JPMorgan Chase & Co. (JPM) 10-Q 5 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015
Document and Entity Information [Abstract]
Entity Registrant Name	JPMORGAN CHASE & CO
Entity Central Index Key	19617
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
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 Common Stock Shares Outstanding	3,711,087,151

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Revenue
Investment banking fees	$1,794		$1,420
Principal transactions	3,655		3,322
Lending- and deposit-related fees	1,363		1,405
Asset management, administration and commissions	3,807		3,836
Securities gains	52	[1]	30	[1]
Mortgage fees and related income	705		514
Card income	1,431		1,408
Other income	582		613
Noninterest revenue	13,389		12,548
Interest income	12,565		12,793
Interest expense	1,888		2,126
Net interest income	10,677		10,667
Total net revenue	24,066		23,215
Provision for credit losses	959		850
Noninterest expense
Compensation expense	8,043		7,859
Occupancy expense	933		952
Technology, communications and equipment expense	1,491		1,411
Professional and outside services	1,634		1,786
Marketing	591		564
Other expense	2,191		2,064
Total noninterest expense	14,883		14,636
Income before income tax expense	8,224		7,729
Income tax expense	2,310		2,460
Net income	5,914		5,269
Net income applicable to common stockholders	5,452		4,893
Net income per common share data
Basic earnings per share (in dollars per share)	$1.46		$1.29
Diluted earnings per share (in dollars per share)	$1.45		$1.28
Weighted-average basic shares (in shares)	3,725.30		3,787.20
Weighted-average diluted shares (in shares)	3,757.50		3,823.60
Cash dividends declared per common share (in dollars per share)	$0.40		$0.38
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income	$1		$3
[1]	(a)The Firm recognized other-than-temporary impairment (“OTTI”) losses of $1 million and $3 million for the three months ended March 31, 2015, and 2014, respectively.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$5,914	$5,269
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	89	994
Translation adjustments, net of hedges	-10	-2
Cash flow hedges	77	59
Defined benefit pension and OPEB plans	85	26
Total other comprehensive income, after–tax	241	1,077
Comprehensive income	$6,155	$6,346

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Cash and due from banks	$22,821		$27,831
Deposits with banks	506,383		484,477
Federal funds sold and securities purchased under resale agreements (included $29,299 and $28,585 at fair value)	219,344		215,803
Securities borrowed (included $792 and $992 at fair value)	108,376		110,435
Trading assets (included assets pledged of $129,572 and $125,034)	398,981		398,988
Securities (included $281,872 and $298,752 at fair value and assets pledged of $30,632 and $24,912)	331,136		348,004
Loans (included $2,290 and $2,611 at fair value)	764,185		757,336
Allowance for loan losses	-14,065		-14,185
Loans, net of allowance for loan losses	750,120		743,151
Accrued interest and accounts receivable	70,006		70,079
Premises and equipment	14,963		15,133
Goodwill	47,453		47,647
Mortgage servicing rights	6,641		7,436
Other intangible assets	1,128		1,192
Other assets (included $9,119 and $11,909 at fair value and assets pledged of $1,196 and $1,399)	99,796		102,597
Total assets	2,577,148	[1]	2,572,773	[1]
Liabilities
Deposits (included $10,950 and $8,807 at fair value)	1,367,887		1,363,427
Federal funds purchased and securities loaned or sold under repurchase agreements (included $3,628 and $2,979 at fair value)	196,578		192,101
Commercial paper	55,655		66,344
Other borrowed funds (included $14,459 and $14,739 at fair value)	29,035		30,222
Trading liabilities	158,273		152,815
Accounts payable and other liabilities (included $23 and $26 at fair value)	202,157		206,939
Beneficial interests issued by consolidated variable interest entities (included $1,281 and $2,162 at fair value)	51,091		52,362
Long-term debt (included $30,633 and $30,226 at fair value)	280,608		276,836
Total liabilities	2,341,284	[1]	2,341,046	[1]
Commitments and contingencies (see Notes 21 and 23)
Stockholders’ equity
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 2,149,250 and 2,006,250 shares)	21,493		20,063
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	92,245		93,270
Retained earnings	134,048		129,977
Accumulated other comprehensive income	2,430		2,189
Shares held in RSU Trust, at cost (472,953 shares)	-21		-21
Treasury stock, at cost (393,846,744 and 390,144,630 shares)	-18,436		-17,856
Total stockholders’ equity	235,864		231,727
Total liabilities and stockholders’ equity	2,577,148		2,572,773
Assets and liabilities related to VIEs that are consolidated by the Firm
Assets
Trading assets (included assets pledged of $129,572 and $125,034)	7,703		9,090
Loans (included $2,290 and $2,611 at fair value)	67,184		68,880
Other assets (included $9,119 and $11,909 at fair value and assets pledged of $1,196 and $1,399)	2,350		1,815
Total assets	77,237		79,785
Liabilities
Beneficial interests issued by consolidated variable interest entities (included $1,281 and $2,162 at fair value)	51,091		52,362
All other liabilities	911		949
Total liabilities	$52,002		$53,311
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Mar 31, 2015 Dec 31, 2014Assets Trading assets$7,703 $9,090Loans67,184 68,880All other assets2,350 1,815Total assets$77,237 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$51,091 $52,362All other liabilities911 949Total liabilities$52,002 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At March 31, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.0 billion, respectively, related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Assets
Available-for-sale securities	$281,872,000,000	$298,752,000,000
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)	2,149,250	2,006,250
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	472,953
Treasury stock, shares (in shares)	393,846,744	390,144,630
Limited program wide credit enhancement	2,000,000,000	2,000,000,000
Trading assets
Assets
Assets Pledged	129,572,000,000	125,034,000,000
Securities
Assets
Assets Pledged	30,632,000,000	24,912,000,000
Other assets
Assets
Assets Pledged	1,196,000,000	1,399,000,000
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	29,299,000,000	28,585,000,000
Securities borrowed	792,000,000	992,000,000
Available-for-sale securities	281,872,000,000	298,752,000,000
Loans, at fair value	2,290,000,000	2,611,000,000
Liabilities
Deposits	10,950,000,000	8,807,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	3,628,000,000	2,979,000,000
Other borrowed funds	14,459,000,000	14,739,000,000
Accounts payable and other liabilities	23,000,000	26,000,000
Beneficial interests issued by consolidated VIEs, at fair value	1,281,000,000	2,162,000,000
Long-term debt	30,633,000,000	30,226,000,000
Recurring | Other assets
Assets
Other assets at fair value	$9,119,000,000	$11,909,000,000

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (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
Cumulative effect of change in accounting principle at Dec. 31, 2013					($321)
Beginning balance at Dec. 31, 2013		11,158	4,105	93,828	115,756	1,199	-21	-14,847
Balance at beginning of year, adjusted at Dec. 31, 2013					115,435
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		3,925
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				-1,179
Other				-26
Net income	5,269				5,269
Dividends declared:
Preferred stock					-227
Common stock ($0.40 and $0.38 per share)					-1,485
Other comprehensive income	1,077					1,077
Purchase of treasury stock								-386
Reissuance from treasury stock								1,504
Ending balance at Mar. 31, 2014	219,329	15,083	4,105	92,623	118,992	2,276	-21	-13,729
Cumulative effect of change in accounting principle at Dec. 31, 2014					0
Beginning balance at Dec. 31, 2014		20,063	4,105	93,270	129,977	2,189	-21	-17,856
Balance at beginning of year, adjusted at Dec. 31, 2014					129,977
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		1,430
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				-987
Other				-38
Net income	5,914				5,914
Dividends declared:
Preferred stock					-324
Common stock ($0.40 and $0.38 per share)					-1,519
Other comprehensive income	241					241
Purchase of treasury stock								-1,900
Reissuance from treasury stock								1,320
Ending balance at Mar. 31, 2015	$235,864	$21,493	$4,015	$92,245	$134,048	$2,430	($21)	($18,436)

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Dividends declared:
Common stock, dividends, per share	$0.40	$0.38

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Operating activities
Net income	$5,914	$5,269
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	959	850
Depreciation and amortization	1,181	1,208
Deferred tax expense	33	2,832
Investment securities gains	-52	-30
Stock-based compensation	565	618
Originations and purchases of loans held-for-sale	-8,856	-12,926
Proceeds from sales, securitizations and paydowns of loans held-for-sale	10,646	16,898
Net change in:
Trading assets	5,450	4,010
Securities borrowed	2,057	-10,559
Accrued interest and accounts receivable	-27	-9,090
Other assets	-10,199	13,142
Trading liabilities	17,349	-1,951
Accounts payable and other liabilities	-6,482	2,271
Other operating adjustments	-3,659	2,125
Net cash provided by operating activities	14,879	14,667
Investing activities
Net change in deposits with banks	-21,906	-56,480
Net change in federal funds sold and securities purchased under resale agreements	-3,468	-17,092
Held-to-maturity securities:
Proceeds from paydowns and maturities	1,379	639
Purchases	-1,459	-4,649
Available-for-sale securities:
Proceeds from paydowns and maturities	25,221	22,485
Proceeds from sales	6,909	10,906
Purchases	-21,663	-24,775
Proceeds from sales and securitizations of loans held-for-investment	4,661	4,396
Other changes in loans, net	-15,768	-3,260
Net cash provided by business acquisitions or dispositions	1,272	0
All other investing activities, net	672	-580
Net cash used in investing activities	-24,150	-68,410
Financing activities
Net change in deposits	8,967	-5,320
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	4,468	36,263
Net change in commercial paper and other borrowed funds	-11,885	6,486
Net change in beneficial interests issued by consolidated variable interest entities	-510	-3,246
Proceeds from long-term borrowings	28,395	22,064
Payments of long-term borrowings	-22,183	-17,000
Excess tax benefits related to stock-based compensation	262	339
Proceeds from issuance of preferred stock	1,392	3,895
Treasury stock purchased	-1,900	-386
Dividends paid	-1,770	-1,554
All other financing activities, net	-899	-1,223
Net cash provided by financing activities	4,337	40,318
Effect of exchange rate changes on cash and due from banks	-76	-25
Net decrease in cash and due from banks	-5,010	-13,450
Cash and due from banks at the beginning of the period	27,831	39,771
Cash and due from banks at the end of the period	22,821	26,321
Cash interest paid	1,601	1,092
Cash income taxes paid, net	$608	$270

Basis_of_Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of presentation	Basis of presentation
	JPMorgan Chase & Co. (“JPMorgan Chase” or the “Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading global financial services firm and one of the largest banking institutions in the United States of America (“U.S.”), with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing and asset management. For a discussion of the Firm’s business segments, see Note 24.
	The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to accounting principles generally accepted in the U.S. (“U.S. GAAP”). Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities.
	The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information.
	These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase’s Annual Report on Form 10-K for the year ended December 31, 2014, as filed with the U.S. Securities and Exchange Commission (the “2014 Annual Report”).
	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
	Investments in qualified affordable housing projects
	Effective January 1, 2015, the Firm adopted new accounting guidance for investments in affordable housing projects that qualify for the low-income housing tax credit, which impacted the Corporate & Investment Bank (“CIB”). As a result of the adoption of this new guidance, the Firm made an accounting policy election to amortize the initial cost of its qualifying investments in proportion to the tax credits and other benefits received, and to present the amortization as a component of income tax expense (previously such amounts were predominantly presented in other income). The guidance was required to be applied retrospectively and accordingly, certain prior period amounts have been revised to conform with the current period presentation. The cumulative effect on retained earnings was a reduction of $321 million as of January 1, 2014. The adoption of this accounting guidance resulted in an increase of $222 million and $227 million in other income and income tax expense, respectively, which led to an increase of approximately 2% in the effective tax rate for the three months ended March 31, 2014. The impact on net income and earnings per share in prior periods was not material.
	The Firm recognized $377 million and $379 million of tax credits and other tax benefits associated with these investments within Income tax expense for the three months ended March 31, 2015 and 2014, respectively. The amount of amortization of such investments reported in income tax expense under the current period presentation was $274 million and $264 million, for the three months ended March 31, 2015 and 2014, respectively.
	The carrying value of investments in affordable housing projects was $7.1 billion and $7.3 billion at March 31, 2015 and December 31, 2014, respectively. These investments are reported in other assets on the Firm’s Consolidated balance sheets. The amount of commitments related to these investments was $1.7 billion and $1.8 billion at both March 31, 2015 and December 31, 2014. These commitments are reported in accounts payable and other liabilities on the Firm’s Consolidated balance sheets.
	Offsetting assets and liabilities
	U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the balance sheet when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities sold and purchased under repurchase agreements to be presented net when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. For further information on offsetting assets and liabilities, see Note 1 of JPMorgan Chase’s 2014 Annual Report.

Business_Changes_and_Developme

Business Changes and Developments	3 Months Ended
	Mar. 31, 2015
Business Changes and Developments [Abstract]
Business changes and developments	Business changes and developments
	Business events and 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.
	Preferred stock issuances
	During the three months ended March 31, 2015, the Firm issued $1.4 billion of noncumulative preferred stock, and on April 21, 2015, the Firm issued $2.0 billion of noncumulative preferred stock. For further information on the Firm’s preferred stock, see Note 22 of JPMorgan Chase’s 2014 Annual Report.

