0.02		%	0.1		%		(0.01		)%	0.01		%		(0.04		)%	(0.29		)%		0.29		%	0.01		%		(0.02		)%	0.01		%		—		%	0.01		%
	Loan delinquency(b)
	Current and less than 30 days past due and still accruing	$	108,857		$	103,357			$	78,552		$	68,627			$	34,408		$	33,426			$	8,627		$	10,421			$	91,168		$	89,717			$	321,612		$	305,548
	30–89 days past due and still accruing	566			181				275			164				104			226				69			40				1,201			1,233				2,215			1,844
	90 or more days past due and still accruing(c)	14			14				33			14				—			6				—			—				29			16				76			50
	Criticized nonaccrual	188			294				253			346				18			25				—			1				140			155				599			821
	Total retained loans	$	109,625		$	103,846			$	79,113		$	69,151			$	34,530		$	33,683			$	8,696		$	10,462			$	92,538		$	91,121			$	324,502		$	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 pages 255–256 of this Note.
	(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 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. The real estate class primarily consists of secured commercial loans mainly to borrowers for multi-family and commercial lessor properties. Multifamily lending specifically finances apartment buildings. Commercial lessors receive financing specifically for real estate leased to retail, office and industrial tenants. Commercial construction and development loans represent financing for the construction of apartments, office and professional buildings and malls. Other real estate loans include lodging, real estate investment trusts (“REITs”), single-family, homebuilders and other real estate.
	December 31,	Multifamily							Commercial lessors							Commercial construction and development							Other							Total real estate loans
	(in millions, except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Real estate retained loans	$	51,049		$	44,389			$	17,438		$	15,949			$	4,264		$	3,674			$	6,362		$	5,139			$	79,113		$	69,151
	Criticized	652			1,142				841			1,323				42			81				31			29				1,566			2,575
	% of criticized to total real estate retained loans	1.28		%	2.57		%		4.82		%	8.3		%		0.98		%	2.2		%		0.49		%	0.56		%		1.98		%	3.72		%
	Criticized nonaccrual	$	126		$	191			$	110		$	143			$	—		$	3			$	17		$	9			$	253		$	346
	% of criticized nonaccrual to total real estate retained loans	0.25		%	0.43		%		0.63		%	0.9		%		—		%	0.08		%		0.27		%	0.18		%		0.32		%	0.5		%
	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 15.
	The table below sets forth information about the Firm’s wholesale impaired loans.
	December 31,	Commercial							Real estate							Financial							Government							Other							Total
	(in millions)	and industrial														institutions							agencies														retained loans
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013				2014				2013
	Impaired loans
	With an allowance	$	174		$	236			$	193		$	258			$	15		$	17			$	—		$	1			$	89		$	85			$	471			$	597
	Without an allowance(a)	24			58				87			109				3			8				—			—				52			73				166				248
	Total impaired loans	$	198		$	294			$	280		$	367			$	18		$	25			$	—		$	1			$	141		$	158			$	637		(c)	$	845		(c)
	Allowance for loan losses related to impaired loans	$	34		$	75			$	36		$	63			$	4		$	16			$	—		$	—			$	13		$	27			$	87			$	181
	Unpaid principal balance of impaired loans(b)	266			448				345			454				22			24				—			1				202			241				835				1,168
	(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 December 31, 2014 and 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 years ended 2014, 2013 and 2012.
	Year ended December 31, (in millions)	2014			2013			2012
	Commercial and industrial	$	243		$	412		$	873
	Real estate	297			484			784
	Financial institutions	20			17			17
Government agencies	—			—			9
Other	155			211			277
Total(a)	$	715		$	1,124		$	1,960
(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the years ended December 31, 2014, 2013 and 2012.
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. TDRs were not material as of December 31, 2014 and 2013.

Allowance_for_Credit_Losses

Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2014
Allowance for Credit Losses [Abstract]
Allowance for credit losses	Allowance for credit losses
	JPMorgan Chase’s allowance for loan losses covers the consumer, including credit card, portfolio segments (primarily scored); and wholesale (risk-rated) portfolio, and represents management’s estimate of probable credit losses inherent in the Firm’s loan portfolio. The allowance for loan losses includes an asset-specific component, a formula-based component and a component related to PCI loans, as described below. Management also estimates an allowance for wholesale and consumer lending-related commitments using methodologies similar to those used to estimate the allowance on the underlying loans. During 2014, the Firm did not make any significant changes to the methodologies or policies used to determine its allowance for credit losses; such policies are described in the following paragraphs.
	The asset-specific component of the allowance relates to loans considered to be impaired, which includes loans that have been modified in TDRs as well as risk-rated loans that have been placed on nonaccrual status. To determine the asset-specific component of the allowance, larger loans are evaluated individually, while smaller loans are evaluated as pools using historical loss experience for the respective class of assets. Scored loans (i.e., consumer loans) are pooled by product type, while risk-rated loans (primarily wholesale loans) are segmented by risk rating.
	The Firm generally measures the asset-specific allowance as the difference between the recorded investment in the loan and the present value of the cash flows expected to be collected, discounted at the loan’s original effective interest rate. Subsequent changes in impairment are reported as an adjustment to the provision for loan losses. In certain cases, the asset-specific allowance is determined using an observable market price, and the allowance is measured as the difference between the recorded investment in the loan and the loan’s fair value. Impaired collateral-dependent loans are charged down to the fair value of collateral less costs to sell and therefore may not be subject to an asset-specific reserve as are other impaired loans. See Note 14 for more information about charge-offs and collateral-dependent loans.
	The asset-specific component of the allowance for impaired loans that have been modified in TDRs incorporates the effects of foregone interest, if any, in the present value calculation and also incorporates the effect of the modification on the loan’s expected cash flows, which considers the potential for redefault. For residential real estate loans modified in TDRs, the Firm develops product-specific probability of default estimates, which are applied at a loan level to compute expected losses. In developing these probabilities of default, the Firm considers the relationship between the credit quality characteristics of the underlying loans and certain assumptions about home prices and unemployment, based upon industry-wide data. The Firm also considers its own historical loss experience to date based on actual redefaulted modified loans. For credit card loans modified in TDRs, expected losses incorporate projected redefaults based on the Firm’s historical experience by type of modification program. For wholesale loans modified in TDRs, expected losses incorporate redefaults based on management’s expectation of the borrower’s ability to repay under the modified terms.
	The formula-based component is based on a statistical calculation to provide for incurred credit losses in performing risk-rated loans and all consumer loans, except for any loans restructured in TDRs and PCI loans. See Note 14 for more information on PCI loans.
	For scored loans, the statistical calculation is performed on pools of loans with similar risk characteristics (e.g., product type) and generally computed by applying loss factors to outstanding principal balances over an estimated loss emergence period. The loss emergence period represents the time period between the date at which the loss is estimated to have been incurred and the ultimate realization of that loss (through a charge-off). Estimated loss emergence periods may vary by product and may change over time; management applies judgment in estimating loss emergence periods, using available credit information and trends.
	Loss factors are statistically derived and sensitive to changes in delinquency status, credit scores, collateral values and other risk factors. The Firm uses a number of different forecasting models to estimate both the PD and the loss severity, including delinquency roll rate models and credit loss severity models. In developing PD and loss severity assumptions, the Firm also considers known and anticipated changes in the economic environment, including changes in home prices, unemployment rates and other risk indicators.
	A nationally recognized home price index measure is used to estimate both the PD and the loss severity on residential real estate loans at the metropolitan statistical areas (“MSA”) level. Loss severity estimates are regularly validated by comparison to actual losses recognized on defaulted loans, market-specific real estate appraisals and property sales activity. The economic impact of potential modifications of residential real estate loans is not included in the statistical calculation because of the uncertainty regarding the type and results of such modifications.
	For risk-rated loans, the statistical calculation is the product of an estimated PD and an estimated LGD. These factors are differentiated by risk rating and expected maturity. In assessing the risk rating of a particular loan, among the factors considered are the obligor’s debt capacity and financial flexibility, the level of the obligor’s earnings, the amount and sources for repayment, the level and nature of contingencies, management strength, and the industry and geography in which the obligor operates. These factors are based on an evaluation of historical and current information, and involve subjective assessment and interpretation. Emphasizing one factor over another or considering additional factors could impact the risk rating assigned by the Firm to that loan. PD estimates are based on observable external through-the-cycle data, using credit-rating agency default statistics. LGD estimates are based on the Firm’s history of actual credit losses over more than one credit cycle. Estimates of PD and LGD are subject to periodic refinement based on changes to underlying external and Firm-specific historical data.
	Management applies judgment within an established framework to adjust the results of applying the statistical calculation described above. The determination of the appropriate adjustment is based on management’s view of loss events that have occurred but that are not yet reflected in the loss factors and that relate to current macroeconomic and political conditions, the quality of underwriting standards and other relevant internal and external factors affecting the credit quality of the portfolio. For the scored loan portfolios, adjustments to the statistical calculation are made in part by analyzing the historical loss experience for each major product segment. Factors related to unemployment, home prices, borrower behavior and lien position, the estimated effects of the mortgage foreclosure-related settlement with federal and state officials and uncertainties regarding the ultimate success of loan modifications are incorporated into the calculation, as appropriate. For junior lien products, management considers the delinquency and/or modification status of any senior liens in determining the adjustment. In addition, for the risk-rated portfolios, any adjustments made to the statistical calculation take into consideration model imprecision, deteriorating conditions within an industry, product or portfolio type, geographic location, credit concentration, and current economic events that have occurred but that are not yet reflected in the factors used to derive the statistical calculation.
	Management establishes an asset-specific allowance for lending-related commitments that are considered impaired and computes a formula-based allowance for performing consumer and wholesale lending-related commitments. These are computed using a methodology similar to that used for the wholesale loan portfolio, modified for expected maturities and probabilities of drawdown.
	Determining the appropriateness of the allowance is complex and requires judgment by management about the effect of matters that are inherently uncertain. Subsequent evaluations of the loan portfolio, in light of the factors then prevailing, may result in significant changes in the allowances for loan losses and lending-related commitments in future periods. At least quarterly, the allowance for credit losses is reviewed by the Chief Risk Officer, the Chief Financial Officer and the Controller of the Firm and discussed with the Risk Policy and Audit Committees of the Board of Directors of the Firm. As of December 31, 2014, JPMorgan Chase deemed the allowance for credit losses to be appropriate (i.e., sufficient to absorb probable credit losses inherent in the portfolio).
	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
	Year ended December 31,	Consumer,				Credit card				Wholesale				Total
	(in millions)	excluding
		credit card
	Allowance for loan losses
	Beginning balance at January 1,	$	8,456			$	3,795			$	4,013			$	16,264
	Gross charge-offs	2,132				3,831				151				6,114
	Gross recoveries	(814		)		(402		)		(139		)		(1,355		)
	Net charge-offs/(recoveries)	1,318				3,429				12				4,759
	Write-offs of PCI loans(a)	533				—				—				533
	Provision for loan losses	414				3,079				(269		)		3,224
	Other	31				(6		)		(36		)		(11		)
	Ending balance at December 31,	$	7,050			$	3,439			$	3,696			$	14,185
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	539			$	500		(c)	$	87			$	1,126
	Formula-based	3,186				2,939				3,609				9,734
	PCI	3,325				—				—				3,325
	Total allowance for loan losses	$	7,050			$	3,439			$	3,696			$	14,185
	Loans by impairment methodology
	Asset-specific	$	12,020			$	2,029			$	637			$	14,686
	Formula-based	236,263				125,998				323,861				686,122
	PCI	46,696				—				4				46,700
	Total retained loans	$	294,979			$	128,027			$	324,502			$	747,508
	Impaired collateral-dependent loans
	Net charge-offs	$	133			$	—			$	21			$	154
	Loans measured at fair value of collateral less cost to sell	3,025				—				326				3,351
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	8			$	—			$	697			$	705
	Provision for lending-related commitments	5				—				(90		)		(85		)
	Other	—				—				2				2
	Ending balance at December 31,	$	13			$	—			$	609			$	622
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—			$	—			$	60			$	60
	Formula-based	13				—				549				562
	Total allowance for lending-related commitments	$	13			$	—			$	609			$	622
	Lending-related commitments by impairment methodology
	Asset-specific	$	—			$	—			$	103			$	103
	Formula-based	58,153				525,963				471,953				1,056,069
	Total lending-related commitments	$	58,153			$	525,963			$	472,056			$	1,056,172
	(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 a PCI loan is recognized when the underlying loan is removed from a pool (e.g., upon liquidation). During the fourth quarter of 2014, the Firm recorded a $291 million adjustment to reduce the PCI allowance and the recorded investment in the Firm’s PCI loan portfolio, primarily reflecting the cumulative effect of interest forgiveness modifications. This adjustment had no impact to the Firm’s Consolidated statements of income.
	(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.
	(table continued from previous page)
	2013															2012
	Consumer,				Credit card				Wholesale			Total				Consumer,			Credit card				Wholesale			Total
	excluding															excluding
	credit card															credit card
	$	12,292			$	5,501			$	4,143		$	21,936			$	16,294		$	6,999			$	4,316		$	27,609
	2,754				4,472				241			7,467				4,805			5,755				346			10,906
(847		)		(593		)		(225		)	(1,665		)		(508		)	(811		)		(524		)	(1,843		)
1,907				3,879				16			5,802				4,297			4,944				(178		)	9,063
53				—				—			53				—			—				—			—
(1,872		)		2,179				(119		)	188				302			3,444				(359		)	3,387
(4		)		(6		)		5			(5		)		(7		)	2				8			3
$	8,456			$	3,795			$	4,013		$	16,264			$	12,292		$	5,501			$	4,143		$	21,936
$	601			$	971		(c)	$	181		$	1,753			$	729		$	1,681		(c)	$	319		$	2,729
3,697				2,824				3,832			10,353				5,852			3,820				3,824			13,496
4,158				—				—			4,158				5,711			—				—			5,711
$	8,456			$	3,795			$	4,013		$	16,264			$	12,292		$	5,501			$	4,143		$	21,936
$	13,785			$	3,115			$	845		$	17,745			$	13,938		$	4,762			$	1,475		$	20,175
221,609				124,350				307,412			653,371				218,945			123,231				304,728			646,904
53,055				—				6			53,061				59,737			—				19			59,756
$	288,449			$	127,465			$	308,263		$	724,177			$	292,620		$	127,993			$	306,222		$	726,835
$	235			$	—			$	37		$	272			$	973		$	—			$	77		$	1,050
3,105				—				362			3,467				3,272			—				445			3,717
$	7			$	—			$	661		$	668			$	7		$	—			$	666		$	673
1				—				36			37				—			—				(2		)	(2		)
—				—				—			—				—			—				(3		)	(3		)
$	8			$	—			$	697		$	705			$	7		$	—			$	661		$	668
$	—			$	—			$	60		$	60			$	—		$	—			$	97		$	97
8				—				637			645				7			—				564			571
$	8			$	—			$	697		$	705			$	7		$	—			$	661		$	668
$	—			$	—			$	206		$	206			$	—		$	—			$	355		$	355
56,057				529,383				446,026			1,031,466				60,156			533,018				434,459			1,027,633
$	56,057			$	529,383			$	446,232		$	1,031,672			$	60,156		$	533,018			$	434,814		$	1,027,988

Variable_Interest_Entities

Variable Interest Entities	12 Months Ended
	Dec. 31, 2014
Variable Interest Entities [Abstract]
Variable interest entities	Variable interest entities
	For a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs, see Note 1.
	The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. The Firm considers a “sponsored” VIE to include any entity where: (1) JPMorgan Chase is the principal beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit.
	Line-of-Business	Transaction Type	Activity	Annual Report
				page references
	CCB	Credit card securitization trusts	Securitization of both originated and purchased credit card receivables	262
		Mortgage securitization trusts	Securitization of originated and purchased residential mortgages	263-265
		Other securitization trusts	Securitization of originated student loans	263-265
	CIB	Mortgage and other securitization trusts	Securitization of both originated and purchased residential and commercial mortgages, automobile and student loans	263-265
		Multi-seller conduits	Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs	265-267
		Investor intermediation activities:
		Municipal bond vehicles		265-266
		Credit-related note and asset swap vehicles		267
	The Firm’s other business segments are also involved with VIEs, but to a lesser extent, as follows:
	•	Asset Management: Sponsors and manages certain funds that are deemed VIEs. As asset manager of the funds, AM earns a fee based on assets managed; the fee varies with each fund’s investment objective and is competitively priced. For fund entities that qualify as VIEs, AM’s interests are, in certain cases, considered to be significant variable interests that result in consolidation of the financial results of these entities.
	•	Commercial Banking: CB makes investments in and provides lending to community development entities that may meet the definition of a VIE. In addition, CB provides financing and lending-related services to certain client-sponsored VIEs. In general, CB does not control the activities of these entities and does not consolidate these entities.
	•	Corporate: The Private Equity business, within Corporate, may be involved with entities that are deemed VIEs. However, the Firm’s private equity business is subject to specialized investment company accounting, which does not require the consolidation of investments, including VIEs.
	The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 268 of this Note.
	Significant Firm-sponsored variable interest entities
	Credit card securitizations
	The Card business securitizes originated and purchased credit card loans, primarily through the Chase Issuance Trust (the “Trust”). The Firm’s continuing involvement in credit card securitizations includes servicing the receivables, retaining an undivided seller’s interest in the receivables, retaining certain senior and subordinated securities and maintaining escrow accounts.
	The Firm is considered to be the primary beneficiary of these Firm-sponsored credit card securitization trusts based on the Firm’s ability to direct the activities of these VIEs through its servicing responsibilities and other duties, including making decisions as to the receivables that are transferred into those trusts and as to any related modifications and workouts. Additionally, the nature and extent of the Firm’s other continuing involvement with the trusts, as indicated above, obligates the Firm to absorb losses and gives the Firm the right to receive certain benefits from these VIEs that could potentially be significant.
	The underlying securitized credit card receivables and other assets of the securitization trusts are available only for payment of the beneficial interests issued by the securitization trusts; they are not available to pay the Firm’s other obligations or the claims of the Firm’s other creditors.
	The agreements with the credit card securitization trusts require the Firm to maintain a minimum undivided interest in the credit card trusts (which is generally 4%). As of December 31, 2014 and 2013, the Firm held undivided interests in Firm-sponsored credit card securitization trusts of $10.9 billion and $14.3 billion, respectively. The Firm maintained an average undivided interest in principal receivables owned by those trusts of approximately 22% and 30% for the years ended December 31, 2014 and 2013, respectively. The Firm also retained $40 million and $130 million of senior securities and $5.3 billion and $5.5 billion of subordinated securities in certain of its credit card securitization trusts as of December 31, 2014 and 2013, respectively. The Firm’s undivided interests in the credit card trusts and securities retained are eliminated in consolidation.
	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 line of business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interests in the 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 269 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and pages 269–270 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)
	December 31, 2014 (a) (in billions)	Total assets held by securitization VIEs			Assets held in consolidated securitization VIEs		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	96.3		$	2.7	$	78.3			$	0.5	$	0.7		$	1.2
	Subprime	28.4			0.8		25.7				0.1		—			0.1
	Commercial and other(b)	129.6			0.2		94.4				0.4		3.5			3.9
	Total	$	254.3		$	3.7	$	198.4			$	1	$	4.2		$	5.2
		Principal amount outstanding									JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)
	December 31, 2013(a) (in billions)	Total assets held by securitization VIEs			Assets held in consolidated securitization VIEs		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	109.2		$	3.2	$	90.4			$	0.5	$	0.3		$	0.8
	Subprime	32.1			1.3		28				0.1		—			0.1
	Commercial and other(b)	130.4			—		98				0.5		3.5			4
	Total	$	271.7		$	4.5	$	216.4			$	1.1	$	3.8		$	4.9
	(a)	Excludes U.S. government agency securitizations. See pages 269–270 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 17 for a discussion of MSRs); securities retained from loan 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 6 for further information on derivatives); senior and subordinated securities of $136 million and $34 million, respectively, at December 31, 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 December 31, 2014 and 2013, 77% 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 $1.1 billion and $551 million of investment-grade and $185 million and $260 million of noninvestment-grade retained interests at December 31, 2014 and 2013, respectively. The retained interests in commercial and other securitizations trusts consisted of $3.7 billion and $3.9 billion of investment-grade and $194 million and $80 million of noninvestment-grade retained interests at December 31, 2014 and 2013, respectively.
	Residential mortgage
	The Firm securitizes residential mortgage loans originated by CCB, as well as residential mortgage loans purchased from third parties by either CCB or CIB. CCB generally retains servicing for all residential mortgage loans originated or purchased by CCB, and for certain mortgage loans purchased by CIB. For securitizations serviced by CCB, the Firm has the power to direct the significant activities of the VIE because it is responsible for decisions related to loan modifications and workouts. CCB may also retain an interest upon securitization.
	In addition, CIB engages in underwriting and trading activities involving securities issued by Firm-sponsored securitization trusts. As a result, CIB at times retains senior and/or subordinated interests (including residual interests) in residential mortgage securitizations upon securitization, and/or reacquires positions in the secondary market in the normal course of business. In certain instances, as a result of the positions retained or reacquired by CIB or held by CCB, when considered together with the servicing arrangements entered into by CCB, the Firm is deemed to be the primary beneficiary of certain securitization trusts. See the table on page 268 of this Note for more information on consolidated residential mortgage securitizations.
	The Firm does not consolidate a residential mortgage securitization (Firm-sponsored or third-party-sponsored) when it is not the servicer (and therefore does not have the power to direct the most significant activities of the trust) or does not hold a beneficial interest in the trust that could potentially be significant to the trust. At December 31, 2014 and 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 268 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. CIB may retain unsold senior and/or subordinated interests in commercial mortgage securitizations at the time of securitization but, generally, the Firm does not service commercial loan securitizations. For commercial mortgage securitizations the power to direct the significant activities of the VIE generally is held by the servicer or investors in a specified class of securities (“controlling class”). See the table on page 268 of this Note for more information on the consolidated commercial mortgage securitizations,
	and the table on the previous page of this Note for further information on interests held in nonconsolidated securitizations.
	The Firm retains servicing responsibilities for certain student loan securitizations. The Firm has the power to direct the activities of these VIEs through these servicing responsibilities. See the table on page 268 of this Note for more information on the consolidated student loan securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated securitizations.
	Re-securitizations
	The Firm engages in certain re-securitization transactions in which debt securities are transferred to a VIE in exchange for new beneficial interests. These transfers occur in connection with both agency (Fannie Mae, Freddie Mac and Ginnie Mae) and nonagency (private-label) sponsored VIEs, which may be backed by either residential or commercial mortgages. The Firm’s consolidation analysis is largely dependent on the Firm’s role and interest in the re-securitization trusts. During the years ended December 31, 2014, 2013 and 2012, the Firm transferred $22.7 billion, $25.3 billion and $10.0 billion, respectively, of securities to agency VIEs, and $1.1 billion, $55 million and $286 million, respectively, of securities to private-label VIEs.
	Most re-securitizations with which the Firm is involved are client-driven transactions in which a specific client or group of clients is seeking a specific return or risk profile. For these transactions, the Firm has concluded that the decision-making power of the entity is shared between the Firm and its clients, considering the joint effort and decisions in establishing the re-securitization trust and its assets, as well as the significant economic interest the client holds in the re-securitization trust; therefore the Firm does not consolidate the re-securitization VIE.
	In more limited circumstances, the Firm creates a re-securitization trust independently and not in conjunction with specific clients. In these circumstances, the Firm is deemed to have the unilateral ability to direct the most significant activities of the re-securitization trust because of the decisions made during the establishment and design of the trust; therefore, the Firm consolidates the re-securitization VIE if the Firm holds an interest that could potentially be significant.
	Additionally, the Firm may invest in beneficial interests of third-party securitizations and generally purchases these interests in the secondary market. In these circumstances, the Firm does not have the unilateral ability to direct the most significant activities of the re-securitization trust, either because it was not involved in the initial design of the trust, or the Firm is involved with an independent third-party sponsor and demonstrates shared power over the creation of the trust; therefore, the Firm does not consolidate the re-securitization VIE.
	As of December 31, 2014 and 2013, the Firm did not consolidate any agency re-securitizations. As of December 31, 2014 and 2013, the Firm consolidated assets of $77 million and $86 million, respectively, and liabilities of $21 million and $23 million, respectively, of private-label re-securitizations. See the table on page 268 of this Note for more information on the consolidated re-securitization transactions.
	As of December 31, 2014 and 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 $2.9 billion and $2.8 billion, respectively. At December 31, 2014 and 2013, the Firm held approximately $2.4 billion and $1.3 billion, respectively, of interests in nonconsolidated agency re-securitization entities, and $36 million and $6 million, respectively, of senior and subordinated interests in nonconsolidated private-label re-securitization entities. See the table on page 263 of this Note for further information on interests held in nonconsolidated securitizations.
	Multi-seller conduits
Multi-seller conduit entities are separate bankruptcy remote entities that purchase interests in, and make loans secured by, pools of receivables and other financial assets pursuant to agreements with customers of the Firm. The conduits fund their purchases and loans through the issuance of highly rated commercial paper. The primary source of repayment of the commercial paper is the cash flows from the pools of assets. In most instances, the assets are structured with deal-specific credit enhancements provided to the conduits by the customers (i.e., sellers) or other third parties. Deal-specific credit enhancements are generally structured to cover a multiple of historical losses expected on the pool of assets, and are typically in the form of overcollateralization provided by the seller. The deal-specific credit enhancements mitigate the Firm’s potential losses on its agreements with the conduits.
To ensure timely repayment of the commercial paper, and to provide the conduits with funding to purchase interests in or make loans secured by pools of receivables in the event that the conduits do not obtain funding in the commercial paper market, each asset pool financed by the conduits has a minimum 100% deal-specific liquidity facility associated with it provided by JPMorgan Chase Bank, N.A. JPMorgan Chase Bank, N.A. also provides the multi-seller conduit vehicles with uncommitted program-wide liquidity facilities and program-wide credit enhancement in the form of standby letters of credit. The amount of program-wide credit enhancement required is based upon commercial paper issuance and approximates 10% of the outstanding balance.
The Firm consolidates its Firm-administered multi-seller conduits, as the Firm has both the power to direct the significant activities of the conduits and a potentially significant economic interest in the conduits. As administrative agent and in its role in structuring transactions, the Firm makes decisions regarding asset types and credit quality, and manages the commercial paper funding needs of the conduits. The Firm’s interests that could potentially be significant to the VIEs include the fees received as administrative agent and liquidity and program-wide credit enhancement provider, as well as the potential exposure created by the liquidity and credit enhancement facilities provided to the conduits. See page 268 of this Note for further information on consolidated VIE assets and liabilities.
In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $5.7 billion and $4.1 billion of the commercial paper issued by the Firm-administered multi-seller conduits at December 31, 2014 and 2013, respectively. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. 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 have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded portion of these commitments was $9.9 billion and $9.1 billion at December 31, 2014 and 2013, respectively, and are reported as off-balance sheet lending-related commitments. For more information on off-balance sheet lending-related commitments, see Note 29.
VIEs associated with investor intermediation activities
As a financial intermediary, the Firm creates certain types of VIEs and also structures transactions with these VIEs, typically using derivatives, to meet investor needs. The Firm may also provide liquidity and other support. The risks inherent in the derivative instruments or liquidity commitments are managed similarly to other credit, market or liquidity risks to which the Firm is exposed. The principal types of VIEs for which the Firm is engaged in on behalf of clients are municipal bond vehicles, credit-related note vehicles and asset swap vehicles.
Municipal bond vehicles
The Firm has created a series of trusts that provide short-term investors with qualifying tax-exempt investments, and that allow investors in tax-exempt securities to finance their investments at short-term tax-exempt rates. In a typical transaction, the vehicle purchases fixed-rate longer-term highly rated municipal bonds and funds the purchase by issuing two types of securities: (1) puttable floating-rate certificates and (2) inverse floating-rate residual interests (“residual interests”). The maturity of each of the puttable floating-rate certificates and the residual interests is equal to the life of the vehicle, while the maturity of the underlying municipal bonds is typically longer. Holders of the puttable floating-rate certificates may “put,” or tender, the certificates if the remarketing agent cannot successfully remarket the floating-rate certificates to another investor. A liquidity facility conditionally obligates the liquidity provider to fund the purchase of the tendered floating-rate certificates. Upon termination of the vehicle, proceeds from the sale of the underlying municipal bonds would first repay any funded liquidity facility or outstanding floating-rate certificates and the remaining amount, if any, would be paid to the residual interests. If the proceeds from the sale of the underlying municipal bonds are not sufficient to repay the liquidity facility, in certain transactions the liquidity provider has recourse to the residual interest holders for reimbursement. Certain residual interest holders may be required to post collateral with the Firm, as liquidity provider, to support such reimbursement obligations should the market value of the municipal bonds decline.
JPMorgan Chase Bank, N.A. often serves as the sole liquidity provider, and J.P. Morgan Securities LLC serves as remarketing agent, of the puttable floating-rate certificates. The liquidity provider’s obligation to perform is conditional and is limited by certain termination events, which include bankruptcy or failure to pay by the municipal bond issuer or credit enhancement provider, an event of taxability on the municipal bonds or the immediate downgrade of the municipal bond to below investment grade. In addition, the Firm’s exposure as liquidity provider is further limited by the high credit quality of the underlying municipal bonds, the excess collateralization in the vehicle, or in certain transactions, the reimbursement agreements with the residual interest holders.
The long-term credit ratings of the puttable floating rate certificates are directly related to the credit ratings of the underlying municipal bonds, the credit rating of any insurer of the underlying municipal bond, and the Firm’s short-term credit rating as liquidity provider. A downgrade in any of these ratings would affect the rating of the puttable floating-rate certificates and could cause demand for these certificates by investors to decline or disappear. However, a downgrade of JPMorgan Chase Bank, N.A.’s short-term rating does not affect the Firm’s obligation under the liquidity facility.
As remarketing agent, the Firm may hold puttable floating-rate certificates of the municipal bond vehicles. At December 31, 2014 and 2013, the Firm held $55 million and $262 million, respectively, of these certificates on its Consolidated balance sheets. The largest amount held by the Firm at any end of day during 2014 was $250 million, or 3.0%, of the municipal bond vehicles’ aggregate outstanding puttable floating-rate certificates. The Firm did not have and continues not to have any intent to protect any residual interest holder from potential losses on any of the municipal bond holdings.
The Firm consolidates municipal bond vehicles if it owns the residual interest. The residual interest generally allows the owner to make decisions that significantly impact the economic performance of the municipal bond vehicle, primarily by directing the sale of the municipal bonds owned by the vehicle. In addition, the residual interest owners have the right to receive benefits and bear losses that could potentially be significant to the municipal bond vehicle. The Firm does not consolidate municipal bond vehicles if it does not own the residual interests, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. See page 268 of this Note for further information on consolidated municipal bond vehicles.
The Firm’s exposure to nonconsolidated municipal bond VIEs at December 31, 2014 and 2013, including the ratings profile of the VIEs’ assets, was as follows.
December 31,	Fair value of assets held by VIEs			Liquidity facilities		Excess/(deficit)(a)			Maximum exposure
(in billions)
Nonconsolidated municipal bond vehicles
2014	$	11.5		$	6.3	$	5.2		$	6.3
2013	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
December 31,	AAA to AAA-			AA+ to AA-		A+ to A-			BBB+ to BBB-			BB+ and below
(in billions, except where otherwise noted)
2014	$	2.7		$	8.4	$	0.4		$	—		$	—		$	11.5		4.9
2013	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
Credit-related note vehicles
The Firm structures transactions with credit-related note vehicles in which the VIE purchases highly rated assets (generally investment-grade), such as government bonds, corporate bonds or asset-backed securities, and enters into a credit derivative contract with the Firm to obtain exposure to a referenced credit which the VIE otherwise does not hold. The VIE then issues credit-linked notes (“CLNs”) to transfer the risk of the referenced credit to the VIE’s investors. Clients and investors often prefer using a CLN vehicle since they may be of the view that the CLNs issued by the VIE is of a higher credit quality than equivalent notes issued directly by JPMorgan Chase. The Firm divides its credit-related note structures broadly into two types: static and managed. In a static credit-related note structure, the CLNs and associated credit derivative contract either reference a single credit (e.g., a multi-national corporation), or all or part of a fixed portfolio of credits. In a managed credit-related note structure, the CLNs and associated credit derivative generally reference all or part of an actively managed portfolio of credits.
The Firm’s involvement with CLN vehicles is generally limited to being a derivative counterparty and it does not act as a portfolio manager for managed CLN VIEs. The Firm does not provide any additional contractual financial support to the VIE over and above its contractual obligations as derivative counterparty, but may also make a market in the CLNs issued by such VIEs, although it is under no obligation to do so. The Firm has not historically provided any financial support to the CLN vehicles over and above its contractual obligations. As a derivative counterparty the assets held by the VIE serve as collateral for any derivatives receivables. As such the collateral represents the maximum exposure the Firm has to these vehicles, which was $5.9 billion and $8.7 billion as of December 31, 2014 and 2013, respectively. The Firm’s maximum exposure arises through the derivatives executed with the VIEs; the exposure varies over time with changes in the fair value of the derivatives. The Firm relies on the collateral held by the VIEs to pay any amounts due under the derivatives; the vehicles are structured at inception so that the par value of the collateral is expected to be sufficient to pay amounts due under the derivative contracts
Since each CLN is established to the specifications of the investors, the investors have the power over the activities of that VIE that most significantly affect the performance of the CLN. The Firm consolidates credit-related note entities only in limited circumstances where it holds positions in these entities that provided the Firm with control over the entity. The Firm consolidated credit-related note vehicles with collateral fair values of $163 million and $311 million, at December 31, 2014 and 2013, respectively. These consolidated VIEs included some that were structured by the Firm where the Firm provides the credit derivative, and some that have been structured by third parties where the Firm is not the credit derivative provider.
The Firm reports derivatives with unconsolidated CLN vehicles as well as any CLNs that it holds as market-maker on its Consolidated balance sheets at fair value with changes in fair value reported in principal transactions revenue. The Firm’s exposure to non-consolidated CLN VIEs as of December 31, 2014 and 2013 was not material.
Asset swap vehicles
The Firm structures transactions with asset swap vehicles on behalf of investors. In such transactions, the VIE purchases a specific asset or assets (substantially all of which are investment-grade) and then enters into a derivative with the Firm in order to tailor the interest rate or foreign exchange currency risk, or both, according to investors’ requirements. Investors typically invest in the notes issued by such VIEs in order to obtain exposure to the credit risk of the specific assets, as well as exposure to foreign exchange and interest rate risk that is tailored to their specific needs.
The Firm’s involvement with asset swap vehicles is generally limited to being an interest rate or foreign exchange derivative counterparty. The Firm does not provide any additional contractual financial support to the VIE over and above its contractual obligations as derivative counterparty, but may also make a market in the notes issued by such VIEs, although it is under no obligation to do so. The Firm has not historically provided any financial support to asset swap vehicles over and above its contractual obligations. As a derivative counterparty the assets held by the VIE serve as collateral for any derivatives receivables. As such the collateral represents the maximum exposure the Firm has to these vehicles, which was $5.7 billion and $7.7 billion as of December 31, 2014 and 2013, respectively. The Firm’s maximum exposure arises through the derivatives executed with the VIEs; the exposure varies over time with changes in the fair value of the derivatives. The Firm relies on the collateral held by the VIEs to pay any amounts due under the derivatives; the vehicles are structured at inception so that the par value of the collateral is expected to be sufficient to pay amounts due under the derivative contracts
Since each asset swap vehicle is established to the specifications of the investors, the investors have the power over the activities of that VIE that most significantly affect the performance of the entity. Accordingly, the Firm does not generally consolidate these asset swap vehicles and did not consolidate any asset swap vehicles at December 31, 2014 and 2013.
The Firm reports derivatives with unconsolidated asset swap vehicles that it holds as market-maker on its Consolidated balance sheets at fair value with changes in fair value reported in principal transactions revenue. The Firm’s exposure to non-consolidated asset swap VIEs as of December 31, 2014 and 2013 was not material.
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 December 31, 2014 and 2013.
	Assets											Liabilities
December 31, 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	$	—		$	48.3	$	0.7		$	49		$	31.2		$	—		$	31.2
Firm-administered multi-seller conduits	—			17.7		0.1			17.8			12			—			12
Municipal bond vehicles	5.3			—		—			5.3			4.9			—			4.9
Mortgage securitization entities(b)	3.3			0.7		—			4			2.1			0.8			2.9
Student loan securitization entities	0.2			2.2		—			2.4			2.1			—			2.1
Other	0.3			—		1			1.3			0.1			0.1			0.2
Total	$	9.1		$	68.9	$	1.8		$	79.8		$	52.4		$	0.9		$	53.3
	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, derivative receivables, 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 $35.4 billion and $31.8 billion at December 31, 2014 and 2013, respectively. The maturities of the long-term beneficial interests as of December 31, 2014, were as follows: $10.9 billion under one year, $19.0 billion between one and five years, and $5.5 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 has securitized and sold a variety of loans, including residential mortgage, credit card, automobile, student and commercial (primarily related to real estate) loans, as well as debt securities. The primary purposes of these securitization transactions were to satisfy investor demand and to generate liquidity for the Firm.
For loan securitizations in which the Firm is not required to consolidate the trust, the Firm records the transfer of the loan receivable to the trust as a sale when the accounting criteria for a sale are met. Those criteria are: (1) the transferred financial assets are legally isolated from the Firm’s creditors; (2) the transferee or beneficial interest holder can pledge or exchange the transferred financial assets; and (3) the Firm does not maintain effective control over the transferred financial assets (e.g., the Firm cannot repurchase the transferred assets before their maturity and it does not have the ability to unilaterally cause the holder to return the transferred assets).
For loan securitizations accounted for as a sale, the Firm recognizes a gain or loss based on the difference between the value of proceeds received (including cash, beneficial interests, or servicing assets received) and the carrying value of the assets sold. Gains and losses on securitizations are reported in noninterest revenue.
Securitization activity
The following table provides information related to the Firm’s securitization activities for the years ended December 31, 2014, 2013 and 2012, 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.
	2014						2013						2012
Year ended December 31,	Residential mortgage(d)(e)			Commercial and other(e)(f)			Residential mortgage(d)(e)			Commercial and other(e)(f)			Residential mortgage(d)(e)			Commercial and other(e)(f)
(in millions, except rates)(a)
Principal securitized	$	2,558		$	11,911		$	1,404		$	11,318		$	—		$	5,421
All cash flows during the period:
Proceeds from new securitizations(b)	$	2,569		$	12,079		$	1,410		$	11,507		$	—		$	5,705
Servicing fees collected	557			4			576			5			662			4
Purchases of previously transferred financial assets (or the underlying collateral)(c)	121			—			294			—			222			—
Cash flows received on interests	179			578			156			325			185			163
(a)	Excludes re-securitization transactions.
(b)	Proceeds from residential mortgage securitizations were received in the form of securities. During 2014, $2.4 billion of residential mortgage securitizations were received as securities and classified in level 2, and $185 million were in level 3 of the fair value hierarchy. During 2013, $1.4 billion of residential mortgage securitizations were received as securities and classified in level 2 of the fair value hierarchy. Proceeds from commercial mortgage securitizations were received as securities and cash. During 2014, $11.4 billion of proceeds from commercial mortgage securitizations were received as securities and classified in level 2, and $130 million of proceeds were classified as level 3 of the fair value hierarchy; and $568 million of proceeds from commercial mortgage securitizations were received as cash. During 2013, $11.3 billion of commercial mortgage securitizations were classified in level 2 of the fair value hierarchy, and $207 million of proceeds from commercial mortgage securitizations were received as cash. During 2012, $5.7 billion of commercial mortgage securitizations were classified in level 2 of the fair value hierarchy.
(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)	Key assumptions used to measure residential mortgage retained interests originated during the year included weighted-average life (in years) of
5.9 and 3.9 for the years ended December 31, 2014 and 2013, respectively, and weighted-average discount rate of 3.4% and 2.5% for the years ended December 31, 2014 and 2013, respectively. There were no residential mortgage securitizations during 2012. Key assumptions used to measure commercial and other retained interests originated during the year included weighted-average life (in years) of 6.5, 8.3 and 8.8 for the years ended December 31, 2014, 2013, and 2012, respectively, and weighted-average discount rate of 4.8%, 3.2% and 3.6% for the years ended December 31, 2014, 2013 and 2012, respectively.
(f) 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 these transactions 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 for additional information about the Firm’s loan sales- and securitization-related indemnifications.
See Note 17 for additional information about the impact of the Firm’s sale of certain excess mortgage servicing rights.
The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities.
Year ended December 31,	2014			2013		2012
(in millions)
Carrying value of loans sold(a)	$	55,802		$	166,028	$	179,008
Proceeds received from loan sales as cash	$	260		$	782	$	195
Proceeds from loans sales as securities(b)	55,117			163,373		176,592
Total proceeds received from loan sales(c)	$	55,377		$	164,155	$	176,787
Gains on loan sales(d)	$	316		$	302	$	141
(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 29, 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 typically elects 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 December 31, 2014 and 2013, the Firm had recorded on its Consolidated balance sheets $12.4 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 December 31, 2014 and 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 14.
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 December 31, 2014 and 2013.
	Securitized assets						90 days past due						Liquidation losses
As of or for the year ended December 31, (in millions)	2014			2013			2014			2013			2014			2013
Securitized loans(a)
Residential mortgage:
Prime/ Alt-A & Option ARMs	$	78,294		$	90,381		$	11,363		$	14,882		$	2,166		$	4,688
Subprime mortgage	25,659			28,008			6,473			7,726			1,931			2,420
Commercial and other	94,438			98,018			1,522			2,350			1,267			1,003
Total loans securitized(b)	$	198,391		$	216,407		$	19,358		$	24,958		$	5,364		$	8,111
(a)	Total assets held in securitization-related SPEs were $254.3 billion and $271.7 billion, respectively, at December 31, 2014 and 2013. The $198.4 billion and $216.4 billion, respectively, of loans securitized at December 31, 2014 and 2013, excludes: $52.2 billion and $50.8 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $3.7 billion and $4.5 billion, respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at December 31, 2014 and 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	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and other intangible assets	Goodwill and other intangible assets
	Goodwill
	Goodwill is recorded upon completion of a business combination as the difference between the purchase price and the fair value of the net assets acquired. Subsequent to initial recognition, goodwill is not amortized but is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate there may be impairment.
	The goodwill associated with each business combination is allocated to the related reporting units, which are determined based on how the Firm’s businesses are managed and how they are reviewed by the Firm’s Operating Committee. The following table presents goodwill attributed to the business segments.
	December 31, (in millions)	2014			2013			2012
	Consumer & Community Banking	$	30,941		$	30,985		$	31,048
	Corporate & Investment Bank	6,780			6,888			6,895
	Commercial Banking	2,861			2,862			2,863
	Asset Management	6,964			6,969			6,992
	Corporate(a)	101			377			377
	Total goodwill	$	47,647		$	48,081		$	48,175
	(a)	The remaining $101 million of Private Equity goodwill was disposed of as part of the Private Equity sale completed in January 2015. For further information on the Private Equity sale, see Note 2.
	The following table presents changes in the carrying amount of goodwill.
	Year ended December 31,	2014				2013				2012
	(in millions)
	Balance at beginning of period	$	48,081			$	48,175			$	48,188
	Changes during the period from:
	Business combinations	43				64				43
	Dispositions	(80		)		(5		)		(4		)
	Other(a)	(397		)		(153		)		(52		)
	Balance at December 31,	$	47,647			$	48,081			$	48,175
	(a)	Includes foreign currency translation adjustments, other tax-related adjustments, and, during 2014, goodwill impairment associated with the Firm’s Private Equity business of $276 million.
	Impairment testing
	During 2014, the Firm recognized impairments of the Private Equity business’ goodwill totaling $276 million.
	The Firm’s remaining goodwill was not impaired at December 31, 2014. Further, the Firm’s goodwill was not impaired at December 31, 2013 nor was any goodwill written off due to impairment during 2013 or 2012.
	The goodwill impairment test is performed in two steps. In the first step, the current fair value of each reporting unit is compared with its carrying value, including goodwill. If the fair value is in excess of the carrying value (including goodwill), then the reporting unit’s goodwill is considered not to be impaired. If the fair value is less than the carrying value (including goodwill), then a second step is performed. In the second step, the implied current fair value of the reporting unit’s goodwill is determined by comparing the fair value of the reporting unit (as determined in step one) to the fair value of the net assets of the reporting unit, as if the reporting unit were being acquired in a business combination. The resulting implied current fair value of goodwill is then compared with the carrying value of the reporting unit’s goodwill. If the carrying value of the goodwill exceeds its implied current fair value, then an impairment charge is recognized for the excess. If the carrying value of goodwill is less than its implied current fair value, then no goodwill impairment is recognized.
	The Firm uses the reporting units’ allocated equity plus goodwill capital as a proxy for the carrying amounts of equity for the reporting units in the goodwill impairment testing. Reporting unit equity is determined on a similar basis as the allocation of equity to the Firm’s lines of business, which takes into consideration the capital the business segment would require if it were operating independently, incorporating sufficient capital to address regulatory capital requirements (including Basel III), economic risk measures and capital levels for similarly rated peers. Proposed line of business equity levels are incorporated into the Firm’s annual budget process, which is reviewed by the Firm’s Board of Directors. Allocated equity is further reviewed on a periodic basis and updated as needed.
	The primary method the Firm uses to estimate the fair value of its reporting units is the income approach. The models project cash flows for the forecast period and use the perpetuity growth method to calculate terminal values. These cash flows and terminal values are then discounted using an appropriate discount rate. Projections of cash flows are based on the reporting units’ earnings forecasts, which include the estimated effects of regulatory and legislative changes (including, but not limited to the Dodd-Frank Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”)), and which are reviewed with the senior management of the Firm. The discount rate used for each reporting unit represents an estimate of the cost of equity for that reporting unit and is determined considering the Firm’s overall estimated cost of equity (estimated using the Capital Asset Pricing Model), as adjusted for the risk characteristics specific to each reporting unit (for example, for higher levels of risk or uncertainty associated with the business or management’s forecasts and assumptions). To assess the reasonableness of the discount rates used for each reporting unit management compares the discount rate to the estimated cost of equity for publicly traded institutions with similar businesses and risk characteristics. In addition, the weighted average cost of equity (aggregating the various reporting units) is compared with the Firms’ overall estimated cost of equity to ensure reasonableness.
	The valuations derived from the discounted cash flow models are then compared with market-based trading and transaction multiples for relevant competitors. Trading and transaction comparables are used as general indicators to assess the general reasonableness of the estimated fair values, although precise conclusions generally cannot be drawn due to the differences that naturally exist between the Firm’s businesses and competitor institutions. Management also takes into consideration a comparison between the aggregate fair value of the Firm’s reporting units and JPMorgan Chase’s market capitalization. In evaluating this comparison, management considers several factors, including (a) a control premium that would exist in a market transaction, (b) factors related to the level of execution risk that would exist at the firmwide level that do not exist at the reporting unit level and (c) short-term market volatility and other factors that do not directly affect the value of individual reporting units.
	Deterioration in economic market conditions, increased estimates of the effects of regulatory or legislative changes, or additional regulatory or legislative changes may result in declines in projected business performance beyond management’s current expectations. For example, in the Firm’s Mortgage Banking business, such declines could result from increases in primary mortgage interest rates, lower mortgage origination volume, higher costs to resolve foreclosure-related matters or from deterioration in economic conditions, including decreases in home prices that result in increased credit losses. Declines in business performance, increases in equity capital requirements, or increases in the estimated cost of equity, could cause the estimated fair values of the Firm’s reporting units or their associated goodwill to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill.
	Mortgage servicing rights
	Mortgage servicing rights represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained.
	As permitted by U.S. GAAP, the Firm has elected to account for its MSRs at fair value. The Firm treats its MSRs as a single class of servicing assets based on the availability of market inputs used to measure the fair value of its MSR asset and its treatment of MSRs as one aggregate pool for risk management purposes. The Firm estimates the fair value of MSRs using an option-adjusted spread (“OAS”) model, which projects MSR cash flows over multiple interest rate scenarios in conjunction with the Firm’s prepayment model, and then discounts these cash flows at risk-adjusted rates. The model considers portfolio characteristics, contractually specified servicing fees, prepayment assumptions, delinquency rates, costs to service, late charges and other ancillary revenue, and other economic factors. The Firm compares fair value estimates and assumptions to observable market data where available, and also considers recent market activity and actual portfolio experience.
	The fair value of MSRs is sensitive to changes in interest rates, including their effect on prepayment speeds. MSRs typically decrease in value when interest rates decline because declining interest rates tend to increase prepayments and therefore reduce the expected life of the net servicing cash flows that comprise the MSR asset. Conversely, securities (e.g., mortgage-backed securities), principal-only certificates and certain derivatives (i.e., those for which the Firm receives fixed-rate interest payments) increase in value when interest rates decline. JPMorgan Chase uses combinations of derivatives and securities to manage changes in the fair value of MSRs. The intent is to offset any interest-rate related changes in the fair value of MSRs with changes in the fair value of the related risk management instruments.
	The following table summarizes MSR activity for the years ended December 31, 2014, 2013 and 2012.
	As of or for the year ended December 31, (in millions, except where otherwise noted)	2014				2013				2012
	Fair value at beginning of period	$	9,614			$	7,614			$	7,223
	MSR activity:
	Originations of MSRs	757				2,214				2,376
	Purchase of MSRs	11				1				457
	Disposition of MSRs(a)	(209		)		(725		)		(579		)
	Net additions	559				1,490				2,254
	Changes due to collection/realization of expected cash flows(b)	(911		)		(1,102		)		(1,228		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(c)	(1,608		)		2,122				(589		)
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)(d)	133				109				(452		)
	Discount rates	(459		)	(h)	(78		)		(98		)
	Prepayment model changes and other(e)	108				(541		)		504
	Total changes in valuation due to other inputs and assumptions	(218		)		(510		)		(46		)
	Total changes in valuation due to inputs and assumptions(b)	$	(1,826	)		$	1,612			$	(635	)
	Fair value at December 31,(f)	$	7,436			$	9,614			$	7,614
	Change in unrealized gains/(losses) included in income related to MSRs	$	(1,826	)		$	1,612			$	(635	)
	held at December 31,
	Contractual service fees, late fees and other ancillary fees included in income	$	2,884			$	3,309			$	3,783
	Third-party mortgage loans serviced at December 31, (in billions)	$	756			$	822			$	867
	Servicer advances, net of an allowance for uncollectible amounts, at December 31, (in billions)(g)	$	8.5			$	9.6			$	10.9
	(a)	Predominantly represents excess mortgage servicing rights transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs in 2013 and 2012.
	(b)	Included changes related to commercial real estate of $(7) million, $(5) million and $(8) million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(c)	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.
	(d)	For the year ended December 31, 2013, the increase was driven by the inclusion in the MSR valuation model of servicing fees receivable on certain delinquent loans.
	(e)	Represents changes in prepayments other than those attributable to changes in market interest rates. For the year ended December 31, 2013, the decrease was driven by changes in the inputs and assumptions used to derive prepayment speeds, primarily increases in home prices.
	(f)	Included $11 million, $18 million and $23 million related to commercial real estate at December 31, 2014, 2013, and 2012, respectively.
	(g)	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 these 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.
(h)	For the year ending December 31, 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.
The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the years ended December 31, 2014, 2013 and 2012.
Year ended December 31,	2014				2013				2012
(in millions)
CCB mortgage fees and related income
Net production revenue:
Production revenue	$	732			$	2,673			$	5,783
Repurchase (losses)/benefits	458				331				(272		)
Net production revenue	1,190				3,004				5,511
Net mortgage servicing revenue
Operating revenue:
Loan servicing revenue	3,303				3,552				3,772
Changes in MSR asset fair value due to collection/realization of expected cash flows	(905		)		(1,094		)		(1,222		)
Total operating revenue	2,398				2,458				2,550
Risk management:
Changes in MSR asset fair value	(1,606		)		2,119				(587		)
due to market interest rates and
other(a)
Other changes in MSR asset fair value due to other inputs and assumptions in model(b)	(218		)		(511		)		(46		)
Change in derivative fair value and other	1,796				(1,875		)		1,252
Total risk management	(28		)		(267		)		619
Total CCB net mortgage servicing revenue	2,370				2,191				3,169
All other	3				10				7
Mortgage fees and related income	$	3,563			$	5,205			$	8,687
(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). For the year ended December 31, 2013, the decrease was driven by changes in the inputs and assumptions used to derive prepayment speeds, primarily increases in home prices.
The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at December 31, 2014 and 2013, and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.
December 31,	2014				2013
(in millions, except rates)
Weighted-average prepayment speed assumption (“CPR”)	9.8		%		8.07		%
Impact on fair value of 10% adverse change	$	(337	)		$	(362	)
Impact on fair value of 20% adverse change	(652		)		(705		)
Weighted-average option adjusted spread	9.43		%		7.77		%
Impact on fair value of 100 basis points adverse change	$	(300	)		$	(389	)
Impact on fair value of 200 basis points adverse change	(578		)		(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
Other intangible assets are recorded at their fair value upon completion of a business combination or certain other transactions, and generally represent the value of customer relationships or arrangements. Subsequently, the Firm’s intangible assets with finite lives, including core deposit intangibles, purchased credit card relationships, and other intangible assets, are amortized over their useful lives in a manner that best reflects the economic benefits of the intangible asset. The $426 million decrease in other intangible assets during 2014 was predominantly due to $380 million in amortization.
The components of credit card relationships, core deposits and other intangible assets were as follows.
	2014										2013
	Gross amount(a)			Accumulated amortization(a)			Net				Gross amount			Accumulated amortization		Net
December 31, (in millions)							carrying value									carrying value
Purchased credit card relationships	$	200		$	166		$	34			$	3,540		$	3,409	$	131
Other credit card-related intangibles	497			378			$	119			542			369		$	173
Core deposit intangibles	814			757			$	57			4,133			3,974		$	159
Other intangibles(b)	1,880			898			$	982			2,374			1,219		$	1,155
Total other intangible assets	$	3,391		$	2,199		$	1,192			$	10,589		$	8,971	$	1,618
(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.
Year ended December 31, (in millions)	2014				2013				2012
Purchased credit card relationships	$	97			$	195			$	309
Other credit card-related intangibles	51				58				265
Core deposit intangibles	102				196				239
Other intangibles	130				188				144
Total amortization expense(a)	$	380			$	637			$	957
(a)	The decline in amortization expense during 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 December 31, 2014.
Year ended December 31, (in millions)	Purchased credit card relationships			Other credit			Core deposit intangibles			Other			Total
				card-related intangibles						intangibles
2015	$	13		$	38		$	26		$	89		$	166
2016	6			33			14			73			126
2017	5			28			7			70			110
2018	3			20			5			50			78
2019	2			—			3			37			42
Impairment testing
The Firm’s intangible assets are tested for impairment annually or more often if events or changes in circumstances indicate that the asset might be impaired.
The impairment test for a finite-lived intangible asset compares the undiscounted cash flows associated with the use or disposition of the intangible asset to its carrying value. If the sum of the undiscounted cash flows exceeds its carrying value, then no impairment charge is recorded. If the sum of the undiscounted cash flows is less than its carrying value, then an impairment charge is recognized in amortization expense to the extent the carrying amount of the asset exceeds its fair value.
The impairment test for indefinite-lived intangible assets compares the fair value of the intangible asset to its carrying amount. If the carrying value exceeds the fair value, then an impairment charge is recognized in amortization expense for the difference.

Premises_and_Equipment

Premises and Equipment	12 Months Ended
	Dec. 31, 2014
Property, Plant and Equipment [Abstract]
Premises and equipment	Premises and equipment
	Premises and equipment, including leasehold improvements, are carried at cost less accumulated depreciation and amortization. JPMorgan Chase computes depreciation using the straight-line method over the estimated useful life of an asset. For leasehold improvements, the Firm uses the straight-line method computed over the lesser of the remaining term of the leased facility or the estimated useful life of the leased asset.
	JPMorgan Chase capitalizes certain costs associated with the acquisition or development of internal-use software. Once the software is ready for its intended use, these costs are amortized on a straight-line basis over the software’s expected useful life and reviewed for impairment on an ongoing basis.

Deposits

Deposits	12 Months Ended
	Dec. 31, 2014
Deposits [Abstract]
Deposits	Deposits
	At December 31, 2014 and 2013, noninterest-bearing and interest-bearing deposits were as follows.
	December 31, (in millions)	2014			2013
	U.S. offices
	Noninterest-bearing	$	437,558		$	389,863
	Interest-bearing
	Demand(a)	90,319			84,631
	Savings(b)	466,730			450,405
	Time (included $7,501 and $5,995 at fair value)(c)	86,301			91,356
	Total interest-bearing deposits	643,350			626,392
	Total deposits in U.S. offices	1,080,908			1,016,255
	Non-U.S. offices
	Noninterest-bearing	19,078			17,611
	Interest-bearing
	Demand	217,011			214,391
	Savings	2,673			1,083
	Time (included $1,306 and $629 at fair value)(c)	43,757			38,425
	Total interest-bearing deposits	263,441			253,899
	Total deposits in non-U.S. offices	282,519			271,510
	Total deposits	$	1,363,427		$	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.
	At December 31, 2014 and 2013, time deposits in denominations of $100,000 or more were as follows.
	December 31, (in millions)		2014			2013
	U.S. offices		$	71,630		$	74,804
	Non-U.S. offices		43,743			38,412
	Total		$	115,373		$	113,216
	At December 31, 2014, the maturities of interest-bearing time deposits were as follows.
	December 31, 2014
	(in millions)		U.S.			Non-U.S.		Total
	2015		$	70,929		$	43,031	$	113,960
	2016		6,511			424		6,935
	2017		1,480			61		1,541
	2018		1,750			75		1,825
	2019		1,423			166		1,589
	After 5 years		4,208			—		4,208
	Total		$	86,301		$	43,757	$	130,058

Accounts_Payable_and_Other_Lia

Accounts Payable and Other Liabilities	12 Months Ended
	Dec. 31, 2014
Accounts Payable and Accrued Liabilities [Abstract]
Accounts payable and other liabilities	Accounts payable and other liabilities
	Accounts payable and other liabilities consist of payables to customers; payables to brokers, dealers and clearing organizations; payables from security purchases that did not settle; income taxes payables; accrued expense, including interest-bearing liabilities; and all other liabilities, including litigation reserves and obligations to return securities received as collateral.
	The following table details the components of accounts payable and other liabilities.
	December 31, (in millions)		2014		2013
	Brokerage payables(a)		$	134,467	$	116,391
	Accounts payable and other liabilities(b)		72,487		78,100
	Total		$	206,954	$	194,491
	(a)	Includes payables to customers, brokers, dealers and clearing organizations, and payables from security purchases that did not settle.
	(b)	Includes $36 million and $25 million accounted for at fair value at December 31, 2014 and 2013, respectively.

Longterm_debt

Long-term debt	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Long-term debt	Long-term debt
	JPMorgan Chase issues long-term debt denominated in various currencies, although predominantly U.S. dollars, with both fixed and variable interest rates. Included in senior and subordinated debt below are various equity-linked or other indexed instruments, which the Firm has elected to measure at fair value. Changes in fair value are recorded in principal transactions revenue in the Consolidated statements of income. The following table is a summary of long-term debt carrying values (including unamortized original issue discount, valuation adjustments and fair value adjustments, where applicable) by remaining contractual maturity as of December 31, 2014.
	By remaining maturity at		2014													2013
	December 31,
	(in millions, except rates)		Under 1 year			1-5 years			After 5 years			Total				Total
	Parent company
	Senior debt:	Fixed rate	$	13,214		$	46,275		$	49,300		$	108,789			$	101,074
		Variable rate	7,196			28,482			6,572			42,250				41,030
		Interest rates(a)	0.33-6.75%			0.27-7.25%			0.18-6.40%			0.18-7.25%				0.19-7.25%
	Subordinated debt:	Fixed rate	$	2,581		$	2,373		$	11,763		$	16,717			$	15,198
		Variable rate	1,446			2,000			9			3,455				4,566
		Interest rates(a)	0.48-5.25%			1.06-8.53%			3.38-8.00%			0.48-8.53%				0.63-8.53%
		Subtotal	$	24,437		$	79,130		$	67,644		$	171,211			$	161,868
	Subsidiaries
	Federal Home Loan Banks (“FHLB”) advances:	Fixed rate	$	2,006		$	32		$	166		$	2,204			$	3,236
		Variable rate	7,800			53,490			1,500			62,790				58,640
		Interest rates(a)	0.27-2.04%			0.11-0.43%			0.39		%	0.11-2.04%				0.16-2.04%
	Senior debt:	Fixed rate	$	334		$	1,493		$	3,924		$	5,751			$	5,428
		Variable rate	3,805			13,692			2,587			20,084				23,458
		Interest rates(a)	0.36-0.48%			0.26-8.00%			1.30-7.28%			0.26-8.00%				0.12-8.00%
	Subordinated debt:	Fixed rate	$	—		$	5,289		$	1,647		$	6,936			$	7,286
		Variable rate	—			2,364			—			2,364				2,528
		Interest rates(a)	—		%	0.57-6.00%			4.38-8.25%			0.57-8.25%				0.57-8.25%
		Subtotal	$	13,945		$	76,360		$	9,824		$	100,129			$	100,576
	Junior subordinated debt:	Fixed rate	$	—		$	—		$	2,226		$	2,226			$	2,176
		Variable rate	—			—			3,270			3,270				3,269
		Interest rates(a)	—		%	—		%	0.73-8.75%			0.73-8.75%				0.74-8.75%
		Subtotal	$	—		$	—		$	5,496		$	5,496			$	5,445
	Total long-term debt(b)(c)(d)		$	38,382		$	155,490		$	82,964		$	276,836		(f)(g)	$	267,889
	Long-term beneficial interests:
		Fixed rate	$	4,650		$	7,924		$	1,398		$	13,972			$	10,958
		Variable rate	6,230			11,079			4,128			21,437				20,872
		Interest rates	0.18-1.36%			0.20-5.23%			0.05-15.93%			0.05-15.93%				0.04-15.93%
	Total long-term beneficial interests(e)		$	10,880		$	19,003		$	5,526		$	35,409			$	31,830
	(a)	The interest rates shown are the range of contractual rates in effect at year-end, including non-U.S. dollar fixed- and variable-rate issuances, which excludes the effects of the associated derivative instruments used in hedge accounting relationships, if applicable. The use of these derivative instruments modifies the Firm’s exposure to the contractual interest rates disclosed in the table above. Including the effects of the hedge accounting derivatives, the range of modified rates in effect at December 31, 2014, for total long-term debt was (0.10)% to 8.55%, versus the contractual range of 0.11% to 8.75% presented in the table above. The interest rate ranges shown exclude structured notes accounted for at fair value.
	(b)	Included long-term debt of $69.2 billion and $68.4 billion secured by assets totaling $156.7 billion and $131.3 billion at December 31, 2014 and 2013, respectively. The amount of long-term debt secured by assets does not include amounts related to hybrid instruments.
	(c)	Included $30.2 billion and $28.9 billion of long-term debt accounted for at fair value at December 31, 2014 and 2013, respectively.
	(d)	Included $2.9 billion and $2.7 billion of outstanding zero-coupon notes at December 31, 2014 and 2013, respectively. The aggregate principal amount of these notes at their respective maturities is $7.5 billion and $4.5 billion, respectively.
	(e)	Included on the Consolidated balance sheets in beneficial interests issued by consolidated VIEs. Also included $2.2 billion and $2.0 billion of outstanding structured notes accounted for at fair value at December 31, 2014 and 2013, respectively. Excluded short-term commercial paper and other short-term beneficial interests of $17.0 billion and $17.8 billion at December 31, 2014 and 2013, respectively.
	(f)	At December 31, 2014, long-term debt in the aggregate of $23.5 billion was redeemable at the option of JPMorgan Chase, in whole or in part, prior to maturity, based on the terms specified in the respective notes.
	(g)	The aggregate carrying values of debt that matures in each of the five years subsequent to 2014 is $38.4 billion in 2015, $50.0 billion in 2016, $42.0 billion in 2017, $35.3 billion in 2018 and $28.2 billion in 2019.
	The weighted-average contractual interest rates for total long-term debt excluding structured notes accounted for at fair value were 2.43% and 2.56% as of December 31, 2014 and 2013, respectively. In order to modify exposure to interest rate and currency exchange rate movements, JPMorgan Chase utilizes derivative instruments, primarily interest rate and cross-currency interest rate swaps, in conjunction with some of its debt issues. The use of these instruments modifies the Firm’s interest expense on the associated debt. The modified weighted-average interest rates for total long-term debt, including the effects of related derivative instruments, were 1.50% and 1.54% as of December 31, 2014 and 2013, respectively.
	The Parent Company has guaranteed certain long-term debt of its subsidiaries, including both long-term debt and structured notes sold as part of the Firm’s market-making activities. These guarantees rank on parity with all of the Firm’s other unsecured and unsubordinated indebtedness. Guaranteed liabilities were $352 million and $478 million at December 31, 2014 and 2013, respectively.
	The Firm’s unsecured debt does not contain requirements that would call for an acceleration of payments, maturities or changes in the structure of the existing debt, provide any limitations on future borrowings or require additional collateral, based on unfavorable changes in the Firm’s credit ratings, financial ratios, earnings or stock price.
	Junior subordinated deferrable interest debentures held by trusts that issued guaranteed capital debt securities
	On May 8, 2013, the Firm redeemed approximately $5.0 billion, or 100% of the liquidation amount, of the following eight series of guaranteed capital debt securities (“trust preferred securities”): JPMorgan Chase Capital X, XI, XII, XIV, XVI, XIX and XXIV, and BANK ONE Capital VI. Other income for the year ended December 31, 2013, reflected a modest loss related to the redemption of trust preferred securities. On July 12, 2012, the Firm redeemed $9.0 billion, or 100% of the liquidation amount, of the following nine series of trust preferred securities: JPMorgan Chase Capital XV, XVII, XVIII, XX, XXII, XXV, XXVI, XXVII and XXVIII. Other income for the year ended December 31, 2012, reflected $888 million of pretax extinguishment gains related to adjustments applied to the cost basis of the redeemed trust preferred securities during the period they were in a qualified hedge accounting relationship.
	At December 31, 2014, the Firm had outstanding nine wholly owned Delaware statutory business trusts (“issuer trusts”) that had issued guaranteed capital debt securities.
	The junior subordinated deferrable interest debentures issued by the Firm to the issuer trusts, totaling $5.5 billion and $5.4 billion at December 31, 2014 and 2013, respectively, were reflected on the Firm’s Consolidated balance sheets in long-term debt, and in the table on the preceding page under the caption “Junior subordinated debt” (i.e., trust preferred securities). The Firm also records the common capital securities issued by the issuer trusts in other assets in its Consolidated balance sheets at December 31, 2014 and 2013. Beginning in 2014, the debentures issued to the issuer trusts by the Firm, less the common capital securities of the issuer trusts, began being phased out from inclusion as Tier 1 capital under Basel III. As of December 31, 2014, $2.7 billion of these debentures qualified as Tier 1 capital, while $2.7 billion qualified as Tier 2 capital. As of December 31, 2013, under Basel I, the entire balance of these debentures qualified as Tier 1 capital.
	The following is a summary of the outstanding trust preferred securities, including unamortized original issue discount, issued by each trust, and the junior subordinated deferrable interest debenture issued to each trust, as of December 31, 2014.
	31-Dec-14		Amount of trust preferred securities issued by trust(a)			Principal amount of debenture issued to trust(b)			Issue date		Stated maturity of trust preferred securities and debentures	Earliest redemption date		Interest rate of trust preferred securities and debentures		Interest payment/distribution dates
	(in millions)
	Bank One Capital III		$	474		$	726		2000		2030	Any time		8.75%		Semiannually
	Chase Capital II		482			498			1997		2027	Any time		LIBOR + 0.50%		Quarterly
	Chase Capital III		296			305			1997		2027	Any time		LIBOR + 0.55%		Quarterly
	Chase Capital VI		242			249			1998		2028	Any time		LIBOR + 0.625%		Quarterly
	First Chicago NBD Capital I		249			257			1997		2027	Any time		LIBOR + 0.55%		Quarterly
	JPMorgan Chase Capital XIII		466			480			2004		2034	Any time		LIBOR + 0.95%		Quarterly
	JPMorgan Chase Capital XXI		836			838			2007		2037	Any time		LIBOR + 0.95%		Quarterly
	JPMorgan Chase Capital XXIII		643			643			2007		2047	Any time		LIBOR + 1.00%		Quarterly
	JPMorgan Chase Capital XXIX		1,500			1,500			2010		2040	2015		6.70%		Quarterly
	Total		$	5,188		$	5,496
	(a)	Represents the amount of trust preferred securities issued to the public by each trust, including unamortized original-issue discount.
	(b)	Represents the principal amount of JPMorgan Chase debentures issued to each trust, including unamortized original-issue discount. The principal amount of debentures issued to the trusts includes the impact of hedging and purchase accounting fair value adjustments that were recorded on the Firm’s Consolidated Financial Statements.

Preferred_Stock

Preferred Stock (Preferred Stock)	12 Months Ended
	Dec. 31, 2014
Preferred Stock
Class of Stock [Line Items]
Preferred stock	Preferred stock
	At December 31, 2014 and 2013, JPMorgan Chase was authorized to issue 200 million shares of preferred stock, in one or more series, with a par value of $1.00 per share.
	In the event of a liquidation or dissolution of the Firm, JPMorgan Chase’s preferred stock then outstanding takes precedence over the Firm’s common stock for the payment of dividends and the distribution of assets.
	The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of December 31, 2014 and 2013.
			Shares at December 31, (represented by		Carrying value				Issue date	Contractual rate		Earliest redemption date	Date at which dividend rate becomes floating	Floating annual
			depositary shares)(a)		(in millions)					in effect at				rate of
					at December 31,					December 31,				three-month LIBOR plus:
			2014	2013	2014		2013			2014
		Fixed-rate:
		Series O	125,750	125,750	$	1,258	$	1,258	8/27/12	5.5	%	9/1/17	NA	NA
		Series P	90,000	90,000	900		900		2/5/13	5.45		3/1/18	NA	NA
		Series T	92,500	—	925		—		1/30/14	6.7		3/1/19	NA	NA
		Series W	88,000	—	880		—		6/23/14	6.3		9/1/19	NA	NA
		Fixed-to-floating rate:
		Series I	600,000	600,000	6,000		6,000		4/23/08	7.9	%	4/30/18	4/30/18	LIBOR + 3.47	%
		Series Q	150,000	150,000	1,500		1,500		4/23/13	5.15		5/1/23	5/1/23	LIBOR + 3.25
		Series R	150,000	150,000	1,500		1,500		7/29/13	6		8/1/23	8/1/23	LIBOR + 3.30
		Series S	200,000	—	2,000		—		1/22/14	6.75		2/1/24	2/1/24	LIBOR + 3.78
		Series U	100,000	—	1,000		—		3/10/14	6.125		4/30/24	4/30/24	LIBOR + 3.33
		Series V	250,000	—	2,500		—		6/9/14	5		7/1/19	7/1/19	LIBOR + 3.32
		Series X	160,000	—	1,600		—		9/23/14	6.1		10/1/24	10/1/24	LIBOR + 3.33
		Total preferred stock	2,006,250	1,115,750	$	20,063	$	11,158
	(a)	Represented by depositary shares.
	Each series of preferred stock has a liquidation value and redemption price per share of $10,000, plus any accrued but unpaid dividends.
	Dividends on fixed-rate preferred stock are payable quarterly. Dividends on fixed-to-floating rate preferred stock are payable semiannually while at a fixed rate, and will become payable quarterly after converting to a floating rate.
	On September 1, 2013, the Firm redeemed all of the outstanding shares of its 8.625% Non-Cumulative Preferred Stock, Series J at their stated redemption value.
	Redemption rights
	Each series of the Firm’s preferred stock may be redeemed on any dividend payment date on or after the earliest redemption date for that series. All outstanding preferred stock series except Series I may also be redeemed following a capital treatment event, as described in the terms of each series. Any redemption of the Firm’s preferred stock is subject to non-objection from the Federal Reserve.
	Subsequent events
	Issuance of preferred stock
	On February 12, 2015, the Firm issued $1.4 billion of noncumulative preferred stock.

Common_Stock

Common Stock (Common stock)	12 Months Ended
	Dec. 31, 2014
Common stock
Class of Stock [Line Items]
Common stock	Common stock
	At December 31, 2014 and 2013, JPMorgan Chase was authorized to issue 9.0 billion shares of common stock with a par value of $1 per share.
	Common shares issued (newly issued or distributed from treasury) by JPMorgan Chase during the years ended December 31, 2014, 2013 and 2012 were as follows.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Total issued – balance at January 1 and December 31	4,104.90		4,104.90		4,104.90
	Treasury – balance at January 1	(348.8	)	(300.9	)	(332.2	)
	Purchase of treasury stock	(82.3	)	(96.1	)	(33.5	)
	Share repurchases related to employee stock-based awards(a)	—		—		(0.2	)
	Issued from treasury:
	Employee benefits and compensation plans	39.8		47.1		63.7
	Employee stock purchase plans	1.2		1.1		1.3
	Total issued from treasury	41		48.2		65
	Total treasury – balance at December 31	(390.1	)	(348.8	)	(300.9	)
	Outstanding	3,714.80		3,756.10		3,804.00
	(a)	Participants in the Firm’s stock-based incentive plans may have shares withheld to cover income taxes.
	At each of December 31, 2014, 2013, and 2012, respectively, the Firm had 59.8 million warrants outstanding to purchase shares of common stock (the “Warrants”). The Warrants are currently traded on the New York Stock Exchange, and they are exercisable, in whole or in part, at any time and from time to time until October 28, 2018. The original warrant exercise price was $42.42 per share. The number of shares issuable upon the exercise of each warrant and the warrant exercise price is subject to adjustment upon the occurrence of certain events, including, but not limited to, the extent regular quarterly cash dividends exceed $0.38 per share. As a result of the increase in the Firm’s quarterly common stock dividend to $0.40 per share commencing with the second quarter of 2014, the exercise price of the Warrants was adjusted each subsequent quarter, and was $42.391 as of December 31, 2014. There has been no change in the number of shares issuable upon exercise.
	On March 13, 2012, the Board of Directors authorized a $15.0 billion common equity (i.e., common stock and warrants) repurchase program. As of December 31, 2014, $3.8 billion (on a trade-date basis) of authorized repurchase capacity remained under the program. The amount of equity that may be repurchased by the Firm is also subject to the amount that is set forth in the Firm’s annual capital plan that is submitted to the Federal Reserve as part of the Comprehensive Capital Analysis and Review (“CCAR”) process.
	The following table sets forth the Firm’s repurchases of common equity for the years ended December 31, 2014, 2013 and 2012, on a trade-date basis. There were no warrants repurchased during the years ended December 31, 2014, and 2013.
	Year ended December 31, (in millions)		2014				2013		2012
	Total number of shares of common stock repurchased		83.4				96.1		30.9
	Aggregate purchase price of common stock repurchases		$	4,834			$	4,789	$	1,329
	Total number of Warrants repurchased		—				—		18.5
	Aggregate purchase price of Warrant repurchases		$	—			$	—	$	238
	The Firm may, from time to time, enter into written trading plans under Rule 10b5-1 of the Securities Exchange Act of 1934 to facilitate repurchases in accordance with the common equity repurchase program. A Rule 10b5-1 repurchase plan allows the Firm to repurchase its equity during periods when it would not otherwise be repurchasing common equity — for example, during internal trading “blackout periods.” All purchases under a Rule 10b5-1 plan must be made according to a predefined plan established when the Firm is not aware of material nonpublic information. For additional information regarding repurchases of the Firm’s equity securities, see Part II, Item 5: Market for registrant’s common equity, related stockholder matters and issuer purchases of equity securities, on pages 18–19.
	As of December 31, 2014, approximately 240 million unissued shares of common stock were reserved for issuance under various employee incentive, compensation, option and stock purchase plans, director compensation plans, and the Warrants, as discussed above.

Earnings_Per_Share

Earnings Per Share	12 Months Ended
	Dec. 31, 2014
Earnings Per Share [Abstract]
Earnings per share	Earnings per share
	Earnings per share (“EPS”) is calculated under the two-class method under which all earnings (distributed and undistributed) are allocated to each class of common stock and participating securities based on their respective rights to receive dividends. JPMorgan Chase grants restricted stock and RSUs to certain employees under its stock-based compensation programs, which entitle recipients to receive nonforfeitable dividends during the vesting period on a basis equivalent to the dividends paid to holders of common stock; these unvested awards meet the definition of participating securities. Options issued under employee benefit plans that have an antidilutive effect are excluded from the computation of diluted EPS.
	The following table presents the calculation of basic and diluted EPS for the years ended December 31, 2014, 2013 and 2012.
	Year ended December 31,	2014		2013		2012
	(in millions,
	except per share amounts)
	Basic earnings per share
	Net income	$	21,762	$	17,923	$	21,284
	Less: Preferred stock dividends	1,125		805		653
	Net income applicable to common equity	20,637		17,118		20,631
	Less: Dividends and undistributed earnings allocated to participating securities	544		525		754
	Net income applicable to common stockholders	$	20,093	$	16,593	$	19,877
	Total weighted-average basic shares outstanding	3,763.50		3,782.40		3,809.40
	Net income per share	$	5.34	$	4.39	$	5.22
	Diluted earnings per share
	Net income applicable to common stockholders	$	20,093	$	16,593	$	19,877
	Total weighted-average basic shares outstanding	3,763.50		3,782.40		3,809.40
	Add: Employee stock options, SARs and warrants(a)	34		32.5		12.8
	Total weighted-average diluted shares outstanding(b)	3,797.50		3,814.90		3,822.20
	Net income per share	$	5.29	$	4.35	$	5.2
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were certain options issued under employee benefit plans and the Warrants. The aggregate number of shares issuable upon the exercise of such options and Warrants was 1 million, 6 million and 148 million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b)	Participating securities were included in the calculation of diluted EPS using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income/(Loss)	12 Months Ended
	Dec. 31, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [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.
	Year ended December 31,	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)
	(in millions)
	Balance at December 31, 2011		$	3,565		(b)			$	(26	)			$	51					$	(2,646	)			$	944
	Net change		3,303						(69		)			69						(145		)			3,158
	Balance at December 31, 2012		$	6,868		(b)			$	(95	)			$	120					$	(2,791	)			$	4,102
	Net change		(4,070		)				(41		)			(259		)				1,467					(2,903		)
	Balance at December 31, 2013		$	2,798		(b)			$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		1,975						(11		)			44						(1,018		)			990
	Balance at December 31, 2014		$	4,773		(b)			$	(147	)			$	(95	)				$	(2,342	)			$	2,189
	(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)	At December 31, 2011, included after-tax non-credit related unrealized losses of $56 million on debt securities for which credit losses have been recognized in income. There were no such losses for the other periods presented.
	The following table presents the before- and after-tax changes in the components of other comprehensive income/(loss).
		2014											2013											2012
	Year ended December 31, (in millions)	Pretax				Tax effect				After-tax			Pretax				Tax effect				After-tax			Pretax				Tax effect			After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	3,193			$	(1,170	)		$	2,023		$	(5,987	)		$	2,323			$	(3,664	)	$	7,521			$	(2,930	)	$	4,591
	Reclassification adjustment for realized (gains)/losses included in net income(a)	(77		)		29				(48		)	(667		)		261				(406		)	(2,110		)		822			(1,288		)
	Net change	3,116				(1,141		)		1,975			(6,654		)		2,584				(4,070		)	5,411				(2,108		)	3,303
	Translation adjustments:
	Translation(b)	(1,638		)		588				(1,050		)	(807		)		295				(512		)	(26		)		8			(18		)
	Hedges(b)	1,698				(659		)		1,039			773				(302		)		471			(82		)		31			(51		)
	Net change	60				(71		)		(11		)	(34		)		(7		)		(41		)	(108		)		39			(69		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	98				(39		)		59			(525		)		206				(319		)	141				(55		)	86
	Reclassification adjustment for realized (gains)/losses included in net income(c)	(24		)		9				(15		)	101				(41		)		60			(28		)		11			(17		)
	Net change	74				(30		)		44			(424		)		165				(259		)	113				(44		)	69
	Defined benefit pension and OPEB plans:
	Prior service credits arising during the period	(53		)		21				(32		)	—				—				—			6				(2		)	4
	Net gains/(losses) arising during the period	(1,697		)		688				(1,009		)	2,055				(750		)		1,305			(537		)		228			(309		)
	Reclassification adjustments included in
	net income(d):
	Amortization of net loss	72				(29		)		43			321				(124		)		197			324				(126		)	198
	Prior service costs/(credits)	(44		)		17				(27		)	(43		)		17				(26		)	(41		)		16			(25		)
	Foreign exchange and other	39				(32		)		7			(14		)		5				(9		)	(21		)		8			(13		)
	Net change	(1,683		)		665				(1,018		)	2,319				(852		)		1,467			(269		)		124			(145		)
	Total other comprehensive income/(loss)	$	1,567			$	(577	)		$	990		$	(4,793	)		$	1,890			$	(2,903	)	$	5,147			$	(1,989	)	$	3,158
	(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 periods presented.
	(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.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Income taxes	Income taxes
	JPMorgan Chase and its eligible subsidiaries file a consolidated U.S. federal income tax return. JPMorgan Chase uses the asset and liability method to provide income taxes on all transactions recorded in the Consolidated Financial Statements. This method requires that income taxes reflect the expected future tax consequences of temporary differences between the carrying amounts of assets or liabilities for book and tax purposes. Accordingly, a deferred tax asset or liability for each temporary difference is determined based on the tax rates that the Firm expects to be in effect when the underlying items of income and expense are realized. JPMorgan Chase’s expense for income taxes includes the current and deferred portions of that expense. A valuation allowance is established to reduce deferred tax assets to the amount the Firm expects to realize.
	Due to the inherent complexities arising from the nature of the Firm’s businesses, and from conducting business and being taxed in a substantial number of jurisdictions, significant judgments and estimates are required to be made. Agreement of tax liabilities between JPMorgan Chase and the many tax jurisdictions in which the Firm files tax returns may not be finalized for several years. Thus, the Firm’s final tax-related assets and liabilities may ultimately be different from those currently reported.
	A reconciliation of the applicable statutory U.S. income tax rate to the effective tax rate for each of the years ended December 31, 2014, 2013 and 2012, is presented in the following table.
	Effective tax rate
	Year ended December 31,		2014			2013			2012
	Statutory U.S. federal tax rate		35	%		35	%		35	%
	Increase/(decrease) in tax rate resulting from:
	U.S. state and local income taxes, net of U.S. federal income tax benefit		2.7			2.2			1.6
	Tax-exempt income		(3.1	)		(3.1	)		(2.9	)
	Non-U.S. subsidiary earnings(a)		(2.0	)		(4.9	)		(2.4	)
	Business tax credits		(5.4	)		(5.4	)		(4.2	)
	Nondeductible legal expense		2.4			8			(0.2	)
	Other, net		(2.6	)		(1.0	)		(0.5	)
	Effective tax rate		27	%		30.8	%		26.4	%
	(a)	Predominantly includes earnings of U.K. subsidiaries that are deemed to be reinvested indefinitely.
	The components of income tax expense/(benefit) included in the Consolidated statements of income were as follows for each of the years ended December 31, 2014, 2013, and 2012.
	Income tax expense/(benefit)
	Year ended December 31,		2014				2013				2012
	(in millions)
	Current income tax expense/(benefit)
	U.S. federal		$	1,610			$	(1,316	)		$	3,225
	Non-U.S.		1,353				1,308				1,782
	U.S. state and local		857				(4		)		1,496
	Total current income tax expense/(benefit)		3,820				(12		)		6,503
	Deferred income tax expense/(benefit)
	U.S. federal		3,738				7,080				2,238
	Non-U.S.		71				10				(327		)
	U.S. state and local		401				913				(781		)
	Total deferred income tax expense/(benefit)		4,210				8,003				1,130
	Total income tax expense		$	8,030			$	7,991			$	7,633
	Total income tax expense includes $451 million, $531 million and $200 million of tax benefits recorded in 2014, 2013, and 2012, respectively, as a result of tax audit resolutions. In 2013, the relationship between current and deferred income tax expense was largely driven by the reversal of significant deferred tax assets as well as prior-year tax adjustments and audit resolutions.
	The preceding table does not reflect the tax effect of certain items that are recorded each period directly in stockholders’ equity and certain tax benefits associated with the Firm’s employee stock-based compensation plans. The tax effect of all items recorded directly to stockholders’ equity resulted in a decrease of $140 million in 2014, an increase of $2.1 billion in 2013, and a decrease of $1.9 billion in 2012.
	U.S. federal income taxes have not been provided on the undistributed earnings of certain non-U.S. subsidiaries, to the extent that such earnings have been reinvested abroad for an indefinite period of time. Based on JPMorgan Chase’s ongoing review of the business requirements and capital needs of its non-U.S. subsidiaries, combined with the formation of specific strategies and steps taken to fulfill these requirements and needs, the Firm has determined that the undistributed earnings of certain of its subsidiaries would be indefinitely reinvested to fund current and future growth of the related businesses. As management does not intend to use the earnings of these subsidiaries as a source of funding for its U.S. operations, such earnings will not be distributed to the U.S. in the foreseeable future. For 2014, pretax earnings of $2.6 billion were generated and will be indefinitely reinvested in these subsidiaries. At December 31, 2014, the cumulative amount of undistributed pretax earnings in these subsidiaries were $31.1 billion. If the Firm were to record a deferred tax liability associated with these undistributed earnings, the amount would be $7.0 billion at December 31, 2014.
	These undistributed earnings are related to subsidiaries located predominantly in the U.K. where the 2014 statutory tax rate was 21.5%.
	Tax expense applicable to securities gains and losses for the years 2014, 2013 and 2012 was $30 million, $261 million, and $822 million, respectively.
	Deferred income tax expense/(benefit) results from differences between assets and liabilities measured for financial reporting purposes versus income tax return purposes. Deferred tax assets are recognized if, in management’s judgment, their realizability is determined to be more likely than not. If a deferred tax asset is determined to be unrealizable, a valuation allowance is established. The significant components of deferred tax assets and liabilities are reflected in the following table as of December 31, 2014 and 2013.
	Deferred taxes
	December 31, (in millions)		2014				2013
	Deferred tax assets
	Allowance for loan losses		$	5,756			$	6,593
	Employee benefits		3,378				4,468
	Accrued expenses and other		8,637				9,179
	Non-U.S. operations		5,106				5,493
	Tax attribute carryforwards		570				748
	Gross deferred tax assets		23,447				26,481
	Valuation allowance		(820		)		(724		)
	Deferred tax assets, net of valuation allowance		$	22,627			$	25,757
	Deferred tax liabilities
	Depreciation and amortization		$	3,073			$	3,196
	Mortgage servicing rights, net of hedges		5,533				5,882
	Leasing transactions		2,495				2,352
	Non-U.S. operations		4,444				4,705
	Other, net		4,891				3,459
	Gross deferred tax liabilities		20,436				19,594
	Net deferred tax assets		$	2,191			$	6,163
	JPMorgan Chase has recorded deferred tax assets of $570 million at December 31, 2014, in connection with U.S. federal net operating loss (“NOL”) carryforwards. At December 31, 2014, total U.S. federal NOL carryforwards were approximately $1.6 billion. If not utilized, the U.S. federal NOL carryforwards will expire between 2025 and 2034.
	The valuation allowance at December 31, 2014, was due to losses associated with non-U.S. subsidiaries.
	At December 31, 2014, 2013 and 2012, JPMorgan Chase’s unrecognized tax benefits, excluding related interest expense and penalties, were $4.9 billion, $5.5 billion and $7.2 billion, respectively, of which $3.5 billion, $3.7 billion and $4.2 billion, respectively, if recognized, would reduce the annual effective tax rate. Included in the amount of unrecognized tax benefits are certain items that would not affect the effective tax rate if they were recognized in the Consolidated statements of income. These unrecognized items include the tax effect of certain temporary differences, the portion of gross state and local unrecognized tax benefits that would be offset by the benefit from associated U.S. federal income tax deductions, and the portion of gross non-U.S. unrecognized tax benefits that would have offsets in other jurisdictions. JPMorgan Chase is presently under audit by a number of taxing authorities, most notably by the Internal Revenue Service, New York State and City, and the State of California as summarized in the Tax examination status table below. Based upon the status of all of the tax examinations currently in process, it is reasonably possible that over the next 12 months the resolution of these examinations could result in a reduction in the gross balance of unrecognized tax benefits in the range of $0 to approximately $2 billion. Upon settlement of an audit, the gross unrecognized tax benefits would decline either because of tax payments or the recognition of tax benefits.
	The following table presents a reconciliation of the beginning and ending amount of unrecognized tax benefits for the years ended December 31, 2014, 2013 and 2012.
	Unrecognized tax benefits
	Year ended December 31,		2014				2013				2012
	(in millions)
	Balance at January 1,		$	5,535			$	7,158			$	7,189
Increases based on tax positions related to the current period		810				542				680
Increases based on tax positions related to prior periods		477				88				234
Decreases based on tax positions related to prior periods		(1,902		)		(2,200		)		(853		)
Decreases related to settlements with taxing authorities		(9		)		(53		)		(50		)
Decreases related to a lapse of applicable statute of limitations		—				—				(42		)
Balance at December 31,		$	4,911			$	5,535			$	7,158
After-tax interest expense/(benefit) and penalties related to income tax liabilities recognized in income tax expense were $17 million, $(184) million and $147 million in 2014, 2013 and 2012, respectively.
At both December 31, 2014 and 2013, in addition to the liability for unrecognized tax benefits, the Firm had accrued $1.2 billion for income tax-related interest and penalties.
JPMorgan Chase is continually under examination by the Internal Revenue Service, by taxing authorities throughout the world, and by many states throughout the U.S. The following table summarizes the status of significant income tax examinations of JPMorgan Chase and its consolidated subsidiaries as of December 31, 2014.
Tax examination status
December 31, 2014		Periods under examination		Status
JPMorgan Chase – U.S.		2003 - 2005		Field examination completed; at Appellate level
JPMorgan Chase – U.S.		2006 - 2010		Field examination
JPMorgan Chase – U.K.		2006 – 2012		Field examination of certain select entities
JPMorgan Chase – New York State and City		2005 – 2007		Field examination
JPMorgan Chase – California		2006 – 2010		Field examination
The following table presents the U.S. and non-U.S. components of income before income tax expense for the years ended December 31, 2014, 2013 and 2012.
Income before income tax expense - U.S. and non-U.S.
Year ended December 31,		2014				2013				2012
(in millions)
U.S.		$	22,515			$	17,229			$	24,895
Non-U.S.(a)		7,277				8,685				4,022
Income before income tax expense		$	29,792			$	25,914			$	28,917
(a)	For purposes of this table, non-U.S. income is defined as income generated from operations located outside the U.S.

Restrictions_on_Cash_and_Inter

Restrictions on Cash and Intercompany Funds Transfers	12 Months Ended
	Dec. 31, 2014
Restrictions on Cash and Intercompany Funds Transfers Disclosure [Abstract]
Restrictions on cash and intercompany funds transfers	Restrictions on cash and intercompany funds transfers
	The business of JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”) is subject to examination and regulation by the OCC. The Bank is a member of the U.S. Federal Reserve System, and its deposits in the U.S. are insured by the FDIC.
	The Federal Reserve requires depository institutions to maintain cash reserves with a Federal Reserve Bank. The average amount of reserve balances deposited by the Firm’s bank subsidiaries with various Federal Reserve Banks was approximately $10.6 billion and $5.3 billion in 2014 and 2013, respectively.
	Restrictions imposed by U.S. federal law prohibit JPMorgan Chase and certain of its affiliates from borrowing from banking subsidiaries unless the loans are secured in specified amounts. Such secured loans to the Firm or to other affiliates are generally limited to 10% of the banking subsidiary’s total capital, as determined by the risk-based capital guidelines; the aggregate amount of all such loans is limited to 20% of the banking subsidiary’s total capital.
	The principal sources of JPMorgan Chase’s income (on a parent company-only basis) are dividends and interest from JPMorgan Chase Bank, N.A., and the other banking and nonbanking subsidiaries of JPMorgan Chase. In addition to dividend restrictions set forth in statutes and regulations, the Federal Reserve, the Office of the Comptroller of the Currency (“OCC”) and the FDIC have authority under the Financial Institutions Supervisory Act to prohibit or to limit the payment of dividends by the banking organizations they supervise, including JPMorgan Chase and its subsidiaries that are banks or bank holding companies, if, in the banking regulator’s opinion, payment of a dividend would constitute an unsafe or unsound practice in light of the financial condition of the banking organization.
	At January 1, 2015, JPMorgan Chase’s banking subsidiaries could pay, in the aggregate, approximately $31 billion in dividends to their respective bank holding companies without the prior approval of their relevant banking regulators. The capacity to pay dividends in 2015 will be supplemented by the banking subsidiaries’ earnings during the year.
	In compliance with rules and regulations established by U.S. and non-U.S. regulators, as of December 31, 2014 and 2013, cash in the amount of $16.8 billion and $17.2 billion, respectively, and securities with a fair value of $10.1 billion and $1.5 billion, respectively, were segregated in special bank accounts for the benefit of securities and futures brokerage customers. In addition, as of December 31, 2014 and 2013, the Firm had other restricted cash of $3.3 billion and $3.9 billion, respectively, primarily representing cash reserves held at non-U.S. central banks and held for other general purposes.

Regulatory_Capital

Regulatory Capital	12 Months Ended
	Dec. 31, 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 OCC establishes similar capital requirements and standards for the Firm’s national banks, including JPMorgan Chase Bank, N.A. and Chase Bank USA, N.A.
	Basel III rules under the transitional Standardized and Advanced Approaches (“Basel III Standardized Transitional” and “Basel III Advanced Transitional,” respectively) became effective on January 1, 2014; December 31, 2013 data is based on Basel I rules. Basel III establishes two comprehensive methodologies for calculating RWA (a Standardized approach and an Advanced approach) which include capital requirements for credit risk, market risk, and in the case of Basel III Advanced, also operational risk. Key differences in the calculation of credit risk RWA between the Standardized and Advanced approaches are that 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, credit risk RWA is generally based on supervisory risk-weightings which vary primarily by counterparty type and asset class. Market risk RWA is calculated mostly consistent across Basel III Standardized and Basel III Advanced, both of which incorporate the requirements set forth in Basel 2.5. 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.
	Beginning in 2014, there are three categories of risk-based capital under the Basel III Transitional rules: Common Equity Tier 1 capital (“CET1 capital”), 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 NOL 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 had satisfactorily completed the parallel run requirements and were approved to calculate capital under Basel III Advanced, in addition to Basel III Standardized, as of April 1, 2014. In conjunction with its exit from the parallel run, the capital adequacy of the Firm and its national bank subsidiaries is evaluated against the Basel III approach (Standardized or Advanced) which 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 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 December 31, 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,	Dec 31,				Dec 31,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	164,764			$	164,764		NA
	Tier 1 capital(a)	186,632				186,632			$	165,663
	Total capital	221,563				211,022			199,286
	Assets
	Risk-weighted	1,472,602				1,608,240			1,387,863
	Adjusted average(b)	2,465,414				2,465,414			2,343,713
	Capital ratios(c)
	CET1	11.2		%		10.2		%	NA
	Tier 1(a)	12.7				11.6			11.9		%
	Total	15				13.1			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,	Dec 31,				Dec 31,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	156,898			$	156,898		NA
	Tier 1 capital(a)	157,222				157,222			$	139,727
	Total capital	173,659				166,662			165,496
	Assets
	Risk-weighted	1,230,358				1,330,175			1,171,574
	Adjusted average(b)	1,968,131				1,968,131			1,900,770
	Capital ratios(c)
	CET1	12.8		%		11.8		%	NA
	Tier 1(a)	12.8				11.8			11.9		%
	Total	14.1				12.5			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,	Dec 31,				Dec 31,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	14,556			$	14,556		NA
	Tier 1 capital(a)	14,556				14,556			$	12,956
	Total capital	20,517				19,206			16,389
	Assets
	Risk-weighted	103,468				157,565			100,990
	Adjusted average(b)	128,111				128,111			109,731
	Capital ratios(c)
	CET1	14.1		%		9.2		%	NA
	Tier 1(a)	14.1				9.2			12.8		%
	Total	19.8				12.2			16.2
	Tier 1 leverage	11.4				11.4			11.8
	(a)	At December 31, 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 December 31, 2014, Chase Bank USA, N.A. had no trust preferred securities.
	(b)	Adjusted average assets, for purposes of calculating the leverage ratio, includes 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)	For each of the risk-based capital ratios the lower of the Standardized Transitional or Advanced Transitional 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 $130 million and $192 million at December 31, 2014, and December 31, 2013, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.7 billion and $2.8 billion at December 31, 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 December 31, 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. The CET1 capital ratio became a relevant measure of capital under the prompt corrective action requirements on January 1, 2015.
(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 December 31, 2014, and 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	12 Months Ended
	Dec. 31, 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.
	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 15 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 December 31, 2014 and 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(i)
		2014																2013		2014			2013
	By remaining maturity at December 31,	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	$	2,166		$	4,389		$	1,841		$	3,411		$	11,807			$	13,158	$	—		$	—
	Home equity – junior lien	3,469			5,920			2,141			3,329			14,859				17,837		—			—
	Prime mortgage(a)	8,579			—			—			—			8,579				4,817		—			—
	Subprime mortgage	—			—			—			—			—				—		—			—
	Auto	9,302			921			192			47			10,462				8,309		2			1
	Business banking	10,557			807			117			413			11,894				11,251		11			7
	Student and other	97			8			—			447			552				685		—			—
	Total consumer, excluding credit card	34,170			12,045			4,291			7,647			58,153				56,057		13			8
	Credit card	525,963			—			—			—			525,963				529,383		—			—
	Total consumer(b)	560,133			12,045			4,291			7,647			584,116				585,440		13			8
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	68,688			83,877			112,992			7,119			272,676				246,495		374			432
	Standby letters of credit and other financial guarantees(c)(d)(e)	22,584			29,753			34,982			2,555			89,874				92,723		788			943
	Unused advised lines of credit	90,816			13,702			519			138			105,175				101,994		—			—
	Other letters of credit(c)	3,363			877			91			—			4,331				5,020		1			2
	Total wholesale(f)	185,451			128,209			148,584			9,812			472,056				446,232		1,163			1,377
	Total lending-related	$	745,584		$	140,254		$	152,875		$	17,459		$	1,056,172			$	1,031,672	$	1,176		$	1,385
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(g)	$	171,059		$	—		$	—		$	—		$	171,059			$	169,709	$	—		$	—
	Derivatives qualifying as guarantees	3,009			167			12,313			38,100			53,589				56,274		80			72
	Unsettled reverse repurchase and securities borrowing agreements	40,993			—			—			—			40,993				38,211		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA			NA			NA				NA		275			681
	Loans sold with recourse	NA			NA			NA			NA			6,063				7,692		102			131
	Other guarantees and commitments(h)	487			506			3,391			1,336			5,720				6,786		(121		)	(99		)
	(a)	Includes certain commitments to purchase loans from correspondents.
	(b)	Predominantly all consumer lending-related commitments are in the U.S.
	(c)	At December 31, 2014 and 2013, reflects the contractual amount net of risk participations totaling $243 million and $476 million, respectively, for other unfunded commitments to extend credit; $13.0 billion and $14.8 billion, respectively, for standby letters of credit and other financial guarantees; and $469 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 December 31, 2014 and 2013, included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $14.8 billion and $18.9 billion, respectively, within other unfunded commitments to extend credit; and $13.3 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; see Note 16.
	(e)	At December 31, 2014 and 2013, included unissued standby letters of credit commitments of $45.6 billion and $42.8 billion, respectively.
	(f)	At December 31, 2014 and 2013, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 65% and 68%, respectively.
	(g)	At December 31, 2014 and 2013, collateral held by the Firm in support of securities lending indemnification agreements was $177.1 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 December 31, 2014 and 2013, included unfunded commitments of $147 million and $215 million, respectively, to third-party private equity funds; and $961 million and $1.9 billion, respectively, to other equity investments. These commitments included $150 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 December 31, 2014 and 2013, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.5 billion.
	(i)	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, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations.
	Also included in other unfunded commitments to extend credit are commitments to noninvestment-grade counterparties in connection with leveraged finance activities, which were $23.7 billion and $18.3 billion at December 31, 2014 and 2013, respectively. For further information, see Note 3 and Note 4.
	The Firm acts as a settlement and custody bank in the U.S. tri-party repurchase transaction market. In its role as settlement and custody bank, the Firm is exposed to the intra-day credit risk of its cash borrower clients, usually broker-dealers. This exposure is secured by collateral and typically extinguished by the end of the day. During 2014, the Firm extended secured clearance advance facilities to its clients (i.e. cash borrowers); these facilities contractually limit the Firm’s intra-day credit risk to the facility amount and must be repaid by the end of the day. Through these facilities, the Firm has reduced its intra-day credit risk substantially; the average daily tri-party repo balance was $253 billion during the year ended December 31, 2013, and as of December 31, 2014, the secured clearance advance facility maximum outstanding commitment amount was $12.6 billion.
	Guarantees
	U.S. GAAP requires that a guarantor recognize, at the inception of a guarantee, a liability in an amount equal to the fair value of the obligation undertaken in issuing the guarantee. U.S. GAAP defines a guarantee as a contract that contingently requires the guarantor to pay a guaranteed party based upon: (a) changes in an underlying asset, liability or equity security of the guaranteed party; or (b) a third party’s failure to perform under a specified agreement. 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.
	As required by U.S. GAAP, the Firm initially records guarantees at the inception date fair value of the obligation assumed (e.g., the amount of consideration received or the net present value of the premium receivable). For certain types of guarantees, the Firm records this fair value amount in other liabilities with an offsetting entry recorded in cash (for premiums received), or other assets (for premiums receivable). Any premium receivable recorded in other assets is reduced as cash is received under the contract, and the fair value of the liability recorded at inception is amortized into income as lending and deposit-related fees over the life of the guarantee contract. For indemnifications provided in sales agreements, a portion of the sale proceeds is allocated to the guarantee, which adjusts the gain or loss that would otherwise result from the transaction. For these indemnifications, the initial liability is amortized to income as the Firm’s risk is reduced (i.e., over time or when the indemnification expires). Any contingent liability that exists as a result of issuing the guarantee or indemnification is recognized when it becomes probable and reasonably estimable. The contingent portion of the liability is not recognized if the estimated amount is less than the carrying amount of the liability recognized at inception (adjusted for any amortization). The recorded amounts of the liabilities related to guarantees and indemnifications at December 31, 2014 and 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 $789 million and $945 million at December 31, 2014 and 2013, respectively, which were classified in accounts payable and other liabilities on the Consolidated balance sheets; these carrying values included $235 million and $265 million, respectively, for the allowance for lending-related commitments, and $554 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 December 31, 2014 and 2013.
	Standby letters of credit, other financial guarantees and other letters of credit
		2014									2013
	December 31,	Standby letters of					Other letters				Standby letters of					Other letters
	(in millions)	credit and other financial guarantees					of credit				credit and other financial guarantees					of credit
	Investment-grade(a)		$	66,856			$	3,476				$	69,109			$	3,939
	Noninvestment-grade(a)		23,018				855					23,614				1,081
	Total contractual amount		$	89,874			$	4,331				$	92,723			$	5,020
	Allowance for lending-related commitments		$	234			$	1				$	263			$	2
	Commitments with collateral		39,726				1,509					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.
Advised lines of credit
An advised line of credit is a revolving credit line which specifies the maximum amount the Firm may make available to an obligor, on a nonbinding basis. The borrower receives written or oral advice of this facility. The Firm may cancel this facility at any time by providing the borrower notice or, in some cases, without notice as permitted by law.
Securities lending indemnifications
Through the Firm’s securities lending program, customers’ securities, via custodial and non-custodial arrangements, may be lent to third parties. As part of this program, the Firm provides an indemnification in the lending agreements which protects the lender against the failure of the borrower to return the lent securities. To minimize its liability under these indemnification agreements, the Firm obtains cash or other highly liquid collateral with a market value exceeding 100% of the value of the securities on loan from the borrower. Collateral is marked to market daily to help assure that collateralization is adequate. Additional collateral is called from the borrower if a shortfall exists, or collateral may be released to the borrower in the event of overcollateralization. If a borrower defaults, the Firm would use the collateral held to purchase replacement securities in the market or to credit the lending customer with the cash equivalent thereof.
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. These contracts include written put options that require the Firm to purchase assets upon exercise by the option holder at a specified price by a specified date in the future. The Firm may enter into written put option contracts in order to meet client needs, or for other trading purposes. The terms of written put options are typically five years or less. Derivatives deemed to be guarantees also include contracts such as stable value derivatives that require the Firm to make a payment of the difference between the market value and the book value of a counterparty’s reference portfolio of assets in the event that market value is less than book value and certain other conditions have been met. Stable value derivatives, commonly referred to as “stable value wraps”, are transacted in order to allow investors to realize investment returns with less volatility than an unprotected portfolio and are typically longer-term or may have no stated maturity, but allow the Firm to terminate the contract under certain conditions.
Derivatives deemed to be guarantees are recorded on the Consolidated balance sheets at fair value in trading assets and trading liabilities. The total notional value of the derivatives that the Firm deems to be guarantees was $53.6 billion and $56.3 billion at December 31, 2014 and 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 $27.5 billion and $27.0 billion at December 31, 2014 and 2013, respectively, and the maximum exposure to loss was $2.9 billion and $2.8 billion at both December 31, 2014 and 2013. The fair values of the contracts reflect the probability of whether the Firm will be required to perform under the contract. The fair value of derivatives that the Firm deems to be guarantees were derivative payables of $102 million and $109 million and derivative receivables of $22 million and $37 million at December 31, 2014 and 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 6.
Unsettled reverse repurchase and securities borrowing agreements
In the normal course of business, the Firm enters into reverse repurchase agreements and securities borrowing agreements that settle at a future date. At settlement, these commitments require that the Firm advance cash to and accept securities from the counterparty. These agreements generally do not meet the definition of a derivative, and therefore, are not recorded on the Consolidated balance sheets until settlement date. The unsettled reverse repurchase agreements and securities borrowing agreements predominantly consist of agreements with regular-way settlement periods.
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 16, 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.
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)
Year ended December 31,	2014				2013				2012
(in millions)
Repurchase liability at beginning of period	$	681			$	2,811			$	3,557
Net realized gains/(losses)(b)	53				(1,561		)		(1,158		)
Reclassification to litigation reserve	—				(179		)		—
(Benefit)/provision for repurchase(c)	(459		)		(390		)		412
Repurchase liability at end of period	$	275			$	681			$	2,811
(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 included principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $11 million, $414 million and $524 million, for the years ended December 31, 2014, 2013 and 2012, respectively.
(c)	Included a provision related to new loan sales of $4 million, $20 million and $112 million, for the years ended December 31, 2014, 2013 and 2012, 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.
On November 15, 2013, the Firm announced that it had reached a $4.5 billion agreement with 21 major institutional investors to make a binding offer to the trustees of 330 residential mortgage-backed securities trusts issued by J.P.Morgan, Chase, and Bear Stearns (“RMBS Trust Settlement”) to resolve all representation and warranty claims, as well as all servicing claims, on all trusts issued by J.P. Morgan, Chase, and Bear Stearns between 2005 and 2008. The seven trustees (or separate and successor trustees) for this group of 330 trusts have accepted the RMBS Trust 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, which is pending in New York state court.
In addition, from 2005 to 2008, Washington Mutual made certain loan level representations and warranties in connection with approximately $165 billion of residential mortgage loans that were originally sold or deposited into private-label securitizations by Washington Mutual. Of the $165 billion, approximately $78 billion has been repaid. In addition, approximately $49 billion of the principal amount of such loans has liquidated with an average loss severity of 59%. Accordingly, the remaining outstanding principal balance of these loans as of December 31, 2014, was approximately $38 billion, of which $8 billion was 60 days or more past due. The Firm believes that any repurchase obligations related to these loans remain with the FDIC receivership.
For additional information regarding litigation, see Note 31.
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 December 31, 2014 and 2013, the unpaid principal balance of loans sold with recourse totaled $6.1 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 $102 million and $131 million at December 31, 2014 and 2013, respectively.
Other off-balance sheet arrangements
Indemnification agreements – general
In connection with issuing securities to investors, the Firm may enter into contractual arrangements with third parties that require the Firm to make a payment to them in the event of a change in tax law or an adverse interpretation of tax law. In certain cases, the contract also may include a termination clause, which would allow the Firm to settle the contract at its fair value in lieu of making a payment under the indemnification clause. The Firm may also enter into indemnification clauses in connection with the licensing of software to clients (“software licensees”) or when it sells a business or assets to a third party (“third-party purchasers”), pursuant to which it indemnifies software licensees for claims of liability or damages that may occur subsequent to the licensing of the software, or third-party purchasers for losses they may incur due to actions taken by the Firm prior to the sale of the business or assets. It is difficult to estimate the Firm’s maximum exposure under these indemnification arrangements, since this would require an assessment of future changes in tax law and future claims that may be made against the Firm that have not yet occurred. However, based on historical experience, management expects the risk of loss to be remote.
Credit card charge-backs
Chase Paymentech Solutions, Card’s merchant services business and a subsidiary of JPMorgan Chase Bank, N.A., is a global leader in payment processing and merchant acquiring.
Under the rules of Visa USA, Inc., and MasterCard International, JPMorgan Chase Bank, N.A., is primarily liable for the amount of each processed credit card sales transaction that is the subject of a dispute between a cardmember and a merchant. If a dispute is resolved in the cardmember’s favor, Chase Paymentech will (through the cardmember’s issuing bank) credit or refund the amount to the cardmember and will charge back the transaction to the merchant. If Chase Paymentech is unable to collect the amount from the merchant, Chase Paymentech will bear the loss for the amount credited or refunded to the cardmember. Chase Paymentech mitigates this risk by withholding future settlements, retaining cash reserve accounts or by obtaining other security. However, in the unlikely event that: (1) a merchant ceases operations and is unable to deliver products, services or a refund; (2) Chase Paymentech does not have sufficient collateral from the merchant to provide customer refunds; and (3) Chase Paymentech does not have sufficient financial resources to provide customer refunds, JPMorgan Chase Bank, N.A., would recognize the loss.
Chase Paymentech incurred aggregate losses of $10 million, $14 million, and $16 million on $847.9 billion, $750.1 billion, and $655.2 billion of aggregate volume processed for the years ended December 31, 2014, 2013 and 2012, respectively. Incurred losses from merchant charge-backs are charged to other expense, with the offset recorded in a valuation allowance against accrued interest and accounts receivable on the Consolidated balance sheets. The carrying value of the valuation allowance was $4 million and $5 million at December 31, 2014 and 2013, respectively, which the Firm believes, based on historical experience and the collateral held by Chase Paymentech of $174 million and $208 million at December 31, 2014 and 2013, respectively, is representative of the payment or performance risk to the Firm related to charge-backs.
Clearing Services - Client Credit Risk
The Firm provides clearing services for clients entering into securities purchases and sales and derivative transactions, with central counterparties (“CCPs”), including exchange-traded derivatives (“ETDs”) such as futures and options, as well as OTC-cleared derivative contracts. As a clearing member, the Firm stands behind the performance of its clients, collects cash and securities collateral (margin) as well as any settlement amounts due from or to clients, and remits them to the relevant CCP or client in whole or part. There are two types of margin. Variation margin is posted on a daily basis based on the value of clients’ derivative contracts. Initial margin is posted at inception of a derivative contract, generally on the basis of the potential changes in the variation margin requirement for the contract.
As clearing member, the Firm is exposed to the risk of non-performance by its clients, but is not liable to clients for the performance of the CCPs. Where possible, the Firm seeks to mitigate its risk to the client through the collection of appropriate amounts of margin at inception and throughout the life of the transactions. The Firm can also cease provision of clearing services if clients do not adhere to their obligations under the clearing agreement. In the event of non-performance by a client, the Firm would close out the client’s positions and access available margin. The CCP would utilize any margin it holds to make itself whole, with any remaining shortfalls required to be paid by the Firm as clearing member.
The Firm reflects its exposure to non-performance risk of the client through the recognition of margin payables or receivables to clients and CCPs, but does not reflect the clients’ underlying securities or derivative contracts in its Consolidated Financial Statements.
It is difficult to estimate the Firm’s maximum possible exposure through its role as clearing member, as this would require an assessment of transactions that clients may execute in the future. However, based upon historical experience, and the credit risk mitigants available to the Firm, management believes it is unlikely that the Firm will have to make any material payments under these arrangements and the risk of loss is expected to be remote.
For information on the derivatives that the Firm executes for its own account and records in its Consolidated Financial Statements, see Note 6.
Exchange & Clearing House Memberships
Through the provision of clearing services, the Firm is a member of several securities and derivative exchanges and clearinghouses, both in the U.S. and other countries. Membership in some of these organizations requires the Firm to pay a pro rata share of the losses incurred by the organization as a result of the default of another member. Such obligations vary with different organizations. These obligations may be limited to members who dealt with the defaulting member or to the amount (or a multiple of the amount) of the Firm’s contribution to the guarantee fund maintained by a clearing house or exchange as part of the resources available to cover any losses in the event of a member default. Alternatively, these obligations may be a full pro-rata share of the residual losses after applying the guarantee fund. Additionally, certain clearinghouses require the Firm as a member to pay a pro rata share of losses resulting from the clearinghouse’s investment of guarantee fund contributions and initial margin, unrelated to and independent of the default of another member. Generally a payment would only be required should such losses exceed the resources of the clearing house or exchange that are contractually required to absorb the losses in the first instance. It is difficult to estimate the Firm’s maximum possible exposure under these membership agreements, since this would require an assessment of future claims that may be made against the Firm that have not yet occurred. However, based on historical experience, management expects the risk of loss to be remote.
Guarantees of subsidiaries
In the normal course of business, JPMorgan Chase & Co. (“Parent Company”) may provide counterparties with guarantees of certain of the trading and other obligations of its subsidiaries on a contract-by-contract basis, as negotiated with the Firm’s counterparties. The obligations of the subsidiaries are included on the Firm’s Consolidated balance sheets or are reflected as off-balance sheet commitments; therefore, the Parent Company has not recognized a separate liability for these guarantees. The Firm believes that the occurrence of any event that would trigger payments by the Parent Company under these guarantees is remote.
The Parent Company has guaranteed certain debt of its subsidiaries, including both long-term debt and structured notes sold as part of the Firm’s market-making activities. These guarantees are not included in the table on page 288 of this Note. For additional information, see Note 21.

Commitments_Pledged_Assets_and

Commitments, Pledged Assets, and Collateral	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Commitments, pledged assets and collateral	Commitments, pledged assets and collateral
	Lease commitments
	At December 31, 2014, JPMorgan Chase and its subsidiaries were obligated under a number of noncancelable operating leases for premises and equipment used primarily for banking purposes, and for energy-related tolling service agreements. Certain leases contain renewal options or escalation clauses providing for increased rental payments based on maintenance, utility and tax increases, or they require the Firm to perform restoration work on leased premises. No lease agreement imposes restrictions on the Firm’s ability to pay dividends, engage in debt or equity financing transactions or enter into further lease agreements.
	The following table presents required future minimum rental payments under operating leases with noncancelable lease terms that expire after December 31, 2014.
	Year ended December 31, (in millions)
	2015	$	1,722
	2016	1,682
	2017	1,534
	2018	1,281
	2019	1,121
	After 2019	5,101
	Total minimum payments required(a)	12,441
	Less: Sublease rentals under noncancelable subleases	(2,238		)
	Net minimum payment required	$	10,203
	(a)	Lease restoration obligations are accrued in accordance with U.S. GAAP, and are not reported as a required minimum lease payment.
	Total rental expense was as follows.
	Year ended December 31,
	(in millions)		2014			2013			2012
	Gross rental expense		$	2,255		$	2,187		$	2,212
	Sublease rental income		(383		)	(341		)	(288		)
	Net rental expense		$	1,872		$	1,846		$	1,924
	Pledged assets
	Financial assets are 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 instruments owned (pledged to various parties) on the Consolidated balance sheets. At December 31, 2014 and 2013, the Firm had pledged assets of $324.5 billion and $251.3 billion, respectively, at Federal Reserve Banks and FHLBs. In addition, as of December 31, 2014 and 2013, the Firm had pledged to third parties $60.1 billion and $68.4 billion, respectively, of financial instruments it owns that may not be sold or repledged by such 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 16 for additional information on assets and liabilities of consolidated VIEs. For additional information on the Firm’s securities financing activities and long-term debt, see Note 13 and Note 21, respectively. The significant components of the Firm’s pledged assets were as follows.
	December 31, (in billions)		2014			2013
	Securities		$	118.7		$	68.1
	Loans		248.2			230.3
	Trading assets and other		169			163.3
	Total assets pledged		$	535.9		$	461.7
	Collateral
	At December 31, 2014 and 2013, the Firm had accepted assets as collateral that it could sell or repledge, deliver or otherwise use with a fair value of approximately $761.7 billion and $725.0 billion, respectively. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Of the collateral received, approximately $596.8 billion and $520.1 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.
	Certain prior period amounts for both collateral, as well as pledged assets (including the corresponding pledged assets parenthetical disclosure for trading assets on the Consolidated balance sheets) have been revised to conform with the current period presentation.

Litigation

Litigation	12 Months Ended
	Dec. 31, 2014
Litigation [Abstract]
Litigation	Litigation
	Contingencies
	As of December 31, 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 $5.8 billion at December 31, 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.
	Auto Dealer Regulatory Matter.  The Firm is engaged in discussions with the U.S. Department of Justice (“DOJ”) about potential statistical disparities in markups charged to different races and ethnicities by automobile dealers on loans originated by those dealers and purchased by the Firm.
	CIO Litigation. The Firm has been sued in a consolidated shareholder putative class action, a consolidated putative class action brought under the Employee Retirement Income Security Act (“ERISA”) and seven shareholder derivative actions brought in Delaware state court and in New York federal and state courts relating to 2012 losses in the synthetic credit portfolio managed by the Firm’s Chief Investment Office (“CIO”). Four of the shareholder derivative actions have been dismissed, and plaintiffs in three of those actions have appealed those dismissals. Motions to dismiss have also been filed in two other shareholder derivative actions.
	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. 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 putative 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. In November 2014, JPMorgan Chase Bank, N.A. reached separate settlements with the U.K. Financial Conduct Authority (“FCA”), the U.S. Commodity Futures Trading Commission (“CFTC”) and the U.S. Office of the Comptroller of the Currency (“OCC”) to resolve the agencies’ respective civil enforcement claims relating to the Bank’s foreign exchange (“FX”) trading business (collectively, the “Settlement Agreements”). Under the Settlement Agreements, JPMorgan Chase Bank, N.A. agreed to take certain remedial measures and paid penalties of £222 million to the FCA, $310 million to the CFTC and $350 million to the OCC.
	In December 2014, the Hong Kong Monetary Authority (“HKMA”) announced the conclusion of its FX-related investigation regarding JPMorgan Chase Bank, N.A. and several other banks. The HKMA required the banks, including JPMorgan Chase Bank, N.A., to take certain remedial measures.
	Other FX-related regulatory investigations of the Firm are ongoing, including a criminal investigation by DOJ. These investigations are focused on the Firm’s spot FX trading and sales activities as well as controls applicable to those activities. The Firm continues to cooperate with these investigations. The Firm is also engaged in discussions regarding potential resolution with DOJ.
	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 U.S. class action complaint; two other class actions were brought by non-U.S.-based plaintiffs. The Court denied defendants’ motion to dismiss the U.S. class action and granted the motion to dismiss the two non-U.S. class actions. In January 2015, the Firm settled the U.S. class action, and this settlement is subject to court approval.
	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 July 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 March 2013, the Bankruptcy Court granted JPMorgan Chase Bank, N.A.’s motion for summary judgment and dismissed the Creditors Committee’s complaint on the grounds that JPMorgan Chase Bank, N.A. did not authorize the filing of the UCC-3 termination statement at issue. The Creditors Committee appealed the Bankruptcy Court’s dismissal of its claim to the United States Court of Appeals for the Second Circuit. In January 2015, the Court of Appeals reversed the Bankruptcy Court’s dismissal of the Creditors Committee’s claim and remanded the case to the Bankruptcy Court with instructions to enter partial summary judgment for the Creditors Committee as to the termination statement. JPMorgan Chase Bank, N.A. has filed a petition requesting that the full Court of Appeals rehear the case en banc. In the event that the request for rehearing is denied, continued proceedings in the Bankruptcy Court are anticipated with respect to, among other things, additional defenses asserted by JPMorgan Chase Bank, N.A. and the value of additional collateral on the Term Loan, which was not the subject of the termination statement.
	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. In January 2015, LBHI filed additional objections relating to a variety of claims that the Firm had filed in the Bankruptcy Court proceedings. The bankruptcy claims and other claims of the Firm against Lehman entities have been paid in full, subject to potential adjustment depending on 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 January 2014, the Canadian Competition Bureau announced that it has discontinued its investigation related to Yen LIBOR. In May 2014, the EC issued a Statement of Objections outlining its case against the Firm (and others) as to EURIBOR, to which the Firm has filed 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 2015, the FCA informed JPMorgan Chase that it has discontinued its investigation of the Firm concerning LIBOR and EURIBOR.
	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, Swiss franc 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 affected by changes in U.S. dollar LIBOR, Yen LIBOR, Swiss franc LIBOR, Euroyen TIBOR or EURIBOR and assert a variety of claims including antitrust claims seeking treble damages.
	The U.S. dollar LIBOR-related putative class actions were consolidated for pre-trial purposes in the United States District Court for the Southern District of New York. The Court stayed all related cases while motions to dismiss the three lead class actions were pending. In March 2013, the Court granted in part and denied in part the defendants’ motions to dismiss the claims in the three lead class actions, including dismissal with prejudice of the antitrust claims. In relation to the Firm, the Court has permitted certain claims under the Commodity Exchange Act and common law claims to proceed. In September 2013, class plaintiffs in two of the three lead class actions filed amended complaints, which defendants moved to dismiss. Plaintiffs in the third class action 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. In January 2015, the United States Supreme Court reversed the decision of the Court of Appeals, holding that plaintiffs have the jurisdictional right to appeal and remanding the case to the Court of Appeals for further proceedings. In February 2015, the District Court entered a judgment on certain other plaintiffs’ antitrust claims so that those plaintiffs could also participate in the appeal. Motions to dismiss are pending in the remaining previously stayed individual actions and class actions.
	The Firm is one of the defendants in a putative class action alleging manipulation of Euroyen TIBOR and Yen LIBOR which 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.
	The Firm is one of the defendants 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.
	The Firm is also one of the defendants in a number of putative class actions alleging that defendant banks and ICAP conspired to manipulate the U.S. dollar ISDAFIX rates. Plaintiffs primarily assert claims under the federal antitrust laws and Commodities Exchange Act. In December 2014, defendants filed a motion to dismiss.
	Madoff Litigation. 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, 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 putative 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 putative 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 the United States Court of Appeals for the Second Circuit affirmed the District Court’s decision. Plaintiffs have petitioned the United States Supreme Court for a writ of certiorari.
	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. Plaintiffs have filed a notice of appeal.
	A putative 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, 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. One plaintiff chose not to appeal and the other filed a motion for reconsideration which was denied in November 2014. The latter plaintiff has filed an appeal. 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 putative 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. These actions have been settled, subject to final approval by the court. 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 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 $41 billion, of which $38 billion involves JPMC, Bear Stearns or Washington Mutual as issuer and $3 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. Two class actions remain pending against JPMC and Bear Stearns as MBS issuers in the United States District Court for the Southern District of New York. In the action concerning JPMC, plaintiffs’ motion for class certification has been granted with respect to liability but denied without prejudice as to damages. In the action concerning Bear Stearns, the parties have reached a settlement in principle, which is subject to court approval. The Firm is also defending a class action brought against Bear Stearns in the United States District Court for the District of Massachusetts, in which the court’s decision on defendants’ motion to dismiss is pending.
	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 U.S. and are in various stages of litigation.
	Monoline Insurer Litigation. The Firm is defending two pending actions relating to the same 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 actions of this type 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, securities administrators 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 issued between 2005 and 2008. The offer does not resolve claims relating to Washington Mutual MBS. The seven trustees (or separate and successor trustees) for this group of 330 trusts has 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 and pending in New York state court. Certain investors in some of the trusts for which the settlement has been accepted have intervened in the judicial approval proceeding, challenging the trustees’ acceptance of the settlement.
	Additional actions have been filed against third-party trustees that relate to loan repurchase and servicing claims 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 one is on appeal. A consolidated action in California federal court has been dismissed without prejudice for lack of personal jurisdiction and plaintiffs are pursuing discovery.
	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 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 continues to cooperate with investigations by DOJ, including the U.S. Attorney’s Office for the District of Connecticut, the SEC Division of Enforcement and the Office of the Special Inspector General for the Troubled Asset Relief Program, 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. In January 2015, the Firm entered into a settlement resolving this action.
	The Firm entered into a settlement resolving a putative class action lawsuit relating to its filing of affidavits or other documents in connection with mortgage foreclosure proceedings, and the court granted final approval of the settlement in January 2015.
	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 December 2014, the court granted defendants’ motion to dismiss the complaint.
	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 an unfair competition law and of the FHA and ECOA and seeking statutory damages for the unfair competition claim, and, for the FHA and ECOA claims, damages in the form of lost tax revenue and increased municipal costs associated with foreclosed properties. The court denied a motion to dismiss in one of the municipal actions, the school district action was dismissed with prejudice, another municipal action was recently served, and motions to dismiss are pending in the remaining 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. The final hearings have been scheduled for March 2015.
	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 putative 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 Bank, N.A. 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.
	Certain holders of Washington Mutual Bank debt filed an action against JPMorgan Chase which alleged that by acquiring substantially all of the assets of Washington Mutual Bank from the FDIC, JPMorgan Chase Bank, N.A. caused Washington Mutual Bank to default on its bond obligations. 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. During the years ended December 31, 2014, 2013 and 2012, the Firm incurred $2.9 billion, $11.1 billion and $5.0 billion, respectively, of legal expense. 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.

International_Operations

International Operations	12 Months Ended
	Dec. 31, 2014
Segments, Geographical Areas [Abstract]
International operations	International operations
	The following table presents income statement-related and balance sheet-related information for JPMorgan Chase by major international geographic area. The Firm defines international activities for purposes of this footnote presentation as business transactions that involve clients residing outside of the U.S., and the information presented below is based predominantly on the domicile of the client, the location from which the client relationship is managed, or the location of the trading desk. However, many of the Firm’s U.S. operations serve international businesses.
	As the Firm’s operations are highly integrated, estimates and subjective assumptions have been made to apportion revenue and expense between U.S. and international operations. These estimates and assumptions are consistent with the allocations used for the Firm’s segment reporting as set forth in Note 33.
	The Firm’s long-lived assets for the periods presented are not considered by management to be significant in relation to total assets. The majority of the Firm’s long-lived assets are located in the U.S.
	As of or for the year ended December 31, (in millions)		Revenue(b)		Expense(c)		Income before income tax		Net income		Total assets
							expense
	2014
	Europe/Middle East and Africa		$	16,013	$	10,123	$	5,890	$	3,935	$	481,328	(d)
	Asia and Pacific		6,083		4,478		1,605		1,051		147,357
	Latin America and the Caribbean		2,047		1,626		421		269		44,567
	Total international		24,143		16,227		7,916		5,255		673,252
	North America(a)		70,062		48,186		21,876		16,507		1,899,874
	Total		$	94,205	$	64,413	$	29,792	$	21,762	$	2,573,126
	2013
	Europe/Middle East and Africa		$	15,585	$	9,069	$	6,516	$	4,842	$	514,747	(d)
	Asia and Pacific		6,168		4,248		1,920		1,254		145,999
	Latin America and the Caribbean		2,251		1,626		625		381		41,473
	Total international		24,004		14,943		9,061		6,477		702,219
	North America(a)		72,602		55,749		16,853		11,446		1,713,470
	Total		$	96,606	$	70,692	$	25,914	$	17,923	$	2,415,689
	2012
	Europe/Middle East and Africa		$	10,522	$	9,326	$	1,196	$	1,508	$	553,147	(d)
	Asia and Pacific		5,605		3,952		1,653		1,048		167,955
	Latin America and the Caribbean		2,328		1,580		748		454		53,984
	Total international		18,455		14,858		3,597		3,010		775,086
	North America(a)		78,576		53,256		25,320		18,274		1,584,055
	Total		$	97,031	$	68,114	$	28,917	$	21,284	$	2,359,141
	(a)	Substantially reflects the U.S.
	(b)	Revenue is composed of net interest income and noninterest revenue.
	(c)	Expense is composed of noninterest expense and the provision for credit losses.
	(d)	Total assets for the U.K. were approximately $434 billion, $451 billion, and $498 billion at December 31, 2014, 2013 and 2012, respectively.

Business_Segments

Business Segments	12 Months Ended
	Dec. 31, 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 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 definition of managed basis, see Explanation and Reconciliation of the Firm’s use of non-GAAP financial measures, on pages 77–78. For a further discussion concerning JPMorgan Chase’s business segments, see Business Segment Results on pages 79–80.
	The following is a description of each of the Firm’s business segments, and the products and services they provide to their respective client bases.
	Consumer & Community Banking
	Consumer & Community Banking (“CCB”) serves consumers and businesses through personal service at bank branches and through ATMs, online, mobile and telephone banking. CCB is organized into Consumer & Business Banking, Mortgage Banking (including Mortgage Production, Mortgage Servicing and Real Estate Portfolios) and Card, Merchant Services & Auto (“Card”). Consumer & Business Banking offers deposit and investment products and services to consumers, and lending, deposit, and cash management and payment solutions to small businesses. Mortgage Banking includes mortgage origination and servicing activities, as well as portfolios comprised of residential mortgages and home equity loans, including the PCI portfolio acquired in the Washington Mutual transaction. Card issues credit cards to consumers and small businesses, provides payment services to corporate and public sector clients through its commercial card products, offers payment processing services to merchants, and provides auto and student loan services.
	Corporate & Investment Bank
	The Corporate & Investment Bank (“CIB”), comprised of Banking and Markets & Investor Services, offers a broad suite of investment banking, market-making, prime brokerage, and treasury and securities products and services to a global client base of corporations, investors, financial institutions, government and municipal entities. Within Banking, the CIB offers a full range of investment banking products and services in all major capital markets, including advising on corporate strategy and structure, capital-raising in equity and debt markets, as well as loan origination and syndication. Also included in Banking is Treasury Services, which includes transaction services, comprised primarily of cash management and liquidity solutions, and trade finance products. The Markets & Investor Services segment of the CIB is a global market-maker in cash securities and derivative instruments, and also offers sophisticated risk management solutions, prime brokerage, and research. Markets & Investor Services also includes the Securities Services business, a leading global custodian which includes custody, fund accounting and administration, and securities lending products sold principally to asset managers, insurance companies and public and private investment funds.
	Commercial Banking
	Commercial Banking (“CB”) delivers extensive industry knowledge, local expertise and dedicated service to U.S. and multinational clients, including corporations, municipalities, financial institutions and non-profit entities with annual revenue generally ranging from $20 million to $2 billion. CB provides financing to real estate investors and owners. Partnering with the Firm’s other businesses, CB provides comprehensive financial solutions, including lending, treasury services, investment banking and asset management to meet its clients’ domestic and international financial needs.
	Asset Management
	Asset Management (“AM”), with client assets of $2.4 trillion, is a global leader in investment and wealth management. AM clients include institutions, high-net-worth individuals and retail investors in every major market throughout the world. AM offers investment management across all major asset classes including equities, fixed income, alternatives and money market funds. AM also offers multi-asset investment management, providing solutions for a broad range of clients’ investment needs. For Global Wealth Management clients, AM also provides retirement products and services, brokerage and banking services including trusts and estates, loans, mortgages and deposits. The majority of AM’s client assets are in actively managed portfolios.
	Corporate
	The Corporate segment comprises Private Equity, Treasury and Chief Investment Office (“CIO”), and Other Corporate, which includes corporate staff units and expense that is centrally managed. Treasury and CIO are predominantly responsible for measuring, monitoring, reporting and managing the Firm’s liquidity, funding and structural interest rate and foreign exchange risks, as well as executing the Firm’s capital plan. The major Other Corporate units include Real Estate, Enterprise Technology, Legal, Compliance, Finance, Human Resources, Internal Audit, Risk Management, Oversight & Control, Corporate Responsibility and various Other Corporate groups. Other centrally managed expense includes the Firm’s occupancy and pension-related expense that are subject to allocation to the businesses.
	Segment results
	The following tables provide a summary of the Firm’s segment results as of or for the years ended December 31, 2014, 2013 and 2012 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).
	Business segment capital allocation changes
	Effective January 1, 2013, the Firm refined the capital allocation framework to align it with the revised line of business structure that became effective in the fourth quarter of 2012. The change in equity levels for the lines of businesses was largely driven by the evolving regulatory requirements and higher capital targets the Firm had established under the Basel III Advanced Approach.
	Segment results and reconciliation
	As of or the year ended	Consumer & Community Banking										Corporate & Investment Bank										Commercial Banking
	December 31,
	(in millions, except ratios)	2014			2013			2012				2014			2013			2012				2014			2013			2012
	Noninterest revenue	$	15,937		$	17,552		$	20,813			$	23,458		$	23,810		$	23,104			$	2,349		$	2,298		$	2,283
	Net interest income	28,431			28,985			29,465				11,175			10,976			11,658				4,533			4,794			4,629
	Total net revenue	44,368			46,537			50,278				34,633			34,786			34,762				6,882			7,092			6,912
	Provision for credit losses	3,520			335			3,774				(161		)	(232		)	(479		)		(189		)	85			41
	Noninterest expense	25,609			27,842			28,827				23,273			21,744			21,850				2,695			2,610			2,389
	Income/(loss) before income tax expense/(benefit)	15,239			18,360			17,677				11,521			13,274			13,391				4,376			4,397			4,482
	Income tax expense/(benefit)	6,054			7,299			6,886				4,596			4,387			4,719				1,741			1,749			1,783
	Net income/(loss)	$	9,185		$	11,061		$	10,791			$	6,925		$	8,887		$	8,672			$	2,635		$	2,648		$	2,699
	Average common equity	$	51,000		$	46,000		$	43,000			$	61,000		$	56,500		$	47,500			$	14,000		$	13,500		$	9,500
	Total assets	455,634			452,929			467,282				861,819			843,577			876,107				195,267			190,782			181,502
	Return on common equity	18		%	23		%	25		%		10		%	15		%	18		%		18		%	19		%	28		%
	Overhead ratio	58			60			57				67			63			63				39			37			35
	(a)	Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.
	On at least an annual basis, the Firm assesses the level of capital required for each line of business as well as the assumptions and methodologies used to allocate capital to its lines of business and updates equity allocations to its lines of business as refinements are implemented.
	Preferred stock dividend allocation reporting change
	As part of its funds transfer pricing process, the Firm allocates substantially all of the cost of its outstanding preferred stock to its reportable business segments, while retaining the balance of the cost in Corporate. Prior to the fourth quarter of 2014, this cost was allocated to the Firm’s reportable business segments as interest expense, with an offset recorded as interest income in Corporate. Effective with the fourth quarter of 2014, this cost is no longer included in interest income and interest expense in the segments, but rather is now included in net income applicable to common equity to be consistent with the presentation of firmwide results. As a result of this reporting change, net interest income and net income in the reportable business segments increases; however, there was no impact to the segments’ return on common equity (“ROE”). The Firm’s net interest income, net income, Consolidated balance sheets and consolidated results of operations were not impacted by this reporting change, as preferred stock dividends have been and continue to be distributed from retained earnings and, accordingly, were never reported as a component of the Firm’s consolidated net interest income or net income. Prior period segment amounts have been revised to conform with the current period presentation.
	(table continued from previous page)
	Asset Management										Corporate										Reconciling Items(a)										Total
	2014			2013			2012				2014			2013			2012				2014			2013			2012				2014			2013			2012
	$	9,588		$	9,029		$	7,847			$	1,972		$	3,093		$	190			$	(2,733	)	$	(2,495	)	$	(2,116	)		$	50,571		$	53,287		$	52,121
	2,440			2,376			2,163				(1,960		)	(3,115		)	(2,262		)		(985		)	(697		)	(743		)		43,634			43,319			44,910
	12,028			11,405			10,010				12			(22		)	(2,072		)		(3,718		)	(3,192		)	(2,859		)		94,205			96,606			97,031
	4			65			86				(35		)	(28		)	(37		)		—			—			—				3,139			225			3,385
	8,538			8,016			7,104				1,159			10,255			4,559				—			—			—				61,274			70,467			64,729
	3,486			3,324			2,820				(1,112		)	(10,249		)	(6,594		)		(3,718		)	(3,192		)	(2,859		)		29,792			25,914			28,917
	1,333			1,241			1,078				(1,976		)	(3,493		)	(3,974		)		(3,718		)	(3,192		)	(2,859		)		8,030			7,991			7,633
	$	2,153		$	2,083		$	1,742			$	864		$	(6,756	)	$	(2,620	)		$	—		$	—		$	—			$	21,762		$	17,923		$	21,284
	$	9,000		$	9,000		$	7,000			$	72,400		$	71,409		$	77,352			$	—		$	—		$	—			$	207,400		$	196,409		$	184,352
	128,701			122,414			108,999				931,705			805,987			725,251				NA			NA			NA				2,573,126			2,415,689			2,359,141
	23		%	23		%	24		%		NM			NM			NM				NM			NM			NM				10		%	9		%	11		%
	71			70			71				NM			NM			NM				NM			NM			NM				65			73			67

Parent_Company

Parent Company	12 Months Ended
	Dec. 31, 2014
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Parent Company	Parent company
	Parent company – Statements of income and comprehensive income
	Year ended December 31,		2014			2013			2012
	(in millions)
	Income
	Dividends from subsidiaries and affiliates:
	Bank and bank holding company		$	—		$	1,175		$	4,828
	Nonbank(a)		14,716			876			1,972
	Interest income from subsidiaries		378			757			1,041
	Other interest income		284			303			293
	Other income from subsidiaries,
	primarily fees:
	Bank and bank holding company		779			318			939
	Nonbank		52			2,065			1,207
	Other income/(loss)		508			(1,380		)	579
	Total income		16,717			4,114			10,859
	Expense
	Interest expense to subsidiaries and affiliates(a)		169			309			836
	Other interest expense		3,645			4,031			4,679
	Other noninterest expense		827			9,597			2,399
	Total expense		4,641			13,937			7,914
	Income (loss) before income tax benefit and undistributed net income of subsidiaries		12,076			(9,823		)	2,945
	Income tax benefit		1,430			4,301			1,665
	Equity in undistributed net income of subsidiaries		8,256			23,445			16,674
	Net income		$	21,762		$	17,923		$	21,284
	Other comprehensive income, net		990			(2,903		)	3,158
	Comprehensive income		$	22,752		$	15,020		$	24,442
	Parent company – Balance sheets
	December 31, (in millions)		2014			2013
	Assets
	Cash and due from banks		$	211		$	264
	Deposits with banking subsidiaries		95,884			64,843
	Trading assets		18,222			13,727
	Available-for-sale securities		3,321			15,228
	Loans		2,260			2,829
	Advances to, and receivables from, subsidiaries:
	Bank and bank holding company		33,810			21,693
	Nonbank		52,626			68,788
	Investments (at equity) in subsidiaries and affiliates:
	Bank and bank holding company		216,070			196,950
	Nonbank(a)		41,173			50,996
	Other assets		18,645			18,877
	Total assets		$	482,222		$	454,195
	Liabilities and stockholders’ equity
	Borrowings from, and payables to, subsidiaries and affiliates(a)		$	17,442		$	14,328
	Other borrowed funds, primarily commercial paper		49,586			55,454
	Other liabilities		11,918			11,367
	Long-term debt(b)(c)		171,211			161,868
	Total liabilities(c)		250,157			243,017
	Total stockholders’ equity		232,065			211,178
	Total liabilities and stockholders’ equity		$	482,222		$	454,195
	Parent company – Statements of cash flows
	Year ended December 31,		2014			2013			2012
	(in millions)
	Operating activities
	Net income		$	21,762		$	17,923		$	21,284
	Less: Net income of subsidiaries and affiliates(a)		22,972			25,496			23,474
	Parent company net loss		(1,210		)	(7,573		)	(2,190		)
	Cash dividends from subsidiaries and affiliates(a)		14,714			1,917			6,798
	Other operating adjustments		(1,698		)	3,180			2,376
	Net cash provided by/(used in) operating activities		11,806			(2,476		)	6,984
	Investing activities
	Net change in:
	Deposits with banking subsidiaries		(31,040		)	10,679			16,100
Available-for-sale securities:
Proceeds from paydowns and maturities		12,076			61			621
Purchases		—			(12,009		)	(364		)
Other changes in loans, net		(319		)	(713		)	(350		)
Advances to and investments in subsidiaries and affiliates, net		3,306			14,469			9,497
All other investing activities, net		32			22			25
Net cash provided by/(used in) investing activities		(15,945		)	12,509			25,529
Financing activities
Net change in:
Borrowings from subsidiaries and affiliates(a)		4,454			(2,715		)	(14,038		)
Other borrowed funds		(5,778		)	(7,297		)	3,736
Proceeds from the issuance of long-term debt		40,284			31,303			28,172
Payments of long-term debt		(31,050		)	(21,510		)	(44,240		)
Excess tax benefits related to stock-based compensation		407			137			255
Proceeds from issuance of preferred stock		8,847			3,873			1,234
Redemption of preferred stock		—			(1,800		)	—
Treasury stock and warrants repurchased		(4,760		)	(4,789		)	(1,653		)
Dividends paid		(6,990		)	(6,056		)	(5,194		)
All other financing activities, net		(1,328		)	(1,131		)	(701		)
Net cash provided by/(used in) financing activities		4,086			(9,985		)	(32,429		)
Net increase/(decrease) in cash and due from banks		(53		)	48			84
Cash and due from banks at the beginning of the year, primarily with bank subsidiaries		264			216			132
Cash and due from banks at the end of the year, primarily with bank subsidiaries		$	211		$	264		$	216
Cash interest paid		$	3,921		$	4,409		$	5,690
Cash income taxes paid, net		200			2,390			3,080
(a)	Affiliates include trusts that issued guaranteed capital debt securities (“issuer trusts”). The Parent received dividends of $2 million, $5 million and $12 million from the issuer trusts in 2014, 2013 and 2012, respectively. For further discussion on these issuer trusts, see Note 21.
(b)	At December 31, 2014, long-term debt that contractually matures in 2015 through 2019 totaled $24.4 billion, $25.5 billion, $23.0 billion, $19.3 billion and $11.3 billion, respectively.
(c)	For information regarding the Firm’s guarantees of its subsidiaries’ obligations, see Note 21 and Note 29.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	12 Months Ended
	Dec. 31, 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.
Reclassifications policy	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
Consolidation policy	The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated.
	Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets.
	The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”).
	Voting Interest Entities
	Voting interest entities are entities that have sufficient equity and provide the equity investors voting rights that enable them to make significant decisions relating to the entity’s operations. For these types of entities, the Firm’s determination of whether it has a controlling interest is primarily based on the amount of voting equity interests held. Entities in which the Firm has a controlling financial interest, through ownership of the majority of the entities’ voting equity interests, or through other contractual rights that give the Firm control, are consolidated by the Firm.
	Investments in companies in which the Firm has significant influence over operating and financing decisions (but does not own a majority of the voting equity interests) are accounted for (i) in accordance with the equity method of accounting (which requires the Firm to recognize its proportionate share of the entity’s net earnings), or (ii) at fair value if the fair value option was elected. These investments are generally included in other assets, with income or loss included in other income.
	Certain Firm-sponsored asset management funds are structured as limited partnerships or limited liability companies. For many of these entities, the Firm is the general partner or managing member, but the non-affiliated partners or members have the ability to remove the Firm as the general partner or managing member without cause (i.e., kick-out rights), based on a simple majority vote, or the non-affiliated partners or members have rights to participate in important decisions. Accordingly, the Firm does not consolidate these funds. In the limited cases where the nonaffiliated partners or members do not have substantive kick-out or participating rights, the Firm consolidates the funds.
	The Firm’s investment companies have investments in both publicly-held and privately-held entities, including investments in buyouts, growth equity and venture opportunities. These investments are accounted for under investment company guidelines and accordingly, irrespective of the percentage of equity ownership interests held, are carried on the Consolidated balance sheets at fair value, and are recorded in other assets.
	Variable Interest Entities
	VIEs are entities that, by design, either (1) lack sufficient equity to permit the entity to finance its activities without additional subordinated financial support from other parties, or (2) have equity investors that do not have the ability to make significant decisions relating to the entity’s operations through voting rights, or do not have the obligation to absorb the expected losses, or do not have the right to receive the residual returns of the entity.
	The most common type of VIE is a special purpose entity (“SPE”). SPEs are commonly used in securitization transactions in order to isolate certain assets and distribute the cash flows from those assets to investors. The basic SPE structure involves a company selling assets to the SPE; the SPE funds the purchase of those assets by issuing securities to investors. The legal documents that govern the transaction specify how the cash earned on the assets must be allocated to the SPE’s investors and other parties that have rights to those cash flows. SPEs are generally structured to insulate investors from claims on the SPE’s assets by creditors of other entities, including the creditors of the seller of the assets.
	The primary beneficiary of a VIE (i.e., the party that has a controlling financial interest) is required to consolidate the assets and liabilities of the VIE. The primary beneficiary is the party that has both (1) the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance; and (2) through its interests in the VIE, the obligation to absorb losses or the right to receive benefits from the VIE that could potentially be significant to the VIE.
	To assess whether the Firm has the power to direct the activities of a VIE that most significantly impact the VIE’s economic performance, the Firm considers all the facts and circumstances, including its role in establishing the VIE and its ongoing rights and responsibilities. This assessment includes, first, identifying the activities that most significantly impact the VIE’s economic performance; and second, identifying which party, if any, has power over those activities. In general, the parties that make the most significant decisions affecting the VIE (such as asset managers, collateral managers, servicers, or owners of call options or liquidation rights over the VIE’s assets) or have the right to unilaterally remove those decision-makers are deemed to have the power to direct the activities of a VIE.
	To assess whether the Firm has the obligation to absorb losses of the VIE or the right to receive benefits from the VIE that could potentially be significant to the VIE, the Firm considers all of its economic interests, including debt and equity investments, servicing fees, and derivative or other arrangements deemed to be variable interests in the VIE. This assessment requires that the Firm apply judgment in determining whether these interests, in the aggregate, are considered potentially significant to the VIE. Factors considered in assessing significance include: the design of the VIE, including its capitalization structure; subordination of interests; payment priority; relative share of interests held across various classes within the VIE’s capital structure; and the reasons why the interests are held by the Firm.
	The Firm performs on-going reassessments of: (1) whether entities previously evaluated under the majority voting-interest framework have become VIEs, based on certain events, and therefore subject to the VIE consolidation framework; and (2) whether changes in the facts and circumstances regarding the Firm’s involvement with a VIE cause the Firm’s consolidation conclusion to change.
	In February 2010, the Financial Accounting Standards Board (“FASB”) issued an amendment which deferred the requirements of the accounting guidance for VIEs for certain investment funds, including mutual funds, private equity funds and hedge funds. For the funds to which the deferral applies, the Firm continues to apply other existing authoritative accounting guidance to determine whether such funds should be consolidated.
Use of estimates in the preparation of consolidated financial statements policy	The preparation of the Consolidated Financial Statements requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, revenue and expense, and disclosures of contingent assets and liabilities. Actual results could be different from these estimates.
Foreign currency translation policy	JPMorgan Chase revalues assets, liabilities, revenue and expense denominated in non-U.S. currencies into U.S. dollars using applicable exchange rates.
	Gains and losses relating to translating functional currency financial statements for U.S. reporting are included in other comprehensive income/(loss) (“OCI”) within stockholders’ equity. Gains and losses relating to nonfunctional currency transactions, including non-U.S. operations where the functional currency is the U.S. dollar, are reported in the Consolidated statements of income.
Offsetting assets and liabilities 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.
	The Firm uses master netting agreements to mitigate counterparty credit risk in certain transactions, including derivatives transactions, repurchase and reverse repurchase agreements, and securities borrowed and loaned agreements. A master netting agreement is a single contract with a counterparty that permits multiple transactions governed by that contract to be terminated and settled through a single payment in a single currency in the event of a default (e.g., bankruptcy, failure to make a required payment or securities transfer or deliver collateral or margin when due after expiration of any grace period). Upon the exercise of termination rights by the non-defaulting party (i) all transactions are terminated, (ii) all transactions are valued and the positive value or “in the money” transactions are netted against the negative value or “out of the money” transactions and (iii) the only remaining payment obligation is of one of the parties to pay the netted termination amount. Upon exercise of repurchase agreement and securities loaned default rights (i) all securities loan transactions are terminated and accelerated, (ii) all values of securities or cash held or to be delivered are calculated, and all such sums are netted against each other and (iii) the only remaining payment obligation is of one of the parties to pay the netted termination amount.
	Typical master netting agreements for these types of transactions also often contain a collateral/margin agreement that provides for a security interest in, or title transfer of, securities or cash collateral/margin to the party that has the right to demand margin (the “demanding party”). The collateral/margin agreement typically requires a party to transfer collateral/margin to the demanding party with a value equal to the amount of the margin deficit on a net basis across all transactions governed by the master netting agreement, less any threshold. The collateral/margin agreement grants to the demanding party, upon default by the counterparty, the right to set-off any amounts payable by the counterparty against any posted collateral or the cash equivalent of any posted collateral/margin. It also grants to the demanding party the right to liquidate collateral/margin and to apply the proceeds to an amount payable by the counterparty.
Statements of cash flows policy	For JPMorgan Chase’s Consolidated statements of cash flows, cash is defined as those amounts included in cash and due from banks.

Fair_Value_Measurement_Policie

Fair Value Measurement (Policies)	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair value policy	JPMorgan Chase carries a portion of its assets and liabilities at fair value. These assets and liabilities are predominantly carried at fair value on a recurring basis (i.e., assets and liabilities that are measured and reported at fair value on the Firm’s Consolidated balance sheets). Certain assets (e.g., certain mortgage, home equity and other loans where the carrying value is based on the fair value of the underlying collateral), liabilities and unfunded lending-related commitments are measured at fair value on a nonrecurring basis; that is, they are not measured at fair value on an ongoing basis but are subject to fair value adjustments only in certain circumstances (for example, when there is evidence of impairment).
Trading assets and liabilities policy	Trading assets include debt and equity instruments owned by JPMorgan Chase (“long” positions) that are held for client market-making and client-driven activities, as well as for certain risk management activities, certain loans managed on a fair value basis and for which the Firm has elected the fair value option, and physical commodities inventories that are generally accounted for at the lower of cost or market (market approximates fair value). Trading liabilities include debt and equity instruments that the Firm has sold to other parties but does not own (“short” positions). The Firm is obligated to purchase instruments at a future date to cover the short positions. Included in trading assets and trading liabilities are the reported receivables (unrealized gains) and payables (unrealized losses) related to derivatives. Trading assets and liabilities are carried at fair value on the Consolidated balance sheets. Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions).

Fair_Value_Option_Policies

Fair Value Option (Policies)	12 Months Ended
	Dec. 31, 2014
Fair Value Option [Abstract]
Fair value option policy	The fair value option provides an option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments not previously carried at fair value.
	The Firm has elected to measure certain instruments at fair value in order to:
	•	Mitigate income statement volatility caused by the differences in the measurement basis of elected instruments (for example, certain instruments elected were previously accounted for on an accrual basis) while the associated risk management arrangements are accounted for on a fair value basis;
	•	Eliminate the complexities of applying certain accounting models (e.g., hedge accounting or bifurcation accounting for hybrid instruments); and/or
	•	Better reflect those instruments that are managed on a fair value basis.
	The Firm has elected to measure the following instruments at fair value:
	•	Loans purchased or originated as part of securitization warehousing activity, subject to bifurcation accounting, or managed on a fair value basis.
	•	Securities financing arrangements with an embedded derivative and/or a maturity of greater than one year.
	•	Owned beneficial interests in securitized financial assets that contain embedded credit derivatives, which would otherwise be required to be separately accounted for as a derivative instrument.
	•	Certain investments that receive tax credits and other equity investments acquired as part of the Washington Mutual transaction.
	•	Structured notes issued as part of CIB’s client-driven activities. (Structured notes are predominantly financial instruments that contain embedded derivatives.)
	•	Long-term beneficial interests issued by CIB’s consolidated securitization trusts where the underlying assets are carried at fair value.
	The following describes how the gains and losses included in earnings that are attributable to changes in instrument-specific credit risk, were determined.
	•	Loans and lending-related commitments: For floating-rate instruments, all changes in value are attributed to instrument-specific credit risk. For fixed-rate instruments, an allocation of the changes in value for the period is made between those changes in value that are interest rate-related and changes in value that are credit-related. Allocations are generally based on an analysis of borrower-specific credit spread and recovery information, where available, or benchmarking to similar entities or industries.
	•	Long-term debt: Changes in value attributable to instrument-specific credit risk were derived principally from observable changes in the Firm’s credit spread.
	•	Resale and repurchase agreements, securities borrowed agreements and securities lending agreements: Generally, for these types of agreements, there is a requirement that collateral be maintained with a market value equal to or in excess of the principal amount loaned; as a result, there would be no adjustment or an immaterial adjustment for instrument-specific credit risk related to these agreements.

Derivative_Instruments_Policie

Derivative Instruments (Policies)	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives policy	All free-standing derivatives that the Firm executes for its own account are required to be recorded on the Consolidated balance sheets at fair value.
	As permitted under U.S. GAAP, the Firm nets derivative assets and liabilities, and the related cash collateral receivables and payables, when a legally enforceable master netting agreement exists between the Firm and the derivative counterparty. For further discussion of the offsetting of assets and liabilities, see Note 1. The accounting for changes in value of a derivative depends on whether or not the transaction has been designated and qualifies for hedge accounting. Derivatives that are not designated as hedges are reported and measured at fair value through earnings. The tabular disclosures on pages 207–213 of this Note provide additional information on the amount of, and reporting for, derivative assets, liabilities, gains and losses. For further discussion of derivatives embedded in structured notes, see Notes 3 and 4.
	The extent to which a derivative has been, and is expected to continue to be, effective at offsetting changes in the fair value or cash flows of the hedged item must be assessed and documented at least quarterly. Any hedge ineffectiveness (i.e., the amount by which the gain or loss on the designated derivative instrument does not exactly offset the change in the hedged item attributable to the hedged risk) must be reported in current-period earnings. If it is determined that a derivative is not highly effective at hedging the designated exposure, hedge accounting is discontinued.
	There are three types of hedge accounting designations: fair value hedges, cash flow hedges and net investment hedges. JPMorgan Chase uses fair value hedges primarily to hedge fixed-rate long-term debt, AFS securities and certain commodities inventories. For qualifying fair value hedges, the changes in the fair value of the derivative, and in the value of the hedged item for the risk being hedged, are recognized in earnings. If the hedge relationship is terminated, then the adjustment to the hedged item continues to be reported as part of the basis of the hedged item and for interest-bearing instruments is amortized to earnings as a yield adjustment. Derivative amounts affecting earnings are recognized consistent with the classification of the hedged item – primarily net interest income and principal transactions revenue.
	JPMorgan Chase uses cash flow hedges primarily to hedge the exposure to variability in forecasted cash flows from floating-rate assets and liabilities and foreign currency–denominated revenue and expense. For qualifying cash flow hedges, the effective portion of the change in the fair value of the derivative is recorded in OCI and recognized in the Consolidated statements of income when the hedged cash flows affect earnings. Derivative amounts affecting earnings are recognized consistent with the classification of the hedged item – primarily interest income, interest expense, noninterest revenue and compensation expense. The ineffective portions of cash flow hedges are immediately recognized in earnings. If the hedge relationship is terminated, then the value of the derivative recorded in accumulated other comprehensive income/(loss) (“AOCI”) is recognized in earnings when the cash flows that were hedged affect earnings. For hedge relationships that are discontinued because a forecasted transaction is not expected to occur according to the original hedge forecast, any related derivative values recorded in AOCI are immediately recognized in earnings.
	JPMorgan Chase uses foreign currency hedges to protect the value of the Firm’s net investments in certain non-U.S. subsidiaries or branches whose functional currencies are not the U.S. dollar. For foreign currency qualifying net investment hedges, changes in the fair value of the derivatives are recorded in the translation adjustments account within AOCI.
	The Firm applies hedge accounting to certain derivatives executed for risk management purposes – generally interest rate, foreign exchange and commodity derivatives.
	To qualify for hedge accounting, a derivative must be highly effective at reducing the risk associated with the exposure being hedged. In addition, for a derivative to be designated as a hedge, the risk management objective and strategy must be documented. Hedge documentation must identify the derivative hedging instrument, the asset or liability or forecasted transaction and type of risk to be hedged, and how the effectiveness of the derivative is assessed prospectively and retrospectively.

Noninterest_Revenue_Policies

Noninterest Revenue (Policies)	12 Months Ended
	Dec. 31, 2014
Noninterest Income [Abstract]
Noninterest revenue policy	Mortgage fees and related income
	This revenue category primarily reflects CCB’s Mortgage Production and Mortgage Servicing revenue, including fees and income derived from mortgages originated with the intent to sell; mortgage sales and servicing including losses related to the repurchase of previously sold loans; the impact of risk-management activities associated with the mortgage pipeline, warehouse loans and MSRs; and revenue related to any residual interests held from mortgage securitizations. This revenue category also includes gains and losses on sales and lower of cost or fair value adjustments for mortgage loans held-for-sale, as well as changes in fair value for mortgage loans originated with the intent to sell and measured at fair value under the fair value option. Changes in the fair value of CCB MSRs are reported in mortgage fees and related income. Net interest income from mortgage loans is recorded in interest income. For a further discussion of MSRs, see Note 17.
	Card income
	This revenue category includes interchange income from credit and debit cards and net fees earned from processing credit card transactions for merchants. Card income is recognized as earned. Cost related to rewards programs is recorded when the rewards are earned by the customer and presented as a reduction to interchange income. Annual fees and direct loan origination costs are deferred and recognized on a straight-line basis over a 12-month period.
	Credit card revenue sharing agreements
	The Firm has contractual agreements with numerous co-brand partners and affinity organizations (collectively, “partners”), which grant the Firm exclusive rights to market to the customers or members of such partners. These partners endorse the credit card programs and provide their customer and member lists to the Firm, and they may also conduct marketing activities and provide awards under the various credit card programs. The terms of these agreements generally range from three to ten years.
	The Firm typically makes incentive payments to the partners based on new account originations, charge volumes and the cost of the partners’ marketing activities and awards. Payments based on new account originations are accounted for as direct loan origination costs. Payments to partners based on sales volumes are deducted from interchange income as the related revenue is earned. Payments based on marketing efforts undertaken by the partners are expensed by the Firm as incurred and reported as noninterest expense.
	Lending- and deposit-related fees
	This revenue category includes fees from loan commitments, standby letters of credit, financial guarantees, deposit-related fees in lieu of compensating balances, cash management-related activities or transactions, deposit accounts and other loan-servicing activities. These fees are recognized over the period in which the related service is provided.
	Asset management, administration and commissions
	This revenue category includes fees from investment management and related services, custody, brokerage services, insurance premiums and commissions, and other products. These fees are recognized over the period in which the related service is provided. Performance-based fees, which are earned based on exceeding certain benchmarks or other performance targets, are accrued and recognized at the end of the performance period in which the target is met. The Firm has contractual arrangements with third parties to provide certain services in connection with its asset management activities. Amounts paid to third-party service providers are predominantly expensed, such that asset management fees are recorded gross of payments made to third parties.
	Investment banking fees
	This revenue category includes equity and debt underwriting and advisory fees. Underwriting fees are recognized as revenue when the Firm has rendered all services to the issuer and is entitled to collect the fee from the issuer, as long as there are no other contingencies associated with the fee. Underwriting fees are net of syndicate expense; the Firm recognizes credit arrangement and syndication fees as revenue after satisfying certain retention, timing and yield criteria. Advisory fees are recognized as revenue when the related services have been performed and the fee has been earned.
	Principal transactions
	Principal transactions revenue consists of realized and unrealized gains and losses on derivatives and other instruments (including those accounted for under the fair value option) used in client-driven market-making activities and on private equity investments. In connection with its client-driven market-making activities, the Firm transacts in debt and equity instruments, derivatives and commodities (including physical commodities inventories and financial instruments that reference commodities).
	Principal transactions revenue also includes realized and unrealized gains and losses related to hedge accounting and specified risk-management activities, including: (a) certain derivatives designated in qualifying hedge accounting relationships (primarily fair value hedges of commodity and foreign exchange risk), (b) certain derivatives used for specific risk management purposes, primarily to mitigate credit risk, foreign exchange risk and commodity risk, and (c) other derivatives, including the synthetic credit portfolio. For further information on the income statement classification of gains and losses from derivatives activities, see Note 6.
	In the financial commodity markets, the Firm transacts in OTC derivatives (e.g., swaps, forwards, options) and exchange-traded derivatives that reference a wide range of underlying commodities. In the physical commodity markets, the Firm primarily purchases and sells precious and base metals and may hold other commodities inventories under financing and other arrangements with clients. Prior to the 2014 sale of certain parts of its physical commodity business, the Firm also engaged in the purchase, sale, transport and storage of power, gas, liquefied natural gas, coal, crude oil and refined products.
	Physical commodities inventories are generally carried at the lower of cost or market (market approximates fair value) subject to any applicable fair value hedge accounting adjustments, with realized gains and losses and unrealized losses recorded in principal transactions revenue.

Interest_Income_and_Interest_E1

Interest Income and Interest Expense (Policies)	12 Months Ended
	Dec. 31, 2014
Interest Income (Expense), Net [Abstract]
Interest income and interest expense policy	Interest income and interest expense are recorded in the Consolidated statements of income and classified based on the nature of the underlying asset or liability. Interest income and interest expense includes the current-period interest accruals for financial instruments measured at fair value, except for financial instruments containing embedded derivatives that would be separately accounted for in accordance with U.S. GAAP absent the fair value option election; for those instruments, all changes in fair value, including any interest elements, are reported in principal transactions revenue. For financial instruments that are not measured at fair value, the related interest is included within interest income or interest expense, as applicable.

Pension_and_Other_Postretireme1

Pension and Other Postretirement Employee Benefit Plans (Policies)	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Pension and other postretirement plans policy	The Firm’s defined benefit pension plans and its other postretirement employee benefit (“OPEB”) plans are accounted for in accordance with U.S. GAAP for retirement benefits.
	Defined benefit pension plans
	The Firm has a qualified noncontributory U.S. defined benefit pension plan that provides benefits to substantially all U.S. employees. The U.S. plan employs a cash balance formula in the form of pay and interest credits to determine the benefits to be provided at retirement, based on years of service and eligible compensation (generally base pay capped at $100,000 annually; effective January 1, 2015, in addition to base pay, eligible compensation will include certain other types of variable incentive compensation capped at $100,000 annually). Employees begin to accrue plan benefits after completing one year of service, and benefits generally vest after three years of service. The Firm also offers benefits through defined benefit pension plans to qualifying employees in certain non-U.S. locations based on factors such as eligible compensation, age and/or years of service.
	It is the Firm’s policy to fund the pension plans in amounts sufficient to meet the requirements under applicable laws. The Firm does not anticipate at this time any contribution to the U.S. defined benefit pension plan in 2015. The 2015 contributions to the non-U.S. defined benefit pension plans are expected to be $47 million of which $31 million are contractually required.
	JPMorgan Chase also has a number of defined benefit pension plans that are not subject to Title IV of the Employee Retirement Income Security Act. The most significant of these plans is the Excess Retirement Plan, pursuant to which certain employees previously earned pay credits on compensation amounts above the maximum stipulated by law under a qualified plan; no further pay credits are allocated under this plan. The Excess Retirement Plan had an unfunded projected benefit obligation (“PBO”) in the amount of $257 million and $245 million, at December 31, 2014 and 2013, respectively.
	Defined contribution plans
	JPMorgan Chase currently provides two qualified defined contribution plans in the U.S. and other similar arrangements in certain non-U.S. locations, all of which are administered in accordance with applicable local laws and regulations. The most significant of these plans is The JPMorgan Chase 401(k) Savings Plan (the “401(k) Savings Plan”), which covers substantially all U.S. employees. Employees can contribute to the 401(k) Savings Plan on a pretax and/or Roth 401(k) after-tax basis. The JPMorgan Chase Common Stock Fund, which is an investment option under the 401(k) Savings Plan, is a nonleveraged employee stock ownership plan.
	The Firm matches eligible employee contributions up to 5% of eligible compensation (generally base pay; effective January 1, 2015, in addition to base pay, eligible compensation will include certain other types of variable incentive compensation) on an annual basis. Employees begin to receive matching contributions after completing a one-year-of-service requirement. Employees with total annual cash compensation of $250,000 or more are not eligible for matching contributions. Matching contributions vest after three years of service for employees hired on or after May 1, 2009. The 401(k) Savings Plan also permits discretionary profit-sharing contributions by participating companies for certain employees, subject to a specified vesting schedule.
	OPEB plans
	JPMorgan Chase offers postretirement medical and life insurance benefits to certain retirees and postretirement medical benefits to qualifying U.S. employees. These benefits vary with the length of service and the date of hire and provide for limits on the Firm’s share of covered medical benefits. The medical and life insurance benefits are both contributory. Postretirement medical benefits also are offered to qualifying United Kingdom (“U.K.”) employees.
	JPMorgan Chase’s U.S. OPEB obligation is funded with corporate-owned life insurance (“COLI”) purchased on the lives of eligible employees and retirees. While the Firm owns the COLI policies, COLI proceeds (death benefits, withdrawals and other distributions) may be used only to reimburse the Firm for its net postretirement benefit claim payments and related administrative expense. The U.K. OPEB plan is unfunded.

Employee_StockBased_Incentives

Employee Stock-Based Incentives (Policies)	12 Months Ended
	Dec. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Share-based compensation, option and incentive plans policy	Restricted stock units (“RSUs”) are awarded at no cost to the recipient upon their grant. Generally, RSUs are granted annually and vest at a rate of 50% after two years and 50% after three years and are converted into shares of common stock as of the vesting date. In addition, RSUs typically include full-career eligibility provisions, which allow employees to continue to vest upon voluntary termination, subject to post-employment and other restrictions based on age or service-related requirements. All RSUs awards are subject to forfeiture until vested and contain clawback provisions that may result in cancellation under certain specified circumstances. RSUs entitle the recipient to receive cash payments equivalent to any dividends paid on the underlying common stock during the period the RSUs are outstanding and, as such, are considered participating securities as discussed in Note 24.
	Under the LTI Plans, stock options and stock appreciation rights (“SARs”) have generally been granted with an exercise price equal to the fair value of JPMorgan Chase’s common stock on the grant date. The Firm periodically grants employee stock options to individual employees. There were no material grants of stock options or SARs
	in 2014. Grants of SARs in 2013 and 2012 become exercisable ratably over five years (i.e., 20% per year)
	and contain clawback provisions similar to RSUs. The
	2013 and 2012 grants of SARs contain full-career
	eligibility provisions. SARs generally expire ten years
	after the grant date.
	The Firm separately recognizes compensation expense for each tranche of each award as if it were a separate award with its own vesting date. Generally, for each tranche granted, compensation expense is recognized on a straight-line basis from the grant date until the vesting date of the respective tranche, provided that the employees will not become full-career eligible during the vesting period. For awards with full-career eligibility provisions and awards granted with no future substantive service requirement, the Firm accrues the estimated value of awards expected to be awarded to employees as of the grant date without giving consideration to the impact of post-employment restrictions. For each tranche granted to employees who will become full-career eligible during the vesting period, compensation expense is recognized on a straight-line basis from the grant date until the earlier of the employee’s full-career eligibility date or the vesting date of the respective tranche.