Fair_Value_Measurement

Fair Value Measurement	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair value measurement	Fair value measurement
	For a discussion of the Firm’s valuation methodologies for assets, liabilities and lending-related commitments measured at fair value and the fair value hierarchy, see Note 3 of JPMorgan Chase’s 2014 Annual Report.
	The following table presents the asset and liabilities reported at fair value as of March 31, 2015, and December 31, 2014, by major product category and fair value hierarchy.
	Assets and liabilities measured at fair value on a recurring basis
		Fair value hierarchy											Derivative netting adjustments
	March 31, 2015 (in millions)	Level 1			Level 2				Level 3							Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	29,299			$	—			$	—		$	29,299
	Securities borrowed	—			792				—				—			792
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			23,873				888				—			24,761
	Residential – nonagency	—			1,466				449				—			1,915
	Commercial – nonagency	—			895				211				—			1,106
	Total mortgage-backed securities	—			26,234				1,548				—			27,782
	U.S. Treasury and government agencies(a)	19,935			7,055				—				—			26,990
	Obligations of U.S. states and municipalities	—			9,178				1,331				—			10,509
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,570				—				—			1,570
	Non-U.S. government debt securities	23,883			32,115				180				—			56,178
	Corporate debt securities	—			28,579				2,759				—			31,338
	Loans(b)	—			21,246				10,763				—			32,009
	Asset-backed securities	—			2,830				1,233				—			4,063
	Total debt instruments	43,818			128,807				17,814				—			190,439
	Equity securities	111,167			563				317				—			112,047
	Physical commodities(c)	3,881			1,169				—				—			5,050
	Other	—			8,830				1,041				—			9,871
	Total debt and equity instruments(d)	158,866			139,369				19,172				—			317,407
	Derivative receivables:
	Interest rate	598			894,227				4,256				(862,933		)	36,148
	Credit	—			60,642				2,694				(61,808		)	1,528
	Foreign exchange	894			223,859				3,204				(202,261		)	25,696
	Equity	—			43,644				2,245				(38,479		)	7,410
	Commodity	199			38,537				452				(28,396		)	10,792
	Total derivative receivables(e)	1,691			1,260,909				12,851				(1,193,877		)	81,574
	Total trading assets	160,557			1,400,278				32,023				(1,193,877		)	398,981
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			65,556				—				—			65,556
	Residential – nonagency	—			42,580				23				—			42,603
	Commercial – nonagency	—			22,507				99				—			22,606
	Total mortgage-backed securities	—			130,643				122				—			130,765
	U.S. Treasury and government agencies(a)	11,915			50				—				—			11,965
	Obligations of U.S. states and municipalities	—			31,199				—				—			31,199
	Certificates of deposit	—			1,023				—				—			1,023
	Non-U.S. government debt securities	22,231			23,626				—				—			45,857
	Corporate debt securities	—			17,191				—				—			17,191
	Asset-backed securities:
	Collateralized loan obligations	—			28,913				770				—			29,683
	Other	—			11,753				111				—			11,864
	Equity securities	2,325			—				—				—			2,325
	Total available-for-sale securities	36,471			244,398				1,003				—			281,872
	Loans	—			68				2,222				—			2,290
	Mortgage servicing rights (“MSRs”)	—			—				6,641				—			6,641
	Other assets:
	Private equity investments(f)	383			254				2,314				—			2,951
	All other	4,026			326				1,816				—			6,168
	Total other assets	4,409			580				4,130				—			9,119
	Total assets measured at fair value on a recurring basis	$	201,437		$	1,675,415		(g)	$	46,019		(g)	$	(1,193,877	)	$	728,994
	Deposits	$	—		$	7,610			$	3,340			$	—		$	10,950
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			3,628				—				—			3,628
	Other borrowed funds	—			13,343				1,116				—			14,459
	Trading liabilities:
	Debt and equity instruments(d)	65,431			18,924				82				—			84,437
	Derivative payables:
Interest rate	659			861,758				3,606				(848,133		)	17,890
Credit	—			60,006				2,419				(61,205		)	1,220
Foreign exchange	880			239,402				2,497				(215,685		)	27,094
Equity	—			47,704				4,990				(39,504		)	13,190
Commodity	124			40,649				1,187				(27,518		)	14,442
Total derivative payables(e)	1,663			1,249,519				14,699				(1,192,045		)	73,836
Total trading liabilities	67,094			1,268,443				14,781				(1,192,045		)	158,273
Accounts payable and other liabilities	—			—				23				—			23
Beneficial interests issued by consolidated VIEs	—			258				1,023				—			1,281
Long-term debt	—			18,630				12,003				—			30,633
Total liabilities measured at fair value on a recurring basis	$	67,094		$	1,311,912			$	32,286			$	(1,192,045	)	$	219,247
	Fair value hierarchy											Derivative netting adjustments
December 31, 2014 (in millions)	Level 1			Level 2				Level 3								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			945,635			(h)	4,149				(916,532		)	(h)	33,725
Credit	—			73,853				2,989				(75,004		)		1,838
Foreign exchange	758			212,153			(h)	2,276				(193,934		)	(h)	21,253
Equity	—			39,937			(h)	2,552				(34,312		)	(h)	8,177
Commodity	247			42,807				599				(29,671		)		13,982
Total derivative receivables(e)	1,478			1,314,385			(h)	12,565				(1,249,453		)	(h)	78,975
Total trading assets	152,791			1,460,596			(h)	35,054				(1,249,453		)	(h)	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				1,914				—				6,162
Total other assets	4,666			2,854				4,389				—				11,909
Total assets measured at fair value on a recurring basis	$	197,652		$	1,750,617		(g)(h)	$	50,457		(g)	$	(1,249,453	)	(h)	$	749,273
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			914,357			(h)	3,523				(900,634		)	(h)	17,745
Credit	—			73,095				2,800				(74,302		)		1,593
Foreign exchange	746			221,066			(h)	2,802				(201,644		)	(h)	22,970
Equity	—			41,925			(h)	4,337				(34,522		)	(h)	11,740
Commodity	141			44,318				1,164				(28,555		)		17,068
Total derivative payables(e)	1,386			1,294,761			(h)	14,626				(1,239,657		)	(h)	71,116
Total trading liabilities	64,300			1,313,474			(h)	14,698				(1,239,657		)	(h)	152,815
Accounts payable and other liabilities	—			—				26				—				26
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		$	1,355,052		(h)	$	32,059			$	(1,239,657	)	(h)	$	211,754
(a)	At March 31, 2015, and December 31, 2014, included total U.S. government-sponsored enterprise obligations of $75.2 billion and $84.1 billion, respectively, which were predominantly mortgage-related.
(b)	At March 31, 2015, and December 31, 2014, included within trading loans were $13.3 billion and $17.0 billion, respectively, of residential first-lien mortgages, and $4.4 billion and $5.8 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. government agencies of $6.0 billion and $7.7 billion, respectively, and reverse mortgages of $2.9 billion and $3.4 billion, respectively.
(c)	Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented.
(d)	Balances reflect the reduction of securities owned (long positions) by the amount of 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 $2.3 billion and $2.5 billion at March 31, 2015, and December 31, 2014, 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 $4.2 billion and $6.0 billion at March 31, 2015, and December 31, 2014, 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 March 31, 2015, and December 31, 2014, the fair values of these investments were $1.8 billion and $1.8 billion, respectively, of which $374 million and $337 million, respectively, were classified in level 2, and $1.4 billion and $1.4 billion, respectively, in level 3.
(h)	The 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 its results of operations.
Transfers between levels for instruments carried at fair value on a recurring basis
For the three months ended March 31, 2015 and 2014, there were no individually significant transfers between levels 1, 2 and 3.
All transfers are assumed to occur at the beginning of the quarterly reporting period in which they occur.
Level 3 valuations
For further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments, see Note 3 of JPMorgan Chase’s 2014 Annual Report.
The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and, for certain instruments, the weighted averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy.
The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. 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 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 top 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 top end of the range presented. The equity volatilities are concentrated at 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)
March 31, 2015 (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	$	6,816			Discounted cash flows	Yield	1		%	–	24%	5		%
						Prepayment speed	0		%	–	20%	7		%
						Conditional default rate	0		%	–	100%	10		%
						Loss severity	0		%	–	100%	27		%
Commercial mortgage-backed securities and loans(b)	4,634				Discounted cash flows	Yield	1		%	–	34%	4		%
						Conditional default rate	0		%	–	100%	7		%
						Loss severity	0		%	–	40%	28		%
Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	6,434				Discounted cash flows	Credit spread	60 bps			–	350 bps	158 bps
						Yield	2		%	–	16%	5		%
	5,268				Market comparables	Price	$	—		–	$139	$	105
Net interest rate derivatives	650				Option pricing	Interest rate correlation	(75		)%	–	93%
						Interest rate spread volatility	0		%	–	60%
Net credit derivatives(b)(c)	275				Discounted cash flows	Credit correlation	40		%	–	90%
Net foreign exchange derivatives	707				Option pricing	Foreign exchange correlation	0		%	–	60%
Net equity derivatives	(2,745		)		Option pricing	Equity volatility	15		%	–	60%
Net commodity derivatives	(735		)		Discounted cash flows	Forward commodity price	$	50		–	$90 per barrel
Collateralized loan obligations	770				Discounted cash flows	Credit spread	275 bps			–	445 bps	296 bps
						Prepayment speed	20%					20		%
						Conditional default rate	2%					2		%
						Loss severity	40%					40		%
	291				Market comparables	Price	$	—		–	$140	$	83
Mortgage servicing rights (“MSRs”)	6,641				Discounted cash flows	Refer to Note 16
Private equity direct investments	1,897				Market comparables	EBITDA multiple	6.9x			–	11.8x	8.5x
						Liquidity adjustment	0		%	–	15%	10		%
Private equity fund investments	417				Net asset value	Net asset value(e)
Long-term debt, other borrowed funds, and deposits(d)	15,195				Option pricing	Interest rate correlation	(75		)%	–	93%
						Interest rate spread volatility	0		%	–	60%
						Foreign exchange correlation	0		%	–	60%
						Equity correlation	(50		)%	–	85%
	1,264				Discounted cash flows	Credit correlation	40		%	–	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 $465 million of credit derivative receivables and $408 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial mortgage-backed securities (“MBS”) and loans.
(c)	The unobservable inputs and associated input ranges for approximately $746 million of credit derivative receivables and $654 million of credit derivative payables with underlying asset-backed securities (“ABS”) risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other.
(d)	Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
(e)	The range has not been disclosed due to the wide range of possible values given the diverse nature of the underlying investments.
Changes in and ranges of unobservable inputs
For a discussion of the impact on fair value of changes in unobservable inputs and the relationships between unobservable inputs as well as a description of attributes of the underlying instruments and external market factors that affect the range of inputs used in the valuation of the Firm’s positions see Note 3 of JPMorgan Chase’s 2014 Annual Report.
Changes in level 3 recurring fair value measurements
The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three months ended March 31, 2015 and 2014. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable parameters to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments.
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at January 1, 2015			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
31-Mar-15																							31-Mar-15					to financial instruments held at March 31, 2015
(in millions)								Purchases(g)			Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	922		$	(53	)		$	74		$	(17	)				$	(40	)	$	2			$	888			$	(52	)
Residential – nonagency	663			(10		)		152			(347		)				(6		)	(3		)		449				(34		)
Commercial – nonagency	306			(11		)		82			(151		)				(8		)	(7		)		211				(16		)
Total mortgage-backed securities	1,891			(74		)		308			(515		)				(54		)	(8		)		1,548				(102		)
Obligations of U.S. states and municipalities	1,273			10				144			(71		)				(25		)	—				1,331				8
Non-U.S. government debt securities	302			1				101			(92		)				(31		)	(101		)		180				1
Corporate debt securities	2,989			(55		)		533			(496		)				(92		)	(120		)		2,759				(26		)
Loans	13,287			(285		)		736			(1,997		)				(469		)	(509		)		10,763				(275		)
Asset-backed securities	1,264			(37		)		559			(521		)				32			(64		)		1,233				(44		)
Total debt instruments	21,006			(440		)		2,381			(3,692		)				(639		)	(802		)		17,814				(438		)
Equity securities	431			38				29			(110		)				(3		)	(68		)		317				31
Other	1,052			8				661			(584		)				(79		)	(17		)		1,041				15
Total trading assets – debt and equity instruments	22,489			(394		)	(c)	3,071			(4,386		)				(721		)	(887		)		19,172				(392		)	(c)
Net derivative receivables:(a)
Interest rate	626			142				309			(74		)				(255		)	(98		)		650				308
Credit	189			77				9			(3		)				19			(16		)		275				75
Foreign exchange	(526		)	827				5			(3		)				201			203				707				779
Equity	(1,785		)	(476		)		208			(289		)				(355		)	(48		)		(2,745		)		(484		)
Commodity	(565		)	(40		)		—			—						(98		)	(32		)		(735		)		(49		)
Total net derivative receivables	(2,061		)	530			(c)	531			(369		)				(488		)	9				(1,848		)		629			(c)
Available-for-sale securities:
Asset-backed securities	908			(9		)		49			(43		)				(24		)	—				881				(4		)
Other	129			—				—			—						(7		)	—				122				—
Total available-for-sale securities	1,037			(9		)	(d)	49			(43		)				(31		)	—				1,003				(4		)	(d)
Loans	2,541			(205		)	(c)	120			(83		)				(151		)	—				2,222				(205		)	(c)
Mortgage servicing rights	7,436			(579		)	(e)	156			(157		)				(215		)	—				6,641				(579		)	(e)
Other assets:
Private equity investments	2,475			36			(c)	—			—						(71		)	(126		)		2,314				21			(c)
All other	1,914			19			(f)	95			(88		)				(124		)	—				1,816				2			(f)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at January 1, 2015			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
31-Mar-15																							31-Mar-15					to financial instruments held at March 31, 2015
(in millions)								Purchases			Sales			Issuances			Settlements
Liabilities:(b)
Deposits	$	2,859		$	92		(c)	$	—		$	—		$	775		$	(115	)	$	(271	)		$	3,340			$	88		(c)
Other borrowed funds	1,453			(119		)	(c)	—			—			1,048			(981		)	(285		)		1,116				(110		)	(c)
Trading liabilities – debt and equity instruments	72			3			(c)	(108		)	126			—			(9		)	(2		)		82				2			(c)
Accounts payable and other liabilities	26			—			(c)	—			—			—			(3		)	—				23				—			(c)
Beneficial interests issued by consolidated VIEs	1,146			(53		)	(c)	—			—			2			(72		)	—				1,023				(47		)	(c)
Long-term debt	11,877			(105		)	(c)	—			(12		)	2,837			(2,371		)	(223		)		12,003				(96		)	(c)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at January 1, 2014			Total realized/unrealized gains/(losses)																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
31-Mar-14																								31-Mar-14					to financial instruments held at March 31, 2014
(in millions)								Purchases(g)				Sales						Settlements
Assets:
Trading assets:
Debt instruments:
Mortgage-backed securities:
U.S. government agencies	$	1,005		$	3			$	331			$	(162	)				$	(27	)	$	—			$	1,150			$	5
Residential – nonagency	726			24				192				(200		)				(12		)	(15		)		715				14
Commercial – nonagency	432			20				321				(294		)				(14		)	—				465				10
Total mortgage-backed securities	2,163			47				844				(656		)				(53		)	(15		)		2,330				29
Obligations of U.S. states and municipalities	1,382			22				—				(185		)				—			—				1,219				9
Non-U.S. government debt securities	143			16				410				(516		)				(1		)	—				52				22
Corporate debt securities	5,920			238				1,197				(1,352		)				(841		)	(289		)		4,873				213
Loans	13,455			319				2,158				(1,794		)				(1,546		)	(71		)		12,521				295
Asset-backed securities	1,272			24				550				(556		)				(20		)	(114		)		1,156				19
Total debt instruments	24,335			666				5,159				(5,059		)				(2,461		)	(489		)		22,151				587
Equity securities	885			81				36				(19		)				(9		)	(89		)		885				70
Physical commodities	4			—				—				—						(1		)	—				3				—
Other	2,000			(97		)		54				(51		)				(28		)	(594		)		1,284				(19		)
Total trading assets – debt and equity instruments	27,224			650			(c)	5,249				(5,129		)				(2,499		)	(1,172		)		24,323				638			(c)
Net derivative receivables:(a)
Interest rate	2,379			24				48				(43		)				(338		)	20				2,090				(342		)
Credit	95			(115		)		58				—						206			—				244				(97		)
Foreign exchange	(1,200		)	(199		)		61				(16		)				49			23				(1,282		)		(349		)
Equity	(1,063		)	71				801				(1,033		)				125			39				(1,060		)		582
Commodity	115			(154		)		1				—						(42		)	22				(58		)		(60		)
Total net derivative receivables	326			(373		)	(c)	969				(1,092		)				—			104				(66		)		(266		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(2		)		—				(2		)				(20		)	63				1,127				(2		)
Other	1,234			(3		)		—				—						(41		)	—				1,190				(3		)
Total available-for-sale securities	2,322			(5		)	(d)	—				(2		)				(61		)	63				2,317				(5		)	(d)
Loans	1,931			32			(c)	684				(142		)				(234		)	—				2,271				28			(c)
Mortgage servicing rights	9,614			(822		)	(e)	195				(188		)				(247		)	—				8,552				(822		)	(e)
Other assets:
Private equity investments	6,474			96			(c)	87				(1,018		)				(304		)	—				5,335				(3		)	(c)
All other	2,589			(34		)	(f)	73				(37		)				(155		)	—				2,436				(44		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at January 1, 2014			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at March 31, 2014					Change in unrealized (gains)/
31-Mar-14																													losses related
(in millions)								Purchases				Sales			Issuances			Settlements											to financial instruments held at March 31, 2014
Liabilities:(b)
Deposits	$	2,255		$	37		(c)	$	—			$	—		$	290		$	(42	)	$	(154	)		$	2,386			$	28		(c)
Other borrowed funds	2,074			39			(c)	—				—			1,333			(2,107		)	196				1,535				113			(c)
Trading liabilities – debt and equity instruments	113			—				(216		)		208			—			(4		)	—				101				—
Accounts payable and other liabilities	—			—				—				—			—			—			—				—				—
Beneficial interests issued by consolidated VIEs	1,240			47			(c)	—				—			78			(205		)	—				1,160				50			(c)
Long-term debt	10,008			102			(c)	—				—			1,832			(1,010		)	271				11,203				129			(c)
(a)	All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty.
(b)	Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) was 15% at March 31, 2015 and December 31, 2014.
(c)	Predominantly reported in principal transactions revenue, except for changes in fair value for Consumer & Community Banking 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 available-for-sale (“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 OCI. Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were $(7) million and $(1) million for the three months ended March 31, 2015 and 2014, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(2) million and $(4) million for the three months ended March 31, 2015 and 2014, 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.
Level 3 analysis
Consolidated balance sheets changes
Level 3 assets (including assets measured at fair value on a nonrecurring basis) were 1.9% of total Firm assets at March 31, 2015. The following describes significant changes to level 3 assets since December 31, 2014, 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 87.
Three months ended March 31, 2015
Level 3 assets were $46.0 billion at March 31, 2015, reflecting a decrease of $4.4 billion from December 31, 2014, largely due to the following:
•	$3.3 billion decrease in trading assets, debt and equity securities predominantly driven by a decrease in trading loans due to sales and a number of transfers from Level 3 to Level 2 as a result of an increase in observability of certain valuation inputs.
Gains and losses
The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. For further information on these instruments, see Changes in level 3 recurring fair value measurements rollforward tables on pages 84–85.
Three months ended March 31, 2015
•	$602 million of net losses and $182 million of net gains on assets and liabilities, respectively, measured at fair value on a recurring basis, none of which were individually significant.
Three months ended March 31, 2014
•	$456 million and $225 million of net losses on assets and liabilities, respectively, measured at fair value on a recurring basis, none of which were individually significant.
Credit & funding adjustments
The following table provides the credit and funding adjustments, excluding the effect of any associated hedging activities, reflected within the Consolidated balance sheets as of the dates indicated.
(in millions)	Mar 31, 2015				Dec 31, 2014
Derivative receivables balance(a)	$	81,574			$	78,975
Derivative payables balance(a)	73,836				71,116
Derivatives CVA(b)	(2,493		)		(2,674		)
Derivatives DVA and FVA(b)(c)	(521		)		(380		)
Structured notes balance(a)(d)	56,042				53,772
Structured notes DVA and FVA(b)(e)	1,300				1,152
(a)	Balances are presented net of applicable credit valuation adjustments (“CVA”) and debit valuation adjustments (“DVA”)/funding valuation adjustments (“FVA”).
(b)	Positive CVA and DVA/FVA represent amounts that increased receivable balances or decreased payable balances; negative CVA and DVA/FVA represent amounts that decreased receivable balances or increased payable balances.
(c)	At March 31, 2015, and December 31, 2014, included derivatives DVA of $727 million and $714 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 March 31, 2015, and December 31, 2014, included $943 million and $943 million, 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 March 31, 2015, and December 31, 2014 included structured notes DVA of $1.5 billion and $1.4 billion, respectively.
The following table provides the impact of credit and funding adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
	Three months ended
	March 31,
(in millions)	2015				2014
Credit adjustments:
Derivatives CVA	$	181			$	(19	)
Derivatives DVA and FVA(a)	(141		)		(125		)
Structured notes DVA and FVA(b)	148				17
(a)	Included derivatives DVA of $13 million and $(94) million for the three months ended March 31, 2015 and 2014, respectively.
(b)	Included structured notes DVA of $108 million and $(115) million for the three months ended March 31, 2015 and 2014, respectively.
Assets and liabilities measured at fair value on a nonrecurring basis
At March 31, 2015 and 2014, assets measured at fair value on a nonrecurring basis were $3.5 billion and $3.8 billion, respectively, which predominantly consisted of loans that had fair value adjustments for the three months ended March 31, 2015 and 2014. At March 31, 2015, $1.3 billion and $2.2 billion of these assets were classified in levels 2 and 3 of the fair value hierarchy, respectively. At March 31, 2014, $333 million and $3.5 billion of these assets were classified in levels 2 and 3 of the fair value hierarchy, respectively. Liabilities measured at fair value on a nonrecurring basis were not significant at March 31, 2015 and 2014. For the three months ended March 31, 2015 and 2014, there were no significant transfers between levels 1, 2, and 3.
Of the $2.2 billion of level 3 assets measured at fair value on a nonrecurring basis as of March 31, 2015:
•	$1.3 billion related to consumer credit card 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;
•	$495 million related to trade finance loans that were reclassified to held-for-sale during the fourth quarter of 2013 and subject to a lower of cost or fair value adjustment. These loans were classified as level 3 as they are valued based on the indicative pricing received from external investors, with a spread and weighted average of 58 bps.
•	$186 million related to residential real estate loans measured at the net realizable value of the underlying collateral (i.e., collateral-dependent loans and other loans charged off in accordance with regulatory guidance). These amounts are classified as level 3 as they are valued using a broker’s price opinion and discounted based upon the Firm’s experience with actual liquidation values. These discounts to the broker price opinions ranged from 8% to 59%, with a weighted average of 22%.
The total change in the recorded value of assets and liabilities for which a fair value adjustment has been included in the Consolidated Statements of Income for the three months ended March 31, 2015 and 2014, related to financial instruments held at those dates, was a reduction of $88 million and $226 million, respectively.
For information about the measurement of impaired collateral-dependent loans, and other loans where the carrying value is based on the fair value of the underlying collateral (e.g., residential mortgage loans charged off in accordance with regulatory guidance), see Note 14 of JPMorgan Chase’s 2014 Annual Report.
Additional disclosures about the fair value of financial instruments that are not carried on the Consolidated balance sheets at fair value
The following table presents the carrying values and estimated fair values at March 31, 2015, and December 31, 2014, of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and information is provided on their classification within the fair value hierarchy. For additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value, see Note 3 of JPMorgan Chase’s 2014 Annual Report.
	March 31, 2015																December 31, 2014
				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	$	22.8		$	22.8		$	—		$	—		$	22.8			$	27.8		$	27.8		$	—		$	—		$	27.8
Deposits with banks	506.4			502.8			3.6			—			506.4				484.5			480.4			4.1			—			484.5
Accrued interest and accounts receivable	70			—			70			0.1			70.1				70.1			—			70			0.1			70.1
Federal funds sold and securities purchased under resale agreements	190			—			190			—			190				187.2			—			187.2			—			187.2
Securities borrowed	107.6			—			107.6			—			107.6				109.4			—			109.4			—			109.4
Securities, held-to-maturity(a)	49.3			—			51.4			—			51.4				49.3			—			51.2			—			51.2
Loans, net of allowance for loan losses(b)	747.8			—			18.3			734.4			752.7				740.5			—			21.8			723.1			744.9
Other	65.8			—			56.5			13.3			69.8				64.7			—			55.7			13.3			69
Financial liabilities
Deposits	$	1,356.90		$	—		$	1,356.00		$	1.2		$	1,357.20			$	1,354.60		$	—		$	1,353.60		$	1.2		$	1,354.80
Federal funds purchased and securities loaned or sold under repurchase agreements	193			—			193			—			193				189.1			—			189.1			—			189.1
Commercial paper	55.7			—			55.7			—			55.7				66.3			—			66.3			—			66.3
Other borrowed funds	14.6			—			14.6			—			14.6				15.5						15.5			—			15.5
Accounts payable and other liabilities	174.5			—			172			2.4			174.4				176.7			—			173.7			2.9			176.6
Beneficial interests issued by consolidated VIEs	49.8			—			47.9			2			49.9				50.2			—			48.2			2			50.2
Long-term debt and junior subordinated deferrable interest debentures(c)	250			—			255.9			3.8			259.7				246.6			—			251.6			3.8			255.4
(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 of JPMorgan Chase’s 2014 Annual Report.
(c)	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.
	March 31, 2015																December 31, 2014
				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		$	—		$	—		$	1.3		$	1.3			$	0.6		$	—		$	—		$	1.6		$	1.6
(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 JPMorgan Chase’s 2014 Annual Report.