Securities_Policies

Securities (Policies)	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Securities policy	Securities are classified as trading, AFS or held-to-maturity (“HTM”).

Loans_Policies

Loans (Policies)	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable Disclosure [Abstract]
Loans receivable policy	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
	The following provides a detailed accounting discussion of these loan categories:
	Loans held-for-investment (other than PCI loans)
	Originated or purchased loans held-for-investment, other than PCI loans, are measured at the principal amount outstanding, net of the following: allowance for loan losses; net charge-offs; interest applied to principal (for loans accounted for on the cost recovery method); unamortized discounts and premiums; and net deferred loan fees or costs. Credit card loans also include billed finance charges and fees net of an allowance for uncollectible amounts.
	Interest income
	Interest income on performing loans held-for-investment, other than PCI loans, is accrued and recognized as interest income at the contractual rate of interest. Purchase price discounts or premiums, as well as net deferred loan fees or costs, are amortized into interest income over the life of the loan to produce a level rate of return.
	Nonaccrual loans
	Nonaccrual loans are those on which the accrual of interest has been suspended. Loans (other than credit card loans and certain consumer loans insured by U.S. government agencies) are placed on nonaccrual status and considered nonperforming when full payment of principal and interest is in doubt, or when principal and interest has been in default for a period of 90 days or more, unless the loan is both well-secured and in the process of collection. A loan is determined to be past due when the minimum payment is not received from the borrower by the contractually specified due date or for certain loans (e.g., residential real estate loans), when a monthly payment is due and unpaid for 30 days or more. Finally, collateral-dependent loans are typically maintained on nonaccrual status.
	On the date a loan is placed on nonaccrual status, all interest accrued but not collected is reversed against interest income. In addition, the amortization of deferred amounts is suspended. Interest income on nonaccrual loans may be recognized as cash interest payments are received (i.e., on a cash basis) if the recorded loan balance is deemed fully collectible; however, if there is doubt regarding the ultimate collectibility of the recorded loan balance, all interest cash receipts are applied to reduce the carrying value of the loan (the cost recovery method). For consumer loans, application of this policy typically results in the Firm recognizing interest income on nonaccrual consumer loans on a cash basis.
	A loan may be returned to accrual status when repayment is reasonably assured and there has been demonstrated performance under the terms of the loan or, if applicable, the terms of the restructured loan.
	As permitted by regulatory guidance, credit card loans are generally exempt from being placed on nonaccrual status; accordingly, interest and fees related to credit card loans continue to accrue until the loan is charged off or paid in full. However, the Firm separately establishes an allowance for the estimated uncollectible portion of accrued interest and fee income on credit card loans. The allowance is established with a charge to interest income and is reported as an offset to loans.
	Allowance for loan losses
	The allowance for loan losses represents the estimated probable credit losses inherent in the held-for-investment loan portfolio at the balance sheet date. Changes in the allowance for loan losses are recorded in the provision for credit losses on the Firm’s Consolidated statements of income. See Note 15 for further information on the Firm’s accounting policies for the allowance for loan losses.
	Charge-offs
	Consumer loans, other than risk-rated business banking, risk-rated auto and PCI loans, are generally charged off or charged down to the net realizable value of the underlying collateral (i.e., fair value less costs to sell), with an offset to the allowance for loan losses, upon reaching specified stages of delinquency in accordance with standards established by the Federal Financial Institutions Examination Council (“FFIEC”). Residential real estate loans, non-modified credit card loans and scored business banking loans are generally charged off at 180 days past due. In the second quarter of 2013, the Firm revised its policy to charge-off modified credit card loans that do not comply with their modified payment terms at 120 days past due rather than 180 days past due. Auto and student loans are charged off no later than 120 days past due.
	Certain consumer loans will be charged off earlier than the FFIEC charge-off standards in certain circumstances as follows:
	•	A charge-off is recognized when a loan is modified in a TDR if the loan is determined to be collateral-dependent. A loan is considered to be collateral-dependent when repayment of the loan is expected to be provided solely by the underlying collateral, rather than by cash flows from the borrower’s operations, income or other resources.
	•	Loans to borrowers who have experienced an event (e.g., bankruptcy) that suggests a loss is either known or highly certain are subject to accelerated charge-off standards. Residential real estate and auto loans are charged off when the loan becomes 60 days past due, or sooner if the loan is determined to be collateral-dependent. Credit card and scored business banking loans are charged off within 60 days of receiving notification of the bankruptcy filing or other event. Student loans are generally charged off when the loan becomes 60 days past due after receiving notification of a bankruptcy.
	•	Auto loans are written down to net realizable value upon repossession of the automobile and after a redemption period (i.e., the period during which a borrower may cure the loan) has passed.
	Other than in certain limited circumstances, the Firm typically does not recognize charge-offs on government-guaranteed loans.
	Wholesale loans, risk-rated business banking loans and risk-rated auto loans are charged off when it is highly certain that a loss has been realized, including situations where a loan is determined to be both impaired and collateral-dependent. The determination of whether to recognize a charge-off includes many factors, including the prioritization of the Firm’s claim in bankruptcy, expectations of the workout/restructuring of the loan and valuation of the borrower’s equity or the loan collateral.
	When a loan is charged down to the estimated net realizable value, the determination of the fair value of the collateral depends on the type of collateral (e.g., securities, real estate). In cases where the collateral is in the form of liquid securities, the fair value is based on quoted market prices or broker quotes. For illiquid securities or other financial assets, the fair value of the collateral is estimated using a discounted cash flow model.
	For residential real estate loans, collateral values are based upon external valuation sources. When it becomes likely that a borrower is either unable or unwilling to pay, the Firm obtains a broker’s price opinion of the home based on an exterior-only valuation (“exterior opinions”), which is then updated at least every six months thereafter. As soon as practicable after the Firm receives the property in satisfaction of a debt (e.g., by taking legal title or physical possession), generally, either through foreclosure or upon the execution of a deed in lieu of foreclosure transaction with the borrower, the Firm obtains an appraisal based on an inspection that includes the interior of the home (“interior appraisals”). Exterior opinions and interior appraisals are discounted based upon the Firm’s experience with actual liquidation values as compared to the estimated values provided by exterior opinions and interior appraisals, considering state- and product-specific factors.
	For commercial real estate loans, collateral values are generally based on appraisals from internal and external valuation sources. Collateral values are typically updated every six to twelve months, either by obtaining a new appraisal or by performing an internal analysis, in accordance with the Firm’s policies. The Firm also considers both borrower- and market-specific factors, which may result in obtaining appraisal updates or broker price opinions at more frequent intervals.
	Loans held-for-sale
	Held-for-sale loans are measured at the lower of cost or fair value, with valuation changes recorded in noninterest revenue. For consumer loans, the valuation is performed on a portfolio basis. For wholesale loans, the valuation is performed on an individual loan basis.
	Interest income on loans held-for-sale is accrued and recognized based on the contractual rate of interest.
	Loan origination fees or costs and purchase price discounts or premiums are deferred in a contra loan account until the related loan is sold. The deferred fees and discounts or premiums are an adjustment to the basis of the loan and therefore are included in the periodic determination of the lower of cost or fair value adjustments and/or the gain or loss recognized at the time of sale.
	Held-for-sale loans are subject to the nonaccrual policies described above.
	Because held-for-sale loans are recognized at the lower of cost or fair value, the Firm’s allowance for loan losses and charge-off policies do not apply to these loans.
	Loans at fair value
	Loans used in a market-making strategy or risk managed on a fair value basis are measured at fair value, with changes in fair value recorded in noninterest revenue.
	For these loans, the earned current contractual interest payment is recognized in interest income. Changes in fair value are recognized in noninterest revenue. Loan origination fees are recognized upfront in noninterest revenue. Loan origination costs are recognized in the associated expense category as incurred.
	Because these loans are recognized at fair value, the Firm’s nonaccrual, allowance for loan losses, and charge-off policies do not apply to these loans.
	See Note 4 for further information on the Firm’s elections of fair value accounting under the fair value option. See Note 3 and Note 4 for further information on loans carried at fair value and classified as trading assets.
	PCI loans
	PCI loans held-for-investment are initially measured at fair value. PCI loans have evidence of credit deterioration since the loan’s origination date and therefore it is probable, at acquisition, that all contractually required payments will not be collected. Because PCI loans are initially measured at fair value, which includes an estimate of future credit losses, no allowance for loan losses related to PCI loans is recorded at the acquisition date. See page 251 of this Note for information on accounting for PCI loans subsequent to their acquisition.
	Loan classification changes
	Loans in the held-for-investment portfolio that management decides to sell are transferred to the held-for-sale portfolio at the lower of cost or fair value on the date of transfer. Credit-related losses are charged against the allowance for loan losses; non-credit related losses such as those due to changes in interest rates or foreign currency exchange rates are recognized in noninterest revenue.
	In the event that management decides to retain a loan in the held-for-sale portfolio, the loan is transferred to the held-for-investment portfolio at the lower of cost or fair value on the date of transfer. These loans are subsequently assessed for impairment based on the Firm’s allowance methodology. For a further discussion of the methodologies used in establishing the Firm’s allowance for loan losses, see Note 15.
	Loan modifications
	The Firm seeks to modify certain loans in conjunction with its loss-mitigation activities. Through the modification, JPMorgan Chase grants one or more concessions to a borrower who is experiencing financial difficulty in order to minimize the Firm’s economic loss, avoid foreclosure or repossession of the collateral, and to ultimately maximize payments received by the Firm from the borrower. The concessions granted vary by program and by borrower-specific characteristics, and may include interest rate reductions, term extensions, payment deferrals, principal forgiveness, or the acceptance of equity or other assets in lieu of payments.
	Such modifications are accounted for and reported as troubled debt restructurings (“TDRs”). A loan that has been modified in a TDR is generally considered to be impaired until it matures, is repaid, or is otherwise liquidated, regardless of whether the borrower performs under the modified terms. In certain limited cases, the effective interest rate applicable to the modified loan is at or above the current market rate at the time of the restructuring. In such circumstances, and assuming that the loan subsequently performs under its modified terms and the Firm expects to collect all contractual principal and interest cash flows, the loan is disclosed as impaired and as a TDR only during the year of the modification; in subsequent years, the loan is not disclosed as an impaired loan or as a TDR so long as repayment of the restructured loan under its modified terms is reasonably assured.
	Loans, except for credit card loans, modified in a TDR are generally placed on nonaccrual status, although in many cases such loans were already on nonaccrual status prior to modification. These loans may be returned to performing status (the accrual of interest is resumed) if the following criteria are met: (a) the borrower has performed under the modified terms for a minimum of six months and/or six payments, and (b) the Firm has an expectation that repayment of the modified loan is reasonably assured based on, for example, the borrower’s debt capacity and level of future earnings, collateral values, loan-to-value (“LTV”) ratios, and other current market considerations. In certain limited and well-defined circumstances in which the loan is current at the modification date, such loans are not placed on nonaccrual status at the time of modification.
	Because loans modified in TDRs are considered to be impaired, these loans are measured for impairment using the Firm’s established asset-specific allowance methodology, which considers the expected re-default rates for the modified loans. A loan modified in a TDR remains subject to the asset-specific allowance methodology throughout its remaining life, regardless of whether the loan is performing and has been returned to accrual status and/or the loan has been removed from the impaired loans disclosures (i.e., loans restructured at market rates). For further discussion of the methodology used to estimate the Firm’s asset-specific allowance, see Note 15.
	Foreclosed property
	The Firm acquires property from borrowers through loan restructurings, workouts, and foreclosures. Property acquired may include real property (e.g., residential real estate, land, and buildings) and commercial and personal property (e.g., automobiles, aircraft, railcars, and ships).
	The Firm recognizes foreclosed property upon receiving assets in satisfaction of a loan (e.g., by taking legal title or physical possession). For loans collateralized by real property, the Firm generally recognizes the asset received at foreclosure sale or upon the execution of a deed in lieu of foreclosure transaction with the borrower. Foreclosed assets are reported in other assets on the Consolidated balance sheets and initially recognized at fair value less costs to sell. Each quarter the fair value of the acquired property is reviewed and adjusted, if necessary, to the lower of cost or fair value. Subsequent adjustments to fair value are charged/credited to noninterest revenue. Operating expense, such as real estate taxes and maintenance, are charged to other expense.

Allowance_for_Credit_Losses_Po

Allowance for Credit Losses (Policies)	12 Months Ended
	Dec. 31, 2014
Allowance for Credit Losses [Abstract]
Allowance for credit losses policy	JPMorgan Chase’s allowance for loan losses covers the consumer, including credit card, portfolio segments (primarily scored); and wholesale (risk-rated) portfolio, and represents management’s estimate of probable credit losses inherent in the Firm’s loan portfolio. The allowance for loan losses includes an asset-specific component, a formula-based component and a component related to PCI loans, as described below. Management also estimates an allowance for wholesale and consumer lending-related commitments using methodologies similar to those used to estimate the allowance on the underlying loans. During 2014, the Firm did not make any significant changes to the methodologies or policies used to determine its allowance for credit losses; such policies are described in the following paragraphs.
	The asset-specific component of the allowance relates to loans considered to be impaired, which includes loans that have been modified in TDRs as well as risk-rated loans that have been placed on nonaccrual status. To determine the asset-specific component of the allowance, larger loans are evaluated individually, while smaller loans are evaluated as pools using historical loss experience for the respective class of assets. Scored loans (i.e., consumer loans) are pooled by product type, while risk-rated loans (primarily wholesale loans) are segmented by risk rating.
	The Firm generally measures the asset-specific allowance as the difference between the recorded investment in the loan and the present value of the cash flows expected to be collected, discounted at the loan’s original effective interest rate. Subsequent changes in impairment are reported as an adjustment to the provision for loan losses. In certain cases, the asset-specific allowance is determined using an observable market price, and the allowance is measured as the difference between the recorded investment in the loan and the loan’s fair value. Impaired collateral-dependent loans are charged down to the fair value of collateral less costs to sell and therefore may not be subject to an asset-specific reserve as are other impaired loans. See Note 14 for more information about charge-offs and collateral-dependent loans.
	The asset-specific component of the allowance for impaired loans that have been modified in TDRs incorporates the effects of foregone interest, if any, in the present value calculation and also incorporates the effect of the modification on the loan’s expected cash flows, which considers the potential for redefault. For residential real estate loans modified in TDRs, the Firm develops product-specific probability of default estimates, which are applied at a loan level to compute expected losses. In developing these probabilities of default, the Firm considers the relationship between the credit quality characteristics of the underlying loans and certain assumptions about home prices and unemployment, based upon industry-wide data. The Firm also considers its own historical loss experience to date based on actual redefaulted modified loans. For credit card loans modified in TDRs, expected losses incorporate projected redefaults based on the Firm’s historical experience by type of modification program. For wholesale loans modified in TDRs, expected losses incorporate redefaults based on management’s expectation of the borrower’s ability to repay under the modified terms.
	The formula-based component is based on a statistical calculation to provide for incurred credit losses in performing risk-rated loans and all consumer loans, except for any loans restructured in TDRs and PCI loans. See Note 14 for more information on PCI loans.
	For scored loans, the statistical calculation is performed on pools of loans with similar risk characteristics (e.g., product type) and generally computed by applying loss factors to outstanding principal balances over an estimated loss emergence period. The loss emergence period represents the time period between the date at which the loss is estimated to have been incurred and the ultimate realization of that loss (through a charge-off). Estimated loss emergence periods may vary by product and may change over time; management applies judgment in estimating loss emergence periods, using available credit information and trends.
	Loss factors are statistically derived and sensitive to changes in delinquency status, credit scores, collateral values and other risk factors. The Firm uses a number of different forecasting models to estimate both the PD and the loss severity, including delinquency roll rate models and credit loss severity models. In developing PD and loss severity assumptions, the Firm also considers known and anticipated changes in the economic environment, including changes in home prices, unemployment rates and other risk indicators.
	A nationally recognized home price index measure is used to estimate both the PD and the loss severity on residential real estate loans at the metropolitan statistical areas (“MSA”) level. Loss severity estimates are regularly validated by comparison to actual losses recognized on defaulted loans, market-specific real estate appraisals and property sales activity. The economic impact of potential modifications of residential real estate loans is not included in the statistical calculation because of the uncertainty regarding the type and results of such modifications.
	For risk-rated loans, the statistical calculation is the product of an estimated PD and an estimated LGD. These factors are differentiated by risk rating and expected maturity. In assessing the risk rating of a particular loan, among the factors considered are the obligor’s debt capacity and financial flexibility, the level of the obligor’s earnings, the amount and sources for repayment, the level and nature of contingencies, management strength, and the industry and geography in which the obligor operates. These factors are based on an evaluation of historical and current information, and involve subjective assessment and interpretation. Emphasizing one factor over another or considering additional factors could impact the risk rating assigned by the Firm to that loan. PD estimates are based on observable external through-the-cycle data, using credit-rating agency default statistics. LGD estimates are based on the Firm’s history of actual credit losses over more than one credit cycle. Estimates of PD and LGD are subject to periodic refinement based on changes to underlying external and Firm-specific historical data.
	Management applies judgment within an established framework to adjust the results of applying the statistical calculation described above. The determination of the appropriate adjustment is based on management’s view of loss events that have occurred but that are not yet reflected in the loss factors and that relate to current macroeconomic and political conditions, the quality of underwriting standards and other relevant internal and external factors affecting the credit quality of the portfolio. For the scored loan portfolios, adjustments to the statistical calculation are made in part by analyzing the historical loss experience for each major product segment. Factors related to unemployment, home prices, borrower behavior and lien position, the estimated effects of the mortgage foreclosure-related settlement with federal and state officials and uncertainties regarding the ultimate success of loan modifications are incorporated into the calculation, as appropriate. For junior lien products, management considers the delinquency and/or modification status of any senior liens in determining the adjustment. In addition, for the risk-rated portfolios, any adjustments made to the statistical calculation take into consideration model imprecision, deteriorating conditions within an industry, product or portfolio type, geographic location, credit concentration, and current economic events that have occurred but that are not yet reflected in the factors used to derive the statistical calculation.
	Management establishes an asset-specific allowance for lending-related commitments that are considered impaired and computes a formula-based allowance for performing consumer and wholesale lending-related commitments. These are computed using a methodology similar to that used for the wholesale loan portfolio, modified for expected maturities and probabilities of drawdown.
	Determining the appropriateness of the allowance is complex and requires judgment by management about the effect of matters that are inherently uncertain. Subsequent evaluations of the loan portfolio, in light of the factors then prevailing, may result in significant changes in the allowances for loan losses and lending-related commitments in future periods. At least quarterly, the allowance for credit losses is reviewed by the Chief Risk Officer, the Chief Financial Officer and the Controller of the Firm and discussed with the Risk Policy and Audit Committees of the Board of Directors of the Firm. As of December 31, 2014, JPMorgan Chase deemed the allowance for credit losses to be appropriate (i.e., sufficient to absorb probable credit losses inherent in the portfolio).

Variable_Interest_Entities_Pol

Variable Interest Entities (Policies)	12 Months Ended
	Dec. 31, 2014
Variable Interest Entities [Abstract]
Transfers and Servicing of Financial Assets, Policy	The Firm has securitized and sold a variety of loans, including residential mortgage, credit card, automobile, student and commercial (primarily related to real estate) loans, as well as debt securities. The primary purposes of these securitization transactions were to satisfy investor demand and to generate liquidity for the Firm.
	For loan securitizations in which the Firm is not required to consolidate the trust, the Firm records the transfer of the loan receivable to the trust as a sale when the accounting criteria for a sale are met. Those criteria are: (1) the transferred financial assets are legally isolated from the Firm’s creditors; (2) the transferee or beneficial interest holder can pledge or exchange the transferred financial assets; and (3) the Firm does not maintain effective control over the transferred financial assets (e.g., the Firm cannot repurchase the transferred assets before their maturity and it does not have the ability to unilaterally cause the holder to return the transferred assets).
	For loan securitizations accounted for as a sale, the Firm recognizes a gain or loss based on the difference between the value of proceeds received (including cash, beneficial interests, or servicing assets received) and the carrying value of the assets sold. Gains and losses on securitizations are reported in noninterest revenue.

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Policies)	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill policy	The goodwill impairment test is performed in two steps. In the first step, the current fair value of each reporting unit is compared with its carrying value, including goodwill. If the fair value is in excess of the carrying value (including goodwill), then the reporting unit’s goodwill is considered not to be impaired. If the fair value is less than the carrying value (including goodwill), then a second step is performed. In the second step, the implied current fair value of the reporting unit’s goodwill is determined by comparing the fair value of the reporting unit (as determined in step one) to the fair value of the net assets of the reporting unit, as if the reporting unit were being acquired in a business combination. The resulting implied current fair value of goodwill is then compared with the carrying value of the reporting unit’s goodwill. If the carrying value of the goodwill exceeds its implied current fair value, then an impairment charge is recognized for the excess. If the carrying value of goodwill is less than its implied current fair value, then no goodwill impairment is recognized.
	The Firm uses the reporting units’ allocated equity plus goodwill capital as a proxy for the carrying amounts of equity for the reporting units in the goodwill impairment testing. Reporting unit equity is determined on a similar basis as the allocation of equity to the Firm’s lines of business, which takes into consideration the capital the business segment would require if it were operating independently, incorporating sufficient capital to address regulatory capital requirements (including Basel III), economic risk measures and capital levels for similarly rated peers. Proposed line of business equity levels are incorporated into the Firm’s annual budget process, which is reviewed by the Firm’s Board of Directors. Allocated equity is further reviewed on a periodic basis and updated as needed.
	The primary method the Firm uses to estimate the fair value of its reporting units is the income approach. The models project cash flows for the forecast period and use the perpetuity growth method to calculate terminal values. These cash flows and terminal values are then discounted using an appropriate discount rate. Projections of cash flows are based on the reporting units’ earnings forecasts, which include the estimated effects of regulatory and legislative changes (including, but not limited to the Dodd-Frank Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”)), and which are reviewed with the senior management of the Firm. The discount rate used for each reporting unit represents an estimate of the cost of equity for that reporting unit and is determined considering the Firm’s overall estimated cost of equity (estimated using the Capital Asset Pricing Model), as adjusted for the risk characteristics specific to each reporting unit (for example, for higher levels of risk or uncertainty associated with the business or management’s forecasts and assumptions). To assess the reasonableness of the discount rates used for each reporting unit management compares the discount rate to the estimated cost of equity for publicly traded institutions with similar businesses and risk characteristics. In addition, the weighted average cost of equity (aggregating the various reporting units) is compared with the Firms’ overall estimated cost of equity to ensure reasonableness.
	The valuations derived from the discounted cash flow models are then compared with market-based trading and transaction multiples for relevant competitors. Trading and transaction comparables are used as general indicators to assess the general reasonableness of the estimated fair values, although precise conclusions generally cannot be drawn due to the differences that naturally exist between the Firm’s businesses and competitor institutions. Management also takes into consideration a comparison between the aggregate fair value of the Firm’s reporting units and JPMorgan Chase’s market capitalization. In evaluating this comparison, management considers several factors, including (a) a control premium that would exist in a market transaction, (b) factors related to the level of execution risk that would exist at the firmwide level that do not exist at the reporting unit level and (c) short-term market volatility and other factors that do not directly affect the value of individual reporting units.
	Deterioration in economic market conditions, increased estimates of the effects of regulatory or legislative changes, or additional regulatory or legislative changes may result in declines in projected business performance beyond management’s current expectations. For example, in the Firm’s Mortgage Banking business, such declines could result from increases in primary mortgage interest rates, lower mortgage origination volume, higher costs to resolve foreclosure-related matters or from deterioration in economic conditions, including decreases in home prices that result in increased credit losses. Declines in business performance, increases in equity capital requirements, or increases in the estimated cost of equity, could cause the estimated fair values of the Firm’s reporting units or their associated goodwill to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill.
	Goodwill
	Goodwill is recorded upon completion of a business combination as the difference between the purchase price and the fair value of the net assets acquired. Subsequent to initial recognition, goodwill is not amortized but is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate there may be impairment.
	The goodwill associated with each business combination is allocated to the related reporting units, which are determined based on how the Firm’s businesses are managed and how they are reviewed by the Firm’s Operating Committee.
Mortgage servicing rights policy	Mortgage servicing rights represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained.
	As permitted by U.S. GAAP, the Firm has elected to account for its MSRs at fair value. The Firm treats its MSRs as a single class of servicing assets based on the availability of market inputs used to measure the fair value of its MSR asset and its treatment of MSRs as one aggregate pool for risk management purposes. The Firm estimates the fair value of MSRs using an option-adjusted spread (“OAS”) model, which projects MSR cash flows over multiple interest rate scenarios in conjunction with the Firm’s prepayment model, and then discounts these cash flows at risk-adjusted rates. The model considers portfolio characteristics, contractually specified servicing fees, prepayment assumptions, delinquency rates, costs to service, late charges and other ancillary revenue, and other economic factors. The Firm compares fair value estimates and assumptions to observable market data where available, and also considers recent market activity and actual portfolio experience.
Intangible assets policy	Other intangible assets are recorded at their fair value upon completion of a business combination or certain other transactions, and generally represent the value of customer relationships or arrangements. Subsequently, the Firm’s intangible assets with finite lives, including core deposit intangibles, purchased credit card relationships, and other intangible assets, are amortized over their useful lives in a manner that best reflects the economic benefits of the intangible asset.
	Impairment testing
	The Firm’s intangible assets are tested for impairment annually or more often if events or changes in circumstances indicate that the asset might be impaired.
	The impairment test for a finite-lived intangible asset compares the undiscounted cash flows associated with the use or disposition of the intangible asset to its carrying value. If the sum of the undiscounted cash flows exceeds its carrying value, then no impairment charge is recorded. If the sum of the undiscounted cash flows is less than its carrying value, then an impairment charge is recognized in amortization expense to the extent the carrying amount of the asset exceeds its fair value.
	The impairment test for indefinite-lived intangible assets compares the fair value of the intangible asset to its carrying amount. If the carrying value exceeds the fair value, then an impairment charge is recognized in amortization expense for the difference.

Premises_and_Equipment_Policie

Premises and Equipment (Policies)	12 Months Ended
	Dec. 31, 2014
Property, Plant and Equipment [Abstract]
Property, plant and equipment policy	Premises and equipment, including leasehold improvements, are carried at cost less accumulated depreciation and amortization. JPMorgan Chase computes depreciation using the straight-line method over the estimated useful life of an asset. For leasehold improvements, the Firm uses the straight-line method computed over the lesser of the remaining term of the leased facility or the estimated useful life of the leased asset.
Internal use software policy	JPMorgan Chase capitalizes certain costs associated with the acquisition or development of internal-use software. Once the software is ready for its intended use, these costs are amortized on a straight-line basis over the software’s expected useful life and reviewed for impairment on an ongoing basis.

Longterm_debt_Policies

Long-term debt (Policies)	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Debt policy	JPMorgan Chase issues long-term debt denominated in various currencies, although predominantly U.S. dollars, with both fixed and variable interest rates. Included in senior and subordinated debt below are various equity-linked or other indexed instruments, which the Firm has elected to measure at fair value. Changes in fair value are recorded in principal transactions revenue in the Consolidated statements of income.

Earnings_Per_Share_Policies

Earnings Per Share (Policies)	12 Months Ended
	Dec. 31, 2014
Earnings Per Share [Abstract]
Earnings per share policy	Earnings per share (“EPS”) is calculated under the two-class method under which all earnings (distributed and undistributed) are allocated to each class of common stock and participating securities based on their respective rights to receive dividends. JPMorgan Chase grants restricted stock and RSUs to certain employees under its stock-based compensation programs, which entitle recipients to receive nonforfeitable dividends during the vesting period on a basis equivalent to the dividends paid to holders of common stock; these unvested awards meet the definition of participating securities. Options issued under employee benefit plans that have an antidilutive effect are excluded from the computation of diluted EPS.

Income_Taxes_Policies

Income Taxes (Policies)	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Income tax policy	U.S. federal income taxes have not been provided on the undistributed earnings of certain non-U.S. subsidiaries, to the extent that such earnings have been reinvested abroad for an indefinite period of time.
	JPMorgan Chase and its eligible subsidiaries file a consolidated U.S. federal income tax return. JPMorgan Chase uses the asset and liability method to provide income taxes on all transactions recorded in the Consolidated Financial Statements. This method requires that income taxes reflect the expected future tax consequences of temporary differences between the carrying amounts of assets or liabilities for book and tax purposes. Accordingly, a deferred tax asset or liability for each temporary difference is determined based on the tax rates that the Firm expects to be in effect when the underlying items of income and expense are realized. JPMorgan Chase’s expense for income taxes includes the current and deferred portions of that expense. A valuation allowance is established to reduce deferred tax assets to the amount the Firm expects to realize.
	Deferred tax assets are recognized if, in management’s judgment, their realizability is determined to be more likely than not. If a deferred tax asset is determined to be unrealizable, a valuation allowance is established.

OffBalance_Sheet_LendingRelate1

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Policies)	12 Months Ended
	Dec. 31, 2014
Lending-Related Commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit exposure policy	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.
Guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit exposure policy	Guarantees
	U.S. GAAP requires that a guarantor recognize, at the inception of a guarantee, a liability in an amount equal to the fair value of the obligation undertaken in issuing the guarantee. U.S. GAAP defines a guarantee as a contract that contingently requires the guarantor to pay a guaranteed party based upon: (a) changes in an underlying asset, liability or equity security of the guaranteed party; or (b) a third party’s failure to perform under a specified agreement. 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.
	As required by U.S. GAAP, the Firm initially records guarantees at the inception date fair value of the obligation assumed (e.g., the amount of consideration received or the net present value of the premium receivable). For certain types of guarantees, the Firm records this fair value amount in other liabilities with an offsetting entry recorded in cash (for premiums received), or other assets (for premiums receivable). Any premium receivable recorded in other assets is reduced as cash is received under the contract, and the fair value of the liability recorded at inception is amortized into income as lending and deposit-related fees over the life of the guarantee contract. For indemnifications provided in sales agreements, a portion of the sale proceeds is allocated to the guarantee, which adjusts the gain or loss that would otherwise result from the transaction. For these indemnifications, the initial liability is amortized to income as the Firm’s risk is reduced (i.e., over time or when the indemnification expires). Any contingent liability that exists as a result of issuing the guarantee or indemnification is recognized when it becomes probable and reasonably estimable. The contingent portion of the liability is not recognized if the estimated amount is less than the carrying amount of the liability recognized at inception (adjusted for any amortization).
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet credit exposure policy	Derivatives deemed to be guarantees are recorded on the Consolidated balance sheets at fair value in trading assets and trading liabilities.

Basis_of_Presentation_Basis_of

Basis of Presentation Basis of Presentation (Tables)	12 Months Ended
	Dec. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Schedule of Significant Accounting Policies	The following table identifies JPMorgan Chase’s other significant accounting policies and the Note and page where a detailed description of each policy can be found.
	Fair value measurement	Note 3	Page 180
	Fair value option	Note 4	Page 199
	Derivative instruments	Note 6	Page 203
	Noninterest revenue	Note 7	Page 216
	Interest income and interest expense	Note 8	Page 218
	Pension and other postretirement employee benefit plans	Note 9	Page 218
	Employee stock-based incentives	Note 10	Page 228
	Securities	Note 12	Page 230
	Securities financing activities	Note 13	Page 235
	Loans	Note 14	Page 238
	Allowance for credit losses	Note 15	Page 258
	Variable interest entities	Note 16	Page 262
	Goodwill and other intangible assets	Note 17	Page 271
	Premises and equipment	Note 18	Page 276
	Long-term debt	Note 21	Page 277
	Income taxes	Note 26	Page 282
	Off–balance sheet lending-related financial instruments, guarantees and other commitments	Note 29	Page 287
	Litigation	Note 31	Page 295

Fair_Value_Measurement_Tables

Fair Value Measurement (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Schedule of fair value methodologies	The following table describes the valuation methodologies used by the Firm to measure its more significant products/instruments at fair value, including the general classification of such instruments pursuant to the valuation hierarchy.
		Product/instrument	Valuation methodology	Classifications in the valuation hierarchy
		Securities financing agreements	Valuations are based on discounted cash flows, which consider:	Level 2
			• Derivative features. For further information refer to the
			discussion of derivatives below.
			• Market rates for the respective maturity
			• Collateral
		Loans and lending-related commitments - wholesale
		Trading portfolio	Where observable market data is available, valuations are based on:	Level 2 or 3
			• Observed market prices (circumstances are infrequent)
			• Relevant broker quotes
			• Observed market prices for similar instruments
			Where observable market data is unavailable or limited, valuations are based on discounted cash flows, which consider the following:
			• Yield
			• Lifetime credit losses
			• Loss severity
			• Prepayment speed
			• Servicing costs
		Loans held for investment and associated lending-related commitments	Valuations are based on discounted cash flows, which consider:	Predominantly level 3
			• Credit spreads, derived from the cost of credit default swaps (“CDS”); or benchmark credit curves developed by the Firm, by industry and credit rating, and which take into account the difference in loss severity rates between bonds and loans
			• Prepayment speed
			Lending-related commitments are valued similar to loans and reflect the portion of an unused commitment expected, based on the Firm’s average portfolio historical experience, to become funded prior to an obligor default
			For information regarding the valuation of loans measured at collateral value, see Note 14.
		Loans - consumer
		Held for investment consumer loans, excluding credit card	Valuations are based on discounted cash flows, which consider:	Predominantly level 3
			• Discount rates (derived from primary origination rates and market activity)
			• Expected lifetime credit losses (considering expected and current default rates for existing portfolios, collateral prices, and economic environment expectations (e.g., unemployment rates))
			•
			Estimated prepayments
			•
			Servicing costs
			• Market liquidity
			For information regarding the valuation of loans measured at collateral value, see Note 14.
		Held for investment credit card receivables	Valuations are based on discounted cash flows, which consider:	Level 3
			• Projected interest income and late fee revenue, servicing and credit costs, and loan repayment rates
			• Estimated life of receivables (based on projected loan payment rates)
			• Discount rate - based on cost of funding and expected return on receivables
			• Credit costs - allowance for loan losses is considered a reasonable proxy for the credit cost based on the short-term nature of credit card receivables
		Trading loans - Conforming residential mortgage loans expected to be sold	Fair value is based upon observable prices for mortgage-backed securities with similar collateral and incorporates adjustments to these prices to account for differences between the securities and the value of the underlying loans, which include credit characteristics, portfolio composition, and liquidity.	Predominantly level 2
	Product/instrument	Valuation methodology, inputs and assumptions	Classifications in the valuation hierarchy
	Securities	Quoted market prices are used where available.	Level 1
		In the absence of quoted market prices, securities are valued based on:	Level 2 or 3
		• Observable market prices for similar securities
		•
		Relevant broker quotes
		•
		Discounted cash flows
		In addition, the following inputs to discounted cash flows are used for the following products:
		Mortgage- and asset-backed securities specific inputs:
		•
		Collateral characteristics
		• Deal-specific payment and loss allocations
		• Current market assumptions related to yield, prepayment speed, conditional default rates and loss severity
		Collateralized loan obligations (“CLOs”), specific inputs:
		•
		Collateral characteristics
		•
		Deal-specific payment and loss allocations
		•
		Expected prepayment speed, conditional default rates, loss severity
		•
		Credit spreads
		• Credit rating data
	Physical commodities	Valued using observable market prices or data	Predominantly Level 1 and 2
Derivatives	Exchange-traded derivatives that are actively traded and valued using the exchange price, and over-the-counter contracts where quoted prices are available in an active market.	Level 1
	Derivatives that are valued using models such as the Black-Scholes option pricing model, simulation models, or a combination of models, that use observable or unobservable valuation inputs (e.g., plain vanilla options and interest rate and credit default swaps). Inputs include:	Level 2 or 3
	•
	Contractual terms including the period to maturity
	•
	Readily observable parameters including interest rates and volatility
	•
	Credit quality of the counterparty and of the Firm
	•
	Market funding levels
	•
	Correlation levels
	In addition, the following specific inputs are used for the following derivatives that are valued based on models with significant unobservable inputs:
	Structured credit derivatives specific inputs include:
	•
	CDS spreads and recovery rates
	•
	Credit correlation between the underlying debt instruments (levels are modeled on a transaction basis and calibrated to liquid benchmark tranche indices)
	•
	Actual transactions, where available, are used to regularly recalibrate unobservable parameters
	Certain long-dated equity option specific inputs include:
	•
	Long-dated equity volatilities
	Certain interest rate and foreign exchange (“FX”) exotic options specific inputs include:
	•
	Interest rate correlation
	•
	Interest rate spread volatility
	•
	Foreign exchange correlation
	•
	Correlation between interest rates and foreign exchange rates
	•
	Parameters describing the evolution of underlying interest rates
	Certain commodity derivatives specific inputs include:
	•
	Commodity volatility
	• Forward commodity price
	Additionally, adjustments are made to reflect counterparty credit quality (credit valuation adjustments or “CVA”), the Firm’s own creditworthiness (debit valuation adjustments or “DVA”), and funding valuation adjustment (“FVA”) to incorporate the impact of funding. See pages 196–197 of this Note.
	Product/instrument	Valuation methodology, inputs and assumptions	Classification in the valuation hierarchy
	Mortgage servicing rights (“MSRs”)	See Mortgage servicing rights in Note 17.	Level 3
	Private equity direct investments	Private equity direct investments	Level 2 or 3
		Fair value is estimated using all available information and considering the range of potential inputs, including:
		•
		Transaction prices
		•
		Trading multiples of comparable public companies
		• Operating performance of the underlying portfolio company
		•
		Additional available inputs relevant to the investment
		•
		Adjustments as required, since comparable public companies are not identical to the company being valued, and for company-specific issues and lack of liquidity
		Public investments held in the Private Equity portfolio	Level 1 or 2
		•
		Valued using observable market prices less adjustments for relevant restrictions, where applicable
	Fund investments (i.e., mutual/collective investment funds, private equity funds, hedge funds, and real estate funds)	Net asset value (“NAV”)
		•	Level 1
		NAV is validated by sufficient level of observable activity (i.e., purchases and sales)
		•	Level 2 or 3
		Adjustments to the NAV as required, for restrictions on redemption (e.g., lock up periods or withdrawal limitations) or where observable activity is limited
	Beneficial interests issued by consolidated VIEs	Valued using observable market information, where available	Level 2 or 3
		In the absence of observable market information, valuations are based on the fair value of the underlying assets held by the VIE
	Long-term debt, not carried at fair value	Valuations are based on discounted cash flows, which consider:	Predominantly level 2
		•
		Market rates for respective maturity
		• The Firm’s own creditworthiness (DVA). See pages 196-197 of this Note.
	Structured notes (included in deposits, other borrowed funds and long-term debt)	• Valuations are based on discounted cash flow analyses that consider the embedded derivative and the terms and payment structure of the note.	Level 2 or 3
		• The embedded derivative features are considered using models such as the Black-Scholes option pricing model, simulation models, or a combination of models that use observable or unobservable valuation inputs, depending on the embedded derivative. The specific inputs used vary according to the nature of the embedded derivative features, as described in the discussion above regarding derivative valuation. Adjustments are then made to this base valuation to reflect the Firm’s own creditworthiness (DVA) and to incorporate the impact of funding (FVA). See pages 196–197 of this Note.
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 December 31, 2014 and 2013, by major product category and fair value hierarchy.
	Assets and liabilities measured at fair value on a recurring basis
		Fair value hierarchy
	December 31, 2014 (in millions)	Level 1			Level 2				Level 3				Derivative netting adjustments			Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	28,585			$	—			$	—		$	28,585
	Securities borrowed	—			992				—				—			992
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	14			31,904				922				—			32,840
	Residential – nonagency	—			1,381				663				—			2,044
	Commercial – nonagency	—			927				306				—			1,233
	Total mortgage-backed securities	14			34,212				1,891				—			36,117
	U.S. Treasury and government agencies(a)	17,816			8,460				—				—			26,276
	Obligations of U.S. states and municipalities	—			9,298				1,273				—			10,571
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,429				—				—			1,429
	Non-U.S. government debt securities	25,854			27,294				302				—			53,450
	Corporate debt securities	—			28,099				2,989				—			31,088
	Loans(b)	—			23,080				13,287				—			36,367
	Asset-backed securities	—			3,088				1,264				—			4,352
	Total debt instruments	43,684			134,960				21,006				—			199,650
	Equity securities	104,890			748				431				—			106,069
	Physical commodities(c)	2,739			1,741				2				—			4,482
	Other	—			8,762				1,050				—			9,812
	Total debt and equity instruments(d)	151,313			146,211				22,489				—			320,013
	Derivative receivables:
	Interest rate	473			951,901				4,149				(922,798		)	33,725
	Credit	—			73,853				2,989				(75,004		)	1,838
	Foreign exchange	758			205,887				2,276				(187,668		)	21,253
	Equity	—			44,240				2,552				(38,615		)	8,177
	Commodity	247			42,807				599				(29,671		)	13,982
	Total derivative receivables(e)	1,478			1,318,688				12,565				(1,253,756		)	78,975
	Total trading assets	152,791			1,464,899				35,054				(1,253,756		)	398,988
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			65,319				—				—			65,319
	Residential – nonagency	—			50,865				30				—			50,895
	Commercial – nonagency	—			21,009				99				—			21,108
	Total mortgage-backed securities	—			137,193				129				—			137,322
	U.S. Treasury and government agencies(a)	13,591			54				—				—			13,645
	Obligations of U.S. states and municipalities	—			30,068				—				—			30,068
	Certificates of deposit	—			1,103				—				—			1,103
	Non-U.S. government debt securities	24,074			28,669				—				—			52,743
	Corporate debt securities	—			18,532				—				—			18,532
	Asset-backed securities:
	Collateralized loan obligations	—			29,402				792				—			30,194
	Other	—			12,499				116				—			12,615
	Equity securities	2,530			—				—				—			2,530
	Total available-for-sale securities	40,195			257,520				1,037				—			298,752
	Loans	—			70				2,541				—			2,611
	Mortgage servicing rights	—			—				7,436				—			7,436
	Other assets:
	Private equity investments(f)	648			2,624				2,475				—			5,747
	All other	4,018			230				2,371				—			6,619
	Total other assets	4,666			2,854				4,846				—			12,366
	Total assets measured at fair value on a recurring basis	$	197,652		$	1,754,920		(g)	$	50,914		(g)	$	(1,253,756	)	$	749,730
	Deposits	$	—		$	5,948			$	2,859			$	—		$	8,807
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			2,979				—				—			2,979
	Other borrowed funds	—			13,286				1,453				—			14,739
	Trading liabilities:
	Debt and equity instruments(d)	62,914			18,713				72				—			81,699
	Derivative payables:
	Interest rate	499			920,623				3,523				(906,900		)	17,745
	Credit	—			73,095				2,800				(74,302		)	1,593
Foreign exchange	746			214,800				2,802				(195,378		)	22,970
Equity	—			46,228				4,337				(38,825		)	11,740
Commodity	141			44,318				1,164				(28,555		)	17,068
Total derivative payables(e)	1,386			1,299,064				14,626				(1,243,960		)	71,116
Total trading liabilities	64,300			1,317,777				14,698				(1,243,960		)	152,815
Accounts payable and other liabilities	—			—				36				—			36
Beneficial interests issued by consolidated VIEs	—			1,016				1,146				—			2,162
Long-term debt	—			18,349				11,877				—			30,226
Total liabilities measured at fair value on a recurring basis	$	64,300		$	1,359,355			$	32,069			$	(1,243,960	)	$	211,764
	Fair value hierarchy
December 31, 2013 (in millions)	Level 1			Level 2				Level 3				Derivative netting adjustments			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(h)	—			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 December 31, 2014 and 2013, included total U.S. government-sponsored enterprise obligations of $84.1 billion and $91.5 billion, respectively, which were predominantly mortgage-related.
(b)	At December 31, 2014 and 2013, included within trading loans were $17.0 billion and $14.8 billion, respectively, of residential first-lien mortgages, and $5.8 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 $7.7 billion and $6.0 billion, respectively, and reverse mortgages of $3.4 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 6. 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 identical securities sold but not yet purchased (short positions).
(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 $2.5 billion and $7.6 billion at December 31, 2014 and 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 line of business. The cost basis of the private equity investment portfolio totaled $6.0 billion and $8.0 billion at December 31, 2014 and 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 December 31, 2014 and 2013, the fair values of these investments were $1.8 billion and $3.2 billion, respectively, of which $337 million and $899 million, respectively were classified in level 2, and $1.4 billion and $2.3 billion, respectively, in level 3.
Fair value inputs, assets and liabilities, quantitative information
	Level 3 inputs(a)
	December 31, 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	$	8,917			Discounted cash flows	Yield	1%			-	25%	5%
							Prepayment speed	0%			-	18%	6%
							Conditional default rate	0%			-	100%	22%
							Loss severity	0%			-	90%	27%
	Commercial mortgage-backed securities and loans(b)	5,319				Discounted cash flows	Yield	2%			-	32%	5%
							Conditional default rate	0%			-	100%	8%
							Loss severity	0%			-	50%	29%
	Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	6,387				Discounted cash flows	Credit spread	53 bps			-	270 bps	140 bps
							Yield	1%			-	22%	7%
		6,629				Market comparables	Price	$	—		-	$131	$90
	Net interest rate derivatives	626				Option pricing	Interest rate correlation	(75		)%	-	95%
							Interest rate spread volatility	0%			-	60%
	Net credit derivatives(b)(c)	189				Discounted cash flows	Credit correlation	47%			-	90%
	Net foreign exchange derivatives	(526		)		Option pricing	Foreign exchange correlation	0%			-	60%
	Net equity derivatives	(1,785		)		Option pricing	Equity volatility	15%			-	65%
	Net commodity derivatives	(565		)		Discounted cash flows	Forward commodity price	$	50		-	$90 per barrel
	Collateralized loan obligations	792				Discounted cash flows	Credit spread	260 bps			-	675 bps	279 bps
							Prepayment speed	20%					20%
							Conditional default rate	2%					2%
							Loss severity	40%					40%
		393				Market comparables	Price	$	—		-	$146	$79
	Mortgage servicing rights	7,436				Discounted cash flows	Refer to Note 17
	Private equity direct investments	2,054				Market comparables	EBITDA multiple	6x			-	12.4x	9.1x
							Liquidity adjustment	0%			-	15%	7%
	Private equity fund investments	421				Net asset value	Net asset value(e)
	Long-term debt, other borrowed funds, and deposits(d)	15,069				Option pricing	Interest rate correlation	(75		)%	-	95%
							Interest rate spread volatility	0%			-	60%
							Foreign exchange correlation	0%			-	60%
							Equity correlation	(55		)%	-	85%
		1,120				Discounted cash flows	Credit correlation	47%			-	90%
	(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 $491 million of credit derivative receivables and $433 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 $795 million of credit derivative receivables and $715 million of credit derivative payables with underlying asset-backed securities risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other.
	(d)	Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
	(e)	The range has not been disclosed due to the wide range of possible values given the diverse nature of the underlying investments.
Changes in level 3 recurring fair value measurements	The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the years ended December 31, 2014, 2013 and 2012. 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
	Year ended	Fair value at January 1, 2014			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2014				Change in unrealized gains/(losses) related to financial instruments held at Dec. 31, 2014
	31-Dec-14
	(in millions)								Purchases(g)			Sales						Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	1,005		$	(97	)		$	351		$	(186	)				$	(121	)	$	(30	)	$	922			$	(92	)
	Residential – nonagency	726			66				827			(761		)				(41		)	(154		)	663				(15		)
	Commercial – nonagency	432			17				980			(914		)				(60		)	(149		)	306				(12		)
	Total mortgage-backed securities	2,163			(14		)		2,158			(1,861		)				(222		)	(333		)	1,891				(119		)
	Obligations of U.S. states and municipalities	1,382			90				298			(358		)				(139		)	—			1,273				(27		)
	Non-U.S. government debt securities	143			24				719			(617		)				(3		)	36			302				10
	Corporate debt securities	5,920			210				5,854			(3,372		)				(4,531		)	(1,092		)	2,989				379
	Loans	13,455			387				13,551			(7,917		)				(4,623		)	(1,566		)	13,287				123
	Asset-backed securities	1,272			19				2,240			(2,126		)				(283		)	142			1,264				(30		)
	Total debt instruments	24,335			716				24,820			(16,251		)				(9,801		)	(2,813		)	21,006				336
	Equity securities	885			112				248			(272		)				(290		)	(252		)	431				46
	Physical commodities	4			(1		)		—			—						(1		)	—			2				—
	Other	2,000			239				1,426			(276		)				(201		)	(2,138		)	1,050				329
	Total trading assets – debt and equity instruments	27,224			1,066			(c)	26,494			(16,799		)				(10,293		)	(5,203		)	22,489				711			(c)
	Net derivative receivables:(a)
	Interest rate	2,379			184				198			(256		)				(1,771		)	(108		)	626				(853		)
	Credit	95			(149		)		272			(47		)				92			(74		)	189				(107		)
	Foreign exchange	(1,200		)	(137		)		139			(27		)				668			31			(526		)		(62		)
	Equity	(1,063		)	154				2,044			(2,863		)				10			(67		)	(1,785		)		583
	Commodity	115			(465		)		1			(113		)				(109		)	6			(565		)		(186		)
	Total net derivative receivables	326			(413		)	(c)	2,654			(3,306		)				(1,110		)	(212		)	(2,061		)		(625		)	(c)
	Available-for-sale securities:
	Asset-backed securities	1,088			(41		)		275			(2		)				(101		)	(311		)	908				(40		)
	Other	1,234			(19		)		122			—						(223		)	(985		)	129				(2		)
	Total available-for-sale securities	2,322			(60		)	(d)	397			(2		)				(324		)	(1,296		)	1,037				(42		)	(d)
	Loans	1,931			(254		)	(c)	3,258			(845		)				(1,549		)	—			2,541				(234		)	(c)
	Mortgage servicing rights	9,614			(1,826		)	(e)	768			(209		)				(911		)	—			7,436				(1,826		)	(e)
	Other assets:
	Private equity investments	6,474			443			(c)	164			(1,967		)				(360		)	(2,279		)	2,475				26			(c)
	All other	3,176			33			(f)	190			(451		)				(577		)	—			2,371				11			(f)
		Fair value measurements using significant unobservable inputs
	Year ended	Fair value at January 1, 2014			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2014				Change in unrealized (gains)/losses related to financial instruments held at Dec. 31, 2014
	31-Dec-14
	(in millions)								Purchases(g)			Sales			Issuances			Settlements
	Liabilities:(b)
	Deposits	$	2,255		$	149		(c)	$	—		$	—		$	1,578		$	(197	)	$	(926	)	$	2,859			$	130		(c)
	Other borrowed funds	2,074			(596		)	(c)	—			—			5,377			(6,127		)	725			1,453				(415		)	(c)
	Trading liabilities – debt and equity instruments	113			(5		)	(c)	(305		)	323			—			(5		)	(49		)	72				2			(c)
	Accounts payable and other liabilities	25			27			(f)	—			—			—			(16		)	—			36				—			(f)
	Beneficial interests issued by consolidated VIEs	1,240			(4		)	(c)	—			—			775			(763		)	(102		)	1,146				(22		)	(c)
	Long-term debt	10,008			(40		)	(c)	—			—			7,421			(5,231		)	(281		)	11,877				(9		)	(c)
		Fair value measurements using significant unobservable inputs
	Year 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 to financial instruments held at Dec. 31, 2013
	31-Dec-13																									Dec. 31, 2013
	(in millions)								Purchases(g)				Sales							Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	498		$	169			$	819			$	(381	)					$	(100	)	$	—		$	1,005			$	200
	Residential – nonagency	663			407				780				(1,028		)					(91		)	(5		)	726				205
	Commercial – nonagency	1,207			114				841				(1,522		)					(208		)	—			432				(4		)
	Total mortgage-backed securities	2,368			690				2,440				(2,931		)					(399		)	(5		)	2,163				401
	Obligations of U.S. states and municipalities	1,436			71				472				(251		)					(346		)	—			1,382				18
	Non-U.S. government debt securities	67			4				1,449				(1,479		)					(8		)	110			143				(1		)
Corporate debt securities	5,308			103				7,602				(5,975		)					(1,882		)	764			5,920				466
Loans	10,787			665				10,411				(7,431		)					(685		)	(292		)	13,455				315
Asset-backed securities	3,696			191				1,912				(2,379		)					(292		)	(1,856		)	1,272				105
Total debt instruments	23,662			1,724				24,286				(20,446		)					(3,612		)	(1,279		)	24,335				1,304
Equity securities	1,114			(41		)		328				(266		)					(135		)	(115		)	885				46
Physical Commodities	—			(4		)		—				(8		)					—			16			4				(4		)
Other	863			558				659				(95		)					(120		)	135			2,000				1,074
Total trading assets – debt and equity instruments	25,639			2,237			(c)	25,273				(20,815		)					(3,867		)	(1,243		)	27,224				2,420			(c)
Net derivative receivables:(a)
Interest rate	3,322			1,358				344				(220		)					(2,391		)	(34		)	2,379				107
Credit	1,873			(1,697		)		115				(12		)					(357		)	173			95				(1,449		)
Foreign exchange	(1,750		)	(101		)		3				(4		)					683			(31		)	(1,200		)		(110		)
Equity	(1,806		)	2,528			(i)	1,305			(i)	(2,111		)	(i)				(1,353		)	374			(1,063		)		872
Commodity	254			816				105				(3		)					(1,107		)	50			115				410
Total net derivative receivables	1,893			2,904			(c)	1,872				(2,350		)					(4,525		)	532			326				(170		)	(c)
Available-for-sale securities:
Asset-backed securities	28,024			4				579				(57		)					(57		)	(27,405		)	1,088				4
Other	892			26				508				(216		)					(6		)	30			1,234				25
Total available-for-sale securities	28,916			30			(d)	1,087				(273		)					(63		)	(27,375		)	2,322				29			(d)
Loans	2,282			81			(c)	1,065				(191		)					(1,306		)	—			1,931				(21		)	(c)
Mortgage servicing rights	7,614			1,612			(e)	2,215				(725		)					(1,102		)	—			9,614				1,612			(e)
Other assets:
Private equity investments	7,181			645			(c)	673				(1,137		)					(687		)	(201		)	6,474				262			(c)
All other	4,258			98			(f)	272				(730		)					(722		)	—			3,176				53			(f)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2013			Total realized/unrealized (gains)/losses																		Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2013				Change in unrealized (gains)/losses related to financial instruments held at Dec. 31, 2013
31-Dec-13
(in millions)								Purchases(g)				Sales				Issuances			Settlements
Liabilities:(b)
Deposits	$	1,983		$	(82	)	(c)	$	—			$	—			$	1,248		$	(222	)	$	(672	)	$	2,255			$	(88	)	(c)
Other borrowed funds	1,619			(177		)	(c)	—				—				7,108			(6,845		)	369			2,074				291			(c)
Trading liabilities – debt and equity instruments	205			(83		)	(c)	(2,418		)		2,594				—			(54		)	(131		)	113				(100		)	(c)
Accounts payable and other liabilities	36			(2		)	(f)	—				—				—			(9		)	—			25				(2		)	(f)
Beneficial interests issued by consolidated VIEs	925			174			(c)	—				—				353			(212		)	—			1,240				167			(c)
Long-term debt	8,476			(435		)	(c)	—				—				6,830			(4,362		)	(501		)	10,008				(85		)	(c)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2012			Total realized/unrealized gains/(losses)																		Transfers into and/or out of level 3(h)			Fair value at				Change in unrealized gains/(losses) related to financial instruments held at Dec. 31, 2012
31-Dec-12																									Dec. 31, 2012
(in millions)								Purchases(g)				Sales							Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	86		$	(44	)		$	575			$	(103	)					$	(16	)	$	—		$	498			$	(21	)
Residential – nonagency	796			151				417				(533		)					(145		)	(23		)	663				74
Commercial – nonagency	1,758			(159		)		287				(475		)					(104		)	(100		)	1,207				(145		)
Total mortgage-backed securities	2,640			(52		)		1,279				(1,111		)					(265		)	(123		)	2,368				(92		)
Obligations of U.S. states and municipalities	1,619			37				336				(552		)					(4		)	—			1,436				(15		)
Non-U.S. government debt securities	104			(6		)		661				(668		)					(24		)	—			67				(5		)
Corporate debt securities	6,373			187				8,391				(6,186		)					(3,045		)	(412		)	5,308				689
Loans	12,209			836				5,342				(3,269		)					(3,801		)	(530		)	10,787				411
Asset-backed securities	7,965			272				2,550				(6,468		)					(614		)	(9		)	3,696				184
Total debt instruments	30,910			1,274				18,559				(18,254		)					(7,753		)	(1,074		)	23,662				1,172
Equity securities	1,177			(209		)		460				(379		)					(12		)	77			1,114				(112		)
Other	880			186				68				(108		)					(163		)	—			863				180
Total trading assets – debt and equity instruments	32,967			1,251			(c)	19,087				(18,741		)					(7,928		)	(997		)	25,639				1,240			(c)
Net derivative receivables:(a)
Interest rate	3,561			6,930				406				(194		)					(7,071		)	(310		)	3,322				905
Credit	7,732			(4,487		)		124				(84		)					(1,416		)	4			1,873				(3,271		)
Foreign exchange	(1,263		)	(800		)		112				(184		)					436			(51		)	(1,750		)		(957		)
Equity	(3,105		)	160			(i)	1,279			(i)	(2,174		)	(i)				899			1,135			(1,806		)		580
Commodity	(687		)	(673		)		74				64							1,278			198			254				(160		)
Total net derivative receivables	6,238			1,130			(c)	1,995				(2,572		)					(5,874		)	976			1,893				(2,903		)	(c)
Available-for-sale securities:
Asset-backed securities	24,958			135				9,280				(3,361		)					(3,104		)	116			28,024				118
Other	528			55				667				(113		)					(245		)	—			892				59
Total available-for-sale securities	25,486			190			(d)	9,947				(3,474		)					(3,349		)	116			28,916				177			(d)
Loans	1,647			695			(c)	1,536				(22		)					(1,718		)	144			2,282				12			(c)
Mortgage servicing rights	7,223			(635		)	(e)	2,833				(579		)					(1,228		)	—			7,614				(635		)	(e)
Other assets:
Private equity investments	6,751			420			(c)	1,545				(512		)					(977		)	(46		)	7,181				333			(c)
All other	4,374			(195		)	(f)	818				(238		)					(501		)	—			4,258				(200		)	(f)
	Fair value measurements using significant unobservable inputs
Year ended	Fair value at January 1, 2012			Total realized/unrealized (gains)/losses																		Transfers into and/or out of level 3(h)			Fair value at Dec. 31, 2012				Change in unrealized (gains)/losses related to financial instruments held at Dec. 31, 2012
31-Dec-12
(in millions)								Purchases(g)				Sales				Issuances			Settlements
Liabilities:(b)
Deposits	$	1,418		$	212		(c)	$	—			$	—			$	1,236		$	(380	)	$	(503	)	$	1,983			$	185		(c)
Other borrowed funds	1,507			148			(c)	—				—				1,646			(1,774		)	92			1,619				72			(c)
Trading liabilities – debt and equity instruments	211			(16		)	(c)	(2,875		)		2,940				—			(50		)	(5		)	205				(12		)	(c)
Accounts payable and other liabilities	51			1			(f)	—				—				—			(16		)	—			36				1			(f)
Beneficial interests issued by consolidated VIEs	791			181			(c)	—				—				221			(268		)	—			925				143			(c)
Long-term debt	10,310			328			(c)	—				—				3,662			(4,511		)	(1,313		)	8,476				(101		)	(c)
(a)	All level 3 derivatives are presented on a net basis, irrespective of 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 15%, 18% and 18% at December 31, 2014, 2013 and 2012, respectively.
(c)	Predominantly reported in principal transactions revenue, except for changes in fair value for 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 AFS 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 Other Comprehensive Income (“OCI”). Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were $(43) million, $17 million, and $145 million for the years ended December 31, 2014, 2013 and 2012, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(16) million, $13 million and $45 million for the years ended December 31, 2014, 2013 and 2012, 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.
	December 31, (in millions)	2014				2013
	Derivative receivables balance(a)	$	78,975			$	65,759
	Derivative payables balance(a)	71,116				57,314
	Derivatives CVA(b)	(2,674		)		(2,352		)
	Derivatives DVA and FVA(b)(c)	(380		)		(322		)
	Structured notes balance (a)(d)	53,772				48,808
	Structured notes DVA and FVA(b)(e)	1,152				952
	(a)	Balances are presented net of applicable CVA and DVA/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)	At December 31, 2014 and 2013, included derivatives DVA of $714 million and $715 million, respectively.
	(d)	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 December 31, 2014 and 2013, included $943 million 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.
	(e)	At December 31, 2014 and 2013, included structured notes DVA of $1.4 billion and $1.4 billion, respectively.
Impact of credit adjustments on earnings	The following table provides the impact of credit and funding adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
	Year ended December 31,	2014				2013				2012
	(in millions)
	Credit adjustments:
	Derivatives CVA	$	(322	)		$	1,886			$	2,698
	Derivatives DVA and FVA(a)	(58		)		(1,152		)		(590		)
	Structured notes DVA and FVA(b)	200				(760		)		(340		)
	(a)	Included derivatives DVA of $(1) million, $(115) million and $(590) million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b)	Included structured notes DVA of $20 million, $(337) million and $(340) million for the years ended December 31, 2014, 2013 and 2012, respectively.
Carrying value and estimated fair value of financial assets and liabilities	The following table presents by fair value hierarchy classification the carrying values and estimated fair values at December 31, 2014 and 2013, of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis. 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 pages 181–184 of this Note.
		December 31, 2014																31-Dec-13
					Estimated fair value hierarchy																Estimated fair value hierarchy
	(in billions)	Carrying			Level 1			Level 2			Level 3			Total estimated				Carrying			Level 1			Level 2			Level 3			Total estimated
		value												fair value				value												fair value
	Financial assets
	Cash and due from banks	$	27.8		$	27.8		$	—		$	—		$	27.8			$	39.8		$	39.8		$	—		$	—		$	39.8
	Deposits with banks	484.5			480.4			4.1			—			484.5				316.1			309.7			6.4			—			316.1
	Accrued interest and accounts receivable	70.1			—			70			0.1			70.1				65.2			—			64.9			0.3			65.2
	Federal funds sold and securities purchased under resale agreements	187.2			—			187.2			—			187.2				223			—			223			—			223
	Securities borrowed	109.4			—			109.4			—			109.4				107.7			—			107.7			—			107.7
	Securities, held-to-maturity(a)	49.3			—			51.2			—			51.2				24			—			23.7			—			23.7
	Loans, net of allowance for loan losses(b)	740.5			—			21.8			723.1			744.9				720.1			—			23			697.2			720.2
	Other(c)	58.1			—			55.7			7.1			62.8				58.2			—			54.5			7.4			61.9
	Financial liabilities
	Deposits	$	1,354.60		$	—		$	1,353.60		$	1.2		$	1,354.80			$	1,281.10		$	—		$	1,280.30		$	1.2		$	1,281.50
	Federal funds purchased and securities loaned or sold under repurchase agreements	189.1			—			189.1			—			189.1				175.7			—			175.7			—			175.7
	Commercial paper	66.3			—			66.3			—			66.3				57.8			—			57.8			—			57.8
	Other borrowed funds	15.5						15.5			—			15.5				14.7			—			14.7			—			14.7
	Accounts payable and other liabilities	176.7			—			173.7			2.8			176.5				160.2			—			158.2			1.8			160
	Beneficial interests issued by consolidated VIEs	50.2			—			48.2			2			50.2				47.6			—			44.3			3.2			47.5
	Long-term debt and junior subordinated deferrable interest debentures(d)	246.6			—			251.6			3.8			255.4				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 181–184.
	(c)	Current period amounts 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 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.
		December 31, 2014																31-Dec-13
					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.
	Year ended December 31, (in millions)		2014				2013				2012
	Trading assets – debt and equity instruments		$	327,259			$	340,449			$	349,337
	Trading assets – derivative receivables		67,123				72,629				85,744
	Trading liabilities – debt and equity instruments(a)		84,707				77,706				69,001
	Trading liabilities – derivative payables		54,758				64,553				76,162
	(a)	Primarily represent securities sold, not yet purchased.

Fair_Value_Option_Tables

Fair Value Option (Tables)	12 Months Ended
	Dec. 31, 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 years ended December 31, 2014, 2013 and 2012, 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.
		2014											2013										2012
	December 31, (in millions)	Principal transactions			All other income				Total changes in fair value recorded				Principal transactions			All other income				Total changes in fair value recorded			Principal transactions			All other income				Total changes in fair value recorded
	Federal funds sold and securities purchased under resale agreements	$	(15	)	$	—			$	(15	)		$	(454	)	$	—			$	(454	)	$	161		$	—			$	161
	Securities borrowed	(10		)	—				(10		)		10			—				10			10			—				10
	Trading assets:																			—										—
	Debt and equity instruments, excluding loans	639			—				639				582			7				589			513			7				520
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	885			29			(c)	914				1,161			23			(c)	1,184			1,489			81			(c)	1,570
	Other changes in fair value	352			1,353			(c)	1,705				(133		)	1,833			(c)	1,700			(183		)	7,670			(c)	7,487
	Loans:
	Changes in instrument-specific credit risk	40			—				40				36			—				36			(14		)	—				(14		)
	Other changes in fair value	34			—				34				17			—				17			676			—				676
	Other assets	24			(122		)	(d)	(98		)		32			(29		)	(d)	3			—			(339		)	(d)	(339		)
	Deposits(a)	(287		)	—				(287		)		260			—				260			(188		)	—				(188		)
	Federal funds purchased and securities loaned or sold under repurchase agreements	(33		)	—				(33		)		73			—				73			(25		)	—				(25		)
	Other borrowed funds(a)	(891		)	—				(891		)		(399		)	—				(399		)	494			—				494
	Trading liabilities	(17		)	—				(17		)		(46		)	—				(46		)	(41		)	—				(41		)
	Beneficial interests issued by consolidated VIEs	(233		)	—				(233		)		(278		)	—				(278		)	(166		)	—				(166		)
	Other liabilities	(27		)	—				(27		)		—			2				2			—			—				—
	Long-term debt:
	Changes in instrument-specific credit risk(a)	101			—				101				(271		)	—				(271		)	(835		)	—				(835		)
	Other changes in fair value(b)	(615		)	—				(615		)		1,280			—				1,280			(1,025		)	—				(1,025		)
	(a)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $20 million, $(337) million and $(340) million for the years ended December 31, 2014, 2013 and 2012, respectively. These totals include such changes for structured notes classified within deposits and other borrowed funds, as well as long-term debt.
	(b)	Structured notes are predominantly financial instruments containing embedded derivatives. Where present, the embedded derivative is the primary driver of risk. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk.
	(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 December 31, 2014 and 2013, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected.
		2014											2013
	December 31, (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	$	3,847			$	905		$	(2,942	)		$	5,156			$	1,491		$	(3,665	)
	Loans	7				7			—				209				154			(55		)
	Subtotal	3,854				912			(2,942		)		5,365				1,645			(3,720		)
	All other performing loans
	Loans reported as trading assets	37,608				35,462			(2,146		)		33,069				29,295			(3,774		)
	Loans	2,397				2,389			(8		)		1,618				1,563			(55		)
	Total loans	$	43,859			$	38,763		$	(5,096	)		$	40,052			$	32,503		$	(7,549	)
	Long-term debt
	Principal-protected debt	$	14,660		(c)	$	15,484		$	824			$	15,797		(c)	$	15,909		$	112
	Nonprincipal-protected debt(b)	NA				14,742			NA				NA				12,969			NA
	Total long-term debt	NA				$	30,226		NA				NA				$	28,878		NA
	Long-term beneficial interests
	Nonprincipal-protected debt(b)	NA				$	2,162		NA				NA				$	1,996		NA
	Total long-term beneficial interests	NA				$	2,162		NA				NA				$	1,996		NA
	(a)	There were no performing loans that were ninety days or more past due as of December 31, 2014 and 2013, respectively.
	(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.
		December 31, 2014													December 31, 2013
	(in millions)	Long-term debt			Other borrowed funds			Deposits			Total				Long-term debt			Other borrowed funds			Deposits		Total
	Risk exposure
	Interest rate	$	10,858		$	460		$	2,119		$	13,437			$	9,516		$	615		$	1,270	$	11,401
	Credit	4,023			450			—			4,473				4,248			13			—		4,261
	Foreign exchange	2,150			211			17			2,378				2,321			194			27		2,542
	Equity	12,348			12,412			4,415			29,175				11,082			11,936			3,736		26,754
	Commodity	710			644			2,012			3,366				1,260			310			1,133		2,703
	Total structured notes	$	30,089		$	14,177		$	8,563		$	52,829			$	28,427		$	13,068		$	6,166	$	47,661

Credit_Risk_Concentrations_Tab

Credit Risk Concentrations (Tables)	12 Months Ended
	Dec. 31, 2014
Credit Risk Concentrations [Abstract]
Concentrations of credit exposure	The table below presents both on–balance sheet and off–balance sheet consumer and wholesale-related credit exposure by the Firm’s three credit portfolio segments as of December 31, 2014 and 2013.
		2014								2013
		Credit exposure		On-balance sheet				Off-balance sheet(d)		Credit exposure		On-balance sheet				Off-balance sheet(d)
	December 31, (in millions)			Loans		Derivatives						Loans		Derivatives
	Total consumer, excluding credit card	$	353,635	$	295,374	$	—	$	58,153	$	345,259	$	289,063	$	—	$	56,057
	Total credit card	657,011		131,048		—		525,963		657,174		127,791		—		529,383
	Total consumer	1,010,646		426,422		—		584,116		1,002,433		416,854		—		585,440
	Wholesale-related
	Real Estate	107,386		79,113		333		27,940		87,102		69,151		460		17,491
	Banks & Finance Cos	68,203		24,244		22,057		21,902		66,881		25,482		18,888		22,511
	Healthcare	57,707		13,793		4,630		39,284		46,934		14,383		2,203		30,348
	Oil & Gas	48,315		15,616		1,872		30,827		45,910		13,319		3,202		29,389
	Consumer Products	37,818		10,646		593		26,579		35,666		8,708		3,319		23,639
	Asset Managers	36,374		8,043		9,569		18,762		34,145		9,099		715		24,331
	State & Municipal Govt	31,858		7,593		4,079		20,186		33,506		5,656		7,175		20,675
	Retail & Consumer Services	28,258		7,752		361		20,145		28,983		5,582		2,248		21,153
	Utilities	28,060		4,843		2,317		20,900		25,068		7,504		273		17,291
	Central Govt	21,081		1,081		11,819		8,181		21,403		4,426		1,392		15,585
	Technology	20,977		4,727		1,341		14,909		21,049		1,754		9,998		9,297
	Machinery & Equipment Mfg	20,573		6,537		553		13,483		19,078		5,969		476		12,633
	Transportation	16,365		9,107		699		6,559		17,434		5,825		560		11,049
	Business Services	16,201		4,867		456		10,878		14,601		4,497		594		9,510
	Metals/Mining	15,911		5,628		601		9,682		13,975		6,845		621		6,509
	All other(a)	320,446		120,912		17,695		181,839		308,519		120,063		13,635		174,821
	Subtotal	875,533		324,502		78,975		472,056		820,254		308,263		65,759		446,232
	Loans held-for-sale and loans at fair value	6,412		6,412		—		—		13,301		13,301		—		—
	Receivables from customers and other(b)	28,972		—		—		—		26,744		—		—		—
	Total wholesale-related	910,917		330,914		78,975		472,056		860,299		321,564		65,759		446,232
	Total exposure(c)	$	1,921,563	$	757,336	$	78,975	$	1,056,172	$	1,862,732	$	738,418	$	65,759	$	1,031,672
	(a)	For more information on exposures to SPEs included within All other, see Note 16.
	(b)	Primarily consists of margin loans to prime brokerage customers that are generally over-collateralized through a pledge of assets maintained in clients’ brokerage accounts and are subject to daily minimum collateral requirements. As a result of the Firm’s credit risk mitigation practices, the Firm did not hold any reserves for credit impairment on these receivables.
	(c)	For further information regarding on–balance sheet credit concentrations by major product and/or geography, see Note 6 and Note 14. For information regarding concentrations of off–balance sheet lending-related financial instruments by major product, see Note 29.
	(d)	Represents lending-related financial instruments.

Derivative_Instruments_Tables

Derivative Instruments (Tables)	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of uses and disclosure of derivatives	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 segment or unit	Page reference
	Manage specifically identified risk exposures in qualifying hedge accounting relationships:
	◦ Interest rate	Hedge fixed rate assets and liabilities	Fair value hedge	Corporate	211
	◦ Interest rate	Hedge floating rate assets and liabilities	Cash flow hedge	Corporate	212
	◦	Hedge foreign currency-denominated assets and liabilities	Fair value hedge	Corporate	211
	Foreign exchange
	◦	Hedge forecasted revenue and expense	Cash flow hedge	Corporate	212
	Foreign exchange
	◦	Hedge the value of the Firm’s investments in non-U.S. subsidiaries	Net investment hedge	Corporate	213
	Foreign exchange
	◦	Hedge commodity inventory	Fair value hedge	CIB	211
	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	213
	Interest rate
	◦	Manage the credit risk of wholesale lending exposures	Specified risk management	CIB	213
	Credit
	◦	Manage the risk of certain commodities-related contracts and investments	Specified risk management	CIB	213
	Commodity
	◦	Manage the risk of certain other specified assets and liabilities	Specified risk management	Corporate	213
	Interest rate and foreign exchange
	Market-making derivatives and other activities:
	•	Market-making and related risk management	Market-making and other	CIB	213
	Various
	•	Other derivatives(a)	Market-making and other	CIB, Corporate	213
	Various
	(a)	Other derivatives included the synthetic credit portfolio. The synthetic credit portfolio was a portfolio of index credit derivatives, including short and long positions, that was originally held by CIO. On July 2, 2012, CIO transferred the synthetic credit portfolio, other than a portion that aggregated to a notional amount of approximately $12 billion, to CIB; these retained positions were effectively closed out during the third quarter of 2012. CIB effectively sold the positions that had been transferred to it by the end of 2014. The results of the synthetic credit portfolio, including the portion transferred to CIB, have been included in the gains and losses on derivatives related to market-making activities and other derivatives category discussed on page 213 of this Note.
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of December 31, 2014 and 2013.
		Notional amounts(c)
	December 31, (in billions)	2014			2013
	Interest rate contracts
	Swaps	$	29,734		$	35,221
	Futures and forwards(a)	10,189			11,238
	Written options(a)	3,903			4,059
	Purchased options	4,259			4,187
	Total interest rate contracts	48,085			54,705
	Credit derivatives(a)(b)	4,249			5,331
	Foreign exchange contracts
	Cross-currency swaps	3,346			3,488
	Spot, futures and forwards	4,669			3,773
	Written options	790			659
	Purchased options	780			652
	Total foreign exchange contracts	9,585			8,572
	Equity contracts
	Swaps(a)	206			187
	Futures and forwards(a)	50			50
	Written options	432			425
	Purchased options	375			380
	Total equity contracts	1,063			1,042
	Commodity contracts
	Swaps	126			124
	Spot, futures and forwards	193			234
	Written options	181			202
	Purchased options	180			203
	Total commodity contracts	680			763
	Total derivative notional amounts	$	63,662		$	70,413
	(a)	The prior period amounts have 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 pages 213–215 of this Note.
	(c)	Represents the sum of gross long and gross short third-party notional derivative contracts.
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 December 31, 2014 and 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
	31-Dec-14	Not designated as hedges			Designated as hedges				Total derivative receivables				Net derivative receivables(b)				Not designated as hedges			Designated as hedges			Total derivative payables				Net derivative payables(b)
	(in millions)
	Trading assets and liabilities
	Interest rate	$	951,151		$	5,372			$	956,523			$	33,725			$	921,634		$	3,011		$	924,645			$	17,745
	Credit	76,842			—				76,842				1,838				75,895			—			75,895				1,593
	Foreign exchange	205,271			3,650				208,921				21,253				217,722			626			218,348				22,970
	Equity	46,792			—				46,792				8,177				50,565			—			50,565				11,740
	Commodity	43,151			502				43,653				13,982				45,455			168			45,623				17,068
	Total fair value of trading assets and liabilities	$	1,323,207		$	9,524			$	1,332,731			$	78,975			$	1,311,271		$	3,805		$	1,315,076			$	71,116
		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 as hedges			Total derivative payables				Net derivative payables(b)
	(in millions)
	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 December 31, 2014 and 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.
			2014											2013
	December 31, (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:
	OTC		$	548,373		$	(521,180	)		$	27,193			$	486,449		$	(466,493	)		$	19,956
	OTC–cleared		401,656			(401,618		)		38				362,426			(362,404		)		22
	Exchange-traded(a)		—			—				—				—			—				—
	Total interest rate contracts		950,029			(922,798		)		27,231				848,875			(828,897		)		19,978
	Credit contracts:
	OTC		66,636			(65,720		)		916				66,269			(65,725		)		544
	OTC–cleared		9,320			(9,284		)		36				16,841			(16,279		)		562
	Total credit contracts		75,956			(75,004		)		952				83,110			(82,004		)		1,106
	Foreign exchange contracts:
	OTC		202,537			(187,634		)		14,903				148,953			(136,763		)		12,190
	OTC–cleared		36			(34		)		2				46			(46		)		—
	Exchange-traded(a)		—			—				—				—			—				—
	Total foreign exchange contracts		202,573			(187,668		)		14,905				148,999			(136,809		)		12,190
	Equity contracts:
	OTC		23,258			(22,826		)		432				31,870			(29,289		)		2,581
	OTC–cleared		—			—				—				—			—				—
	Exchange-traded(a)		18,143			(15,789		)		2,354				17,732			(11,415		)		6,317
	Total equity contracts		41,401			(38,615		)		2,786				49,602			(40,704		)		8,898
	Commodity contracts:
	OTC		22,555			(14,327		)		8,228				21,619			(15,082		)		6,537
	OTC–cleared		—			—				—				—			—				—
	Exchange-traded(a)		19,500			(15,344		)		4,156				12,528			(11,212		)		1,316
	Total commodity contracts		42,055			(29,671		)		12,384				34,147			(26,294		)		7,853
	Derivative receivables with appropriate legal opinion		$	1,312,014		$	(1,253,756	)	(b)	$	58,258			$	1,164,733		$	(1,114,708	)	(b)	$	50,025
	Derivative receivables where an appropriate legal opinion has not been either sought or obtained		20,717							20,717				15,734							15,734
	Total derivative receivables recognized on the Consolidated balance sheets		$	1,332,731						$	78,975			$	1,180,467						$	65,759
	(a)	Exchange-traded derivative amounts that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $74.0 billion and $63.9 billion at December 31, 2014, and 2013, respectively.
Offsetting liabilities	The following table presents, as of December 31, 2014 and 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.
			2014											2013
	December 31, (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		$	522,170		$	(509,650	)		$	12,520			$	467,850		$	(458,081	)		$	9,769
	OTC–cleared		398,518			(397,250		)		1,268				354,698			(353,990		)		708
	Exchange-traded(a)		—			—				—				—			—				—
	Total interest rate contracts		920,688			(906,900		)		13,788				822,548			(812,071		)		10,477
	Credit contracts:
	OTC		65,432			(64,904		)		528				65,223			(63,671		)		1,552
	OTC–cleared		9,398			(9,398		)		—				16,506			(16,450		)		56
	Total credit contracts		74,830			(74,302		)		528				81,729			(80,121		)		1,608
	Foreign exchange contracts:
	OTC		211,732			(195,312		)		16,420				155,110			(144,119		)		10,991
	OTC–cleared		66			(66		)		—				61			(59		)		2
	Exchange-traded(a)		—			—				—				—			—				—
	Total foreign exchange contracts		211,798			(195,378		)		16,420				155,171			(144,178		)		10,993
	Equity contracts:
	OTC		27,908			(23,036		)		4,872				33,295			(28,520		)		4,775
	OTC–cleared		—			—				—				—			—				—
	Exchange-traded(a)		17,167			(15,789		)		1,378				17,349			(11,415		)		5,934
	Total equity contracts		45,075			(38,825		)		6,250				50,644			(39,935		)		10,709
	Commodity contracts:
	OTC		25,129			(13,211		)		11,918				21,993			(15,318		)		6,675
	OTC–cleared		—			—				—				—			—				—
	Exchange-traded(a)		18,486			(15,344		)		3,142				12,367			(11,212		)		1,155
	Total commodity contracts		43,615			(28,555		)		15,060				34,360			(26,530		)		7,830
	Derivative payables with appropriate legal opinions		$	1,296,006		$	(1,243,960	)	(b)	$	52,046			$	1,144,452		$	(1,102,835	)	(b)	$	41,617
	Derivative payables where an appropriate legal opinion has not been either sought or obtained		19,070							19,070				15,697							15,697
	Total derivative payables recognized on the Consolidated balance sheets		$	1,315,076						$	71,116			$	1,160,149						$	57,314
	(a)	Exchange-traded derivative balances that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $64.2 billion and $52.1 billion related to OTC and OTC-cleared derivatives at December 31, 2014, and 2013, respectively.
Current credit risk of derivative receivables and liquidity risk of derivative payables	The following tables present information regarding certain financial instrument collateral received and transferred as of December 31, 2014 and 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
		2014											2013
	December 31, (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	$	58,258		$	(16,194	)	(a)	$	42,064			$	50,025		$	(12,414	)	(a)	$	37,611
	Derivative payable collateral(b)
		2014											2013
	December 31, (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	$	52,046		$	(10,505	)	(a)	$	41,541			$	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.
	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 December 31, 2014 and 2013.
	OTC and OTC-cleared derivative payables containing downgrade triggers
	December 31, (in millions)	2014			2013
	Aggregate fair value of net derivative payables	$	32,303		$	24,631
	Collateral posted	27,585			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 December 31, 2014 and 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
		2014							2013
	December 31, (in millions)	Single-notch downgrade			Two-notch downgrade				Single-notch downgrade			Two-notch downgrade
	Amount of additional collateral to be posted upon downgrade(a)	$	1,046		$	3,331			$	952		$	3,244
	Amount required to settle contracts with termination triggers upon downgrade(b)	366			1,388				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.
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 years ended December 31, 2014, 2013 and 2012, 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:
	Year ended December 31, 2014 (in millions)	Derivatives				Hedged items				Total income statement impact				Hedge ineffectiveness(d)				Excluded components(e)
	Contract type
	Interest rate(a)	$	2,106			$	(801	)		$	1,305			$	131			$	1,174
	Foreign exchange(b)	8,279				(8,532		)		(253		)		—				(253		)
	Commodity(c)	49				145				194				42				152
	Total	$	10,434			$	(9,188	)		$	1,246			$	173			$	1,073
		Gains/(losses) recorded in income												Income statement impact due to:
	Year ended December 31, 2013 (in millions)	Derivatives				Hedged items				Total income statement impact				Hedge ineffectiveness(d)				Excluded components(e)
	Contract type
	Interest rate(a)	$	(3,469	)		$	4,851			$	1,382			$	(132	)		$	1,514
	Foreign exchange(b)	(1,096		)		864				(232		)		—				(232		)
	Commodity(c)	485				(1,304		)		(819		)		38				(857		)
	Total	$	(4,080	)		$	4,411			$	331			$	(94	)		$	425
		Gains/(losses) recorded in income												Income statement impact due to:
	Year ended December 31, 2012 (in millions)	Derivatives				Hedged items				Total income statement impact				Hedge ineffectiveness(d)				Excluded components(e)
	Contract type
	Interest rate(a)	$	(1,238	)		$	1,879			$	641			$	(28	)		$	669
	Foreign exchange(b)	(3,027		)		2,925				(102		)		—				(102		)
	Commodity(c)	(2,530		)		1,131				(1,399		)		107				(1,506		)
	Total	$	(6,795	)		$	5,935			$	(860	)		$	79			$	(939	)
	(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 years ended December 31, 2014, 2013 and 2012, 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)
	Year ended December 31, 2014	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 millions)																			in OCI
																				for period
	Contract type
	Interest rate(a)		$	(54	)			$	—				$	(54	)		$	189			$	243
	Foreign exchange(b)		78					—					78				(91		)		(169		)
	Total		$	24				$	—				$	24			$	98			$	74
			Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Year ended December 31, 2013	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 millions)																			in OCI
																				for period
	Contract type
	Interest rate(a)		$	(108	)			$	—				$	(108	)		$	(565	)		$	(457	)
	Foreign exchange(b)		7					—					7				40				33
	Total		$	(101	)			$	—				$	(101	)		$	(525	)		$	(424	)
			Gains/(losses) recorded in income and other comprehensive income/(loss)(c)
	Year ended December 31, 2012	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 millions)																				in OCI
																					for period
	Contract type
	Interest rate(a)		$	(3	)			$	5				$	2			$	13			$	16
	Foreign exchange(b)		31					—					31				128				97
	Total		$	28				$	5				$	33			$	141			$	113
	(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 years ended December 31, 2014, 2013 or 2012.
	(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 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 years ended December 31, 2014, 2013 and 2012.
		Gains/(losses) recorded in income and other comprehensive income/(loss)
		2014			2013			2012
	Year ended December 31,	Excluded components recorded directly in income(a)	Effective portion recorded in OCI		Excluded components recorded directly in income(a)	Effective portion recorded in OCI		Excluded components recorded directly in income(a)	Effective portion recorded in OCI
	(in millions)
	Foreign exchange derivatives	($448)	$1,698		($383)	$773		($306)	($82)
	(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 significant ineffectiveness for net investment hedge accounting relationships during 2014, 2013 and 2012.
Risk management derivatives gains and losses (not designated as hedging instruments)	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, AFS securities, foreign currency-denominated liabilities, and commodities-related contracts and investments.
		Derivatives gains/(losses)
		recorded in income
	Year ended December 31,	2014			2013			2012
	(in millions)
	Contract type
	Interest rate(a)	$	2,308		$	617		$	5,353
	Credit(b)	(58		)	(142		)	(175		)
	Foreign exchange(c)	(7		)	1			47
	Commodity(d)	156			178			94
	Total	$	2,399		$	654		$	5,319
	(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 assets and 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 Table	Total credit derivatives and credit-related notes
		Maximum payout/Notional amount
		Protection sold				Protection purchased with identical underlyings(c)					Net protection (sold)/purchased(d)			Other protection purchased(e)
	December 31, 2014 (in millions)
	Credit derivatives
	Credit default swaps	$	(2,056,982	)			$	2,078,096			$	21,114		$	18,631
	Other credit derivatives(a)	(43,281		)			32,048				(11,233		)	19,475
	Total credit derivatives	(2,100,263		)			2,110,144				9,881			38,106
	Credit-related notes	(40		)			—				(40		)	3,704
	Total	$	(2,100,303	)			$	2,110,144			$	9,841		$	41,810
		Maximum payout/Notional amount
		Protection sold				Protection purchased with identical underlyings(c)					Net protection (sold)/purchased(d)			Other protection purchased(e)
	December 31, 2013 (in millions)
	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			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 December 31, 2014 and 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
	31-Dec-14	<1 year				1–5 years				>5 years				Total notional amount				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
	(in millions)
	Risk rating of reference entity
	Investment-grade	$	(323,398	)		$	(1,118,293	)		$	(79,486	)		$	(1,521,177	)		$	25,767			$	(6,314	)		$	19,453
	Noninvestment-grade	(157,281		)		(396,798		)		(25,047		)		(579,126		)		20,677				(22,455		)		(1,778		)
	Total	$	(480,679	)		$	(1,515,091	)		$	(104,533	)		$	(2,100,303	)		$	46,444			$	(28,769	)		$	17,675
	31-Dec-13	<1 year				1–5 years				>5 years				Total notional amount				Fair value of receivables(c)				Fair value of payables(c)				Net fair value
	(in millions)
	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 primarily based on external credit ratings 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)	12 Months Ended
	Dec. 31, 2014
Noninterest Income [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Underwriting
	Equity	$	1,571	$	1,499	$	1,026
	Debt	3,340		3,537		3,290
	Total underwriting	4,911		5,036		4,316
	Advisory	1,631		1,318		1,492
	Total investment banking fees	$	6,542	$	6,354	$	5,808
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 8 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.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Trading revenue by instrument type (a)
	Interest rate(b)	$	1,362	$	284	$	4,002
	Credit(c)	1,880		2,654		(4,975		)
	Foreign exchange	1,556		1,801		918
	Equity	2,563		2,517		2,455
	Commodity(d)	1,663		2,083		2,365
	Total trading revenue(e)	9,024		9,339		4,765
	Private equity gains(f)	1,507		802		771
	Principal transactions	$	10,531	$	10,141	$	5,536
	(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 a pretax gain of $665 million for the year ended December 31, 2012, reflecting the recovery on a Bear Stearns-related subordinated loan.
	(c)	Includes $5.8 billion of losses incurred by CIO from the synthetic credit portfolio for the six months ended June 30, 2012, and $449 million of losses incurred by CIO from the retained index credit derivative positions for the three months ended September 30, 2012; and losses incurred by CIB from the synthetic credit portfolio.
	(d)	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 6.
	(e)	During 2013, the Firm implemented a FVA framework in order to incorporate the impact of funding into its valuation estimates for OTC derivatives and structured notes. As a result, the Firm recorded a $1.5 billion loss in principal transactions revenue in 2013, reported in the CIB. This reflected an industry migration towards incorporating the cost of unsecured funding in the valuation of such instruments.
	(f)	Includes revenue on private equity investments held in the Private Equity business within Corporate, as well as those held in other business segments.
Components of asset management, administration and commissions	The following table presents components of asset management, administration and commissions.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Asset management fees
	Investment management fees(a)	$	9,169	$	8,044	$	6,744
	All other asset management fees(b)	477		505		357
	Total asset management fees	9,646		8,549		7,101
	Total administration fees(c)	2,179		2,101		2,135
	Commissions and other fees
	Brokerage commissions	2,270		2,321		2,331
	All other commissions and fees	1,836		2,135		2,301
	Total commissions and fees	4,106		4,456		4,632
	Total asset management, administration and commissions	$	15,931	$	15,106	$	13,868
	(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_E2

Interest Income and Interest Expense (Tables)	12 Months Ended
	Dec. 31, 2014
Interest Income (Expense), Net [Abstract]
Details of interest income and interest expense	Details of interest income and interest expense were as follows.
	Year ended December 31,	2014			2013			2012
	(in millions)
	Interest income
	Loans	$	32,218		$	33,489		$	35,832
	Taxable securities	7,617			6,916			7,231
	Non-taxable securities(a)	1,423			896			708
	Total securities	9,040			7,812			7,939
	Trading assets(b)	7,312			8,099			8,929
	Federal funds sold and securities purchased under resale agreements	1,642			1,940			2,442
	Securities borrowed (c)	(501		)	(127		)	(3		)
	Deposits with banks	1,157			918			555
	Other assets(d)	663			538			259
	Total interest income(b)	51,531			52,669			55,953
	Interest expense
	Interest-bearing deposits	1,633			2,067			2,655
	Short-term and other liabilities(b)(e)	1,450			1,798			1,678
	Long-term debt	4,409			5,007			6,062
	Beneficial interests issued by consolidated VIEs	405			478			648
	Total interest expense(b)	7,897			9,350			11,043
	Net interest income	43,634			43,319			44,910
	Provision for credit losses	3,139			225			3,385
	Net interest income after provision for credit losses	$	40,495		$	43,094		$	41,525
	(a)	Represents securities which are tax exempt for U.S. Federal Income Tax purposes.
	(b)	Prior period amounts have been reclassified to conform with the current period presentation.
	(c)	Negative interest income for the years ended December 31, 2014, 2013 and 2012, 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.
	(d)	Largely margin loans.
	(e)	Includes brokerage customer payables.

Pension_and_Other_Postretireme2

Pension and Other Postretirement Employee Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Changes in benefit obligations and plan assets and funded status amounts	The following table presents the changes in benefit obligations, plan assets and funded status amounts reported on the Consolidated balance sheets for the Firm’s U.S. and non-U.S. defined benefit pension and OPEB plans.
		Defined benefit pension plans
	As of or for the year ended December 31,	U.S.								Non-U.S.								OPEB plans(d)
	(in millions)	2014				2013				2014				2013				2014				2013
	Change in benefit obligation
	Benefit obligation, beginning of year	$	(10,776	)		$	(11,478	)		$	(3,433	)		$	(3,243	)		$	(826	)		$	(990	)
	Benefits earned during the year	(281		)		(314		)		(33		)		(34		)		—				(1		)
	Interest cost on benefit obligations	(534		)		(447		)		(137		)		(125		)		(38		)		(35		)
	Plan amendments	(53		)		—				—				—				—				—
	Special termination benefits	—				—				(1		)		—				—				—
	Curtailments	—				—				—				—				(3		)		—
	Employee contributions	NA				NA				(7		)		(7		)		(62		)		(72		)
	Net gain/(loss)	(1,669		)		794				(408		)		(62		)		(58		)		138
	Benefits paid	777				669				119				106				145				144
	Expected Medicare Part D subsidy receipts	NA				NA				NA				NA				(2		)		(10		)
	Foreign exchange impact and other	—				—				260				(68		)		2				—
	Benefit obligation, end of year	$	(12,536	)		$	(10,776	)		$	(3,640	)		$	(3,433	)		$	(842	)		$	(826	)
	Change in plan assets
	Fair value of plan assets, beginning of year	$	14,354			$	13,012			$	3,532			$	3,330			$	1,757			$	1,563
	Actual return on plan assets	1,010				1,979				518				187				159				211
	Firm contributions	36				32				46				45				3				2
	Employee contributions	—				—				7				7				—				—
	Benefits paid	(777		)		(669		)		(119		)		(106		)		(16		)		(19		)
	Foreign exchange impact and other	—				—				(266		)		69				—				—
	Fair value of plan assets, end of year	$	14,623			$	14,354		(b)(c)	$	3,718			$	3,532			$	1,903			$	1,757
	Net funded status(a)	$	2,087			$	3,578			$	78			$	99			$	1,061			$	931
	Accumulated benefit obligation, end of year	$	(12,375	)		$	(10,685	)		$	(3,615	)		$	(3,406	)		NA				NA
	(a)	Represents plans with an aggregate overfunded balance of $3.9 billion and $5.1 billion at December 31, 2014 and 2013, respectively, and plans with an aggregate underfunded balance of $708 million and $540 million at December 31, 2014 and 2013, respectively.
	(b)	At December 31, 2014 and 2013, approximately $336 million and $429 million, respectively, of U.S. plan assets included participation rights under participating annuity contracts.
	(c)	At December 31, 2014 and 2013, defined benefit pension plan amounts not measured at fair value included $106 million and $96 million, respectively, of accrued receivables, and $257 million and $104 million, respectively, of accrued liabilities, for U.S. plans.
	(d)	Includes an unfunded accumulated postretirement benefit obligation of $37 million and $34 million at December 31, 2014 and 2013, respectively, for the U.K. plan.
Pretax pension and OPEB amounts recorded in AOCI	The following table presents pretax pension and OPEB amounts recorded in AOCI.
		Defined benefit pension plans
	December 31,	U.S.								Non-U.S.								OPEB plans
	(in millions)	2014				2013				2014				2013				2014				2013
	Net gain/(loss)	$	(3,346	)		$	(1,726	)		$	(628	)		$	(658	)		$	130			$	125
	Prior service credit/(cost)	102				196				11				14				—				1
	Accumulated other comprehensive income/(loss), pretax, end of year	$	(3,244	)		$	(1,530	)		$	(617	)		$	(644	)		$	130			$	126
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 and other comprehensive 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
	Year ended December 31, (in millions)	2014			2013			2012				2014				2013				2012				2014			2013			2012
	Components of net periodic benefit cost
	Benefits earned during the year	$	281		$	314		$	272			$	33			$	34			$	41			$	—		$	1		$	1
	Interest cost on benefit obligations	534			447			466				137				125				126				38			35			44
	Expected return on plan assets	(985		)	(956		)	(861		)		(172		)		(142		)		(137		)		(101		)	(92		)	(90		)
	Amortization:
	Net (gain)/loss	25			271			289				47				49				36				—			1			(1		)
	Prior service cost/(credit)	(41		)	(41		)	(41		)		(2		)		(2		)		—				(1		)	—			—
	Net periodic defined benefit cost	(186		)	35			125				43				64				66				(64		)	(55		)	(46		)
	Other defined benefit pension plans(a)	14			15			15				6				14				8				NA			NA			NA
	Total defined benefit plans	(172		)	50			140				49				78				74				(64		)	(55		)	(46		)
	Total defined contribution plans	438			447			409				329				321				302				NA			NA			NA
	Total pension and OPEB cost included in compensation expense	$	266		$	497		$	549			$	378			$	399			$	376			$	(64	)	$	(55	)	$	(46	)
	Changes in plan assets and benefit obligations recognized in other comprehensive income
	Net (gain)/loss arising during the year	$	1,645		$	(1,817	)	$	434			$	57			$	19			$	146			$	(5	)	$	(257	)	$	(43	)
	Prior service credit arising during the year	53			—			—				—				—				(6		)		—			—			—
	Amortization of net loss	(25		)	(271		)	(289		)		(47		)		(49		)		(36		)		—			(1		)	1
	Amortization of prior service (cost)/credit	41			41			41				2				2				—				1			—			—
	Foreign exchange impact and other	—			—			—				(39		)	(a)	14			(a)	22			(a)	—			—			(1		)
	Total recognized in other comprehensive income	$	1,714		$	(2,047	)	$	186			$	(27	)		$	(14	)		$	126			$	(4	)	$	(258	)	$	(43	)
	Total recognized in net periodic benefit cost and other comprehensive income	$	1,528		$	(2,012	)	$	311			$	16			$	50			$	192			$	(68	)	$	(313	)	$	(89	)
	(a)	Includes various defined benefit pension plans which are individually immaterial.
Estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost	The estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost in 2015 are as follows.
			Defined benefit pension plans								OPEB plans
	(in millions)		U.S.				Non-U.S.				U.S.				Non-U.S.
	Net loss/(gain)		$	257			$	37			$	—			$	—
	Prior service cost/(credit)		(34		)		(2		)		—				—
	Total		$	223			$	35			$	—			$	—
Actual rate of return on plan assets	The following table presents the actual rate of return on plan assets for the U.S. and non-U.S. defined benefit pension and OPEB plans.
		U.S.									Non-U.S.
	Year ended December 31,	2014			2013			2012			2014		2013		2012
	Actual rate of return:
	Defined benefit pension plans	7.29	%		15.95	%		12.66	%		5.62 - 17.69%		3.74 - 23.80%		7.21 - 11.72%
	OPEB plans	9.84			13.88			10.1			NA		NA		NA
Weighted-average assumptions used to determine benefit obligations
	Weighted-average assumptions used to determine benefit obligations
		U.S.						Non-U.S.
	December 31,	2014			2013			2014			2013
	Discount rate:
	Defined benefit pension plans	4	%		5	%		1.00 - 3.60%			1.10 - 4.40%
	OPEB plans	4.1			4.9			—			—
	Rate of compensation increase	3.5			3.5			2.75 - 4.20			2.75 - 4.60
	Health care cost trend rate:
	Assumed for next year	6			6.5			—			—
	Ultimate	5			5			—			—
	Year when rate will reach ultimate	2017			2017			—			—
Weighted-average assumptions used to determine net periodic benefit costs
	Weighted-average assumptions used to determine net periodic benefit costs
		U.S.									Non-U.S.
	Year ended December 31,	2014			2013			2012			2014			2013			2012
	Discount rate:
	Defined benefit pension plans	5	%		3.9	%		4.6	%		1.10 - 4.40%			1.40 - 4.40%			1.50 - 4.80%
	OPEB plans	4.9			3.9			4.7			—			—			—
	Expected long-term rate of return on plan assets:
	Defined benefit pension plans	7			7.5			7.5			1.20 - 5.30			2.40 - 4.90			2.50 - 4.60
	OPEB plans	6.25			6.25			6.25			NA			NA			NA
	Rate of compensation increase	3.5			4			4			2.75 - 4.60			2.75 - 4.10			2.75 - 4.20
	Health care cost trend rate:
	Assumed for next year	6.5			7			7			—			—			—
	Ultimate	5			5			5			—			—			—
	Year when rate will reach ultimate	2017			2017			2017			—			—			—
Effect of a one-percentage-point change in the assumed health care cost trend rate on the Firm's total service and interest cost and accumulated postretirement benefit obligation	The following table presents the effect of a one-percentage-point change in the assumed health care cost trend rate on JPMorgan Chase’s accumulated postretirement benefit obligation. As of December 31, 2014, there was no material effect on total service and interest cost.
	Year ended December 31, 2014	1-Percentage point increase				1-Percentage point decrease
	(in millions)
	Effect on accumulated postretirement benefit obligation	$	9			$	(8	)
Weighted-average asset allocation of the fair values of total plan assets	The following table presents the weighted-average asset allocation of the fair values of total plan assets at December 31 for the years indicated, as well as the respective approved range/target allocation by asset category, for the Firm’s U.S. and non-U.S. defined benefit pension and OPEB plans.
		Defined benefit pension plans
		U.S.								Non-U.S.									OPEB plans(c)
		Target		% of plan assets						Target			% of plan assets						Target			% of plan assets
	December 31,	Allocation		2014			2013			Allocation			2014			2013			Allocation			2014			2013
	Asset category
	Debt securities(a)	0-80%		31	%		25	%		62	%		61	%		63	%		30-70%			50	%		50	%
	Equity securities	0-85		46			48			37			38			36			30-70			50			50
	Real estate	0-10		4			4			—			—			—			—			—			—
	Alternatives(b)	0-35		19			23			1			1			1			—			—			—
	Total	100%		100	%		100	%		100	%		100	%		100	%		100	%		100	%		100	%
	(a)	Debt securities primarily include corporate debt, U.S. federal, state, local and non-U.S. government, and mortgage-backed securities.
	(b)	Alternatives primarily include limited partnerships.
	(c)	Represents the U.S. OPEB plan only, as the U.K. OPEB plan is unfunded.
Pension and OPEB plan assets and liabilities measured at fair value	For information on fair value measurements, including descriptions of level 1, 2, and 3 of the fair value hierarchy and the valuation methods employed by the Firm, see Note 3.
	Pension and OPEB plan assets and liabilities measured at fair value
		U.S. defined benefit pension plans																Non-U.S. defined benefit pension plans(i)
	31-Dec-14	Level 1				Level 2				Level 3				Total fair value				Level 1				Level 2				Total fair value
	(in millions)
	Cash and cash equivalents	$	87			$	—			$	—			$	87			$	128			$	1			$	129
	Equity securities:
	Capital equipment	1,249				—				—				1,249				96				24				120
	Consumer goods	1,198				8				—				1,206				250				32				282
	Banks and finance companies	778				7				—				785				279				31				310
	Business services	458				—				—				458				277				18				295
	Energy	267				—				—				267				50				15				65
	Materials	319				1				—				320				40				9				49
	Real Estate	46				—				—				46				1				—				1
	Other	971				4				4				979				26				40				66
	Total equity securities	5,286				20				4				5,310				1,019				169				1,188
	Common/collective trust funds(a)	345				1,277				8				1,630				112				251				363
	Limited partnerships:(b)
	Hedge funds	—				26				77				103				—				—				—
	Private equity	—				—				2,208				2,208				—				—				—
	Real estate	—				—				533				533				—				—				—
	Real assets(c)	70				—				202				272				—				—				—
	Total limited partnerships	70				26				3,020				3,116				—				—				—
	Corporate debt securities(d)	—				1,454				9				1,463				—				724				724
	U.S. federal, state, local and non-U.S. government debt securities	446				161				—				607				235				540				775
	Mortgage-backed securities	1				73				1				75				2				77				79
	Derivative receivables	—				114				—				114				—				258				258
	Other(e)	2,031				27				337				2,395				283				58				341
	Total assets measured at fair value(f)	$	8,266			$	3,152			$	3,379			$	14,797		(g)	$	1,779			$	2,078			$	3,857
	Derivative payables	$	—			$	(23	)		$	—			$	(23	)		$	—			$	(139	)		$	(139	)
	Total liabilities measured at fair value	$	—			$	(23	)		$	—			$	(23	)	(h)	$	—			$	(139	)		$	(139	)
		U.S. defined benefit pension plans																Non-U.S. defined benefit pension plans(i)
	31-Dec-13	Level 1				Level 2				Level 3				Total fair value				Level 1				Level 2				Total fair value
	(in millions)
	Cash and cash equivalents	$	62			$	—			$	—			$	62			$	221			$	3			$	224
	Equity securities:
	Capital equipment	1,084				—				—				1,084				86				17				103
	Consumer goods	1,085				—				—				1,085				225				50				275
	Banks and finance companies	737				—				—				737				233				29				262
	Business services	510				—				—				510				209				14				223
	Energy	292				—				—				292				64				20				84
	Materials	344				—				—				344				36				9				45
	Real estate	38				—				—				38				—				1				1
	Other	1,337				18				4				1,359				25				103				128
	Total equity securities	5,427				18				4				5,449				878				243				1,121
	Common/collective trust funds(a)	—				1,308				4				1,312				98				248				346
	Limited partnerships:(b)
	Hedge funds	—				355				718				1,073				—				—				—
	Private equity	—				—				1,969				1,969				—				—				—
	Real estate	—				—				558				558				—				—				—
	Real assets(c)	—				—				271				271				—				—				—
	Total limited partnerships	—				355				3,516				3,871				—				—				—
	Corporate debt securities(d)	—				1,223				7				1,230				—				787				787
	U.S. federal, state, local and non-U.S. government debt securities	343				299				—				642				—				777				777
	Mortgage-backed securities	37				50				—				87				73				—				73
	Derivative receivables	—				30				—				30				—				302				302
	Other(e)	1,214				41				430				1,685				148				52				200
	Total assets measured at fair value(f)	$	7,083			$	3,324			$	3,961			$	14,368		(g)	$	1,418			$	2,412			$	3,830
	Derivative payables	$	—			$	(6	)		$	—			$	(6	)		$	—			$	(298	)		$	(298	)
	Total liabilities measured at fair value	$	—			$	(6	)		$	—			$	(6	)	(h)	$	—			$	(298	)		$	(298	)
	(a)	At December 31, 2014 and 2013, common/collective trust funds primarily included a mix of short-term investment funds, domestic and international equity investments (including index) and real estate funds.
	(b)	Unfunded commitments to purchase limited partnership investments for the plans were $1.2 billion and $1.6 billion for 2014 and 2013, respectively.
	(c)	Real assets include investments in productive assets such as agriculture, energy rights, mining and timber properties and exclude raw land to be developed for real estate purposes.
	(d)	Corporate debt securities include debt securities of U.S. and non-U.S. corporations.
(e)	Other consists of money markets, exchange-traded funds and participating and non-participating annuity contracts. Money markets and exchange-traded funds are primarily classified within level 1 of the fair value hierarchy given they are valued using market observable prices. Participating and non-participating annuity contracts are classified within level 3 of the fair value hierarchy due to lack of market mechanisms for transferring each policy and surrender restrictions.
(f)	At December 31, 2014 and 2013, the fair value of investments valued at NAV were $2.1 billion and $2.7 billion, respectively, which were classified within the valuation hierarchy as follows: $500 million and $100 million in level 1, $1.6 billion and $1.9 billion in level 2, zero and $700 million in level 3.
(g)	At December 31, 2014 and 2013, excluded U.S. defined benefit pension plan receivables for investments sold and dividends and interest receivables of $106 million and $96 million, respectively.
(h)	At December 31, 2014 and 2013, excluded $241 million and $102 million, respectively, of U.S. defined benefit pension plan payables for investments purchased; and $16 million and $2 million, respectively, of other liabilities.
(i)	There were no assets or liabilities classified as level 3 for the non-U.S. defined benefit pension plans as of December 31, 2014 and 2013.
Changes in level 3 fair value measurements using significant unobservable inputs
	Changes in level 3 fair value measurements using significant unobservable inputs
	Year ended December 31, 2014		Fair value, January 1, 2014				Actual return on plan assets								Purchases, sales and settlements, net				Transfers in and/or out of level 3				Fair value, December 31, 2014
	(in millions)						Realized gains/(losses)				Unrealized gains/(losses)
	U.S. defined benefit pension plans
	Equities		$	4			$	—			$	—			$	—			$	—			$	4
	Common/collective trust funds		4				—				1				3				—				8
	Limited partnerships:
	Hedge funds		718				193				(180		)		(662		)		8				77
	Private equity		1,969				192				173				(126		)		—				2,208
	Real estate		558				29				36				(90		)		—				533
	Real assets		271				27				(6		)		(90		)		—				202
	Total limited partnerships		3,516				441				23				(968		)		8				3,020
	Corporate debt securities		7				(2		)		2				4				(2		)		9
	Mortgage-backed securities		—				—				—				1				—				1
	Other		430				—				(93		)		—				—				337
	Total U.S. defined benefit pension plans		$	3,961			$	439			$	(67	)		$	(960	)		$	6			$	3,379
	OPEB plans
	COLI		$	1,749			$	—			$	154			$	—			$	—			$	1,903
	Total OPEB plans		$	1,749			$	—			$	154			$	—			$	—			$	1,903
	Year ended December 31, 2013		Fair value, January 1, 2013				Actual return on plan assets								Purchases, sales and settlements, net				Transfers in and/or out of level 3				Fair value, December 31, 2013
	(in millions)						Realized gains/(losses)				Unrealized gains/(losses)
	U.S. defined benefit pension plans
	Equities		$	4			$	—			$	—			$	—			$	—			$	4
	Common/collective trust funds		199				59				(32		)		(222		)		—				4
	Limited partnerships:
	Hedge funds		1,166				137				14				(593		)		(6		)		718
	Private equity		1,743				108				170				(4		)		(48		)		1,969
	Real estate		467				21				44				26				—				558
	Real assets		311				4				12				(98		)		42				271
	Total limited partnerships		3,687				270				240				(669		)		(12		)		3,516
	Corporate debt securities		1				—				—				—				6				7
	Mortgage-backed securities		—				—				—				—				—				—
	Other		420				—				10				—				—				430
	Total U.S. defined benefit pension plans		$	4,311			$	329			$	218			$	(891	)		$	(6	)		$	3,961
	OPEB plans
	COLI		$	1,554			$	—			$	195			$	—			$	—			$	1,749
	Total OPEB plans		$	1,554			$	—			$	195			$	—			$	—			$	1,749
	Year ended December 31, 2012		Fair value, January 1, 2012				Actual return on plan assets								Purchases, sales and settlements, net				Transfers in and/or out of level 3				Fair value, December 31, 2012
	(in millions)						Realized gains/(losses)				Unrealized gains/(losses)
	U.S. defined benefit pension plans
	Equities		$	1			$	—			$	(1	)		$	—			$	4			$	4
	Common/collective trust funds		202				2				22				(27		)		—				199
	Limited partnerships:
	Hedge funds		1,039				1				71				55				—				1,166
	Private equity		1,367				59				54				263				—				1,743
	Real estate		306				16				1				144				—				467
	Real assets		264				—				10				37				—				311
	Total limited partnerships		2,976				76				136				499				—				3,687
	Corporate debt securities		2				—				—				(1		)		—				1
	Mortgage-backed securities		—				—				—				—				—				—
	Other		427				—				(7		)		—				—				420
	Total U.S. defined benefit pension plans		$	3,608			$	78			$	150			$	471			$	4			$	4,311
	OPEB plans
	COLI		$	1,427			$	—			$	127			$	—			$	—			$	1,554
	Total OPEB plans		$	1,427			$	—			$	127			$	—			$	—			$	1,554
Estimated future benefit payments	The following table presents benefit payments expected to be paid, which include the effect of expected future service, for the years indicated. The OPEB medical and life insurance payments are net of expected retiree contributions.
	Year ended December 31,		U.S. defined benefit pension plans				Non-U.S. defined benefit pension plans				OPEB before Medicare Part D subsidy				Medicare Part D subsidy
	(in millions)
	2015		$	712			$	110			$	73			$	1
	2016		765				113				71				1
	2017		899				118				70				1
	2018		926				128				68				1
	2019		966				132				66				1
	Years 2020–2024		4,357				746				293				5

Employee_StockBased_Incentives1

Employee Stock-Based Incentives (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Restricted Stock Unit (RSU) activity	The following table summarizes JPMorgan Chase’s RSUs, employee stock options and SARs activity for 2014.
			RSUs						Options/SARs
	Year ended December 31, 2014		Number of		Weighted-average grant				Number of awards			Weighted-average exercise price		Weighted-average remaining contractual life	Aggregate intrinsic value
	(in thousands, except weighted-average data, and where otherwise stated)		shares		date fair value									(in years)
	Outstanding, January 1		121,241		$	41.47			87,075			$	44.24
	Granted		37,817		57.88				101			59.18
	Exercised or vested		(54,265	)	40.67				(24,950	)		36.59
	Forfeited		(4,225	)	47.32				(2,059	)		41.9
	Canceled		NA		NA				(972	)		200.86
	Outstanding, December 31		100,568		$	47.81			59,195			$	45	5.2	$	1,313,939
	Exercisable, December 31		NA		NA				37,171			46.46		4.3	862,374
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.
	Year ended December 31, (in millions)		2014				2013				2012
	Cost of prior grants of RSUs and SARs that are amortized over their applicable vesting periods		$	1,371			$	1,440			$	1,810
	Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees		819				779				735
	Total noncash compensation expense related to employee stock-based incentive plans		$	2,190			$	2,219			$	2,545
Cash received from the exercise of stock options and income tax benefit realized	The following table sets forth the cash received from the exercise of stock options under all stock-based incentive arrangements, and the actual income tax benefit realized related to tax deductions from the exercise of the stock options.
	Year ended December 31, (in millions)		2014				2013				2012
	Cash received for options exercised		$	63			$	166			$	333
	Tax benefit realized(a)		104				42				53
	(a)	The tax benefit realized from dividends or dividend equivalents paid on equity-classified share-based payment awards that are charged to retained earnings are recorded as an increase to additional paid-in capital and included in the pool of excess tax benefits available to absorb tax deficiencies on share-based payment awards.
Assumptions used to value employee stock options and Stock Appreciation Rights (SARs)	The following table presents the assumptions used to value employee stock options and SARs granted during the years ended December 31, 2013 and 2012, under the Black-Scholes valuation model. There were no material grants of stock options or SARs for the year ended December 31, 2014.
	Year ended December 31,		2013			2012
	Weighted-average annualized valuation assumptions
	Risk-free interest rate		1.18	%		1.19	%
	Expected dividend yield		2.66			3.15
	Expected common stock price volatility		28			35
	Expected life (in years)		6.6			6.6

Noninterest_Expense_Tables

Noninterest Expense (Tables)	12 Months Ended
	Dec. 31, 2014
Noninterest Expense [Abstract]
Components of noninterest expense	The following table presents the components of noninterest expense.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Compensation expense	$	30,160	$	30,810	$	30,585
	Noncompensation expense:
	Occupancy	3,909		3,693		3,925
	Technology, communications and equipment	5,804		5,425		5,224
	Professional and outside services	7,705		7,641		7,429
	Marketing	2,550		2,500		2,577
	Other(a)(b)	11,146		20,398		14,989
	Total noncompensation expense	31,114		39,657		34,144
	Total noninterest expense	$	61,274	$	70,467	$	64,729
	(a)	Included firmwide legal expense of $2.9 billion, $11.1 billion and $5.0 billion and for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b)	Included FDIC-related expense of $1.0 billion, $1.5 billion and $1.7 billion for the years ended December 31, 2014, 2013 and 2012, respectively.

Securities_Tables

Securities (Tables)	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Securities gains and losses	The following table presents realized gains and losses and credit losses that were recognized in income from AFS securities.
	Year ended December 31,	2014				2013				2012
	(in millions)
	Realized gains	$	314			$	1,302			$	2,610
	Realized losses	(233		)		(614		)		(457		)
	Net realized gains	81				688				2,153
	OTTI losses
	Credit-related	(2		)		(1		)		(28		)
	Securities the Firm intends to sell(a)	(2		)		(20		)		(15		)
	Total OTTI losses recognized in income	(4		)		(21		)		(43		)
	Net securities gains	$	77			$	667			$	2,110
	(a)	Excludes realized losses on securities sold of $3 million, $12 million and $24 million for the years ended December 31, 2014, 2013 and 2012, respectively that had been previously reported as an OTTI loss due to the intention to sell the securities.
Amortized costs and estimated fair values	The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated.
		2014														2013
	December 31, (in millions)	Amortized cost			Gross unrealized gains			Gross unrealized losses				Fair				Amortized cost			Gross unrealized gains		Gross unrealized losses		Fair
												value											value
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies(a)	$	63,089		$	2,302		$	72			$	65,319			$	76,428		$	2,364	$	977	$	77,815
	Residential:
	Prime and Alt-A	5,595			78			29				5,644				2,744			61		27		2,778
	Subprime	677			14			—				691				908			23		1		930
	Non-U.S.	43,550			1,010			—				44,560				57,448			1,314		1		58,761
	Commercial	20,687			438			17				21,108				15,891			560		26		16,425
	Total mortgage-backed securities	133,598			3,842			118				137,322				153,419			4,322		1,032		156,709
	U.S. Treasury and government agencies(a)	13,603			56			14				13,645				21,310			385		306		21,389
	Obligations of U.S. states and municipalities	27,841			2,243			16				30,068				29,741			707		987		29,461
	Certificates of deposit	1,103			1			1				1,103				1,041			1		1		1,041
	Non-U.S. government debt securities	51,492			1,272			21				52,743				55,507			863		122		56,248
	Corporate debt securities	18,158			398			24				18,532				21,043			498		29		21,512
	Asset-backed securities:
	Collateralized loan obligations	30,229			147			182				30,194				28,130			236		136		28,230
	Other	12,442			184			11				12,615				12,062			186		3		12,245
	Total available-for-sale debt securities	288,466			8,143			387				296,222				322,253			7,198		2,616		326,835
	Available-for-sale equity securities	2,513			17			—				2,530				3,125			17		—		3,142
	Total available-for-sale securities	$	290,979		$	8,160		$	387			$	298,752			$	325,378		$	7,215	$	2,616	$	329,977
	Total held-to-maturity securities(b)	$	49,252		$	1,902		$	—			$	51,154			$	24,026		$	22	$	317	$	23,731
	(a)	Includes total U.S. government-sponsored enterprise obligations with fair values of $59.3 billion and $67.0 billion at December 31, 2014 and 2013, respectively, which were predominantly mortgage-related.
	(b)	As of December 31, 2014, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $35.3 billion, MBS issued by U.S. government agencies with an amortized cost of $3.7 billion and obligations of U.S. states and municipalities with an amortized cost of $10.2 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 the investment securities portfolio by aging category at December 31, 2014 and 2013.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	December 31, 2014 (in millions)	Fair value			Gross unrealized losses				Fair value			Gross unrealized losses			Total fair value			Total gross unrealized losses
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies	$	1,118		$	5			$	4,989		$	67		$	6,107		$	72
	Residential:
	Prime and Alt-A	1,840			10				405			19			2,245			29
	Subprime	—			—				—			—			—			—
	Non-U.S.	—			—				—			—			—			—
	Commercial	4,803			15				92			2			4,895			17
	Total mortgage-backed securities	7,761			30				5,486			88			13,247			118
	U.S. Treasury and government agencies	8,412			14				—			—			8,412			14
	Obligations of U.S. states and municipalities	1,405			15				130			1			1,535			16
	Certificates of deposit	1,050			1				—			—			1,050			1
	Non-U.S. government debt securities	4,433			4				906			17			5,339			21
	Corporate debt securities	2,492			22				80			2			2,572			24
	Asset-backed securities:
	Collateralized loan obligations	13,909			76				9,012			106			22,921			182
	Other	2,258			11				—			—			2,258			11
	Total available-for-sale debt securities	41,720			173				15,614			214			57,334			387
	Available-for-sale equity securities	—			—				—			—			—			—
	Held-to-maturity securities	—			—				—			—			—			—
	Total securities with gross unrealized losses	$	41,720		$	173			$	15,614		$	214		$	57,334		$	387
		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
Credit losses in securities gains and losses	The following table presents OTTI losses that are included in the securities gains and losses table above.
	Year ended December 31,		2014				2013				2012
	(in millions)
	Debt securities the Firm does not intend to sell that have credit losses
	Total OTTI(a)		$	(2	)		$	(1	)		$	(113	)
	Losses recorded in/(reclassified from) AOCI		—				—				85
	Total credit losses recognized in income		(2		)		(1		)		(28		)
	Securities the Firm intends to sell(b)		(2		)		(20		)		(15		)
	Total OTTI losses recognized in income		$	(4	)		$	(21	)		$	(43	)
	(a)	For initial OTTI, represents the excess of the amortized cost over the fair value of AFS debt securities. For subsequent impairments of the same security, represents additional declines in fair value subsequent to previously recorded OTTI, if applicable.
	(b)	Excludes realized losses on securities sold of $3 million, $12 million and $24 million for the years ended December 31, 2014, 2013 and 2012, respectively that had been previously reported as an OTTI loss due to the intention to sell the securities.
Changes in the credit loss component of credit-impaired debt securities	The following table presents a rollforward for the years ended December 31, 2014, 2013 and 2012, 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.
	Year ended December 31, (in millions)	2014			2013			2012
	Balance, beginning of period	$	1		$	522		$	708
	Additions:
	Newly credit-impaired securities	2			1			21
	Losses reclassified from other comprehensive income on previously credit-impaired securities	—			—			7
	Reductions:
	Sales and redemptions of credit-impaired securities	—			(522		)	(214		)
	Balance, end of period	$	3		$	1		$	522
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at December 31, 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
	31-Dec-14	year or less									10 years(c)
	(in millions)
	Available-for-sale debt securities
	Mortgage-backed securities(a)
	Amortized cost	$	996		$	14,132		$	5,768		$	112,702		$	133,598
	Fair value	1,003			14,467			5,974			115,878			137,322
	Average yield(b)	2.65		%	1.85		%	3.12		%	2.93		%	2.82		%
	U.S. Treasury and government agencies(a)
	Amortized cost	$	2,209		$	—		$	10,284		$	1,110		$	13,603
	Fair value	2,215			—			10,275			1,155			13,645
	Average yield(b)	0.8		%	—		%	0.62		%	0.35		%	0.63		%
	Obligations of U.S. states and municipalities
	Amortized cost	$	65		$	498		$	1,432		$	25,846		$	27,841
	Fair value	66			515			1,508			27,979			30,068
	Average yield(b)	2.13		%	4		%	4.93		%	6.78		%	6.63		%
	Certificates of deposit
	Amortized cost	$	1,052		$	51		$	—		$	—		$	1,103
	Fair value	1,050			53			—			—			1,103
	Average yield(b)	0.84		%	3.28		%	—		%	—		%	0.95		%
	Non-U.S. government debt securities
	Amortized cost	$	13,559		$	14,276		$	21,220		$	2,437		$	51,492
	Fair value	13,588			14,610			21,957			2,588			52,743
	Average yield(b)	3.31		%	2.04		%	1.04		%	1.19		%	1.9		%
	Corporate debt securities
	Amortized cost	$	3,830		$	9,619		$	4,523		$	186		$	18,158
	Fair value	3,845			9,852			4,651			184			18,532
	Average yield(b)	2.39		%	2.4		%	2.56		%	3.43		%	2.45		%
	Asset-backed securities
	Amortized cost	$	—		$	2,240		$	17,439		$	22,992		$	42,671
	Fair value	—			2,254			17,541			23,014			42,809
	Average yield(b)	—		%	1.66		%	1.75		%	1.73		%	1.73		%
	Total available-for-sale debt securities
	Amortized cost	$	21,711		$	40,816		$	60,666		$	165,273		$	288,466
	Fair value	21,767			41,751			61,906			170,798			296,222
	Average yield(b)	2.74		%	2.06		%	1.58		%	3.32		%	2.73		%
	Available-for-sale equity securities
	Amortized cost	$	—		$	—		$	—		$	2,513		$	2,513
	Fair value	—			—			—			2,530			2,530
	Average yield(b)	—		%	—		%	—		%	0.25		%	0.25		%
	Total available-for-sale securities
	Amortized cost	$	21,711		$	40,816		$	60,666		$	167,786		$	290,979
	Fair value	21,767			41,751			61,906			173,328			298,752
	Average yield(b)	2.74		%	2.06		%	1.58		%	3.28		%	2.71		%
	Total held-to-maturity securities
	Amortized cost	$	—		$	54		$	487		$	48,711		$	49,252
	Fair value	—			54			512			50,588			51,154
	Average yield(b)	—		%	4.33		%	4.81		%	3.98		%	3.98		%
	(a)	U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at December 31, 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 five years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and four years for nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie1

Securities Financing Activities (Tables)	12 Months Ended
	Dec. 31, 2014
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities purchased under resale agreements, netting & securities borrowed	The following table presents as of December 31, 2014 and 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.
		2014										2013
	December 31, (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	$	341,989	$	(142,719	)	$	199,270				$	354,814		$	(115,408	)	$	239,406
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	15,751					15,751					8,279						8,279
	Total securities purchased under resale agreements	$	357,740	$	(142,719	)	$	215,021		(a)		$	363,093		$	(115,408	)	$	247,685		(a)
	Securities borrowed	$	110,435	N/A			$	110,435		(b)(c)		$	111,465		N/A			$	111,465		(b)(c)
	(a)	At December 31, 2014 and 2013, included securities purchased under resale agreements of $28.6 billion and $25.1 billion, respectively, accounted for at fair value.
	(b)	At December 31, 2014 and 2013, included securities borrowed of $992 million and $3.7 billion, respectively, accounted for at fair value.
	(c)	Included $28.0 billion and $26.9 billion at December 31, 2014 and 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 December 31, 2014 and 2013, regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		2014													2013
					Amounts not nettable on the Consolidated balance sheets(a)														Amounts not nettable on the Consolidated balance sheets(a)
	December 31, (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	$	199,270		$	(196,136	)	$	(232	)	$	2,902			$	239,406			$	(234,495	)	$	(98	)	$	4,813
	Securities borrowed	$	82,464		$	(80,267	)	$	—		$	2,197			$	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 December 31, 2014 and 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.
		2014									2013
	December 31, (in millions)	Gross liability balance		Amounts netted on the Consolidated balance sheets			Net liability balance				Gross liability balance				Amounts netted on the Consolidated balance sheets			Net liability balance
	Securities sold under repurchase agreements
	Securities sold under repurchase agreements with an appropriate legal opinion	$	289,619	$	(142,719	)	$	146,900			$	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)	22,906					22,906				18,143			(f)				18,143			(f)
	Total securities sold under repurchase agreements	$	312,525	$	(142,719	)	$	169,806		(c)	$	275,773			$	(115,408	)	$	160,365		(c)
	Securities loaned(b)	$	25,927	N/A			$	25,927		(d)(e)	$	25,769			N/A			$	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 $4.1 billion and $5.8 billion at December 31, 2014 and 2013, respectively, when acting as lender and as presented within other liabilities in the Consolidated balance sheets.
	(c)	At December 31, 2014 and 2013, included securities sold under repurchase agreements of $3.0 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 at December 31, 2014.
	(e)	Included $537 million and $397 million at December 31, 2014 and 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 December 31, 2014 and 2013, regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The below table excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		2014													2013
					Amounts not nettable on the Consolidated balance sheets(a)														Amounts not nettable on the Consolidated balance sheets(a)
	December 31, (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	$	146,900		$	(143,985	)	$	(363	)	$	2,552			$	142,222		(d)	$	(139,051	)	(d)	$	(450	)	$	2,721
	Securities loaned	$	25,390		$	(25,040	)	$	—		$	350			$	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)	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Loan portfolio segment descriptions	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, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate.
	(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, AM and Corporate. Excludes prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. Classes are internally defined and may not align with regulatory definitions.
	(d)	Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 for additional information on SPEs.
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment.
	December 31, 2014	Consumer, excluding credit card					Credit card(a)					Wholesale					Total
	(in millions)
	Retained		$	294,979				$	128,027				$	324,502				$	747,508		(b)
	Held-for-sale		395					3,021					3,801					7,217
	At fair value		—					—					2,611					2,611
	Total		$	295,374				$	131,048				$	330,914				$	757,336
	December 31, 2013	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 $1.3 billion and $1.9 billion at December 31, 2014 and 2013, respectively.
Schedule of retained loans purchased, sold and reclassified to held-for-sale	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
	Year ended December 31,		Consumer, excluding					Credit card					Wholesale					Total
	(in millions)		credit card
	Purchases			$	7,434		(a)(b)		$	—				$	885				$	8,319
	Sales			6,655					291					7,381					14,327
	Retained loans reclassified to held-for-sale			1,190					3,039					581					4,810
				2013
	Year ended December 31,		Consumer, excluding					Credit card					Wholesale					Total
	(in millions)		credit card
	Purchases			$	7,616		(a)(b)		$	328				$	697				$	8,641
	Sales			4,845					—					4,232					9,077
	Retained loans reclassified to held-for-sale			1,261					309					5,641					7,211
				2012
	Year ended December 31,		Consumer, excluding					Credit card					Wholesale					Total
	(in millions)		credit card
	Purchases			$	6,601		(a)(b)		$	—				$	827				$	7,428
	Sales			1,852					—					3,423					5,275
	Retained loans reclassified to held-for-sale			—					1,043					504					1,547
	(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 $15.1 billion, $5.7 billion and $1.4 billion for the years ended December 31, 2014, 2013 and 2012, respectively.
Schedule of gains/(losses) on loan sales by portfolio segment	The following table provides information about gains and losses, including lower of cost or fair value adjustments, on loan sales by portfolio segment.
	Year ended December 31, (in millions)	2014			2013			2012
	Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)(a)
	Consumer, excluding credit card	$	341		$	313		$	122
	Credit card	(241		)	3			(9		)
	Wholesale	101			(76		)	180
	Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	201		$	240		$	293
	(a)	Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Schedule of loans by portfolio segment	The table below provides information about retained consumer loans, excluding credit card, by class.
	December 31, (in millions)	2014			2013
	Residential real estate – excluding PCI
	Home equity:
	Senior lien	$	16,367		$	17,113
	Junior lien	36,375			40,750
	Mortgages:
	Prime, including option ARMs	104,921			87,162
	Subprime	5,056			7,104
	Other consumer loans
	Auto	54,536			52,757
	Business banking	20,058			18,951
	Student and other	10,970			11,557
	Residential real estate – PCI
	Home equity	17,095			18,927
	Prime mortgage	10,220			12,038
	Subprime mortgage	3,673			4,175
	Option ARMs	15,708			17,915
	Total retained loans	$	294,979		$	288,449
Consumer, excluding credit card | Residential real estate – excluding PCI
Loans and Leases Receivable Disclosure [Line Items]
Schedule of 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
	December 31,	Senior lien							Junior lien							Prime, including option ARMs							Subprime							Total residential real estate – excluding PCI
	(in millions, except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loan delinquency(a)
	Current	$	15,730		$	16,470			$	35,575		$	39,864			$	93,951		$	76,108			$	4,296		$	5,956			$	149,552		$	138,398
	30–149 days past due	275			298				533			662				4,091			3,155				489			646				5,388			4,761
	150 or more days past due	362			345				267			224				6,879			7,899				271			502				7,779			8,970
	Total retained loans	$	16,367		$	17,113			$	36,375		$	40,750			$	104,921		$	87,162			$	5,056		$	7,104			$	162,719		$	152,129
	% of 30+ days past due to total retained loans(b)	3.89		%	3.76		%		2.2		%	2.17		%		1.42		%	2.32		%		15.03		%	16.16		%		2.27		%	3.09		%
	90 or more days past due and still accruing	$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—			$	—		$	—
	90 or more days past due and government guaranteed(c)	—			—				—			—				7,544			7,823				—			—				7,544			7,823
	Nonaccrual loans	938			932				1,590			1,876				2,190			2,666				1,036			1,390				5,754			6,864
	Current estimated LTV ratios(d)(e)(f)(g)
	Greater than 125% and refreshed FICO scores:
	Equal to or greater than 660	$	21		$	40			$	467		$	1,101			$	120		$	236			$	10		$	52			$	618		$	1,429
	Less than 660	10			22				138			346				103			281				51			197				302			846
	101% to 125% and refreshed FICO scores:
	Equal to or greater than 660	134			212				3,149			4,645				648			1,210				118			249				4,049			6,316
	Less than 660	69			107				923			1,407				340			679				298			597				1,630			2,790
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	633			858				6,481			7,995				3,863			4,749				432			614				11,409			14,216
	Less than 660	226			326				1,780			2,128				1,026			1,590				770			1,141				3,802			5,185
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	13,048			13,186				20,030			19,732				81,805			59,634				1,586			1,961				116,469			94,513
	Less than 660	2,226			2,362				3,407			3,396				4,906			5,071				1,791			2,293				12,330			13,122
	U.S. government-guaranteed	—			—				—			—				12,110			13,712				—			—				12,110			13,712
	Total retained loans	$	16,367		$	17,113			$	36,375		$	40,750			$	104,921		$	87,162			$	5,056		$	7,104			$	162,719		$	152,129
	Geographic region
	California	$	2,232		$	2,397			$	8,144		$	9,240			$	28,133		$	21,876			$	718		$	1,069			$	39,227		$	34,582
	New York	2,805			2,732				7,685			8,429				16,550			14,085				677			942				27,717			26,188
	Illinois	1,306			1,248				2,605			2,815				6,654			5,216				207			280				10,772			9,559
	Florida	861			847				1,923			2,167				5,106			4,598				632			885				8,522			8,497
	Texas	1,845			2,044				1,087			1,199				4,935			3,565				177			220				8,044			7,028
	New Jersey	654			630				2,233			2,442				3,361			2,679				227			339				6,475			6,090
	Arizona	927			1,019				1,595			1,827				1,805			1,385				112			144				4,439			4,375
	Washington	506			555				1,216			1,378				2,410			1,951				109			150				4,241			4,034
	Michigan	736			799				848			976				1,203			998				121			178				2,908			2,951
	Ohio	1,150			1,298				778			907				615			466				112			161				2,655			2,832
	All other(h)	3,345			3,544				8,261			9,370				34,149			30,343				1,964			2,736				47,719			45,993
	Total retained loans	$	16,367		$	17,113			$	36,375		$	40,750			$	104,921		$	87,162			$	5,056		$	7,104			$	162,719		$	152,129
	(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.6 billion and $4.7 billion; 30–149 days past due included $3.5 billion and $2.4 billion; and 150 or more days past due included $6.0 billion and $6.6 billion at December 31, 2014 and 2013, respectively.
	(b)	At December 31, 2014 and 2013, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $9.5 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 December 31, 2014 and 2013, these balances included $4.2 billion and $4.7 billion, respectively, of loans that are no longer accruing interest because interest has been curtailed by the U.S. government agencies although, in predominantly all cases, 100% of the principal is still insured. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate.
	(d)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates.
	(e)	Junior lien represents combined LTV, which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property.
	(f)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
	(g)	The prior period prime, including option ARMs have been revised. This revision had no impact on the Firm’s Consolidated balance sheets or its results of operations.
	(h)	At December 31, 2014 and 2013, included mortgage loans insured by U.S. government agencies of $12.1 billion and $13.7 billion, respectively.
Schedule of 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 TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15.
		Home equity														Mortgages														Total residential
																														real estate
	December 31,	Senior lien							Junior lien							Prime, including							Subprime							– excluding PCI
	(in millions)															option ARMs
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Impaired loans
	With an allowance	$	552		$	567			$	722		$	727			$	4,949		$	5,871			$	2,239		$	2,989			$	8,462		$	10,154
	Without an allowance(a)	549			579				582			592				1,196			1,133				639			709				2,966			3,013
	Total impaired loans(b)(c)	$	1,101		$	1,146			$	1,304		$	1,319			$	6,145		$	7,004			$	2,878		$	3,698			$	11,428		$	13,167
	Allowance for loan losses related to impaired loans	$	84		$	94			$	147		$	162			$	127		$	144			$	64		$	94			$	422		$	494
	Unpaid principal balance of impaired loans(d)	1,451			1,515				2,603			2,625				7,813			8,990				4,200			5,461				16,067			18,591
	Impaired loans on nonaccrual status(e)	628			641				632			666				1,559			1,737				931			1,127				3,750			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. At December 31, 2014, Chapter 7 residential real estate loans included approximately 19% of senior lien home equity, 12% of junior lien home equity, 25% of prime mortgages, including option ARMs, and 18% of subprime mortgages that were 30 days or more past due.
	(b)	At December 31, 2014 and 2013, $4.9 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 December 31, 2014 and 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 December 31, 2014 and 2013, nonaccrual loans included $2.9 billion and $3.0 billion, respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework on pages 238–240 of this Note.
Schedule of impaired financing receivables, average recorded investment	The following table presents average impaired loans and the related interest income reported by the Firm.
	Year ended December 31,	Average impaired loans										Interest income on										Interest income on impaired
												impaired loans(a)										loans on a cash basis(a)
	(in millions)	2014			2013			2012				2014			2013			2012				2014			2013			2012
	Home equity
	Senior lien	$	1,122		$	1,151		$	610			$	55		$	59		$	27			$	37		$	40		$	12
	Junior lien	1,313			1,297			848				82			82			42				53			55			16
	Mortgages
	Prime, including option ARMs	6,730			7,214			5,989				262			280			238				54			59			28
	Subprime	3,444			3,798			3,494				182			200			183				51			55			31
	Total residential real estate – excluding PCI	$	12,609		$	13,460		$	10,941			$	581		$	621		$	490			$	195		$	209		$	87
	(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 restructuring on financing receivables	The following table presents new TDRs reported by the Firm.
	Year ended December 31,	2014			2013			2012
	(in millions)
	Home equity:
	Senior lien	$	110		$	210		$	835
	Junior lien	211			388			711
	Mortgages:
	Prime, including option ARMs	287			770			2,918
	Subprime	124			319			1,043
	Total residential real estate – excluding PCI	$	732		$	1,687		$	5,507
Troubled debt restructuring on financing receivables nature and extent of modifications	The following table provides information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt.
	Year ended Dec. 31,	Home equity														Mortgages														Total residential real estate
		Senior lien							Junior lien							Prime, including							Subprime							- excluding PCI
																option ARMs
		2014		2013		2012			2014		2013		2012			2014		2013		2012			2014		2013		2012			2014		2013		2012
	Number	939		1,719		1,695			626		884		918			1,052		2,846		3,895			2,056		4,233		4,841			4,673		9,682		11,349
	of loans approved
	for a trial modification
	Number	1,171		1,765		4,385			2,813		5,040		7,430			2,507		4,356		9,043			3,141		5,364		9,964			9,632		16,525		30,822
	of loans permanently modified
	Concession granted:(a)
	Interest rate reduction	53	%	70	%	83	%		84	%	88	%	88	%		43	%	73	%	74	%		47	%	72	%	69	%		58	%	77	%	77	%
	Term or payment extension	67		76		47			83		80		76			51		73		57			53		56		41			63		70		55
	Principal and/or interest deferred	16		12		6			23		24		17			19		30		16			12		13		7			18		21		12
	Principal forgiveness	36		38		11			22		32		23			51		38		29			53		48		42			41		39		29
	Other(b)	—		—		—			—		—		—			10		23		29			10		14		8			6		11		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 restructuring on financing receivables, financial effects of modifications and re-defaults	The following table provides 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 table presents only the financial effects of permanent modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt.
	Year ended	Home equity																				Mortgages																				Total residential real estate – excluding PCI
	December 31,	Senior lien										Junior lien										Prime, including										Subprime
	(in millions, except weighted-average data and number of loans)																					option ARMs
		2014			2013			2012				2014			2013			2012				2014			2013			2012				2014			2013			2012				2014			2013			2012
	Weighted-average interest rate of loans with interest rate reductions – before TDR	6.38		%	6.35		%	7.2		%		4.81		%	5.05		%	5.45		%		4.82		%	5.28		%	6.14		%		7.16		%	7.33		%	7.73		%		5.61		%	5.88		%	6.57		%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	3.03			3.23			4.61				2			2.14			1.94				2.69			2.77			3.67				3.37			3.52			4.14				2.78			2.92			3.69
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17			19			18				19			20			20				25			25			25				24			24			24				23			23			24
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30			31			28				35			34			32				37			37			36				36			35			32				36			36			34
	Charge-offs recognized upon permanent modification	$	2		$	7		$	8			$	25		$	70		$	65			$	9		$	16		$	35			$	3		$	5		$	29			$	39		$	98		$	137
	Principal deferred	5			7			4				11			24			23				39			129			133				19			43			43				74			203			203
	Principal forgiven	14			30			20				21			51			58				83			206			249				89			218			324				207			505			651
	Balance of loans that redefaulted within one year of permanent modification(a)	$	19		$	26		$	30			$	10		$	20		$	46			$	121		$	164		$	255			$	93		$	106		$	156			$	243		$	316		$	487
	(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.
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The following tables represent the Firm’s delinquency statistics for junior lien home equity loans and lines as of December 31, 2014 and 2013.
			Delinquencies																Total 30+ day delinquency rate
	31-Dec-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)		$	233			$	69			$	141			$	25,252			1.75	%
	Beyond the revolving period		108				37				107				7,979				3.16
	HELOANs		66				20				19				3,144				3.34
	Total		$	407			$	126			$	267			$	36,375			2.2	%
			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)		$	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.
Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below provides information for other consumer retained loan classes, including auto, business banking and student loans.
	December 31,	Auto								Business banking							Student and other								Total other consumer
	(in millions, except ratios)	2014				2013				2014			2013				2014				2013				2014				2013
	Loan delinquency(a)
	Current	$	53,866			$	52,152			$	19,710		$	18,511			$	10,080			$	10,529			$	83,656			$	81,192
	30–119 days past due	663				599				208			280				576				660				1,447				1,539
	120 or more days past due	7				6				140			160				314				368				461				534
	Total retained loans	$	54,536			$	52,757			$	20,058		$	18,951			$	10,970			$	11,557			$	85,564			$	83,265
	% of 30+ days past due to total retained loans	1.23		%		1.15		%		1.73		%	2.32		%		2.15		%	(d)	2.52		%	(d)	1.47		%	(d)	1.6		%	(d)
	90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	367			$	428			$	367			$	428
	Nonaccrual loans	115				161				279			385				270				86				664				632
	Geographic region
	California	$	6,294			$	5,615			$	3,008		$	2,374			$	1,143			$	1,112			$	10,445			$	9,101
	New York	3,662				3,898				3,187			3,084				1,259				1,218				8,108				8,200
	Illinois	3,175				2,917				1,373			1,341				729				740				5,277				4,998
	Florida	2,301				2,012				827			646				521				539				3,649				3,197
	Texas	5,608				5,310				2,626			2,646				868				878				9,102				8,834
	New Jersey	1,945				2,014				451			392				378				397				2,774				2,803
	Arizona	2,003				1,855				1,083			1,046				239				252				3,325				3,153
	Washington	1,019				950				258			234				235				227				1,512				1,411
	Michigan	1,633				1,902				1,375			1,383				466				513				3,474				3,798
	Ohio	2,157				2,229				1,354			1,316				629				708				4,140				4,253
	All other	24,739				24,055				4,516			4,489				4,503				4,973				33,758				33,517
	Total retained loans	$	54,536			$	52,757			$	20,058		$	18,951			$	10,970			$	11,557			$	85,564			$	83,265
	Loans by risk ratings(c)
	Noncriticized	$	9,822			$	9,968			$	14,619		$	13,622			NA				NA				$	24,441			$	23,590
	Criticized performing	35				54				708			711				NA				NA				743				765
	Criticized nonaccrual	—				38				213			316				NA				NA				213				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 $4.3 billion and $4.9 billion; 30-119 days past due included $364 million and $387 million; and 120 or more days past due included $290 million and $350 million at December 31, 2014 and 2013, respectively.
	(b)	These amounts represent student loans, which are insured by U.S. government agencies under the FFELP. These amounts were accruing as reimbursement of insured amounts is proceeding normally.
	(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)	December 31, 2014 and 2013, excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $654 million and $737 million, respectively. These amounts were excluded as reimbursement of insured amounts is proceeding normally.
Schedule of 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.
	December 31,	2014			2013
	(in millions)
	Impaired loans
	With an allowance	$	557		$	571
	Without an allowance(a)	35			47
	Total impaired loans(b)(c)	$	592		$	618
	Allowance for loan losses related to impaired loans	$	117		$	107
	Unpaid principal balance of impaired loans(d)	719			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 $599 million, $648 million and $733 million for the years ended December 31, 2014, 2013 and 2012, respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the years ended December 31, 2014, 2013 and 2012.
	(d)	Represents the contractual amount of principal owed at December 31, 2014 and 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 restructuring 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.
	December 31,	2014			2013
	(in millions)
	Loans modified in troubled debt restructurings(a)(b)	$	442		$	378
	TDRs on nonaccrual status	306			201
	(a)	The impact of these modifications was not material to the Firm for the years ended December 31, 2014 and 2013.
	(b)	Additional commitments to lend to borrowers whose loans have been modified in TDRs as of December 31, 2014 and 2013 were immaterial.
Consumer, excluding credit card | Purchased Credit-Impaired
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans.
	December 31,	Home equity							Prime mortgage							Subprime mortgage							Option ARMs							Total PCI
	(in millions, except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Carrying value(a)	$	17,095		$	18,927			$	10,220		$	12,038			$	3,673		$	4,175			$	15,708		$	17,915			$	46,696		$	53,055
	Related allowance for loan losses(b)	1,758			1,758				1,193			1,726				180			180				194			494				3,325			4,158
	Loan delinquency (based on unpaid principal balance)
	Current	$	16,295		$	18,135			$	8,912		$	10,118			$	3,565		$	4,012			$	13,814		$	15,501			$	42,586		$	47,766
	30–149 days past due	445			583				500			589				536			662				858			1,006				2,339			2,840
	150 or more days past due	1,000			1,112				837			1,169				551			797				1,824			2,716				4,212			5,794
	Total loans	$	17,740		$	19,830			$	10,249		$	11,876			$	4,652		$	5,471			$	16,496		$	19,223			$	49,137		$	56,400
	% of 30+ days past due to total loans	8.15		%	8.55		%		13.05		%	14.8		%		23.37		%	26.67		%		16.26		%	19.36		%		13.33		%	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	$	513		$	1,168			$	45		$	240			$	34		$	115			$	89		$	301			$	681		$	1,824
	Less than 660	273			662				97			290				160			459				150			575				680			1,986
	101% to 125% and refreshed FICO scores:
	Equal to or greater than 660	2,245			3,248				456			1,017				215			316				575			1,164				3,491			5,745
	Less than 660	1,073			1,541				402			884				509			919				771			1,563				2,755			4,907
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	4,171			4,473				2,154			2,787				519			544				2,418			3,311				9,262			11,115
	Less than 660	1,647			1,782				1,316			1,699				1,006			1,197				1,996			2,769				5,965			7,447
	Lower than 80% and refreshed FICO scores:
	Equal to or greater than 660	5,824			5,077				3,663			2,897				719			521				6,593			5,671				16,799			14,166
	Less than 660	1,994			1,879				2,116			2,062				1,490			1,400				3,904			3,869				9,504			9,210
	Total unpaid principal balance	$	17,740		$	19,830			$	10,249		$	11,876			$	4,652		$	5,471			$	16,496		$	19,223			$	49,137		$	56,400
	Geographic region (based on unpaid principal balance)
	California	$	10,671		$	11,937			$	5,965		$	6,845			$	1,138		$	1,293			$	9,190		$	10,419			$	26,964		$	30,494
	New York	876			962				672			807				463			563				933			1,196				2,944			3,528
	Illinois	405			451				301			353				229			283				397			481				1,332			1,568
	Florida	1,696			1,865				689			826				432			526				1,440			1,817				4,257			5,034
	Texas	273			327				92			106				281			328				85			100				731			861
	New Jersey	348			381				279			334				165			213				553			701				1,345			1,629
	Arizona	323			361				167			187				85			95				227			264				802			907
	Washington	959			1,072				225			266				95			112				395			463				1,674			1,913
	Michigan	53			62				166			189				130			145				182			206				531			602
	Ohio	20			23				48			55				72			84				69			75				209			237
	All other	2,116			2,389				1,645			1,908				1,562			1,829				3,025			3,501				8,348			9,627
	Total unpaid principal balance	$	17,740		$	19,830			$	10,249		$	11,876			$	4,652		$	5,471			$	16,496		$	19,223			$	49,137		$	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 accretable yield movement roll forward	The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the years ended December 31, 2014, 2013 and 2012, 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.
	Year ended December 31,	Total PCI
	(in millions, except ratios)	2014				2013				2012
	Beginning balance	$	16,167			$	18,457			$	19,072
	Accretion into interest income	(1,934		)		(2,201		)		(2,491		)
	Changes in interest rates on variable-rate loans	(174		)		(287		)		(449		)
	Other changes in expected cash flows(a)	533				198				2,325
	Balance at December 31	$	14,592			$	16,167			$	18,457
	Accretable yield percentage	4.19		%		4.31		%		4.38		%
	(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 year ended December 31, 2014, other changes in expected cash flows were driven by changes in prepayment assumptions. For the year ended December 31, 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. For the year ended December 31, 2012, other changes in expected cash flows were principally driven by the impact of modifications, but also related to changes in prepayment assumptions.
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Schedule of 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 December 31, 2014 and 2013.
			Delinquencies																Total 30+ day delinquency rate
	31-Dec-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)		$	155			$	50			$	371			$	8,972			6.42	%
	Beyond the revolving period(c)		76				24				166				4,143				6.42
	HELOANs		20				7				38				736				8.83
	Total		$	251			$	81			$	575			$	13,851			6.55	%
			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.
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below sets forth information about the Firm’s credit card loans.
	As of or for the year ended December 31,	2014			2013
	(in millions, except ratios)
	Net charge-offs	$	3,429		$	3,879
	% of net charge-offs to retained loans	2.75		%	3.14		%
	Loan delinquency
	Current and less than 30 days past due	$	126,189		$	125,335
	and still accruing
	30–89 days past due and still accruing	943			1,108
	90 or more days past due and still accruing	895			1,022
	Nonaccrual loans	—			—
	Total retained credit card loans	$	128,027		$	127,465
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.44		%	1.67		%
	% of 90+ days past due to total retained loans	0.7			0.8
	Credit card loans by geographic region
	California	$	17,940		$	17,194
	Texas	11,088			10,400
	New York	10,940			10,497
	Illinois	7,497			7,412
	Florida	7,398			7,178
	New Jersey	5,750			5,554
	Ohio	4,707			4,881
	Pennsylvania	4,489			4,462
	Michigan	3,552			3,618
	Virginia	3,263			3,239
	All other	51,403			53,030
	Total retained credit card loans	$	128,027		$	127,465
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	85.7		%	85.1		%
	Less than 660	14.3			14.9
Schedule of 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.
	December 31, (in millions)	2014			2013
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	1,775		$	2,746
	Modified credit card loans that have reverted to pre-modification payment terms(d)	254			369
	Total impaired credit card loans(e)	$	2,029		$	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 December 31, 2014 and 2013, $159 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 $95 million and $143 million at December 31, 2014 and 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.
Schedule of impaired financing receivables, average recorded investment	The following table presents average balances of impaired credit card loans and interest income recognized on those loans.
	Year ended December 31,		2014			2013			2012
	(in millions)
	Average impaired credit card loans		$	2,503		$	3,882		$	5,893
	Interest income on		123			198			308
	impaired credit card loans
Troubled debt restructuring on financing receivables, financial effects of modifications and re-defaults	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.
	Year ended December 31,		2014			2013			2012
	(in millions, except
	weighted-average data)
	Weighted-average interest rate of loans – before TDR		14.96		%	15.37		%	15.67		%
	Weighted-average interest rate of loans – after TDR		4.4			4.38			5.19
	Loans that redefaulted within one year of modification(a)		$	119		$	167		$	309
	(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
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment.
	As of or for the year ended December 31,	Commercial							Real estate							Financial							Government agencies							Other(d)							Total
	(in millions, except ratios)	and industrial														institutions																					retained loans
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Loans by risk ratings
	Investment grade	$	63,069		$	57,690			$	61,006		$	52,195			$	27,111		$	26,712			$	8,393		$	9,979			$	82,087		$	79,494			$	241,666		$	226,070
	Noninvestment grade:
	Noncriticized	44,117			43,477				16,541			14,381				7,085			6,674				300			440				10,075			10,992				78,118			75,964
	Criticized performing	2,251			2,385				1,313			2,229				316			272				3			42				236			480				4,119			5,408
	Criticized nonaccrual	188			294				253			346				18			25				—			1				140			155				599			821
	Total noninvestment grade	46,556			46,156				18,107			16,956				7,419			6,971				303			483				10,451			11,627				82,836			82,193
	Total retained loans	$	109,625		$	103,846			$	79,113		$	69,151			$	34,530		$	33,683			$	8,696		$	10,462			$	92,538		$	91,121			$	324,502		$	308,263
	% of total criticized to total retained loans	2.22		%	2.58		%		1.98		%	3.72		%		0.97		%	0.88		%		0.03		%	0.41		%		0.41		%	0.7		%		1.45		%	2.02		%
	% of nonaccrual loans to total retained loans	0.17			0.28				0.32			0.5				0.05			0.07				—			0.01				0.15			0.17				0.18			0.27
	Loans by geographic distribution(a)
	Total non-U.S.	$	33,739		$	34,440			$	2,099		$	1,369			$	20,944		$	22,726			$	1,122		$	2,146			$	42,961		$	43,376			$	100,865		$	104,057
	Total U.S.	75,886			69,406				77,014			67,782				13,586			10,957				7,574			8,316				49,577			47,745				223,637			204,206
	Total retained loans	$	109,625		$	103,846			$	79,113		$	69,151			$	34,530		$	33,683			$	8,696		$	10,462			$	92,538		$	91,121			$	324,502		$	308,263
	Net charge-offs/(recoveries)	$	22		$	99			$	(9	)	$	6			$	(12	)	$	(99	)		$	25		$	1			$	(14	)	$	9			$	12		$	16
	% of net charge-offs/(recoveries) to end-of-period retained loans	0.02		%	0.1		%		(0.01		)%	0.01		%		(0.04		)%	(0.29		)%		0.29		%	0.01		%		(0.02		)%	0.01		%		—		%	0.01		%
	Loan delinquency(b)
	Current and less than 30 days past due and still accruing	$	108,857		$	103,357			$	78,552		$	68,627			$	34,408		$	33,426			$	8,627		$	10,421			$	91,168		$	89,717			$	321,612		$	305,548
	30–89 days past due and still accruing	566			181				275			164				104			226				69			40				1,201			1,233				2,215			1,844
	90 or more days past due and still accruing(c)	14			14				33			14				—			6				—			—				29			16				76			50
	Criticized nonaccrual	188			294				253			346				18			25				—			1				140			155				599			821
	Total retained loans	$	109,625		$	103,846			$	79,113		$	69,151			$	34,530		$	33,683			$	8,696		$	10,462			$	92,538		$	91,121			$	324,502		$	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 pages 255–256 of this Note.
	(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 for additional information on SPEs.
Schedule of impaired financing receivables	The table below sets forth information about the Firm’s wholesale impaired loans.
	December 31,	Commercial							Real estate							Financial							Government							Other							Total
	(in millions)	and industrial														institutions							agencies														retained loans
		2014			2013				2014			2013				2014			2013				2014			2013				2014			2013				2014				2013
	Impaired loans
	With an allowance	$	174		$	236			$	193		$	258			$	15		$	17			$	—		$	1			$	89		$	85			$	471			$	597
	Without an allowance(a)	24			58				87			109				3			8				—			—				52			73				166				248
	Total impaired loans	$	198		$	294			$	280		$	367			$	18		$	25			$	—		$	1			$	141		$	158			$	637		(c)	$	845		(c)
	Allowance for loan losses related to impaired loans	$	34		$	75			$	36		$	63			$	4		$	16			$	—		$	—			$	13		$	27			$	87			$	181
	Unpaid principal balance of impaired loans(b)	266			448				345			454				22			24				—			1				202			241				835				1,168
	(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 December 31, 2014 and 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.
Schedule of impaired financing receivables, average recorded investment	The following table presents the Firm’s average impaired loans for the years ended 2014, 2013 and 2012.
	Year ended December 31, (in millions)	2014			2013			2012
	Commercial and industrial	$	243		$	412		$	873
	Real estate	297			484			784
	Financial institutions	20			17			17
	Government agencies	—			—			9
	Other	155			211			277
	Total(a)	$	715		$	1,124		$	1,960
	(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the years ended December 31, 2014, 2013 and 2012.
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Schedule of 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. The real estate class primarily consists of secured commercial loans mainly to borrowers for multi-family and commercial lessor properties. Multifamily lending specifically finances apartment buildings. Commercial lessors receive financing specifically for real estate leased to retail, office and industrial tenants. Commercial construction and development loans represent financing for the construction of apartments, office and professional buildings and malls. Other real estate loans include lodging, real estate investment trusts (“REITs”), single-family, homebuilders and other real estate.
	December 31,	Multifamily							Commercial lessors							Commercial construction and development							Other							Total real estate loans
	(in millions, except ratios)	2014			2013				2014			2013				2014			2013				2014			2013				2014			2013
	Real estate retained loans	$	51,049		$	44,389			$	17,438		$	15,949			$	4,264		$	3,674			$	6,362		$	5,139			$	79,113		$	69,151
	Criticized	652			1,142				841			1,323				42			81				31			29				1,566			2,575
	% of criticized to total real estate retained loans	1.28		%	2.57		%		4.82		%	8.3		%		0.98		%	2.2		%		0.49		%	0.56		%		1.98		%	3.72		%
	Criticized nonaccrual	$	126		$	191			$	110		$	143			$	—		$	3			$	17		$	9			$	253		$	346
	% of criticized nonaccrual to total real estate retained loans	0.25		%	0.43		%		0.63		%	0.9		%		—		%	0.08		%		0.27		%	0.18		%		0.32		%	0.5		%

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 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
	Year ended December 31,	Consumer,				Credit card				Wholesale				Total
	(in millions)	excluding
		credit card
	Allowance for loan losses
	Beginning balance at January 1,	$	8,456			$	3,795			$	4,013			$	16,264
	Gross charge-offs	2,132				3,831				151				6,114
	Gross recoveries	(814		)		(402		)		(139		)		(1,355		)
	Net charge-offs/(recoveries)	1,318				3,429				12				4,759
	Write-offs of PCI loans(a)	533				—				—				533
	Provision for loan losses	414				3,079				(269		)		3,224
	Other	31				(6		)		(36		)		(11		)
	Ending balance at December 31,	$	7,050			$	3,439			$	3,696			$	14,185
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	539			$	500		(c)	$	87			$	1,126
	Formula-based	3,186				2,939				3,609				9,734
	PCI	3,325				—				—				3,325
	Total allowance for loan losses	$	7,050			$	3,439			$	3,696			$	14,185
	Loans by impairment methodology
	Asset-specific	$	12,020			$	2,029			$	637			$	14,686
	Formula-based	236,263				125,998				323,861				686,122
	PCI	46,696				—				4				46,700
	Total retained loans	$	294,979			$	128,027			$	324,502			$	747,508
	Impaired collateral-dependent loans
	Net charge-offs	$	133			$	—			$	21			$	154
	Loans measured at fair value of collateral less cost to sell	3,025				—				326				3,351
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	8			$	—			$	697			$	705
	Provision for lending-related commitments	5				—				(90		)		(85		)
	Other	—				—				2				2
	Ending balance at December 31,	$	13			$	—			$	609			$	622
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—			$	—			$	60			$	60
	Formula-based	13				—				549				562
	Total allowance for lending-related commitments	$	13			$	—			$	609			$	622
	Lending-related commitments by impairment methodology
	Asset-specific	$	—			$	—			$	103			$	103
	Formula-based	58,153				525,963				471,953				1,056,069
	Total lending-related commitments	$	58,153			$	525,963			$	472,056			$	1,056,172
	(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 a PCI loan is recognized when the underlying loan is removed from a pool (e.g., upon liquidation). During the fourth quarter of 2014, the Firm recorded a $291 million adjustment to reduce the PCI allowance and the recorded investment in the Firm’s PCI loan portfolio, primarily reflecting the cumulative effect of interest forgiveness modifications. This adjustment had no impact to the Firm’s Consolidated statements of income.
	(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.
	(table continued from previous page)
	2013															2012
	Consumer,				Credit card				Wholesale			Total				Consumer,			Credit card				Wholesale			Total
	excluding															excluding
	credit card															credit card
	$	12,292			$	5,501			$	4,143		$	21,936			$	16,294		$	6,999			$	4,316		$	27,609
	2,754				4,472				241			7,467				4,805			5,755				346			10,906
	(847		)		(593		)		(225		)	(1,665		)		(508		)	(811		)		(524		)	(1,843		)
	1,907				3,879				16			5,802				4,297			4,944				(178		)	9,063
	53				—				—			53				—			—				—			—
	(1,872		)		2,179				(119		)	188				302			3,444				(359		)	3,387
	(4		)		(6		)		5			(5		)		(7		)	2				8			3
	$	8,456			$	3,795			$	4,013		$	16,264			$	12,292		$	5,501			$	4,143		$	21,936
	$	601			$	971		(c)	$	181		$	1,753			$	729		$	1,681		(c)	$	319		$	2,729
	3,697				2,824				3,832			10,353				5,852			3,820				3,824			13,496
	4,158				—				—			4,158				5,711			—				—			5,711
	$	8,456			$	3,795			$	4,013		$	16,264			$	12,292		$	5,501			$	4,143		$	21,936
	$	13,785			$	3,115			$	845		$	17,745			$	13,938		$	4,762			$	1,475		$	20,175
	221,609				124,350				307,412			653,371				218,945			123,231				304,728			646,904
	53,055				—				6			53,061				59,737			—				19			59,756
	$	288,449			$	127,465			$	308,263		$	724,177			$	292,620		$	127,993			$	306,222		$	726,835
$	235			$	—			$	37		$	272			$	973		$	—			$	77		$	1,050
3,105				—				362			3,467				3,272			—				445			3,717
$	7			$	—			$	661		$	668			$	7		$	—			$	666		$	673
1				—				36			37				—			—				(2		)	(2		)
—				—				—			—				—			—				(3		)	(3		)
$	8			$	—			$	697		$	705			$	7		$	—			$	661		$	668
$	—			$	—			$	60		$	60			$	—		$	—			$	97		$	97
8				—				637			645				7			—				564			571
$	8			$	—			$	697		$	705			$	7		$	—			$	661		$	668
$	—			$	—			$	206		$	206			$	—		$	—			$	355		$	355
56,057				529,383				446,026			1,031,466				60,156			533,018				434,459			1,027,633
$	56,057			$	529,383			$	446,232		$	1,031,672			$	60,156		$	533,018			$	434,814		$	1,027,988

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	12 Months Ended
	Dec. 31, 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 269 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and pages 269–270 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)
	December 31, 2014 (a) (in billions)	Total assets held by securitization VIEs		Assets held in consolidated securitization VIEs		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	96.3	$	2.7	$	78.3			$	0.5	$	0.7		$	1.2
	Subprime	28.4		0.8		25.7				0.1		—			0.1
	Commercial and other(b)	129.6		0.2		94.4				0.4		3.5			3.9
	Total	$	254.3	$	3.7	$	198.4			$	1	$	4.2		$	5.2
		Principal amount outstanding								JPMorgan Chase interest in securitized assets in nonconsolidated VIEs(c)(d)(e)
	December 31, 2013(a) (in billions)	Total assets held by securitization VIEs		Assets held in consolidated securitization VIEs		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	109.2	$	3.2	$	90.4			$	0.5	$	0.3		$	0.8
	Subprime	32.1		1.3		28				0.1		—			0.1
	Commercial and other(b)	130.4		—		98				0.5		3.5			4
	Total	$	271.7	$	4.5	$	216.4			$	1.1	$	3.8		$	4.9
	(a)	Excludes U.S. government agency securitizations. See pages 269–270 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 17 for a discussion of MSRs); securities retained from loan 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 6 for further information on derivatives); senior and subordinated securities of $136 million and $34 million, respectively, at December 31, 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 December 31, 2014 and 2013, 77% 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 $1.1 billion and $551 million of investment-grade and $185 million and $260 million of noninvestment-grade retained interests at December 31, 2014 and 2013, respectively. The retained interests in commercial and other securitizations trusts consisted of $3.7 billion and $3.9 billion of investment-grade and $194 million and $80 million of noninvestment-grade retained interests at December 31, 2014 and 2013, respectively.
Firm's exposure to nonconsolidated municipal bond VIEs	The Firm’s exposure to nonconsolidated municipal bond VIEs at December 31, 2014 and 2013, including the ratings profile of the VIEs’ assets, was as follows.
	December 31,	Fair value of assets held by VIEs		Liquidity facilities		Excess/(deficit)(a)			Maximum exposure
	(in billions)
	Nonconsolidated municipal bond vehicles
	2014	$	11.5	$	6.3	$	5.2		$	6.3
	2013	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
	December 31,	AAA to AAA-		AA+ to AA-		A+ to A-			BBB+ to BBB-			BB+ and below
	(in billions, except where otherwise noted)
	2014	$	2.7	$	8.4	$	0.4		$	—		$	—		$	11.5		4.9
	2013	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 December 31, 2014 and 2013.
		Assets										Liabilities
	December 31, 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	$	—	$	48.3	$	0.7		$	49		$	31.2		$	—		$	31.2
	Firm-administered multi-seller conduits	—		17.7		0.1			17.8			12			—			12
	Municipal bond vehicles	5.3		—		—			5.3			4.9			—			4.9
	Mortgage securitization entities(b)	3.3		0.7		—			4			2.1			0.8			2.9
	Student loan securitization entities	0.2		2.2		—			2.4			2.1			—			2.1
	Other	0.3		—		1			1.3			0.1			0.1			0.2
	Total	$	9.1	$	68.9	$	1.8		$	79.8		$	52.4		$	0.9		$	53.3
		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, derivative receivables, 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 $35.4 billion and $31.8 billion at December 31, 2014 and 2013, respectively. The maturities of the long-term beneficial interests as of December 31, 2014, were as follows: $10.9 billion under one year, $19.0 billion between one and five years, and $5.5 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 years ended December 31, 2014, 2013 and 2012, 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.
		2014					2013						2012
	Year ended December 31,	Residential mortgage(d)(e)		Commercial and other(e)(f)			Residential mortgage(d)(e)			Commercial and other(e)(f)			Residential mortgage(d)(e)			Commercial and other(e)(f)
	(in millions, except rates)(a)
	Principal securitized	$	2,558	$	11,911		$	1,404		$	11,318		$	—		$	5,421
	All cash flows during the period:
	Proceeds from new securitizations(b)	$	2,569	$	12,079		$	1,410		$	11,507		$	—		$	5,705
	Servicing fees collected	557		4			576			5			662			4
	Purchases of previously transferred financial assets (or the underlying collateral)(c)	121		—			294			—			222			—
	Cash flows received on interests	179		578			156			325			185			163
	(a)	Excludes re-securitization transactions.
	(b)	Proceeds from residential mortgage securitizations were received in the form of securities. During 2014, $2.4 billion of residential mortgage securitizations were received as securities and classified in level 2, and $185 million were in level 3 of the fair value hierarchy. During 2013, $1.4 billion of residential mortgage securitizations were received as securities and classified in level 2 of the fair value hierarchy. Proceeds from commercial mortgage securitizations were received as securities and cash. During 2014, $11.4 billion of proceeds from commercial mortgage securitizations were received as securities and classified in level 2, and $130 million of proceeds were classified as level 3 of the fair value hierarchy; and $568 million of proceeds from commercial mortgage securitizations were received as cash. During 2013, $11.3 billion of commercial mortgage securitizations were classified in level 2 of the fair value hierarchy, and $207 million of proceeds from commercial mortgage securitizations were received as cash. During 2012, $5.7 billion of commercial mortgage securitizations were classified in level 2 of the fair value hierarchy.
	(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)	Key assumptions used to measure residential mortgage retained interests originated during the year included weighted-average life (in years) of
	5.9 and 3.9 for the years ended December 31, 2014 and 2013, respectively, and weighted-average discount rate of 3.4% and 2.5% for the years ended December 31, 2014 and 2013, respectively. There were no residential mortgage securitizations during 2012. Key assumptions used to measure commercial and other retained interests originated during the year included weighted-average life (in years) of 6.5, 8.3 and 8.8 for the years ended December 31, 2014, 2013, and 2012, respectively, and weighted-average discount rate of 4.8%, 3.2% and 3.6% for the years ended December 31, 2014, 2013 and 2012, respectively.
	(f) 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.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Carrying value of loans sold(a)	$	55,802	$	166,028	$	179,008
	Proceeds received from loan sales as cash	$	260	$	782	$	195
	Proceeds from loans sales as securities(b)	55,117		163,373		176,592
	Total proceeds received from loan sales(c)	$	55,377	$	164,155	$	176,787
	Gains on loan sales(d)	$	316	$	302	$	141
	(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 December 31, 2014 and 2013.
		Securitized assets					90 days past due						Liquidation losses
	As of or for the year ended December 31, (in millions)	2014		2013			2014			2013			2014			2013
	Securitized loans(a)
	Residential mortgage:
	Prime/ Alt-A & Option ARMs	$	78,294	$	90,381		$	11,363		$	14,882		$	2,166		$	4,688
	Subprime mortgage	25,659		28,008			6,473			7,726			1,931			2,420
	Commercial and other	94,438		98,018			1,522			2,350			1,267			1,003
	Total loans securitized(b)	$	198,391	$	216,407		$	19,358		$	24,958		$	5,364		$	8,111
	(a)	Total assets held in securitization-related SPEs were $254.3 billion and $271.7 billion, respectively, at December 31, 2014 and 2013. The $198.4 billion and $216.4 billion, respectively, of loans securitized at December 31, 2014 and 2013, excludes: $52.2 billion and $50.8 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $3.7 billion and $4.5 billion, respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at December 31, 2014 and 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)	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill attributed to the business segments	The following table presents goodwill attributed to the business segments.
	December 31, (in millions)	2014			2013			2012
	Consumer & Community Banking	$	30,941		$	30,985		$	31,048
	Corporate & Investment Bank	6,780			6,888			6,895
	Commercial Banking	2,861			2,862			2,863
	Asset Management	6,964			6,969			6,992
	Corporate(a)	101			377			377
	Total goodwill	$	47,647		$	48,081		$	48,175
	(a)	The remaining $101 million of Private Equity goodwill was disposed of as part of the Private Equity sale completed in January 2015. For further information on the Private Equity sale, see Note 2.
	The following table presents changes in the carrying amount of goodwill.
	Year ended December 31,	2014				2013				2012
	(in millions)
	Balance at beginning of period	$	48,081			$	48,175			$	48,188
	Changes during the period from:
	Business combinations	43				64				43
	Dispositions	(80		)		(5		)		(4		)
	Other(a)	(397		)		(153		)		(52		)
	Balance at December 31,	$	47,647			$	48,081			$	48,175
	(a)	Includes foreign currency translation adjustments, other tax-related adjustments, and, during 2014, goodwill impairment associated with the Firm’s Private Equity business of $276 million.
Mortgage servicing rights activity	The following table summarizes MSR activity for the years ended December 31, 2014, 2013 and 2012.
	As of or for the year ended December 31, (in millions, except where otherwise noted)	2014				2013				2012
	Fair value at beginning of period	$	9,614			$	7,614			$	7,223
	MSR activity:
	Originations of MSRs	757				2,214				2,376
	Purchase of MSRs	11				1				457
	Disposition of MSRs(a)	(209		)		(725		)		(579		)
	Net additions	559				1,490				2,254
	Changes due to collection/realization of expected cash flows(b)	(911		)		(1,102		)		(1,228		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(c)	(1,608		)		2,122				(589		)
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)(d)	133				109				(452		)
	Discount rates	(459		)	(h)	(78		)		(98		)
	Prepayment model changes and other(e)	108				(541		)		504
	Total changes in valuation due to other inputs and assumptions	(218		)		(510		)		(46		)
	Total changes in valuation due to inputs and assumptions(b)	$	(1,826	)		$	1,612			$	(635	)
	Fair value at December 31,(f)	$	7,436			$	9,614			$	7,614
	Change in unrealized gains/(losses) included in income related to MSRs	$	(1,826	)		$	1,612			$	(635	)
	held at December 31,
	Contractual service fees, late fees and other ancillary fees included in income	$	2,884			$	3,309			$	3,783
	Third-party mortgage loans serviced at December 31, (in billions)	$	756			$	822			$	867
	Servicer advances, net of an allowance for uncollectible amounts, at December 31, (in billions)(g)	$	8.5			$	9.6			$	10.9
	(a)	Predominantly represents excess mortgage servicing rights transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs in 2013 and 2012.
	(b)	Included changes related to commercial real estate of $(7) million, $(5) million and $(8) million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(c)	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.
	(d)	For the year ended December 31, 2013, the increase was driven by the inclusion in the MSR valuation model of servicing fees receivable on certain delinquent loans.
	(e)	Represents changes in prepayments other than those attributable to changes in market interest rates. For the year ended December 31, 2013, the decrease was driven by changes in the inputs and assumptions used to derive prepayment speeds, primarily increases in home prices.
	(f)	Included $11 million, $18 million and $23 million related to commercial real estate at December 31, 2014, 2013, and 2012, respectively.
	(g)	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 these 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.
	(h)	For the year ending December 31, 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.
CCB 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 years ended December 31, 2014, 2013 and 2012.
	Year ended December 31,	2014				2013				2012
	(in millions)
	CCB mortgage fees and related income
	Net production revenue:
	Production revenue	$	732			$	2,673			$	5,783
	Repurchase (losses)/benefits	458				331				(272		)
	Net production revenue	1,190				3,004				5,511
	Net mortgage servicing revenue
	Operating revenue:
	Loan servicing revenue	3,303				3,552				3,772
	Changes in MSR asset fair value due to collection/realization of expected cash flows	(905		)		(1,094		)		(1,222		)
	Total operating revenue	2,398				2,458				2,550
	Risk management:
	Changes in MSR asset fair value	(1,606		)		2,119				(587		)
	due to market interest rates and
	other(a)
	Other changes in MSR asset fair value due to other inputs and assumptions in model(b)	(218		)		(511		)		(46		)
	Change in derivative fair value and other	1,796				(1,875		)		1,252
	Total risk management	(28		)		(267		)		619
	Total CCB net mortgage servicing revenue	2,370				2,191				3,169
	All other	3				10				7
	Mortgage fees and related income	$	3,563			$	5,205			$	8,687
	(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). For the year ended December 31, 2013, the decrease was driven by changes in the inputs and assumptions used to derive prepayment speeds, primarily increases in home prices.
Key economic assumptions used to determine the fair value of the Firm's Mortgage Servicing Rights (MSRs)	The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at December 31, 2014 and 2013, and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.
	December 31,	2014				2013
	(in millions, except rates)
	Weighted-average prepayment speed assumption (“CPR”)	9.8		%		8.07		%
	Impact on fair value of 10% adverse change	$	(337	)		$	(362	)
	Impact on fair value of 20% adverse change	(652		)		(705		)
	Weighted-average option adjusted spread	9.43		%		7.77		%
	Impact on fair value of 100 basis points adverse change	$	(300	)		$	(389	)
	Impact on fair value of 200 basis points adverse change	(578		)		(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.
		2014										2013
		Gross amount(a)			Accumulated amortization(a)			Net				Gross amount			Accumulated amortization		Net
	December 31, (in millions)							carrying value									carrying value
	Purchased credit card relationships	$	200		$	166		$	34			$	3,540		$	3,409	$	131
	Other credit card-related intangibles	497			378			$	119			542			369		$	173
	Core deposit intangibles	814			757			$	57			4,133			3,974		$	159
	Other intangibles(b)	1,880			898			$	982			2,374			1,219		$	1,155
	Total other intangible assets	$	3,391		$	2,199		$	1,192			$	10,589		$	8,971	$	1,618
	(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.
	Year ended December 31, (in millions)	2014				2013				2012
	Purchased credit card relationships	$	97			$	195			$	309
	Other credit card-related intangibles	51				58				265
	Core deposit intangibles	102				196				239
	Other intangibles	130				188				144
	Total amortization expense(a)	$	380			$	637			$	957
	(a)	The decline in amortization expense during 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.
Schedule of finite-lived intangible assets, future amortization expense	The following table presents estimated future amortization expense related to credit card relationships, core deposits and other intangible assets at December 31, 2014.
	Year ended December 31, (in millions)	Purchased credit card relationships			Other credit			Core deposit intangibles			Other			Total
					card-related intangibles						intangibles
	2015	$	13		$	38		$	26		$	89		$	166
	2016	6			33			14			73			126
	2017	5			28			7			70			110
	2018	3			20			5			50			78
	2019	2			—			3			37			42

Deposits_Tables

Deposits (Tables)	12 Months Ended
	Dec. 31, 2014
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At December 31, 2014 and 2013, noninterest-bearing and interest-bearing deposits were as follows.
	December 31, (in millions)	2014			2013
	U.S. offices
	Noninterest-bearing	$	437,558		$	389,863
	Interest-bearing
	Demand(a)	90,319			84,631
	Savings(b)	466,730			450,405
	Time (included $7,501 and $5,995 at fair value)(c)	86,301			91,356
	Total interest-bearing deposits	643,350			626,392
	Total deposits in U.S. offices	1,080,908			1,016,255
	Non-U.S. offices
	Noninterest-bearing	19,078			17,611
	Interest-bearing
	Demand	217,011			214,391
	Savings	2,673			1,083
	Time (included $1,306 and $629 at fair value)(c)	43,757			38,425
	Total interest-bearing deposits	263,441			253,899
	Total deposits in non-U.S. offices	282,519			271,510
	Total deposits	$	1,363,427		$	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.
Time deposits one hundred thousand or more	At December 31, 2014 and 2013, time deposits in denominations of $100,000 or more were as follows.
	December 31, (in millions)		2014			2013
	U.S. offices		$	71,630		$	74,804
	Non-U.S. offices		43,743			38,412
	Total		$	115,373		$	113,216
Time deposits, by maturity	At December 31, 2014, the maturities of interest-bearing time deposits were as follows.
	December 31, 2014
	(in millions)		U.S.			Non-U.S.		Total
	2015		$	70,929		$	43,031	$	113,960
	2016		6,511			424		6,935
	2017		1,480			61		1,541
	2018		1,750			75		1,825
	2019		1,423			166		1,589
	After 5 years		4,208			—		4,208
	Total		$	86,301		$	43,757	$	130,058

Accounts_Payable_and_Other_Lia1

Accounts Payable and Other Liabilities (Tables)	12 Months Ended
	Dec. 31, 2014
Accounts Payable and Accrued Liabilities [Abstract]
Components of accounts payable and other liabilities	The following table details the components of accounts payable and other liabilities.
	December 31, (in millions)		2014		2013
	Brokerage payables(a)		$	134,467	$	116,391
	Accounts payable and other liabilities(b)		72,487		78,100
	Total		$	206,954	$	194,491
	(a)	Includes payables to customers, brokers, dealers and clearing organizations, and payables from security purchases that did not settle.
	(b)	Includes $36 million and $25 million accounted for at fair value at December 31, 2014 and 2013, respectively.