Fair_Value_Option

Fair Value Option	3 Months Ended
	Mar. 31, 2015
Fair Value Option [Abstract]
Fair value option	Fair value option
	For a discussion of the primary financial instruments for which the fair value option was previously elected, including the basis for those elections and the determination of instrument-specific credit risk, where relevant, see Note 4 of JPMorgan Chase’s 2014 Annual Report.
	Changes in fair value under the fair value option election
	The following table presents the changes in fair value included in the Consolidated statements of income for the three months ended March 31, 2015 and 2014, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table.
		Three months ended March 31,
		2015													2014
	(in millions)	Principal transactions				All other income				Total changes in fair					Principal transactions				All other income				Total changes in fair value recorded
										value recorded
	Federal funds sold and securities purchased under resale agreements	$	73			$	—			$	73				$	(40	)		$	—			$	(40	)
	Securities borrowed	(2		)		—				(2		)			(3		)		—				(3		)
	Trading assets:
	Debt and equity instruments, excluding loans	380				—				380					230				(2		)	(c)	228
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	152				3			(c)	155					363				9			(c)	372
	Other changes in fair value	127				280			(c)	407					64				292			(c)	356
	Loans:
	Changes in instrument-specific credit risk	1				—				1					8				—				8
	Other changes in fair value	—				—				—					7				—				7
	Other assets	60				6			(d)	66					5				(73		)	(d)	(68		)
	Deposits(a)	(125		)		—				(125		)			(104		)		—				(104		)
	Federal funds purchased and securities loaned or sold under repurchase agreements	(9		)		—				(9		)			(16		)		—				(16		)
	Other borrowed funds(a)	(9		)		—				(9		)			(260		)		—				(260		)
	Trading liabilities	(2		)		—				(2		)			(6		)		—				(6		)
	Beneficial interests issued by consolidated VIEs	18				—				18					(89		)		—				(89		)
	Other liabilities	—				—				—					—				—				—
	Long-term debt:
	Changes in instrument-specific credit risk(a)	116				—				116					(77		)		—				(77		)
	Other changes in fair value(b)	(378		)		—				(378		)			(18		)		—				(18		)
	(a)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $108 million and $(115) million for the three months ended March 31, 2015 and 2014, 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 March 31, 2015, and December 31, 2014, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected.
		March 31, 2015											December 31, 2014
	(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	$	3,718			$	858		$	(2,860	)		$	3,847			$	905		$	(2,942	)
	Loans	7				7			—				7				7			—
	Subtotal	3,725				865			(2,860		)		3,854				912			(2,942		)
	All other performing loans
	Loans reported as trading assets	32,983				31,151			(1,832		)		37,608				35,462			(2,146		)
	Loans	2,111				2,104			(7		)		2,397				2,389			(8		)
	Total loans	$	38,819			$	34,120		$	(4,699	)		$	43,859			$	38,763		$	(5,096	)
	Long-term debt
	Principal-protected debt	$	14,613		(c)	$	15,357		$	744			$	14,660		(c)	$	15,484		$	824
	Nonprincipal-protected debt(b)	NA				15,276			NA				NA				14,742			NA
	Total long-term debt	NA				$	30,633		NA				NA				$	30,226		NA
	Long-term beneficial interests
	Nonprincipal-protected debt(b)	NA				$	1,281		NA				NA				$	2,162		NA
	Total long-term beneficial interests	NA				$	1,281		NA				NA				$	2,162		NA
	(a)	There were no performing loans that were ninety days or more past due as of March 31, 2015, and December 31, 2014, 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 March 31, 2015, and December 31, 2014, the contractual amount of letters of credit for which the fair value option was elected was $4.4 billion and $4.5 billion, respectively, with a corresponding fair value of $(139) million and $(147) million, respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29 of JPMorgan Chase’s 2014 Annual Report, and Note 21.
	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.
		March 31, 2015													December 31, 2014
	(in millions)	Long-term debt			Other borrowed funds			Deposits			Total				Long-term debt			Other borrowed funds			Deposits			Total
	Risk exposure
	Interest rate	$	10,942		$	154		$	3,216		$	14,312			$	10,858		$	460		$	2,119		$	13,437
	Credit	4,120			426			—			4,546				4,023			450			—			4,473
	Foreign exchange	2,113			242			18			2,373				2,150			211			17			2,378
Equity	12,430			12,464			4,596			29,490				12,348			12,412			4,415			29,175
Commodity	763			764			2,851			4,378				710			644			2,012			3,366
Total structured notes	$	30,368		$	14,050		$	10,681		$	55,099			$	30,089		$	14,177		$	8,563		$	52,829

Derivative_Instruments

Derivative Instruments	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative instruments	Derivative instruments
	JPMorgan Chase makes markets in derivatives for customers and also uses derivatives to hedge or manage its own risk exposures. For a further discussion of the Firm’s use of and accounting policies regarding derivative instruments, see Note 6 of JPMorgan Chase’s 2014 Annual Report.
	The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage certain risks associated with specified assets or liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes.
	The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category.
	Type of Derivative	Use of Derivative	Designation and disclosure	Affected	10-Q page reference
				segment or unit
	Manage specifically identified risk exposures in qualifying hedge accounting relationships:
	◦ Interest rate	Hedge fixed rate assets and liabilities	Fair value hedge	Corporate	97
	◦ Interest rate	Hedge floating rate assets and liabilities	Cash flow hedge	Corporate	98
	◦	Hedge foreign currency-denominated assets and liabilities	Fair value hedge	Corporate	97
	Foreign exchange
	◦	Hedge forecasted revenue and expense	Cash flow hedge	Corporate	98
	Foreign exchange
	◦	Hedge the value of the Firm’s investments in non-U.S. subsidiaries	Net investment hedge	Corporate	99
	Foreign exchange
	◦	Hedge commodity inventory	Fair value hedge	CIB	97
	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	99
	Interest rate
	◦	Manage the credit risk of wholesale lending exposures	Specified risk management	CIB	99
	Credit
	◦	Manage the risk of certain commodities-related contracts and investments	Specified risk management	CIB	99
	Commodity
	◦	Manage the risk of certain other specified assets and liabilities	Specified risk management	Corporate	99
	Interest rate and foreign exchange
	Market-making derivatives and other activities:
	◦	Market-making and related risk management	Market-making and other	CIB	99
	Various
	◦	Other derivatives	Market-making and other	CIB, Corporate	99
	Various
	Notional amount of derivative contracts
	The following table summarizes the notional amount of derivative contracts outstanding as of March 31, 2015, and December 31, 2014.
		Notional amounts(b)
	(in billions)	31-Mar-15			31-Dec-14
	Interest rate contracts
	Swaps	$	24,446		$	29,734
	Futures and forwards	9,572			10,189
	Written options	3,618			3,903
	Purchased options	3,968			4,259
	Total interest rate contracts	41,604			48,085
	Credit derivatives(a)	3,991			4,249
	Foreign exchange contracts
	Cross-currency swaps	3,184			3,346
	Spot, futures and forwards	4,809			4,669
	Written options	811			790
	Purchased options	803			780
	Total foreign exchange contracts	9,607			9,585
	Equity contracts
	Swaps	199			206
	Futures and forwards	69			50
	Written options	416			432
	Purchased options	363			375
	Total equity contracts	1,047			1,063
	Commodity contracts
	Swaps	126			126
	Spot, futures and forwards	178			193
	Written options	180			181
	Purchased options	190			180
	Total commodity contracts	674			680
	Total derivative notional amounts	$	56,923		$	63,662
	(a)	For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on pages 100–101 of this Note.
	(b)	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 March 31, 2015 and December 31, 2014, 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-Mar-15	Not designated as hedges				Designated as hedges			Total derivative receivables				Net derivative receivables(b)				Not designated as hedges				Designated			Total derivative payables				Net derivative payables(b)
(in millions)																				as hedges
Trading assets and liabilities
Interest rate	$	892,648			$	6,433		$	899,081			$	36,148			$	862,785			$	3,238		$	866,023			$	17,890
Credit	63,336				—			63,336				1,528				62,425				—			62,425				1,220
Foreign exchange	224,698				3,259			227,957				25,696				241,606				1,173			242,779				27,094
Equity	45,889				—			45,889				7,410				52,694				—			52,694				13,190
Commodity	38,849				339			39,188				10,792				41,892				68			41,960				14,442
Total fair value of trading assets and liabilities	$	1,265,420			$	10,031		$	1,275,451			$	81,574			$	1,261,402			$	4,479		$	1,265,881			$	73,836
	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			Total derivative payables				Net derivative payables(b)
(in millions)																				as hedges
Trading assets and liabilities
Interest rate	$	944,885		(c)	$	5,372		$	950,257		(c)	$	33,725			$	915,368		(c)	$	3,011		$	918,379		(c)	$	17,745
Credit	76,842				—			76,842				1,838				75,895				—			75,895				1,593
Foreign exchange	211,537			(c)	3,650			215,187			(c)	21,253				223,988			(c)	626			224,614			(c)	22,970
Equity	42,489			(c)	—			42,489			(c)	8,177				46,262			(c)	—			46,262			(c)	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	$	1,318,904		(c)	$	9,524		$	1,328,428		(c)	$	78,975			$	1,306,968		(c)	$	3,805		$	1,310,773		(c)	$	71,116
(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.
(c)	The prior period amounts have been revised to conform with the current period presentation. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
The following table presents, as of March 31, 2015 and December 31, 2014, 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.
		31-Mar-15											31-Dec-14
(in millions)		Gross derivative receivables			Amounts netted on the Consolidated balance sheets				Net derivative receivables				Gross derivative receivables				Amounts netted				Net derivative receivables
																	on the Consolidated balance sheets
U.S. GAAP nettable derivative receivables
Interest rate contracts:
OTC		$	557,852		$	(528,790	)		$	29,062			$	542,107		(c)	$	(514,914	)	(c)	$	27,193
OTC–cleared		334,188			(334,143		)		45				401,656				(401,618		)		38
Exchange-traded(a)		—			—				—				—				—				—
Total interest rate contracts		892,040			(862,933		)		29,107				943,763			(c)	(916,532		)	(c)	27,231
Credit contracts:
OTC		51,432			(50,822		)		610				66,636				(65,720		)		916
OTC–cleared		11,017			(10,986		)		31				9,320				(9,284		)		36
Total credit contracts		62,449			(61,808		)		641				75,956				(75,004		)		952
Foreign exchange contracts:
OTC		220,375			(202,176		)		18,199				208,803			(c)	(193,900		)	(c)	14,903
OTC–cleared		85			(85		)		—				36				(34		)		2
Exchange-traded(a)		—			—				—				—				—				—
Total foreign exchange contracts		220,460			(202,261		)		18,199				208,839			(c)	(193,934		)	(c)	14,905
Equity contracts:
OTC		25,632			(24,554		)		1,078				23,258				(22,826		)		432
OTC–cleared		—			—				—				—				—				—
Exchange-traded(a)		16,516			(13,925		)		2,591				13,840			(c)	(11,486		)	(c)	2,354
Total equity contracts		42,148			(38,479		)		3,669				37,098			(c)	(34,312		)	(c)	2,786
Commodity contracts:
OTC		19,526			(10,757		)		8,769				22,555				(14,327		)		8,228
OTC–cleared		—			—				—				—				—				—
Exchange-traded(a)		18,501			(17,639		)		862				19,500				(15,344		)		4,156
Total commodity contracts		38,027			(28,396		)		9,631				42,055				(29,671		)		12,384
Derivative receivables with appropriate legal opinion		$	1,255,124		$	(1,193,877	)	(b)	$	61,247			$	1,307,711		(c)	$	(1,249,453	)	(b)(c)	$	58,258
Derivative receivables where an appropriate legal opinion has not been either sought or obtained		20,327							20,327				20,717								20,717
Total derivative receivables recognized on the Consolidated balance sheets		$	1,275,451						$	81,574			$	1,328,428		(c)					$	78,975
(a)	Exchange-traded derivative amounts that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $78.2 billion and $74.0 billion at March 31, 2015 and December 31, 2014, respectively.
(c)	The prior period amounts have been revised to conform with the current period presentation with a corresponding impact to the table below. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
The following table presents, as of March 31, 2015 and December 31, 2014, 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.
		31-Mar-15											31-Dec-14
(in millions)		Gross derivative payables			Amounts netted on the Consolidated balance sheets				Net derivative payables				Gross derivative payables				Amounts netted				Net derivative payables
																	on the Consolidated balance sheets
U.S. GAAP nettable derivative payables
Interest rate contracts:
OTC		$	533,216		$	(518,203	)		$	15,013			$	515,904		(c)	$	(503,384	)	(c)	$	12,520
OTC–cleared		331,073			(329,930		)		1,143				398,518				(397,250		)		1,268
Exchange-traded(a)		—			—				—				—				—				—
Total interest rate contracts		864,289			(848,133		)		16,156				914,422			(c)	(900,634		)	(c)	13,788
Credit contracts:
OTC		50,278			(50,021		)		257				65,432				(64,904		)		528
OTC–cleared		11,184			(11,184		)		—				9,398				(9,398		)		—
Total credit contracts		61,462			(61,205		)		257				74,830				(74,302		)		528
Foreign exchange contracts:
OTC		236,193			(215,560		)		20,633				217,998			(c)	(201,578		)	(c)	16,420
OTC–cleared		125			(125		)		—				66				(66		)		—
Exchange-traded(a)		—			—				—				—				—				—
Total foreign exchange contracts		236,318			(215,685		)		20,633				218,064			(c)	(201,644		)	(c)	16,420
Equity contracts:
OTC		32,341			(25,579		)		6,762				27,908				(23,036		)		4,872
OTC–cleared		—			—				—				—				—				—
Exchange-traded(a)		15,097			(13,925		)		1,172				12,864			(c)	(11,486		)	(c)	1,378
Total equity contracts		47,438			(39,504		)		7,934				40,772			(c)	(34,522		)	(c)	6,250
Commodity contracts:
OTC		22,060			(9,879		)		12,181				25,129				(13,211		)		11,918
OTC–cleared		—			—				—				—				—				—
Exchange-traded(a)		17,933			(17,639		)		294				18,486				(15,344		)		3,142
Total commodity contracts		39,993			(27,518		)		12,475				43,615				(28,555		)		15,060
Derivative payables with appropriate legal opinions		$	1,249,500		$	(1,192,045	)	(b)	$	57,455			$	1,291,703		(c)	$	(1,239,657	)	(b)(c)	$	52,046
Derivative payables where an appropriate legal opinion has not been either sought or obtained		16,381							16,381				19,070								19,070
Total derivative payables recognized on the Consolidated balance sheets		$	1,265,881						$	73,836			$	1,310,773		(c)					$	71,116
(a)	Exchange-traded derivative balances that relate to futures contracts are settled daily.
(b)	Included cash collateral netted of $76.3 billion and $64.2 billion related to OTC and OTC-cleared derivatives at March 31, 2015 and December 31, 2014, respectively.
(c)	The prior period amounts have been revised to conform with the current period presentation with a corresponding impact to the table above. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
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 March 31, 2015 and December 31, 2014, 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
	31-Mar-15											31-Dec-14
(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	$	61,247		$	(15,630	)	(a)	$	45,617			$	58,258		$	(16,194	)	(a)	$	42,064
Derivative payable collateral(b)
	31-Mar-15											31-Dec-14
(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	$	57,455		$	(12,983	)	(a)	$	44,472			$	52,046		$	(10,505	)	(a)	$	41,541
(a)	Represents liquid security collateral as well as cash collateral held at third party custodians. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty.
(b)	Derivative payable collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments.
(c)	Net amount represents exposure of counterparties to the Firm.
Liquidity risk and credit-related contingent features
For a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts, see Note 6 of JPMorgan Chase’s 2014 Annual Report.
The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at March 31, 2015, and December 31, 2014.
OTC and OTC-cleared derivative payables containing downgrade triggers
(in millions)	31-Mar-15			31-Dec-14
Aggregate fair value of net derivative payables	$	37,439		$	32,303
Collateral posted	31,256			27,585
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 March 31, 2015 and December 31, 2014, 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 in termination payments 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
	31-Mar-15							31-Dec-14
(in millions)	Single-notch downgrade			Two-notch downgrade				Single-notch downgrade			Two-notch downgrade
Amount of additional collateral to be posted upon downgrade(a)	$	1,037		$	3,750			$	1,046		$	3,331
Amount required to settle contracts with termination triggers upon downgrade(b)	291			1,144				366			1,388
(a)	Includes the additional collateral to be posted for initial margin.
(b)	Amounts represent fair values of derivative payables, and do not reflect collateral posted.
Derivatives executed in contemplation of a sale of the underlying financial asset
In certain instances the Firm enters into transactions where it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 12, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP. The amount of such transfers accounted for as a sale where the associated derivative was outstanding at March 31, 2015 was not material.
Impact of derivatives on the Consolidated statements of income
The following tables provide information related to gains and losses recorded on derivatives based on their hedge accounting designation or purpose.
Fair value hedge gains and losses
The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pretax gains/(losses) recorded on such derivatives and the related hedged items for the three months ended March 31, 2015, and 2014, respectively.
	Gains/(losses) recorded in income										Income statement impact due to:
Three months ended March 31, 2015 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
Contract type
Interest rate(a)	$	606		$	(248	)	$	358			$	17		$	341
Foreign exchange(b)	6,475			(6,459		)	16				—			16
Commodity(c)	322			(308		)	14				(6		)	20
Total	$	7,403		$	(7,015	)	$	388			$	11		$	377
	Gains/(losses) recorded in income										Income statement impact due to:
Three months ended March 31, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
Contract type
Interest rate(a)	$	743		$	(407	)	$	336			$	29		$	307
Foreign exchange(b)	(398		)	324			(74		)		—			(74		)
Commodity(c)	180			(138		)	42				15			27
Total	$	525		$	(221	)	$	304			$	44		$	260
(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.
(b)	Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items, due to changes in foreign currency rates, were recorded in principal transactions revenue and net interest income.
(c)	Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value). Gains and losses were recorded in principal transactions revenue.
(d)	Hedge ineffectiveness is the amount by which the gain or loss on the designated derivative instrument does not exactly offset the gain or loss on the hedged item attributable to the hedged risk.
(e)	The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts and time values.
Cash flow hedge gains and losses
The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pretax gains/(losses) recorded on such derivatives, for the three months ended March 31, 2015, and 2014, respectively.
	Gains/(losses) recorded in income and other comprehensive income/(loss)
Three months ended March 31, 2015 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(c)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
													in OCI
													for period
Contract type
Interest rate(a)	$	(149	)	$	—		$	(149	)	$	3		$	152
Foreign exchange(b)	(26		)	—			(26		)	(52		)	(26		)
Total	$	(175	)	$	—		$	(175	)	$	(49	)	$	126
	Gains/(losses) recorded in income and other comprehensive income/(loss)
Three months ended March 31, 2014 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(c)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
													in OCI
													for period
Contract type
Interest rate(a)	$	(26	)	$	—		$	(26	)	$	63		$	89
Foreign exchange(b)	(1		)	—			(1		)	9			10
Total	$	(27	)	$	—		$	(27	)	$	72		$	99
(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, and for forecasted transactions that the Firm determined during the three months ended March 31, 2015, were probable of not occurring, in other 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)	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.
In February, 2015, the Firm announced its plan to reduce non-operating deposits by up to $100 billion by the end of 2015. A portion of these deposits had been designated in cash flow hedges of forecasted interest payments. In the first quarter of 2015, the Firm reclassified approximately $150 million of net losses from accumulated other comprehensive income (“AOCI”) to other income because the Firm determined that it is probable that the forecasted interest payment cash flows will not occur. The Firm did not experience any forecasted transactions that failed to occur for the three months ended March 31, 2014.
Over the next 12 months, the Firm expects that $4 million (after-tax) of net losses recorded in AOCI at March 31, 2015, related to cash flow hedges will be recognized in income. The maximum length of time over which forecasted transactions are hedged is 9 years, and such transactions primarily relate to core lending and borrowing activities.
Net investment hedge gains and losses
The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pretax gains/(losses) recorded on such instruments for the three months ended March 31, 2015, and 2014.
	Gains/(losses) recorded in income and
	other comprehensive income/(loss)
	2015									2014
Three months ended March 31 (in millions)	Excluded components recorded directly					Effective portion recorded in OCI				Excluded components					Effective portion recorded in OCI
	in income(a)									recorded directly
										in income(a)
Foreign exchange derivatives		$	(99	)		$	993				$	(105	)		$	(154	)
(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 other 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 the three months ended March 31, 2015, and 2014.
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
	Three months ended
	March 31,
(in millions)	2015			2014
Contract type
Interest rate(a)	$	683		$	518
Credit(b)	(14		)	(17		)
Foreign exchange(c)	(12		)	—
Commodity(d)	(36		)	183
Total	$	621		$	684
(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 6 for information on principal transactions revenue.
Credit derivatives
For a more detailed discussion of credit derivatives, see Note 6 of JPMorgan Chase’s 2014 Annual Report. 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
March 31, 2015 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(c)				Other protection purchased(d)
				purchased with
				identical underlyings(b)
Credit derivatives
Credit default swaps	$	(1,923,729	)		$	1,950,481		$	26,752			$	17,202
Other credit derivatives(a)	(46,485		)		33,036			(13,449		)		20,114
Total credit derivatives	(1,970,214		)		1,983,517			13,303				37,316
Credit-related notes	(20		)		—			(20		)		4,342
Total	$	(1,970,234	)		$	1,983,517		$	13,283			$	41,658
	Maximum payout/Notional amount
December 31, 2014 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(c)				Other protection purchased(d)
				purchased with
				identical underlyings(b)
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
(a)	Other credit derivatives predominantly consists of credit swap options.
(b)	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.
(c)	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.
(d)	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 and credit-related notes as of March 31, 2015, and December 31, 2014, 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-Mar-15	<1 year				1–5 years				>5 years				Total				Fair value of receivables(b)				Fair				Net fair value
(in millions)													notional amount								value of payables(b)
Risk rating of reference entity
Investment-grade	$	(301,079	)		$	(1,012,598	)		$	(101,819	)		$	(1,415,496	)		$	23,831			$	(3,289	)		$	20,542
Noninvestment-grade	(140,357		)		(381,359		)		(33,022		)		(554,738		)		20,453				(14,374		)		6,079
Total	$	(441,436	)		$	(1,393,957	)		$	(134,841	)		$	(1,970,234	)		$	44,284			$	(17,663	)		$	26,621
31-Dec-14	<1 year				1–5 years				>5 years				Total				Fair value of receivables(b)				Fair				Net fair value
(in millions)													notional amount								value of payables(b)
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
(a)	The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s.
(b)	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	3 Months Ended
	Mar. 31, 2015
Noninterest Income [Abstract]
Noninterest revenue	Noninterest revenue
	For a discussion of the components of and accounting policies for the Firm’s noninterest revenue, see Note 7 of JPMorgan Chase’s 2014 Annual Report.
	The following table presents the components of investment banking fees.
		Three months ended March 31,
	(in millions)	2015		2014
	Underwriting
	Equity	$	399	$	353
	Debt	853		683
	Total underwriting	1,252		1,036
	Advisory	542		384
	Total investment banking fees	$	1,794	$	1,420
	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 7 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business.
		Three months ended March 31,
	(in millions)	2015		2014
	Trading revenue by instrument type
	Interest rate	$	886	$	355
	Credit	415		526
	Foreign exchange	844		526
	Equity	1,048		805
	Commodity(a)	339		688
	Total trading revenue	3,532		2,900
	Private equity gains(b)	123		422
	Principal transactions	$	3,655	$	3,322
	(a)	Commodity derivatives are frequently used to manage the Firm’s risk exposure to its physical commodities inventories. For gains/(losses) related to commodity fair value hedges, see Note 5.
	(b)	Includes revenue on private equity investments held in the Private Equity business within Corporate, as well as those held in other business segments.
	The following table presents the components of firmwide asset management, administration and commissions.
		Three months ended March 31,
	(in millions)	2015		2014
	Asset management fees
	Investment management fees(a)	$	2,274	$	2,096
	All other asset management fees(b)	99		123
	Total asset management fees	2,373		2,219
	Total administration fees(c)	507		527
	Commission and other fees
	Brokerage commissions	594		632
	All other commissions and fees	333		458
	Total commissions and fees	927		1,090
	Total asset management, administration and commissions	$	3,807	$	3,836
	(a)	Represents fees earned from managing assets on behalf of Firm clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts.
	(b)	Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients.
	(c)	Predominantly includes fees for custody, securities lending, funds services and securities clearance.
	Other income
	Included in other income is operating lease income of $469 million and $398 million for the three months ended March 31, 2015 and 2014, respectively.