LongTerm_debt_Tables

Long-Term debt (Tables)	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Long-term debt carrying values by contractual maturity	The following table is a summary of long-term debt carrying values (including unamortized original issue discount, valuation adjustments and fair value adjustments, where applicable) by remaining contractual maturity as of December 31, 2014.
	By remaining maturity at		2014													2013
	December 31,
	(in millions, except rates)		Under 1 year			1-5 years			After 5 years			Total				Total
	Parent company
	Senior debt:	Fixed rate	$	13,214		$	46,275		$	49,300		$	108,789			$	101,074
		Variable rate	7,196			28,482			6,572			42,250				41,030
		Interest rates(a)	0.33-6.75%			0.27-7.25%			0.18-6.40%			0.18-7.25%				0.19-7.25%
	Subordinated debt:	Fixed rate	$	2,581		$	2,373		$	11,763		$	16,717			$	15,198
		Variable rate	1,446			2,000			9			3,455				4,566
		Interest rates(a)	0.48-5.25%			1.06-8.53%			3.38-8.00%			0.48-8.53%				0.63-8.53%
		Subtotal	$	24,437		$	79,130		$	67,644		$	171,211			$	161,868
	Subsidiaries
	Federal Home Loan Banks (“FHLB”) advances:	Fixed rate	$	2,006		$	32		$	166		$	2,204			$	3,236
		Variable rate	7,800			53,490			1,500			62,790				58,640
		Interest rates(a)	0.27-2.04%			0.11-0.43%			0.39		%	0.11-2.04%				0.16-2.04%
	Senior debt:	Fixed rate	$	334		$	1,493		$	3,924		$	5,751			$	5,428
		Variable rate	3,805			13,692			2,587			20,084				23,458
		Interest rates(a)	0.36-0.48%			0.26-8.00%			1.30-7.28%			0.26-8.00%				0.12-8.00%
	Subordinated debt:	Fixed rate	$	—		$	5,289		$	1,647		$	6,936			$	7,286
		Variable rate	—			2,364			—			2,364				2,528
		Interest rates(a)	—		%	0.57-6.00%			4.38-8.25%			0.57-8.25%				0.57-8.25%
		Subtotal	$	13,945		$	76,360		$	9,824		$	100,129			$	100,576
	Junior subordinated debt:	Fixed rate	$	—		$	—		$	2,226		$	2,226			$	2,176
		Variable rate	—			—			3,270			3,270				3,269
		Interest rates(a)	—		%	—		%	0.73-8.75%			0.73-8.75%				0.74-8.75%
		Subtotal	$	—		$	—		$	5,496		$	5,496			$	5,445
	Total long-term debt(b)(c)(d)		$	38,382		$	155,490		$	82,964		$	276,836		(f)(g)	$	267,889
	Long-term beneficial interests:
		Fixed rate	$	4,650		$	7,924		$	1,398		$	13,972			$	10,958
		Variable rate	6,230			11,079			4,128			21,437				20,872
		Interest rates	0.18-1.36%			0.20-5.23%			0.05-15.93%			0.05-15.93%				0.04-15.93%
	Total long-term beneficial interests(e)		$	10,880		$	19,003		$	5,526		$	35,409			$	31,830
	(a)	The interest rates shown are the range of contractual rates in effect at year-end, including non-U.S. dollar fixed- and variable-rate issuances, which excludes the effects of the associated derivative instruments used in hedge accounting relationships, if applicable. The use of these derivative instruments modifies the Firm’s exposure to the contractual interest rates disclosed in the table above. Including the effects of the hedge accounting derivatives, the range of modified rates in effect at December 31, 2014, for total long-term debt was (0.10)% to 8.55%, versus the contractual range of 0.11% to 8.75% presented in the table above. The interest rate ranges shown exclude structured notes accounted for at fair value.
	(b)	Included long-term debt of $69.2 billion and $68.4 billion secured by assets totaling $156.7 billion and $131.3 billion at December 31, 2014 and 2013, respectively. The amount of long-term debt secured by assets does not include amounts related to hybrid instruments.
	(c)	Included $30.2 billion and $28.9 billion of long-term debt accounted for at fair value at December 31, 2014 and 2013, respectively.
	(d)	Included $2.9 billion and $2.7 billion of outstanding zero-coupon notes at December 31, 2014 and 2013, respectively. The aggregate principal amount of these notes at their respective maturities is $7.5 billion and $4.5 billion, respectively.
	(e)	Included on the Consolidated balance sheets in beneficial interests issued by consolidated VIEs. Also included $2.2 billion and $2.0 billion of outstanding structured notes accounted for at fair value at December 31, 2014 and 2013, respectively. Excluded short-term commercial paper and other short-term beneficial interests of $17.0 billion and $17.8 billion at December 31, 2014 and 2013, respectively.
	(f)	At December 31, 2014, long-term debt in the aggregate of $23.5 billion was redeemable at the option of JPMorgan Chase, in whole or in part, prior to maturity, based on the terms specified in the respective notes.
	(g)	The aggregate carrying values of debt that matures in each of the five years subsequent to 2014 is $38.4 billion in 2015, $50.0 billion in 2016, $42.0 billion in 2017, $35.3 billion in 2018 and $28.2 billion in 2019.
Outstanding trust preferred capital debt securities	The following is a summary of the outstanding trust preferred securities, including unamortized original issue discount, issued by each trust, and the junior subordinated deferrable interest debenture issued to each trust, as of December 31, 2014.
	31-Dec-14		Amount of trust preferred securities issued by trust(a)			Principal amount of debenture issued to trust(b)			Issue date		Stated maturity of trust preferred securities and debentures	Earliest redemption date		Interest rate of trust preferred securities and debentures		Interest payment/distribution dates
	(in millions)
	Bank One Capital III		$	474		$	726		2000		2030	Any time		8.75%		Semiannually
	Chase Capital II		482			498			1997		2027	Any time		LIBOR + 0.50%		Quarterly
	Chase Capital III		296			305			1997		2027	Any time		LIBOR + 0.55%		Quarterly
	Chase Capital VI		242			249			1998		2028	Any time		LIBOR + 0.625%		Quarterly
	First Chicago NBD Capital I		249			257			1997		2027	Any time		LIBOR + 0.55%		Quarterly
	JPMorgan Chase Capital XIII		466			480			2004		2034	Any time		LIBOR + 0.95%		Quarterly
	JPMorgan Chase Capital XXI		836			838			2007		2037	Any time		LIBOR + 0.95%		Quarterly
	JPMorgan Chase Capital XXIII		643			643			2007		2047	Any time		LIBOR + 1.00%		Quarterly
	JPMorgan Chase Capital XXIX		1,500			1,500			2010		2040	2015		6.70%		Quarterly
	Total		$	5,188		$	5,496
	(a)	Represents the amount of trust preferred securities issued to the public by each trust, including unamortized original-issue discount.
	(b)	Represents the principal amount of JPMorgan Chase debentures issued to each trust, including unamortized original-issue discount. The principal amount of debentures issued to the trusts includes the impact of hedging and purchase accounting fair value adjustments that were recorded on the Firm’s Consolidated Financial Statements.

Preferred_Stock_Tables

Preferred Stock (Tables) (Preferred Stock)	12 Months Ended
	Dec. 31, 2014
Preferred Stock
Class of Stock [Line Items]
Schedule of stock by class	The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of December 31, 2014 and 2013.
			Shares at December 31, (represented by		Carrying value				Issue date	Contractual rate		Earliest redemption date	Date at which dividend rate becomes floating	Floating annual
			depositary shares)(a)		(in millions)					in effect at				rate of
					at December 31,					December 31,				three-month LIBOR plus:
			2014	2013	2014		2013			2014
		Fixed-rate:
		Series O	125,750	125,750	$	1,258	$	1,258	8/27/12	5.5	%	9/1/17	NA	NA
		Series P	90,000	90,000	900		900		2/5/13	5.45		3/1/18	NA	NA
		Series T	92,500	—	925		—		1/30/14	6.7		3/1/19	NA	NA
		Series W	88,000	—	880		—		6/23/14	6.3		9/1/19	NA	NA
		Fixed-to-floating rate:
		Series I	600,000	600,000	6,000		6,000		4/23/08	7.9	%	4/30/18	4/30/18	LIBOR + 3.47	%
		Series Q	150,000	150,000	1,500		1,500		4/23/13	5.15		5/1/23	5/1/23	LIBOR + 3.25
		Series R	150,000	150,000	1,500		1,500		7/29/13	6		8/1/23	8/1/23	LIBOR + 3.30
		Series S	200,000	—	2,000		—		1/22/14	6.75		2/1/24	2/1/24	LIBOR + 3.78
		Series U	100,000	—	1,000		—		3/10/14	6.125		4/30/24	4/30/24	LIBOR + 3.33
		Series V	250,000	—	2,500		—		6/9/14	5		7/1/19	7/1/19	LIBOR + 3.32
		Series X	160,000	—	1,600		—		9/23/14	6.1		10/1/24	10/1/24	LIBOR + 3.33
		Total preferred stock	2,006,250	1,115,750	$	20,063	$	11,158
	(a)	Represented by depositary shares.

Common_Stock_Tables

Common Stock (Tables) (Common stock)	12 Months Ended
	Dec. 31, 2014
Common stock
Class of Stock [Line Items]
Schedule of stock by class	Common shares issued (newly issued or distributed from treasury) by JPMorgan Chase during the years ended December 31, 2014, 2013 and 2012 were as follows.
	Year ended December 31,	2014		2013		2012
	(in millions)
	Total issued – balance at January 1 and December 31	4,104.90		4,104.90		4,104.90
	Treasury – balance at January 1	(348.8	)	(300.9	)	(332.2	)
	Purchase of treasury stock	(82.3	)	(96.1	)	(33.5	)
	Share repurchases related to employee stock-based awards(a)	—		—		(0.2	)
	Issued from treasury:
	Employee benefits and compensation plans	39.8		47.1		63.7
	Employee stock purchase plans	1.2		1.1		1.3
	Total issued from treasury	41		48.2		65
	Total treasury – balance at December 31	(390.1	)	(348.8	)	(300.9	)
	Outstanding	3,714.80		3,756.10		3,804.00
	(a)	Participants in the Firm’s stock-based incentive plans may have shares withheld to cover income taxes.
Schedule of common equity repurchases	The following table sets forth the Firm’s repurchases of common equity for the years ended December 31, 2014, 2013 and 2012, on a trade-date basis. There were no warrants repurchased during the years ended December 31, 2014, and 2013.
	Year ended December 31, (in millions)		2014				2013		2012
	Total number of shares of common stock repurchased		83.4				96.1		30.9
	Aggregate purchase price of common stock repurchases		$	4,834			$	4,789	$	1,329
	Total number of Warrants repurchased		—				—		18.5
	Aggregate purchase price of Warrant repurchases		$	—			$	—	$	238

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	12 Months Ended
	Dec. 31, 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 years ended December 31, 2014, 2013 and 2012.
	Year ended December 31,	2014		2013		2012
	(in millions,
	except per share amounts)
	Basic earnings per share
	Net income	$	21,762	$	17,923	$	21,284
	Less: Preferred stock dividends	1,125		805		653
	Net income applicable to common equity	20,637		17,118		20,631
	Less: Dividends and undistributed earnings allocated to participating securities	544		525		754
	Net income applicable to common stockholders	$	20,093	$	16,593	$	19,877
	Total weighted-average basic shares outstanding	3,763.50		3,782.40		3,809.40
	Net income per share	$	5.34	$	4.39	$	5.22
	Diluted earnings per share
	Net income applicable to common stockholders	$	20,093	$	16,593	$	19,877
	Total weighted-average basic shares outstanding	3,763.50		3,782.40		3,809.40
	Add: Employee stock options, SARs and warrants(a)	34		32.5		12.8
	Total weighted-average diluted shares outstanding(b)	3,797.50		3,814.90		3,822.20
	Net income per share	$	5.29	$	4.35	$	5.2
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were certain options issued under employee benefit plans and the Warrants. The aggregate number of shares issuable upon the exercise of such options and Warrants was 1 million, 6 million and 148 million for the years ended December 31, 2014, 2013 and 2012, respectively.
	(b)	Participating securities were included in the calculation of diluted EPS using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income/(Loss) (Tables)	12 Months Ended
	Dec. 31, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
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.
	Year ended December 31,	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)
	(in millions)
	Balance at December 31, 2011		$	3,565		(b)			$	(26	)			$	51					$	(2,646	)			$	944
	Net change		3,303						(69		)			69						(145		)			3,158
	Balance at December 31, 2012		$	6,868		(b)			$	(95	)			$	120					$	(2,791	)			$	4,102
	Net change		(4,070		)				(41		)			(259		)				1,467					(2,903		)
	Balance at December 31, 2013		$	2,798		(b)			$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		1,975						(11		)			44						(1,018		)			990
	Balance at December 31, 2014		$	4,773		(b)			$	(147	)			$	(95	)				$	(2,342	)			$	2,189
	(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)	At December 31, 2011, included after-tax non-credit related unrealized losses of $56 million on debt securities for which credit losses have been recognized in income. There were no such losses for the other periods presented.
Changes of the components of accumulated other comprehensive income (loss)	The following table presents the before- and after-tax changes in the components of other comprehensive income/(loss).
		2014											2013											2012
	Year ended December 31, (in millions)	Pretax				Tax effect				After-tax			Pretax				Tax effect				After-tax			Pretax				Tax effect			After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	3,193			$	(1,170	)		$	2,023		$	(5,987	)		$	2,323			$	(3,664	)	$	7,521			$	(2,930	)	$	4,591
	Reclassification adjustment for realized (gains)/losses included in net income(a)	(77		)		29				(48		)	(667		)		261				(406		)	(2,110		)		822			(1,288		)
	Net change	3,116				(1,141		)		1,975			(6,654		)		2,584				(4,070		)	5,411				(2,108		)	3,303
	Translation adjustments:
	Translation(b)	(1,638		)		588				(1,050		)	(807		)		295				(512		)	(26		)		8			(18		)
	Hedges(b)	1,698				(659		)		1,039			773				(302		)		471			(82		)		31			(51		)
	Net change	60				(71		)		(11		)	(34		)		(7		)		(41		)	(108		)		39			(69		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	98				(39		)		59			(525		)		206				(319		)	141				(55		)	86
	Reclassification adjustment for realized (gains)/losses included in net income(c)	(24		)		9				(15		)	101				(41		)		60			(28		)		11			(17		)
	Net change	74				(30		)		44			(424		)		165				(259		)	113				(44		)	69
	Defined benefit pension and OPEB plans:
	Prior service credits arising during the period	(53		)		21				(32		)	—				—				—			6				(2		)	4
	Net gains/(losses) arising during the period	(1,697		)		688				(1,009		)	2,055				(750		)		1,305			(537		)		228			(309		)
	Reclassification adjustments included in
	net income(d):
	Amortization of net loss	72				(29		)		43			321				(124		)		197			324				(126		)	198
	Prior service costs/(credits)	(44		)		17				(27		)	(43		)		17				(26		)	(41		)		16			(25		)
	Foreign exchange and other	39				(32		)		7			(14		)		5				(9		)	(21		)		8			(13		)
	Net change	(1,683		)		665				(1,018		)	2,319				(852		)		1,467			(269		)		124			(145		)
	Total other comprehensive income/(loss)	$	1,567			$	(577	)		$	990		$	(4,793	)		$	1,890			$	(2,903	)	$	5,147			$	(1,989	)	$	3,158
	(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 periods presented.
	(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.

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Reconciliation of the applicable statutory U.S. income tax rate to the effective tax rate the effective tax rate	A reconciliation of the applicable statutory U.S. income tax rate to the effective tax rate for each of the years ended December 31, 2014, 2013 and 2012, is presented in the following table.
	Effective tax rate
	Year ended December 31,		2014			2013			2012
	Statutory U.S. federal tax rate		35	%		35	%		35	%
	Increase/(decrease) in tax rate resulting from:
	U.S. state and local income taxes, net of U.S. federal income tax benefit		2.7			2.2			1.6
	Tax-exempt income		(3.1	)		(3.1	)		(2.9	)
	Non-U.S. subsidiary earnings(a)		(2.0	)		(4.9	)		(2.4	)
	Business tax credits		(5.4	)		(5.4	)		(4.2	)
	Nondeductible legal expense		2.4			8			(0.2	)
	Other, net		(2.6	)		(1.0	)		(0.5	)
	Effective tax rate		27	%		30.8	%		26.4	%
	(a)	Predominantly includes earnings of U.K. subsidiaries that are deemed to be reinvested indefinitely.
Components of income tax expense/(benefit) included in the Consolidated Statements of Income	The components of income tax expense/(benefit) included in the Consolidated statements of income were as follows for each of the years ended December 31, 2014, 2013, and 2012.
	Income tax expense/(benefit)
	Year ended December 31,		2014				2013				2012
	(in millions)
	Current income tax expense/(benefit)
	U.S. federal		$	1,610			$	(1,316	)		$	3,225
	Non-U.S.		1,353				1,308				1,782
	U.S. state and local		857				(4		)		1,496
	Total current income tax expense/(benefit)		3,820				(12		)		6,503
	Deferred income tax expense/(benefit)
	U.S. federal		3,738				7,080				2,238
	Non-U.S.		71				10				(327		)
	U.S. state and local		401				913				(781		)
	Total deferred income tax expense/(benefit)		4,210				8,003				1,130
	Total income tax expense		$	8,030			$	7,991			$	7,633
Significant components of deferred tax assets and liabilities	The significant components of deferred tax assets and liabilities are reflected in the following table as of December 31, 2014 and 2013.
	Deferred taxes
	December 31, (in millions)		2014				2013
	Deferred tax assets
	Allowance for loan losses		$	5,756			$	6,593
	Employee benefits		3,378				4,468
	Accrued expenses and other		8,637				9,179
	Non-U.S. operations		5,106				5,493
	Tax attribute carryforwards		570				748
	Gross deferred tax assets		23,447				26,481
	Valuation allowance		(820		)		(724		)
	Deferred tax assets, net of valuation allowance		$	22,627			$	25,757
	Deferred tax liabilities
	Depreciation and amortization		$	3,073			$	3,196
	Mortgage servicing rights, net of hedges		5,533				5,882
	Leasing transactions		2,495				2,352
	Non-U.S. operations		4,444				4,705
	Other, net		4,891				3,459
	Gross deferred tax liabilities		20,436				19,594
	Net deferred tax assets		$	2,191			$	6,163
Tax examination status	The following table summarizes the status of significant income tax examinations of JPMorgan Chase and its consolidated subsidiaries as of December 31, 2014.
	Tax examination status
	December 31, 2014		Periods under examination		Status
	JPMorgan Chase – U.S.		2003 - 2005		Field examination completed; at Appellate level
	JPMorgan Chase – U.S.		2006 - 2010		Field examination
	JPMorgan Chase – U.K.		2006 – 2012		Field examination of certain select entities
	JPMorgan Chase – New York State and City		2005 – 2007		Field examination
	JPMorgan Chase – California		2006 – 2010		Field examination
Reconciliation of the beginning and ending amount of unrecognized tax benefits	The following table presents a reconciliation of the beginning and ending amount of unrecognized tax benefits for the years ended December 31, 2014, 2013 and 2012.
	Unrecognized tax benefits
	Year ended December 31,		2014				2013				2012
	(in millions)
	Balance at January 1,		$	5,535			$	7,158			$	7,189
	Increases based on tax positions related to the current period		810				542				680
	Increases based on tax positions related to prior periods		477				88				234
	Decreases based on tax positions related to prior periods		(1,902		)		(2,200		)		(853		)
	Decreases related to settlements with taxing authorities		(9		)		(53		)		(50		)
	Decreases related to a lapse of applicable statute of limitations		—				—				(42		)
	Balance at December 31,		$	4,911			$	5,535			$	7,158
U.S. and non-U.S. components of income before income tax expense/(benefit) and extraordinary gain income	The following table presents the U.S. and non-U.S. components of income before income tax expense for the years ended December 31, 2014, 2013 and 2012.
	Income before income tax expense - U.S. and non-U.S.
	Year ended December 31,		2014				2013				2012
	(in millions)
	U.S.		$	22,515			$	17,229			$	24,895
	Non-U.S.(a)		7,277				8,685				4,022
	Income before income tax expense		$	29,792			$	25,914			$	28,917
	(a)	For purposes of this table, non-U.S. income is defined as income generated from operations located outside the U.S.

Regulatory_Capital_Tables

Regulatory Capital (Tables)	12 Months Ended
	Dec. 31, 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 December 31, 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,	Dec 31,				Dec 31,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	164,764			$	164,764		NA
	Tier 1 capital(a)	186,632				186,632			$	165,663
	Total capital	221,563				211,022			199,286
	Assets
	Risk-weighted	1,472,602				1,608,240			1,387,863
	Adjusted average(b)	2,465,414				2,465,414			2,343,713
	Capital ratios(c)
	CET1	11.2		%		10.2		%	NA
	Tier 1(a)	12.7				11.6			11.9		%
	Total	15				13.1			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,	Dec 31,				Dec 31,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	156,898			$	156,898		NA
	Tier 1 capital(a)	157,222				157,222			$	139,727
	Total capital	173,659				166,662			165,496
	Assets
	Risk-weighted	1,230,358				1,330,175			1,171,574
	Adjusted average(b)	1,968,131				1,968,131			1,900,770
	Capital ratios(c)
	CET1	12.8		%		11.8		%	NA
	Tier 1(a)	12.8				11.8			11.9		%
	Total	14.1				12.5			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,	Dec 31,				Dec 31,			Dec 31,
	except ratios)	2014				2014			2013
	Regulatory capital
	CET1 capital	$	14,556			$	14,556		NA
	Tier 1 capital(a)	14,556				14,556			$	12,956
	Total capital	20,517				19,206			16,389
	Assets
	Risk-weighted	103,468				157,565			100,990
	Adjusted average(b)	128,111				128,111			109,731
	Capital ratios(c)
	CET1	14.1		%		9.2		%	NA
	Tier 1(a)	14.1				9.2			12.8		%
	Total	19.8				12.2			16.2
	Tier 1 leverage	11.4				11.4			11.8
	(a)	At December 31, 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 December 31, 2014, Chase Bank USA, N.A. had no trust preferred securities.
	(b)	Adjusted average assets, for purposes of calculating the leverage ratio, includes 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)	For each of the risk-based capital ratios the lower of the Standardized Transitional or Advanced Transitional 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 $130 million and $192 million at December 31, 2014, and December 31, 2013, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.7 billion and $2.8 billion at December 31, 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 December 31, 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. The CET1 capital ratio became a relevant measure of capital under the prompt corrective action requirements on January 1, 2015.
	(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_LendingRelate2

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Tables)	12 Months Ended
	Dec. 31, 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
	Off–balance sheet lending-related financial instruments, guarantees and other commitments
		Contractual amount																		Carrying value(i)
		2014																2013		2014			2013
	By remaining maturity at December 31,	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	$	2,166		$	4,389		$	1,841		$	3,411		$	11,807			$	13,158	$	—		$	—
	Home equity – junior lien	3,469			5,920			2,141			3,329			14,859				17,837		—			—
	Prime mortgage(a)	8,579			—			—			—			8,579				4,817		—			—
	Subprime mortgage	—			—			—			—			—				—		—			—
	Auto	9,302			921			192			47			10,462				8,309		2			1
	Business banking	10,557			807			117			413			11,894				11,251		11			7
	Student and other	97			8			—			447			552				685		—			—
	Total consumer, excluding credit card	34,170			12,045			4,291			7,647			58,153				56,057		13			8
	Credit card	525,963			—			—			—			525,963				529,383		—			—
	Total consumer(b)	560,133			12,045			4,291			7,647			584,116				585,440		13			8
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	68,688			83,877			112,992			7,119			272,676				246,495		374			432
	Standby letters of credit and other financial guarantees(c)(d)(e)	22,584			29,753			34,982			2,555			89,874				92,723		788			943
	Unused advised lines of credit	90,816			13,702			519			138			105,175				101,994		—			—
	Other letters of credit(c)	3,363			877			91			—			4,331				5,020		1			2
	Total wholesale(f)	185,451			128,209			148,584			9,812			472,056				446,232		1,163			1,377
	Total lending-related	$	745,584		$	140,254		$	152,875		$	17,459		$	1,056,172			$	1,031,672	$	1,176		$	1,385
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(g)	$	171,059		$	—		$	—		$	—		$	171,059			$	169,709	$	—		$	—
	Derivatives qualifying as guarantees	3,009			167			12,313			38,100			53,589				56,274		80			72
	Unsettled reverse repurchase and securities borrowing agreements	40,993			—			—			—			40,993				38,211		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA			NA			NA				NA		275			681
	Loans sold with recourse	NA			NA			NA			NA			6,063				7,692		102			131
	Other guarantees and commitments(h)	487			506			3,391			1,336			5,720				6,786		(121		)	(99		)
	(a)	Includes certain commitments to purchase loans from correspondents.
	(b)	Predominantly all consumer lending-related commitments are in the U.S.
	(c)	At December 31, 2014 and 2013, reflects the contractual amount net of risk participations totaling $243 million and $476 million, respectively, for other unfunded commitments to extend credit; $13.0 billion and $14.8 billion, respectively, for standby letters of credit and other financial guarantees; and $469 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 December 31, 2014 and 2013, included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $14.8 billion and $18.9 billion, respectively, within other unfunded commitments to extend credit; and $13.3 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; see Note 16.
	(e)	At December 31, 2014 and 2013, included unissued standby letters of credit commitments of $45.6 billion and $42.8 billion, respectively.
	(f)	At December 31, 2014 and 2013, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 65% and 68%, respectively.
	(g)	At December 31, 2014 and 2013, collateral held by the Firm in support of securities lending indemnification agreements was $177.1 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 December 31, 2014 and 2013, included unfunded commitments of $147 million and $215 million, respectively, to third-party private equity funds; and $961 million and $1.9 billion, respectively, to other equity investments. These commitments included $150 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 December 31, 2014 and 2013, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.5 billion.
	(i)	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, 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 December 31, 2014 and 2013.
	Standby letters of credit, other financial guarantees and other letters of credit
		2014									2013
	December 31,	Standby letters of					Other letters				Standby letters of					Other letters
	(in millions)	credit and other financial guarantees					of credit				credit and other financial guarantees					of credit
	Investment-grade(a)		$	66,856			$	3,476				$	69,109			$	3,939
	Noninvestment-grade(a)		23,018				855					23,614				1,081
	Total contractual amount		$	89,874			$	4,331				$	92,723			$	5,020
	Allowance for lending-related commitments		$	234			$	1				$	263			$	2
	Commitments with collateral		39,726				1,509					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)
	Year ended December 31,	2014				2013				2012
	(in millions)
	Repurchase liability at beginning of period	$	681			$	2,811			$	3,557
	Net realized gains/(losses)(b)	53				(1,561		)		(1,158		)
	Reclassification to litigation reserve	—				(179		)		—
	(Benefit)/provision for repurchase(c)	(459		)		(390		)		412
	Repurchase liability at end of period	$	275			$	681			$	2,811
	(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 included principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $11 million, $414 million and $524 million, for the years ended December 31, 2014, 2013 and 2012, respectively.
	(c)	Included a provision related to new loan sales of $4 million, $20 million and $112 million, for the years ended December 31, 2014, 2013 and 2012, respectively.

Commitments_Pledged_Assets_and1

Commitments, Pledged Assets, and Collateral (Tables)	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Future minimum rental payments under operating leases	The following table presents required future minimum rental payments under operating leases with noncancelable lease terms that expire after December 31, 2014.
	Year ended December 31, (in millions)
	2015	$	1,722
	2016	1,682
	2017	1,534
	2018	1,281
	2019	1,121
	After 2019	5,101
	Total minimum payments required(a)	12,441
	Less: Sublease rentals under noncancelable subleases	(2,238		)
	Net minimum payment required	$	10,203
	(a)	Lease restoration obligations are accrued in accordance with U.S. GAAP, and are not reported as a required minimum lease payment.
Total rental expense	Total rental expense was as follows.
	Year ended December 31,
	(in millions)		2014			2013			2012
	Gross rental expense		$	2,255		$	2,187		$	2,212
	Sublease rental income		(383		)	(341		)	(288		)
	Net rental expense		$	1,872		$	1,846		$	1,924
Significant components of assets pledged	The significant components of the Firm’s pledged assets were as follows.
	December 31, (in billions)		2014			2013
	Securities		$	118.7		$	68.1
	Loans		248.2			230.3
	Trading assets and other		169			163.3
	Total assets pledged		$	535.9		$	461.7

International_Operations_Table

International Operations (Tables)	12 Months Ended
	Dec. 31, 2014
Segments, Geographical Areas [Abstract]
Schedule of revenue from external customers attributed to foreign countries by geographic area	The Firm’s long-lived assets for the periods presented are not considered by management to be significant in relation to total assets. The majority of the Firm’s long-lived assets are located in the U.S.
	As of or for the year ended December 31, (in millions)		Revenue(b)		Expense(c)		Income before income tax		Net income		Total assets
							expense
	2014
	Europe/Middle East and Africa		$	16,013	$	10,123	$	5,890	$	3,935	$	481,328	(d)
	Asia and Pacific		6,083		4,478		1,605		1,051		147,357
	Latin America and the Caribbean		2,047		1,626		421		269		44,567
	Total international		24,143		16,227		7,916		5,255		673,252
	North America(a)		70,062		48,186		21,876		16,507		1,899,874
	Total		$	94,205	$	64,413	$	29,792	$	21,762	$	2,573,126
	2013
	Europe/Middle East and Africa		$	15,585	$	9,069	$	6,516	$	4,842	$	514,747	(d)
	Asia and Pacific		6,168		4,248		1,920		1,254		145,999
	Latin America and the Caribbean		2,251		1,626		625		381		41,473
	Total international		24,004		14,943		9,061		6,477		702,219
	North America(a)		72,602		55,749		16,853		11,446		1,713,470
	Total		$	96,606	$	70,692	$	25,914	$	17,923	$	2,415,689
	2012
	Europe/Middle East and Africa		$	10,522	$	9,326	$	1,196	$	1,508	$	553,147	(d)
	Asia and Pacific		5,605		3,952		1,653		1,048		167,955
	Latin America and the Caribbean		2,328		1,580		748		454		53,984
	Total international		18,455		14,858		3,597		3,010		775,086
	North America(a)		78,576		53,256		25,320		18,274		1,584,055
	Total		$	97,031	$	68,114	$	28,917	$	21,284	$	2,359,141
	(a)	Substantially reflects the U.S.
	(b)	Revenue is composed of net interest income and noninterest revenue.
	(c)	Expense is composed of noninterest expense and the provision for credit losses.
	(d)	Total assets for the U.K. were approximately $434 billion, $451 billion, and $498 billion at December 31, 2014, 2013 and 2012, respectively.

Business_Segments_Tables

Business Segments (Tables)	12 Months Ended
	Dec. 31, 2014
Segment Reporting [Abstract]
Segment results and reconciliation	Segment results and reconciliation
	As of or the year ended	Consumer & Community Banking										Corporate & Investment Bank										Commercial Banking
	December 31,
	(in millions, except ratios)	2014			2013			2012				2014			2013			2012				2014			2013			2012
	Noninterest revenue	$	15,937		$	17,552		$	20,813			$	23,458		$	23,810		$	23,104			$	2,349		$	2,298		$	2,283
	Net interest income	28,431			28,985			29,465				11,175			10,976			11,658				4,533			4,794			4,629
	Total net revenue	44,368			46,537			50,278				34,633			34,786			34,762				6,882			7,092			6,912
	Provision for credit losses	3,520			335			3,774				(161		)	(232		)	(479		)		(189		)	85			41
	Noninterest expense	25,609			27,842			28,827				23,273			21,744			21,850				2,695			2,610			2,389
	Income/(loss) before income tax expense/(benefit)	15,239			18,360			17,677				11,521			13,274			13,391				4,376			4,397			4,482
	Income tax expense/(benefit)	6,054			7,299			6,886				4,596			4,387			4,719				1,741			1,749			1,783
	Net income/(loss)	$	9,185		$	11,061		$	10,791			$	6,925		$	8,887		$	8,672			$	2,635		$	2,648		$	2,699
	Average common equity	$	51,000		$	46,000		$	43,000			$	61,000		$	56,500		$	47,500			$	14,000		$	13,500		$	9,500
	Total assets	455,634			452,929			467,282				861,819			843,577			876,107				195,267			190,782			181,502
	Return on common equity	18		%	23		%	25		%		10		%	15		%	18		%		18		%	19		%	28		%
	Overhead ratio	58			60			57				67			63			63				39			37			35
	(a)	Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.
	(table continued from previous page)
	Asset Management										Corporate										Reconciling Items(a)										Total
	2014			2013			2012				2014			2013			2012				2014			2013			2012				2014			2013			2012
	$	9,588		$	9,029		$	7,847			$	1,972		$	3,093		$	190			$	(2,733	)	$	(2,495	)	$	(2,116	)		$	50,571		$	53,287		$	52,121
	2,440			2,376			2,163				(1,960		)	(3,115		)	(2,262		)		(985		)	(697		)	(743		)		43,634			43,319			44,910
	12,028			11,405			10,010				12			(22		)	(2,072		)		(3,718		)	(3,192		)	(2,859		)		94,205			96,606			97,031
	4			65			86				(35		)	(28		)	(37		)		—			—			—				3,139			225			3,385
	8,538			8,016			7,104				1,159			10,255			4,559				—			—			—				61,274			70,467			64,729
	3,486			3,324			2,820				(1,112		)	(10,249		)	(6,594		)		(3,718		)	(3,192		)	(2,859		)		29,792			25,914			28,917
	1,333			1,241			1,078				(1,976		)	(3,493		)	(3,974		)		(3,718		)	(3,192		)	(2,859		)		8,030			7,991			7,633
	$	2,153		$	2,083		$	1,742			$	864		$	(6,756	)	$	(2,620	)		$	—		$	—		$	—			$	21,762		$	17,923		$	21,284
	$	9,000		$	9,000		$	7,000			$	72,400		$	71,409		$	77,352			$	—		$	—		$	—			$	207,400		$	196,409		$	184,352
	128,701			122,414			108,999				931,705			805,987			725,251				NA			NA			NA				2,573,126			2,415,689			2,359,141
	23		%	23		%	24		%		NM			NM			NM				NM			NM			NM				10		%	9		%	11		%
	71			70			71				NM			NM			NM				NM			NM			NM				65			73			67

Parent_Company_Tables

Parent Company (Tables)	12 Months Ended
	Dec. 31, 2014
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Schedule of Condensed Financial Information of Parent Company Only
	Parent company – Statements of income and comprehensive income
	Year ended December 31,		2014			2013			2012
	(in millions)
	Income
	Dividends from subsidiaries and affiliates:
	Bank and bank holding company		$	—		$	1,175		$	4,828
	Nonbank(a)		14,716			876			1,972
	Interest income from subsidiaries		378			757			1,041
	Other interest income		284			303			293
	Other income from subsidiaries,
	primarily fees:
	Bank and bank holding company		779			318			939
	Nonbank		52			2,065			1,207
	Other income/(loss)		508			(1,380		)	579
	Total income		16,717			4,114			10,859
	Expense
	Interest expense to subsidiaries and affiliates(a)		169			309			836
	Other interest expense		3,645			4,031			4,679
	Other noninterest expense		827			9,597			2,399
	Total expense		4,641			13,937			7,914
	Income (loss) before income tax benefit and undistributed net income of subsidiaries		12,076			(9,823		)	2,945
	Income tax benefit		1,430			4,301			1,665
	Equity in undistributed net income of subsidiaries		8,256			23,445			16,674
	Net income		$	21,762		$	17,923		$	21,284
	Other comprehensive income, net		990			(2,903		)	3,158
	Comprehensive income		$	22,752		$	15,020		$	24,442
	Parent company – Balance sheets
	December 31, (in millions)		2014			2013
	Assets
	Cash and due from banks		$	211		$	264
	Deposits with banking subsidiaries		95,884			64,843
	Trading assets		18,222			13,727
	Available-for-sale securities		3,321			15,228
	Loans		2,260			2,829
	Advances to, and receivables from, subsidiaries:
	Bank and bank holding company		33,810			21,693
	Nonbank		52,626			68,788
	Investments (at equity) in subsidiaries and affiliates:
	Bank and bank holding company		216,070			196,950
	Nonbank(a)		41,173			50,996
	Other assets		18,645			18,877
	Total assets		$	482,222		$	454,195
	Liabilities and stockholders’ equity
	Borrowings from, and payables to, subsidiaries and affiliates(a)		$	17,442		$	14,328
	Other borrowed funds, primarily commercial paper		49,586			55,454
	Other liabilities		11,918			11,367
	Long-term debt(b)(c)		171,211			161,868
	Total liabilities(c)		250,157			243,017
	Total stockholders’ equity		232,065			211,178
	Total liabilities and stockholders’ equity		$	482,222		$	454,195
	Parent company – Statements of cash flows
	Year ended December 31,		2014			2013			2012
	(in millions)
	Operating activities
	Net income		$	21,762		$	17,923		$	21,284
	Less: Net income of subsidiaries and affiliates(a)		22,972			25,496			23,474
	Parent company net loss		(1,210		)	(7,573		)	(2,190		)
	Cash dividends from subsidiaries and affiliates(a)		14,714			1,917			6,798
	Other operating adjustments		(1,698		)	3,180			2,376
	Net cash provided by/(used in) operating activities		11,806			(2,476		)	6,984
	Investing activities
	Net change in:
	Deposits with banking subsidiaries		(31,040		)	10,679			16,100
Available-for-sale securities:
Proceeds from paydowns and maturities		12,076			61			621
Purchases		—			(12,009		)	(364		)
Other changes in loans, net		(319		)	(713		)	(350		)
Advances to and investments in subsidiaries and affiliates, net		3,306			14,469			9,497
All other investing activities, net		32			22			25
Net cash provided by/(used in) investing activities		(15,945		)	12,509			25,529
Financing activities
Net change in:
Borrowings from subsidiaries and affiliates(a)		4,454			(2,715		)	(14,038		)
Other borrowed funds		(5,778		)	(7,297		)	3,736
Proceeds from the issuance of long-term debt		40,284			31,303			28,172
Payments of long-term debt		(31,050		)	(21,510		)	(44,240		)
Excess tax benefits related to stock-based compensation		407			137			255
Proceeds from issuance of preferred stock		8,847			3,873			1,234
Redemption of preferred stock		—			(1,800		)	—
Treasury stock and warrants repurchased		(4,760		)	(4,789		)	(1,653		)
Dividends paid		(6,990		)	(6,056		)	(5,194		)
All other financing activities, net		(1,328		)	(1,131		)	(701		)
Net cash provided by/(used in) financing activities		4,086			(9,985		)	(32,429		)
Net increase/(decrease) in cash and due from banks		(53		)	48			84
Cash and due from banks at the beginning of the year, primarily with bank subsidiaries		264			216			132
Cash and due from banks at the end of the year, primarily with bank subsidiaries		$	211		$	264		$	216
Cash interest paid		$	3,921		$	4,409		$	5,690
Cash income taxes paid, net		200			2,390			3,080
(a)	Affiliates include trusts that issued guaranteed capital debt securities (“issuer trusts”). The Parent received dividends of $2 million, $5 million and $12 million from the issuer trusts in 2014, 2013 and 2012, respectively. For further discussion on these issuer trusts, see Note 21.
(b)	At December 31, 2014, long-term debt that contractually matures in 2015 through 2019 totaled $24.4 billion, $25.5 billion, $23.0 billion, $19.3 billion and $11.3 billion, respectively.
(c)	For information regarding the Firm’s guarantees of its subsidiaries’ obligations, see Note 21 and Note 29.

Fair_Value_Measurement_Recurri

Fair Value Measurement - Recurring Basis (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$1,332,731,000,000	$1,180,467,000,000
Amounts netted on the Consolidated balance sheets	-1,253,756,000,000	-1,114,708,000,000
Derivative receivables balance	78,975,000,000	65,759,000,000
Trading assets	398,988,000,000	374,664,000,000
Available-for-sale securities	298,752,000,000	329,977,000,000
Mortgage servicing rights	7,436,000,000	9,614,000,000	7,614,000,000	7,223,000,000
Gross derivative payables	1,315,076,000,000	1,160,149,000,000
Derivative, netting adjustments	-1,243,960,000,000	-1,102,835,000,000
Derivative payables	71,116,000,000	57,314,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Reduction in level 3 derivative receivable and derivative payable balances	2,500,000,000	7,600,000,000
Costs of the private equity investment portfolio	6,000,000,000	8,000,000,000
Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	956,523,000,000	854,679,000,000
Amounts netted on the Consolidated balance sheets	-922,798,000,000	-828,897,000,000
Derivative receivables balance	33,725,000,000	25,782,000,000
Gross derivative payables	924,645,000,000	825,354,000,000
Derivative, netting adjustments	-906,900,000,000	-812,071,000,000
Derivative payables	17,745,000,000	13,283,000,000
Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	76,842,000,000	83,520,000,000
Amounts netted on the Consolidated balance sheets	-75,004,000,000	-82,004,000,000
Derivative receivables balance	1,838,000,000	1,516,000,000
Gross derivative payables	75,895,000,000	82,402,000,000
Derivative, netting adjustments	-74,302,000,000	-80,121,000,000
Derivative payables	1,593,000,000	2,281,000,000
Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	208,921,000,000	153,599,000,000
Amounts netted on the Consolidated balance sheets	-187,668,000,000	-136,809,000,000
Derivative receivables balance	21,253,000,000	16,790,000,000
Gross derivative payables	218,348,000,000	160,125,000,000
Derivative, netting adjustments	-195,378,000,000	-144,178,000,000
Derivative payables	22,970,000,000	15,947,000,000
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	46,792,000,000	52,931,000,000
Amounts netted on the Consolidated balance sheets	-38,615,000,000	-40,704,000,000
Derivative receivables balance	8,177,000,000	12,227,000,000
Gross derivative payables	50,565,000,000	54,654,000,000
Derivative, netting adjustments	-38,825,000,000	-39,935,000,000
Derivative payables	11,740,000,000	14,719,000,000
Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	43,653,000,000	35,738,000,000
Amounts netted on the Consolidated balance sheets	-29,671,000,000	-26,294,000,000
Derivative receivables balance	13,982,000,000	9,444,000,000
Gross derivative payables	45,623,000,000	37,614,000,000
Derivative, netting adjustments	-28,555,000,000	-26,530,000,000
Derivative payables	17,068,000,000	11,084,000,000
US government-sponsored and enterprises obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	59,300,000,000	67,000,000,000
Residential mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	17,000,000,000	14,800,000,000
Commercial loan
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,800,000,000	2,100,000,000
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	7,700,000,000	6,000,000,000
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,400,000,000	3,600,000,000
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	28,585,000,000	25,135,000,000
Securities borrowed	992,000,000	3,739,000,000
Trading assets	320,013,000,000	308,905,000,000
Amounts netted on the Consolidated balance sheets	-1,253,756,000,000	-1,114,708,000,000
Derivative receivables balance	78,975,000,000	65,759,000,000
Trading assets	398,988,000,000	374,664,000,000
Available-for-sale securities	298,752,000,000	329,977,000,000
Loans, at fair value	2,611,000,000	2,011,000,000
Mortgage servicing rights	7,436,000,000	9,614,000,000
Total assets measured at fair value on a recurring basis	749,730,000,000	760,327,000,000
Deposits	8,807,000,000	6,624,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	2,979,000,000	5,426,000,000
Other borrowed funds	14,739,000,000	13,306,000,000
Trading liabilities excluding derivatives	81,699,000,000	80,430,000,000
Derivative, netting adjustments	-1,243,960,000,000	-1,102,835,000,000
Derivative payables	71,116,000,000	57,314,000,000
Trading liabilities	152,815,000,000	137,744,000,000
Accounts payable and other liabilities	36,000,000	25,000,000
Beneficial interests issued by consolidated VIEs, at fair value	2,162,000,000	1,996,000,000
Long-term debt	30,226,000,000	28,878,000,000
Total liabilities measured at fair value on a recurring basis	211,764,000,000	193,999,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Investment valued at net asset value	1,800,000,000	3,200,000,000
Recurring | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-922,798,000,000	-828,897,000,000
Derivative receivables balance	33,725,000,000	25,782,000,000
Derivative, netting adjustments	-906,900,000,000	-812,071,000,000
Derivative payables	17,745,000,000	13,283,000,000
Recurring | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-75,004,000,000	-82,004,000,000
Derivative receivables balance	1,838,000,000	1,516,000,000
Derivative, netting adjustments	-74,302,000,000	-80,121,000,000
Derivative payables	1,593,000,000	2,281,000,000
Recurring | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-187,668,000,000	-136,809,000,000
Derivative receivables balance	21,253,000,000	16,790,000,000
Derivative, netting adjustments	-195,378,000,000	-144,178,000,000
Derivative payables	22,970,000,000	15,947,000,000
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-38,615,000,000	-40,704,000,000
Derivative receivables balance	8,177,000,000	12,227,000,000
Derivative, netting adjustments	-38,825,000,000	-39,935,000,000
Derivative payables	11,740,000,000	14,719,000,000
Recurring | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-29,671,000,000	-26,294,000,000
Derivative receivables balance	13,982,000,000	9,444,000,000
Derivative, netting adjustments	-28,555,000,000	-26,530,000,000
Derivative payables	17,068,000,000	11,084,000,000
Recurring | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	6,619,000,000	7,678,000,000
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	12,366,000,000	15,187,000,000
Recurring | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	5,747,000,000	7,509,000,000
Recurring | US government-sponsored and enterprises obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	84,100,000,000	91,500,000,000
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	199,650,000,000	181,551,000,000
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	36,117,000,000	30,369,000,000
Available-for-sale securities	137,322,000,000	156,709,000,000
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	32,840,000,000	26,591,000,000
Available-for-sale securities	65,319,000,000	77,815,000,000
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,044,000,000	2,475,000,000
Available-for-sale securities	50,895,000,000	62,469,000,000
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,233,000,000	1,303,000,000
Available-for-sale securities	21,108,000,000	16,425,000,000
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	26,276,000,000	25,480,000,000
Available-for-sale securities	13,645,000,000	21,389,000,000
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,571,000,000	7,920,000,000
Available-for-sale securities	30,068,000,000	29,461,000,000
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	1,103,000,000	1,041,000,000
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,429,000,000	3,071,000,000
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	53,450,000,000	48,284,000,000
Available-for-sale securities	52,743,000,000	56,248,000,000
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,088,000,000	30,722,000,000
Available-for-sale securities	18,532,000,000	21,512,000,000
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	36,367,000,000	30,786,000,000
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,352,000,000	4,919,000,000
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	30,194,000,000	28,230,000,000
Recurring | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	12,615,000,000	12,245,000,000
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	106,069,000,000	109,506,000,000
Available-for-sale securities	2,530,000,000	3,142,000,000
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,482,000,000	10,189,000,000
Recurring | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,812,000,000	7,659,000,000
Recurring | Level 1
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Trading assets	151,313,000,000	153,334,000,000
Gross derivative receivables	1,478,000,000	1,173,000,000
Trading assets	152,791,000,000	154,507,000,000
Available-for-sale securities	40,195,000,000	49,881,000,000
Loans, at fair value	0	0
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	197,652,000,000	209,207,000,000
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Other borrowed funds	0	0
Trading liabilities excluding derivatives	62,914,000,000	61,262,000,000
Gross derivative payables	1,386,000,000	1,162,000,000
Trading liabilities	64,300,000,000	62,424,000,000
Accounts payable and other liabilities	0	0
Beneficial interests issued by consolidated VIEs, at fair value	0	0
Long-term debt	0	0
Total liabilities measured at fair value on a recurring basis	64,300,000,000	62,424,000,000
Recurring | Level 1 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	473,000,000	419,000,000
Gross derivative payables	499,000,000	321,000,000
Recurring | Level 1 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Recurring | Level 1 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	758,000,000	434,000,000
Gross derivative payables	746,000,000	443,000,000
Recurring | Level 1 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Recurring | Level 1 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	247,000,000	320,000,000
Gross derivative payables	141,000,000	398,000,000
Recurring | Level 1 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,018,000,000	4,213,000,000
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,666,000,000	4,819,000,000
Recurring | Level 1 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	648,000,000	606,000,000
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	43,684,000,000	40,699,000,000
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	14,000,000	4,000,000
Available-for-sale securities	0	0
Recurring | Level 1 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	14,000,000	4,000,000
Available-for-sale securities	0	0
Recurring | Level 1 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	17,816,000,000	14,933,000,000
Available-for-sale securities	13,591,000,000	21,091,000,000
Recurring | Level 1 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0	0
Recurring | Level 1 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 1 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	25,854,000,000	25,762,000,000
Available-for-sale securities	24,074,000,000	25,648,000,000
Recurring | Level 1 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 1 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 1 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0	0
Recurring | Level 1 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0	0
Recurring | Level 1 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	104,890,000,000	107,667,000,000
Available-for-sale securities	2,530,000,000	3,142,000,000
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,739,000,000	4,968,000,000
Recurring | Level 1 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 2
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	28,585,000,000	25,135,000,000
Securities borrowed	992,000,000	3,739,000,000
Trading assets	146,211,000,000	128,347,000,000
Gross derivative receivables	1,318,688,000,000	1,160,725,000,000
Trading assets	1,464,899,000,000	1,289,072,000,000
Available-for-sale securities	257,520,000,000	277,774,000,000
Loans, at fair value	70,000,000	80,000,000
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	1,754,920,000,000	1,596,518,000,000
Deposits	5,948,000,000	4,369,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	2,979,000,000	5,426,000,000
Other borrowed funds	13,286,000,000	11,232,000,000
Trading liabilities excluding derivatives	18,713,000,000	19,055,000,000
Gross derivative payables	1,299,064,000,000	1,140,744,000,000
Trading liabilities	1,317,777,000,000	1,159,799,000,000
Accounts payable and other liabilities	0	0
Beneficial interests issued by consolidated VIEs, at fair value	1,016,000,000	756,000,000
Long-term debt	18,349,000,000	18,870,000,000
Total liabilities measured at fair value on a recurring basis	1,359,355,000,000	1,200,452,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Investment valued at net asset value	337,000,000	899,000,000
Recurring | Level 2 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	951,901,000,000	848,862,000,000
Gross derivative payables	920,623,000,000	822,014,000,000
Recurring | Level 2 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	73,853,000,000	79,754,000,000
Gross derivative payables	73,095,000,000	78,731,000,000
Recurring | Level 2 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	205,887,000,000	151,521,000,000
Gross derivative payables	214,800,000,000	156,838,000,000
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	44,240,000,000	45,892,000,000
Gross derivative payables	46,228,000,000	46,552,000,000
Recurring | Level 2 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	42,807,000,000	34,696,000,000
Gross derivative payables	44,318,000,000	36,609,000,000
Recurring | Level 2 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	230,000,000	289,000,000
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,854,000,000	718,000,000
Recurring | Level 2 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,624,000,000	429,000,000
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	134,960,000,000	116,517,000,000
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	34,212,000,000	28,202,000,000
Available-for-sale securities	137,193,000,000	155,475,000,000
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,904,000,000	25,582,000,000
Available-for-sale securities	65,319,000,000	77,815,000,000
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,381,000,000	1,749,000,000
Available-for-sale securities	50,865,000,000	61,760,000,000
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	927,000,000	871,000,000
Available-for-sale securities	21,009,000,000	15,900,000,000
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,460,000,000	10,547,000,000
Available-for-sale securities	54,000,000	298,000,000
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,298,000,000	6,538,000,000
Available-for-sale securities	30,068,000,000	29,461,000,000
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	1,103,000,000	1,041,000,000
Recurring | Level 2 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,429,000,000	3,071,000,000
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,294,000,000	22,379,000,000
Available-for-sale securities	28,669,000,000	30,600,000,000
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	28,099,000,000	24,802,000,000
Available-for-sale securities	18,532,000,000	21,512,000,000
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	23,080,000,000	17,331,000,000
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,088,000,000	3,647,000,000
Recurring | Level 2 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	29,402,000,000	27,409,000,000
Recurring | Level 2 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	12,499,000,000	11,978,000,000
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	748,000,000	954,000,000
Available-for-sale securities	0	0
Recurring | Level 2 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,741,000,000	5,217,000,000
Recurring | Level 2 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,762,000,000	5,659,000,000
Recurring | Level 3
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Trading assets	22,489,000,000	27,224,000,000
Gross derivative receivables	12,565,000,000	18,569,000,000
Trading assets	35,054,000,000	45,793,000,000
Available-for-sale securities	1,037,000,000	2,322,000,000
Loans, at fair value	2,541,000,000	1,931,000,000
Mortgage servicing rights	7,436,000,000	9,614,000,000
Total assets measured at fair value on a recurring basis	50,914,000,000	69,310,000,000
Deposits	2,859,000,000	2,255,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Other borrowed funds	1,453,000,000	2,074,000,000
Trading liabilities excluding derivatives	72,000,000	113,000,000
Gross derivative payables	14,626,000,000	18,243,000,000
Trading liabilities	14,698,000,000	18,356,000,000
Accounts payable and other liabilities	36,000,000	25,000,000
Beneficial interests issued by consolidated VIEs, at fair value	1,146,000,000	1,240,000,000
Long-term debt	11,877,000,000	10,008,000,000
Total liabilities measured at fair value on a recurring basis	32,069,000,000	33,958,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Investment valued at net asset value	1,400,000,000	2,300,000,000
Recurring | Level 3 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	4,149,000,000	5,398,000,000
Gross derivative payables	3,523,000,000	3,019,000,000
Recurring | Level 3 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,989,000,000	3,766,000,000
Gross derivative payables	2,800,000,000	3,671,000,000
Recurring | Level 3 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,276,000,000	1,644,000,000
Gross derivative payables	2,802,000,000	2,844,000,000
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,552,000,000	7,039,000,000
Gross derivative payables	4,337,000,000	8,102,000,000
Recurring | Level 3 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	599,000,000	722,000,000
Gross derivative payables	1,164,000,000	607,000,000
Recurring | Level 3 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,371,000,000	3,176,000,000
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,846,000,000	9,650,000,000
Recurring | Level 3 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,475,000,000	6,474,000,000
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	21,006,000,000	24,335,000,000
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,891,000,000	2,163,000,000
Available-for-sale securities	129,000,000	1,234,000,000
Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	922,000,000	1,005,000,000
Available-for-sale securities	0	0
Recurring | Level 3 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	663,000,000	726,000,000
Available-for-sale securities	30,000,000	709,000,000
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	306,000,000	432,000,000
Available-for-sale securities	99,000,000	525,000,000
Recurring | Level 3 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Available-for-sale securities	0	0
Recurring | Level 3 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,273,000,000	1,382,000,000
Available-for-sale securities	0	0
Recurring | Level 3 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0	0
Recurring | Level 3 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 3 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	302,000,000	143,000,000
Available-for-sale securities	0	0
Recurring | Level 3 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,989,000,000	5,920,000,000
Available-for-sale securities	0	0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	13,287,000,000	13,455,000,000
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,264,000,000	1,272,000,000
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	792,000,000	821,000,000
Recurring | Level 3 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	116,000,000	267,000,000
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	431,000,000	885,000,000
Available-for-sale securities	0	0
Recurring | Level 3 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,000,000	4,000,000
Recurring | Level 3 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	$1,050,000,000	$2,000,000,000

Fair_Value_Measurement_Transfe

Fair Value Measurement - Transfers (Details) (USD $)	12 Months Ended
In Billions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Private equity investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	$2.30
Recurring | Derivative liability | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities, level 3 to level 2 transfers	4.4		1.2
Recurring | Long-term debt
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities, level 3 to level 2 transfers	1.3	1.3	1.8
Liabilities, level 2 to level 3 transfers	1
Recurring | Other borrowed funds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities, level 2 to level 3 transfers	1.1
Recurring | Derivative asset | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	4.3
Recurring | Private equity investments
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	2.3
Recurring | Corporate debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	2
Recurring | Margin loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	2.6
Recurring | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	2.7
Assets, level 2 to level 3 transfers	1.1
Recurring | AFS securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers		27.4
Recurring | Trading assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers		1.4
Assets, level 2 to level 3 transfers		1.4
Recurring | Mortgage-backed securities, U.S. government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 1 to level 2 transfers		$113.90

Fair_Value_Measurement_Level_3

Fair Value Measurement - Level 3 Inputs (Details) (USD $)	0 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-2,061,000,000	$326,000,000	$1,893,000,000	$6,238,000,000
Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	60.00%
Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	626,000,000	2,379,000,000	3,322,000,000	3,561,000,000
Interest rate contracts | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	-75.00%
Interest rate spread volatility	0.00%
Interest rate contracts | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	95.00%
Interest rate spread volatility	60.00%
Credit derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	189,000,000	95,000,000	1,873,000,000	7,732,000,000
Credit derivatives | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	47.00%
Credit derivatives | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	90.00%
Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-526,000,000	-1,200,000,000	-1,750,000,000	-1,263,000,000
Foreign exchange contracts | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	0.00%
Foreign exchange contracts | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	60.00%
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-1,785,000,000	-1,063,000,000	-1,806,000,000	-3,105,000,000
Equity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	15.00%
Equity | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	65.00%
Commodity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-565,000,000	115,000,000	254,000,000	-687,000,000
Commodity contracts | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price	90
Long-term debt, other borrowed funds, and deposits | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	47.00%
Long-term debt, other borrowed funds, and deposits | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	90.00%
Long-term debt, other borrowed funds, and deposits | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	-75.00%
Interest rate spread volatility	0.00%
Foreign exchange correlation	0.00%
Equity correlation	-55.00%
Long-term debt, other borrowed funds, and deposits | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	95.00%
Foreign exchange correlation	60.00%
Equity correlation	85.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	1.00%
Prepayment rate	0.00%
Conditional default rate	0.00%
Loss severity	0.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	25.00%
Prepayment rate	18.00%
Conditional default rate	100.00%
Loss severity	90.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	5.00%
Prepayment rate	6.00%
Conditional default rate	22.00%
Loss severity	27.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	2.00%
Conditional default rate	0.00%
Loss severity	0.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	32.00%
Conditional default rate	100.00%
Loss severity	50.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	5.00%
Conditional default rate	8.00%
Loss severity	29.00%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	1.00%
Credit spread	0.53%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	22.00%
Credit spread	2.70%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	7.00%
Credit spread	1.40%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	0
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	131
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	90
Asset-backed securities, Collateralized loan obligations | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Conditional default rate	2.00%
Loss severity	40.00%
Asset-backed securities, Collateralized loan obligations | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment rate	20.00%
Credit spread	2.60%
Asset-backed securities, Collateralized loan obligations | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit spread	6.75%
Asset-backed securities, Collateralized loan obligations | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment rate	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread	2.79%
Asset-backed securities, Collateralized loan obligations | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	0
Asset-backed securities, Collateralized loan obligations | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	146
Asset-backed securities, Collateralized loan obligations | Market comparables | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	79
Private equity | Private equity direct investments | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liquidity adjustment	0.00%
EBITDA multiple	6
Private equity | Private equity direct investments | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liquidity adjustment	15.00%
EBITDA multiple	12.4
Private equity | Private equity direct investments | Market comparables | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liquidity adjustment	7.00%
EBITDA multiple	9.1
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	211,764,000,000	193,999,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	320,013,000,000	308,905,000,000
Trading liabilities	152,815,000,000	137,744,000,000
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	32,069,000,000	33,958,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	22,489,000,000	27,224,000,000
Trading liabilities	14,698,000,000	18,356,000,000
Recurring | Level 3 | Interest rate contracts | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	626,000,000
Recurring | Level 3 | Credit derivatives | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	189,000,000
Recurring | Level 3 | Foreign exchange contracts | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-526,000,000
Recurring | Level 3 | Equity | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-1,785,000,000
Recurring | Level 3 | Commodity contracts | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-565,000,000
Recurring | Level 3 | Long-term debt, other borrowed funds, and deposits | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	1,120,000,000
Recurring | Level 3 | Long-term debt, other borrowed funds, and deposits | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	15,069,000,000
Recurring | Level 3 | Credit derivatives with underlying mortgage risk
Level 3 Analysis - Supplemental Data:
Trading liabilities	433,000,000
Recurring | Level 3 | Credit derivatives with underlying asset-backed securities risk
Level 3 Analysis - Supplemental Data:
Trading liabilities	715,000,000
Recurring | Level 3 | Residential mortgage-backed securities and loans | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	8,917,000,000
Recurring | Level 3 | Commercial mortgage-backed securities and loans | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	5,319,000,000
Recurring | Level 3 | Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	6,387,000,000
Recurring | Level 3 | Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	6,629,000,000
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	792,000,000
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	393,000,000
Recurring | Level 3 | Mortgage servicing rights | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	7,436,000,000
Recurring | Level 3 | Private equity | Private equity direct investments | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	2,054,000,000
Recurring | Level 3 | Private equity | Private equity fund investments | Net asset value
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	421,000,000
Recurring | Level 3 | Credit derivatives with underlying mortgage risk
Level 3 Analysis - Supplemental Data:
Trading Securities	491,000,000
Recurring | Level 3 | Credit derivatives with underlying asset-backed securities risk
Level 3 Analysis - Supplemental Data:
Trading Securities	795,000,000

Fair_Value_Measurement_Changes

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Net derivative receivables:
Beginning balance	$326	$1,893	$6,238
Total realized/unrealized gains/(losses)	-413	2,904
Purchases	2,654	1,872	1,995
Sales	-3,306	-2,350	-2,572
Settlements	-1,110	-4,525	-5,874
Transfers into and/or out of level 3	-212	532	976
Ending balance	-2,061	326	1,893
Change in unrealized gains/(losses) related to financial instruments held	-625	-170	-2,903
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	15.00%	18.00%	18.00%
Deposits
Liabilities
Beginning balance	2,255	1,983	1,418
Total realized/unrealized gains/(losses)	149	-82	212
Purchases	0	0	0
Sales	0	0	0
Issuances	1,578	1,248	1,236
Settlements	-197	-222	-380
Transfers into and/or out of level 3	-926	-672	-503
Ending balance	2,859	2,255	1,983
Change in unrealized gains(losses) related to financials instruments held	130	-88	185
Other borrowed funds
Liabilities
Beginning balance	2,074	1,619	1,507
Total realized/unrealized gains/(losses)	-596	-177	148
Purchases	0	0	0
Sales	0	0	0
Issuances	5,377	7,108	1,646
Settlements	-6,127	-6,845	-1,774
Transfers into and/or out of level 3	725	369	92
Ending balance	1,453	2,074	1,619
Change in unrealized gains(losses) related to financials instruments held	-415	291	72
Total debt and equity instruments
Liabilities
Beginning balance	113	205	211
Total realized/unrealized gains/(losses)	-5	-83	-16
Purchases	-305	-2,418	-2,875
Sales	323	2,594	2,940
Issuances	0	0	0
Settlements	-5	-54	-50
Transfers into and/or out of level 3	-49	-131	-5
Ending balance	72	113	205
Change in unrealized gains(losses) related to financials instruments held	2	-100	-12
Accounts payable and other liabilities
Liabilities
Beginning balance	25	36	51
Total realized/unrealized gains/(losses)	27	-2	1
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	-16	-9	-16
Transfers into and/or out of level 3	0	0	0
Ending balance	36	25	36
Change in unrealized gains(losses) related to financials instruments held	0	-2	1
Beneficial interests issued by consolidated VIEs
Liabilities
Beginning balance	1,240	925	791
Total realized/unrealized gains/(losses)	-4	174	181
Purchases	0	0	0
Sales	0	0	0
Issuances	775	353	221
Settlements	-763	-212	-268
Transfers into and/or out of level 3	-102	0	0
Ending balance	1,146	1,240	925
Change in unrealized gains(losses) related to financials instruments held	-22	167	143
Long-term debt
Liabilities
Beginning balance	10,008	8,476	10,310
Total realized/unrealized gains/(losses)	-40	-435	328
Purchases	0	0	0
Sales	0	0	0
Issuances	7,421	6,830	3,662
Settlements	-5,231	-4,362	-4,511
Transfers into and/or out of level 3	-281	-501	-1,313
Ending balance	11,877	10,008	8,476
Change in unrealized gains(losses) related to financials instruments held	-9	-85	-101
Interest rate contracts
Net derivative receivables:
Beginning balance	2,379	3,322	3,561
Total realized/unrealized gains/(losses)	184	1,358	6,930
Purchases	198	344	406
Sales	-256	-220	-194
Settlements	-1,771	-2,391	-7,071
Transfers into and/or out of level 3	-108	-34	-310
Ending balance	626	2,379	3,322
Change in unrealized gains/(losses) related to financial instruments held	-853	107	905
Credit derivatives
Net derivative receivables:
Beginning balance	95	1,873	7,732
Total realized/unrealized gains/(losses)	-149	-1,697	-4,487
Purchases	272	115	124
Sales	-47	-12	-84
Settlements	92	-357	-1,416
Transfers into and/or out of level 3	-74	173	4
Ending balance	189	95	1,873
Change in unrealized gains/(losses) related to financial instruments held	-107	-1,449	-3,271
Foreign exchange contracts
Net derivative receivables:
Beginning balance	-1,200	-1,750	-1,263
Total realized/unrealized gains/(losses)	-137	-101	-800
Purchases	139	3	112
Sales	-27	-4	-184
Settlements	668	683	436
Transfers into and/or out of level 3	31	-31	-51
Ending balance	-526	-1,200	-1,750
Change in unrealized gains/(losses) related to financial instruments held	-62	-110	-957
Equity
Net derivative receivables:
Beginning balance	-1,063	-1,806	-3,105
Total realized/unrealized gains/(losses)	154	2,528	160
Purchases	2,044	1,305	1,279
Sales	-2,863	-2,111	-2,174
Settlements	10	-1,353	899
Transfers into and/or out of level 3	-67	374	1,135
Ending balance	-1,785	-1,063	-1,806
Change in unrealized gains/(losses) related to financial instruments held	583	872	580
Commodity contracts
Net derivative receivables:
Beginning balance	115	254	-687
Total realized/unrealized gains/(losses)	-465	816	-673
Purchases	1	105	74
Sales	-113	-3	64
Settlements	-109	-1,107	1,278
Transfers into and/or out of level 3	6	50	198
Ending balance	-565	115	254
Change in unrealized gains/(losses) related to financial instruments held	-186	410	-160
Derivative
Net derivative receivables:
Total realized/unrealized gains/(losses)			1,130
Total debt and equity instruments
Assets
Fair Value, Beginning balance	27,224	25,639	32,967
Total realized/unrealized gains/(losses)	1,066	2,237	1,251
Purchases	26,494	25,273	19,087
Sales	-16,799	-20,815	-18,741
Settlements	-10,293	-3,867	-7,928
Transfers into and/or out of level 3	-5,203	-1,243	-997
Fair Value, Ending Balance	22,489	27,224	25,639
Change in unrealized gains/(losses) related to financial instruments held	711	2,420	1,240
Mortgage-backed securities
Assets
Fair Value, Beginning balance	2,163	2,368	2,640
Total realized/unrealized gains/(losses)	-14	690	-52
Purchases	2,158	2,440	1,279
Sales	-1,861	-2,931	-1,111
Settlements	-222	-399	-265
Transfers into and/or out of level 3	-333	-5	-123
Fair Value, Ending Balance	1,891	2,163	2,368
Change in unrealized gains/(losses) related to financial instruments held	-119	401	-92
Mortgage-backed securities, U.S. government agencies
Assets
Fair Value, Beginning balance	1,005	498	86
Total realized/unrealized gains/(losses)	-97	169	-44
Purchases	351	819	575
Sales	-186	-381	-103
Settlements	-121	-100	-16
Transfers into and/or out of level 3	-30	0	0
Fair Value, Ending Balance	922	1,005	498
Change in unrealized gains/(losses) related to financial instruments held	-92	200	-21
Mortgage-backed securities, Residential - nonagency
Assets
Fair Value, Beginning balance	726	663	796
Total realized/unrealized gains/(losses)	66	407	151
Purchases	827	780	417
Sales	-761	-1,028	-533
Settlements	-41	-91	-145
Transfers into and/or out of level 3	-154	-5	-23
Fair Value, Ending Balance	663	726	663
Change in unrealized gains/(losses) related to financial instruments held	-15	205	74
Mortgage-backed securities, Commercial - nonagency
Assets
Fair Value, Beginning balance	432	1,207	1,758
Total realized/unrealized gains/(losses)	17	114	-159
Purchases	980	841	287
Sales	-914	-1,522	-475
Settlements	-60	-208	-104
Transfers into and/or out of level 3	-149	0	-100
Fair Value, Ending Balance	306	432	1,207
Change in unrealized gains/(losses) related to financial instruments held	-12	-4	-145
Obligations of U.S. states and municipalities
Assets
Fair Value, Beginning balance	1,382	1,436	1,619
Total realized/unrealized gains/(losses)	90	71	37
Purchases	298	472	336
Sales	-358	-251	-552
Settlements	-139	-346	-4
Transfers into and/or out of level 3	0	0	0
Fair Value, Ending Balance	1,273	1,382	1,436
Change in unrealized gains/(losses) related to financial instruments held	-27	18	-15
Non-U.S. government debt securities
Assets
Fair Value, Beginning balance	143	67	104
Total realized/unrealized gains/(losses)	24	4	-6
Purchases	719	1,449	661
Sales	-617	-1,479	-668
Settlements	-3	-8	-24
Transfers into and/or out of level 3	36	110	0
Fair Value, Ending Balance	302	143	67
Change in unrealized gains/(losses) related to financial instruments held	10	-1	-5
Corporate debt securities
Assets
Fair Value, Beginning balance	5,920	5,308	6,373
Total realized/unrealized gains/(losses)	210	103	187
Purchases	5,854	7,602	8,391
Sales	-3,372	-5,975	-6,186
Settlements	-4,531	-1,882	-3,045
Transfers into and/or out of level 3	-1,092	764	-412
Fair Value, Ending Balance	2,989	5,920	5,308
Change in unrealized gains/(losses) related to financial instruments held	379	466	689
Loans
Assets
Fair Value, Beginning balance	13,455	10,787	12,209
Total realized/unrealized gains/(losses)	387	665	836
Purchases	13,551	10,411	5,342
Sales	-7,917	-7,431	-3,269
Settlements	-4,623	-685	-3,801
Transfers into and/or out of level 3	-1,566	-292	-530
Fair Value, Ending Balance	13,287	13,455	10,787
Change in unrealized gains/(losses) related to financial instruments held	123	315	411
Asset-backed securities
Assets
Fair Value, Beginning balance	1,272	3,696	7,965
Total realized/unrealized gains/(losses)	19	191	272
Purchases	2,240	1,912	2,550
Sales	-2,126	-2,379	-6,468
Settlements	-283	-292	-614
Transfers into and/or out of level 3	142	-1,856	-9
Fair Value, Ending Balance	1,264	1,272	3,696
Change in unrealized gains/(losses) related to financial instruments held	-30	105	184
Debt securities
Assets
Fair Value, Beginning balance	24,335	23,662	30,910
Total realized/unrealized gains/(losses)	716	1,724	1,274
Purchases	24,820	24,286	18,559
Sales	-16,251	-20,446	-18,254
Settlements	-9,801	-3,612	-7,753
Transfers into and/or out of level 3	-2,813	-1,279	-1,074
Fair Value, Ending Balance	21,006	24,335	23,662
Change in unrealized gains/(losses) related to financial instruments held	336	1,304	1,172
Equity securities
Assets
Fair Value, Beginning balance	885	1,114	1,177
Total realized/unrealized gains/(losses)	112	-41	-209
Purchases	248	328	460
Sales	-272	-266	-379
Settlements	-290	-135	-12
Transfers into and/or out of level 3	-252	-115	77
Fair Value, Ending Balance	431	885	1,114
Change in unrealized gains/(losses) related to financial instruments held	46	46	-112
Physical Commodities
Assets
Fair Value, Beginning balance	4	0
Total realized/unrealized gains/(losses)	-1	-4
Purchases	0	0
Sales	0	-8
Settlements	-1	0
Transfers into and/or out of level 3	0	16
Fair Value, Ending Balance	2	4
Change in unrealized gains/(losses) related to financial instruments held	0	-4
Other debt and equity instruments
Assets
Fair Value, Beginning balance	2,000	863	880
Total realized/unrealized gains/(losses)	239	558	186
Purchases	1,426	659	68
Sales	-276	-95	-108
Settlements	-201	-120	-163
Transfers into and/or out of level 3	-2,138	135	0
Fair Value, Ending Balance	1,050	2,000	863
Change in unrealized gains/(losses) related to financial instruments held	329	1,074	180
AFS securities
Assets
Fair Value, Beginning balance	2,322	28,916	25,486
Total realized/unrealized gains/(losses)	-60	30	190
Purchases	397	1,087	9,947
Sales	-2	-273	-3,474
Settlements	-324	-63	-3,349
Transfers into and/or out of level 3	-1,296	-27,375	116
Fair Value, Ending Balance	1,037	2,322	28,916
Change in unrealized gains/(losses) related to financial instruments held	-42	29	177
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	-43	17	145
Unrealized gains/(losses) recorded in OCI	-16	13	45
Asset-backed AFS securities
Assets
Fair Value, Beginning balance	1,088	28,024	24,958
Total realized/unrealized gains/(losses)	-41	4	135
Purchases	275	579	9,280
Sales	-2	-57	-3,361
Settlements	-101	-57	-3,104
Transfers into and/or out of level 3	-311	-27,405	116
Fair Value, Ending Balance	908	1,088	28,024
Change in unrealized gains/(losses) related to financial instruments held	-40	4	118
Other Available For Sale Securities
Assets
Fair Value, Beginning balance	1,234	892	528
Total realized/unrealized gains/(losses)	-19	26	55
Purchases	122	508	667
Sales	0	-216	-113
Settlements	-223	-6	-245
Transfers into and/or out of level 3	-985	30	0
Fair Value, Ending Balance	129	1,234	892
Change in unrealized gains/(losses) related to financial instruments held	-2	25	59
Loans
Assets
Fair Value, Beginning balance	1,931	2,282	1,647
Total realized/unrealized gains/(losses)	-254	81	695
Purchases	3,258	1,065	1,536
Sales	-845	-191	-22
Settlements	-1,549	-1,306	-1,718
Transfers into and/or out of level 3	0	0	144
Fair Value, Ending Balance	2,541	1,931	2,282
Change in unrealized gains/(losses) related to financial instruments held	-234	-21	12
Mortgage servicing rights
Assets
Fair Value, Beginning balance	9,614	7,614	7,223
Total realized/unrealized gains/(losses)	-1,826	1,612	-635
Purchases	768	2,215	2,833
Sales	-209	-725	-579
Settlements	-911	-1,102	-1,228
Transfers into and/or out of level 3	0	0	0
Fair Value, Ending Balance	7,436	9,614	7,614
Change in unrealized gains/(losses) related to financial instruments held	-1,826	1,612	-635
Private equity
Assets
Fair Value, Beginning balance	6,474	7,181	6,751
Total realized/unrealized gains/(losses)	443	645	420
Purchases	164	673	1,545
Sales	-1,967	-1,137	-512
Settlements	-360	-687	-977
Transfers into and/or out of level 3	-2,279	-201	-46
Fair Value, Ending Balance	2,475	6,474	7,181
Change in unrealized gains/(losses) related to financial instruments held	26	262	333
All other assets
Assets
Fair Value, Beginning balance	3,176	4,258	4,374
Total realized/unrealized gains/(losses)	33	98	-195
Purchases	190	272	818
Sales	-451	-730	-238
Settlements	-577	-722	-501
Transfers into and/or out of level 3	0	0	0
Fair Value, Ending Balance	2,371	3,176	4,258
Change in unrealized gains/(losses) related to financial instruments held	$11	$53	($200)