Interest_Income_and_Interest_E

Interest Income and Interest Expense	3 Months Ended
	Mar. 31, 2015
Interest Income (Expense), Net [Abstract]
Interest income and interest expense	Interest income and Interest expense
	For a description of JPMorgan Chase’s accounting policies regarding interest income and interest expense, see Note 8 of JPMorgan Chase’s 2014 Annual Report.
	Details of interest income and interest expense were as follows.
		Three months ended
		March 31,
	(in millions)	2015			2014
	Interest income
	Loans	$	7,947		$	8,039
	Taxable securities	1,724			1,902
	Nontaxable securities(a)	398			315
	Total securities	2,122			2,217
	Trading assets	1,734			1,771
	Federal funds sold and securities purchased under resale agreements	396			436
	Securities borrowed(b)	(120		)	(88		)
	Deposits with banks	341			256
	Other assets(c)	145			162
	Total interest income	12,565			12,793
	Interest expense
	Interest-bearing deposits	364			426
	Short-term and other liabilities(d)	332			428
	Long-term debt	1,094			1,167
	Beneficial interests issued by consolidated VIEs	98			105
	Total interest expense	1,888			2,126
	Net interest income	10,677			10,667
	Provision for credit losses	959			850
	Net interest income after provision for credit losses	$	9,718		$	9,817
	(a)	Represents securities which are tax exempt for U.S. federal income tax purposes.
	(b)	Negative interest income for the three months ended March 31, 2015, and 2014, is a result of increased client-driven demand for certain securities combined with the impact of low interest rates. This is matched book activity and the negative interest expense on the corresponding securities loaned is recognized in interest expense and reported within short-term and other liabilities.
	(c)	Largely margin loans.
	(d)	Includes brokerage customer payables.

Pension_and_Other_Postretireme

Pension and Other Postretirement Employee Benefit Plans	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Pension and other postretirement employee benefit plans	Pension and other postretirement employee benefit plans
	For a discussion of JPMorgan Chase’s pension and other postretirement employee benefit (“OPEB”) plans, see Note 9 of JPMorgan Chase’s 2014 Annual Report.
	The following table presents the components of net periodic benefit costs reported in the Consolidated Statements of Income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans.
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Three months ended March 31, (in millions)	2015			2014			2015			2014			2015			2014
	Components of net periodic benefit cost
	Benefits earned during the period	$	85		$	70		$	9		$	9		$	—		$	—
	Interest cost on benefit obligations	125			134			28			34			8			9
	Expected return on plan assets	(232		)	(246		)	(38		)	(44		)	(26		)	(25		)
	Amortization:
	Net (gain)/loss	62			6			9			12			—			—
	Prior service cost/(credit)	(9		)	(10		)	—			—			—			—
	Net periodic defined benefit cost	31			(46		)	8			11			(18		)	(16		)
	Other defined benefit pension plans(a)	3			3			5			2			NA			NA
	Total defined benefit plans	34			(43		)	13			13			(18		)	(16		)
	Total defined contribution plans	89			108			83			80			NA			NA
	Total pension and OPEB cost included in compensation expense	$	123		$	65		$	96		$	93		$	(18	)	$	(16	)
	(a)	Includes various defined benefit pension plans which are individually immaterial.
	The fair values of plan assets for the U.S. defined benefit pension and OPEB plans and for the material non-U.S. defined benefit pension plans were $16.7 billion and $3.7 billion, as of March 31, 2015, and $16.5 billion and $3.7 billion respectively, as of December 31, 2014. See Note 19 for further information on unrecognized amounts (i.e., net loss and prior service costs/(credit)) reflected in AOCI for the three months periods ended March 31, 2015, and 2014.
	The Firm does not anticipate any contribution to the U.S. defined benefit pension plan in 2015 at this time. For 2015, the cost associated with funding benefits under the Firm’s U.S. non-qualified defined benefit pension plans is expected to total $33 million. The 2015 contributions to the non-U.S. defined benefit pension and OPEB plans are expected to be $47 million and $2 million, respectively.

Employee_Stock_Based_Incentive

Employee Stock Based Incentives	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Employee stock-based incentives	Employee stock-based incentives
	For a discussion of the accounting policies and other information relating to employee stock-based incentives, see Note 10 of JPMorgan Chase’s 2014 Annual Report.
	The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated Statements of Income.
		Three months ended
		March 31,
	(in millions)	2015		2014
	Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$	292	$	410
	Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	273		208
	Total noncash compensation expense related to employee stock-based incentive plans	$	565	$	618
	In the first quarter of 2015, in connection with its annual incentive grant for the 2014 performance year, the Firm granted 34 million RSUs with a weighted-average grant date fair value of $55.91 per RSU.

Noninterest_Expense

Noninterest Expense	3 Months Ended
	Mar. 31, 2015
Noninterest Expense [Abstract]
Noninterest expense	Noninterest expense
	The following table presents the components of noninterest expense.
		Three months ended March 31,
	(in millions)	2015		2014
	Compensation expense	$	8,043	$	7,859
	Noncompensation expense:
	Occupancy expense	933		952
	Technology, communications and equipment expense	1,491		1,411
	Professional and outside services	1,634		1,786
	Marketing	591		564
	Other expense(a)(b)	2,191		2,064
	Total noncompensation expense	6,840		6,777
	Total noninterest expense	$	14,883	$	14,636
	(a)	Included firmwide legal expense of $687 million for the three months ended March 31, 2015. Firmwide legal expense was not material for the three months ended March 31, 2014.
	(b)	Included Federal Deposit Insurance Corporation-related (“FDIC”) expense of $318 million and $293 million for the three months ended March 31, 2015, and 2014, respectively.

Securities

Securities	3 Months Ended
	Mar. 31, 2015
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 the Chief Investment Office (“CIO”) in connection with its asset-liability management objectives. At March 31, 2015, the average credit rating of the debt securities comprising the investment securities portfolio was AA+ (based upon external ratings where available, and where not available, based primarily upon internal ratings which correspond to ratings as defined by S&P and Moody’s). For additional information regarding the investment securities portfolio, see Note 12 of JPMorgan Chase’s 2014 Annual Report.
	Securities gains and losses
	The following table presents realized gains and losses and other-than-temporary impairment losses (“OTTI”) from AFS securities that were recognized in income.
		Three months
		ended March 31,
	(in millions)	2015			2014
	Realized gains	$	92		$	148
	Realized losses	(39		)	(115		)
	OTTI losses	(1		)	(3		)
	Net securities gains	$	52		$	30
	OTTI losses
	Credit-related losses recognized in income	(1		)	—
	Securities the Firm intends to sell	—			(3		)
	Total OTTI losses recognized in income	$	(1	)	$	(3	)
	The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated.
		31-Mar-15														December 31, 2014
	(in millions)	Amortized cost			Gross unrealized gains			Gross unrealized losses				Fair value				Amortized cost			Gross unrealized gains		Gross unrealized losses		Fair value
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies(a)	$	63,165		$	2,443		$	52			$	65,556			$	63,089		$	2,302	$	72	$	65,319
	Residential:
	Prime and Alt-A	6,433			83			22				6,494				5,595			78		29		5,644
	Subprime	633			13			—				646				677			14		—		691
	Non-U.S.	34,555			909			1				35,463				43,550			1,010		—		44,560
	Commercial	22,157			461			12				22,606				20,687			438		17		21,108
	Total mortgage-backed securities	126,943			3,909			87				130,765				133,598			3,842		118		137,322
	U.S. Treasury and government agencies(a)	11,952			29			16				11,965				13,603			56		14		13,645
	Obligations of U.S. states and municipalities	28,922			2,302			25				31,199				27,841			2,243		16		30,068
	Certificates of deposit	1,021			3			1				1,023				1,103			1		1		1,103
	Non-U.S. government debt securities	44,543			1,330			16				45,857				51,492			1,272		21		52,743
	Corporate debt securities	16,850			369			28				17,191				18,158			398		24		18,532
	Asset-backed securities:
	Collateralized loan obligations	29,664			131			112				29,683				30,229			147		182		30,194
	Other	11,713			157			6				11,864				12,442			184		11		12,615
	Total available-for-sale debt securities	271,608			8,230			291				279,547				288,466			8,143		387		296,222
	Available-for-sale equity securities	2,309			16			—				2,325				2,513			17		—		2,530
	Total available-for-sale securities	$	273,917		$	8,246		$	291			$	281,872			$	290,979		$	8,160	$	387	$	298,752
	Total held-to-maturity securities(b)	$	49,264		$	2,118		$	12			$	51,370			$	49,252		$	1,902	$	—	$	51,154
	(a)	Included total U.S. government-sponsored enterprise obligations with fair values of $55.0 billion and $59.3 billion at March 31, 2015, and December 31, 2014, respectively.
	(b)	As of March 31, 2015, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $34.2 billion, MBS issued by U.S. government agencies with an amortized cost of $3.4 billion and obligations of U.S. states and municipalities with an amortized cost of $11.6 billion. 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.
	Securities impairment
	The following tables present the fair value and gross unrealized losses for investment securities by aging category at March 31, 2015, and December 31, 2014.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	March 31, 2015 (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	$	858		$	23			$	2,994		$	29		$	3,852		$	52
	Residential:
	Prime and Alt-A	914			7				436			15			1,350			22
	Subprime	—			—				—			—			—			—
	Non-U.S.	597			1				—			—			597			1
	Commercial	4,726			12				—			—			4,726			12
	Total mortgage-backed securities	7,095			43				3,430			44			10,525			87
	U.S. Treasury and government agencies	6,941			16				—			—			6,941			16
	Obligations of U.S. states and municipalities	1,729			22				172			3			1,901			25
	Certificates of deposit	740			1				—			—			740			1
	Non-U.S. government debt securities	2,018			7				721			9			2,739			16
	Corporate debt securities	2,028			26				241			2			2,269			28
	Asset-backed securities:
	Collateralized loan obligations	9,803			28				9,886			84			19,689			112
	Other	2,400			6				—			—			2,400			6
	Total available-for-sale debt securities	32,754			149				14,450			142			47,204			291
Available-for-sale equity securities	—			—				—			—			—			—
Held-to-maturity securities	878			12				—			—			878			12
Total securities with gross unrealized losses	$	33,632		$	161			$	14,450		$	142		$	48,082		$	303
	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
Changes in the credit loss component of credit-impaired debt securities
The following table presents a rollforward for the three months ended March 31, 2015 and 2014, of the credit loss component of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell.
	Three months ended March 31,
(in millions)	2015			2014
Balance, beginning of period	$	3		$	1
Additions:
Newly credit-impaired securities	1			—
Balance, end of period	$	4		$	1
Gross unrealized losses
Gross unrealized losses have generally decreased since December 31, 2014. The Firm has recognized the unrealized losses on securities it intends to sell. As of March 31, 2015, 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 March 31, 2015.
Contractual maturities and yields
The following table presents the amortized cost and estimated fair value at March 31, 2015, 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-Mar-15	year or less									10 years(c)
(in millions)
Available-for-sale debt securities
Mortgage-backed securities(a)
Amortized cost	$	876		$	13,327		$	5,423		$	107,317		$	126,943
Fair value	882			13,628			5,635			110,620			130,765
Average yield(b)	2.38		%	1.73		%	3.28		%	3.03		%	2.9		%
U.S. Treasury and government agencies
Amortized cost	$	600		$	—		$	10,169		$	1,183		$	11,952
Fair value	603			—			10,162			1,200			11,965
Average yield(b)	1.54		%	—		%	0.21		%	0.38		%	0.29		%
Obligations of U.S. states and municipalities
Amortized cost	$	55		$	516		$	1,468		$	26,883		$	28,922
Fair value	55			533			1,551			29,060			31,199
Average yield(b)	2.96		%	5.05		%	4.88		%	6.68		%	6.56		%
Certificates of deposit
Amortized cost	$	969		$	52		$	—		$	—		$	1,021
Fair value	970			53			—			—			1,023
Average yield(b)	3		%	3.28		%	—		%	—		%	3.02		%
Non-U.S. government debt securities
Amortized cost	$	10,455		$	13,934		$	17,842		$	2,312		$	44,543
Fair value	10,481			14,282			18,598			2,496			45,857
Average yield(b)	3.24		%	1.81		%	1.07		%	0.99		%	1.81		%
Corporate debt securities
Amortized cost	$	3,661		$	8,991		$	4,066		$	132		$	16,850
Fair value	3,684			9,208			4,165			134			17,191
Average yield(b)	2.2		%	2.28		%	2.6		%	4.26		%	2.36		%
Asset-backed securities
Amortized cost	$	—		$	1,689		$	18,859		$	20,829		$	41,377
Fair value	—			1,700			18,935			20,912			41,547
Average yield(b)	—		%	1.62		%	1.73		%	1.77		%	1.74		%
Total available-for-sale debt securities
Amortized cost	$	16,616		$	38,509		$	57,827		$	158,656		$	271,608
Fair value	16,675			39,404			59,046			164,422			279,547
Average yield(b)	2.89		%	1.93		%	1.55		%	3.44		%	2.79		%
Available-for-sale equity securities
Amortized cost	$	—		$	—		$	—		$	2,309		$	2,309
Fair value	—			—			—			2,325			2,325
Average yield(b)	—		%	—		%	—		%	0.24		%	0.24		%
Total available-for-sale securities
Amortized cost	$	16,616		$	38,509		$	57,827		$	160,965		$	273,917
Fair value	16,675			39,404			59,046			166,747			281,872
Average yield(b)	2.89		%	1.93		%	1.55		%	3.39		%	2.76		%
Total held-to-maturity securities
Amortized cost	$	—		$	53		$	603		$	48,608		$	49,264
Fair value	—			53			634			50,683			51,370
Average yield(b)	—			4.39		%	4.94		%	4.01		%	4.02%
(a)	U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at March 31, 2015.
(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 five years for U.S. nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie

Securities Financing Activities	3 Months Ended
	Mar. 31, 2015
Securities Financing Transactions Disclosures [Abstract]
Securities financing activities	Securities financing activities
	For a discussion of accounting policies relating to securities financing activities, see Note 13 of JPMorgan Chase’s 2014 Annual Report. For further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected, see Note 4. For further information regarding assets pledged and collateral received in securities financing agreements, see Note 22. Certain prior period amounts for both securities purchased under resale agreements and securities borrowed; and securities sold under repurchase agreements and securities loaned have been revised to conform with the current period presentation. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
	The following table presents as of March 31, 2015, and December 31, 2014, 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.
		March 31, 2015										December 31, 2014
	(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	$	372,595	$	(159,758	)	$	212,837				$	347,142		$	(142,719	)	$	204,423
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	6,127					6,127					10,598						10,598
	Total securities purchased under resale agreements	$	378,722	$	(159,758	)	$	218,964		(a)		$	357,740		$	(142,719	)	$	215,021		(a)
	Securities borrowed	$	108,376	NA			$	108,376		(b)(c)		$	110,435		NA			$	110,435		(b)(c)
	(a)	At March 31, 2015, and December 31, 2014, included securities purchased under resale agreements of $29.3 billion and $28.6 billion, respectively, accounted for at fair value.
	(b)	At March 31, 2015, and December 31, 2014, included securities borrowed of $792 million and $992 million, respectively, accounted for at fair value.
	(c)	Included $23.6 billion and $27.7 billion at March 31, 2015, and December 31, 2014, 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 March 31, 2015, and December 31, 2014, regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		31-Mar-15												31-Dec-14
					Amounts not nettable on the Consolidated balance sheets(a)													Amounts not nettable on
																		the Consolidated balance sheets(a)
	(in millions)	Net asset balance			Financial instruments(b)			Cash collateral			Net exposure			Net asset balance				Financial instruments(b)				Cash collateral			Net exposure
	Securities purchased under resale agreements with an appropriate legal opinion	$	212,837		$	(209,548	)	$	(207	)	$	3,082		$	204,423			$	(201,375	)		$	(246	)	$	2,802
	Securities borrowed	$	84,744		$	(81,603	)	$	—		$	3,141		$	82,748			$	(80,338	)		$	—		$	2,410
	(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 March 31, 2015, and December 31, 2014, 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.
		March 31, 2015										December 31, 2014
	(in millions)	Gross liability balance		Amounts netted			Net liability balance					Gross liability balance			Amounts netted				Net liability balance
				on the Consolidated balance sheets											on the Consolidated balance sheets
	Securities sold under repurchase agreements
	Securities sold under repurchase agreements with an appropriate legal opinion	$	318,721	$	(159,758	)	$	158,963				$	290,529		$	(142,719	)		$	147,810
	Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	17,654					17,654					21,996							21,996
	Total securities sold under repurchase agreements	$	336,375	$	(159,758	)	$	176,617		(c)		$	312,525		$	(142,719	)		$	169,806		(c)
	Securities loaned(b)	$	25,179	NA			$	25,179		(d)(e)		$	25,927		NA				$	25,927		(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 lending transactions of $5.7 billion and $4.1 billion at March 31, 2015, and December 31, 2014, respectively, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets.
	(c)	At March 31, 2015, and December 31, 2014, included securities sold under repurchase agreements of $3.6 billion and $3.0 billion, respectively, accounted for at fair value.
	(d)	There were no securities loaned accounted for at fair value as of March 31, 2015 and December 31, 2014.
	(e)	Included $30 million and $271 million at March 31, 2015, and December 31, 2014, respectively, of securities loaned 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 March 31, 2015, and December 31, 2014, regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		31-Mar-15												31-Dec-14
					Amounts not nettable													Amounts not nettable
					on the Consolidated balance sheets(a)													on the Consolidated
																		balance sheets(a)
	(in millions)	Net liability balance			Financial instruments(b)			Cash collateral			Net amount(c)			Net liability balance				Financial instruments(b)				Cash collateral			Net amount(c)
	Securities sold under repurchase agreements with an appropriate legal opinion	$	158,963		$	(157,232	)	$	(362	)	$	1,369		$	147,810			$	(145,732	)		$	(497	)	$	1,581
	Securities loaned	$	25,149		$	(24,866	)	$	—		$	283		$	25,656			$	(25,287	)		$	—		$	369
	(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.
	Transfers not qualifying for sale accounting
	At both March 31, 2015 and December 31, 2014, the Firm held $13.8 billion 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 and loans, and the corresponding liabilities are recorded predominantly in other borrowed funds on the
	Consolidated balance sheets.