Fair_Value_Measurement_Level_31

Fair Value Measurement - Level 3 Analysis (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	2.10%
Net derivative asset (liability), total realized/unrealized gains/(losses)	($413,000,000)	$2,904,000,000
Equity contracts
Level 3 Analysis - Supplemental Data [Abstract]
Net derivative asset (liability), total realized/unrealized gains/(losses)	154,000,000	2,528,000,000	160,000,000
Interest rate contracts
Level 3 Analysis - Supplemental Data [Abstract]
Net derivative asset (liability), total realized/unrealized gains/(losses)	184,000,000	1,358,000,000	6,930,000,000
Credit derivatives
Level 3 Analysis - Supplemental Data [Abstract]
Net derivative asset (liability), total realized/unrealized gains/(losses)	-149,000,000	-1,697,000,000	-4,487,000,000
Derivative
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	-6,000,000,000
Net derivative asset (liability), total realized/unrealized gains/(losses)			1,130,000,000
Derivative | Equity contracts
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	-4,500,000,000
Derivative | Interest rate contracts
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	-1,200,000,000
Debt securities
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	-4,700,000,000
Assets, level 3 to level 2 transfers	2,900,000,000
Asset, total realized/unrealized gains/(losses)	716,000,000	1,724,000,000	1,274,000,000
Private equity
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	-4,000,000,000
Increase (decrease) in level 3 asset sales	2,000,000,000
Assets, level 3 to level 2 transfers	2,300,000,000
Asset, total realized/unrealized gains/(losses)	443,000,000	645,000,000	420,000,000
Total debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Asset, total realized/unrealized gains/(losses)	1,066,000,000	2,237,000,000	1,251,000,000
Mortgage servicing rights
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	-2,200,000,000
Asset, total realized/unrealized gains/(losses)	-1,826,000,000	1,612,000,000	-635,000,000
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	749,730,000,000	760,327,000,000
Recurring | Private equity
Level 3 Analysis - Supplemental Data [Abstract]
Assets, level 3 to level 2 transfers	2,300,000,000
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	50,914,000,000	69,310,000,000
Increase (decrease) in level 3 assets	($18,400,000,000)

Fair_Value_Measurement_Credit_

Fair Value Measurement - Credit Adjustments Reflected on Balance Sheet (Details) (USD $)	12 Months Ended			3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Mar. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading gain (loss)	$9,024	$9,339	$4,765
Credit adjustments [Abstract]
Derivative receivables balance	78,975	65,759
Derivative payables	71,116	57,314
Derivative CVA	-2,674	-2,352
Derivative Credit Risk and Funding Valuation Adjustments	-380	-322
Structured Notes Balance Net Of DVA and FVA	53,772	48,808
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities	714	715
Plain Vanilla Financial Instruments
Credit adjustments [Abstract]
Structured Notes Balance Net Of DVA	943	1,100
Derivative or Structured Note Funding Valuation Adjustment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading gain (loss)		-1,500		-1,500
Structured Finance
Credit adjustments [Abstract]
Derivative Credit Risk and Funding Valuation Adjustments	1,152	952
Derivative Credit Risk Valuation Adjustment, Derivative Liabilities	$1,400	$1,400

Fair_Value_Measurement_Impact_

Fair Value Measurement - Impact of Credit Adjustments (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Impact of credit adjustments on earnings [Abstract]
Structured note credit adjustments	$101	($271)	($835)
Credit Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	-322	1,886	2,698
Debit Valuation Adjustment and Funding Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	-58	-1,152	-590
Structured note credit adjustments	200	-760	-340
Debit valuation adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	-1	-115	-590
Structured note credit adjustments	$20	($337)	($340)

Fair_Value_Measurement_Nonrecu

Fair Value Measurement - Nonrecurring Basis (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value option, changes in fair value gain (loss)	($992)	($789)	($1,600)
Residential mortgage | Broker Price Opinion Valuation Technique | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	8.00%
Residential mortgage | Broker Price Opinion Valuation Technique | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	66.00%
Residential mortgage | Broker Price Opinion Valuation Technique | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	26.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	4,500	6,200
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,300	339
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	3,200	5,800
Nonrecurring | Level 3 | Consumer Loans Reclassified To Held-For-Sale
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,600
Nonrecurring | Level 3 | Residential mortgage
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$809

Fair_Value_Measurement_Carryin

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Financial assets
Cash and due from banks	$27,831,000,000	$39,771,000,000	$53,723,000,000	$59,602,000,000
Deposits with banks	484,477,000,000	316,051,000,000
Federal funds sold and securities purchased under resale agreements	215,803,000,000	248,116,000,000
Securities, held-to-maturity	51,154,000,000	23,731,000,000
Financial liabilities
Commercial paper	66,344,000,000	57,848,000,000
Beneficial interests issued by consolidated VIEs	52,362,000,000	49,617,000,000
Trading assets and liabilities average balances Abstract
Trading assets - debt and equity instruments	327,259,000,000	340,449,000,000	349,337,000,000
Trading assets - derivative receivables	67,123,000,000	72,629,000,000	85,744,000,000
Trading liabilities - debt and equity instruments	84,707,000,000	77,706,000,000	69,001,000,000
Trading liabilities - derivative payables	54,758,000,000	64,553,000,000	76,162,000,000
Carrying value
Financial assets
Cash and due from banks	27,800,000,000	39,800,000,000
Deposits with banks	484,500,000,000	316,100,000,000
Accrued interest and accounts receivable	70,100,000,000	65,200,000,000
Federal funds sold and securities purchased under resale agreements	187,200,000,000	223,000,000,000
Securities borrowed	109,400,000,000	107,700,000,000
Securities, held-to-maturity	49,300,000,000	24,000,000,000
Loans, net of allowance for loan losses	740,500,000,000	720,100,000,000
Other	58,100,000,000	58,200,000,000
Financial liabilities
Deposits	1,354,600,000,000	1,281,100,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	189,100,000,000	175,700,000,000
Commercial paper	66,300,000,000	57,800,000,000
Other borrowed funds	15,500,000,000	14,700,000,000
Accounts payable and other liabilities	176,700,000,000	160,200,000,000
Beneficial interests issued by consolidated VIEs	50,200,000,000	47,600,000,000
Long-term debt and junior subordinated deferrable interest debentures	246,600,000,000	239,000,000,000
Wholesale lending-related commitments	600,000,000	700,000,000
Estimate of Fair Value
Financial assets
Cash and due from banks	27,800,000,000	39,800,000,000
Deposits with banks	484,500,000,000	316,100,000,000
Accrued interest and accounts receivable	70,100,000,000	65,200,000,000
Federal funds sold and securities purchased under resale agreements	187,200,000,000	223,000,000,000
Securities borrowed	109,400,000,000	107,700,000,000
Securities, held-to-maturity	51,200,000,000	23,700,000,000
Loans, net of allowance for loan losses	744,900,000,000	720,200,000,000
Other	62,800,000,000	61,900,000,000
Financial liabilities
Deposits	1,354,800,000,000	1,281,500,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	189,100,000,000	175,700,000,000
Commercial paper	66,300,000,000	57,800,000,000
Other borrowed funds	15,500,000,000	14,700,000,000
Accounts payable and other liabilities	176,500,000,000	160,000,000,000
Beneficial interests issued by consolidated VIEs	50,200,000,000	47,500,000,000
Long-term debt and junior subordinated deferrable interest debentures	255,400,000,000	246,800,000,000
Wholesale lending-related commitments	1,600,000,000	1,000,000,000
Estimate of Fair Value | Level 1
Financial assets
Cash and due from banks	27,800,000,000	39,800,000,000
Deposits with banks	480,400,000,000	309,700,000,000
Accrued interest and accounts receivable	0	0
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	0	0
Other	0	0
Financial liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Commercial paper	0	0
Other borrowed funds		0
Accounts payable and other liabilities	0	0
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt and junior subordinated deferrable interest debentures	0	0
Wholesale lending-related commitments	0	0
Estimate of Fair Value | Level 2
Financial assets
Cash and due from banks	0	0
Deposits with banks	4,100,000,000	6,400,000,000
Accrued interest and accounts receivable	70,000,000,000	64,900,000,000
Federal funds sold and securities purchased under resale agreements	187,200,000,000	223,000,000,000
Securities borrowed	109,400,000,000	107,700,000,000
Securities, held-to-maturity	51,200,000,000	23,700,000,000
Loans, net of allowance for loan losses	21,800,000,000	23,000,000,000
Other	55,700,000,000	54,500,000,000
Financial liabilities
Deposits	1,353,600,000,000	1,280,300,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	189,100,000,000	175,700,000,000
Commercial paper	66,300,000,000	57,800,000,000
Other borrowed funds	15,500,000,000	14,700,000,000
Accounts payable and other liabilities	173,700,000,000	158,200,000,000
Beneficial interests issued by consolidated VIEs	48,200,000,000	44,300,000,000
Long-term debt and junior subordinated deferrable interest debentures	251,600,000,000	240,800,000,000
Wholesale lending-related commitments	0	0
Estimate of Fair Value | Level 3
Financial assets
Cash and due from banks	0	0
Deposits with banks	0	0
Accrued interest and accounts receivable	100,000,000	300,000,000
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	723,100,000,000	697,200,000,000
Other	7,100,000,000	7,400,000,000
Financial liabilities
Deposits	1,200,000,000	1,200,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Commercial paper	0	0
Other borrowed funds	0	0
Accounts payable and other liabilities	2,800,000,000	1,800,000,000
Beneficial interests issued by consolidated VIEs	2,000,000,000	3,200,000,000
Long-term debt and junior subordinated deferrable interest debentures	3,800,000,000	6,000,000,000
Wholesale lending-related commitments	$1,600,000,000	$1,000,000,000

Fair_Value_Option_Changes_in_f

Fair Value Option - Changes in fair value under the fair value option (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Changes in fair value under the fair value option election
Federal funds sold and securities purchased under resale agreements	($15)	($454)	$161
Securities borrowed	-10	10	10
Trading assets:
Debt and equity instruments, excluding loans	639	589	520
Loans reported as trading assets:
Changes in instrument-specific credit risk	914	1,184	1,570
Other changes in fair value	1,705	1,700	7,487
Loans:
Changes in instrument-specific credit risk	40	36	-14
Other changes in fair value	34	17	676
Other assets	-98	3	-339
Deposits	-287	260	-188
Federal funds purchased and securities loaned or sold under repurchase agreements	-33	73	-25
Other borrowed funds	-891	-399	494
Trading liabilities	-17	-46	-41
Beneficial interests issued by consolidated VIEs	-233	-278	-166
Other liabilities	-27	2	0
Long-term debt:
Changes in instrument-specific credit risk related to structured notes	101	-271	-835
Other changes in fair value	-615	1,280	-1,025
Debit valuation adjustment
Long-term debt:
Changes in instrument-specific credit risk related to structured notes	20	-337	-340
Principal transactions
Changes in fair value under the fair value option election
Federal funds sold and securities purchased under resale agreements	-15	-454	161
Securities borrowed	-10	10	10
Trading assets:
Debt and equity instruments, excluding loans	639	582	513
Loans reported as trading assets:
Changes in instrument-specific credit risk	885	1,161	1,489
Other changes in fair value	352	-133	-183
Loans:
Changes in instrument-specific credit risk	40	36	-14
Other changes in fair value	34	17	676
Other assets	24	32	0
Deposits	-287	260	-188
Federal funds purchased and securities loaned or sold under repurchase agreements	-33	73	-25
Other borrowed funds	-891	-399	494
Trading liabilities	-17	-46	-41
Beneficial interests issued by consolidated VIEs	-233	-278	-166
Other liabilities	-27	0	0
Long-term debt:
Changes in instrument-specific credit risk related to structured notes	101	-271	-835
Other changes in fair value	-615	1,280	-1,025
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
Securities borrowed	0	0	0
Trading assets:
Debt and equity instruments, excluding loans	0	7	7
Loans reported as trading assets:
Changes in instrument-specific credit risk	29	23	81
Other changes in fair value	1,353	1,833	7,670
Loans:
Changes in instrument-specific credit risk	0	0	0
Other changes in fair value	0	0	0
Other assets	-122	-29	-339
Deposits	0	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0	0
Other borrowed funds	0	0	0
Trading liabilities	0	0	0
Beneficial interests issued by consolidated VIEs	0	0	0
Other liabilities	0	2	0
Long-term debt:
Changes in instrument-specific credit risk related to structured notes	0	0	0
Other changes in fair value	$0	$0	$0

Fair_Value_Option_Aggregate_di

Fair Value Option - Aggregate differences (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Long-term beneficial interests
Performing loans - 90 days or more outstanding	$0	$0
Other guarantees and commitments
Long-term beneficial interests
Other guarantees and commitments, contractual amount	5,720,000,000	6,786,000,000
Guarantor obligations, current carrying value	-121,000,000	-99,000,000
Letters Of Credit Hedged By Derivative Transactions | Other guarantees and commitments
Long-term beneficial interests
Other guarantees and commitments, contractual amount	4,500,000,000	4,500,000,000
Guarantor obligations, current carrying value	-147,000,000	-99,000,000
Carrying value
Loans
Nonaccrual loans	3,854,000,000	5,365,000,000
Total loans	43,859,000,000	40,052,000,000
Carrying value | Trading assets
Loans
Nonaccrual loans	3,847,000,000	5,156,000,000
All other performing loans	37,608,000,000	33,069,000,000
Carrying value | Loans
Loans
Nonaccrual loans	7,000,000	209,000,000
All other performing loans	2,397,000,000	1,618,000,000
Carrying value | Principal-protected debt
Long-term debt
Long-term debt	14,660,000,000	15,797,000,000
Estimate of Fair Value
Loans
Nonaccrual loans	912,000,000	1,645,000,000
Total loans	38,763,000,000	32,503,000,000
Long-term debt
Long-term debt	30,226,000,000	28,878,000,000
Long-term beneficial interests
Total long-term beneficial interests	2,162,000,000	1,996,000,000
Estimate of Fair Value | Trading assets
Loans
Nonaccrual loans	905,000,000	1,491,000,000
All other performing loans	35,462,000,000	29,295,000,000
Estimate of Fair Value | Loans
Loans
Nonaccrual loans	7,000,000	154,000,000
All other performing loans	2,389,000,000	1,563,000,000
Estimate of Fair Value | Principal-protected debt
Long-term debt
Long-term debt	15,484,000,000	15,909,000,000
Estimate of Fair Value | Nonprincipal-protected debt
Long-term debt
Long-term debt	14,742,000,000	12,969,000,000
Long-term beneficial interests
Total long-term beneficial interests	2,162,000,000	1,996,000,000
Change During Period
Loans
Nonaccrual loans	-2,942,000,000	-3,720,000,000
Total loans	-5,096,000,000	-7,549,000,000
Change During Period | Trading assets
Loans
Nonaccrual loans	-2,942,000,000	-3,665,000,000
All other performing loans	-2,146,000,000	-3,774,000,000
Change During Period | Loans
Loans
Nonaccrual loans	0	-55,000,000
All other performing loans	-8,000,000	-55,000,000
Change During Period | Principal-protected debt
Long-term debt
Long-term debt	$824,000,000	$112,000,000

Fair_Value_Option_Structured_n

Fair Value Option - Structured note products by balance sheet classification and risk component (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$52,829	$47,661
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	13,437	11,401
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,473	4,261
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,378	2,542
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	29,175	26,754
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,366	2,703
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	30,089	28,427
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	10,858	9,516
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,023	4,248
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,150	2,321
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	12,348	11,082
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	710	1,260
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	14,177	13,068
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	460	615
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	450	13
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	211	194
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	12,412	11,936
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	644	310
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	8,563	6,166
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,119	1,270
Deposits | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	0	0
Deposits | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	17	27
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,415	3,736
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$2,012	$1,133

Credit_Risk_Concentrations_Det

Credit Risk Concentrations (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Concentration Risk [Line Items]
Credit exposure	$1,921,563	$1,862,732
Loans	757,336	738,418
Derivative receivables balance	78,975	65,759
Off-balance sheet	1,056,172	1,031,672
Consumer
Concentration Risk [Line Items]
Credit exposure	1,010,646	1,002,433
Loans	426,422	416,854
Derivative receivables balance	0	0
Off-balance sheet	584,116	585,440
Consumer, excluding credit card
Concentration Risk [Line Items]
Credit exposure	353,635	345,259
Loans	295,374	289,063
Derivative receivables balance	0	0
Off-balance sheet	58,153	56,057
Credit card
Concentration Risk [Line Items]
Credit exposure	657,011	657,174
Loans	131,048	127,791
Derivative receivables balance	0	0
Off-balance sheet	525,963	529,383
Wholesale
Concentration Risk [Line Items]
Credit exposure	910,917	860,299
Loans	330,914	321,564
Derivative receivables balance	78,975	65,759
Off-balance sheet	472,056	446,232
Wholesale | Real Estate
Concentration Risk [Line Items]
Credit exposure	107,386	87,102
Loans	79,113	69,151
Derivative receivables balance	333	460
Off-balance sheet	27,940	17,491
Wholesale | Banks & Finance Cos
Concentration Risk [Line Items]
Credit exposure	68,203	66,881
Loans	24,244	25,482
Derivative receivables balance	22,057	18,888
Off-balance sheet	21,902	22,511
Wholesale | Healthcare
Concentration Risk [Line Items]
Credit exposure	57,707	46,934
Loans	13,793	14,383
Derivative receivables balance	4,630	2,203
Off-balance sheet	39,284	30,348
Wholesale | Oil & Gas
Concentration Risk [Line Items]
Credit exposure	48,315	45,910
Loans	15,616	13,319
Derivative receivables balance	1,872	3,202
Off-balance sheet	30,827	29,389
Wholesale | Consumer Products
Concentration Risk [Line Items]
Credit exposure	37,818	35,666
Loans	10,646	8,708
Derivative receivables balance	593	3,319
Off-balance sheet	26,579	23,639
Wholesale | Asset Managers
Concentration Risk [Line Items]
Credit exposure	36,374	34,145
Loans	8,043	9,099
Derivative receivables balance	9,569	715
Off-balance sheet	18,762	24,331
Wholesale | State & Municipal Govt
Concentration Risk [Line Items]
Credit exposure	31,858	33,506
Loans	7,593	5,656
Derivative receivables balance	4,079	7,175
Off-balance sheet	20,186	20,675
Wholesale | Retail & Consumer Services
Concentration Risk [Line Items]
Credit exposure	28,258	28,983
Loans	7,752	5,582
Derivative receivables balance	361	2,248
Off-balance sheet	20,145	21,153
Wholesale | Utilities
Concentration Risk [Line Items]
Credit exposure	28,060	25,068
Loans	4,843	7,504
Derivative receivables balance	2,317	273
Off-balance sheet	20,900	17,291
Wholesale | Central Govt
Concentration Risk [Line Items]
Credit exposure	21,081	21,403
Loans	1,081	4,426
Derivative receivables balance	11,819	1,392
Off-balance sheet	8,181	15,585
Wholesale | Technology
Concentration Risk [Line Items]
Credit exposure	20,977	21,049
Loans	4,727	1,754
Derivative receivables balance	1,341	9,998
Off-balance sheet	14,909	9,297
Wholesale | Machinery & Equipment Mfg
Concentration Risk [Line Items]
Credit exposure	20,573	19,078
Loans	6,537	5,969
Derivative receivables balance	553	476
Off-balance sheet	13,483	12,633
Wholesale | Transportation
Concentration Risk [Line Items]
Credit exposure	16,365	17,434
Loans	9,107	5,825
Derivative receivables balance	699	560
Off-balance sheet	6,559	11,049
Wholesale | Business Services
Concentration Risk [Line Items]
Credit exposure	16,201	14,601
Loans	4,867	4,497
Derivative receivables balance	456	594
Off-balance sheet	10,878	9,510
Wholesale | Metals/Mining
Concentration Risk [Line Items]
Credit exposure	15,911	13,975
Loans	5,628	6,845
Derivative receivables balance	601	621
Off-balance sheet	9,682	6,509
Wholesale | All other
Concentration Risk [Line Items]
Credit exposure	320,446	308,519
Loans	120,912	120,063
Derivative receivables balance	17,695	13,635
Off-balance sheet	181,839	174,821
Wholesale | Loans Retained
Concentration Risk [Line Items]
Credit exposure	875,533	820,254
Loans	324,502	308,263
Derivative receivables balance	78,975	65,759
Off-balance sheet	472,056	446,232
Wholesale | Loans held-for-sale and loans at fair value
Concentration Risk [Line Items]
Credit exposure	6,412	13,301
Loans	6,412	13,301
Derivative receivables balance	0	0
Off-balance sheet	0	0
Wholesale | Receivables from customers and other
Concentration Risk [Line Items]
Credit exposure	28,972	26,744
Loans	0	0
Derivative receivables balance	0	0
Off-balance sheet	$0	$0

Derivative_Instruments_Notiona

Derivative Instruments - Notional Amount of Derivative Contracts (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Jul. 02, 2012
In Billions, unless otherwise specified
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	$63,662	$70,413
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	48,085	54,705
Interest rate contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	29,734	35,221
Interest rate contracts | Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	10,189	11,238
Interest rate contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,903	4,059
Interest rate contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	4,259	4,187
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	4,249	5,331
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	9,585	8,572
Foreign exchange contracts | Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,346	3,488
Foreign exchange contracts | Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	4,669	3,773
Foreign exchange contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	790	659
Foreign exchange contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	780	652
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	1,063	1,042
Equity contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	206	187
Equity contracts | Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	50	50
Equity contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	432	425
Equity contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	375	380
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	680	763
Commodity contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	126	124
Commodity contracts | Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	193	234
Commodity contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	181	202
Commodity contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	180	203
Chief Investment Office | Credit derivatives | Synthetic credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts			$12

Derivative_Instruments_Impact_

Derivative Instruments - Impact on Balance Sheet (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$1,332,731	$1,180,467
Derivative receivables balance	78,975	65,759
Gross derivative payables	1,315,076	1,160,149
Net derivative payables	71,116	57,314
Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	956,523	854,679
Derivative receivables balance	33,725	25,782
Gross derivative payables	924,645	825,354
Net derivative payables	17,745	13,283
Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	76,842	83,520
Derivative receivables balance	1,838	1,516
Gross derivative payables	75,895	82,402
Net derivative payables	1,593	2,281
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	208,921	153,599
Derivative receivables balance	21,253	16,790
Gross derivative payables	218,348	160,125
Net derivative payables	22,970	15,947
Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	46,792	52,931
Derivative receivables balance	8,177	12,227
Gross derivative payables	50,565	54,654
Net derivative payables	11,740	14,719
Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	43,653	35,738
Derivative receivables balance	13,982	9,444
Gross derivative payables	45,623	37,614
Net derivative payables	17,068	11,084
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,323,207	1,174,224
Gross derivative payables	1,311,271	1,154,200
Not designated as hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	951,151	851,189
Gross derivative payables	921,634	820,811
Not designated as hedges | Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	76,842	83,520
Gross derivative payables	75,895	82,402
Not designated as hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	205,271	152,240
Gross derivative payables	217,722	158,728
Not designated as hedges | Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	46,792	52,931
Gross derivative payables	50,565	54,654
Not designated as hedges | Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	43,151	34,344
Gross derivative payables	45,455	37,605
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	9,524	6,243
Gross derivative payables	3,805	5,949
Designated as hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	5,372	3,490
Gross derivative payables	3,011	4,543
Designated as hedges | Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	3,650	1,359
Gross derivative payables	626	1,397
Designated as hedges | Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	502	1,394
Gross derivative payables	$168	$9

Derivative_Instruments_Derivat

Derivative Instruments - Derivatives Netting (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	$1,312,014,000,000	$1,164,733,000,000
Amounts netted on the Consolidated balance sheets	-1,253,756,000,000	-1,114,708,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	58,258,000,000	50,025,000,000
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	20,717,000,000	15,734,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	1,332,731,000,000	1,180,467,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	78,975,000,000	65,759,000,000
Net cash collateral payables	74,000,000,000	63,900,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	1,296,006,000,000	1,144,452,000,000
Amounts netted on the Consolidated balance sheets	-1,243,960,000,000	-1,102,835,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	52,046,000,000	41,617,000,000
Derivative payables where an appropriate legal opinion has not been either sought or obtained	19,070,000,000	15,697,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	1,315,076,000,000	1,160,149,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	71,116,000,000	57,314,000,000
Netted cash collateral receivables	64,200,000,000	52,100,000,000
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	950,029,000,000	848,875,000,000
Amounts netted on the Consolidated balance sheets	-922,798,000,000	-828,897,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	27,231,000,000	19,978,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	956,523,000,000	854,679,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	33,725,000,000	25,782,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	920,688,000,000	822,548,000,000
Amounts netted on the Consolidated balance sheets	-906,900,000,000	-812,071,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	13,788,000,000	10,477,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	924,645,000,000	825,354,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	17,745,000,000	13,283,000,000
Interest rate contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	548,373,000,000	486,449,000,000
Amounts netted on the Consolidated balance sheets	-521,180,000,000	-466,493,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	27,193,000,000	19,956,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	522,170,000,000	467,850,000,000
Amounts netted on the Consolidated balance sheets	-509,650,000,000	-458,081,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	12,520,000,000	9,769,000,000
Interest rate contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	401,656,000,000	362,426,000,000
Amounts netted on the Consolidated balance sheets	-401,618,000,000	-362,404,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	38,000,000	22,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	398,518,000,000	354,698,000,000
Amounts netted on the Consolidated balance sheets	-397,250,000,000	-353,990,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	1,268,000,000	708,000,000
Interest rate contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Credit derivatives
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	75,956,000,000	83,110,000,000
Amounts netted on the Consolidated balance sheets	-75,004,000,000	-82,004,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	952,000,000	1,106,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	76,842,000,000	83,520,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	1,838,000,000	1,516,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	74,830,000,000	81,729,000,000
Amounts netted on the Consolidated balance sheets	-74,302,000,000	-80,121,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	528,000,000	1,608,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	75,895,000,000	82,402,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	1,593,000,000	2,281,000,000
Credit derivatives | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	66,636,000,000	66,269,000,000
Amounts netted on the Consolidated balance sheets	-65,720,000,000	-65,725,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	916,000,000	544,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	65,432,000,000	65,223,000,000
Amounts netted on the Consolidated balance sheets	-64,904,000,000	-63,671,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	528,000,000	1,552,000,000
Credit derivatives | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	9,320,000,000	16,841,000,000
Amounts netted on the Consolidated balance sheets	-9,284,000,000	-16,279,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	36,000,000	562,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	9,398,000,000	16,506,000,000
Amounts netted on the Consolidated balance sheets	-9,398,000,000	-16,450,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	0	56,000,000
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	202,573,000,000	148,999,000,000
Amounts netted on the Consolidated balance sheets	-187,668,000,000	-136,809,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	14,905,000,000	12,190,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	208,921,000,000	153,599,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	21,253,000,000	16,790,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	211,798,000,000	155,171,000,000
Amounts netted on the Consolidated balance sheets	-195,378,000,000	-144,178,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	16,420,000,000	10,993,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	218,348,000,000	160,125,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	22,970,000,000	15,947,000,000
Foreign exchange contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	202,537,000,000	148,953,000,000
Amounts netted on the Consolidated balance sheets	-187,634,000,000	-136,763,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	14,903,000,000	12,190,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	211,732,000,000	155,110,000,000
Amounts netted on the Consolidated balance sheets	-195,312,000,000	-144,119,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	16,420,000,000	10,991,000,000
Foreign exchange contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	36,000,000	46,000,000
Amounts netted on the Consolidated balance sheets	-34,000,000	-46,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	2,000,000	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	66,000,000	61,000,000
Amounts netted on the Consolidated balance sheets	-66,000,000	-59,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	0	2,000,000
Foreign exchange contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	41,401,000,000	49,602,000,000
Amounts netted on the Consolidated balance sheets	-38,615,000,000	-40,704,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	2,786,000,000	8,898,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	46,792,000,000	52,931,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	8,177,000,000	12,227,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	45,075,000,000	50,644,000,000
Amounts netted on the Consolidated balance sheets	-38,825,000,000	-39,935,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	6,250,000,000	10,709,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	50,565,000,000	54,654,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	11,740,000,000	14,719,000,000
Equity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	23,258,000,000	31,870,000,000
Amounts netted on the Consolidated balance sheets	-22,826,000,000	-29,289,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	432,000,000	2,581,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	27,908,000,000	33,295,000,000
Amounts netted on the Consolidated balance sheets	-23,036,000,000	-28,520,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	4,872,000,000	4,775,000,000
Equity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Equity contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	18,143,000,000	17,732,000,000
Amounts netted on the Consolidated balance sheets	-15,789,000,000	-11,415,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	2,354,000,000	6,317,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	17,167,000,000	17,349,000,000
Amounts netted on the Consolidated balance sheets	-15,789,000,000	-11,415,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	1,378,000,000	5,934,000,000
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	42,055,000,000	34,147,000,000
Amounts netted on the Consolidated balance sheets	-29,671,000,000	-26,294,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	12,384,000,000	7,853,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	43,653,000,000	35,738,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	13,982,000,000	9,444,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	43,615,000,000	34,360,000,000
Amounts netted on the Consolidated balance sheets	-28,555,000,000	-26,530,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	15,060,000,000	7,830,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	45,623,000,000	37,614,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	17,068,000,000	11,084,000,000
Commodity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	22,555,000,000	21,619,000,000
Amounts netted on the Consolidated balance sheets	-14,327,000,000	-15,082,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	8,228,000,000	6,537,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	25,129,000,000	21,993,000,000
Amounts netted on the Consolidated balance sheets	-13,211,000,000	-15,318,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	11,918,000,000	6,675,000,000
Commodity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Commodity contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	19,500,000,000	12,528,000,000
Amounts netted on the Consolidated balance sheets	-15,344,000,000	-11,212,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	4,156,000,000	1,316,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	18,486,000,000	12,367,000,000
Amounts netted on the Consolidated balance sheets	-15,344,000,000	-11,212,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	$3,142,000,000	$1,155,000,000

Derivative_Instruments_Derivat1

Derivative Instruments - Derivatives Collateral (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Derivative receivable collateral:
Net derivative receivables	$58,258	$50,025
Collateral not nettable on the Consolidated balance sheets	-16,194	-12,414
Net exposure	42,064	37,611
Derivative payable collateral:
Net derivative payables	52,046	41,617
Collateral not nettable on the Consolidated balance sheets	-10,505	-6,873
Net amount	$41,541	$34,744

Derivative_Instruments_Liquidi

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) (USD $)	Dec. 31, 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	$32,303	$24,631
Collateral posted	27,585	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	1,046	952
Amount required to settle contracts with termination triggers upon downgrade	366	540
Two-notch downgrade
Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives:
Amount of additional collateral to be posted upon downgrade	3,331	3,244
Amount required to settle contracts with termination triggers upon downgrade	$1,388	$876

Derivative_Instruments_Impact_1

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Gains/(losses) recorded in income
Derivatives	$10,434	($4,080)	($6,795)
Hedged items	-9,188	4,411	5,935
Total income statement impact	1,246	331	-860
Income statement impact due to:
Hedge ineffectiveness	173	-94	79
Excluded components	1,073	425	-939
Interest rate contracts
Gains/(losses) recorded in income
Derivatives	2,106	-3,469	-1,238
Hedged items	-801	4,851	1,879
Total income statement impact	1,305	1,382	641
Income statement impact due to:
Hedge ineffectiveness	131	-132	-28
Excluded components	1,174	1,514	669
Foreign exchange contracts
Gains/(losses) recorded in income
Derivatives	8,279	-1,096	-3,027
Hedged items	-8,532	864	2,925
Total income statement impact	-253	-232	-102
Income statement impact due to:
Hedge ineffectiveness	0	0	0
Excluded components	-253	-232	-102
Commodity contracts
Gains/(losses) recorded in income
Derivatives	49	485	-2,530
Hedged items	145	-1,304	1,131
Total income statement impact	194	-819	-1,399
Income statement impact due to:
Hedge ineffectiveness	42	38	107
Excluded components	$152	($857)	($1,506)

Derivative_Instruments_Impact_2

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Gains/(losses) recorded in income and other comprehensive income/(loss)
Recognition of gain (loss) related to cash flow hedges in Income	($33)
Maximum length of time hedged in forecasted transactions	9 years
Cash Flow Hedging
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	24	-101	28
Hedge ineffectiveness recorded directly in income	0	0	5
Total income statement impact	24	-101	33
Effective portion recorded in OCI	98	-525	141
Total change in OCI for period	74	-424	113
Cash Flow Hedging | Interest rate contracts
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	-54	-108	-3
Hedge ineffectiveness recorded directly in income	0	0	5
Total income statement impact	-54	-108	2
Effective portion recorded in OCI	189	-565	13
Total change in OCI for period	243	-457	16
Cash Flow Hedging | Foreign exchange contracts
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	78	7	31
Hedge ineffectiveness recorded directly in income	0	0	0
Total income statement impact	78	7	31
Effective portion recorded in OCI	-91	40	128
Total change in OCI for period	($169)	$33	$97

Derivative_Instruments_Impact_3

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) (Net Investment Hedging, Foreign exchange contracts, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Net Investment Hedging | Foreign exchange contracts
Net investment hedge gains and losses [Abstract]
Excluded components recorded directly in income	($448)	($383)	($306)
Effective portion recorded in OCI	$1,698	$773	($82)

Derivative_Instruments_Impact_4

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) (Risk Management Activities, Not designated as hedges, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	$2,399	$654	$5,319
Interest rate contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	2,308	617	5,353
Credit derivatives
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	-58	-142	-175
Foreign exchange contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	-7	1	47
Commodity contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	$156	$178	$94

Derivative_Instruments_Credit_

Derivative Instruments - Credit Derivatives (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Credit Derivatives - supplemental information
Tranche credit default swap realized credit loss protection	$1
Tranche credit default swap portfolio of exposure	10
Total credit derivatives and credit-related notes
Protection sold	-2,100,303	-2,645,848
Protection purchased with identical underlyings	2,110,144	2,656,119
Net protection (sold)/purchased	9,841	10,271
Other protection purchased	41,810	31,922
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	-2,100,263	-2,645,718
Protection purchased with identical underlyings	2,110,144	2,656,119
Net protection (sold)/purchased	9,881	10,401
Other protection purchased	38,106	29,202
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	-2,056,982	-2,601,581
Protection purchased with identical underlyings	2,078,096	2,610,198
Net protection (sold)/purchased	21,114	8,617
Other protection purchased	18,631	8,722
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	-43,281	-44,137
Protection purchased with identical underlyings	32,048	45,921
Net protection (sold)/purchased	-11,233	1,784
Other protection purchased	19,475	20,480
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	-40	-130
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	-40	-130
Other protection purchased	$3,704	$2,720

Derivative_Instruments_Credit_1

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) (USD $)	Dec. 31, 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	($480,679)	($509,252)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,515,091	-2,014,444
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-104,533	-122,152
Total notional amount	-2,100,303	-2,645,848
Net fair value	17,675	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	-323,398	-368,712
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,118,293	-1,469,773
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-79,486	-93,209
Total notional amount	-1,521,177	-1,931,694
Net fair value	19,453	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	-157,281	-140,540
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-396,798	-544,671
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-25,047	-28,943
Total notional amount	-579,126	-714,154
Net fair value	-1,778	10,752
Trading assets
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	46,444	59,156
Trading assets | Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	25,767	31,730
Trading assets | Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	20,677	27,426
Trading liabilities
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	-28,769	-22,338
Trading liabilities | Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	-6,314	-5,664
Trading liabilities | Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	($22,455)	($16,674)

Noninterest_Revenue_Details

Noninterest Revenue (Details) (USD $)	12 Months Ended			3 Months Ended		6 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Mar. 31, 2014	Sep. 30, 2012	Jun. 30, 2012
Components of investment banking fees [Abstract]
Underwriting	$4,911,000,000	$5,036,000,000	$4,316,000,000
Advisory	1,631,000,000	1,318,000,000	1,492,000,000
Total investment banking fees	6,542,000,000	6,354,000,000	5,808,000,000
Principal transactions revenue
Trading revenue	9,024,000,000	9,339,000,000	4,765,000,000
Private equity gains	1,507,000,000	802,000,000	771,000,000
Principal transactions	10,531,000,000	10,141,000,000	5,536,000,000
Asset management:
Investment management fees	9,169,000,000	8,044,000,000	6,744,000,000
All other asset management fees	477,000,000	505,000,000	357,000,000
Asset Management Fees	9,646,000,000	8,549,000,000	7,101,000,000
Total administration fees	2,179,000,000	2,101,000,000	2,135,000,000
Commission and other fees:
Brokerage commissions	2,270,000,000	2,321,000,000	2,331,000,000
All other commissions and fees	1,836,000,000	2,135,000,000	2,301,000,000
Total commissions and fees	4,106,000,000	4,456,000,000	4,632,000,000
Total asset management, administration and commissions	15,931,000,000	15,106,000,000	13,868,000,000
Credit cost amortization period	12 months
Operating lease income	1,700,000,000	1,500,000,000	1,300,000,000
VISA
Commission and other fees:
Gain (loss) on sale of securities, net		1,300,000,000
Derivative or Structured Note Funding Valuation Adjustment
Principal transactions revenue
Trading revenue		-1,500,000,000		-1,500,000,000
Minimum
Commission and other fees:
Credit card revenue sharing agreement terms	3 years
Maximum
Commission and other fees:
Credit card revenue sharing agreement terms	10 years
Federal Reserve Bank of New York
Principal transactions revenue
Pretax gain on expected recovery of subordinated loan			665,000,000
Interest rate
Principal transactions revenue
Trading revenue	1,362,000,000	284,000,000	4,002,000,000
Credit
Principal transactions revenue
Trading revenue	1,880,000,000	2,654,000,000	-4,975,000,000
Credit | Chief Investment Office
Principal transactions revenue
Trading revenue					-449,000,000	-5,800,000,000
Foreign exchange
Principal transactions revenue
Trading revenue	1,556,000,000	1,801,000,000	918,000,000
Equity
Principal transactions revenue
Trading revenue	2,563,000,000	2,517,000,000	2,455,000,000
Commodity
Principal transactions revenue
Trading revenue	1,663,000,000	2,083,000,000	2,365,000,000
Equity securities
Components of investment banking fees [Abstract]
Underwriting	1,571,000,000	1,499,000,000	1,026,000,000
Debt securities
Components of investment banking fees [Abstract]
Underwriting	$3,340,000,000	$3,537,000,000	$3,290,000,000

Interest_Income_and_Interest_E3

Interest Income and Interest Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Interest income
Loans	$32,218	$33,489	$35,832
Taxable securities	7,617	6,916	7,231
Non-taxable securities(a)	1,423	896	708
Total securities	9,040	7,812	7,939
Trading assets	7,312	8,099	8,929
Federal funds sold and securities purchased under resale agreements	1,642	1,940	2,442
Securities borrowed	-501	-127	-3
Deposits with banks	1,157	918	555
Other assets	663	538	259
Total interest income	51,531	52,669	55,953
Interest expense
Interest-bearing deposits	1,633	2,067	2,655
Short-term and other liabilities	1,450	1,798	1,678
Long-term debt	4,409	5,007	6,062
Beneficial interests issued by consolidated VIEs	405	478	648
Total interest expense	7,897	9,350	11,043
Net interest income	43,634	43,319	44,910
Provision for credit losses	3,139	225	3,385
Net interest income after provision for credit losses	$40,495	$43,094	$41,525

Pension_and_Other_Postretireme3

Pension and Other Postretirement Employee Benefit Plans - Defined Benefit Pension Plans (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plans, Compensation Limit	$100,000
Defined benefit pension plan, benefit obligation expense retirement plan	257,000,000	245,000,000
Defined Contribution Plan:
Employer matching percent of employees' gross pay	5.00%
Employee annual compensation amount not eligible for employers matching contributions	250,000
Defined Benefit Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Period after which employees begin to accrue plan benefits	1 year
Period after which benefits generally vest	3 years
Defined Contribution Plan:
Period after which employees begin to receive matching contributions	1 year
Period after which matching contributions vest for employees hired after May 1, 2009	3 years
Funded status of plan - supplemental information
Unfunded postretirement benefit obligation, U.K. Plan	37,000,000	34,000,000
U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, estimated future employer contributions in next fiscal year	0
Change in benefit obligation
Benefit obligation, beginning of year	-10,776,000,000	-11,478,000,000
Benefits earned during the year	-281,000,000	-314,000,000	-272,000,000
Interest cost on benefit obligations	-534,000,000	-447,000,000	-466,000,000
Plan amendments	-53,000,000	0
Special termination benefits	0	0
Curtailments	0	0
Net gain/(loss)	-1,669,000,000	794,000,000
Benefits paid	777,000,000	669,000,000
Foreign exchange impact and other	0	0
Benefit obligation, end of year	-12,536,000,000	-10,776,000,000	-11,478,000,000
Change in plan assets
Fair value of plan assets, beginning of year	14,354,000,000	13,012,000,000
Actual return on plan assets	1,010,000,000	1,979,000,000
Firm contributions	36,000,000	32,000,000
Employee contributions	0	0
Benefits paid	-777,000,000	-669,000,000
Foreign exchange impact and other	0	0
Fair value of plan assets, end of year	14,623,000,000	14,354,000,000	13,012,000,000
Net funded status	2,087,000,000	3,578,000,000
Accumulated benefit obligation, end of year	-12,375,000,000	-10,685,000,000
U.S. defined benefit pension plans | Participation rights under participating annuity contracts
Change in plan assets
Fair value of plan assets, end of year	336,000,000	429,000,000
U.S. defined benefit pension plans | Accrued receivables
Funded status of plan - supplemental information
Defined benefit plans, amounts not measured at fair value	106,000,000	96,000,000
U.S. defined benefit pension plans | Accrued liabilities
Funded status of plan - supplemental information
Defined benefit plans, amounts not measured at fair value	257,000,000	104,000,000
Non-U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, estimated future employer contributions in next fiscal year	47,000,000
Defined benefit plan, contractually required future employer contributions in next fiscal year	31,000,000
Change in benefit obligation
Benefit obligation, beginning of year	-3,433,000,000	-3,243,000,000
Benefits earned during the year	-33,000,000	-34,000,000	-41,000,000
Interest cost on benefit obligations	-137,000,000	-125,000,000	-126,000,000
Plan amendments	0	0
Special termination benefits	-1,000,000	0
Curtailments	0	0
Employee contributions	-7,000,000	-7,000,000
Net gain/(loss)	-408,000,000	-62,000,000
Benefits paid	119,000,000	106,000,000
Foreign exchange impact and other	260,000,000	-68,000,000
Benefit obligation, end of year	-3,640,000,000	-3,433,000,000	-3,243,000,000
Change in plan assets
Fair value of plan assets, beginning of year	3,532,000,000	3,330,000,000
Actual return on plan assets	518,000,000	187,000,000
Firm contributions	46,000,000	45,000,000
Employee contributions	7,000,000	7,000,000
Benefits paid	-119,000,000	-106,000,000
Foreign exchange impact and other	-266,000,000	69,000,000
Fair value of plan assets, end of year	3,718,000,000	3,532,000,000	3,330,000,000
Net funded status	78,000,000	99,000,000
Accumulated benefit obligation, end of year	-3,615,000,000	-3,406,000,000
OPEB Plans
Change in benefit obligation
Benefit obligation, beginning of year	-826,000,000	-990,000,000
Benefits earned during the year	0	-1,000,000	-1,000,000
Interest cost on benefit obligations	-38,000,000	-35,000,000	-44,000,000
Plan amendments	0	0
Special termination benefits	0	0
Curtailments	-3,000,000	0
Employee contributions	-62,000,000	-72,000,000
Net gain/(loss)	-58,000,000	138,000,000
Benefits paid	145,000,000	144,000,000
Expected Medicare Part D subsidy receipts	-2,000,000	-10,000,000
Foreign exchange impact and other	2,000,000	0
Benefit obligation, end of year	-842,000,000	-826,000,000	-990,000,000
Change in plan assets
Fair value of plan assets, beginning of year	1,757,000,000	1,563,000,000
Actual return on plan assets	159,000,000	211,000,000
Firm contributions	3,000,000	2,000,000
Employee contributions	0	0
Benefits paid	-16,000,000	-19,000,000
Foreign exchange impact and other	0	0
Fair value of plan assets, end of year	1,903,000,000	1,757,000,000	1,563,000,000
Net funded status	1,061,000,000	931,000,000
OPEB Plans | Overfunded plans
Change in plan assets
Net funded status	3,900,000,000	5,100,000,000
OPEB Plans | Underfunded plans
Change in plan assets
Net funded status	$708,000,000	$540,000,000

Pension_and_Other_Postretireme4

Pension and Other Postretirement Employee Benefit Plans - Pretax Pension and OPEB in AOCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Defined Benefit Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Percent above which amortization of net gains and losses is included in annual net periodic benefit cost	10.00%
U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Average future service period	7 years
Average remaining amortization period	5 years
Pension and Other Postretirement Benefit Plans, Accumulated Other Comprehensive Income (Loss), before Tax
Net gain/(loss)	($3,346)	($1,726)
Prior service credit/(cost)	102	196
Accumulated other comprehensive income/(loss), pretax, end of year	-3,244	-1,530
Non-U.S. defined benefit pension plans
Pension and Other Postretirement Benefit Plans, Accumulated Other Comprehensive Income (Loss), before Tax
Net gain/(loss)	-628	-658
Prior service credit/(cost)	11	14
Accumulated other comprehensive income/(loss), pretax, end of year	-617	-644
OPEB Plans
Defined Benefit Plan Disclosure [Line Items]
Percent above which amortization of net gains and losses is included in annual net periodic benefit cost	10.00%
Average future service period	12 years
Period over which the firm uses a calculated value that recognizes changes in fair value to determine expected return on plan assets	5 years
Average remaining amortization period	2 years
Pension and Other Postretirement Benefit Plans, Accumulated Other Comprehensive Income (Loss), before Tax
Net gain/(loss)	130	125
Prior service credit/(cost)	0	1
Accumulated other comprehensive income/(loss), pretax, end of year	$130	$126

Pension_and_Other_Postretireme5

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
U.S. defined benefit pension plans
Amortization:
Total defined contribution plans	$438	$447	$409
Non-U.S. defined benefit pension plans
Amortization:
Total defined contribution plans	329	321	302
U.S. defined benefit pension plans
Components of net periodic benefit cost [Abstract]
Benefits earned during the year	281	314	272
Interest cost on benefit obligations	534	447	466
Expected return on plan assets	-985	-956	-861
Amortization:
Net loss	25	271	289
Prior service cost (credit)	-41	-41	-41
Net periodic defined benefit cost	-186	35	125
Other defined benefit pension plans	14	15	15
Total defined benefit plans	-172	50	140
Total pension and OPEB cost included in compensation expense	266	497	549
Changes in plan assets and benefit obligations recognized in other comprehensive income
Net (gain)/loss arising during the year	1,645	-1,817	434
Prior service credit arising during the year	53	0	0
Amortization of net loss	-25	-271	-289
Amortization of prior service (cost)/credit	41	41	41
Foreign exchange impact and other	0	0	0
Total recognized in other comprehensive income	1,714	-2,047	186
Total recognized in net periodic benefit cost and other comprehensive income	1,528	-2,012	311
Non-U.S. defined benefit pension plans
Components of net periodic benefit cost [Abstract]
Benefits earned during the year	33	34	41
Interest cost on benefit obligations	137	125	126
Expected return on plan assets	-172	-142	-137
Amortization:
Net loss	47	49	36
Prior service cost (credit)	-2	-2	0
Net periodic defined benefit cost	43	64	66
Other defined benefit pension plans	6	14	8
Total defined benefit plans	49	78	74
Total pension and OPEB cost included in compensation expense	378	399	376
Changes in plan assets and benefit obligations recognized in other comprehensive income
Net (gain)/loss arising during the year	57	19	146
Prior service credit arising during the year	0	0	-6
Amortization of net loss	-47	-49	-36
Amortization of prior service (cost)/credit	2	2	0
Foreign exchange impact and other	-39	14	22
Total recognized in other comprehensive income	-27	-14	126
Total recognized in net periodic benefit cost and other comprehensive income	16	50	192
OPEB Plans
Components of net periodic benefit cost [Abstract]
Benefits earned during the year	0	1	1
Interest cost on benefit obligations	38	35	44
Expected return on plan assets	-101	-92	-90
Amortization:
Net loss	0	1	-1
Prior service cost (credit)	-1	0	0
Net periodic defined benefit cost	-64	-55	-46
Total defined benefit plans	-64	-55	-46
Total pension and OPEB cost included in compensation expense	-64	-55	-46
Changes in plan assets and benefit obligations recognized in other comprehensive income
Net (gain)/loss arising during the year	-5	-257	-43
Prior service credit arising during the year	0	0	0
Amortization of net loss	0	-1	1
Amortization of prior service (cost)/credit	1	0	0
Foreign exchange impact and other	0	0	-1
Total recognized in other comprehensive income	-4	-258	-43
Total recognized in net periodic benefit cost and other comprehensive income	($68)	($313)	($89)

Pension_and_Other_Postretireme6

Pension and Other Postretirement Employee Benefit Plans - Pretax Amortization from AOCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
U.S. defined benefit pension plans
Estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost
Net loss	$257
Prior service cost/(credit)	-34
Total	223
Non-U.S. defined benefit pension plans
Estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost
Net loss	37
Prior service cost/(credit)	-2
Total	35
U.S. OPEB plans
Estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost
Net loss	0
Prior service cost/(credit)	0
Total	0
Non-U.S. OPEB plans
Estimated pretax amounts that will be amortized from AOCI into net periodic benefit cost
Net loss	0
Prior service cost/(credit)	0
Total	$0

Pension_and_Other_Postretireme7

Pension and Other Postretirement Employee Benefit Plans - Actual Rate of Return on Plan Assets (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
U.S. defined benefit pension plans
Actual rate of return:
Actual rate of return	7.29%	15.95%	12.66%
Non-U.S. defined benefit pension plans | Minimum
Actual rate of return:
Actual rate of return	5.62%	3.74%	7.21%
Non-U.S. defined benefit pension plans | Maximum
Actual rate of return:
Actual rate of return	17.69%	23.80%	11.72%
U.S. OPEB plans
Actual rate of return:
Actual rate of return	9.84%	13.88%	10.10%

Pension_and_Other_Postretireme8

Pension and Other Postretirement Employee Benefit Plans - Weighted-Average Assumptions Benefit Obligations (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Forward rate implied by the Citigroup pension discount curve at which excess cash is assumed to be reinvested	1 year
Increase in PBO	533
Projected Increase In US Defined Benefit Pension And OPEB Plan Expense Resulting From Decreased Discount Rates For Benefit Obligations	139
Minimum
Defined Benefit Plan Disclosure [Line Items]
Investment advisor definition of long-term	10 years
U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Expected long-term return on plan assets, next fiscal year	6.50%
Weighted-average assumptions used to determine benefit obligations
Discount rate	4.00%	5.00%
Rate of compensation increase	3.50%	3.50%
Non-U.S. defined benefit pension plans | Minimum
Weighted-average assumptions used to determine benefit obligations
Discount rate	1.00%	1.10%
Rate of compensation increase	2.75%	2.75%
Non-U.S. defined benefit pension plans | Maximum
Weighted-average assumptions used to determine benefit obligations
Discount rate	3.60%	4.40%
Rate of compensation increase	4.20%	4.60%
U.S. OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Expected long-term return on plan assets, next fiscal year	6.00%
Weighted-average assumptions used to determine benefit obligations
Discount rate	4.10%	4.90%
Health care cost trend rate:
Assumed for next year	6.00%	6.50%
Ultimate	5.00%	5.00%	5.00%
Year when rate will reach ultimate	2017	2017	2017
Non-U.S. OPEB plans
Weighted-average assumptions used to determine benefit obligations
Discount rate	0.00%	0.00%
Pension and other postretirement employee benefit plans, U.S.
Defined Benefit Plan Disclosure [Line Items]
Interest crediting rate			5.00%
Assumptions used calculating net periodic benefit cost, rate of compensation increase, next fiscal year	3.50%
Health care cost trend rate:
Assumed for next year	6.00%
Ultimate	5.00%
Year when rate will reach ultimate	2017

Pension_and_Other_Postretireme9

Pension and Other Postretirement Employee Benefit Plans - Weighted-Average Assumptions Net Periodic Benefit Costs (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
U.S. defined benefit pension plans
Weighted-average assumptions used to determine net periodic benefit costs
Discount rate	5.00%	3.90%	4.60%
Expected long-term rate of return on plan assets	7.00%	7.50%	7.50%
Non-U.S. defined benefit pension plans | Minimum
Weighted-average assumptions used to determine net periodic benefit costs
Discount rate	1.10%	1.40%	1.50%
Expected long-term rate of return on plan assets	1.20%	2.40%	2.50%
Non-U.S. defined benefit pension plans | Maximum
Weighted-average assumptions used to determine net periodic benefit costs
Discount rate	4.40%	4.40%	4.80%
Expected long-term rate of return on plan assets	5.30%	4.90%	4.60%
U.S. OPEB plans
Weighted-average assumptions used to determine net periodic benefit costs
Discount rate	4.90%	3.90%	4.70%
Expected long-term rate of return on plan assets	6.25%	6.25%	6.25%
Health care cost trend rate:
Assumed for next year	6.50%	7.00%	7.00%
Ultimate	5.00%	5.00%	5.00%
Year when rate will reach ultimate	2017	2017	2017
Pension and other postretirement employee benefit plans, U.S.
Weighted-average assumptions used to determine net periodic benefit costs
Rate of compensation increase	3.50%	4.00%	4.00%
Health care cost trend rate:
Ultimate	5.00%
Year when rate will reach ultimate	2017
Non-U.S. pension and other postretirement employee benefit plans | Minimum
Weighted-average assumptions used to determine net periodic benefit costs
Rate of compensation increase	2.75%	2.75%	2.75%
Non-U.S. pension and other postretirement employee benefit plans | Maximum
Weighted-average assumptions used to determine net periodic benefit costs
Rate of compensation increase	4.60%	4.10%	4.20%

Recovered_Sheet1

Pension and Other Postretirement Employee Benefit Plans - One Percentage Point Increase Effects (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Effect of a one-percentage-point change in the assumed health care cost trend rate on the Firms total service and interest cost and accumulated postretirement benefit obligation
Effect on accumulated postretirement benefit obligation, 1-Percentage-point increase	$9
Effect on accumulated postretirement benefit obligation, 1-Percentage-point decrease	-8
Pension and other postretirement employee benefit plans, U.S.
Effect of a one-percentage-point change in the assumed health care cost trend rate on the Firms total service and interest cost and accumulated postretirement benefit obligation
Projected Increase in US Defined Benefit Pension and OPEB Plan Expense Resulting From a 25 Basis Point Decline in Expected Long-Term Rate of Return on US Plan Assets	40
Projected Increase in US Defined Benefit Pension and OPEB Plan Expense Resulting from a 25 Basis Point Decline in Discount Rate For US Plans	36
Projected Increase in US Defined Benefit Pension and OPEB Benefit Obligations Resulting from a 25-Basis Point Decline in the Discount Rate for the US Plans	333
Projected Increase In US Defined Benefit Pension Benefit Obligations Resulting From A25 Basis Boint Increase In Interest Crediting Rate For US Defined Benefit Pension Plan	148
U.S. defined benefit pension plans
Effect of a one-percentage-point change in the assumed health care cost trend rate on the Firms total service and interest cost and accumulated postretirement benefit obligation
Projected Increase in US Defined Benefit Pension Plan Expense Resulting From a 25 Basis Point Increase in the Interest Crediting Rate for the US Plans	36
Non-U.S. pension and other postretirement employee benefit plans
Effect of a one-percentage-point change in the assumed health care cost trend rate on the Firms total service and interest cost and accumulated postretirement benefit obligation
Projected increase in non-U.S. defined benefit pension and OPEB plan expense resulting from a 25-basis point decline in the discount rate for the non-U.S. plans	$19

Recovered_Sheet2

Pension and Other Postretirement Employee Benefit Plans - Weighted Average Asset Allocation (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
U.S. defined benefit pension plans
Asset category
Target plan asset allocations	100.00%
Actual plan asset allocations	100.00%	100.00%
U.S. defined benefit pension plans | United States equity securities
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	45.00%
U.S. defined benefit pension plans | International equity securities
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	40.00%
U.S. defined benefit pension plans | Debt securities
Asset category
Actual plan asset allocations	31.00%	25.00%
U.S. defined benefit pension plans | Hedge funds
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	5.00%
U.S. defined benefit pension plans | Real estate
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	10.00%
Actual plan asset allocations	4.00%	4.00%
U.S. defined benefit pension plans | Real assets
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	10.00%
U.S. defined benefit pension plans | Private equity
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	20.00%
U.S. defined benefit pension plans | Equity securities
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	85.00%
Actual plan asset allocations	46.00%	48.00%
U.S. defined benefit pension plans | Alternative investments
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	35.00%
Actual plan asset allocations	19.00%	23.00%
Non-U.S. defined benefit pension plans
Asset category
Target plan asset allocations	100.00%
Actual plan asset allocations	100.00%	100.00%
Non-U.S. defined benefit pension plans | Debt securities
Asset category
Target plan asset allocations	62.00%
Actual plan asset allocations	61.00%	63.00%
Non-U.S. defined benefit pension plans | Real estate
Asset category
Target plan asset allocations	0.00%
Actual plan asset allocations	0.00%	0.00%
Non-U.S. defined benefit pension plans | Equity securities
Asset category
Target plan asset allocations	37.00%
Actual plan asset allocations	38.00%	36.00%
Non-U.S. defined benefit pension plans | Alternative investments
Asset category
Target plan asset allocations	1.00%
Actual plan asset allocations	1.00%	1.00%
OPEB Plans
Asset category
Target plan asset allocations	100.00%
Actual plan asset allocations	100.00%	100.00%
OPEB Plans | Debt securities
Asset category
Target Allocation, Minimum	30.00%
Target Allocation, Maximum	70.00%
Actual plan asset allocations	50.00%	50.00%
OPEB Plans | Real estate
Asset category
Target plan asset allocations	0.00%
Actual plan asset allocations	0.00%	0.00%
OPEB Plans | Equity securities
Asset category
Target Allocation, Minimum	30.00%
Target Allocation, Maximum	70.00%
Actual plan asset allocations	50.00%	50.00%
OPEB Plans | Alternative investments
Asset category
Target plan asset allocations	0.00%
Actual plan asset allocations	0.00%	0.00%
US Pension Plans and Other US Postretirement Employee Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan Amount Of Plan Investments Held In Funds That Are Sponsored Or Managed By Affiliates Of Entity	3,700	2,900
Non-U.S. pension and other postretirement employee benefit plans
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan Amount Of Plan Investments Held In Funds That Are Sponsored Or Managed By Affiliates Of Entity	1,400	242
Debt securities | U.S. defined benefit pension plans
Asset category
Target Allocation, Minimum	0.00%
Target Allocation, Maximum	80.00%

Recovered_Sheet3

Pension and Other Postretirement Employee Benefit Plans - Plan Assets Measured At Fair Value (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Defined Benefit Pension Plans
Pension and OPEB plan assets and liabilities - supplemental information
Unfunded commitments to purchase limited partnership investments for the plan	$1,200,000,000	$1,600,000,000
Fair value of investments valued at net asset value	2,100,000,000	2,700,000,000
Excluded amount of US receivables for investments sold and dividends and interest receivables	106,000,000	96,000,000
Excluded amount of other liabilities	16,000,000	2,000,000
Defined Benefit Pension Plans | Level 1
Pension and OPEB plan assets and liabilities - supplemental information
Fair value of investments valued at net asset value	500,000,000	100,000,000
Defined Benefit Pension Plans | Level 2
Pension and OPEB plan assets and liabilities - supplemental information
Fair value of investments valued at net asset value	1,600,000,000	1,900,000,000
Defined Benefit Pension Plans | Level 3
Pension and OPEB plan assets and liabilities - supplemental information
Fair value of investments valued at net asset value	0	700,000,000
U.S. defined benefit pension plans
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	14,623,000,000	14,354,000,000	13,012,000,000
Pension and OPEB plan assets and liabilities - supplemental information
Excluded amount of payables for investments purchased	241,000,000	102,000,000
U.S. defined benefit pension plans | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	14,797,000,000	14,368,000,000
U.S. defined benefit pension plans | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	87,000,000	62,000,000
U.S. defined benefit pension plans | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	5,310,000,000	5,449,000,000
U.S. defined benefit pension plans | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,249,000,000	1,084,000,000
U.S. defined benefit pension plans | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,206,000,000	1,085,000,000
U.S. defined benefit pension plans | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	785,000,000	737,000,000
U.S. defined benefit pension plans | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	458,000,000	510,000,000
U.S. defined benefit pension plans | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	267,000,000	292,000,000
U.S. defined benefit pension plans | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	320,000,000	344,000,000
U.S. defined benefit pension plans | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	46,000,000	38,000,000
U.S. defined benefit pension plans | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	979,000,000	1,359,000,000
U.S. defined benefit pension plans | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,630,000,000	1,312,000,000
U.S. defined benefit pension plans | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,116,000,000	3,871,000,000
U.S. defined benefit pension plans | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	103,000,000	1,073,000,000
U.S. defined benefit pension plans | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	2,208,000,000	1,969,000,000
U.S. defined benefit pension plans | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	533,000,000	558,000,000
U.S. defined benefit pension plans | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	272,000,000	271,000,000
U.S. defined benefit pension plans | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,463,000,000	1,230,000,000
U.S. defined benefit pension plans | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	607,000,000	642,000,000
U.S. defined benefit pension plans | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	75,000,000	87,000,000
U.S. defined benefit pension plans | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	114,000,000	30,000,000
U.S. defined benefit pension plans | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	2,395,000,000	1,685,000,000
U.S. defined benefit pension plans | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-23,000,000	-6,000,000
U.S. defined benefit pension plans | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-23,000,000	-6,000,000
U.S. defined benefit pension plans | Level 1 | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	8,266,000,000	7,083,000,000
U.S. defined benefit pension plans | Level 1 | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	87,000,000	62,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	5,286,000,000	5,427,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,249,000,000	1,084,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,198,000,000	1,085,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	778,000,000	737,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	458,000,000	510,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	267,000,000	292,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	319,000,000	344,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	46,000,000	38,000,000
U.S. defined benefit pension plans | Level 1 | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	971,000,000	1,337,000,000
U.S. defined benefit pension plans | Level 1 | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	345,000,000	0
U.S. defined benefit pension plans | Level 1 | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	70,000,000	0
U.S. defined benefit pension plans | Level 1 | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 1 | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 1 | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 1 | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	70,000,000	0
U.S. defined benefit pension plans | Level 1 | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 1 | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	446,000,000	343,000,000
U.S. defined benefit pension plans | Level 1 | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,000,000	37,000,000
U.S. defined benefit pension plans | Level 1 | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 1 | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	2,031,000,000	1,214,000,000
U.S. defined benefit pension plans | Level 1 | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	0	0
U.S. defined benefit pension plans | Level 1 | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	0	0
U.S. defined benefit pension plans | Level 2 | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,152,000,000	3,324,000,000
U.S. defined benefit pension plans | Level 2 | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	20,000,000	18,000,000
U.S. defined benefit pension plans | Level 2 | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	8,000,000	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	7,000,000	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,000,000	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	4,000,000	18,000,000
U.S. defined benefit pension plans | Level 2 | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,277,000,000	1,308,000,000
U.S. defined benefit pension plans | Level 2 | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	26,000,000	355,000,000
U.S. defined benefit pension plans | Level 2 | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	26,000,000	355,000,000
U.S. defined benefit pension plans | Level 2 | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 2 | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,454,000,000	1,223,000,000
U.S. defined benefit pension plans | Level 2 | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	161,000,000	299,000,000
U.S. defined benefit pension plans | Level 2 | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	73,000,000	50,000,000
U.S. defined benefit pension plans | Level 2 | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	114,000,000	30,000,000
U.S. defined benefit pension plans | Level 2 | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	27,000,000	41,000,000
U.S. defined benefit pension plans | Level 2 | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-23,000,000	-6,000,000
U.S. defined benefit pension plans | Level 2 | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-23,000,000	-6,000,000
U.S. defined benefit pension plans | Level 3
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,379,000,000	3,961,000,000	4,311,000,000	3,608,000,000
U.S. defined benefit pension plans | Level 3 | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,379,000,000	3,961,000,000
U.S. defined benefit pension plans | Level 3 | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	4,000,000	4,000,000	4,000,000	1,000,000
U.S. defined benefit pension plans | Level 3 | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	4,000,000	4,000,000
U.S. defined benefit pension plans | Level 3 | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	8,000,000	4,000,000	199,000,000	202,000,000
U.S. defined benefit pension plans | Level 3 | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,020,000,000	3,516,000,000	3,687,000,000	2,976,000,000
U.S. defined benefit pension plans | Level 3 | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	77,000,000	718,000,000	1,166,000,000	1,039,000,000
U.S. defined benefit pension plans | Level 3 | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	2,208,000,000	1,969,000,000	1,743,000,000	1,367,000,000
U.S. defined benefit pension plans | Level 3 | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	533,000,000	558,000,000	467,000,000	306,000,000
U.S. defined benefit pension plans | Level 3 | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	202,000,000	271,000,000	311,000,000	264,000,000
U.S. defined benefit pension plans | Level 3 | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	9,000,000	7,000,000	1,000,000	2,000,000
U.S. defined benefit pension plans | Level 3 | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,000,000	0
U.S. defined benefit pension plans | Level 3 | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
U.S. defined benefit pension plans | Level 3 | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	337,000,000	430,000,000	420,000,000	427,000,000
U.S. defined benefit pension plans | Level 3 | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	0	0
U.S. defined benefit pension plans | Level 3 | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	0	0
Non-U.S. defined benefit pension plans
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,718,000,000	3,532,000,000	3,330,000,000
Non-U.S. defined benefit pension plans | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	3,857,000,000	3,830,000,000
Non-U.S. defined benefit pension plans | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	129,000,000	224,000,000
Non-U.S. defined benefit pension plans | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,188,000,000	1,121,000,000
Non-U.S. defined benefit pension plans | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	120,000,000	103,000,000
Non-U.S. defined benefit pension plans | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	282,000,000	275,000,000
Non-U.S. defined benefit pension plans | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	310,000,000	262,000,000
Non-U.S. defined benefit pension plans | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	295,000,000	223,000,000
Non-U.S. defined benefit pension plans | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	65,000,000	84,000,000
Non-U.S. defined benefit pension plans | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	49,000,000	45,000,000
Non-U.S. defined benefit pension plans | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,000,000	1,000,000
Non-U.S. defined benefit pension plans | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	66,000,000	128,000,000
Non-U.S. defined benefit pension plans | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	363,000,000	346,000,000
Non-U.S. defined benefit pension plans | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	724,000,000	787,000,000
Non-U.S. defined benefit pension plans | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	775,000,000	777,000,000
Non-U.S. defined benefit pension plans | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	79,000,000	73,000,000
Non-U.S. defined benefit pension plans | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	258,000,000	302,000,000
Non-U.S. defined benefit pension plans | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	341,000,000	200,000,000
Non-U.S. defined benefit pension plans | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-139,000,000	-298,000,000
Non-U.S. defined benefit pension plans | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-139,000,000	-298,000,000
Non-U.S. defined benefit pension plans | Level 1 | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,779,000,000	1,418,000,000
Non-U.S. defined benefit pension plans | Level 1 | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	128,000,000	221,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,019,000,000	878,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	96,000,000	86,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	250,000,000	225,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	279,000,000	233,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	277,000,000	209,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	50,000,000	64,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	40,000,000	36,000,000
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,000,000	0
Non-U.S. defined benefit pension plans | Level 1 | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	26,000,000	25,000,000
Non-U.S. defined benefit pension plans | Level 1 | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	112,000,000	98,000,000
Non-U.S. defined benefit pension plans | Level 1 | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	235,000,000	0
Non-U.S. defined benefit pension plans | Level 1 | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	2,000,000	73,000,000
Non-U.S. defined benefit pension plans | Level 1 | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 1 | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	283,000,000	148,000,000
Non-U.S. defined benefit pension plans | Level 1 | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	0	0
Non-U.S. defined benefit pension plans | Level 1 | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	0	0
Non-U.S. defined benefit pension plans | Level 2 | Plan Asset Categories [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	2,078,000,000	2,412,000,000
Non-U.S. defined benefit pension plans | Level 2 | Cash and cash equivalents
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,000,000	3,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	169,000,000	243,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Capital equipment
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	24,000,000	17,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Consumer goods
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	32,000,000	50,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Banks and finance companies
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	31,000,000	29,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Business services
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	18,000,000	14,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Energy
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	15,000,000	20,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Materials
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	9,000,000	9,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	1,000,000
Non-U.S. defined benefit pension plans | Level 2 | Equity securities - Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	40,000,000	103,000,000
Non-U.S. defined benefit pension plans | Level 2 | Common/collective trust funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	251,000,000	248,000,000
Non-U.S. defined benefit pension plans | Level 2 | Total limited partnerships
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 2 | Hedge funds
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 2 | Private equity
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 2 | Real estate
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 2 | Real assets
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	0	0
Non-U.S. defined benefit pension plans | Level 2 | Corporate debt securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	724,000,000	787,000,000
Non-U.S. defined benefit pension plans | Level 2 | U.S. federal, state, local and non-U.S. government debt securities [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	540,000,000	777,000,000
Non-U.S. defined benefit pension plans | Level 2 | Mortgage-backed securities
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	77,000,000	0
Non-U.S. defined benefit pension plans | Level 2 | Derivative receivables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	258,000,000	302,000,000
Non-U.S. defined benefit pension plans | Level 2 | Other
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	58,000,000	52,000,000
Non-U.S. defined benefit pension plans | Level 2 | Total liabilities at fair value [Member]
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-139,000,000	-298,000,000
Non-U.S. defined benefit pension plans | Level 2 | Derivative payables
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Liabilities	-139,000,000	-298,000,000
Non-U.S. defined benefit pension plans | Level 3
Pension and OPEB plan assets and liabilities - supplemental information
Fair value of plan assets and liabilities	0	0
OPEB Plans
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	1,903,000,000	1,757,000,000	1,563,000,000
OPEB Plans | Level 3
Pension and OPEB plan assets and liabilities measured at fair value
Fair Value of Plan Assets	$1,903,000,000	$1,749,000,000	$1,554,000,000	$1,427,000,000

Recovered_Sheet4

Pension and Other Postretirement Employee Benefit Plans - Changes In Level 3 Fair Value Measurements (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
U.S. defined benefit pension plans
Change in plan assets
Fair value of plan assets, end of year	$14,623	$14,354	$13,012
U.S. defined benefit pension plans | Equity securities
Change in plan assets
Fair value of plan assets, end of year	5,310	5,449
U.S. defined benefit pension plans | Common/collective trust funds
Change in plan assets
Fair value of plan assets, end of year	1,630	1,312
U.S. defined benefit pension plans | Total limited partnerships
Change in plan assets
Fair value of plan assets, end of year	3,116	3,871
U.S. defined benefit pension plans | Hedge funds
Change in plan assets
Fair value of plan assets, end of year	103	1,073
U.S. defined benefit pension plans | Private equity
Change in plan assets
Fair value of plan assets, end of year	2,208	1,969
U.S. defined benefit pension plans | Real estate
Change in plan assets
Fair value of plan assets, end of year	533	558
U.S. defined benefit pension plans | Real assets
Change in plan assets
Fair value of plan assets, end of year	272	271
U.S. defined benefit pension plans | Corporate debt securities
Change in plan assets
Fair value of plan assets, end of year	1,463	1,230
U.S. defined benefit pension plans | Mortgage-backed securities
Change in plan assets
Fair value of plan assets, end of year	75	87
U.S. defined benefit pension plans | Other
Change in plan assets
Fair value of plan assets, end of year	2,395	1,685
OPEB Plans
Change in plan assets
Fair value of plan assets, end of year	1,903	1,757	1,563
Level 3 | U.S. defined benefit pension plans
Change in plan assets
Fair value of plan assets, beginning of year	3,961	4,311	3,608
Realized gains/(losses)	439	329	78
Unrealized gains/(losses)	-67	218	150
Purchases, sales and settlements, net	-960	-891	471
Transfers in and/or out of level 3	6	-6	4
Fair value of plan assets, end of year	3,379	3,961	4,311
Level 3 | U.S. defined benefit pension plans | Equity securities
Change in plan assets
Fair value of plan assets, beginning of year	4	4	1
Realized gains/(losses)	0	0	0
Unrealized gains/(losses)	0	0	-1
Purchases, sales and settlements, net	0	0	0
Transfers in and/or out of level 3	0	0	4
Fair value of plan assets, end of year	4	4	4
Level 3 | U.S. defined benefit pension plans | Common/collective trust funds
Change in plan assets
Fair value of plan assets, beginning of year	4	199	202
Realized gains/(losses)	0	59	2
Unrealized gains/(losses)	1	-32	22
Purchases, sales and settlements, net	3	-222	-27
Transfers in and/or out of level 3	0	0	0
Fair value of plan assets, end of year	8	4	199
Level 3 | U.S. defined benefit pension plans | Total limited partnerships
Change in plan assets
Fair value of plan assets, beginning of year	3,516	3,687	2,976
Realized gains/(losses)	441	270	76
Unrealized gains/(losses)	23	240	136
Purchases, sales and settlements, net	-968	-669	499
Transfers in and/or out of level 3	8	-12	0
Fair value of plan assets, end of year	3,020	3,516	3,687
Level 3 | U.S. defined benefit pension plans | Hedge funds
Change in plan assets
Fair value of plan assets, beginning of year	718	1,166	1,039
Realized gains/(losses)	193	137	1
Unrealized gains/(losses)	-180	14	71
Purchases, sales and settlements, net	-662	-593	55
Transfers in and/or out of level 3	8	-6	0
Fair value of plan assets, end of year	77	718	1,166
Level 3 | U.S. defined benefit pension plans | Private equity
Change in plan assets
Fair value of plan assets, beginning of year	1,969	1,743	1,367
Realized gains/(losses)	192	108	59
Unrealized gains/(losses)	173	170	54
Purchases, sales and settlements, net	-126	-4	263
Transfers in and/or out of level 3	0	-48	0
Fair value of plan assets, end of year	2,208	1,969	1,743
Level 3 | U.S. defined benefit pension plans | Real estate
Change in plan assets
Fair value of plan assets, beginning of year	558	467	306
Realized gains/(losses)	29	21	16
Unrealized gains/(losses)	36	44	1
Purchases, sales and settlements, net	-90	26	144
Transfers in and/or out of level 3	0	0	0
Fair value of plan assets, end of year	533	558	467
Level 3 | U.S. defined benefit pension plans | Real assets
Change in plan assets
Fair value of plan assets, beginning of year	271	311	264
Realized gains/(losses)	27	4	0
Unrealized gains/(losses)	-6	12	10
Purchases, sales and settlements, net	-90	-98	37
Transfers in and/or out of level 3	0	42	0
Fair value of plan assets, end of year	202	271	311
Level 3 | U.S. defined benefit pension plans | Corporate debt securities
Change in plan assets
Fair value of plan assets, beginning of year	7	1	2
Realized gains/(losses)	-2	0	0
Unrealized gains/(losses)	2	0	0
Purchases, sales and settlements, net	4	0	-1
Transfers in and/or out of level 3	-2	6	0
Fair value of plan assets, end of year	9	7	1
Level 3 | U.S. defined benefit pension plans | Mortgage-backed securities
Change in plan assets
Fair value of plan assets, beginning of year	0
Realized gains/(losses)	0
Unrealized gains/(losses)	0
Purchases, sales and settlements, net	1
Transfers in and/or out of level 3	0
Fair value of plan assets, end of year	1
Level 3 | U.S. defined benefit pension plans | Other
Change in plan assets
Fair value of plan assets, beginning of year	430	420	427
Realized gains/(losses)	0	0	0
Unrealized gains/(losses)	-93	10	-7
Purchases, sales and settlements, net	0	0	0
Transfers in and/or out of level 3	0	0	0
Fair value of plan assets, end of year	337	430	420
Level 3 | OPEB Plans
Change in plan assets
Fair value of plan assets, beginning of year	1,749	1,554	1,427
Realized gains/(losses)	0	0	0
Unrealized gains/(losses)	154	195	127
Purchases, sales and settlements, net	0	0	0
Transfers in and/or out of level 3	0	0	0
Fair value of plan assets, end of year	$1,903	$1,749	$1,554

Recovered_Sheet5

Pension and Other Postretirement Employee Benefit Plans - Estimated Future Benefit Payments (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
U.S. defined benefit pension plans
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	$712
2016	765
2017	899
2018	926
2019	966
Years 2020-2024	4,357
Non-U.S. defined benefit pension plans
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	110
2016	113
2017	118
2018	128
2019	132
Years 2020-2024	746
OPEB Plans
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	73
2016	71
2017	70
2018	68
2019	66
Years 2020-2024	293
Prescription Drug Subsidy Receipts, Fiscal Year Maturity [Abstract]
2015	1
2016	1
2017	1
2018	1
2019	1
Years 2020-2024	$5

Employee_StockBased_Incentives2

Employee Stock-Based Incentives - Employee Stock-Based Awards (Details) (USD $)	12 Months Ended			1 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Jan. 31, 2008
Employee stock-based awards general disclosures
Deferred compensation arrangement with individual, compensation expense	$3	$14	$5
Stock Appreciation Rights (SARs)
Employee stock-based awards general disclosures
Award vesting period	5 years
Award vesting percentage	20.00%
Award expiration period	10 years
Stock Appreciation Rights (SARs) | Chief Executive Officer
Employee stock-based awards general disclosures
Deferred compensation arrangement with individual, shares authorized for issuance	2,000,000
Deferred compensation arrangement with individual, exercise price	$39.83
Deferred compensation arrangement with individual, requisite service period	6 years 6 months			5 years
2nd 50% | Restricted Stock Units (RSUs)
Employee stock-based awards general disclosures
Award vesting period	3 years
1st 50% | Restricted Stock Units (RSUs)
Employee stock-based awards general disclosures
Award vesting period	2 years
Long-Term Incentive Plan
Employee stock-based awards general disclosures
Shares of common stock available for issuance	266,000,000

Employee_StockBased_Incentives3

Employee Stock-Based Incentives - RSUs, Employee Stock Options and SARS Activities (Details) (USD $)	12 Months Ended
Share data in Thousands, except Per Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Restricted Stock Units (RSUs)
RSU Number of Shares:
Outstanding, January 1	121,241
Granted	37,817
Vested	-54,265
Forfeited	-4,225
Outstanding, December 31	100,568	121,241
RSU's Weighted-Average Grant Date Fair Value (in dollars per share):
Outstanding, January 1	$41.47
Granted	$57.88
Vested	$40.67
Forfeited	$47.32
Outstanding, December 31	$47.81	$41.47
Employee Stock Options and SARs Weighted-Average Exercise Price (in dollars per share):
Total fair value of RSUs that vested	$3,200,000,000	$2,900,000,000	$2,800,000,000
Employee Stock Options and SARs [Member]
Employee Stock Options and SARs Number of Shares:
Outstanding, January 1	87,075
Granted	101
Exercised	-24,950
Forfeited	-2,059
Canceled	-972
Outstanding, December 31	59,195	87,075
Exercisable, December 31	37,171
Employee Stock Options and SARs Weighted-Average Exercise Price (in dollars per share):
Outstanding, January 1	$44.24
Granted	$59.18
Exercised	$36.59
Forfeited	$41.90
Canceled	$200.86
Outstanding, December 31	$45	$44.24
Exercisable, December 31	$46.46
Employee stock option and SARs activity, Weighted-average remaining contractual life (in years), Outstanding, December 31	5 years 2 months 12 days
Employee stock option and SARs activity, Weighted-average remaining contractual life (in years), Exercisable, December 31	4 years 3 months 18 days
Employee stock option and SARs activity, Aggregate intrinsic value, Outstanding, December 31	1,313,939,000
Employee stock option and SARs activity, Aggregate intrinsic value, Exercisable, December 31	862,374,000
Weighted average grant date per share of stock options and SARs granted		$9.58	$8.89
Employee Stock Option
Employee Stock Options and SARs Weighted-Average Exercise Price (in dollars per share):
Total intrinsic value of options exercised	$539,000,000	$507,000,000	$283,000,000

Employee_StockBased_Incentives4

Employee Stock-Based Incentives - Compensation Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Noncash compensation expense related to employee stock-based incentive plans
Cost of prior grants of restricted stock units RSUs and stock appreciation rights SARs that are amortized over their applicable vesting periods	$1,371	$1,440	$1,810
Accrual of estimated costs of RSUs and SARs to be granted in future periods to full-career eligible employees	819	779	735
Total noncash compensation expense related to employee stock-based incentive plans	2,190	2,219	2,545
Compensation cost related to unvested awards not charged to net income	$758
Weighted average period for cost expected to be amortized into compensation expense	1 year

Employee_StockBased_Incentives5

Employee Stock-Based Incentives - Cash Flows and Tax Benefits (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Tax benefit from compensation expense	$854	$865	$1,000
Employee Stock Option
Cash received from the exercise of stock options under all stock-based incentive arrangements, and the actual income tax benefit realized related to tax deductions from the exercise of the stock options
Cash received from options exercised	63	166	333
Tax benefit realized	$104	$42	$53

Employee_StockBased_Incentives6

Employee Stock-Based Incentives - Valuation Assumptions (Details)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Weighted-average annualized valuation assumptions
Risk-free interest rate	1.18%	1.19%
Expected dividend yield	2.66%	3.15%
Expected common stock price volatility	28.00%	35.00%
Expected life (in years)	6 years 7 months 6 days	6 years 7 months 6 days