Loans

Loans	3 Months Ended
	Mar. 31, 2015
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
	For a detailed discussion of loans, including accounting policies, see Note 14 of JPMorgan Chase’s 2014 Annual Report. See Note 4 of this Form 10-Q for further information on the Firm’s elections of fair value accounting under the fair value option. See Note 3 of this Form 10-Q for further information on loans carried at fair value and classified as trading assets.
	Loan portfolio
	The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class:
	Consumer, excluding		Credit card		Wholesale(c)
	credit card(a)
	Residential real estate – excluding PCI		• Credit card loans		• Commercial and industrial
	• Home equity – senior lien				• Real estate
	• Home equity – junior lien				• Financial institutions
	• Prime mortgage, including				• Government agencies
	option ARMs				• Other(d)
	• Subprime mortgage
	Other consumer loans
	• Auto(b)
	• Business banking(b)
	• Student and other
	Residential real estate – PCI
	• Home equity
	• Prime mortgage
	• Subprime mortgage
	• Option ARMs
	(a)	Includes loans held in CCB, 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 of JPMorgan Chase’s 2014 Annual Report for additional information on special-purpose entities (“SPEs”).
	The following tables summarize the Firm’s loan balances by portfolio segment.
	March 31, 2015	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	304,917		$	120,835		$	331,219		$	756,971		(b)
	Held-for-sale	298			2,422			2,204			4,924
	At fair value	—			—			2,290			2,290
	Total	$	305,215		$	123,257		$	335,713		$	764,185
	31-Dec-14	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
	(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 $1.2 billion and $1.3 billion at March 31, 2015, and December 31, 2014, 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.
			2015														2014
	Three months ended March 31, (in millions)		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	Purchases		$	1,608		(a)(b)	$	—		$	208		$	1,816			$	1,582		(a)(b)	$	—		$	121		$	1,703
	Sales		1,736				177			2,449			4,362				891				—			2,356			3,247
	Retained loans reclassified to held-for-sale		18				—			320			338				—				—			297			297
	(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 $11.2 billion and $1.7 billion for the three months ended March 31, 2015 and 2014, respectively.
	The following table provides information about gains and losses, including lower of cost or fair value adjustments, on loan sales by portfolio segment.
		Three months ended March 31,
	(in millions)	2015			2014
	Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)(a)
	Consumer, excluding credit card	$	91		$	42
	Credit card	16			—
	Wholesale	(6		)	24
	Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	101		$	66
	(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.
	(in millions)	March 31,			December 31,
		2015			2014
	Residential real estate –
	excluding PCI
	Home equity:
	Senior lien	$	15,922		$	16,367
	Junior lien	34,968			36,375
	Mortgages:
	Prime, including option ARMs	117,275			104,921
	Subprime	4,826			5,056
	Other consumer loans
	Auto	55,455			54,536
	Business banking	20,375			20,058
	Student and other	10,740			10,970
	Residential real estate – PCI
	Home equity	16,638			17,095
	Prime mortgage	9,916			10,220
	Subprime mortgage	3,559			3,673
	Option ARMs	15,243			15,708
	Total retained loans	$	304,917		$	294,979
	For further information on consumer credit quality indicators, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	Residential real estate – excluding PCI loans
	The following table provides information by class for residential real estate – excluding retained PCI loans in the consumer, excluding credit card, portfolio segment.
	Residential real estate – excluding PCI loans
		Home equity														Mortgages
	(in millions, except ratios)	Senior lien							Junior lien							Prime, including							Subprime							Total residential real estate – excluding PCI
																option ARMs
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Loan delinquency(a)
	Current	$	15,315		$	15,730			$	34,235		$	35,575			$	106,791		$	93,951			$	4,122		$	4,296			$	160,463		$	149,552
	30–149 days past due	243			275				469			533				3,568			4,091				433			489				4,713			5,388
	150 or more days past due	364			362				264			267				6,916			6,879				271			271				7,815			7,779
	Total retained loans	$	15,922		$	16,367			$	34,968		$	36,375			$	117,275		$	104,921			$	4,826		$	5,056			$	172,991		$	162,719
	% of 30+ days past due to	3.81		%	3.89		%		2.1		%	2.2		%		1.23		%	1.42		%		14.59		%	15.03		%		2.02		%	2.27		%
	total retained loans(b)
	90 or more days past due and	—			—				—			—				7,291			7,544				—			—				7,291			7,544
	government guaranteed(c)
	Nonaccrual loans	930			938				1,539			1,590				2,119			2,190				1,010			1,036				5,598			5,754
	Current estimated LTV ratios(d)(e)(f)
	Greater than 125% and refreshed
	FICO scores:
	Equal to or greater than 660	$	19		$	21			$	375		$	467			$	103		$	120			$	9		$	10			$	506		$	618
	Less than 660	9			10				112			138				95			103				40			51				256			302
	101% to 125% and refreshed
	FICO scores:
	Equal to or greater than 660	118			134				2,762			3,149				564			648				96			118				3,540			4,049
	Less than 660	59			69				791			923				297			340				241			298				1,388			1,630
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	549			633				6,032			6,481				3,353			3,863				376			432				10,310			11,409
	Less than 660	209			226				1,698			1,780				951			1,026				720			770				3,578			3,802
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	12,760			13,048				19,780			20,030				94,768			81,805				1,540			1,586				128,848			116,469
	Less than 660	2,199			2,226				3,418			3,407				5,089			4,906				1,804			1,791				12,510			12,330
	U.S. government-guaranteed	—			—				—			—				12,055			12,110				—			—				12,055			12,110
	Total retained loans	$	15,922		$	16,367			$	34,968		$	36,375			$	117,275		$	104,921			$	4,826		$	5,056			$	172,991		$	162,719
	Geographic region
	California	$	2,176		$	2,232			$	7,846		$	8,144			$	32,022		$	28,133			$	678		$	718			$	42,722		$	39,227
	New York	2,745			2,805				7,383			7,685				17,483			16,550				650			677				28,261			27,717
	Illinois	1,266			1,306				2,515			2,605				7,657			6,654				199			207				11,637			10,772
	Florida	870			861				1,854			1,923				5,376			5,106				602			632				8,702			8,522
Texas	1,754			1,845				1,057			1,087				5,720			4,935				171			177				8,702			8,044
New Jersey	661			654				2,147			2,233				3,751			3,361				218			227				6,777			6,475
Arizona	893			927				1,533			1,595				2,112			1,805				107			112				4,645			4,439
Washington	487			506				1,168			1,216				2,706			2,410				104			109				4,465			4,241
Michigan	722			736				810			848				1,336			1,203				115			121				2,983			2,908
Ohio	1,117			1,150				741			778				735			615				107			112				2,700			2,655
All other(g)	3,231			3,345				7,914			8,261				38,377			34,149				1,875			1,964				51,397			47,719
Total retained loans	$	15,922		$	16,367			$	34,968		$	36,375			$	117,275		$	104,921			$	4,826		$	5,056			$	172,991		$	162,719
(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.0 billion and $2.6 billion; 30–149 days past due included $3.0 billion and $3.5 billion; and 150 or more days past due included $6.1 billion and $6.0 billion at March 31, 2015, and December 31, 2014, respectively.
(b)	At March 31, 2015, and December 31, 2014, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $9.0 billion and $9.5 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, were 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 March 31, 2015, and December 31, 2014, these balances included $4.0 billion and $4.2 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. There were no loans not insured by U.S. government agencies that are 90 or more days past due and still accruing at March 31, 2015 and December 31, 2014.
(d)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates.
(e)	Junior lien represents combined loan-to-value (“LTV”), which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property.
(f)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
(g)	At both March 31, 2015, and December 31, 2014, included mortgage loans insured by U.S. government agencies of $12.1 billion.
The following tables represent the Firm’s delinquency statistics for junior lien home equity loans and lines as of March 31, 2015, and December 31, 2014.
		Delinquencies																Total 30+ day delinquency rate
31-Mar-15		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)		$	191			$	60			$	134			$	23,335			1.65	%
Beyond the revolving period		108				41				110				8,654				2.99
HELOANs		52				17				20				2,979				2.99
Total		$	351			$	118			$	264			$	34,968			2.1	%
		Delinquencies																Total 30+ day delinquency rate
December 31, 2014		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	%
(a)	These HELOCs are predominantly revolving loans for a 10-year period, after which time the HELOC converts to a loan with a 20-year amortization period, but also include HELOCs originated by Washington Mutual that require interest-only payments beyond the revolving period.
(b)	The Firm manages the risk of HELOCs during their revolving period by closing or reducing the undrawn line to the extent permitted by law when borrowers are experiencing financial difficulty or when the collateral does not support the loan amount.
Home equity lines of credit (“HELOCs”) beyond the revolving period and home equity loans (“HELOANs”) have higher delinquency rates than do HELOCs within the revolving period. That is primarily because the fully-amortizing payment that is generally required for those products is higher than the minimum payment options
available for HELOCs within the revolving period. The higher delinquency rates associated with amortizing HELOCs and HELOANs are factored into the loss estimates produced by the Firm’s delinquency roll-rate methodology, which estimates defaults based on the current delinquency status of a portfolio.
Impaired loans
The table below sets forth information about the Firm’s residential real estate impaired loans, excluding PCI loans. These loans are considered to be impaired as they have been modified in a troubled debt restructuring (“TDR”). All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase’s 2014 Annual Report.
	Home equity														Mortgages														Total residential
																													real estate
(in millions)	Senior lien							Junior lien							Prime, including							Subprime							– excluding PCI
															option ARMs
	Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
	2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
Impaired loans
With an allowance	$	553		$	552			$	724		$	722			$	4,596		$	4,949			$	2,092		$	2,239			$	7,965		$	8,462
Without an allowance(a)	534			549				569			582				1,142			1,196				613			639				2,858			2,966
Total impaired loans(b)(c)	$	1,087		$	1,101			$	1,293		$	1,304			$	5,738		$	6,145			$	2,705		$	2,878			$	10,823		$	11,428
Allowance for loan losses related to impaired loans	$	85		$	84			$	145		$	147			$	120		$	127			$	63		$	64			$	413		$	422
Unpaid principal balance of impaired loans(d)	1,426			1,451				2,546			2,603				7,331			7,813				3,968			4,200				15,271			16,067
Impaired loans on nonaccrual status(e)	623			628				620			632				1,517			1,559				898			931				3,658			3,750
(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 March 31, 2015, Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 11% of junior lien home equity, 23% of prime mortgages, including option ARMs, and 15% of subprime mortgages that were 30 days or more past due.
(b)	At March 31, 2015, and December 31, 2014, $4.8 billion and $4.9 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 March 31, 2015, and December 31, 2014. 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 March 31, 2015, and December 31, 2014, nonaccrual loans included $2.8 billion and $2.9 billion, respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase’s 2014 Annual Report.
The following table present average impaired loans and the related interest income reported by the Firm.
Three months ended March 31,	Average impaired loans							Interest income on							Interest income on impaired
								impaired loans(a)							loans on a cash basis(a)
(in millions)	2015			2014				2015			2014				2015			2014
Home equity
Senior lien	$	1,095		$	1,143			$	13		$	14			$	9		$	9
Junior lien	1,298			1,321				20			21				13			14
Mortgages
Prime, including option ARMs	6,054			6,956				59			68				12			13
Subprime	2,822			3,667				37			49				11			13
Total residential real estate – excluding PCI	$	11,269		$	13,087			$	129		$	152			$	45		$	49
(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.
Three months ended March 31,	2015			2014
(in millions)
Home equity:
Senior lien	$	26		$	27
Junior lien	46			58
Mortgages:
Prime, including option ARMs	63			67
Subprime	19			28
Total residential real estate – excluding PCI	$	154		$	180
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.
Three months ended March 31,	Home equity										Mortgages										Total residential
																					real estate -
	Senior lien					Junior lien					Prime, including option ARMs					Subprime					excluding PCI
	2015		2014			2015		2014			2015		2014			2015		2014			2015		2014
Number of loans approved for a trial modification	356		201			154		184			245		255			422		499			1,177		1,139
Number of loans permanently modified	262		295			508		958			361		531			489		767			1,620		2,551
Concession granted:(a)
Interest rate reduction	75	%	65	%		77	%	84	%		64	%	60	%		71	%	60	%		72	%	70	%
Term or payment extension	81		80			86		83			84		88			81		72			83		80
Principal and/or interest deferred	31		15			28		21			37		33			26		20			30		22
Principal forgiveness	8		30			4		28			28		31			32		41			18		32
Other(b)	—		1			—		—			8		17			11		13			5		7
(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.
Three months ended March 31,	Home equity														Mortgages														Total residential real estate – excluding PCI
(in millions, except weighted-average	Senior lien							Junior lien							Prime, including option ARMs							Subprime
data and number of loans)	2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.11		%	6.67		%		4.97		%	4.75		%		5.03		%	5.22		%		6.8		%	7.57		%		5.68		%	5.91		%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.72			3.02				2.21			1.81				2.38			2.76				3.22			3.41				2.64			2.77
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			18				18			20				25			24				24			25				23			23
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	31			31				34			35				38			37				36			36				36			36
Charge-offs recognized upon permanent modification	$	—		$	1			$	1		$	14			$	1		$	2			$	1		$	1			$	3		$	18
Principal deferred	3			1				3			3				11			13				7			7				24			24
Principal forgiven	1			3				—			11				9			17				10			21				20			52
Balance of loans that redefaulted within one year of permanent modification(a)	$	3		$	6			$	2		$	3			$	18		$	30			$	17		$	18			$	40		$	57
(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 March 31, 2015, 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 mortgages. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations).
Active and suspended foreclosure
At March 31, 2015, and December 31, 2014, the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $1.4 billion and $1.5 billion, respectively, that were not included in REO, but were in the process of active or suspended foreclosure.
Other consumer loans
The table below provides information for other consumer retained loan classes, including auto, business banking and student loans.
(in millions, except ratios)	Auto								Business banking							Student and other								Total other consumer
	Mar 31,				Dec 31,				Mar 31,			Dec 31,				Mar 31,				Dec 31,				Mar 31,				Dec 31,
	2015				2014				2015			2014				2015				2014				2015				2014
Loan delinquency(a)
Current	$	54,956			$	53,866			$	20,038		$	19,710			$	9,968			$	10,080			$	84,962			$	83,656
30–119 days past due	492				663				199			208				466				576				1,157				1,447
120 or more days past due	7				7				138			140				306				314				451				461
Total retained loans	$	55,455			$	54,536			$	20,375		$	20,058			$	10,740			$	10,970			$	86,570			$	85,564
% of 30+ days past due to total retained loans	0.9		%		1.23		%		1.65		%	1.73		%		1.64		%	(d)	2.15		%	(d)	1.17		%	(d)	1.47		%	(d)
90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	346			$	367			$	346			$	367
Nonaccrual loans	95				115				268			279				264				270				627				664
Geographic region
California	$	6,469			$	6,294			$	3,059		$	3,008			$	1,128			$	1,143			$	10,656			$	10,445
New York	3,703				3,662				3,171			3,187				1,235				1,259				8,109				8,108
Illinois	3,365				3,175				1,387			1,373				716				729				5,468				5,277
Florida	2,428				2,301				861			827				521				521				3,810				3,649
Texas	5,804				5,608				2,610			2,626				849				868				9,263				9,102
New Jersey	1,947				1,945				530			451				391				378				2,868				2,774
Arizona	1,879				2,003				1,148			1,083				234				239				3,261				3,325
Washington	1,042				1,019				274			258				224				235				1,540				1,512
Michigan	1,634				1,633				1,344			1,375				453				466				3,431				3,474
Ohio	2,261				2,157				1,455			1,354				607				629				4,323				4,140
All other	24,923				24,739				4,536			4,516				4,382				4,503				33,841				33,758
Total retained loans	$	55,455			$	54,536			$	20,375		$	20,058			$	10,740			$	10,970			$	86,570			$	85,564
Loans by risk ratings(c)
Noncriticized	$	10,061			$	9,822			$	14,842		$	14,619			NA				NA				$	24,903			$	24,441
Criticized performing	83				35				714			708				NA				NA				797				743
Criticized nonaccrual	—				—				212			213				NA				NA				212				213
(a)	Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.2 billion and $4.3 billion; 30-119 days past due included $317 million and $364 million; and 120 or more days past due included $279 million and $290 million at March 31, 2015, and December 31, 2014, 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)	March 31, 2015, and December 31, 2014, excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $596 million and $654 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.
(in millions)	March 31,			December 31,
	2015			2014
Impaired loans
With an allowance	$	557		$	557
Without an allowance(a)	34			35
Total impaired loans(b)(c)	$	591		$	592
Allowance for loan losses related to	$	124		$	117
impaired loans
Unpaid principal balance of impaired loans(d)	711			719
Impaired loans on nonaccrual status	464			456
(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 $587 million and $600 million for the three months ended March 31, 2015 and 2014, respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three months ended March 31, 2015 and 2014.
(d)	Represents the contractual amount of principal owed at March 31, 2015, and December 31, 2014. 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
Certain other consumer loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. All of these TDRs are reported as impaired loans in the table above. See Note 14 of JPMorgan Chase’s 2014 Annual Report for further information on other consumer loans modified in TDRs.
The following table provides information about the Firm’s other consumer loans modified in TDRs. New TDRs were not material as of March 31, 2015 and 2014.
(in millions)	March 31,			December 31,
	2015			2014
Loans modified in TDRs(a)(b)	$	428			$	442
TDRs on nonaccrual status	301				306
(a)	The impact of these modifications was not material to the Firm for the three months ended March 31, 2015 and 2014.
(b)	Additional commitments to lend to borrowers whose loans have been modified in TDRs as of March 31, 2015, and December 31, 2014, were immaterial.
Purchased credit-impaired loans
For a detailed discussion of PCI loans, including the related accounting policies, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
Residential real estate – PCI loans
The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans.
(in millions, except ratios)	Home equity							Prime mortgage							Subprime mortgage							Option ARMs							Total PCI
	Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
	2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
Carrying value(a)	$	16,638		$	17,095			$	9,916		$	10,220			$	3,559		$	3,673			$	15,243		$	15,708			$	45,356		$	46,696
Related allowance for loan losses(b)	1,758			1,758				1,138			1,193				180			180				194			194				3,270			3,325
Loan delinquency (based on unpaid principal balance)
Current	$	15,903		$	16,295			$	8,722		$	8,912			$	3,521		$	3,565			$	13,506		$	13,814			$	41,652		$	42,586
30–149 days past due	368			445				444			500				460			536				795			858				2,067			2,339
150 or more days past due	815			1,000				777			837				509			551				1,645			1,824				3,746			4,212
Total loans	$	17,086		$	17,740			$	9,943		$	10,249			$	4,490		$	4,652			$	15,946		$	16,496			$	47,465		$	49,137
% of 30+ days past due to total loans	6.92		%	8.15		%		12.28		%	13.05		%		21.58		%	23.37		%		15.3		%	16.26		%		12.25		%	13.33		%
Current estimated LTV ratios (based on unpaid principal balance)(c)(d)
Greater than 125% and refreshed FICO scores:
Equal to or greater than 660	$	423		$	513			$	34		$	45			$	27		$	34			$	72		$	89			$	556		$	681
Less than 660	217			273				68			97				125			160				113			150				523			680
101% to 125% and refreshed FICO scores:
Equal to or greater than 660	1,985			2,245				373			456				180			215				471			575				3,009			3,491
Less than 660	928			1,073				337			402				430			509				634			771				2,329			2,755
80% to 100% and refreshed FICO scores:
Equal to or greater than 660	3,995			4,171				1,924			2,154				482			519				2,198			2,418				8,599			9,262
Less than 660	1,590			1,647				1,184			1,316				954			1,006				1,784			1,996				5,512			5,965
Lower than 80% and refreshed FICO scores:
Equal to or greater than 660	5,923			5,824				3,821			3,663				760			719				6,750			6,593				17,254			16,799
Less than 660	2,025			1,994				2,202			2,116				1,532			1,490				3,924			3,904				9,683			9,504
Total unpaid principal balance	$	17,086		$	17,740			$	9,943		$	10,249			$	4,490		$	4,652			$	15,946		$	16,496			$	47,465		$	49,137
Geographic region (based on unpaid principal balance)
California	$	10,267		$	10,671			$	5,811		$	5,965			$	1,108		$	1,138			$	8,935		$	9,190			$	26,121		$	26,964
New York	855			876				648			672				440			463				895			933				2,838			2,944
Illinois	393			405				290			301				219			229				371			397				1,273			1,332
Florida	1,630			1,696				657			689				416			432				1,370			1,440				4,073			4,257
Texas	261			273				90			92				270			281				84			85				705			731
New Jersey	338			348				261			279				155			165				527			553				1,281			1,345
Arizona	312			323				164			167				84			85				223			227				783			802
Washington	926			959				217			225				91			95				379			395				1,613			1,674
Michigan	50			53				162			166				125			130				176			182				513			531
Ohio	19			20				47			48				70			72				66			69				202			209
All other	2,035			2,116				1,596			1,645				1,512			1,562				2,920			3,025				8,063			8,348
Total unpaid principal balance	$	17,086		$	17,740			$	9,943		$	10,249			$	4,490		$	4,652			$	15,946		$	16,496			$	47,465		$	49,137
(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 March 31, 2015, and December 31, 2014.
		Delinquencies																Total 30+ day delinquency rate
31-Mar-15		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)		$	118			$	39			$	236			$	8,373			4.69	%
Beyond the revolving period(c)		72				21				154				4,741				5.21
HELOANs		16				5				21				713				5.89
Total		$	206			$	65			$	411			$	13,827			4.93	%
		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	%
(a)	In general, these HELOCs are revolving loans for a 10-year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term.
(b)	Substantially all undrawn HELOCs within the revolving period have been closed.
(c)	Includes loans modified into fixed rate amortizing loans.
The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three months ended March 31, 2015 and 2014, and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios.
(in millions, except ratios)	Total PCI
	Three months ended March 31,
	2015			2014
Beginning balance	$	14,592		$	16,167
Accretion into interest income	(436		)	(514		)
Changes in interest rates on variable-rate loans	6			(21		)
Other changes in expected cash flows(a)	(128		)	150
Balance at March 31	$	14,034		$	15,782
Accretable yield percentage	4.14		%	4.32		%
(a)	Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model and periodically updates model assumptions. For the three months ended March 31, 2015 and 2014, other changes in expected cash flows were driven by changes in prepayment assumptions.
The factors that most significantly affect estimates of gross cash flows expected to be collected, and accordingly the accretable yield balance, include: (i) changes in the benchmark interest rate indices for variable-rate products such as option adjustable-rate mortgage (“ARM”) and home equity loans; and (ii) changes in prepayment assumptions.
Active and suspended foreclosure
At March 31, 2015, and December 31, 2014, the Firm had PCI residential real estate loans with an unpaid principal balance of $2.9 billion and $3.2 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 table below sets forth information about the Firm’s credit card loans.
	(in millions, except ratios)	March 31,			December 31,
		2015			2014
	Loan delinquency
	Current and less than 30 days	$	119,132		$	126,189
	past due and still accruing
	30–89 days past due and still accruing	826			943
	90 or more days past due and still accruing	877			895
	Nonaccrual loans	—			—
	Total retained credit card loans	$	120,835		$	128,027
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.41		%	1.44		%
	% of 90+ days past due to total retained loans	0.73			0.7
	Credit card loans by geographic region
	California	$	17,133		$	17,940
	Texas	10,605			11,088
	New York	10,414			10,940
	Florida	7,126			7,398
	Illinois	7,058			7,497
	New Jersey	5,427			5,750
	Ohio	4,389			4,707
	Pennsylvania	4,197			4,489
	Michigan	3,340			3,552
	Virginia	2,958			3,263
	All other	48,188			51,403
	Total retained credit card loans	$	120,835		$	128,027
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	85.2		%	85.7		%
	Less than 660	14.8			14.3
	Credit card impaired loans and loan modifications
	For a detailed discussion of impaired credit card loans, including credit card loan modifications, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	The table below sets forth information about the Firm’s impaired credit card loans. All of these loans are considered to be impaired as they have been modified in TDRs.
	(in millions)	March 31,			December 31,
		2015			2014
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	1,627		$	1,775
	Modified credit card loans that have reverted to pre-modification payment terms(d)	225			254
	Total impaired credit card loans(e)	$	1,852		$	2,029
	Allowance for loan losses related to impaired credit card loans	$	458		$	500
	(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 March 31, 2015, and December 31, 2014, $139 million and $159 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 $86 million and $95 million at March 31, 2015, and December 31, 2014, respectively, of these loans are to borrowers who have successfully completed a short-term modification program. The Firm continues to report these loans as TDRs since the borrowers’ credit lines remain closed.
	(e)	Predominantly all impaired credit card loans are in the U.S.
	The following table presents average balances of impaired credit card loans and interest income recognized on those loans.
		Three months ended March 31,
	(in millions)	2015			2014
	Average impaired	$	1,940		$	2,938
	credit card loans
	Interest income on	23			36
	impaired credit card loans
	Loan modifications
	The Firm may modify loans to credit card borrowers who are experiencing financial difficulty. Most of these loans have been modified under programs that involve placing the customer on a fixed payment plan with a reduced interest rate, generally for 60 months. All of these credit card loan modifications are considered to be TDRs. New enrollments in these loan modification programs for the three months ended March 31, 2015 and 2014, were $178 million and $233 million, respectively. For additional information about credit card loan modifications, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	Financial effects of modifications and redefaults
	The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented.
	(in millions, except	Three months
	weighted-average data)	ended March 31,
		2015			2014
	Weighted-average interest rate of loans – before TDR	15.16		%	15.03		%
	Weighted-average interest rate of loans – after TDR	4.29			4.43
	Loans that redefaulted within one year of modification(a)	$	22		$	34
	(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 27.34%and 27.91% as of March 31, 2015, and December 31, 2014, 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. For further information on these risk ratings, see Note 14 and Note 15 of JPMorgan Chase’s 2014 Annual Report.
	The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment.
		Commercial							Real estate							Financial							Government agencies							Other(d)						Total
		and industrial														institutions																				retained loans
	(in millions,	Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,			Mar 31,			Dec 31,
	except ratios)	2015			2014				2015			2014				2015			2014				2015			2014				2015			2014			2015			2014
	Loans by risk ratings
	Investment-grade	$	66,973		$	63,069			$	64,382		$	61,006			$	28,091		$	27,111			$	8,718		$	8,393			$	80,709		$	82,087		$	248,873		$	241,666
	Noninvestment-grade:
	Noncriticized	43,838			44,117				16,470			16,541				7,037			7,085				332			300				9,613			10,075			77,290			78,118
	Criticized performing	2,581			2,251				1,296			1,313				303			316				8			3				172			236			4,360			4,119
	Criticized nonaccrual	332			188				259			253				15			18				—			—				90			140			696			599
	Total noninvestment-	46,751			46,556				18,025			18,107				7,355			7,419				340			303				9,875			10,451			82,346			82,836
	grade
	Total retained loans	$	113,724		$	109,625			$	82,407		$	79,113			$	35,446		$	34,530			$	9,058		$	8,696			$	90,584		$	92,538		$	331,219		$	324,502
	% of total criticized to	2.56		%	2.22		%		1.89		%	1.98		%		0.9		%	0.97		%		0.09		%	0.03		%		0.29		%	0.41		%	1.53		%	1.45		%
	total retained loans
	% of nonaccrual loans	0.29			0.17				0.31			0.32				0.04			0.05				—			—				0.1			0.15			0.21			0.18
	to total retained loans
	Loans by geographic
	distribution(a)
	Total non-U.S.	$	33,627		$	33,739			$	2,274		$	2,099			$	19,450		$	20,944			$	1,153		$	1,122			$	42,366		$	42,961		$	98,870		$	100,865
	Total U.S.	80,097			75,886				80,133			77,014				15,996			13,586				7,905			7,574				48,218			49,577			232,349			223,637
	Total retained loans	$	113,724		$	109,625			$	82,407		$	79,113			$	35,446		$	34,530			$	9,058		$	8,696			$	90,584		$	92,538		$	331,219		$	324,502
	Loan delinquency(b)
	Current and less than	$	113,177		$	108,857			$	82,058		$	78,552			$	35,397		$	34,408			$	9,000		$	8,627			$	89,334		$	91,168		$	328,966		$	321,612
	30 days past due and
	still accruing
	30–89 days past due	215			566				84			275				34			104				58			69				1,098			1,201			1,489			2,215
	and still accruing
	90 or more days	—			14				6			33				—			—				—			—				62			29			68			76
	past due and
	still accruing(c)
	Criticized nonaccrual	332			188				259			253				15			18				—			—				90			140			696			599
	Total retained loans	$	113,724		$	109,625			$	82,407		$	79,113			$	35,446		$	34,530			$	9,058		$	8,696			$	90,584		$	92,538		$	331,219		$	324,502
	(a)	The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower.
	(b)	The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a discussion of more significant risk factors, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	(c)	Represents loans that are considered well-collateralized and therefore still accruing interest.
	(d)	Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase’s 2014 Annual Report for additional information on SPEs.
	The following table presents additional information on the real estate class of loans within the Wholesale portfolio segment for the periods indicated. For further information on real estate loans, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	(in millions, except ratios)	Multifamily							Commercial lessors							Commercial construction and development							Other							Total real estate loans
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Real estate retained loans	$	53,319		$	51,049			$	17,394		$	17,438			$	4,542		$	4,264			$	7,152		$	6,362			$	82,407		$	79,113
	Criticized exposure	665			652				796			841				28			42				66			31				1,555			1,566
	% of criticized exposure to	1.25		%	1.28		%		4.58		%	4.82		%		0.62		%	0.98		%		0.92		%	0.49		%		1.89		%	1.98		%
	total real estate retained loans
	Criticized nonaccrual	$	127		$	126			$	88		$	110			$	—		$	—			$	44		$	17			$	259		$	253
	% of criticized nonaccrual to	0.24		%	0.25		%		0.51		%	0.63		%		—		%	—		%		0.62		%	0.27		%		0.31		%	0.32		%
	total real estate retained loans
	Wholesale impaired loans and loan modifications
	Wholesale impaired loans are comprised of loans that have been placed on nonaccrual status and/or that have been modified in a TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase’s 2014 Annual Report.
	The table below sets forth information about the Firm’s wholesale impaired loans.
	(in millions)	Commercial							Real estate							Financial							Government							Other						Total
		and industrial														institutions							agencies													retained loans
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,			Mar 31,				Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014			2015				2014
	Impaired loans
	With an allowance	$	306		$	174			$	155		$	193			$	12		$	15			$	—		$	—			$	64		$	89		$	537			$	471
	Without an allowance(a)	39			24				138			87				2			3				—			—				27			52			206				166
	Total impaired loans	$	345		$	198			$	293		$	280			$	14		$	18			$	—		$	—			$	91		$	141		$	743		(c)	$	637
	Allowance for loan losses related to impaired loans	$	57		$	34			$	18		$	36			$	4		$	4			$	—		$	—			$	36		$	13		$	115			$	87
	Unpaid principal balance of impaired loans(b)	378			266				421			345				15			22				—			—				95			202			909				835
(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 March 31, 2015, and December 31, 2014. The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the carrying value; net deferred loan fees or costs; and unamortized discount or premiums on purchased loans.
(c)	Based upon the domicile of the borrower, predominantly all wholesale impaired loans are in the U.S.
The following table presents the Firm’s average impaired loans for the periods indicated.
	Three months ended March 31,
(in millions)	2015			2014
Commercial and industrial	$	251		$	291
Real estate	268			355
Financial institutions	16			22
Government agencies	—			—
Other	107			169
Total(a)	$	642		$	837
(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three months ended March 31, 2015 and 2014.
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 March 31, 2015 and 2014.

Allowance_for_Credit_Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Allowance for credit losses	Allowance for credit losses
	For detailed discussion of the allowance for credit losses and the related accounting policies, see Note 15 of JPMorgan Chase’s 2014 Annual Report.
	Allowance for credit losses and loans and lending-related commitments by impairment methodology
	The table below summarizes information about the allowance for loan losses, loans by impairment methodology, the allowance for lending-related commitments and lending-related commitments by impairment methodology.
		2015													2014
	Three months ended March 31, (in millions)	Consumer, excluding credit card			Credit card				Wholesale			Total			Consumer, excluding credit card			Credit card				Wholesale			Total
	Allowance for loan losses
	Beginning balance at January 1,	$	7,050		$	3,439			$	3,696		$	14,185		8,456			$	3,795			$	4,013		$	16,264
	Gross charge-offs	440			883				29			1,352			569			995				68			1,632
	Gross recoveries	(176		)	(94		)		(30		)	(300		)	(201		)	(107		)		(55		)	(363		)
	Net charge-offs/(recoveries)	264			789				(1		)	1,052			368			888				13			1,269
	Write-offs of PCI loans(a)	55			—				—			55			61			—				—			61
	Provision for loan losses	141			789				58			988			119			688				110			917
	Other	—			(5		)		4			(1		)	1			(4		)		(1		)	(4		)
	Ending balance at March 31,	$	6,872		$	3,434			$	3,759		$	14,065		$	8,147		$	3,591			$	4,109		$	15,847
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	537		$	458		(c)	$	115		$	1,110		$	607		$	606		(c)	$	144		$	1,357
	Formula-based	3,065			2,976				3,644			9,685			3,443			2,985				3,965			10,393
	PCI	3,270			—				—			3,270			4,097			—				—			4,097
	Total allowance for loan losses	$	6,872		$	3,434			$	3,759		$	14,065		$	8,147		$	3,591			$	4,109		$	15,847
	Loans by impairment methodology
	Asset-specific	$	11,414		$	1,852			$	743		$	14,009		$	13,546		$	2,768			$	763		$	17,077
	Formula-based	248,147			118,983				330,472			697,602			222,778			118,744				310,949			652,471
	PCI	45,356			—				4			45,360			51,606			—				6			51,612
	Total retained loans	$	304,917		$	120,835			$	331,219		$	756,971		$	287,930		$	121,512			$	311,718		$	721,160
	Impaired collateral-dependent loans
	Net charge-offs	$	16		$	—			$	1		$	17		$	51		$	—			$	—		$	51
	Loans measured at fair value of collateral less cost to sell	2,912			—				269			3,181			3,333			—				331			3,664
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	13		$	—			$	609		$	622		$	8		$	—			$	697		$	705
	Provision for lending-related commitments	1			—				(30		)	(29		)	—			—				(67		)	(67		)
	Other	—			—				—			—			—			—				—			—
	Ending balance at March 31,	$	14		$	—			$	579		$	593		$	8		$	—			$	630		$	638
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	55		$	55		$	—		$	—			$	30		$	30
	Formula-based	14			—				524			538			8			—				600			608
	Total allowance for lending-related commitments	$	14		$	—			$	579		$	593		$	8		$	—			$	630		$	638
	Lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	131		$	131		$	—		$	—			$	95		$	95
	Formula-based	60,151			533,511				355,373			949,035			56,541			535,614				353,797			945,952
	Total lending-related commitments	$	60,151		$	533,511			$	355,504		$	949,166		$	56,541		$	535,614			$	353,892		$	946,047
	(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).
	(b)	Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR.
	(c)	The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable_Interest_Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2015
Variable Interest Entities [Abstract]
Variable interest entities	Variable interest entities
	For a further description of JPMorgan Chase’s accounting policies regarding consolidation of variable interest entities (“VIEs”), see Note 1 of JPMorgan Chase’s 2014 Annual Report.
	The following table summarizes the most significant types of Firm-sponsored VIEs by business segment.
	Line-of-Business	Transaction Type	Activity	Form 10-Q page reference
	CCB	Credit card securitization trusts	Securitization of both originated and purchased credit card receivables	127
		Mortgage securitization trusts	Servicing and securitization of both originated and purchased residential mortgages	127-129
	CIB	Mortgage and other securitization trusts	Securitization of both originated and purchased residential and commercial mortgages, and student loans	127-129
		Multi-seller conduits	Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs	129
		Investor intermediation activities:
		Municipal bond vehicles		129-130
		Credit-related note and asset swap vehicles		130
	The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 130 of this Note.
	Significant Firm-sponsored variable interest entities
	Credit card securitizations
	For a more detailed discussion of JPMorgan Chase’s involvement with credit card securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
	As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trusts. This includes the Firm’s primary card securitization trust, Chase Issuance Trust. See the table on page 131 of this Note for further information on consolidated VIE assets and liabilities.
	Firm-sponsored mortgage and other securitization trusts
	The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans (including student loans) primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interest in the securitization trusts.
	For a detailed discussion of the Firm’s involvement with Firm-sponsored mortgage and other securitization trusts, as well as the accounting treatment relating to such trusts, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
	The following table presents the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans; holding senior interests or subordinated interests; recourse or guarantee arrangements; and derivative transactions. In certain instances, the Firm’s only continuing involvement is servicing the loans. See Securitization activity on page 132 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 132 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)
	March 31, 2015(a) (in billions)	Total assets held by securitization VIEs			Assets		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan
					held in consolidated securitization VIEs											Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	95.5		$	2	$	77.4			$	0.6	$	1.6		$	2.2
	Subprime	26.4			0.1		24.6				0.1		—			0.1
	Commercial and other(b)	130.5			0.2		93.3				0.3		3.5			3.8
	Total	$	252.4		$	2.3	$	195.3			$	1	$	5.1		$	6.1
		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		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by
					held in consolidated securitization VIEs											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
	(a)	Excludes U.S. government agency securitizations. See page 132 of this Note for information on the Firm’s loan sales to U.S. government agencies.
	(b)	Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. The Firm generally does not retain a residual interest in its sponsored commercial mortgage securitization transactions.
	(c)	The table above excludes the following: retained servicing (see Note 16 for a discussion of MSRs); securities retained from 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 5 for further information on derivatives); senior and subordinated securities of $28 million and $129 million, respectively, at March 31, 2015, and $136 million and $34 million, respectively, at December 31, 2014, which the Firm purchased in connection with CIB’s secondary market-making activities.
	(d)	Includes interests held in re-securitization transactions.
	(e)	As of March 31, 2015, and December 31, 2014, 83% and 77%, 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 $2.1 billion and $1.1 billion of investment-grade and $125 million and $185 million of noninvestment-grade retained interests at March 31, 2015, and December 31, 2014, respectively. The retained interests in commercial and other securitizations trusts consisted of $3.7 billion and $3.7 billion of investment-grade and $113 million and $194 million of noninvestment-grade retained interests at March 31, 2015, and December 31, 2014, respectively.
	Residential mortgages
	For a more detailed description of the Firm’s involvement with residential mortgage securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
	At March 31, 2015, and December 31, 2014, 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 131 of this Note for more information on the consolidated residential mortgage securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated residential mortgage securitizations.
	Commercial mortgages and other consumer securitizations
	CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. For a more detailed description of the Firm’s involvement with commercial mortgage and other consumer securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report. See the table on page 131 of this Note for more information on the consolidated commercial mortgage securitizations, and the table on the previous page of this Note for more information on interests held in nonconsolidated securitizations.
	Re-securitizations
	For a more detailed description of JPMorgan Chase’s
	participation in re-securitization transactions, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
	During the three months ended March 31, 2015 and 2014, the Firm transferred $3.9 billion and $5.3 billion respectively of securities to agency VIEs, and $472 million and $169 million, respectively, of securities to private-label VIEs.
	As of March 31, 2015, and December 31, 2014, the Firm did not consolidate any agency re-securitizations. As of March 31, 2015, and December 31, 2014, the Firm consolidated $73 million and $77 million, respectively, of assets, and $19 million and $21 million, respectively, of liabilities of private-label re-securitizations. See the table on page 131 of this Note for more information on consolidated re-securitization transactions.
	As of March 31, 2015, and December 31, 2014, 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 $2.3 billion and $2.9 billion, respectively. At March 31, 2015, and December 31, 2014, the Firm held approximately $1.6 billion and $2.4 billion, respectively, of interests in nonconsolidated agency re-securitization entities, and $14 million and $36 million, respectively, of senior and subordinated interests in nonconsolidated private-label re-securitization entities. See the table on page 128 of this Note for further information on interests held in nonconsolidated securitizations.
	Multi-seller conduits
	For a more detailed description of JPMorgan Chase’s principal involvement with Firm-administered multi-seller conduits, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
	In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper, including commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $4.9 billion and $5.7 billion of the commercial paper issued by the Firm-administered multi-seller conduits at March 31, 2015, and December 31, 2014, respectively, which was eliminated in consolidation. 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 to the multi-seller conduits have been eliminated in consolidation. Unfunded lending-related commitments made to clients of the Firm-administered multi-seller conduits were $10.2 billion and $9.9 billion at March 31, 2015, and December 31, 2014, respectively, and are reported as off-balance sheet lending-related commitments. For more information on off-balance sheet lending-related commitments, see Note 21.
	VIEs associated with investor intermediation activities
	Municipal bond vehicles
	For a more detailed description of JPMorgan Chase’s principal involvement with municipal bond vehicles, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
	The Firm’s exposure to nonconsolidated municipal bond VIEs at March 31, 2015, and December 31, 2014, including the ratings profile of the VIEs’ assets, was as follows.
	(in billions)	Fair value of assets held by VIEs			Liquidity facilities		Excess/(deficit)(a)			Maximum exposure
Nonconsolidated municipal bond vehicles
31-Mar-15	$	11.5		$	6.3	$	5.2		$	6.3
31-Dec-14	11.5			6.3		5.2			6.3
	Ratings profile of VIE assets(b)														Fair value of assets held by VIEs			Wt. avg. expected life of assets (years)
	Investment-grade											Noninvestment- grade
(in billions, except where otherwise noted)	AAA to AAA-			AA+ to AA-		A+ to A-			BBB+ to BBB-			BB+ and below
31-Mar-15	$	2.7		$	8.4	$	0.4		$	—		$	—		$	11.5		4.9
31-Dec-14	2.7			8.4		0.4			—			—			11.5			4.9
(a)	Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn.
(b)	The ratings scale is presented on an S&P-equivalent basis.
Credit-related note and asset swap vehicles
For a more detailed description of JPMorgan Chase’s principal involvement with credit-related note and asset swap vehicles, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
VIEs sponsored by third parties
The Firm enters into transactions with VIEs sponsored 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 March 31, 2015, and December 31, 2014.
	Assets											Liabilities
March 31, 2015 (in billions)(a)	Trading assets			Loans		Other(c)			Total			Beneficial interests in			Other(f)			Total
									assets(d)			VIE assets(e)						liabilities
VIE program type
Firm-sponsored credit card trusts	$	—		$	47.9	$	0.8		$	48.7		$	31.4		$	—		$	31.4
Firm-administered multi-seller conduits	—			16.5		—			16.5			11.8			—			11.8
Municipal bond vehicles	5.2			—		—			5.2			4.7			—			4.7
Mortgage securitization entities(b)	2.1			0.7		0.1			2.9			1.1			0.8			1.9
Student loan securitization entities	0.1			2.1		0.1			2.3			2			—			2
Other	0.3			—		1.4			1.7			0.1			0.1			0.2
Total	$	7.7		$	67.2	$	2.4		$	77.3		$	51.1		$	0.9		$	52
	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
(a)	Excludes intercompany transactions which were eliminated in consolidation.
(b)	Includes residential and commercial mortgage securitizations as well as re-securitizations.
(c)	Includes assets classified as cash, AFS securities, and other assets within the Consolidated balance sheets.
(d)	The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The difference between total assets and total liabilities recognized for consolidated VIEs represents the Firm’s interest in the consolidated VIEs for each program type.
(e)	The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $34.7 billion and $35.4 billion at March 31, 2015, and December 31, 2014 respectively. The maturities of the long-term beneficial interests as of March 31, 2015, were as follows: $9.0 billion under one year, $21.1 billion between one and five years, and $4.6 billion over five years, all respectively.
(f)	Includes liabilities classified as accounts payable and other liabilities in the Consolidated balance sheets.
Loan securitizations
The Firm securitizes (or has securitized) a variety of loans, including residential mortgage, credit card, student and commercial (primarily related to real estate) loans. For a
further description of the Firm’s accounting policies regarding securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report.
Securitization activity
The following table provides information related to the Firm’s securitization activities for the three months ended March 31, 2015 and 2014, related to assets held in JPMorgan Chase-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization.
	Three months ended March 31,
	2015						2014
(in millions)(a)	Residential mortgage(d)			Commercial and other(e)			Residential mortgage(d)			Commercial and other(e)
Principal securitized	$	1,312		$	3,375		$	356		$	2,027
All cash flows during the period:
Proceeds from new securitizations(b)	$	1,317		$	3,369		$	351		$	2,044
Servicing fees collected	146			1			139			1
Purchases of previously transferred financial assets (or the underlying collateral)(c)	—			—			3			—
Cash flows received on interests	70			79			44			62
(a)	Excludes re-securitization transactions.
(b)	For the three months ended March 31, 2015, $1.3 billion of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three months ended March 31, 2015, $3.4 billion of proceeds from commercial mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three months ended March 31, 2014, $330 million and $21 million of proceeds from residential mortgage securitizations were received as securities classified in level 2 and 3 of the fair value hierarchy, respectively. For the three months ended March 31, 2014, $2.0 billion of proceeds from commercial mortgage securitizations were received as securities 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)	Includes commercial and student loan securitizations.
Loans and excess MSRs sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities
In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to Fannie Mae and Freddie Mac (the “GSEs”). These loans and excess MSRs are sold primarily for the purpose of securitization by the GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying any of the transactions described above as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. See Note 29 of JPMorgan Chase’s 2014 Annual Report for additional information about the Firm’s loan sales- and securitization-related indemnifications. See Note 16 for additional information about the impact of the Firm’s sale of certain excess MSRs.
The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities.
	Three months
	ended March 31,
(in millions)	2015			2014
Carrying value of loans sold(a)	$	12,139		$	13,920
Proceeds received from loan sales as cash	51			39
Proceeds from loans sales as securities(b)	12,029			13,735
Total proceeds received from loan sales(c)	$	12,080		$	13,774
Gains on loan sales(d)	$	91		$	37
(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 loan sales include the value of MSRs.
(d)	The carrying value of the loans accounted for at fair value approximated the total proceeds received upon loan sale.
Options to repurchase delinquent loans
In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 21, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm 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 March 31, 2015, and December 31, 2014, the Firm had recorded on its Consolidated balance sheets $12.3 billion and $12.4 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 $471 million and $464 million as of March 31, 2015, and December 31, 2014, respectively. Substantially all of these loans and real estate owned are insured or guaranteed by U.S. government agencies. For additional information, refer to Note 13 of this Form 10-Q and Note 14 of JPMorgan Chase’s 2014 Annual Report.
Loan delinquencies and liquidation losses
The table below includes information about components of nonconsolidated securitized financial assets, in which the Firm has continuing involvement, and delinquencies as of March 31, 2015, and December 31, 2014, respectively; and liquidation losses for the three months ended March 31, 2015 and 2014, respectively.
													Liquidation losses
	Securitized assets						90 days past due						Three months ended March 31,
(in millions)	Mar 31,			Dec 31,			Mar 31,			Dec 31,			2015			2014
	2015			2014			2015			2014
Securitized loans(a)
Residential mortgage:
Prime / Alt-A & Option ARMs	$	77,349		$	78,294		$	10,572		$	11,363		$	462		$	659
Subprime	24,601			25,659			6,150			6,473			354			739
Commercial and other	93,330			94,438			1,502			1,522			99			234
Total loans securitized(b)	$	195,280		$	198,391		$	18,224		$	19,358		$	915		$	1,632
(a)	Total assets held in securitization-related SPEs were $252.4 billion and $254.3 billion, respectively, at March 31, 2015 and December 31, 2014. The $195.3 billion and $198.4 billion, respectively, of loans securitized at March 31, 2015 and December 31, 2014, excluded: $54.8 billion and $52.2 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $2.3 billion and $3.7 billion, respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at March 31, 2015 and December 31, 2014.
(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	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and other intangible assets	Goodwill and other intangible assets
	For a discussion of the accounting policies related to goodwill and other intangible assets, see Note 17 of JPMorgan Chase’s 2014 Annual Report.
	The following table presents goodwill attributed to the business segments.
	(in millions)	March 31,			December 31,
		2015			2014
	Consumer & Community Banking	$	30,874		$	30,941
	Corporate & Investment Bank	6,776			6,780
	Commercial Banking	2,861			2,861
	Asset Management	6,942			6,964
	Corporate	—			101
	Total goodwill	$	47,453		$	47,647
	The following table presents changes in the carrying amount of goodwill.
		Three months ended March 31,
	(in millions)	2015			2014
	Balance at beginning of period	$	47,647		$	48,081
	Changes during the period from:
	Business combinations	8			9
	Dispositions(a)	(101		)	—
	Other(b)	(101		)	(25		)
	Balance at March 31,	$	47,453		$	48,065
	(a)	Represents Private Equity goodwill which was disposed of as part of the Private Equity sale completed in January 2015.
	(b)	Includes foreign currency translation adjustments and other tax-related adjustments.
	Impairment testing
	For further description of the Firm’s goodwill impairment testing process, including the primary method used to estimate the fair value of the reporting units, and the assumptions used in the goodwill impairment test, see Impairment testing on pages 271–272 of JPMorgan Chase’s 2014 Annual Report.
	Goodwill was not impaired at March 31, 2015, or December 31, 2014, nor was goodwill written off due to impairment during the three months ended March 31, 2015.
	However, the Firm’s Mortgage Banking business in CCB remains at an elevated risk of goodwill impairment due to its exposure to U.S. economic conditions, such as increases in primary mortgage interest rates, lower mortgage origination volume, 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
	MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained. For a further description of the MSR asset, interest rate risk management, and the valuation of MSRs, see Note 17 of JPMorgan Chase’s 2014 Annual Report and Note 3 of this Form 10-Q.
	The following table summarizes MSR activity for the three months ended March 31, 2015 and 2014.
		As of or for the three months
		ended March 31,
	(in millions, except where otherwise noted)	2015				2014
	Fair value at beginning of period	$	7,436			$	9,614
	MSR activity:
	Originations of MSRs	155				192
	Purchase of MSRs	1				3
	Disposition of MSRs(a)	(157		)		(188		)
	Net additions	(1		)		7
	Changes due to collection/realization of expected cash flows(b)	(215		)		(247		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(c)	(477		)		(362		)
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)	(10		)		(11		)
	Discount rates	(10		)		(449		)	(g)
	Prepayment model changes and other(d)	(82		)		—
	Total changes in valuation due to other inputs and assumptions	(102		)		(460		)
	Total changes in valuation due to inputs and assumptions(b)	(579		)		(822		)
	Fair value at March 31,(e)	$	6,641			$	8,552
	Change in unrealized gains/(losses) included in income related to MSRs held at March 31,	$	(579	)		$	(822	)
	Contractual service fees, late fees and other ancillary fees included in income	$	667			$	757
	Third-party mortgage loans serviced at March 31, (in billions)	$	728			$	809
	Net servicer advances at March 31, (in billions)(f)	$	7.9			$	9.2
	(a)	For the three months ended March 31, 2014, predominantly represents excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage-backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs for the three months ended March 31, 2015 and 2014.
	(b)	Included changes related to commercial real estate of $(2) million for each of the three months ended March 31, 2015, and 2014, 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)	Represents changes in prepayments other than those attributable to changes in market interest rates.
	(e)	Included $9 million and $16 million related to commercial real estate at March 31, 2015 and 2014, respectively.
	(f)	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 servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements.
	(g)	For the three months ended March 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 three months ended March 31, 2015 and 2014.
			Three months ended March 31,
	(in millions)		2015				2014
	CCB mortgage fees and related income
Net production revenue		$	237			$	289
Net mortgage servicing revenue
Operating revenue:
Loan servicing revenue		749				870
Changes in MSR asset fair value due to collection/realization of expected cash flows		(214		)		(245		)
Total operating revenue		535				625
Risk management:
Changes in MSR asset fair value due to market interest rates and other(a)		(476		)		(362		)
Other changes in MSR asset fair value due to other inputs and assumptions in model(b)		(102		)		(460		)
Change in derivative fair value and other		510				422
Total risk management		(68		)		(400		)
Total CCB net mortgage servicing revenue		467				225
All other		1				—
Mortgage fees and related income		$	705			$	514
(a)	Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.
(b)	Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at March 31, 2015, and December 31, 2014, and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.
(in millions, except rates)		Mar 31,				Dec 31,
		2015				2014
Weighted-average prepayment speed assumption (“CPR”)		10.99		%		9.8		%
Impact on fair value of 10% adverse change		$	(423	)		$	(337	)
Impact on fair value of 20% adverse change		(738		)		(652		)
Weighted-average option adjusted spread		9.79		%		9.43		%
Impact on fair value of 100 basis points adverse change		$	(254	)		$	(300	)
Impact on fair value of 200 basis points adverse change		(489		)		(578		)
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
For information regarding other intangible assets, see Note 17 of JPMorgan Chase’s 2014 Annual Report.