Noninterest_Expense_Details

Noninterest Expense (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Components of noninterest expense [Abstract]
Compensation expense	$30,160,000,000	$30,810,000,000	$30,585,000,000
Noncompensation expense:
Occupancy expense	3,909,000,000	3,693,000,000	3,925,000,000
Technology, communications and equipment	5,804,000,000	5,425,000,000	5,224,000,000
Professional and outside services	7,705,000,000	7,641,000,000	7,429,000,000
Marketing	2,550,000,000	2,500,000,000	2,577,000,000
Other expense	11,146,000,000	20,398,000,000	14,989,000,000
Total noncompensation expense	31,114,000,000	39,657,000,000	34,144,000,000
Total noninterest expense	61,274,000,000	70,467,000,000	64,729,000,000
Other expenses, additional details
FDIC related expense	1,000,000,000	1,500,000,000	1,700,000,000
Threatened or Pending Litigation
Other expenses, additional details
Loss contingency, loss in period	$2,900,000,000	$11,100,000,000	$5,000,000,000

Securities_Realized_Gain_Loss_

Securities - Realized Gain (Loss) (Details) (USD $)	12 Months Ended
	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Mar. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Fair value of securities transferred from available-for-sale to held-to-maturity							$19,300,000,000
Net pre-tax unrealized gains (losses) in AOCI on securities on the date of transfer							-9,000,000
Securities gains and losses
Realized gains	314,000,000		1,302,000,000		2,610,000,000
Realized losses	-233,000,000		-614,000,000		-457,000,000
Net realized gains	81,000,000		688,000,000		2,153,000,000
Total credit losses recognized in income	-4,000,000		-21,000,000		-43,000,000
Net securities gains	77,000,000	[1]	667,000,000	[1]	2,110,000,000	[1]
Other than temporary impairment losses investments portion previously recognized in earnings intends to sell net	3,000,000		12,000,000		24,000,000
Credit related
Securities gains and losses
Total credit losses recognized in income	-2,000,000		-1,000,000		-28,000,000
Intent to sell
Securities gains and losses
Total credit losses recognized in income	($2,000,000)		($20,000,000)		($15,000,000)
[1]	The following other-than-temporary impairment losses are included in securities gains for the periods presented.Year ended December 31, (in millions) 2014 2013 2012Debt securities the Firm does not intend to sell that have credit losses Total other-than-temporary impairment losses $(2) $(1) $(113)Losses recorded in/(reclassified from) accumulated other comprehensive income — — 85Total credit losses recognized in income (2) (1) (28)Securities the Firm intends to sell (2) (20) (15)Total other-than-temporary impairment losses recognized in income $(4) $(21) $(43)

Securities_Amortized_Costs_Fai

Securities - Amortized Costs, Fair Value (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Debt Securities:
Amortized cost	$288,466	$322,253
Gross unrealized gains	8,143	7,198
Gross unrealized losses	387	2,616
Fair value	296,222	326,835
Available-for-sale Equity Securities:
Amortized cost	2,513	3,125
Gross unrealized gains	17	17
Gross unrealized losses	0	0
Fair value	2,530	3,142
Available-for-sale Securities:
Amortized cost	290,979	325,378
Gross unrealized gains	8,160	7,215
Gross unrealized losses	387	2,616
Fair value	298,752	329,977
Held-to-maturity Securities:
Amortized cost	49,252	24,026
Gross unrealized gains	1,902	22
Gross unrealized losses	0	317
Fair value	51,154	23,731
Debt securities
Available-for-sale Debt Securities:
Amortized cost	288,466
Fair value	296,222
Mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	133,598	153,419
Gross unrealized gains	3,842	4,322
Gross unrealized losses	118	1,032
Fair value	137,322	156,709
Mortgage-backed securities, U.S. government agencies
Available-for-sale Debt Securities:
Amortized cost	63,089	76,428
Gross unrealized gains	2,302	2,364
Gross unrealized losses	72	977
Fair value	65,319	77,815
Mortgage-backed securities, Commercial
Available-for-sale Debt Securities:
Amortized cost	20,687	15,891
Gross unrealized gains	438	560
Gross unrealized losses	17	26
Fair value	21,108	16,425
U.S. Treasury and government agencies
Available-for-sale Debt Securities:
Amortized cost	13,603	21,310
Gross unrealized gains	56	385
Gross unrealized losses	14	306
Fair value	13,645	21,389
Obligations of U.S. states and municipalities
Available-for-sale Debt Securities:
Amortized cost	27,841	29,741
Gross unrealized gains	2,243	707
Gross unrealized losses	16	987
Fair value	30,068	29,461
Held-to-maturity Securities:
Amortized cost	10,200	920
Certificates of deposit
Available-for-sale Debt Securities:
Amortized cost	1,103	1,041
Gross unrealized gains	1	1
Gross unrealized losses	1	1
Fair value	1,103	1,041
Non-U.S. government debt securities
Available-for-sale Debt Securities:
Amortized cost	51,492	55,507
Gross unrealized gains	1,272	863
Gross unrealized losses	21	122
Fair value	52,743	56,248
Corporate debt securities
Available-for-sale Debt Securities:
Amortized cost	18,158	21,043
Gross unrealized gains	398	498
Gross unrealized losses	24	29
Fair value	18,532	21,512
Asset-backed securities, Collateralized loan obligations
Available-for-sale Debt Securities:
Amortized cost	30,229	28,130
Gross unrealized gains	147	236
Gross unrealized losses	182	136
Fair value	30,194	28,230
Asset-backed securities, Other
Available-for-sale Debt Securities:
Amortized cost	12,442	12,062
Gross unrealized gains	184	186
Gross unrealized losses	11	3
Fair value	12,615	12,245
US government-sponsored and enterprises obligations
Available-for-sale Securities:
Fair value	59,300	67,000
Held-to-maturity Securities:
Amortized cost	35,300	23,100
US Government Corporations and Agencies
Held-to-maturity Securities:
Amortized cost	3,700
Residential mortgage-backed securities | Residential mortgage-backed securities, Prime and Alt-A
Available-for-sale Debt Securities:
Amortized cost	5,595	2,744
Gross unrealized gains	78	61
Gross unrealized losses	29	27
Fair value	5,644	2,778
Residential mortgage-backed securities | Residential mortgage-backed securities, Subprime
Available-for-sale Debt Securities:
Amortized cost	677	908
Gross unrealized gains	14	23
Gross unrealized losses	0	1
Fair value	691	930
Residential mortgage-backed securities | Residential mortgage-backed securities, Non-U.S.
Available-for-sale Debt Securities:
Amortized cost	43,550	57,448
Gross unrealized gains	1,010	1,314
Gross unrealized losses	0	1
Fair value	$44,560	$58,761

Securities_Continuous_Unrealiz

Securities - Continuous Unrealized Loss Position (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Held-to-maturity Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	$0	$20,745
Less than 12 months, Gross unrealized losses	0	317
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	20,745
Total gross unrealized losses	0	317
Investment Securities, Continuous Unrealized Loss Position:
Less than 12 months, Fair value	41,720	101,248
Less than 12 months, Gross unrealized losses	173	2,755
12 months or more, Fair value	15,614	3,319
12 months or more, Gross unrealized losses	214	178
Total fair value	57,334	104,567
Total gross unrealized losses	387	2,933
Debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	41,720	80,503
Less than 12 months, Gross unrealized losses	173	2,438
12 months or more, Fair Value	15,614	3,319
12 months or more, Gross unrealized losses	214	178
Total fair value	57,334	83,822
Total gross unrealized losses	387	2,616
Mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	7,761	25,486
Less than 12 months, Gross unrealized losses	30	949
12 months or more, Fair Value	5,486	1,308
12 months or more, Gross unrealized losses	88	83
Total fair value	13,247	26,794
Total gross unrealized losses	118	1,032
Mortgage-backed securities, U.S. government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,118	20,293
Less than 12 months, Gross unrealized losses	5	895
12 months or more, Fair Value	4,989	1,150
12 months or more, Gross unrealized losses	67	82
Total fair value	6,107	21,443
Total gross unrealized losses	72	977
Mortgage-backed securities, Commercial
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,803	3,980
Less than 12 months, Gross unrealized losses	15	26
12 months or more, Fair Value	92	0
12 months or more, Gross unrealized losses	2	0
Total fair value	4,895	3,980
Total gross unrealized losses	17	26
U.S. Treasury and government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	8,412	6,293
Less than 12 months, Gross unrealized losses	14	250
12 months or more, Fair Value	0	237
12 months or more, Gross unrealized losses	0	56
Total fair value	8,412	6,530
Total gross unrealized losses	14	306
Obligations of U.S. states and municipalities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,405	15,387
Less than 12 months, Gross unrealized losses	15	975
12 months or more, Fair Value	130	55
12 months or more, Gross unrealized losses	1	12
Total fair value	1,535	15,442
Total gross unrealized losses	16	987
Certificates of deposit
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,050	988
Less than 12 months, Gross unrealized losses	1	1
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	1,050	988
Total gross unrealized losses	1	1
Non-U.S. government debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,433	11,286
Less than 12 months, Gross unrealized losses	4	110
12 months or more, Fair Value	906	821
12 months or more, Gross unrealized losses	17	12
Total fair value	5,339	12,107
Total gross unrealized losses	21	122
Corporate debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,492	1,580
Less than 12 months, Gross unrealized losses	22	21
12 months or more, Fair Value	80	505
12 months or more, Gross unrealized losses	2	8
Total fair value	2,572	2,085
Total gross unrealized losses	24	29
Asset-backed securities, Collateralized loan obligations
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	13,909	18,369
Less than 12 months, Gross unrealized losses	76	129
12 months or more, Fair Value	9,012	393
12 months or more, Gross unrealized losses	106	7
Total fair value	22,921	18,762
Total gross unrealized losses	182	136
Asset-backed securities, Other
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,258	1,114
Less than 12 months, Gross unrealized losses	11	3
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	2,258	1,114
Total gross unrealized losses	11	3
Equity securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	0	0
Less than 12 months, Gross unrealized losses	0	0
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	0
Total gross unrealized losses	0	0
Residential mortgage-backed securities | Residential mortgage-backed securities, Prime and Alt-A
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,840	1,061
Less than 12 months, Gross unrealized losses	10	27
12 months or more, Fair Value	405	0
12 months or more, Gross unrealized losses	19	0
Total fair value	2,245	1,061
Total gross unrealized losses	29	27
Residential mortgage-backed securities | Residential mortgage-backed securities, Subprime
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	0	152
Less than 12 months, Gross unrealized losses	0	1
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	152
Total gross unrealized losses	0	1
Residential mortgage-backed securities | Residential mortgage-backed securities, Non-U.S.
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	0	0
Less than 12 months, Gross unrealized losses	0	0
12 months or more, Fair Value	0	158
12 months or more, Gross unrealized losses	0	1
Total fair value	0	158
Total gross unrealized losses	$0	$1

Securities_Other_Than_Temporar

Securities - Other Than Temporary Impairment (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Other-than-temporary impairment, [Abstract]
Total other-than-temporary impairment losses	($2)	($1)	($113)
Losses recorded in/(reclassified from) other comprehensive income	0	0	85
OTTI losses recognized in income	-4	-21	-43
Other than temporary impairment losses investments portion previously recognized in earnings intends to sell net	3	12	24
Credit related
Other-than-temporary impairment, [Abstract]
OTTI losses recognized in income	-2	-1	-28
Intent to sell
Other-than-temporary impairment, [Abstract]
OTTI losses recognized in income	($2)	($20)	($15)

Securities_Changes_in_Credit_L

Securities - Changes in Credit Loss (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Changes in the credit loss component of credit-impaired debt securities, securities with no intent to sell [Abstract]
Balance, beginning of period	$1	$522	$708
Additions:
Newly credit-impaired securities	2	1	21
Losses reclassified from other comprehensive income on previously credit-impaired securities	0	0	7
Reductions:
Sales of credit-impaired securities	0	-522	-214
Balance, end of period	$3	$1	$522

Securities_Amortized_Cost_Fair

Securities - Amortized Cost, Fair Value, by Contract Maturity (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Amortized cost	$288,466	$322,253
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Available-for-sale, debt maturities, fair value, total	296,222	326,835
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	21,711
Due after 1 year through 5 years, amortized cost	40,816
Due after 5 years through 10 years, amortized cost	60,666
Due after 10 years, amortized cost	167,786
Amortized cost	290,979	325,378
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	21,767
Due after 1 year through 5 years, fair value	41,751
Due after 5 years through 10 years, fair value	61,906
Due after 10 years, fair value	173,328
Fair value	298,752	329,977
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.74%
Due after 1 year through 5 years, average yield	2.06%
Due after 5 years through 10 years, average yield	1.58%
Due after 10 years, average yield	3.28%
Available-for-sale securities, maturities, average yield, total	2.71%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	0
Due after 1 year through 5 years, amortized cost	54
Due after 5 years through 10 years, amortized cost	487
Due after 10 years, amortized cost	48,711
Amortized cost	49,252	24,026
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	0
Due after 1 year through 5 years, fair value	54
Due after 5 years through 10 years, fair value	512
Due after 10 years, fair value	50,588
Held-to-maturity Securities, Fair Value	51,154	23,731
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Average Yield [Abstract]
Due in 1 year or less, average yield	0.00%
Due after 1 year through 5 years, average yield	4.33%
Due after 5 years through 10 years, average yield	4.81%
Due after 10 years, average yield	3.98%
Held-to-maturity securities, maturities, average yield, total	3.98%
Supplemental information
US government agencies and US government sponsored enterprises residential mortgage-backed securities estimated duration	5 years
US government agencies and US government sponsored enterprises residential collateralized mortgage obligations estimated duration	3 years
Non-agency residential collateralized mortgage obligations estimated duration	4 years
Minimum
Supplemental information
Due period of mortgage-backed securities and collateralized mortgage obligations	10 years
Debt securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	21,711
Due after 1 year through 5 years, amortized cost	40,816
Due after 5 years through 10 years, amortized cost	60,666
Due after 10 years, amortized cost	165,273
Amortized cost	288,466
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	21,767
Due after 1 year through 5 years, fair value	41,751
Due after 5 years through 10 years, fair value	61,906
Due after 10 years, fair value	170,798
Available-for-sale, debt maturities, fair value, total	296,222
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.74%
Due after 1 year through 5 years, average yield	2.06%
Due after 5 years through 10 years, average yield	1.58%
Due after 10 years, average yield	3.32%
Available-for-sale, debt maturities, average yield, total	2.73%
Mortgage-backed securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	996
Due after 1 year through 5 years, amortized cost	14,132
Due after 5 years through 10 years, amortized cost	5,768
Due after 10 years, amortized cost	112,702
Amortized cost	133,598	153,419
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	1,003
Due after 1 year through 5 years, fair value	14,467
Due after 5 years through 10 years, fair value	5,974
Due after 10 years, fair value	115,878
Available-for-sale, debt maturities, fair value, total	137,322	156,709
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.65%
Due after 1 year through 5 years, average yield	1.85%
Due after 5 years through 10 years, average yield	3.12%
Due after 10 years, average yield	2.93%
Available-for-sale, debt maturities, average yield, total	2.82%
U.S. Treasury and government agencies
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	2,209
Due after 1 year through 5 years, amortized cost	0
Due after 5 years through 10 years, amortized cost	10,284
Due after 10 years, amortized cost	1,110
Amortized cost	13,603	21,310
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	2,215
Due after 1 year through 5 years, fair value	0
Due after 5 years through 10 years, fair value	10,275
Due after 10 years, fair value	1,155
Available-for-sale, debt maturities, fair value, total	13,645	21,389
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	0.80%
Due after 1 year through 5 years, average yield	0.00%
Due after 5 years through 10 years, average yield	0.62%
Due after 10 years, average yield	0.35%
Available-for-sale, debt maturities, average yield, total	0.63%
Obligations of U.S. states and municipalities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	65
Due after 1 year through 5 years, amortized cost	498
Due after 5 years through 10 years, amortized cost	1,432
Due after 10 years, amortized cost	25,846
Amortized cost	27,841	29,741
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	66
Due after 1 year through 5 years, fair value	515
Due after 5 years through 10 years, fair value	1,508
Due after 10 years, fair value	27,979
Available-for-sale, debt maturities, fair value, total	30,068	29,461
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.13%
Due after 1 year through 5 years, average yield	4.00%
Due after 5 years through 10 years, average yield	4.93%
Due after 10 years, average yield	6.78%
Available-for-sale, debt maturities, average yield, total	6.63%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Amortized cost	10,200	920
Certificates of deposit
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	1,052
Due after 1 year through 5 years, amortized cost	51
Due after 5 years through 10 years, amortized cost	0
Due after 10 years, amortized cost	0
Amortized cost	1,103	1,041
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	1,050
Due after 1 year through 5 years, fair value	53
Due after 5 years through 10 years, fair value	0
Due after 10 years, fair value	0
Available-for-sale, debt maturities, fair value, total	1,103	1,041
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	0.84%
Due after 1 year through 5 years, average yield	3.28%
Due after 5 years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.00%
Available-for-sale, debt maturities, average yield, total	0.95%
Non-U.S. government debt securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	13,559
Due after 1 year through 5 years, amortized cost	14,276
Due after 5 years through 10 years, amortized cost	21,220
Due after 10 years, amortized cost	2,437
Amortized cost	51,492	55,507
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	13,588
Due after 1 year through 5 years, fair value	14,610
Due after 5 years through 10 years, fair value	21,957
Due after 10 years, fair value	2,588
Available-for-sale, debt maturities, fair value, total	52,743	56,248
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	3.31%
Due after 1 year through 5 years, average yield	2.04%
Due after 5 years through 10 years, average yield	1.04%
Due after 10 years, average yield	1.19%
Available-for-sale, debt maturities, average yield, total	1.90%
Corporate debt securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	3,830
Due after 1 year through 5 years, amortized cost	9,619
Due after 5 years through 10 years, amortized cost	4,523
Due after 10 years, amortized cost	186
Amortized cost	18,158	21,043
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	3,845
Due after 1 year through 5 years, fair value	9,852
Due after 5 years through 10 years, fair value	4,651
Due after 10 years, fair value	184
Available-for-sale, debt maturities, fair value, total	18,532	21,512
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.39%
Due after 1 year through 5 years, average yield	2.40%
Due after 5 years through 10 years, average yield	2.56%
Due after 10 years, average yield	3.43%
Available-for-sale, debt maturities, average yield, total	2.45%
Asset-backed securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	0
Due after 1 year through 5 years, amortized cost	2,240
Due after 5 years through 10 years, amortized cost	17,439
Due after 10 years, amortized cost	22,992
Amortized cost	42,671
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	0
Due after 1 year through 5 years, fair value	2,254
Due after 5 years through 10 years, fair value	17,541
Due after 10 years, fair value	23,014
Available-for-sale, debt maturities, fair value, total	42,809
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	0.00%
Due after 1 year through 5 years, average yield	1.66%
Due after 5 years through 10 years, average yield	1.75%
Due after 10 years, average yield	1.73%
Available-for-sale, debt maturities, average yield, total	1.73%
Equity securities
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	0
Due after 1 year through 5 years, amortized cost	0
Due after 5 years through 10 years, amortized cost	0
Due after 10 years, amortized cost	2,513
Equity maturities, amortized cost, total	2,513
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	0
Due after 1 year through 5 years, fair value	0
Due after 5 years through 10 years, fair value	0
Due after 10 years, fair value	2,530
Available-for-sale securities, equity maturities, fair value, total	$2,530
Available For Sale Securities, Equity Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	0.00%
Due after 1 year through 5 years, average yield	0.00%
Due after 5 years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.25%
Available-for-sale securities, equity maturities, average yield, total	0.25%

Securities_Financing_Activitie2

Securities Financing Activities - Schedule of securities purchased under resale agreements, netting & securities borrowed (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Securities purchased under resale agreements:
Securities purchased under resale agreements with an appropriate legal opinion, Gross asset balance	$341,989,000,000	$354,814,000,000
Amounts netted on the Consolidated Balance Sheets	-142,719,000,000	-115,408,000,000
Securities purchased under resale agreements with an appropriate legal opinion, Net asset balance	199,270,000,000	239,406,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	15,751,000,000	8,279,000,000
Total securities purchased under resale agreements, gross asset balance	357,740,000,000	363,093,000,000
Total securities purchased under resale agreements, net asset balance	215,021,000,000	247,685,000,000
Securities borrowed	110,435,000,000	111,465,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	28,000,000,000	26,900,000,000
Securities Financing Transaction, Fair Value
Securities purchased under resale agreements:
Total securities purchased under resale agreements, net asset balance	28,600,000,000	25,100,000,000
Securities borrowed, fair value	$992,000,000	$3,700,000,000

Securities_Financing_Activitie3

Securities Financing Activities - Schedule of securities purchased under resale agreements & securities borrowed collateral netting (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Securities purchased under resale agreements with an appropriate legal opinion:
Net asset balance	$199,270	$239,406
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-196,136	-234,495
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	-232	-98
Net exposure	2,902	4,813
Securities borrowed:
Net asset balance	82,464	84,531
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-80,267	-81,127
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	0	0
Net exposure	$2,197	$3,404

Securities_Financing_Activitie4

Securities Financing Activities - Schedule of securities sold under repurchase agreements, netting & securities loaned (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements with an appropriate legal opinion, Gross liability	$289,619,000,000	$257,630,000,000
Amounts netted on the Consolidated balance sheets	-142,719,000,000	-115,408,000,000
Securities sold under repurchase agreements with an appropriate legal opinion, Net liability	146,900,000,000	142,222,000,000
Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	22,906,000,000	18,143,000,000
Total securities sold under repurchase agreements, gross liability balance	312,525,000,000	275,773,000,000
Total securities sold under repurchase agreements, net liability balance	169,806,000,000	160,365,000,000
Securities loaned including not subject to master netting arrangement	25,927,000,000	25,769,000,000
Securities loaned where an appropriate legal opinion has not been either sought or obtained	537,000,000	397,000,000
Securities-For-Securities Borrow Versus Pledge Transactions
Securities Financing Transaction [Line Items]
Securities loaned	4,100,000,000	5,800,000,000
Securities Financing Transaction, Fair Value
Securities Financing Transaction [Line Items]
Total securities sold under repurchase agreements, net liability balance	3,000,000,000	4,900,000,000
Securities loaned	$0	$483,000,000

Securities_Financing_Activitie5

Securities Financing Activities - Schedule of securities sold under repurchase agreements & securities loaned collateral netting (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Securities sold under repurchase agreements with an appropriate legal opinion:
Net liability balance	$146,900,000,000	$142,222,000,000
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	-143,985,000,000	-139,051,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	-363,000,000	-450,000,000
Net amount	2,552,000,000	2,721,000,000
Securities loaned:
Net liability	25,390,000,000	25,372,000,000
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	-25,040,000,000	-25,125,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	0	0
Net amount	350,000,000	247,000,000
Transfers not qualifying for sale accounting	$13,800,000,000	$14,600,000,000

Loans_By_Portfolio_Segment_Det

Loans - By Portfolio Segment (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loan balances by portfolio segment:
Total retained loans	747,508,000,000	$724,177,000,000	$726,835,000,000
Held-for-sale	7,217,000,000	12,230,000,000
At fair value	2,611,000,000	2,011,000,000
Loans	757,336,000,000	738,418,000,000
Loans and leases receivable deferred costs	1,300,000,000	1,900,000,000
Consumer, excluding credit card
Loan balances by portfolio segment:
Loans	295,374,000,000	289,063,000,000
Residential mortgage
Loans and Leases Receivable Disclosure [Line Items]
Number of months the borrower has performed under modified terms	6 months
Days Past Due, 90 or More | Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	90 days
Days Past Due, 30 or More | Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Days Past Due, 180 or More | Residential Real Estate, Non-Modified Credit Card and Scored Business Banking Loans
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	180 days
Days Past Due, 120 or More | Auto and Student Loans
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	120 days
Days Past Due, 60 or More, or Sooner with Determination of Collateral Dependence | Residential Real Estate and Auto Loans
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	60 days
Days Until Charge-Off, Less Than 60, with Notification of Bankruptcy Filing or Other Event | Credit Card and Scored Business Banking Loans
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	60 days
Days Past Due, 60 or More, with Notification of Bankruptcy Filing or Other Event | Student loan securitization
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	60 days
Financing Receivable, Policy, Current | Days Past Due, 120 or More | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	120 days
Financing Receivable, Policy, Previous | Days Past Due, 180 or More | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	180 days
Minimum | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Number of months before updating collateral values on commercial real estate loans	6 months
Maximum | Residential mortgage
Loans and Leases Receivable Disclosure [Line Items]
Number of months before updating exterior opinion on home valuation	6 months
Maximum | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Number of months before updating collateral values on commercial real estate loans	12 months
Consumer, excluding credit card
Loan balances by portfolio segment:
Total retained loans	294,979,000,000	288,449,000,000	292,620,000,000
Held-for-sale	395,000,000	614,000,000
At fair value	0	0
Loans	295,374,000,000	289,063,000,000
Consumer, excluding credit card | Days Past Due, 30 or More
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Minimum
Loans and Leases Receivable Disclosure [Line Items]
Number of payments under modified terms to recognize interest on cash basis	6
Credit card
Loan balances by portfolio segment:
Total retained loans	128,027,000,000	127,465,000,000	127,993,000,000
Held-for-sale	3,021,000,000	326,000,000
At fair value	0	0
Loans	131,048,000,000	127,791,000,000
Credit card | Consumer Credit Card Financing Receivable
Loan balances by portfolio segment:
Total retained loans	128,027,000,000	127,465,000,000
Credit card | Days Past Due, 90 or More | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	90 days
Credit card | Days Past Due, 30 or More | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Wholesale
Loan balances by portfolio segment:
Total retained loans	324,502,000,000	308,263,000,000	306,222,000,000
Held-for-sale	3,801,000,000	11,290,000,000
At fair value	2,611,000,000	2,011,000,000
Loans	330,914,000,000	321,564,000,000
Wholesale | Real estate
Loan balances by portfolio segment:
Total retained loans	79,113,000,000	$69,151,000,000

Loans_Purchased_Sold_and_Recla

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	$8,319,000,000	$8,641,000,000	$7,428,000,000
Sales	14,327,000,000	9,077,000,000	5,275,000,000
Retained loans reclassified to held-for-sale	4,810,000,000	7,211,000,000	1,547,000,000
Consumer, excluding credit card
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	7,434,000,000	7,616,000,000	6,601,000,000
Sales	6,655,000,000	4,845,000,000	1,852,000,000
Retained loans reclassified to held-for-sale	1,190,000,000	1,261,000,000	0
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	15,100,000,000	5,700,000,000	1,400,000,000
Credit card
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	0	328,000,000	0
Sales	291,000,000	0	0
Retained loans reclassified to held-for-sale	3,039,000,000	309,000,000	1,043,000,000
Wholesale
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	885,000,000	697,000,000	827,000,000
Sales	7,381,000,000	4,232,000,000	3,423,000,000
Retained loans reclassified to held-for-sale	$581,000,000	$5,641,000,000	$504,000,000

Loans_Net_Gains_and_Losses_on_

Loans - Net Gains and Losses on Sale (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$201	$240	$293
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	341	313	122
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	-241	3	-9
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$101	($76)	$180

Loans_Consumer_Excluding_Credi

Loans - Consumer, Excluding Credit Card Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Low FICO Score	660
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	294,979	288,449	292,620
Consumer, excluding credit card | Days Past Due, 30 or More
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	150 days
Consumer, excluding credit card | Home equity - senior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,367	17,113
Consumer, excluding credit card | Home equity - senior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	362	345
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	36,375	40,750
Period past due, credit analysis factors, charge off criteria	180 days
Consumer, excluding credit card | Home equity - junior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	267	224
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	104,921	87,162
Consumer, excluding credit card | Mortgages - prime, including option ARMS | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,879	7,899
Consumer, excluding credit card | Mortgages - subprime
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,056	7,104
Consumer, excluding credit card | Mortgages - subprime | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	271	502
Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	54,536	52,757
Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,058	18,951
Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,970	11,557
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,095	18,927
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,220	12,038
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,673	4,175
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$15,708	$17,915

Loans_Consumer_Excluding_Credi1

Loans - Consumer, Excluding Credit Card Loans, Residential Real Estate, Excluding PCI Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	747,508	$724,177	$726,835
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	294,979	288,449	292,620
Consumer, excluding credit card | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	150 days
Consumer, excluding credit card | Days Past Due, 30 or More
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Home equity - senior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,367	17,113
% of 30 days past due to total retained loans	3.89%	3.76%
Consumer, excluding credit card | Home equity - senior lien | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,232	2,397
Consumer, excluding credit card | Home equity - senior lien | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,805	2,732
Consumer, excluding credit card | Home equity - senior lien | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,306	1,248
Consumer, excluding credit card | Home equity - senior lien | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	861	847
Consumer, excluding credit card | Home equity - senior lien | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,845	2,044
Consumer, excluding credit card | Home equity - senior lien | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	654	630
Consumer, excluding credit card | Home equity - senior lien | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	927	1,019
Consumer, excluding credit card | Home equity - senior lien | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	506	555
Consumer, excluding credit card | Home equity - senior lien | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	736	799
Consumer, excluding credit card | Home equity - senior lien | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,150	1,298
Consumer, excluding credit card | Home equity - senior lien | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,345	3,544
Consumer, excluding credit card | Home equity - senior lien | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,730	16,470
Consumer, excluding credit card | Home equity - senior lien | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	275	298
Consumer, excluding credit card | Home equity - senior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	362	345
Consumer, excluding credit card | Home equity - senior lien | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - senior lien | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	938	932
Consumer, excluding credit card | Home equity - senior lien | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - senior lien | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	21	40
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10	22
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	134	212
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	69	107
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	633	858
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	226	326
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	13,048	13,186
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,226	2,362
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	36,375	40,750
% of 30 days past due to total retained loans	2.20%	2.17%
Period past due, credit analysis factors, charge off criteria	180 days
Consumer, excluding credit card | Home equity - junior lien | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,144	9,240
Consumer, excluding credit card | Home equity - junior lien | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,685	8,429
Consumer, excluding credit card | Home equity - junior lien | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,605	2,815
Consumer, excluding credit card | Home equity - junior lien | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,923	2,167
Consumer, excluding credit card | Home equity - junior lien | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,087	1,199
Consumer, excluding credit card | Home equity - junior lien | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,233	2,442
Consumer, excluding credit card | Home equity - junior lien | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,595	1,827
Consumer, excluding credit card | Home equity - junior lien | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,216	1,378
Consumer, excluding credit card | Home equity - junior lien | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	848	976
Consumer, excluding credit card | Home equity - junior lien | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	778	907
Consumer, excluding credit card | Home equity - junior lien | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,261	9,370
Consumer, excluding credit card | Home equity - junior lien | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	35,575	39,864
Consumer, excluding credit card | Home equity - junior lien | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	533	662
Consumer, excluding credit card | Home equity - junior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	267	224
Consumer, excluding credit card | Home equity - junior lien | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - junior lien | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,590	1,876
Consumer, excluding credit card | Home equity - junior lien | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - junior lien | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - junior lien | Minimum | U.S. government-guaranteed | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Home equity - junior lien | Minimum | U.S. government-guaranteed | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	150 days
Consumer, excluding credit card | Home equity - junior lien | Maximum | U.S. government-guaranteed | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	149 days
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	467	1,101
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	138	346
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,149	4,645
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	923	1,407
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,481	7,995
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,780	2,128
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,030	19,732
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,407	3,396
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	104,921	87,162
% of 30 days past due to total retained loans	1.42%	2.32%
Consumer, excluding credit card | Mortgages - prime, including option ARMS | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	28,133	21,876
Consumer, excluding credit card | Mortgages - prime, including option ARMS | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,550	14,085
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,654	5,216
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,106	4,598
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,935	3,565
Consumer, excluding credit card | Mortgages - prime, including option ARMS | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,361	2,679
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,805	1,385
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,410	1,951
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,203	998
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	615	466
Consumer, excluding credit card | Mortgages - prime, including option ARMS | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,149	30,343
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	93,951	76,108
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,091	3,155
Consumer, excluding credit card | Mortgages - prime, including option ARMS | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,879	7,899
Consumer, excluding credit card | Mortgages - prime, including option ARMS | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,190	2,666
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,110	13,712
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,544	7,823
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed | Days Past Due, 30 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,500	9,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	120	236
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	103	281
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	648	1,210
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	340	679
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,863	4,749
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,026	1,590
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	81,805	59,634
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,906	5,071
Consumer, excluding credit card | Mortgages - subprime
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,056	7,104
% of 30 days past due to total retained loans	15.03%	16.16%
Consumer, excluding credit card | Mortgages - subprime | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	718	1,069
Consumer, excluding credit card | Mortgages - subprime | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	677	942
Consumer, excluding credit card | Mortgages - subprime | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	207	280
Consumer, excluding credit card | Mortgages - subprime | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	632	885
Consumer, excluding credit card | Mortgages - subprime | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	177	220
Consumer, excluding credit card | Mortgages - subprime | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	227	339
Consumer, excluding credit card | Mortgages - subprime | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	112	144
Consumer, excluding credit card | Mortgages - subprime | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	109	150
Consumer, excluding credit card | Mortgages - subprime | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	121	178
Consumer, excluding credit card | Mortgages - subprime | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	112	161
Consumer, excluding credit card | Mortgages - subprime | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,964	2,736
Consumer, excluding credit card | Mortgages - subprime | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,296	5,956
Consumer, excluding credit card | Mortgages - subprime | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	489	646
Consumer, excluding credit card | Mortgages - subprime | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	271	502
Consumer, excluding credit card | Mortgages - subprime | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages - subprime | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,036	1,390
Consumer, excluding credit card | Mortgages - subprime | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages - subprime | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10	52
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	51	197
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	118	249
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	298	597
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	432	614
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	770	1,141
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,586	1,961
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,791	2,293
Consumer, excluding credit card | Residential real estate – excluding PCI
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	162,719	152,129
% of 30 days past due to total retained loans	2.27%	3.09%
Consumer, excluding credit card | Residential real estate – excluding PCI | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	39,227	34,582
Consumer, excluding credit card | Residential real estate – excluding PCI | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	27,717	26,188
Consumer, excluding credit card | Residential real estate – excluding PCI | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,772	9,559
Consumer, excluding credit card | Residential real estate – excluding PCI | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,522	8,497
Consumer, excluding credit card | Residential real estate – excluding PCI | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,044	7,028
Consumer, excluding credit card | Residential real estate – excluding PCI | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,475	6,090
Consumer, excluding credit card | Residential real estate – excluding PCI | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,439	4,375
Consumer, excluding credit card | Residential real estate – excluding PCI | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,241	4,034
Consumer, excluding credit card | Residential real estate – excluding PCI | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,908	2,951
Consumer, excluding credit card | Residential real estate – excluding PCI | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,655	2,832
Consumer, excluding credit card | Residential real estate – excluding PCI | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	47,719	45,993
Consumer, excluding credit card | Residential real estate – excluding PCI | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	149,552	138,398
Consumer, excluding credit card | Residential real estate – excluding PCI | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,388	4,761
Consumer, excluding credit card | Residential real estate – excluding PCI | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,779	8,970
Consumer, excluding credit card | Residential real estate – excluding PCI | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Residential real estate – excluding PCI | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,754	6,864
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,110	13,712
Percentage of Principal Balance Insured and Interest Guaranteed	100.00%
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,600	4,700
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,500	2,400
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,000	6,600
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	90 days
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,544	7,823
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,200	4,700
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	618	1,429
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	302	846
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,049	6,316
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,630	2,790
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,409	14,216
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,802	5,185
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	116,469	94,513
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,330	$13,122

Loans_Consumer_Excluding_Credi2

Loans - Consumer, Excluding Credit Card Loans, Delinquency Statistics Junior Lien Home Equity Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	294,979	288,449	292,620
Consumer, excluding credit card | Home Equity Junior Lien, Excluding Lines of Credit [Member]
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,144	3,922
% of 30 days past due to total retained loans	3.34%	3.26%
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	36,375	40,750
% of 30 days past due to total retained loans	2.20%	2.17%
Consumer, excluding credit card | 30–89 days past due | Home Equity Junior Lien, Excluding Lines of Credit [Member]
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	66	86
Consumer, excluding credit card | 30–89 days past due | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	407	511
Consumer, excluding credit card | 90–149 days past due | Home Equity Junior Lien, Excluding Lines of Credit [Member]
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20	26
Consumer, excluding credit card | 90–149 days past due | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	126	151
Consumer, excluding credit card | 150 days past due | Home Equity Junior Lien, Excluding Lines of Credit [Member]
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	19	16
Consumer, excluding credit card | 150 days past due | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	267	224
Consumer, excluding credit card | HELOC, Within the revolving period | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	25,252	31,848
% of 30 days past due to total retained loans	1.75%	1.91%
Home equity line of credit, open-ended revolving period	10 years
Home equity line of credit, amortization period	20 years
Consumer, excluding credit card | HELOC, Within the revolving period | 30–89 days past due | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	233	341
Consumer, excluding credit card | HELOC, Within the revolving period | 90–149 days past due | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	69	104
Consumer, excluding credit card | HELOC, Within the revolving period | 150 days past due | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	141	162
Consumer, excluding credit card | HELOCs, Beyond the revolving period | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,979	4,980
% of 30 days past due to total retained loans	3.16%	3.03%
Consumer, excluding credit card | HELOCs, Beyond the revolving period | 30–89 days past due | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	108	84
Consumer, excluding credit card | HELOCs, Beyond the revolving period | 90–149 days past due | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	37	21
Consumer, excluding credit card | HELOCs, Beyond the revolving period | 150 days past due | Home Equity Line of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$107	$46

Loans_Consumer_Excluding_Credi3

Loans - Consumer, Excluding Credit Card Loans, Impaired Loans (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Consumer, excluding credit card | Days Past Due, 30 or More
Impaired loans:
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Days Past Due, 30 or More
Impaired loans:
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Minimum
Impaired loans:
Number of payments under modified terms to recognize interest on cash basis	6
Consumer, excluding credit card | Home equity - senior lien
Impaired loans:
With an allowance	$552,000,000	$567,000,000
Without an allowance	549,000,000	579,000,000
Total impaired loans	1,101,000,000	1,146,000,000
Allowance for loan losses related to impaired loans	84,000,000	94,000,000
Unpaid principal balance of impaired loans	1,451,000,000	1,515,000,000
Average impaired loans	1,122,000,000	1,151,000,000	610,000,000
Interest income on impaired loans	55,000,000	59,000,000	27,000,000
Interest income on impaired loans on a cash basis	37,000,000	40,000,000	12,000,000
Consumer, excluding credit card | Home equity - senior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	19.00%
Consumer, excluding credit card | Home equity - senior lien | Nonaccrual
Impaired loans:
Total impaired loans	628,000,000	641,000,000
Consumer, excluding credit card | Home equity - junior lien
Impaired loans:
With an allowance	722,000,000	727,000,000
Without an allowance	582,000,000	592,000,000
Total impaired loans	1,304,000,000	1,319,000,000
Allowance for loan losses related to impaired loans	147,000,000	162,000,000
Unpaid principal balance of impaired loans	2,603,000,000	2,625,000,000
Period past due, credit analysis factors, charge off criteria	180 days
Average impaired loans	1,313,000,000	1,297,000,000	848,000,000
Interest income on impaired loans	82,000,000	82,000,000	42,000,000
Interest income on impaired loans on a cash basis	53,000,000	55,000,000	16,000,000
Consumer, excluding credit card | Home equity - junior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	12.00%
Consumer, excluding credit card | Home equity - junior lien | Nonaccrual
Impaired loans:
Total impaired loans	632,000,000	666,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Impaired loans:
With an allowance	4,949,000,000	5,871,000,000
Without an allowance	1,196,000,000	1,133,000,000
Total impaired loans	6,145,000,000	7,004,000,000
Allowance for loan losses related to impaired loans	127,000,000	144,000,000
Unpaid principal balance of impaired loans	7,813,000,000	8,990,000,000
Average impaired loans	6,730,000,000	7,214,000,000	5,989,000,000
Interest income on impaired loans	262,000,000	280,000,000	238,000,000
Interest income on impaired loans on a cash basis	54,000,000	59,000,000	28,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	25.00%
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Nonaccrual
Impaired loans:
Total impaired loans	1,559,000,000	1,737,000,000
Consumer, excluding credit card | Mortgages - subprime
Impaired loans:
With an allowance	2,239,000,000	2,989,000,000
Without an allowance	639,000,000	709,000,000
Total impaired loans	2,878,000,000	3,698,000,000
Allowance for loan losses related to impaired loans	64,000,000	94,000,000
Unpaid principal balance of impaired loans	4,200,000,000	5,461,000,000
Average impaired loans	3,444,000,000	3,798,000,000	3,494,000,000
Interest income on impaired loans	182,000,000	200,000,000	183,000,000
Interest income on impaired loans on a cash basis	51,000,000	55,000,000	31,000,000
Consumer, excluding credit card | Mortgages - subprime | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	18.00%
Consumer, excluding credit card | Mortgages - subprime | Nonaccrual
Impaired loans:
Total impaired loans	931,000,000	1,127,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI
Impaired loans:
With an allowance	8,462,000,000	10,154,000,000
Without an allowance	2,966,000,000	3,013,000,000
Total impaired loans	11,428,000,000	13,167,000,000
Allowance for loan losses related to impaired loans	422,000,000	494,000,000
Unpaid principal balance of impaired loans	16,067,000,000	18,591,000,000
Loans modified subsequent to repurchase from Ginnie Mae	4,900,000,000	7,600,000,000
Average impaired loans	12,609,000,000	13,460,000,000	10,941,000,000
Interest income on impaired loans	581,000,000	621,000,000	490,000,000
Interest income on impaired loans on a cash basis	195,000,000	209,000,000	87,000,000
Number of payments under modified terms to recognize interest on cash basis	6
Consumer, excluding credit card | Residential real estate – excluding PCI | Current, and Less Than 90 Days Past Due
Impaired loans:
Period past due, credit analysis factors, charge off criteria	90 days
TDRs not having yet made six payments	2,900,000,000	3,000,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Nonaccrual
Impaired loans:
Total impaired loans	$3,750,000,000	$4,171,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Minimum | Days Past Due, 30 or More | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Period past due, credit analysis factors, charge off criteria	30 days

Loans_Consumer_Excluding_Credi4

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, New TDRs (Details) (Consumer, excluding credit card, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$732	$1,687	$5,507
Home equity - senior lien
Financing Receivable, Impaired [Line Items]
New TDRs	110	210	835
Home equity - junior lien
Financing Receivable, Impaired [Line Items]
New TDRs	211	388	711
Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
New TDRs	287	770	2,918
Mortgages - subprime
Financing Receivable, Impaired [Line Items]
New TDRs	$124	$319	$1,043

Loans_Consumer_Excluding_Credi5

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, Nature and Extent of Modifications (Details) (Consumer, excluding credit card)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	58.00%	77.00%	77.00%
Concession granted - Term of payment extension	63.00%	70.00%	55.00%
Concession granted - Principal and/or interest deferred	18.00%	21.00%	12.00%
Concession granted - principal forgiveness	41.00%	39.00%	29.00%
Concession granted - other	6.00%	11.00%	11.00%
Percentage, sum of items by type, may exceed	100.00%
Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	53.00%	70.00%	83.00%
Concession granted - Term of payment extension	67.00%	76.00%	47.00%
Concession granted - Principal and/or interest deferred	16.00%	12.00%	6.00%
Concession granted - principal forgiveness	36.00%	38.00%	11.00%
Concession granted - other	0.00%	0.00%	0.00%
Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	84.00%	88.00%	88.00%
Concession granted - Term of payment extension	83.00%	80.00%	76.00%
Concession granted - Principal and/or interest deferred	23.00%	24.00%	17.00%
Concession granted - principal forgiveness	22.00%	32.00%	23.00%
Concession granted - other	0.00%	0.00%	0.00%
Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	43.00%	73.00%	74.00%
Concession granted - Term of payment extension	51.00%	73.00%	57.00%
Concession granted - Principal and/or interest deferred	19.00%	30.00%	16.00%
Concession granted - principal forgiveness	51.00%	38.00%	29.00%
Concession granted - other	10.00%	23.00%	29.00%
Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	47.00%	72.00%	69.00%
Concession granted - Term of payment extension	53.00%	56.00%	41.00%
Concession granted - Principal and/or interest deferred	12.00%	13.00%	7.00%
Concession granted - principal forgiveness	53.00%	48.00%	42.00%
Concession granted - other	10.00%	14.00%	8.00%
Trial Modification | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of contract modifications	4,673	9,682	11,349
Trial Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	939	1,719	1,695
Trial Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	626	884	918
Trial Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,052	2,846	3,895
Trial Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Number of contract modifications	2,056	4,233	4,841
Permanent Modification | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of contract modifications	9,632	16,525	30,822
Permanent Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,171	1,765	4,385
Permanent Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	2,813	5,040	7,430
Permanent Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Number of contract modifications	2,507	4,356	9,043
Permanent Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Number of contract modifications	3,141	5,364	9,964

Loans_Consumer_Excluding_Credi6

Loans - Consumer, Excluding Credit Card Loans, Financial Effects of Modifications and Redefaults (Details) (Consumer, excluding credit card, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Business banking
Financing Receivable, Impaired [Line Items]
Balance of loans that redefaulted within one year of permanent modification(a)	$25	$43	$42
Number of years before payment default under a modified loan	1 year
Residential mortgage
Financing Receivable, Impaired [Line Items]
Number of payments past due for deemed payment	2
Permanent Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.38%	6.35%	7.20%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.03%	3.23%	4.61%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17 years	19 years	18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	30 years	31 years	28 years
Charge-offs recognized upon permanent modification	2	7	8
Principal deferred	5	7	4
Principal forgiven	14	30	20
Balance of loans that redefaulted within one year of permanent modification(a)	19	26	30
Modifications, weighted-average remaining life	6 years
Permanent Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	4.81%	5.05%	5.45%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.00%	2.14%	1.94%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	19 years	20 years	20 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	35 years	34 years	32 years
Charge-offs recognized upon permanent modification	25	70	65
Principal deferred	11	24	23
Principal forgiven	21	51	58
Balance of loans that redefaulted within one year of permanent modification(a)	10	20	46
Modifications, weighted-average remaining life	8 years
Permanent Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	4.82%	5.28%	6.14%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.69%	2.77%	3.67%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	25 years	25 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	37 years	36 years
Charge-offs recognized upon permanent modification	9	16	35
Principal deferred	39	129	133
Principal forgiven	83	206	249
Balance of loans that redefaulted within one year of permanent modification(a)	121	164	255
Modifications, weighted-average remaining life	9 years
Permanent Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	7.16%	7.33%	7.73%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.37%	3.52%	4.14%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	24 years	24 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	35 years	32 years
Charge-offs recognized upon permanent modification	3	5	29
Principal deferred	19	43	43
Principal forgiven	89	218	324
Balance of loans that redefaulted within one year of permanent modification(a)	93	106	156
Modifications, weighted-average remaining life	8 years
Permanent Modification | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.61%	5.88%	6.57%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.78%	2.92%	3.69%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	23 years	23 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	36 years	34 years
Charge-offs recognized upon permanent modification	39	98	137
Principal deferred	74	203	203
Principal forgiven	207	505	651
Balance of loans that redefaulted within one year of permanent modification(a)	$243	$316	$487
Maximum | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of months before a payment redefault under modified loans	12 months
Maximum | Business banking
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year

Loans_Consumer_Excluding_Credi7

Loans - Consumer, Excluding Credit Card Loans, Other Consumer Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	747,508	$724,177	$726,835
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	294,979	288,449	292,620
Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	54,536	52,757
% of 30 days past due to total retained loans	1.23%	1.15%
Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,058	18,951
% of 30 days past due to total retained loans	1.73%	2.32%
Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,970	11,557
% of 30 days past due to total retained loans	2.15%	2.52%
Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	85,564	83,265
% of 30 days past due to total retained loans	1.47%	1.60%
Consumer, excluding credit card | California | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,294	5,615
Consumer, excluding credit card | California | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,008	2,374
Consumer, excluding credit card | California | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,143	1,112
Consumer, excluding credit card | California | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,445	9,101
Consumer, excluding credit card | New York | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,662	3,898
Consumer, excluding credit card | New York | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,187	3,084
Consumer, excluding credit card | New York | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,259	1,218
Consumer, excluding credit card | New York | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,108	8,200
Consumer, excluding credit card | Illinois | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,175	2,917
Consumer, excluding credit card | Illinois | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,373	1,341
Consumer, excluding credit card | Illinois | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	729	740
Consumer, excluding credit card | Illinois | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,277	4,998
Consumer, excluding credit card | Florida | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,301	2,012
Consumer, excluding credit card | Florida | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	827	646
Consumer, excluding credit card | Florida | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	521	539
Consumer, excluding credit card | Florida | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,649	3,197
Consumer, excluding credit card | Texas | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,608	5,310
Consumer, excluding credit card | Texas | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,626	2,646
Consumer, excluding credit card | Texas | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	868	878
Consumer, excluding credit card | Texas | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,102	8,834
Consumer, excluding credit card | New Jersey | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,945	2,014
Consumer, excluding credit card | New Jersey | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	451	392
Consumer, excluding credit card | New Jersey | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	378	397
Consumer, excluding credit card | New Jersey | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,774	2,803
Consumer, excluding credit card | Arizona | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,003	1,855
Consumer, excluding credit card | Arizona | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,083	1,046
Consumer, excluding credit card | Arizona | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	239	252
Consumer, excluding credit card | Arizona | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,325	3,153
Consumer, excluding credit card | Washington | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,019	950
Consumer, excluding credit card | Washington | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	258	234
Consumer, excluding credit card | Washington | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	235	227
Consumer, excluding credit card | Washington | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,512	1,411
Consumer, excluding credit card | Michigan | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,633	1,902
Consumer, excluding credit card | Michigan | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,375	1,383
Consumer, excluding credit card | Michigan | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	466	513
Consumer, excluding credit card | Michigan | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,474	3,798
Consumer, excluding credit card | Ohio | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,157	2,229
Consumer, excluding credit card | Ohio | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,354	1,316
Consumer, excluding credit card | Ohio | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	629	708
Consumer, excluding credit card | Ohio | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,140	4,253
Consumer, excluding credit card | All other | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	24,739	24,055
Consumer, excluding credit card | All other | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,516	4,489
Consumer, excluding credit card | All other | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,503	4,973
Consumer, excluding credit card | All other | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	33,758	33,517
In Process of Active or Suspended Foreclosure | Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,500	2,100
Current and less than 30 days past due and still accruing | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	53,866	52,152
Current and less than 30 days past due and still accruing | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	19,710	18,511
Current and less than 30 days past due and still accruing | Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,080	10,529
Current and less than 30 days past due and still accruing | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	83,656	81,192
Days Past Due, 30 to 119 | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	663	599
Days Past Due, 30 to 119 | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	208	280
Days Past Due, 30 to 119 | Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	576	660
Days Past Due, 30 to 119 | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,447	1,539
Days Past Due, 120 or More | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7	6
Days Past Due, 120 or More | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	140	160
Days Past Due, 120 or More | Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	314	368
Days Past Due, 120 or More | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	461	534
90 or more days past due and still accruing | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
90 or more days past due and still accruing | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
90 or more days past due and still accruing | Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	367	428
90 or more days past due and still accruing | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	367	428
Nonaccrual | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	115	161
Nonaccrual | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	279	385
Nonaccrual | Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	270	86
Nonaccrual | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	664	632
Noncriticized | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,822	9,968
Noncriticized | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	14,619	13,622
Noncriticized | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	24,441	23,590
Criticized performing | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	35	54
Criticized performing | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	708	711
Criticized performing | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	743	765
Criticized nonaccrual | Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	38
Criticized nonaccrual | Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	213	316
Criticized nonaccrual | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	213	354
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Current and less than 30 days past due and still accruing | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,300	4,900
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 30 to 119 | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	364	387
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 120 or More | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	290	350
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 30 or More, and Still Accruing | Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	654	$737
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 30 to 119 | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 120 or More | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	120 days
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 30 or More, and Still Accruing | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Maximum | Days Past Due, 30 to 119 | Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	119 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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
With an allowance	$557	$571
Without an allowance	35	47
Total impaired loans	592	618
Allowance for loan losses related to impaired loans	117	107
Unpaid principal balance of impaired loans	719	788
Average impaired loans	599	648	733
Troubled debt restructuring	442	378
New TDRs	291	156	249
Nonaccrual
Financing Receivable, Impaired [Line Items]
Total impaired loans	456	441
Troubled debt restructuring	$306	$201

Loans_Consumer_Excluding_Credi9

Loans - Consumer, Excluding Credit Card Loans, Financial Effects of Modification (Details) (Consumer, excluding credit card, USD $)	12 Months Ended			1 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	31-May-14
Business banking
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
Modifications, subsequent default, recorded investment	$25	$43	$42
Auto
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
Modifications, subsequent default, recorded investment	$43	$54	$46
Scored Auto and Business Banking Loans
Financing Receivable, Impaired [Line Items]
Number of payments past due for deemed payment	2
Student Loans
Financing Receivable, Impaired [Line Items]
Deferment Period Extension				24 months

Recovered_Sheet6

Loans - Consumer, Excluding Credit Card Loans, PCI Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	294,979	288,449	292,620
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,095	18,927
Related allowance for loan losses	1,758	1,758
Total loans	17,740	19,830
% of 30 days past due to total loans	8.15%	8.55%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	10,671	11,937
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	876	962
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	405	451
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,696	1,865
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	273	327
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	348	381
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	323	361
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	959	1,072
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	53	62
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	20	23
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,116	2,389
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	16,295	18,135
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	445	583
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,000	1,112
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	513	1,168
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,245	3,248
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	4,171	4,473
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	5,824	5,077
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	273	662
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,073	1,541
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,647	1,782
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,994	1,879
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,220	12,038
Related allowance for loan losses	1,193	1,726
Total loans	10,249	11,876
% of 30 days past due to total loans	13.05%	14.80%
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	5,965	6,845
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	672	807
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	301	353
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	689	826
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	92	106
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	279	334
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	167	187
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	225	266
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	166	189
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	48	55
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,645	1,908
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	8,912	10,118
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	500	589
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	837	1,169
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	45	240
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	456	1,017
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,154	2,787
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,663	2,897
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	97	290
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	402	884
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,316	1,699
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,116	2,062
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,673	4,175
Related allowance for loan losses	180	180
Total loans	4,652	5,471
% of 30 days past due to total loans	23.37%	26.67%
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,138	1,293
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	463	563
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	229	283
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	432	526
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	281	328
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	165	213
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	85	95
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	95	112
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	130	145
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	72	84
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,562	1,829
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,565	4,012
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	536	662
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	551	797
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	34	115
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	215	316
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	519	544
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	719	521
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	160	459
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	509	919
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,006	1,197
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,490	1,400
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,708	17,915
Related allowance for loan losses	194	494
Total loans	16,496	19,223
% of 30 days past due to total loans	16.26%	19.36%
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	9,190	10,419
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	933	1,196
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	397	481
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,440	1,817
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	85	100
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	553	701
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	227	264
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	395	463
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	182	206
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	69	75
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,025	3,501
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	13,814	15,501
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	858	1,006
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,824	2,716
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	89	301
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	575	1,164
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,418	3,311
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	6,593	5,671
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	150	575
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	771	1,563
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,996	2,769
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,904	3,869
Consumer, excluding credit card | Purchased Credit-Impaired
Loans and Leases Receivable Disclosure [Line Items]
Weighted Average Life of PCI Portfolio	8 years
Total retained loans	46,696	53,055
Related allowance for loan losses	3,325	4,158
Total loans	49,137	56,400
% of 30 days past due to total loans	13.33%	15.31%
Consumer, excluding credit card | Purchased Credit-Impaired | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	26,964	30,494
Consumer, excluding credit card | Purchased Credit-Impaired | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,944	3,528
Consumer, excluding credit card | Purchased Credit-Impaired | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,332	1,568
Consumer, excluding credit card | Purchased Credit-Impaired | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	4,257	5,034
Consumer, excluding credit card | Purchased Credit-Impaired | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	731	861
Consumer, excluding credit card | Purchased Credit-Impaired | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,345	1,629
Consumer, excluding credit card | Purchased Credit-Impaired | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	802	907
Consumer, excluding credit card | Purchased Credit-Impaired | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,674	1,913
Consumer, excluding credit card | Purchased Credit-Impaired | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	531	602
Consumer, excluding credit card | Purchased Credit-Impaired | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	209	237
Consumer, excluding credit card | Purchased Credit-Impaired | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	8,348	9,627
Consumer, excluding credit card | Purchased Credit-Impaired | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	42,586	47,766
Consumer, excluding credit card | Purchased Credit-Impaired | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,339	2,840
Consumer, excluding credit card | Purchased Credit-Impaired | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	4,212	5,794
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	681	1,824
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,491	5,745
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	9,262	11,115
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	16,799	14,166
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	680	1,986
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,755	4,907
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	5,965	7,447
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$9,504	$9,210

Recovered_Sheet7

Loans - Consumer, Excluding Credit Card Loans, PCI Delinquency Statistics (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	294,979	288,449	292,620
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Senior Lien
Loans and Leases Receivable Disclosure [Line Items]
Percentage of senior liens to total financing receivables	20.00%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien, Excluding Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	736	908
Total 30 plus day delinquency rate	8.83%	8.15%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	13,851	15,914
Total 30 plus day delinquency rate	6.55%	6.84%
Consumer, excluding credit card | HELOC, Within the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,972	12,670
Total 30 plus day delinquency rate	6.42%	6.76%
Home equity line of credit, open-ended revolving period	10 years
Consumer, excluding credit card | HELOCs, Beyond the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,143	2,336
Total 30 plus day delinquency rate	6.42%	6.72%
Consumer, excluding credit card | 30–89 days past due | Purchased Credit-Impaired, Home Equity Junior Lien, Excluding Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20	24
Consumer, excluding credit card | 30–89 days past due | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	251	321
Consumer, excluding credit card | 30–89 days past due | HELOC, Within the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	155	243
Consumer, excluding credit card | 30–89 days past due | HELOCs, Beyond the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	76	54
Consumer, excluding credit card | 90–149 days past due | Purchased Credit-Impaired, Home Equity Junior Lien, Excluding Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7	11
Consumer, excluding credit card | 90–149 days past due | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	81	120
Consumer, excluding credit card | 90–149 days past due | HELOC, Within the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	50	88
Consumer, excluding credit card | 90–149 days past due | HELOCs, Beyond the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	24	21
Consumer, excluding credit card | 150 days past due | Purchased Credit-Impaired, Home Equity Junior Lien, Excluding Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	38	39
Consumer, excluding credit card | 150 days past due | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	575	647
Consumer, excluding credit card | 150 days past due | HELOC, Within the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	371	526
Consumer, excluding credit card | 150 days past due | HELOCs, Beyond the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$166	$82

Recovered_Sheet8

Loans - Consumer, Excluding Credit Card Loans, PCI Accretable Yield Activity (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$747,508	$724,177	$726,835
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	294,979	288,449	292,620
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	16,167	18,457	19,072
Accretion into interest income	-1,934	-2,201	-2,491
Changes in interest rates on variable-rate loans	-174	-287	-449
Other changes in expected cash flows	533	198	2,325
Balance at December 31	14,592	16,167	18,457
Accretable yield percentage	4.19%	4.31%	4.38%
Total retained loans	46,696	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]
Total retained loans	1,500	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]
Total retained loans	$3,200	$4,800

Loans_Loans_Credit_Card_Loan_P

Loans Loans - Credit Card Loan Portfolio (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	128,027	127,465	127,993
Credit card | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Net charge-offs/(recoveries)	3,429	3,879
% of net charge-offs/(recoveries) to end-of-period retained loans	2.75%	3.14%
Total retained loans	128,027	127,465
% of 30 days past due to total retained loans	1.44%	1.67%
% of 90 days past due to total retained loans	0.70%	0.80%
Percentage of Loans with FICO Scores of 660 Or Greater to Total Retained Loans	85.70%	85.10%
Percentage of Loans with FICO Scores Less than 660 to Total Retained Loans	14.30%	14.90%
Credit card | Consumer Credit Card Financing Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,940	17,194
Credit card | Consumer Credit Card Financing Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,088	10,400
Credit card | Consumer Credit Card Financing Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,940	10,497
Credit card | Consumer Credit Card Financing Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,497	7,412
Credit card | Consumer Credit Card Financing Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,398	7,178
Credit card | Consumer Credit Card Financing Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,750	5,554
Credit card | Consumer Credit Card Financing Receivable | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,707	4,881
Credit card | Consumer Credit Card Financing Receivable | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,489	4,462
Credit card | Consumer Credit Card Financing Receivable | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,552	3,618
Credit card | Consumer Credit Card Financing Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,263	3,239
Credit card | Consumer Credit Card Financing Receivable | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	51,403	53,030
Credit card | Consumer Credit Card Financing Receivable | Days Past Due, 30 or More
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Credit card | Consumer Credit Card Financing Receivable | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	90 days
Credit card | Consumer Credit Card Financing Receivable | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	126,189	125,335
Credit card | Consumer Credit Card Financing Receivable | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	943	1,108
Credit card | Consumer Credit Card Financing Receivable | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	895	1,022
Credit card | Consumer Credit Card Financing Receivable | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$0	$0

Loans_Loans_Credit_Card_Portfo

Loans Loans - Credit Card Portfolio - Impaired Loans (Details) (Credit card, Consumer Credit Card Financing Receivable, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
Loans with modified payment terms	$1,775	$2,746
Modified credit card loans that have reverted to pre-modification payment terms	254	369
Total impaired loans	2,029	3,115
Allowance for loan losses related to impaired loans	500	971
Average impaired loans	2,503	3,882	5,893
Interest income on impaired loans	123	198	308
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	159	226
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	$95	$143

Loans_Loans_Credit_Card_Portfo1

Loans Loans - Credit Card Portfolio - Loan Modifications (Details) (Credit card, Consumer Credit Card Financing Receivable, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
	payment
Financing Receivable, Impaired [Line Items]
Fixed payment plan period	60 months
Weighted-average interest rate of loans – before TDR	14.96%	15.37%	15.67%
Weighted-average interest rate of loans – after TDR	4.40%	4.38%	5.19%
Modifications, subsequent default, recorded investment	$119	$167	$309
Number of years before payment default under a modified loan	1 year
Number of payments past due for deemed payment	2
Rate of default for modified loans, estimated weighted average	27.91%	30.72%	38.23%
Total new enrollments
Financing Receivable, Impaired [Line Items]
New TDRs	$807	$1,200	$1,700

Loans_Wholesale_Loan_Portfolio

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	324,502	308,263	306,222
% of total criticized to total retained loans	1.45%	2.02%
% of nonaccrual loans to total retained loans	0.18%	0.27%
Net charge-offs/(recoveries)	12	16
% of net charge-offs/(recoveries) to end-of-period retained loans	0.00%	0.01%
Wholesale | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	321,612	305,548
Wholesale | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,215	1,844
Wholesale | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	76	50
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	599	821
Wholesale | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	100,865	104,057
Wholesale | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	223,637	204,206
Wholesale | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	241,666	226,070
Wholesale | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	82,836	82,193
Wholesale | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	78,118	75,964
Wholesale | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,119	5,408
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	599	821
Wholesale | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	109,625	103,846
% of total criticized to total retained loans	2.22%	2.58%
% of nonaccrual loans to total retained loans	0.17%	0.28%
Net charge-offs/(recoveries)	22	99
% of net charge-offs/(recoveries) to end-of-period retained loans	0.02%	0.10%
Wholesale | Commercial and industrial | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	108,857	103,357
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	566	181
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	14	14
Wholesale | Commercial and industrial | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	188	294
Wholesale | Commercial and industrial | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	33,739	34,440
Wholesale | Commercial and industrial | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	75,886	69,406
Wholesale | Commercial and industrial | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	63,069	57,690
Wholesale | Commercial and industrial | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	46,556	46,156
Wholesale | Commercial and industrial | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	44,117	43,477
Wholesale | Commercial and industrial | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,251	2,385
Wholesale | Commercial and industrial | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	188	294
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	79,113	69,151
% of total criticized to total retained loans	1.98%	3.72%
% of nonaccrual loans to total retained loans	0.32%	0.50%
Net charge-offs/(recoveries)	-9	6
% of net charge-offs/(recoveries) to end-of-period retained loans	-0.01%	0.01%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	78,552	68,627
Wholesale | Real estate | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	275	164
Wholesale | Real estate | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	33	14
Wholesale | Real estate | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	253	346
Wholesale | Real estate | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,099	1,369
Wholesale | Real estate | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	77,014	67,782
Wholesale | Real estate | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	61,006	52,195
Wholesale | Real estate | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	18,107	16,956
Wholesale | Real estate | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,541	14,381
Wholesale | Real estate | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,313	2,229
Wholesale | Real estate | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	253	346
Wholesale | Financial institutions
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,530	33,683
% of total criticized to total retained loans	0.97%	0.88%
% of nonaccrual loans to total retained loans	0.05%	0.07%
Net charge-offs/(recoveries)	-12	-99
% of net charge-offs/(recoveries) to end-of-period retained loans	-0.04%	-0.29%
Wholesale | Financial institutions | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,408	33,426
Wholesale | Financial institutions | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	104	226
Wholesale | Financial institutions | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	6
Wholesale | Financial institutions | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	18	25
Wholesale | Financial institutions | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,944	22,726
Wholesale | Financial institutions | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	13,586	10,957
Wholesale | Financial institutions | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	27,111	26,712
Wholesale | Financial institutions | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,419	6,971
Wholesale | Financial institutions | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,085	6,674
Wholesale | Financial institutions | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	316	272
Wholesale | Financial institutions | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	18	25
Wholesale | Government agencies
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,696	10,462
% of total criticized to total retained loans	0.03%	0.41%
% of nonaccrual loans to total retained loans	0.00%	0.01%
Net charge-offs/(recoveries)	25	1
% of net charge-offs/(recoveries) to end-of-period retained loans	0.29%	0.01%
Wholesale | Government agencies | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,627	10,421
Wholesale | Government agencies | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	69	40
Wholesale | Government agencies | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Wholesale | Government agencies | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	1
Wholesale | Government agencies | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,122	2,146
Wholesale | Government agencies | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,574	8,316
Wholesale | Government agencies | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,393	9,979
Wholesale | Government agencies | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	303	483
Wholesale | Government agencies | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	300	440
Wholesale | Government agencies | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3	42
Wholesale | Government agencies | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	1
Wholesale | Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	92,538	91,121
% of total criticized to total retained loans	0.41%	0.70%
% of nonaccrual loans to total retained loans	0.15%	0.17%
Net charge-offs/(recoveries)	-14	9
% of net charge-offs/(recoveries) to end-of-period retained loans	-0.02%	0.01%
Wholesale | Other | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	91,168	89,717
Wholesale | Other | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,201	1,233
Wholesale | Other | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	29	16
Wholesale | Other | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	140	155
Wholesale | Other | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	42,961	43,376
Wholesale | Other | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	49,577	47,745
Wholesale | Other | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	82,087	79,494
Wholesale | Other | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,451	11,627
Wholesale | Other | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,075	10,992
Wholesale | Other | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	236	480
Wholesale | Other | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$140	$155

Loans_Wholesale_Loan_Portfolio1

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$747,508	$724,177	$726,835
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	324,502	308,263	306,222
% of total criticized to total retained loans	1.45%	2.02%
% of nonaccrual loans to total retained loans	0.18%	0.27%
Wholesale | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	51,049	44,389
% of total criticized to total retained loans	1.28%	2.57%
% of nonaccrual loans to total retained loans	0.25%	0.43%
Wholesale | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,438	15,949
% of total criticized to total retained loans	4.82%	8.30%
% of nonaccrual loans to total retained loans	0.63%	0.90%
Wholesale | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,264	3,674
% of total criticized to total retained loans	0.98%	2.20%
% of nonaccrual loans to total retained loans	0.00%	0.08%
Wholesale | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,362	5,139
% of total criticized to total retained loans	0.49%	0.56%
% of nonaccrual loans to total retained loans	0.27%	0.18%
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	79,113	69,151
% of total criticized to total retained loans	1.98%	3.72%
% of nonaccrual loans to total retained loans	0.32%	0.50%
Wholesale | Criticized | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	652	1,142
Wholesale | Criticized | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	841	1,323
Wholesale | Criticized | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	42	81
Wholesale | Criticized | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	31	29
Wholesale | Criticized | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,566	2,575
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	599	821
Wholesale | Criticized nonaccrual | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	126	191
Wholesale | Criticized nonaccrual | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	110	143
Wholesale | Criticized nonaccrual | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	3
Wholesale | Criticized nonaccrual | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17	9
Wholesale | Criticized nonaccrual | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$253	$346

Loans_Wholesale_Loan_Portfolio2

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) (Wholesale, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Commercial and industrial
Impaired loans:
With an allowance	$174	$236
Without an allowance	24	58
Total impaired loans	198	294
Allowance for loan losses related to impaired loans	34	75
Unpaid principal balance of impaired loans	266	448
Average impaired loans	243	412	873
Real estate
Impaired loans:
With an allowance	193	258
Without an allowance	87	109
Total impaired loans	280	367
Allowance for loan losses related to impaired loans	36	63
Unpaid principal balance of impaired loans	345	454
Average impaired loans	297	484	784
Financial institutions
Impaired loans:
With an allowance	15	17
Without an allowance	3	8
Total impaired loans	18	25
Allowance for loan losses related to impaired loans	4	16
Unpaid principal balance of impaired loans	22	24
Average impaired loans	20	17	17
Government agencies
Impaired loans:
With an allowance	0	1
Without an allowance	0	0
Total impaired loans	0	1
Allowance for loan losses related to impaired loans	0	0
Unpaid principal balance of impaired loans	0	1
Average impaired loans	0	0	9
Other
Impaired loans:
With an allowance	89	85
Without an allowance	52	73
Total impaired loans	141	158
Allowance for loan losses related to impaired loans	13	27
Unpaid principal balance of impaired loans	202	241
Average impaired loans	155	211	277
Commercial loan
Impaired loans:
With an allowance	471	597
Without an allowance	166	248
Total impaired loans	637	845
Allowance for loan losses related to impaired loans	87	181
Unpaid principal balance of impaired loans	835	1,168
Average impaired loans	$715	$1,124	$1,960

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Allowance for Loan and Lease Losses [Roll Forward]
Provision for credit losses		$3,139	$225	$3,385
Loans by Impairment Methodology [Abstract]
Asset-specific	14,686	14,686	17,745	20,175
Formula-based	686,122	686,122	653,371	646,904
Purchased credit-impaired	46,700	46,700	53,061	59,756
Retained loans	747,508	747,508	724,177	726,835
Lending-related commitments by impairment methodology
Asset-specific	103	103	206	355
Formula-based	1,056,069	1,056,069	1,031,466	1,027,633
Total lending-related commitments	1,056,172	1,056,172	1,031,672	1,027,988
Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for Loan and Lease Losses Write-offs, Net		154	272	1,050
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	3,351	3,351	3,467	3,717
Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		16,264	21,936	27,609
Gross charge-offs		6,114	7,467	10,906
Gross (recoveries)		-1,355	-1,665	-1,843
Allowance for Loan and Lease Losses Write-offs, Net		4,759	5,802	9,063
Provision for credit losses		3,224	188	3,387
Other		-11	-5	3
Allowance for credit losses, ending balance	14,185	14,185	16,264	21,936
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	1,126	1,126	1,753	2,729
Formula-based	9,734	9,734	10,353	13,496
Purchased Credit Impaired	3,325	3,325	4,158	5,711
Total allowance for loan losses	14,185	14,185	16,264	21,936
Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs		533	53	0
Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		705	668	673
Provision for credit losses		-85	37	-2
Other		2	0	-3
Allowance for credit losses, ending balance	622	622	705	668
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for Lending-Related Commitments, Evaluated at Asset-Specific Impairment Methodology	60	60	60	97
Allowance for Lending-Related Commitments, Evaluated at Formula-Based Impairment Methodology	562	562	645	571
Total allowance for loan losses	622	622	705	668
Consumer, excluding credit card
Loans by Impairment Methodology [Abstract]
Asset-specific	12,020	12,020	13,785	13,938
Formula-based	236,263	236,263	221,609	218,945
Purchased credit-impaired	46,696	46,696	53,055	59,737
Retained loans	294,979	294,979	288,449	292,620
Lending-related commitments by impairment methodology
Asset-specific	0	0	0	0
Formula-based	58,153	58,153	56,057	60,156
Total lending-related commitments	58,153	58,153	56,057	60,156
Consumer, excluding credit card | Purchased Credit-Impaired
Loans by Impairment Methodology [Abstract]
Retained loans	46,696	46,696	53,055
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for Loan and Lease Losses Write-offs, Net		133	235	973
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	3,025	3,025	3,105	3,272
Consumer, excluding credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		8,456	12,292	16,294
Gross charge-offs		2,132	2,754	4,805
Gross (recoveries)		-814	-847	-508
Allowance for Loan and Lease Losses Write-offs, Net		1,318	1,907	4,297
Provision for credit losses		414	-1,872	302
Other		31	-4	-7
Allowance for credit losses, ending balance	7,050	7,050	8,456	12,292
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	539	539	601	729
Formula-based	3,186	3,186	3,697	5,852
Purchased Credit Impaired	3,325	3,325	4,158	5,711
Total allowance for loan losses	7,050	7,050	8,456	12,292
Consumer, excluding credit card | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs	291	533	53	0
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		8	7	7
Provision for credit losses		5	1	0
Other		0	0	0
Allowance for credit losses, ending balance	13	13	8	7
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for Lending-Related Commitments, Evaluated at Asset-Specific Impairment Methodology	0	0	0	0
Allowance for Lending-Related Commitments, Evaluated at Formula-Based Impairment Methodology	13	13	8	7
Total allowance for loan losses	13	13	8	7
Credit card
Loans by Impairment Methodology [Abstract]
Asset-specific	2,029	2,029	3,115	4,762
Formula-based	125,998	125,998	124,350	123,231
Purchased credit-impaired	0	0	0	0
Retained loans	128,027	128,027	127,465	127,993
Lending-related commitments by impairment methodology
Asset-specific	0	0	0	0
Formula-based	525,963	525,963	529,383	533,018
Total lending-related commitments	525,963	525,963	529,383	533,018
Credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for Loan and Lease Losses Write-offs, Net		0	0	0
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	0	0	0	0
Credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		3,795	5,501	6,999
Gross charge-offs		3,831	4,472	5,755
Gross (recoveries)		-402	-593	-811
Allowance for Loan and Lease Losses Write-offs, Net		3,429	3,879	4,944
Provision for credit losses		3,079	2,179	3,444
Other		-6	-6	2
Allowance for credit losses, ending balance	3,439	3,439	3,795	5,501
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	500	500	971	1,681
Formula-based	2,939	2,939	2,824	3,820
Purchased Credit Impaired	0	0	0	0
Total allowance for loan losses	3,439	3,439	3,795	5,501
Credit card | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs		0	0	0
Credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		0	0	0
Provision for credit losses		0	0	0
Other		0	0	0
Allowance for credit losses, ending balance	0	0	0	0
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for Lending-Related Commitments, Evaluated at Asset-Specific Impairment Methodology	0	0	0	0
Allowance for Lending-Related Commitments, Evaluated at Formula-Based Impairment Methodology	0	0	0	0
Total allowance for loan losses	0	0	0	0
Wholesale
Loans by Impairment Methodology [Abstract]
Asset-specific	637	637	845	1,475
Formula-based	323,861	323,861	307,412	304,728
Purchased credit-impaired	4	4	6	19
Retained loans	324,502	324,502	308,263	306,222
Lending-related commitments by impairment methodology
Asset-specific	103	103	206	355
Formula-based	471,953	471,953	446,026	434,459
Total lending-related commitments	472,056	472,056	446,232	434,814
Wholesale | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for Loan and Lease Losses Write-offs, Net		21	37	77
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	326	326	362	445
Wholesale | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		4,013	4,143	4,316
Gross charge-offs		151	241	346
Gross (recoveries)		-139	-225	-524
Allowance for Loan and Lease Losses Write-offs, Net		12	16	-178
Provision for credit losses		-269	-119	-359
Other		-36	5	8
Allowance for credit losses, ending balance	3,696	3,696	4,013	4,143
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	87	87	181	319
Formula-based	3,609	3,609	3,832	3,824
Purchased Credit Impaired	0	0	0	0
Total allowance for loan losses	3,696	3,696	4,013	4,143
Wholesale | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs		0	0	0
Wholesale | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance		697	661	666
Provision for credit losses		-90	36	-2
Other		2	0	-3
Allowance for credit losses, ending balance	609	609	697	661
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for Lending-Related Commitments, Evaluated at Asset-Specific Impairment Methodology	60	60	60	97
Allowance for Lending-Related Commitments, Evaluated at Formula-Based Impairment Methodology	549	549	637	564
Total allowance for loan losses	$609	$609	$697	$661

Variable_Interest_Entities_Fir

Variable Interest Entities - Firm Sponsored Variable Interest Entities (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$254,300,000,000	$271,700,000,000
Percentage of the Firm's retained securitization interests risk-rated 'A' or better, at fair value	77.00%	69.00%
Corporate & Investment Bank
Firm-sponsored mortgage and other consumer securitization trusts
Senior securities purchased, excluded from interests continued to be held by transferor, fair value	136,000,000	151,000,000
Subordinated securities purchased, excluded from interests continued to be held by transferor, fair value	34,000,000	30,000,000
Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	96,300,000,000	109,200,000,000
Mortgages - prime, including option ARMS | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	1,100,000,000	551,000,000
Mortgages - prime, including option ARMS | Non Investment Grade BBplus and below
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	185,000,000	260,000,000
Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	28,400,000,000	32,100,000,000
Mortgage-backed securities, Commercial
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	129,600,000,000	130,400,000,000
Mortgage-backed securities, Commercial | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	3,700,000,000	3,900,000,000
Mortgage-backed securities, Commercial | Non Investment Grade BBplus and below
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	194,000,000	80,000,000
Variable Interest Entity, Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	3,700,000,000	4,500,000,000
Variable Interest Entity, Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	2,700,000,000	3,200,000,000
Variable Interest Entity, Primary Beneficiary | Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	800,000,000	1,300,000,000
Variable Interest Entity, Primary Beneficiary | Mortgage-backed securities, Commercial
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	200,000,000	0
Firm-sponsored credit card trusts
Firm-sponsored credit card securitization trusts
Average undivided interest in VIE principal receivables	22.00%	30.00%
Interest in sponsored credit card securitization trusts	10,900,000,000	14,300,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	10,900,000,000	14,300,000,000
Firm-sponsored credit card trusts | Senior securities
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	40,000,000	130,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	40,000,000	130,000,000
Firm-sponsored credit card trusts | Subordinated securities
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	5,300,000,000	5,500,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	5,300,000,000	5,500,000,000
Variable Interest Entity, Not Primary Beneficiary
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	5,200,000,000	4,900,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	198,391,000,000	216,407,000,000
Interest in sponsored credit card securitization trusts	5,200,000,000	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
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	1,000,000,000	1,100,000,000
Variable Interest Entity, Not Primary Beneficiary | AFS securities
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	4,200,000,000	3,800,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	4,200,000,000	3,800,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	1,200,000,000	800,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	78,294,000,000	90,381,000,000
Interest in sponsored credit card securitization trusts	1,200,000,000	800,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS | Trading assets
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	500,000,000	500,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	500,000,000	500,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS | AFS securities
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	700,000,000	300,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	700,000,000	300,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	100,000,000	100,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	25,659,000,000	28,008,000,000
Interest in sponsored credit card securitization trusts	100,000,000	100,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime | Trading assets
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	100,000,000	100,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	100,000,000	100,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime | AFS securities
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	0	0
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	0	0
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	3,900,000,000	4,000,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	94,438,000,000	98,018,000,000
Interest in sponsored credit card securitization trusts	3,900,000,000	4,000,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial | Trading assets
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	400,000,000	500,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	400,000,000	500,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial | AFS securities
Firm-sponsored credit card securitization trusts
Interest in sponsored credit card securitization trusts	3,500,000,000	3,500,000,000
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	$3,500,000,000	$3,500,000,000
Minimum | Firm-sponsored credit card trusts
Firm-sponsored credit card securitization trusts
Average undivided interest in VIE principal receivables	4.00%

Variable_Interest_Entities_Res

Variable Interest Entities - Resecuritizations, Multi-seller Conduits (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Variable Interest Entity [Line Items]
Securities transferred to agency resecuritization VIEs	$22,700,000,000	$25,300,000,000	$10,000,000,000
Securities transferred to private-label re-securitization VIEs	1,100,000,000	55,000,000	286,000,000
Total assets	2,573,126,000,000	2,415,689,000,000	2,359,141,000,000
Off-balance sheet lending-related financial commitments, contractual amount	1,056,172,000,000	1,031,672,000,000	1,027,988,000,000
Putable floating-rate certificates of municipal bond vehicles	55,000,000	262,000,000
Maximum
Variable Interest Entity [Line Items]
Program-wide credit enhancement required amount	10.00%
Putable floating-rate certificates of municipal bond vehicles	250,000,000
Putable floating rate certificates of municipal bond vehicles percent	3.00%
Not Primary Beneficiary, Nonconsolidated Private-Label Re-securitizations
Variable Interest Entity [Line Items]
Total assets	2,900,000,000	2,800,000,000
Mortgage Securitization Entities | Private label Resecuritizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	36,000,000	6,000,000
Mortgage Securitization Entities | Private label Resecuritizations | Residential mortgage-backed securities
Variable Interest Entity [Line Items]
VIE, consolidated, carrying amount assets	77,000,000	86,000,000
VIE, consolidated, carrying amount liabilities	21,000,000	23,000,000
Mortgage Securitization Entities | Re securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	2,400,000,000	1,300,000,000
Firm-administered multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper issued by consolidated Variable Interest Entities eliminated in Consolidation	5,700,000,000	4,100,000,000
Firm-administered multi-seller conduits | Mortgage-backed securities, Commercial
Variable Interest Entity [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$9,900,000,000	$9,100,000,000

Variable_Interest_Entities_Mun

Variable Interest Entities - Municipal Bond Vehicle VIEs (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	$2,573,126,000,000	$2,415,689,000,000	$2,359,141,000,000
Not the Primary Beneficiary, Nonconsolidated Municipal Bond Vehicles | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	11,500,000,000	11,800,000,000
Liquidity facilities provided by Firm serving as liquidity provider	6,300,000,000	6,900,000,000
Excess/ (deficit)	5,200,000,000	4,900,000,000
Weighted average expected life of assets (years)	4 years 10 months 18 days	7 years 2 months 12 days
Not the Primary Beneficiary, Nonconsolidated Municipal Bond Vehicles | Municipal bond vehicles | Investment Grade AAA to AAA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	2,700,000,000	2,700,000,000
Not the Primary Beneficiary, Nonconsolidated Municipal Bond Vehicles | Municipal bond vehicles | Investment Grade AAplus to AA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	8,400,000,000	8,900,000,000
Not the Primary Beneficiary, Nonconsolidated Municipal Bond Vehicles | Municipal bond vehicles | Investment Grade Aplus to A-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	400,000,000	200,000,000
Not the Primary Beneficiary, Nonconsolidated Municipal Bond Vehicles | Municipal bond vehicles | Investment Grade BBBplus to BBB-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	0	0
Not the Primary Beneficiary, Nonconsolidated Municipal Bond Vehicles | Municipal bond vehicles | Non Investment Grade BBplus and below
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	0	0
Variable Interest Entity, Not Primary Beneficiary | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Maximum exposure	$6,300,000,000	$6,900,000,000

Variable_Interest_Entities_Cre

Variable Interest Entities - Credit Related Note, Asset Swap Vehicle VIEs (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Asset Swap VIEs [Member] | Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Par value of collateral held by VIEs	$5,700,000,000	$7,700,000,000
Credit linked notes [Member] | Variable Interest Entity, Not Primary Beneficiary
Variable Interest Entity [Line Items]
Par value of collateral held by VIEs	5,900,000,000	8,700,000,000
Credit linked notes [Member] | Variable Interest Entity, Primary Beneficiary
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$163,000,000	$311,000,000

Variable_Interest_Entities_Con

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	$398,988	$374,664
Loans	757,336	738,418
Other assets, at fair value	102,950	110,101
Total assets	2,573,126	2,415,689	2,359,141
Beneficial interests issued by consolidated VIEs	52,362	49,617
Total liabilities	2,341,061	2,204,511
Variable Interest Entity, Primary Beneficiary
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans	68,900	70,100
Other assets, at fair value	1,800	2,200
Total assets	79,800	78,700
Beneficial interests issued by consolidated VIEs	52,400	49,600
All other liabilities	900	1,100
Total liabilities	53,300	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	35,400	31,800
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests maturities under 1 year
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs	10,900
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests maturities between 1 and 5 years
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs	19,000
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests maturities over 5 years
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs	5,500
Variable Interest Entity, Primary Beneficiary | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	9,100	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	48,300	46,900
Other assets, at fair value	700	1,100
Total assets	49,000	48,000
Beneficial interests issued by consolidated VIEs	31,200	26,600
All other liabilities	0	0
Total liabilities	31,200	26,600
Variable Interest Entity, Primary Beneficiary | Firm-sponsored credit card trusts | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	0	0
Variable Interest Entity, Primary Beneficiary | Firm-administered multi-seller conduits
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans	17,700	19,000
Other assets, at fair value	100	100
Total assets	17,800	19,100
Beneficial interests issued by consolidated VIEs	12,000	14,900
All other liabilities	0	0
Total liabilities	12,000	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 bond 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	5,300	3,400
Beneficial interests issued by consolidated VIEs	4,900	2,900
All other liabilities	0	0
Total liabilities	4,900	2,900
Variable Interest Entity, Primary Beneficiary | Municipal bond vehicles | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	5,300	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	700	1,700
Other assets, at fair value	0	0
Total assets	4,000	4,000
Beneficial interests issued by consolidated VIEs	2,100	2,900
All other liabilities	800	900
Total liabilities	2,900	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	3,300	2,300
Variable Interest Entity, Primary Beneficiary | Student loan securitization entities
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	0	100
Total assets	2,400	2,500
Beneficial interests issued by consolidated VIEs	2,100	2,200
All other liabilities	0	0
Total liabilities	2,100	2,200
Variable Interest Entity, Primary Beneficiary | Student loan securitization entities | 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 consumer securitizations
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	1,300	1,700
Beneficial interests issued by consolidated VIEs	100	100
All other liabilities	100	200
Total liabilities	200	300
Variable Interest Entity, Primary Beneficiary | Other consumer securitizations | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	$300	$700

Variable_Interest_Entities_Sec

Variable Interest Entities - Securitization Activity (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Residential mortgage-backed securities | Level 2
All cash flows during the period:
Proceeds from new securitizations	$2,400	$1,400
Residential mortgage-backed securities | Level 3
All cash flows during the period:
Proceeds from new securitizations	185
Mortgage-backed securities, Commercial | Level 2
All cash flows during the period:
Proceeds from new securitizations	11,400	11,300	5,700
Mortgage-backed securities, Commercial | Level 3
All cash flows during the period:
Proceeds from new securitizations	130
Mortgage-backed securities, Commercial | Cash
All cash flows during the period:
Proceeds from new securitizations		207
Mortgage-backed securities, Commercial | Cash | Level 2
All cash flows during the period:
Proceeds from new securitizations	568
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Residential mortgage-backed securities
Securitization activity [Abstract]
Principal securitized	2,558	1,404	0
All cash flows during the period:
Proceeds from new securitizations	2,569	1,410	0
Servicing fees collected	557	576	662
Purchases of previously transferred financial assets (or the underlying collateral)	121	294	222
Cash flows received on interests	179	156	185
Weighted-average life (in years)	5 years 10 months 24 days	3 years 10 months 24 days
Discount rate	3.40%	2.50%
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Mortgage-backed securities, Commercial
Securitization activity [Abstract]
Principal securitized	11,911	11,318	5,421
All cash flows during the period:
Proceeds from new securitizations	12,079	11,507	5,705
Servicing fees collected	4	5	4
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0
Cash flows received on interests	$578	$325	$163
Weighted-average life (in years)	6 years 6 months	8 years 3 months 18 days	8 years 9 months 18 days
Discount rate	4.80%	3.20%	3.60%

Variable_Interest_Entities_Loa

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) (Variable Interest Entity, Not Primary Beneficiary, USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Variable Interest Entity, Not Primary Beneficiary
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$55,802,000,000	$166,028,000,000	$179,008,000,000
Proceeds received from loan sales as cash	260,000,000	782,000,000	195,000,000
Proceeds received from loan sales as securities	55,117,000,000	163,373,000,000	176,592,000,000
Total proceeds received from loan sales	55,377,000,000	164,155,000,000	176,787,000,000
Gains on loan sales	316,000,000	302,000,000	141,000,000
Loans Repurchased Or Loans With The Option To Repurchase	12,400,000,000	14,300,000,000
Real Estate Acquired Through Foreclosure	$464,000,000	$2,000,000,000

Variable_Interest_Entities_Loa1

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	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	$254,300,000,000	$271,700,000,000
Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	96,300,000,000	109,200,000,000
Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	28,400,000,000	32,100,000,000
Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	129,600,000,000	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	19,358,000,000	24,958,000,000
Liquidation Losses	5,364,000,000	8,111,000,000
Securitized loans in which the firm has no continuing involvement	52,200,000,000	50,800,000,000
Securitized loans | Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	11,363,000,000	14,882,000,000
Liquidation Losses	2,166,000,000	4,688,000,000
Securitized loans | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	6,473,000,000	7,726,000,000
Liquidation Losses	1,931,000,000	2,420,000,000
Securitized loans | Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	1,522,000,000	2,350,000,000
Liquidation Losses	1,267,000,000	1,003,000,000
Variable Interest Entity, Not Primary Beneficiary
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	198,391,000,000	216,407,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	78,294,000,000	90,381,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	25,659,000,000	28,008,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	94,438,000,000	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	3,700,000,000	4,500,000,000
Variable Interest Entity, Primary Beneficiary | Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	2,700,000,000	3,200,000,000
Variable Interest Entity, Primary Beneficiary | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	800,000,000	1,300,000,000
Variable Interest Entity, Primary Beneficiary | Mortgage-backed securities, Commercial
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	$0

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - by Business Segment (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Goodwill [Line Items]
Total goodwill	$47,647	$48,081	$48,175	$48,188
Consumer & Community Banking
Goodwill [Line Items]
Total goodwill	30,941	30,985	31,048
Corporate & Investment Bank
Goodwill [Line Items]
Total goodwill	6,780	6,888	6,895
Commercial Banking
Goodwill [Line Items]
Total goodwill	2,861	2,862	2,863
Asset Management
Goodwill [Line Items]
Total goodwill	6,964	6,969	6,992
Corporate
Goodwill [Line Items]
Total goodwill	$101	$377	$377

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - Changes During Period (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Changes in the carrying amount of goodwill [Abstract]
Balance at beginning of period	$48,081	$48,175	$48,188
Changes during the period:
Business combinations	43	64	43
Dispositions	-80	-5	-4
Other	-397	-153	-52
Balance at end of period	47,647	48,081	48,175
Corporate
Changes in the carrying amount of goodwill [Abstract]
Balance at beginning of period	377
Changes during the period:
Balance at end of period	101		377
Goodwill impairment loss	$276

Goodwill_and_Other_Intangible_5

Goodwill and Other Intangible Assets - Mortgage Servicing Rights (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Mortgage servicing rights activity [Abstract]
Fair value at the beginning of the period	$9,614,000,000	$7,614,000,000	$7,223,000,000
MSR activity:
Originations of MSRs	757,000,000	2,214,000,000	2,376,000,000
Purchase of MSRs	11,000,000	1,000,000	457,000,000
Disposition of MSRs	-209,000,000	-725,000,000	-579,000,000
Net additions and amortization	559,000,000	1,490,000,000	2,254,000,000
Changes due to collection/realization of expected cash flows	-911,000,000	-1,102,000,000	-1,228,000,000
Changes in valuation due to inputs and assumptions:
Gains (loss) in fair value due to market interest rates	-1,608,000,000	2,122,000,000	-589,000,000
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	133,000,000	109,000,000	-452,000,000
Discount rates	-459,000,000	-78,000,000	-98,000,000
Prepayment model changes and other	108,000,000	-541,000,000	504,000,000
Total changes in valuation due to other inputs and assumptions	-218,000,000	-510,000,000	-46,000,000
Total change in fair value of MSRs	-1,826,000,000	1,612,000,000	-635,000,000
Fair value at Dec 31	7,436,000,000	9,614,000,000	7,614,000,000
Change in unrealized gains/(losses) included in income related to MSRs held at December 31	-1,826,000,000	1,612,000,000	-635,000,000
Contractual service fees, late fees and other ancillary fees included in income	2,884,000,000	3,309,000,000	3,783,000,000
Third-party mortgage loans serviced at December 31 (in billions)	756,000,000,000	822,000,000,000	867,000,000,000
Servicer advances at December 31 (in billions)	8,500,000,000	9,600,000,000	10,900,000,000
MSR activity supplemental information
Commercial real estate, fair value period increase (decrease)	-7,000,000	-5,000,000	-8,000,000
Commercial real estate, fair value	$11,000,000	$18,000,000	$23,000,000

Goodwill_and_Other_Intangible_6

Goodwill and Other Intangible Assets - Mortgage Fees and Related Income (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Risk management:
All other	$3	$10	$7
Mortgage fees and related income	3,563	5,205	8,687
Consumer & Community Banking
Net production revenue:
Production revenue	732	2,673	5,783
Repurchase (Losses)/Benefits	458	331	-272
Net production revenue	1,190	3,004	5,511
Operating revenue:
Loan servicing revenue	3,303	3,552	3,772
Changes in MSR asset fair value due to modeled amortization	-905	-1,094	-1,222
Total operating revenue	2,398	2,458	2,550
Risk management:
Changes in MSR asset fair value due to market interest rates	-1,606	2,119	-587
Other changes in MSR asset fair value due to inputs or assumptions in model	-218	-511	-46
Derivative valuation adjustments and other	1,796	-1,875	1,252
Total risk management	-28	-267	619
Total CCB net mortgage servicing revenue	$2,370	$2,191	$3,169

Goodwill_and_Other_Intangible_7

Goodwill and Other Intangible Assets - Key Economic Assumptions (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (CPR)	9.80%	8.07%
Impact on fair value of 10% adverse change	($337)	($362)
Impact on fair value of 20% adverse change	-652	-705
Weighted-average option adjusted spread	9.43%	7.77%
Impact on fair value of 100 basis points adverse change	-300	-389
Impact on fair value of 200 basis points adverse change	($578)	($750)

Goodwill_and_Other_Intangible_8

Goodwill and Other Intangible Assets - Other Intangible Assets (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Intangible Assets By Major Class [Line Items]
Increase (decrease) in other intangible assets	($426)
Amortization of intangibles	380	637	957
Components of credit card relationships, core deposits and other intangible assets [Abstract]
Gross amount	3,391	10,589
Accumulated amortization	2,199	8,971
Net carrying value	1,192	1,618
Indefinite-lived intangible assets	600	600
Purchased credit card relationships
Intangible Assets By Major Class [Line Items]
Amortization of intangibles	97	195	309
Components of credit card relationships, core deposits and other intangible assets [Abstract]
Gross amount	200	3,540
Accumulated amortization	166	3,409
Net carrying value	34	131
Other credit card-related intangibles
Intangible Assets By Major Class [Line Items]
Amortization of intangibles	51	58	265
Components of credit card relationships, core deposits and other intangible assets [Abstract]
Gross amount	497	542
Accumulated amortization	378	369
Net carrying value	119	173
Core deposit intangibles
Intangible Assets By Major Class [Line Items]
Amortization of intangibles	102	196	239
Components of credit card relationships, core deposits and other intangible assets [Abstract]
Gross amount	814	4,133
Accumulated amortization	757	3,974
Net carrying value	57	159
Other intangibles
Intangible Assets By Major Class [Line Items]
Amortization of intangibles	130	188	144
Components of credit card relationships, core deposits and other intangible assets [Abstract]
Gross amount	1,880	2,374
Accumulated amortization	898	1,219
Net carrying value	$982	$1,155

Goodwill_and_Other_Intangible_9

Goodwill and Other Intangible Assets - Amortization Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
Amortization expense	$380	$637	$957
Purchased credit card relationships
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
Amortization expense	97	195	309
Other credit card-related intangibles
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
Amortization expense	51	58	265
Core deposit intangibles
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
Amortization expense	102	196	239
Other intangibles
Amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
Amortization expense	$130	$188	$144

Recovered_Sheet9

Goodwill and Other Intangible Assets - Future Amortization Expense (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
2015	$166
2016	126
2017	110
2018	78
2019	42
Purchased credit card relationships
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
2015	13
2016	6
2017	5
2018	3
2019	2
Other credit card-related intangibles
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
2015	38
2016	33
2017	28
2018	20
2019	0
Core deposit intangibles
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
2015	26
2016	14
2017	7
2018	5
2019	3
Other intangibles
Estimated future amortization expense related to credit card relationships, core deposits and other intangible assets [Abstract]
2015	89
2016	73
2017	70
2018	50
2019	$37

Deposits_Noninterest_and_Inter

Deposits - Noninterest and Interest-bearing (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
U.S. offices
Noninterest-bearing	$437,558	$389,863
Interest-bearing
Demand	90,319	84,631
Savings	466,730	450,405
Time (included $7,501 and $5,995 at fair value)	86,301	91,356
Total interest-bearing deposits	643,350	626,392
Total deposits in U.S. offices	1,080,908	1,016,255
Non-U.S. offices
Noninterest-bearing	19,078	17,611
Interest-bearing
Demand	217,011	214,391
Savings	2,673	1,083
Time (included $1,306 and $629 at fair value)	43,757	38,425
Total interest-bearing deposits	263,441	253,899
Total deposits in non-U.S. offices	282,519	271,510
Total deposits	1,363,427	1,287,765
Estimate of Fair Value
Interest-bearing
Time (included $7,501 and $5,995 at fair value)	7,501	5,995
Interest-bearing
Time (included $1,306 and $629 at fair value)	$1,306	$629

Deposits_Time_Deposits_Details

Deposits - Time Deposits (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Time deposits in denominations of $100,000 or more
U.S. offices	$71,630	$74,804
Non-U.S. offices	43,743	38,412
Total	115,373	113,216
Maturities of interest bearing time deposits
2015	113,960
2016	6,935
2017	1,541
2018	1,825
2019	1,589
After 5 years	4,208
Total	130,058
Total U.S.
Maturities of interest bearing time deposits
2015	70,929
2016	6,511
2017	1,480
2018	1,750
2019	1,423
After 5 years	4,208
Total	86,301
Total non-U.S.
Maturities of interest bearing time deposits
2015	43,031
2016	424
2017	61
2018	75
2019	166
After 5 years	0
Total	$43,757

Accounts_Payable_and_Other_Lia2

Accounts Payable and Other Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Components of Accounts Payable and Other Liabilities
Brokerage payables	$134,467	$116,391
Accounts payable and other liabilities	72,487	78,100
Total	206,954	194,491
Recurring
Components of Accounts Payable and Other Liabilities
Accounts payable and other liabilities	$36	$25

LongTerm_debt_Summary_of_LongT

Long-Term debt - Summary of Long-Term Debt (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Long-term debt carrying values by contractual maturity
Under 1 year	$38,382,000,000
1-5 years	155,490,000,000
After 5 years	82,964,000,000
Long-term debt	276,836,000,000	267,889,000,000
Interest rates, Minimum	0.11%
Interest rates, Maximum	8.75%
Long Term Debt - Supplemental Information
Interest rate modified for the effects of hedge accounting, Minimum	-0.10%
Interest rate modified for the effects of hedge accounting, Maximum	8.55%
Collateral used to secure Long Term Debt	156,700,000,000	131,300,000,000
Zero-coupon notes	2,900,000,000	2,700,000,000
Zero-coupon notes - aggregate principal amount at maturity	7,500,000,000	4,500,000,000
Commercial paper	66,344,000,000	57,848,000,000
Redeemable Long Term Debt	23,500,000,000
Long term debt maturing in year 2	50,000,000,000
Long term debt maturing in year 3	42,000,000,000
Long term debt maturing in year 4	35,300,000,000
Long term debt maturing in year 5	28,200,000,000
Weighted average contractual interest rates for long term debt	2.43%	2.56%
Long term debt weighted average contractual Interest Rate, modified for the effects of hedge accounting	0.015	0.0154
Guarantee of Indebtedness of Others
Long Term Debt - Supplemental Information
Parent Company guarantee of certain debt of its subsidiaries, including both long-term debt and structured notes	352,000,000	478,000,000
Recurring
Long Term Debt - Supplemental Information
Long-term debt and junior subordinated deferrable interest debentures	30,226,000,000	28,878,000,000
Beneficial interest, fair value disclosures	2,162,000,000	1,996,000,000
Junior subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	0
1-5 years	0
After 5 years	5,496,000,000
Long-term debt	5,496,000,000	5,445,000,000
Under 1 year, Minimum	0.00%
1-5 years, Minimum	0.00%
Under 1 year, Maximum	0.00%
1-5 years, Maximum	0.00%
After 5 years, Minimum	0.73%
After 5 years, maximum	8.75%
Interest rates, Minimum	0.73%	0.74%
Interest rates, Maximum	8.75%	8.75%
Long-term beneficial interests
Long-term debt carrying values by contractual maturity
Under 1 year	10,880,000,000
1-5 years	19,003,000,000
After 5 years	5,526,000,000
Long-term debt	35,409,000,000	31,830,000,000
Under 1 year, Minimum	0.18%
1-5 years, Minimum	0.20%
Under 1 year, Maximum	1.36%
1-5 years, Maximum	5.23%
After 5 years, Minimum	0.05%
After 5 years, maximum	15.93%
Interest rates, Minimum	0.05%	0.04%
Interest rates, Maximum	15.93%	15.93%
Long Term Debt - Supplemental Information
Commercial paper	17,000,000,000	17,800,000,000
Secured debt
Long Term Debt - Supplemental Information
Long-term debt	69,200,000,000	68,400,000,000
Fixed rate | Junior subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	0
1-5 years	0
After 5 years	2,226,000,000
Long-term debt	2,226,000,000	2,176,000,000
Fixed rate | Long-term beneficial interests
Long-term debt carrying values by contractual maturity
Under 1 year	4,650,000,000
1-5 years	7,924,000,000
After 5 years	1,398,000,000
Long-term debt	13,972,000,000	10,958,000,000
Variable rate | Junior subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	0
1-5 years	0
After 5 years	3,270,000,000
Long-term debt	3,270,000,000	3,269,000,000
Variable rate | Long-term beneficial interests
Long-term debt carrying values by contractual maturity
Under 1 year	6,230,000,000
1-5 years	11,079,000,000
After 5 years	4,128,000,000
Long-term debt	21,437,000,000	20,872,000,000
JPMorgan Chase & Co.
Long-term debt carrying values by contractual maturity
Under 1 year	24,437,000,000
1-5 years	79,130,000,000
After 5 years	67,644,000,000
Long-term debt	171,211,000,000	161,868,000,000
Long Term Debt - Supplemental Information
Long-term debt	171,211,000,000	161,868,000,000
Long term debt maturing in year 2	25,500,000,000
Long term debt maturing in year 3	23,000,000,000
Long term debt maturing in year 4	19,300,000,000
Long term debt maturing in year 5	11,300,000,000
JPMorgan Chase & Co. | Senior debt
Long-term debt carrying values by contractual maturity
Under 1 year, Minimum	0.33%
1-5 years, Minimum	0.27%
Under 1 year, Maximum	6.75%
1-5 years, Maximum	7.25%
After 5 years, Minimum	0.18%
After 5 years, maximum	6.40%
Interest rates, Minimum	0.18%	0.19%
Interest rates, Maximum	7.25%	7.25%
JPMorgan Chase & Co. | Subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year, Minimum	0.48%
1-5 years, Minimum	1.06%
Under 1 year, Maximum	5.25%
1-5 years, Maximum	8.53%
After 5 years, Minimum	3.38%
After 5 years, maximum	8.00%
Interest rates, Minimum	0.48%	0.63%
Interest rates, Maximum	8.53%	8.53%
JPMorgan Chase & Co. | Fixed rate | Senior debt
Long-term debt carrying values by contractual maturity
Under 1 year	13,214,000,000
1-5 years	46,275,000,000
After 5 years	49,300,000,000
Long-term debt	108,789,000,000	101,074,000,000
JPMorgan Chase & Co. | Fixed rate | Subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	2,581,000,000
1-5 years	2,373,000,000
After 5 years	11,763,000,000
Long-term debt	16,717,000,000	15,198,000,000
JPMorgan Chase & Co. | Variable rate | Senior debt
Long-term debt carrying values by contractual maturity
Under 1 year	7,196,000,000
1-5 years	28,482,000,000
After 5 years	6,572,000,000
Long-term debt	42,250,000,000	41,030,000,000
JPMorgan Chase & Co. | Variable rate | Subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	1,446,000,000
1-5 years	2,000,000,000
After 5 years	9,000,000
Long-term debt	3,455,000,000	4,566,000,000
Subsidiaries
Long-term debt carrying values by contractual maturity
Under 1 year	13,945,000,000
1-5 years	76,360,000,000
After 5 years	9,824,000,000
Long-term debt	100,129,000,000	100,576,000,000
Subsidiaries | Senior debt
Long-term debt carrying values by contractual maturity
Under 1 year, Minimum	0.36%
1-5 years, Minimum	0.26%
Under 1 year, Maximum	0.48%
1-5 years, Maximum	8.00%
After 5 years, Minimum	1.30%
After 5 years, maximum	7.28%
Interest rates, Minimum	0.26%	0.12%
Interest rates, Maximum	8.00%	8.00%
Subsidiaries | Subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year, Minimum	0.00%
1-5 years, Minimum	0.57%
Under 1 year, Maximum	0.00%
1-5 years, Maximum	6.00%
After 5 years, Minimum	4.38%
After 5 years, maximum	8.25%
Interest rates, Minimum	0.57%	0.57%
Interest rates, Maximum	8.25%	8.25%
Subsidiaries | Federal Home Loan Banks (“FHLB”) advances
Long-term debt carrying values by contractual maturity
Under 1 year, Minimum	0.27%
1-5 years, Minimum	0.11%
Under 1 year, Maximum	2.04%
1-5 years, Maximum	0.43%
After 5 years, Minimum	0.39%
After 5 years, maximum	0.39%
Interest rates, Minimum	0.11%	0.16%
Interest rates, Maximum	2.04%	2.04%
Subsidiaries | Fixed rate | Senior debt
Long-term debt carrying values by contractual maturity
Under 1 year	334,000,000
1-5 years	1,493,000,000
After 5 years	3,924,000,000
Long-term debt	5,751,000,000	5,428,000,000
Subsidiaries | Fixed rate | Subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	0
1-5 years	5,289,000,000
After 5 years	1,647,000,000
Long-term debt	6,936,000,000	7,286,000,000
Subsidiaries | Fixed rate | Federal Home Loan Banks (“FHLB”) advances
Long-term debt carrying values by contractual maturity
Under 1 year	2,006,000,000
1-5 years	32,000,000
After 5 years	166,000,000
Long-term debt	2,204,000,000	3,236,000,000
Subsidiaries | Variable rate | Senior debt
Long-term debt carrying values by contractual maturity
Under 1 year	3,805,000,000
1-5 years	13,692,000,000
After 5 years	2,587,000,000
Long-term debt	20,084,000,000	23,458,000,000
Subsidiaries | Variable rate | Subordinated debt
Long-term debt carrying values by contractual maturity
Under 1 year	0
1-5 years	2,364,000,000
After 5 years	0
Long-term debt	2,364,000,000	2,528,000,000
Subsidiaries | Variable rate | Federal Home Loan Banks (“FHLB”) advances
Long-term debt carrying values by contractual maturity
Under 1 year	7,800,000,000
1-5 years	53,490,000,000
After 5 years	1,500,000,000
Long-term debt	$62,790,000,000	$58,640,000,000

Longterm_debt_Junior_Subordina

Long-term debt - Junior Subordinated Debt (Details) (USD $)	12 Months Ended	0 Months Ended				12 Months Ended
	Dec. 31, 2014	8-May-13	8-May-13	Jul. 12, 2012	Jul. 12, 2012	Dec. 31, 2012	Dec. 31, 2013
Debt Instrument [Line Items]
Number of issuer trusts that had issued guaranteed capital debt securities	9
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	$5,188,000,000
Principal amount of debenture issued to trust	5,496,000,000						5,400,000,000
Bank One Capital III
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	474,000,000
Principal amount of debenture issued to trust	726,000,000
Issue date	31-Dec-00
Stated maturity of trust preferred capital securities and debentures	2030
Earliest redemption date	Any time
Interest rate of trust preferred capital securities and debentures	8.75%
Interest payment/distribution dates	Semiannually
Chase Capital II
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	482,000,000
Principal amount of debenture issued to trust	498,000,000
Issue date	31-Dec-97
Stated maturity of trust preferred capital securities and debentures	2027
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
Chase Capital II | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	0.50%
Chase Capital III
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	296,000,000
Principal amount of debenture issued to trust	305,000,000
Issue date	31-Dec-97
Stated maturity of trust preferred capital securities and debentures	2027
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
Chase Capital III | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	0.55%
Chase Capital VI
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	242,000,000
Principal amount of debenture issued to trust	249,000,000
Issue date	31-Dec-98
Stated maturity of trust preferred capital securities and debentures	2028
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
Chase Capital VI | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	0.63%
First Chicago NBD Capital I
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	249,000,000
Principal amount of debenture issued to trust	257,000,000
Issue date	31-Dec-97
Stated maturity of trust preferred capital securities and debentures	2027
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
First Chicago NBD Capital I | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	0.55%
JPMorgan Chase Capital XIII
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	466,000,000
Principal amount of debenture issued to trust	480,000,000
Issue date	31-Dec-04
Stated maturity of trust preferred capital securities and debentures	2034
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
JPMorgan Chase Capital XIII | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	0.95%
JPMorgan Chase Capital XXI
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	836,000,000
Principal amount of debenture issued to trust	838,000,000
Issue date	31-Dec-07
Stated maturity of trust preferred capital securities and debentures	2037
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
JPMorgan Chase Capital XXI | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	0.95%
JPMorgan Chase Capital XXIII
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	643,000,000
Principal amount of debenture issued to trust	643,000,000
Issue date	31-Dec-07
Stated maturity of trust preferred capital securities and debentures	2047
Earliest redemption date	Any time
Interest payment/distribution dates	Quarterly
JPMorgan Chase Capital XXIII | LIBOR
Outstanding trust preferred debt security issuance
Interest rate spread of trust preferred capital securities and debentures	1.00%
JPMorgan Chase Capital XXIX
Outstanding trust preferred debt security issuance
Amount of trust preferred capital debt securities issued by trust	1,500,000,000
Principal amount of debenture issued to trust	1,500,000,000
Issue date	31-Dec-10
Stated maturity of trust preferred capital securities and debentures	2040
Earliest redemption date	2015
Interest rate of trust preferred capital securities and debentures	6.70%
Interest payment/distribution dates	Quarterly
JPMorgan Chase & Co.
Debt Instrument [Line Items]
Payments for repurchase of trust preferred securities		5,000,000,000		9,000,000,000
Junior subordinated debenture owed to unconsolidated subsidiary trust, liquidation preference, percentage			100.00%		100.00%
Gains (losses) on extinguishment of debt						888,000,000
JPMorgan Chase & Co. | Basel III
Debt Instrument [Line Items]
Debentures qualified as Tier 1 capital	2,700,000,000
Debentures qualified as Tier 2 capital	$2,700,000,000

Preferred_Stock_Details

Preferred Stock (Details) (USD $)	12 Months Ended			0 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Sep. 01, 2013	Feb. 12, 2015
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares of preferred stock authorized to issue, in one or more series	200,000,000	200,000,000
Preferred stock, par value (in dollars per share)	$1	$1
Shares	2,006,250	1,115,750
Carrying value (in millions)	$20,063	$11,158
Share value and redemption price per share	$10,000
Preferred stock
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Issuance of preferred stock	8,905	3,900	1,258
Series O
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	125,750	125,750
Carrying value (in millions)	1,258	1,258
Preferred Stock Issue Date	27-Aug-12
Preferred stock dividend rate	5.50%
Series O | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Sep-17
Series P
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	90,000	90,000
Carrying value (in millions)	900	900
Preferred Stock Issue Date	5-Feb-13
Preferred stock dividend rate	5.45%
Series P | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Mar-18
Series T
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	92,500	0
Carrying value (in millions)	925	0
Preferred Stock Issue Date	30-Jan-14
Preferred stock dividend rate	6.70%
Series T | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Mar-19
Series W
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	88,000	0
Carrying value (in millions)	880	0
Preferred Stock Issue Date	23-Jun-14
Preferred stock dividend rate	6.30%
Series W | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Sep-19
Series I
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	600,000	600,000
Carrying value (in millions)	6,000	6,000
Preferred Stock Issue Date	23-Apr-08
Preferred stock dividend rate	7.90%
Date at which Dividend Rate Becomes Floating	30-Apr-18
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.47
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.47%
Series I | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	30-Apr-18
Series Q
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	150,000	150,000
Carrying value (in millions)	1,500	1,500
Preferred Stock Issue Date	23-Apr-13
Preferred stock dividend rate	5.15%
Date at which Dividend Rate Becomes Floating	1-May-23
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.25
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.25%
Series Q | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-May-23
Series R
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	150,000	150,000
Carrying value (in millions)	1,500	1,500
Preferred Stock Issue Date	29-Jul-13
Preferred stock dividend rate	6.00%
Date at which Dividend Rate Becomes Floating	1-Aug-23
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.30
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.30%
Series R | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Aug-23
Series S
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	200,000	0
Carrying value (in millions)	2,000	0
Preferred Stock Issue Date	22-Jan-14
Preferred stock dividend rate	6.75%
Date at which Dividend Rate Becomes Floating	1-Feb-24
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.78
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.78%
Series S | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Feb-24
Series U
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	100,000	0
Carrying value (in millions)	1,000	0
Preferred Stock Issue Date	10-Mar-14
Preferred stock dividend rate	6.13%
Date at which Dividend Rate Becomes Floating	30-Apr-24
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.33
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.33%
Series U | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	30-Apr-24
Series V
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	250,000	0
Carrying value (in millions)	2,500	0
Preferred Stock Issue Date	9-Jun-14
Preferred stock dividend rate	5.00%
Date at which Dividend Rate Becomes Floating	1-Jul-19
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.32
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.32%
Series V | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Jul-19
Series X
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares	160,000	0
Carrying value (in millions)	1,600	0
Preferred Stock Issue Date	23-Sep-14
Preferred stock dividend rate	6.10%
Date at which Dividend Rate Becomes Floating	1-Oct-24
Floating annual rate of three-month LIBOR plus:	LIBOR + 3.33
Preferred stock dividend rate, variable, description of basis	three-month LIBOR
Preferred stock dividend rate, variable, basis spread	3.33%
Series X | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock, Earliest Redemption Date	1-Oct-24
Series J
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate				8.63%
Preferred Stock, Redemption Date				1-Sep-13
Series Y | Preferred stock | Subsequent Event
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred Stock Issue Date					12-Feb-15
Issuance of preferred stock					$1,400

Common_Stock_Details

Common Stock (Details) (USD $)	12 Months Ended			3 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Jun. 30, 2014	Mar. 31, 2014	Mar. 13, 2012
Class of Stock [Line Items]
Common stock, shares authorized (in shares)	9,000,000,000	9,000,000,000
Common stock, par value (in dollars per share)	$1	$1
Increase (Decrease) in Common Stock Shares
Issued - balance at January 1	4,104,933,895	4,104,933,895	4,104,933,895		4,104,933,895
Total issued - balance at December 31	4,104,933,895	4,104,933,895	4,104,933,895
Increase (Decrease) in Treasury Stock Shares
Treasury - balance at January 1	-348,825,583				-348,825,583
Total treasury - balance at December 31	-390,144,630	-348,825,583
Outstanding	3,714,800,000	3,756,100,000	3,804,000,000
U.S. Treasury Capital Purchase Program
Exercise price for US Treasury Warrant to purchase shares of the Firm's common stock	$42.39			$42.42
Common Stock, Dividends, Per Share, Declared	$1.58	$1.44	$1.20
Remaining authorized repurchase amount	$3,800,000,000
Approved Repurchase Program Period Start in 2012 [Member]
U.S. Treasury Capital Purchase Program
Stock repurchase program, shares authorized						15,000,000,000
Additional Paid-in Capital
Common Equity Repurchase Program
Aggregate warrant repurchases	-50,000,000	-24,000,000	-262,000,000
Additional Paid-in Capital | JPMorgan Chase & Co.
Common Equity Repurchase Program
Aggregate warrant repurchases	0	0	238,000,000
Common stock
U.S. Treasury Capital Purchase Program
Common Stock, Dividends, Per Share, Declared				$0.40	$0.38
Common Equity Repurchase Program
Total shares of common stock repurchased	83,400,000	96,100,000	30,900,000
Aggregate common stock repurchases	4,834,000,000	4,789,000,000	1,329,000,000
Common stock capital shares reserved for future issuance	240,000,000
Treasury stock, at cost
Increase (Decrease) in Treasury Stock Shares
Treasury - balance at January 1	-348,800,000	-300,900,000	-332,200,000		-348,800,000
Purchase of treasury stock	-82,300,000	-96,100,000	-33,500,000
Issued from treasury	41,000,000	48,200,000	65,000,000
Issued from treasury: Employee stock purchase plans	1,200,000	1,100,000	1,300,000
Total treasury - balance at December 31	-390,100,000	-348,800,000	-300,900,000
Common Equity Repurchase Program
Aggregate common stock repurchases	$4,760,000,000	$4,789,000,000	$1,415,000,000
Warrants, each to purchase one share of Common Stock | JPMorgan Chase & Co.
U.S. Treasury Capital Purchase Program
Warrants outstanding	59,759,190	59,800,000	59,800,000
Common Equity Repurchase Program
Total warrants repurchased	0	0	18,500,000
Stock Compensation Plan | Treasury stock, at cost
Increase (Decrease) in Treasury Stock Shares
Purchase of treasury stock	0	0	-200,000
Issued from treasury	39,800,000	47,100,000	63,700,000

Earnings_Per_Share_Details

Earnings Per Share (Details) (USD $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Earnings Per Share, Basic, Two Class Method [Abstract]
Net income	$21,762	$17,923	$21,284
Less: Preferred stock dividends	1,125	805	653
Net income applicable to common equity	20,637	17,118	20,631
Less: Dividends and undistributed earnings allocated to participating securities	544	525	754
Net income applicable to common stockholders	20,093	16,593	19,877
Weighted-average basic shares (in shares)	3,763.50	3,782.40	3,809.40
Basic earnings per share (in dollars per share)	$5.34	$4.39	$5.22
Earnings Per Share, Diluted, Two Class Method [Abstract]
Net income applicable to common stockholders	$20,093	$16,593	$19,877
Weighted-average basic shares (in shares)	3,763.50	3,782.40	3,809.40
Add: Employee stock options, SARs and warrants (in shares)	34	32.5	12.8
Total weighted-average diluted shares (in shares)	3,797.50	3,814.90	3,822.20
Diluted earnings per share (in dollars per share)	$5.29	$4.35	$5.20
Earnings Per Share, Diluted, Other Disclosures [Abstract]
Antidilutive securities excluded from computation of earnings per share (in shares)	1	6	148

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Mar. 31, 2014	Dec. 31, 2011
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	$1,199,000,000
Net change, unrealized gains/(losses) on AFS securities	1,975,000,000	-4,070,000,000	3,303,000,000
Net change, translation adjustments, net of hedges	-11,000,000	-41,000,000	-69,000,000
Net change, cash flow hedges	44,000,000	-259,000,000	69,000,000
Net change, defined benefit pension and OPEB plans	-1,018,000,000	1,467,000,000	-145,000,000
Net change, accumulated other comprehensive income/(loss)	990,000,000	-2,903,000,000	3,158,000,000
Ending Balance	2,189,000,000	1,199,000,000
Accumulated other comprehensive income (loss) - supplemental information
Net pre-tax unrealized gains (losses) in AOCI on securities on the date of transfer				-9,000,000
After-tax unrealized losses not related to credit on debt securities	0	0	0		-56,000,000
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	2,798,000,000	6,868,000,000	3,565,000,000
Net change, unrealized gains/(losses) on AFS securities	1,975,000,000	-4,070,000,000	3,303,000,000
Ending Balance	4,773,000,000	2,798,000,000	6,868,000,000
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-136,000,000	-95,000,000	-26,000,000
Net change, translation adjustments, net of hedges	-11,000,000	-41,000,000	-69,000,000
Ending Balance	-147,000,000	-136,000,000	-95,000,000
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-139,000,000	120,000,000	51,000,000
Net change, cash flow hedges	44,000,000	-259,000,000	69,000,000
Ending Balance	-95,000,000	-139,000,000	120,000,000
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-1,324,000,000	-2,791,000,000	-2,646,000,000
Net change, defined benefit pension and OPEB plans	-1,018,000,000	1,467,000,000	-145,000,000
Ending Balance	-2,342,000,000	-1,324,000,000	-2,791,000,000
Accumulated other comprehensive income/(loss) [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	1,199,000,000	4,102,000,000	944,000,000
Net change, accumulated other comprehensive income/(loss)	990,000,000	-2,903,000,000	3,158,000,000
Ending Balance	$2,189,000,000	$1,199,000,000	$4,102,000,000

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income/(Loss) - Components of Other Comprehensive Income/(Loss) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Unrealized gains/(losses) on AFS securities:
Net change, unrealized gains/(losses) on AFS securities	$1,975	($4,070)	$3,303
Translation adjustments:
Net change after tax	-11	-41	-69
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net change	44	-259	69
Defined benefit pension and OPEB plans:
Net change, defined benefit pension and OPEB plans	-1,018	1,467	-145
Total other comprehensive income/(loss), after–tax	990	-2,903	3,158
Unrealized gains/(losses) on investment securities
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period before tax	3,193	-5,987	7,521
Net unrealized gains/(losses) arising during the period tax effect	-1,170	2,323	-2,930
Net unrealized gains/(losses) arising during the period after tax	2,023	-3,664	4,591
Reclassification adjustment for realized (gains)/losses included in net income before tax	-77	-667	-2,110
Reclassification adjustment for realized (gains)/losses included in net income tax effect	29	261	822
Reclassification adjustment for realized (gains)/losses included in net income after tax	-48	-406	-1,288
Net change before tax	3,116	-6,654	5,411
Net change tax effect	-1,141	2,584	-2,108
Net change, unrealized gains/(losses) on AFS securities	1,975	-4,070	3,303
Translation adjustments, net of hedges
Translation adjustments:
Translation before tax	-1,638	-807	-26
Translation tax effect	588	295	8
Translation after tax	-1,050	-512	-18
Hedges before tax	1,698	773	-82
Hedges tax effect	-659	-302	31
Hedges after tax	1,039	471	-51
Net change before tax	60	-34	-108
Net change tax effect	-71	-7	39
Net change after tax	-11	-41	-69
Cash flow hedges
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net unrealized gains/(losses) arising during the period before tax	98	-525	141
Net unrealized gains/(losses) arising during the period tax effect	-39	206	-55
Net unrealized gains/(losses) arising during the period after tax	59	-319	86
Reclassification adjustment for realized (gains)/losses included in net income before tax	-24	101	-28
Reclassification adjustment for realized (gains)/losses included in net income tax effect	9	-41	11
Reclassification adjustment for realized (gains)/losses included in net income after tax	-15	60	-17
Net change before tax	74	-424	113
Net change tax effect	-30	165	-44
Net change	44	-259	69
Defined benefit pension and OPEB plans
Defined benefit pension and OPEB plans:
Prior service credits arising during the period before tax	-53	0	6
Prior service credits arising during the period tax effect	21	0	-2
Prior service credits arising during the period after tax	-32	0	4
Net gains/(losses) arising during the period before tax	-1,697	2,055	-537
Net gains/(losses) arising during the period tax effect	688	-750	228
Net gains/(losses) arising during the period after tax	-1,009	1,305	-309
Reclassification adjustments included in net income, amortization of net loss before tax	72	321	324
Reclassification adjustments included in net income, amortization of net loss tax effect	-29	-124	-126
Reclassification adjustments included in net income, amortization of net loss after tax	43	197	198
Reclassification adjustments included in net income, prior service costs/(credits) before tax	-44	-43	-41
Reclassification adjustments included in net income, prior service costs/(credits) tax effect	17	17	16
Reclassification adjustments included in net income, prior service costs/(credits) after tax	-27	-26	-25
Foreign exchange and other before tax	39	-14	-21
Foreign exchange and other tax effect	-32	5	8
Foreign exchange and other after tax	7	-9	-13
Net change before tax	-1,683	2,319	-269
Net change tax effect	665	-852	124
Net change, defined benefit pension and OPEB plans	-1,018	1,467	-145
Accumulated other comprehensive income/(loss) [Member]
Defined benefit pension and OPEB plans:
Total other comprehensive income/(loss) before tax	1,567	-4,793	5,147
Total other comprehensive income/(loss) tax effect	-577	1,890	-1,989
Total other comprehensive income/(loss), after–tax	$990	($2,903)	$3,158

Income_Taxes_Reconciliation_of

Income Taxes - Reconciliation of Effective Income Tax Rate (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Reconciliation of the applicable statutory U.S. income tax rate to the effective tax rate
Statutory U.S. federal tax rate	35.00%	35.00%	35.00%
Increase/(decrease) in tax rate resulting from:
U.S. state and local income taxes, net of U.S. federal income tax benefit	2.70%	2.20%	1.60%
Tax-exempt income	-3.10%	-3.10%	-2.90%
Non-U.S. subsidiary earnings	-2.00%	-4.90%	-2.40%
Business tax credits	-5.40%	-5.40%	-4.20%
Nondeductible legal expense	2.40%	8.00%	-0.20%
Other, net	-2.60%	-1.00%	-0.50%
Effective tax rate	27.00%	30.80%	26.40%

Income_Taxes_Components_of_Inc

Income Taxes - Components of Income Tax Expense/(Benefit) (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Current income tax expense
U.S. federal	$1,610,000,000	($1,316,000,000)	$3,225,000,000
Non-U.S.	1,353,000,000	1,308,000,000	1,782,000,000
U.S. state and local	857,000,000	-4,000,000	1,496,000,000
Total current income tax expense/(benefit)	3,820,000,000	-12,000,000	6,503,000,000
Deferred income tax expense/ (benefit)
U.S. federal	3,738,000,000	7,080,000,000	2,238,000,000
Non-U.S.	71,000,000	10,000,000	-327,000,000
U.S. state and local	401,000,000	913,000,000	-781,000,000
Total deferred income tax expense/(benefit)	4,210,000,000	8,003,000,000	1,130,000,000
Total income tax expense	8,030,000,000	7,991,000,000	7,633,000,000
Components of income tax expense/(benefit), supplemental information
Tax benefits recorded as a result of tax audit resolutions	451,000,000	531,000,000	200,000,000
Income tax effects allocated directly to equity	-140,000,000	2,100,000,000	-1,900,000,000
Pretax undistributed foreign earnings of subsidiaries	2,600,000,000
Cumulative pretax undistributed foreign earnings of subsidiaries	31,100,000,000
Undistributed foreign earnings, deferred tax liabilities	4,444,000,000	4,705,000,000
Tax expense applicable to securities gains and losses	30,000,000	261,000,000	822,000,000
Pro Forma
Components of income tax expense/(benefit), supplemental information
Undistributed foreign earnings, deferred tax liabilities	$7,000,000,000
UNITED KINGDOM
Components of income tax expense/(benefit), supplemental information
Foreign statutory income tax rate	21.50%

Income_Taxes_Deferred_Tax_Asse

Income Taxes - Deferred Tax Assets and Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Deferred tax assets
Allowance for loan losses	$5,756,000,000	$6,593,000,000
Employee benefits	3,378,000,000	4,468,000,000
Accrued expenses and other	8,637,000,000	9,179,000,000
Non-U.S. operations	5,106,000,000	5,493,000,000
Tax attribute carryforwards	570,000,000	748,000,000
Gross deferred tax assets	23,447,000,000	26,481,000,000
Valuation allowance	-820,000,000	-724,000,000
Deferred tax assets, net of valuation allowance	22,627,000,000	25,757,000,000
Deferred tax liabilities
Depreciation and amortization	3,073,000,000	3,196,000,000
Mortgage servicing rights, net of hedges	5,533,000,000	5,882,000,000
Leasing transactions	2,495,000,000	2,352,000,000
Non-U.S. operations	4,444,000,000	4,705,000,000
Other, net	4,891,000,000	3,459,000,000
Gross deferred tax liabilities	20,436,000,000	19,594,000,000
Net deferred tax assets	2,191,000,000	6,163,000,000
Internal Revenue Service (IRS)
Operating Loss Carryforwards [Line Items]
Operating loss carryforward	$1,600,000,000

Income_Taxes_Unrecognized_Tax_

Income Taxes - Unrecognized Tax Benefits (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income tax expense, penalties and interest expense
Unrecognized tax benefits that would impact effective tax rate	$3,500,000,000	$3,700,000,000	$4,200,000,000
Reconciliation of the beginning and ending amount of unrecognized tax benefits
Balance at January 1,	5,535,000,000	7,158,000,000	7,189,000,000
Increases based on tax positions related to the current period	810,000,000	542,000,000	680,000,000
Increases based on tax positions related to prior periods	477,000,000	88,000,000	234,000,000
Decreases based on tax positions related to prior periods	-1,902,000,000	-2,200,000,000	-853,000,000
Decreases related to settlements with taxing authorities	-9,000,000	-53,000,000	-50,000,000
Decreases related to a lapse of applicable statute of limitations	0	0	-42,000,000
Balance at December 31,	4,911,000,000	5,535,000,000	7,158,000,000
Significant change in unrecognized tax benefits is reasonably possible
Penalties and interest expense	17,000,000	-184,000,000	147,000,000
Penalties and interest accrued	1,200,000,000	1,200,000,000
Minimum
Significant change in unrecognized tax benefits is reasonably possible
Significant change in unrecognized tax benefits is reasonably possible, amount of unrecorded benefit	0
Maximum
Significant change in unrecognized tax benefits is reasonably possible
Significant change in unrecognized tax benefits is reasonably possible, amount of unrecorded benefit	$2,000,000,000

Income_Taxes_US_and_nonUS_comp

Income Taxes - US and non-US components (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
U.S. and non-U.S. components of income before income tax expense/(benefit) and extraordinary gain
U.S.	$22,515	$17,229	$24,895
Non-U.S.	7,277	8,685	4,022
Income before income tax expense	$29,792	$25,914	$28,917

Restrictions_on_Cash_and_Inter1

Restrictions on Cash and Intercompany Funds Transfers (Details) (USD $)	12 Months Ended
In Billions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Reserve Balances Deposited with Federal Reserve Banks [Abstract]
Average amount of reserve balances deposited by the Firm's bank subsidiaries with various Federal Reserve Banks	$10.60	$5.30
Disclosure of Restrictions on Dividends, Loans and Advances Disclosure [Abstract]
Federal Restriction on Secured Borrowings from Subsidiaries, Per Loan, Portion of Subsidiary Total Capital, Percentage	10.00%
Federal Restriction on Secured Borrowings from Subsidiaries, All Loans, Portion of Subsidiary Total Capital, Percentage	20.00%
Cash and Securities Segregated under Federal and Other Regulations Disclosures [Abstract]
Amount of cash that was segregated in special bank accounts for the benefit of securities and futures brokerage customers	16.8	17.2
Amount of securities at fair value that were segregated in special bank accounts for the benefit of securities and futures brokerage customers	10.1	1.5
Restricted cash and cash equivalents	3.3	3.9
Bank and Bank Holding Company Subsidiaries
Disclosure of Restrictions on Dividends, Loans and Advances Disclosure [Abstract]
Amount Available for Dividend Distribution by Banking Subsidiaries without Prior Approval from Regulatory Agency	$31

Regulatory_Capital_Details

Regulatory Capital (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Basel III
Capital ratios
CET1 - Minimum capital ratios	4.00%
Tier 1 capital - Minimum capital ratio	5.50%
Tier 1 capital - Well capitalized ratio	6.00%
Total capital - Minumum capital ratio	8.00%
Total capital - Well-capitalized ratio	10.00%
Tier 1 leverage - Minimum capital ratio	4.00%
Tier 1 leverage - Well-capitalized ratio	5.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Adjustments to capital for deferred tax liabilities resulting from nontaxable business combinations	$130,000,000
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill	2,700,000,000
Basel I
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Adjustments to capital for deferred tax liabilities resulting from nontaxable business combinations		192,000,000
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill		2,800,000,000
JPMorgan Chase & Co. | Basel III
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Trust preferred securities included in Basel III Tier I capital	2,700,000,000
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	164,764,000,000
Tier 1 capital	186,632,000,000
Total capital	221,563,000,000
Assets
Risk-weighted assets	1,472,602,000,000
Adjusted average assets	2,465,414,000,000
Capital ratios
CET1	11.20%
Tier 1 capital	12.70%
Total capital	15.00%
Tier 1 leverage	7.60%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	164,764,000,000
Tier 1 capital	186,632,000,000
Total capital	211,022,000,000
Assets
Risk-weighted assets	1,608,240,000,000
Adjusted average assets	2,465,414,000,000
Capital ratios
CET1	10.20%
Tier 1 capital	11.60%
Total capital	13.10%
Tier 1 leverage	7.60%
JPMorgan Chase & Co. | Basel I
Regulatory capital
Tier 1 capital		165,663,000,000
Total capital		199,286,000,000
Assets
Risk-weighted assets		1,387,863,000,000
Adjusted average assets		2,343,713,000,000
Capital ratios
Tier 1 capital		11.90%
Total capital		14.40%
Tier 1 leverage		7.10%
JPMorgan Chase Bank, N.A. | Basel III
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Trust preferred securities included in Basel III Tier I capital	300,000,000
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	156,898,000,000
Tier 1 capital	157,222,000,000
Total capital	173,659,000,000
Assets
Risk-weighted assets	1,230,358,000,000
Adjusted average assets	1,968,131,000,000
Capital ratios
CET1	12.80%
Tier 1 capital	12.80%
Total capital	14.10%
Tier 1 leverage	8.00%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	156,898,000,000
Tier 1 capital	157,222,000,000
Total capital	166,662,000,000
Assets
Risk-weighted assets	1,330,175,000,000
Adjusted average assets	1,968,131,000,000
Capital ratios
CET1	11.80%
Tier 1 capital	11.80%
Total capital	12.50%
Tier 1 leverage	8.00%
JPMorgan Chase Bank, N.A. | Basel I
Regulatory capital
Tier 1 capital		139,727,000,000
Total capital		165,496,000,000
Assets
Risk-weighted assets		1,171,574,000,000
Adjusted average assets		1,900,770,000,000
Capital ratios
Tier 1 capital		11.90%
Total capital		14.10%
Tier 1 leverage		7.40%
Chase Bank USA, N.A. | Basel III
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Trust preferred securities included in Basel III Tier I capital	0
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	14,556,000,000
Tier 1 capital	14,556,000,000
Total capital	20,517,000,000
Assets
Risk-weighted assets	103,468,000,000
Adjusted average assets	128,111,000,000
Capital ratios
CET1	14.10%
Tier 1 capital	14.10%
Total capital	19.80%
Tier 1 leverage	11.40%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	14,556,000,000
Tier 1 capital	14,556,000,000
Total capital	19,206,000,000
Assets
Risk-weighted assets	157,565,000,000
Adjusted average assets	128,111,000,000
Capital ratios
CET1	9.20%
Tier 1 capital	9.20%
Total capital	12.20%
Tier 1 leverage	11.40%
Chase Bank USA, N.A. | Basel I
Regulatory capital
Tier 1 capital		12,956,000,000
Total capital		16,389,000,000
Assets
Risk-weighted assets		100,990,000,000
Adjusted average assets		$109,731,000,000
Capital ratios
Tier 1 capital		12.80%
Total capital		16.20%
Tier 1 leverage		11.80%

OffBalance_Sheet_LendingRelate3

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$1,056,172,000,000	$1,031,672,000,000	$1,027,988,000,000
Off-balance sheet lending-related financial commitments, carrying value	1,176,000,000	1,385,000,000
Allowance for lending-related commitments	275,000,000	681,000,000	2,811,000,000	3,557,000,000
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Standby Letters of Credit, Unissued Commitments	45,600,000,000	42,800,000,000
Unfunded Commitments Investments Private Equity Funds Third Party	147,000,000	215,000,000
Unfunded Commitments Investments Other Equity Investments	961,000,000	1,900,000,000
Investments Valued at Net Asset Value, Unfunded Commitments, Investments, Fair Value	150,000,000	184,000,000
Commitments To Extend Credit Leveraged And Acquisition Finance Activities	23,700,000,000	18,300,000,000
Average balances of U.S. tri-party repurchases	12,600,000,000	253,000,000,000
Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	745,584,000,000
Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	140,254,000,000
Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	152,875,000,000
Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	17,459,000,000
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	472,056,000,000	446,232,000,000	434,814,000,000
Lending-Related Commitments | Days Past Due, 60 or More | Credit Card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Line of credit close criteria, period past due	60 days
Consumer Loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	584,116,000,000	585,440,000,000
Off-balance sheet lending-related financial commitments, carrying value	13,000,000	8,000,000
Consumer Loan | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	560,133,000,000
Consumer Loan | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	12,045,000,000
Consumer Loan | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,291,000,000
Consumer Loan | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	7,647,000,000
Consumer loan excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	58,153,000,000	56,057,000,000
Off-balance sheet lending-related financial commitments, carrying value	13,000,000	8,000,000
Consumer loan excluding credit card | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	34,170,000,000
Consumer loan excluding credit card | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	12,045,000,000
Consumer loan excluding credit card | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,291,000,000
Consumer loan excluding credit card | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	7,647,000,000
Home equity - senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,807,000,000	13,158,000,000
Off-balance sheet lending-related financial commitments, carrying value	0	0
Home equity - senior lien | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,166,000,000
Home equity - senior lien | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,389,000,000
Home equity - senior lien | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	1,841,000,000
Home equity - senior lien | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,411,000,000
Home equity - junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	14,859,000,000	17,837,000,000
Off-balance sheet lending-related financial commitments, carrying value	0	0
Home equity - junior lien | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,469,000,000
Home equity - junior lien | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	5,920,000,000
Home equity - junior lien | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,141,000,000
Home equity - junior lien | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,329,000,000
Prime mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	8,579,000,000	4,817,000,000
Off-balance sheet lending-related financial commitments, carrying value	0	0
Prime mortgage | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	8,579,000,000
Prime mortgage | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Prime mortgage | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Prime mortgage | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Subprime mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0	0
Off-balance sheet lending-related financial commitments, carrying value	0	0
Subprime mortgage | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Subprime mortgage | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Subprime mortgage | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Subprime mortgage | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Auto
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	10,462,000,000	8,309,000,000
Off-balance sheet lending-related financial commitments, carrying value	2,000,000	1,000,000
Auto | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	9,302,000,000
Auto | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	921,000,000
Auto | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	192,000,000
Auto | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	47,000,000
Business banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,894,000,000	11,251,000,000
Off-balance sheet lending-related financial commitments, carrying value	11,000,000	7,000,000
Business banking | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	10,557,000,000
Business banking | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	807,000,000
Business banking | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	117,000,000
Business banking | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	413,000,000
Student and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	552,000,000	685,000,000
Off-balance sheet lending-related financial commitments, carrying value	0	0
Student and other | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	97,000,000
Student and other | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	8,000,000
Student and other | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Student and other | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	447,000,000
Credit Card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	525,963,000,000	529,383,000,000
Off-balance sheet lending-related financial commitments, carrying value	0	0
Credit Card | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	525,963,000,000
Credit Card | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Credit Card | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Credit Card | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Commercial loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	472,056,000,000	446,232,000,000
Off-balance sheet lending-related financial commitments, carrying value	1,163,000,000	1,377,000,000
Commercial loan | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	185,451,000,000
Commercial loan | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	128,209,000,000
Commercial loan | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	148,584,000,000
Commercial loan | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	9,812,000,000
Commercial loan | Wholesale | Total U.S.
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off-Balance Sheet Lending-Related Financial Commitments, Percent	65.00%	68.00%
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	272,676,000,000	246,495,000,000
Off-balance sheet lending-related financial commitments, carrying value	374,000,000	432,000,000
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off Balance Sheet Lending Related Commitments Wholesale Contractual Amount Net Of Risk Participations Other Unfunded Commitments To Extend Credit	243,000,000	476,000,000
Credit Enhancements and Bond and Commercial Paper Liquidity Commitments to US States and Municipalities Hospitals and Other Not For Profit Entities	14,800,000,000	18,900,000,000
Other unfunded commitments to extend credit | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	68,688,000,000
Other unfunded commitments to extend credit | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	83,877,000,000
Other unfunded commitments to extend credit | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	112,992,000,000
Other unfunded commitments to extend credit | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	7,119,000,000
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	89,874,000,000	92,723,000,000
Off-balance sheet lending-related financial commitments, carrying value	788,000,000	943,000,000
Allowance for lending-related commitments	234,000,000	263,000,000
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet Lending related commitments Wholesale Contractual amount Net of Risk Participations Standby letters of credit and other financial guarantees	13,000,000,000	14,800,000,000
Credit Enhancements and Bond and Commercial Paper Liquidity Commitments to US States and Municipalities Hospitals and Other Not For Profit Entities	13,300,000,000	17,200,000,000
Standby letters of credit and other financial guarantees | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	22,584,000,000
Standby letters of credit and other financial guarantees | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	29,753,000,000
Standby letters of credit and other financial guarantees | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	34,982,000,000
Standby letters of credit and other financial guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,555,000,000
Unused advised lines of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	105,175,000,000	101,994,000,000
Off-balance sheet lending-related financial commitments, carrying value	0	0
Unused advised lines of credit | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	90,816,000,000
Unused advised lines of credit | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	13,702,000,000
Unused advised lines of credit | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	519,000,000
Unused advised lines of credit | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	138,000,000
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,331,000,000	5,020,000,000
Off-balance sheet lending-related financial commitments, carrying value	1,000,000	2,000,000
Allowance for lending-related commitments	1,000,000	2,000,000
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet Lending related commitments Wholesale Contractual amount Net of Risk Participations Other letters of credit	469,000,000	622,000,000
Other letters of credit | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,363,000,000
Other letters of credit | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	877,000,000
Other letters of credit | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	91,000,000
Other letters of credit | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	171,059,000,000	169,709,000,000
Guarantor obligations, current carrying value	0	0
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Indemnification Agreement Securities Lending Guarantees Collateral Held In Support Of	177,100,000,000	176,400,000,000
Securities lending indemnification agreements and guarantees | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	171,059,000,000
Securities lending indemnification agreements and guarantees | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Securities lending indemnification agreements and guarantees | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Securities lending indemnification agreements and guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	53,589,000,000	56,274,000,000
Guarantor obligations, current carrying value	80,000,000	72,000,000
Derivatives qualifying as guarantees | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	3,009,000,000
Derivatives qualifying as guarantees | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	167,000,000
Derivatives qualifying as guarantees | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	12,313,000,000
Derivatives qualifying as guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	38,100,000,000
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	40,993,000,000	38,211,000,000
Guarantor obligations, current carrying value	0	0
Unsettled reverse repurchase and securities borrowing agreements | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	40,993,000,000
Unsettled reverse repurchase and securities borrowing agreements | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Unsettled reverse repurchase and securities borrowing agreements | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Unsettled reverse repurchase and securities borrowing agreements | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Mortgage repurchase liability | Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Allowance for lending-related commitments	275,000,000	681,000,000
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Indemnification Agreements Loan Sale And Securitization Loans Sold With Recourse Contractual Amount	6,063,000,000	7,692,000,000
Indemnification Agreements, Loan Sale and Securitization, Loans Sold with Recourse: Carrying Value	102,000,000	131,000,000
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	5,720,000,000	6,786,000,000
Guarantor obligations, current carrying value	-121,000,000	-99,000,000
Other guarantees and commitments | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	487,000,000
Other guarantees and commitments | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	506,000,000
Other guarantees and commitments | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	3,391,000,000
Other guarantees and commitments | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	1,336,000,000
Letters Of Credit Hedged By Derivative Transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	$4,500,000,000	$4,500,000,000

OffBalance_Sheet_LendingRelate4

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$1,056,172,000,000	$1,031,672,000,000	$1,027,988,000,000
Valuation Allowances and Reserves, Balance	275,000,000	681,000,000	2,811,000,000	3,557,000,000
Derivatives qualifying as guarantees
Derivative, Notional Amount	63,662,000,000,000	70,413,000,000,000
Standby and Other Letters of Credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Standby and other letters of credit, carrying value	789,000,000	945,000,000
Standby and other letters of credit, allowance	235,000,000	265,000,000
Guarantor obligations, current carrying value	554,000,000	680,000,000
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Standby Letters of Credit and Other Financial Guarantees, Internal Credit Rating, Investment Grade	66,856,000,000	69,109,000,000
Standby Letters of Credit and Other Financial Guarantees, Internal Credit Rating, Non Investment Grade	23,018,000,000	23,614,000,000
Total lending-related commitments	89,874,000,000	92,723,000,000
Valuation Allowances and Reserves, Balance	234,000,000	263,000,000
Standby Letters of Credit, Collateral Held	39,726,000,000	40,410,000,000
Percentage of Cash or Liquid Collateral Relative to Value of Securities on Loan	100.00%
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Standby Letters of Credit and Other Financial Guarantees, Internal Credit Rating, Investment Grade	3,476,000,000	3,939,000,000
Standby Letters of Credit and Other Financial Guarantees, Internal Credit Rating, Non Investment Grade	855,000,000	1,081,000,000
Total lending-related commitments	4,331,000,000	5,020,000,000
Valuation Allowances and Reserves, Balance	1,000,000	2,000,000
Other Letters of Credit, Collateral Held	1,509,000,000	1,473,000,000
Derivatives qualifying as guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantor obligations, current carrying value	80,000,000	72,000,000
Derivatives qualifying as guarantees
Other guarantees and commitments, contractual amount	53,589,000,000	56,274,000,000
Derivative, Notional Amount	27,500,000,000	27,000,000,000
Derivatives Maximum Exposure To Loss	2,900,000,000	2,800,000,000
Derivative Qualifying As Guarantees Payables	102,000,000	109,000,000
Derivative Qualifying As Guarantees Receivables	$22,000,000	$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 $)	12 Months Ended			48 Months Ended	0 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2008	Oct. 25, 2013	Nov. 15, 2013
						trust
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period	$681,000,000	$2,811,000,000	$3,557,000,000
Net realized gains/(losses)	53,000,000	-1,561,000,000	-1,158,000,000
Reclassification to Litigation Reserve	0	-179,000,000	0
Provision for repurchase losses	-459,000,000	-390,000,000	412,000,000
Repurchase liability at end of period	275,000,000	681,000,000	2,811,000,000
Amount of residential mortgage loans, private-label securitization by Washington Mutual				165,000,000,000
Amount of residential mortgage loans, private-label securitization by Washington Mutual, Repaid	78,000,000,000
Amount of residential mortgage loans, private-label securitization by Washington Mutual, Liquidated	49,000,000,000
Percent of residential mortgage loans originally sold or deposited into private-label securitization by Washington Mutual, Average Loss Severity	59.00%
Amount of residential mortgage loans, private-label securitization by Washington Mutual, Remaining	38,000,000,000
Days Past Due, 60 or More
Summary of changes in mortgage repurchase liability
Amount of residential mortgage loans, private-label securitization by Washington Mutual, Remaining	8,000,000,000
Loans sold with recourse
Loans sold with recourse
Indemnification Agreements Loan Sale And Securitization Loans Sold With Recourse Contractual Amount	6,063,000,000	7,692,000,000
Indemnification Agreements, Loan Sale and Securitization, Loans Sold with Recourse: Carrying Value	102,000,000	131,000,000
Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Repurchase liability at end of period	275,000,000	681,000,000
Repurchase Make-Whole Settlements | Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Net realized gains/(losses)	-11,000,000	-414,000,000	-524,000,000
Reserves for New Mortgage Loans Sold During the Period | Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Valuation Allowances and Reserves, Provision	4,000,000	20,000,000	112,000,000
Residential Real Estate [Member]
Summary of changes in mortgage repurchase liability
Period past due, credit analysis factors, charge off criteria	60 days
Mortgage Backed Securities Litigation and Regulatory Investigations
Summary of changes in mortgage repurchase liability
Amount to resolve Fannie Mae’s and Freddie Mac’s repurchase claims associated with whole loan purchases from 2000 to 2008					1,100,000,000
Mortgage Backed Securities Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns
Summary of changes in mortgage repurchase liability
Litigation settlement, amount						$4,500,000,000
Number of MBS for which repurchase and servicing claims have been or could have been assumed						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
Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By Washington Mutual
Summary of changes in mortgage repurchase liability
Number of institutional MBS investors directing or threatening litigation						21

OffBalance_Sheet_LendingRelate6

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Other Off-Balance Sheet Arrangements (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Other off-balance sheet arrangements - supplemental information [Abstract]
Other expense	$11,146,000,000	$20,398,000,000	$14,989,000,000
Valuation Allowances and Reserves, Balance	275,000,000	681,000,000	2,811,000,000	3,557,000,000
Chase Paymentech Solutions
Other off-balance sheet arrangements - supplemental information [Abstract]
Other expense	10,000,000	14,000,000	16,000,000
Aggregate volume processed by electronic payment services business	847,900,000,000	750,100,000,000	655,200,000,000
Valuation Allowances and Reserves, Balance	4,000,000	5,000,000
Cash collateral held	$174,000,000	$208,000,000

Commitments_Pledged_Assets_and2

Commitments, Pledged Assets, and Collateral - Lease Commitments (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Future minimum rental payments under operating leases
2015	$1,722
2016	1,682
2017	1,534
2018	1,281
2019	1,121
After 2019	5,101
Total minimum payments required	12,441
Less: Sublease rentals under noncancelable subleases	-2,238
Net minimum payment required	10,203
Total rental expense
Gross rental expense	2,255	2,187	2,212
Sublease rental income	-383	-341	-288
Net rental expense	$1,872	$1,846	$1,924

Commitments_Pledged_Assets_and3

Commitments, Pledged Assets, and Collateral - Pledged Assets and Collateral (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Significant components of assets pledged
Significant components of assets pledged as collateral, fair value	$535.90	$461.70
Financial instruments pledged by the Firm that may not be sold or repledged by the secured parties	60.1	68.4
Collateral Received that Can be Resold or Repledged
Assets accepted by the Firm as collateral that it could sell or repedge, deliver or otherwise use at fair value	761.7	725
Assets accepted by the Firm as collateral that the Firm has sold or repledged	596.8	520.1
Asset-backed securities
Significant components of assets pledged
Significant components of assets pledged as collateral, fair value	118.7	68.1
Loans
Significant components of assets pledged
Significant components of assets pledged as collateral, fair value	248.2	230.3
Trading assets
Significant components of assets pledged
Significant components of assets pledged as collateral, fair value	169	163.3
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks
Significant components of assets pledged
Significant components of assets pledged as collateral, fair value	$324.50	$251.30

Litigation_Details

Litigation (Details)

Dec. 31, 2014

Dec. 31, 2014

Jul. 31, 2014

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

31-May-10

Dec. 31, 2014

Oct. 31, 2014

Dec. 31, 2013

Sep. 30, 2013

Mar. 31, 2013

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Nov. 15, 2013

Nov. 15, 2013

Nov. 15, 2013

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Mar. 31, 2012

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Dec. 31, 2014

Nov. 30, 2014

Nov. 30, 2014

Nov. 30, 2014

Dec. 31, 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

General Motors 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

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

Interchange Litigation Defendant Group

JPMorgan Chase & Co

Litigation Dismissed

Appealed Dismissals

Filed Motion to Dismiss

U.K. Financial Conduct Authority

U.S. Commodity Futures Trading Commission

U.S. Office of the Comptroller of the Currency

Total international

actions

New York federal and state court

New York federal and state court

USD ($)

USD ($)

USD ($)

Minimum

Maximum

USD ($)

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

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

USD ($)

Minimum

EUR (€)

EUR (€)

actions

actions

USD ($)

Madoff Litigation and Investigations

USD ($)

New York State Court

Monoline Insurer

investors

USD ($)

trust

municipalities

Shareholder Derivative Action

Minimum

employees

Civil Action

Claw-back Actions

Claims Relating to Derivatives Transactions

USD ($)

Plaintiff, Deutsche Bank National Trust Company

Plaintiff, Deutsche Bank National Trust Company

Interchange Litigation

MF Global

CIO Investigations and Litigation

CIO Investigations and Litigation

CIO Investigations and Litigation

Foreign Exchange Investigations and Litigation [Member]

Foreign Exchange Investigations and Litigation [Member]

Foreign Exchange Investigations and Litigation [Member]

Foreign Exchange Investigations and Litigation [Member]

actions

actions

USD ($)

USD ($)

actions

Minimum

USD ($)

actions

New York State Court

actions

actions

offerings

trust

New York State Supreme Court

USD ($)

actions

actions

claims

entities

Minimum

Maximum

USD ($)

defendant

actions

actions

actions

GBP (£)

USD ($)

USD ($)

actions

USD ($)

actions

actions

actions

USD ($)

USD ($)

Loss Contingencies [Line Items]

Loss contingency range of possible loss

$0

$5,800,000,000

Number of legal proceedings

7

3

2

2

2

3

2

5

2

2

1

5

2

2

4

3

2

2

Civil Penalties

222,000,000

310,000,000

350,000,000

Syndicated term loan facility for General Motors Corporation

1,500,000,000

Settlement amount agreed to pay by defendant group

6,100,000,000

Settlement amount consideration percentage

20.00%

Settlement agreement, consideration, basis points of interchange

0.10%

Settlement agreement consideration period class plaintiffs to receive basis points of interchange

8 months

Period from end of the opt-out period

60 days

Damages sought value

1,000,000,000

7,900,000,000

6,000,000,000

10,000,000,000

Damages sought, counterclaims value

25,000,000,000

Loss contingency, settlement agreement, consideration

-72,000,000

-80,000,000

-4,500,000,000

Damages sought recoveries value

155,000,000

450,000,000

Number of defendants out of 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

41,000,000,000

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

38,000,000,000

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

3,000,000,000

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 assumed

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 of in whole

16

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

Warrants the firm was chosen to underwrite based upon alleged payments made to certain third parties (more than)

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

$2,900,000,000

$11,100,000,000

$5,000,000,000

International_Operations_Detai

International Operations (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Entity-Wide Information by Geographic Areas
Revenue	$94,205	$96,606	$97,031
Expense	64,413	70,692	68,114
Income before income tax expense	29,792	25,914	28,917
Net income	21,762	17,923	21,284
Assets	2,573,126	2,415,689	2,359,141
United Kingdom
Entity-Wide Information by Geographic Areas
Assets	434,000	451,000	498,000
Europe/Middle East and Africa
Entity-Wide Information by Geographic Areas
Revenue	16,013	15,585	10,522
Expense	10,123	9,069	9,326
Income before income tax expense	5,890	6,516	1,196
Net income	3,935	4,842	1,508
Assets	481,328	514,747	553,147
Asia and Pacific
Entity-Wide Information by Geographic Areas
Revenue	6,083	6,168	5,605
Expense	4,478	4,248	3,952
Income before income tax expense	1,605	1,920	1,653
Net income	1,051	1,254	1,048
Assets	147,357	145,999	167,955
Latin America and the Caribbean
Entity-Wide Information by Geographic Areas
Revenue	2,047	2,251	2,328
Expense	1,626	1,626	1,580
Income before income tax expense	421	625	748
Net income	269	381	454
Assets	44,567	41,473	53,984
Total international
Entity-Wide Information by Geographic Areas
Revenue	24,143	24,004	18,455
Expense	16,227	14,943	14,858
Income before income tax expense	7,916	9,061	3,597
Net income	5,255	6,477	3,010
Assets	673,252	702,219	775,086
North America
Entity-Wide Information by Geographic Areas
Revenue	70,062	72,602	78,576
Expense	48,186	55,749	53,256
Income before income tax expense	21,876	16,853	25,320
Net income	16,507	11,446	18,274
Assets	$1,899,874	$1,713,470	$1,584,055

Business_Segments_Narrative_De

Business Segments - Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014
	segment
Segment Reporting Information [Line Items]
Number of JPMorgan Chase & Co business segments	4
Asset Management
Segment Reporting Information [Line Items]
Assets under supervision	2,400,000,000,000
Minimum | Commercial Banking
Segment Reporting Information [Line Items]
Client revenue	20,000,000
Maximum | Commercial Banking
Segment Reporting Information [Line Items]
Client revenue	2,000,000,000

Business_Segments_Details

Business Segments (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment results and reconciliation
Noninterest revenue	$50,571	$53,287	$52,121
Net interest income	43,634	43,319	44,910
Total net revenue	94,205	96,606	97,031
Provision for credit losses	3,139	225	3,385
Noninterest expense	61,274	70,467	64,729
Income before income tax expense	29,792	25,914	28,917
Income tax expense/(benefit)	8,030	7,991	7,633
Net income	21,762	17,923	21,284
Average common equity	207,400	196,409	184,352
Assets	2,573,126	2,415,689	2,359,141
Return on average common equity	10.00%	9.00%	11.00%
Overhead ratio	65.00%	73.00%	67.00%
Operating Segments | Consumer & Community Banking
Segment results and reconciliation
Noninterest revenue	15,937	17,552	20,813
Net interest income	28,431	28,985	29,465
Total net revenue	44,368	46,537	50,278
Provision for credit losses	3,520	335	3,774
Noninterest expense	25,609	27,842	28,827
Income before income tax expense	15,239	18,360	17,677
Income tax expense/(benefit)	6,054	7,299	6,886
Net income	9,185	11,061	10,791
Average common equity	51,000	46,000	43,000
Assets	455,634	452,929	467,282
Return on average common equity	18.00%	23.00%	25.00%
Overhead ratio	58.00%	60.00%	57.00%
Operating Segments | Corporate & Investment Bank
Segment results and reconciliation
Noninterest revenue	23,458	23,810	23,104
Net interest income	11,175	10,976	11,658
Total net revenue	34,633	34,786	34,762
Provision for credit losses	-161	-232	-479
Noninterest expense	23,273	21,744	21,850
Income before income tax expense	11,521	13,274	13,391
Income tax expense/(benefit)	4,596	4,387	4,719
Net income	6,925	8,887	8,672
Average common equity	61,000	56,500	47,500
Assets	861,819	843,577	876,107
Return on average common equity	10.00%	15.00%	18.00%
Overhead ratio	67.00%	63.00%	63.00%
Operating Segments | Commercial Banking
Segment results and reconciliation
Noninterest revenue	2,349	2,298	2,283
Net interest income	4,533	4,794	4,629
Total net revenue	6,882	7,092	6,912
Provision for credit losses	-189	85	41
Noninterest expense	2,695	2,610	2,389
Income before income tax expense	4,376	4,397	4,482
Income tax expense/(benefit)	1,741	1,749	1,783
Net income	2,635	2,648	2,699
Average common equity	14,000	13,500	9,500
Assets	195,267	190,782	181,502
Return on average common equity	18.00%	19.00%	28.00%
Overhead ratio	39.00%	37.00%	35.00%
Operating Segments | Asset Management
Segment results and reconciliation
Noninterest revenue	9,588	9,029	7,847
Net interest income	2,440	2,376	2,163
Total net revenue	12,028	11,405	10,010
Provision for credit losses	4	65	86
Noninterest expense	8,538	8,016	7,104
Income before income tax expense	3,486	3,324	2,820
Income tax expense/(benefit)	1,333	1,241	1,078
Net income	2,153	2,083	1,742
Average common equity	9,000	9,000	7,000
Assets	128,701	122,414	108,999
Return on average common equity	23.00%	23.00%	24.00%
Overhead ratio	71.00%	70.00%	71.00%
Operating Segments | Corporate
Segment results and reconciliation
Noninterest revenue	1,972	3,093	190
Net interest income	-1,960	-3,115	-2,262
Total net revenue	12	-22	-2,072
Provision for credit losses	-35	-28	-37
Noninterest expense	1,159	10,255	4,559
Income before income tax expense	-1,112	-10,249	-6,594
Income tax expense/(benefit)	-1,976	-3,493	-3,974
Net income	864	-6,756	-2,620
Average common equity	72,400	71,409	77,352
Assets	931,705	805,987	725,251
Reconciling Items
Segment results and reconciliation
Noninterest revenue	-2,733	-2,495	-2,116
Net interest income	-985	-697	-743
Total net revenue	-3,718	-3,192	-2,859
Provision for credit losses	0	0	0
Noninterest expense	0	0	0
Income before income tax expense	-3,718	-3,192	-2,859
Income tax expense/(benefit)	-3,718	-3,192	-2,859
Net income	0	0	0
Average common equity	$0	$0	$0

Parent_Company_Statements_of_I

Parent Company - Statements of Income (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Income
Other income/(loss)	$50,571	$53,287	$52,121
Total net revenue	94,205	96,606	97,031
Expense
Other interest expense	7,897	9,350	11,043
Other Noninterest Expense	11,146	20,398	14,989
Income tax benefit	-8,030	-7,991	-7,633
Net income	21,762	17,923	21,284
Other comprehensive income/(loss)	990	-2,903	3,158
Comprehensive income	22,752	15,020	24,442
JPMorgan Chase & Co.
Income
Interest income from subsidiaries and third parties	378	757	1,041
Other interest income	284	303	293
Other income/(loss)	508	-1,380	579
Total net revenue	16,717	4,114	10,859
Expense
Interest expense to subsidiaries and affiliates	169	309	836
Other interest expense	3,645	4,031	4,679
Other Noninterest Expense	827	9,597	2,399
Total expense	4,641	13,937	7,914
Income before income tax benefit and undistributed net income of subsidiaries	12,076	-9,823	2,945
Income tax benefit	1,430	4,301	1,665
Equity in undistributed net income of subsidiaries	8,256	23,445	16,674
Net income	21,762	17,923	21,284
Other comprehensive income/(loss)	990	-2,903	3,158
Comprehensive income	22,752	15,020	24,442
JPMorgan Chase & Co. | Bank and Bank Holding Company Subsidiaries
Income
Dividends from subsidiaries and affiliates	0	1,175	4,828
Other income(loss) from subsidiaries and third parties	779	318	939
JPMorgan Chase & Co. | Nonbank Subsidiaries
Income
Dividends from subsidiaries and affiliates	14,716	876	1,972
Other income(loss) from subsidiaries and third parties	$52	$2,065	$1,207

Parent_Company_Balance_Sheets_

Parent Company - Balance Sheets (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Cash and due from banks	$27,831	$39,771	$53,723	$59,602
Trading assets	398,988	374,664
Available-for-sale securities	298,752	329,977
Loans	757,336	738,418
Other assets	102,950	110,101
Total assets	2,573,126	2,415,689	2,359,141
Liabilities and stockholders equity
Total liabilities	2,341,061	2,204,511
Total stockholders' equity	232,065	211,178
Total liabilities and stockholders’ equity	2,573,126	2,415,689
JPMorgan Chase & Co.
Assets
Cash and due from banks	211	264	216	132
Deposits with banking subsidiaries	95,884	64,843
Trading assets	18,222	13,727
Available-for-sale securities	3,321	15,228
Loans	2,260	2,829
Other assets	18,645	18,877
Total assets	482,222	454,195
Liabilities and stockholders equity
Borrowings from, and payables to, subsidiaries and affiliates	17,442	14,328
Other borrowed funds, primarily commercial paper	49,586	55,454
Other Liabilities	11,918	11,367
Long-term debt	171,211	161,868
Total liabilities	250,157	243,017
Total stockholders' equity	232,065	211,178
Total liabilities and stockholders’ equity	482,222	454,195
JPMorgan Chase & Co. | Bank and Bank Holding Company Subsidiaries
Assets
Advances to, and receivables from, subsidiaries	33,810	21,693
Investments (at equity) in subsidiaries and affiliates	216,070	196,950
JPMorgan Chase & Co. | Nonbank Subsidiaries
Assets
Advances to, and receivables from, subsidiaries	52,626	68,788
Investments (at equity) in subsidiaries and affiliates	$41,173	$50,996

Parent_Company_Statements_of_C

Parent Company - Statements of Cash Flows (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Operating activities
Net income	$21,762	$17,923	$21,284
Other, net	442	-2,037	-3,613
Net cash provided by operating activities	36,593	107,953	25,079
Investing activities
Available-for-sale securities: Proceeds from sales and maturities	90,664	89,631	112,633
Available-for-sale securities: Purchases	-121,504	-130,266	-189,630
Other changes in loans, net	-51,749	-23,721	-30,491
All other investing activities, net	1,338	-679	-3,400
Net cash used in investing activities	-165,636	-150,501	-119,825
Financing activities
Net change in other borrowed funds	9,242	2,784	9,315
Proceeds from the issuance of long-term debt	78,515	83,546	86,271
Payments of long-term debt	-65,275	-60,497	-96,473
Excess tax benefits related to stock-based compensation	407	137	255
Proceeds from issuance of preferred stock	8,847	3,873	1,234
Redemption of preferred stock	0	-1,800	0
Treasury stock and warrants repurchased	-4,760	-4,789	-1,653
Dividends paid	-6,990	-6,056	-5,194
All other financing activities, net	-1,175	-1,050	-189
Net cash provided by financing activities	118,228	28,324	87,707
Net decrease in cash and due from banks	-11,940	-13,952	-5,879
Cash and due from banks at the beginning of the period	39,771	53,723	59,602
Cash and due from banks at the end of the period	27,831	39,771	53,723
Cash interest paid	8,194	9,573	11,161
JPMorgan Chase & Co.
Operating activities
Net income	21,762	17,923	21,284
Less: Net income of subsidiaries and affiliates	22,972	25,496	23,474
Parent company net loss	-1,210	-7,573	-2,190
Cash Dividends from Subsidiaries and Affiliates	14,714	1,917	6,798
Other, net	-1,698	3,180	2,376
Net cash provided by operating activities	11,806	-2,476	6,984
Investing activities
Net change in: Deposits with banking subsidiaries	-31,040	10,679	16,100
Available-for-sale securities: Proceeds from sales and maturities	12,076	61	621
Available-for-sale securities: Purchases	0	-12,009	-364
Other changes in loans, net	-319	-713	-350
Advances to and investments in subsidiaries and affiliates, net	3,306	14,469	9,497
All other investing activities, net	32	22	25
Net cash used in investing activities	-15,945	12,509	25,529
Financing activities
Net change in borrowings from subsidiaries and affiliates	4,454	-2,715	-14,038
Net change in other borrowed funds	-5,778	-7,297	3,736
Proceeds from the issuance of long-term debt	40,284	31,303	28,172
Payments of long-term debt	-31,050	-21,510	-44,240
Excess tax benefits related to stock-based compensation	407	137	255
Proceeds from issuance of preferred stock	8,847	3,873	1,234
Redemption of preferred stock	0	-1,800	0
Treasury stock and warrants repurchased	-4,760	-4,789	-1,653
Dividends paid	-6,990	-6,056	-5,194
All other financing activities, net	-1,328	-1,131	-701
Net cash provided by financing activities	4,086	-9,985	-32,429
Net decrease in cash and due from banks	-53	48	84
Cash and due from banks at the beginning of the period	264	216	132
Cash and due from banks at the end of the period	211	264	216
Cash interest paid	3,921	4,409	5,690
Cash income taxes paid, net	$200	$2,390	$3,080

Parent_Company_Supplemental_In

Parent Company - Supplemental Information (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	$38,382,000,000
2016	50,000,000,000
2017	42,000,000,000
2018	35,300,000,000
2019	28,200,000,000
JPMorgan Chase & Co.
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	24,437,000,000
2016	25,500,000,000
2017	23,000,000,000
2018	19,300,000,000
2019	11,300,000,000
Subsidiaries | JPMorgan Chase & Co.
Condensed Financial Statements, Captions [Line Items]
Dividends from guaranteed capital debt securities	$2,000,000	$5,000,000	$12,000,000