Deposits

Deposits	3 Months Ended
	Mar. 31, 2015
Deposits [Abstract]
Deposits	Deposits
	For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2014 Annual Report.
	At March 31, 2015, and December 31, 2014, noninterest-bearing and interest-bearing deposits were as follows.
	(in millions)	31-Mar-15		31-Dec-14
	U.S. offices
	Noninterest-bearing	$	441,245	$	437,558
	Interest-bearing:
	Demand(a)	83,043		90,319
	Savings(b)	478,922		466,730
	Time (included $8,589 and $7,501 at fair value)(c)	82,263		86,301
	Total interest-bearing deposits	644,228		643,350
	Total deposits in U.S. offices	1,085,473		1,080,908
	Non-U.S. offices
	Noninterest-bearing	18,484		19,078
	Interest-bearing:
	Demand	216,815		217,011
	Savings	1,999		2,673
	Time (included $2,361 and $1,306 at fair value)(c)	45,116		43,757
	Total interest-bearing deposits	263,930		263,441
	Total deposits in non-U.S. offices	282,414		282,519
	Total deposits	$	1,367,887	$	1,363,427
	(a)	Includes Negotiable Order of Withdrawal (“NOW”) accounts, and certain trust accounts.
	(b)	Includes Money Market Deposit Accounts (“MMDAs”).
	(c)	Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 4 of JPMorgan Chase’s 2014 Annual Report.

Earnings_Per_Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Earnings per share	Earnings per share
	For a discussion of the computation of basic and diluted earnings per share (“EPS”), see Note 24 of JPMorgan Chase’s 2014 Annual Report. The following table presents the calculation of basic and diluted EPS for the three months ended March 31, 2015 and 2014.
	(in millions, except per share amounts)	Three months ended March 31,
		2015		2014
	Basic earnings per share
	Net income	$	5,914	$	5,269
	Less: Preferred stock dividends	324		227
	Net income applicable to common equity	5,590		5,042
	Less: Dividends and undistributed earnings allocated to participating securities	138		149
	Net income applicable to common stockholders	$	5,452	$	4,893
	Total weighted-average basic shares outstanding	3,725.30		3,787.20
	Net income per share	$	1.46	$	1.29
	Diluted earnings per share
	Net income applicable to common stockholders	$	5,452	$	4,893
	Total weighted-average basic shares outstanding	3,725.30		3,787.20
	Add: Employee stock options, SARs and	32.2		36.4
	warrants(a)
	Total weighted-average diluted shares outstanding(b)	3,757.50		3,823.60
	Net income per share	$	1.45	$	1.28
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans. The aggregate number of shares issuable upon the exercise of such options was 1 million for each of the three months ended March 31, 2015 and 2014, 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)	3 Months Ended
	Mar. 31, 2015
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.
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)					Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	31-Mar-15
	(in millions)
	Balance at January 1, 2015		$	4,773				$	(147	)			$	(95	)				$	(2,342	)			$	2,189
	Net change		89					(10		)			77						85					241
	Balance at March 31, 2015		$	4,862				$	(157	)			$	(18	)				$	(2,257	)			$	2,430
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)					Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	31-Mar-14
	(in millions)
	Balance at January 1, 2014		$	2,798				$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		994					(2		)			59						26					1,077
	Balance at March 31, 2014		$	3,792				$	(138	)			$	(80	)				$	(1,298	)			$	2,276
	(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.
	The following table presents the pretax and after-tax changes in the components of other comprehensive income/(loss).
		2015										2014
	Three months ended March 31, (in millions)	Pretax			Tax effect				After-tax			Pretax				Tax effect				After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	225		$	(104	)		$	121		$	1,621			$	(609	)		$	1,012
	Reclassification adjustment for realized (gains)/losses included in	(52		)	20				(32		)	(30		)		12				(18		)
	net income(a)
	Net change	173			(84		)		89			1,591				(597		)		994
	Translation adjustments:
	Translation(b)	(1,000		)	378				(622		)	154				(63		)		91
	Hedges(b)	993			(381		)		612			(154		)		61				(93		)
	Net change	(7		)	(3		)		(10		)	—				(2		)		(2		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	(49		)	18				(31		)	72				(30		)		42
	Reclassification adjustment for realized (gains)/losses included in	175			(67		)		108			27				(10		)		17
	net income(c)
	Net change	126			(49		)		77			99				(40		)		59
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	60			(24		)		36			69				(26		)		43
	Reclassification adjustments included in net income(d):
	Amortization of net loss	71			(27		)		44			18				(8		)		10
	Prior service costs/(credits)	(9		)	3				(6		)	(10		)		4				(6		)
	Foreign exchange and other	33			(22		)		11			(4		)		(17		)		(21		)
	Net change	155			(70		)		85			73				(47		)		26
	Total other comprehensive income/(loss)	$	447		$	(206	)		$	241		$	1,763			$	(686	)		$	1,077
	(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 amounts are predominantly recorded in net interest income in the Consolidated statements of income. In the first quarter of 2015, the Firm reclassified approximately $150 million of net losses from AOCI to other income because the Firm determined that it is probable that the forecasted interest payment cash flows will not occur. For additional information, see Note 5.
	(d)	The pretax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory_Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2015
Banking and Thrift [Abstract]
Regulatory capital	Regulatory capital
	The Federal Reserve establishes capital requirements, including well-capitalized standards, for the consolidated financial holding company. The Office of the Comptroller of the Currency (“OCC”) establishes similar capital requirements and standards for the Firm’s national banks, including JPMorgan Chase Bank, N.A. and Chase Bank USA, N.A.
	Basel III, for large and internationally active U.S. bank holding companies and banks, including the Firm and its insured depository institution (“IDI”) subsidiaries, revised, among other things, the definition of capital and introduced a new common equity Tier 1 capital (“CET1 capital”) requirement; presents two comprehensive methodologies for calculating risk-weighted assets (“RWA”), a general (Standardized) approach, which replaced Basel I RWA effective January 1, 2015, (“Basel III Standardized”) and an advanced approach, which replaced Basel II RWA (“Basel III Advanced”); and sets out minimum capital ratios and overall capital adequacy standards. Certain of the requirements of Basel III are subject to phase-in periods that began on January 1, 2014 and continue through the end of 2018 (“Basel III Transitional”).
	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 net operating loss (“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.
	The capital adequacy of the Firm and its national bank subsidiaries is evaluated against the Basel III approach (Standardized or Advanced) which results 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.
		JPMorgan Chase & Co.(e)
		Basel III Standardized Transitional							Basel III Advanced Transitional
	(in millions, except ratios)	Mar 31,				Dec 31,			Mar 31,			Dec 31,
		2015				2014			2015			2014
	Regulatory capital
	CET1 capital	$	167,142			$	164,426		$	167,142		$	164,426
	Tier 1 capital(a)	188,791				186,294			188,791			186,294
	Total capital	223,256				221,225			213,366			210,684
	Assets
	Risk-weighted	1,536,688				1,472,602			1,562,570			1,608,240
	Adjusted	2,510,897				2,465,414			2,510,897			2,465,414
	average(b)
	Capital ratios(c)
	CET1	10.9		%		11.2		%	10.7		%	10.2		%
	Tier 1(a)	12.3				12.7			12.1			11.6
	Total	14.5				15			13.7			13.1
	Tier 1 leverage(d)	7.5				7.6			7.5			7.6
		JPMorgan Chase Bank, N.A.(e)
		Basel III Standardized Transitional							Basel III Advanced Transitional
	(in millions, except ratios)	Mar 31,				Dec 31,			Mar 31,			Dec 31,
		2015				2014			2015			2014
	Regulatory capital
	CET1 capital	$	161,912			$	156,567		$	161,912		$	156,567
	Tier 1 capital(a)	161,986				156,891			161,986			156,891
	Total capital	178,185				173,328			171,232			166,331
	Assets
	Risk-weighted	1,275,482				1,230,358			1,304,984			1,330,175
	Adjusted	2,033,143				1,968,131			2,033,143			1,968,131
	average(b)
	Capital ratios(c)
	CET1	12.7		%		12.7		%	12.4		%	11.8		%
	Tier 1(a)	12.7				12.8			12.4			11.8
	Total	14				14.1			13.1			12.5
	Tier 1 leverage(d)	8				8			8			8
		Chase Bank USA, N.A.(e)
		Basel III Standardized Transitional							Basel III Advanced Transitional
	(in millions,	Mar 31,				Dec 31,			Mar 31,			Dec 31,
	except ratios)	2015				2014			2015			2014
	Regulatory capital
	CET1 capital	$	14,832			$	14,556		$	14,832		$	14,556
	Tier 1 capital(a)	14,832				14,556			14,832			14,556
	Total capital	20,750				20,517			19,482			19,206
	Assets
	Risk-weighted	99,974				103,468			156,300			157,565
	Adjusted	125,782				128,111			125,782			128,111
	average(b)
	Capital ratios(c)
	CET1	14.8		%		14.1		%	9.5		%	9.2		%
	Tier 1(a)	14.8				14.1			9.5			9.2
	Total	20.8				19.8			12.5			12.2
	Tier 1 leverage(d)	11.8				11.4			11.8			11.4
	(a)	At March 31, 2015, trust preferred securities included in Basel III Tier 1 capital were $960 million and $150 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At March 31, 2015, Chase Bank USA, N.A. had no trust preferred securities.
	(b)	Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 Capital predominantly comprising disallowed goodwill and other intangible assets.
	(c)	For each risk-based capital ratio, the capital adequacy of the Firm and its national bank subsidiaries are evaluated against the Basel III approach, Standardized or Advanced, resulting in the lower ratio.
	(d)	As the Tier 1 leverage ratio is not a risk-based measure of capital, the ratios presented in the table reflect the same calculation.
	(e)	Asset and capital amounts for JPMorgan Chase’s national 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 nontaxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from nontaxable business combinations totaling $125 million and $130 million at March 31, 2015, and December 31, 2014, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.7 billion at both March 31, 2015, and December 31, 2014.
	Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of CET1 (beginning January 1, 2015), Tier 1 and total capital to risk-weighted assets, as well as a minimum leverage ratio (which is 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. National 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 March 31, 2015.
	Minimum capital ratios(a)			Well-capitalized ratios(a)
Capital ratios
CET1	4.5	%		6.5	%
Tier 1	6			8
Total	8			10
Tier 1 leverage	4			5		(b)
(a)	As defined by the regulations issued by the Federal Reserve, OCC and FDIC.
(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 March 31, 2015, and December 31, 2014, 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	3 Months Ended
	Mar. 31, 2015
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending-related financial instruments, guarantees, and other commitments	Off–balance sheet lending-related financial instruments, guarantees, and other commitments
	JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to meet the financing needs of its customers. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the counterparty draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the counterparty subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees expire without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its actual future credit exposure or funding requirements. For further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies, see Note 29 of JPMorgan Chase’s 2014 Annual Report.
	To provide for probable credit losses inherent in consumer (excluding credit card) and wholesale lending commitments, an allowance for credit losses on lending-related commitments is maintained. See Note 14 for further information 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 March 31, 2015, and December 31, 2014. 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. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. 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.
	Off–balance sheet lending-related financial instruments, guarantees and other commitments
		Contractual amount																Carrying value(j)
		March 31, 2015														Dec 31,		Mar 31,			Dec 31,
																2014		2015			2014
	By remaining maturity	Expires in 1 year or less			Expires after			Expires after		Expires after 5 years			Total			Total
	(in millions)				1 year through			3 years through
					3 years			5 years
	Lending-related
	Consumer, excluding credit card:
	Home equity – senior lien	$	2,061		$	4,459		$	1,472	$	3,513		$	11,505		$	11,807	$	—		$	—
	Home equity – junior lien	3,272			5,642			1,560		3,583			14,057			14,859		—			—
	Prime mortgage(a)	11,813			—			—		—			11,813			8,579		—			—
	Subprime mortgage	—			—			—		—			—			—		—			—
	Auto	8,930			868			196		37			10,031			10,462		2			2
	Business banking	10,782			918			94		426			12,220			11,894		12			11
	Student and other	70			6			—		449			525			552		—			—
	Total consumer, excluding credit card	36,928			11,893			3,322		8,008			60,151			58,153		14			13
	Credit card	533,511			—			—		—			533,511			525,963		—			—
	Total consumer(b)	570,439			11,893			3,322		8,008			593,662			584,116		14			13
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	60,210			85,404			110,408		8,171			264,193			272,676		348			374
	Standby letters of credit and other financial guarantees(c)(d)(e)	21,505			29,698			33,401		2,457			87,061			89,874		769			788
	Other letters of credit(c)	3,353			809			88		—			4,250			4,331		1			1
	Total wholesale(f)(g)	85,068			115,911			143,897		10,628			355,504			366,881		1,118			1,163
	Total lending-related	$	655,507		$	127,804		$	147,219	$	18,636		$	949,166		$	950,997	$	1,132		$	1,176
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(h)	$	185,952		$	—		$	—	$	—		$	185,952		$	171,059	$	—		$	—
	Derivatives qualifying as guarantees	2,221			177			11,922		38,308			52,628			53,589		45			80
	Unsettled reverse repurchase and securities borrowing agreements	46,534			—			—		—			46,534			40,993		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA		NA			NA			NA		252			275
	Loans sold with recourse	NA			NA			NA		NA			5,637			6,063		99			102
	Other guarantees and commitments(i)	486			473			3,309		1,312			5,580			5,720		(116		)	(121		)
	(a)	Includes certain commitments to purchase loans from correspondents.
	(b)	Predominantly all consumer lending-related commitments are in the U.S.
	(c)	At March 31, 2015, and December 31, 2014, reflects the contractual amount net of risk participations totaling $284 million and $243 million, respectively, for other unfunded commitments to extend credit; $12.7 billion and $13.0 billion, respectively, for standby letters of credit and other financial guarantees; and $424 million and $469 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations.
	(d)	At March 31, 2015, and December 31, 2014, included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $14.4 billion and $14.8 billion, respectively, within other unfunded commitments to extend credit; and $12.5 billion and $13.3 billion, respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; for further information, see Note 15.
	(e)	At March 31, 2015, and December 31, 2014, included unissued standby letters of credit commitments of $44.8 billion and $45.6 billion, respectively.
	(f)	At March 31, 2015, and December 31, 2014, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 77% and 73%, respectively.
	(g)	Effective January 1, 2015, the Firm no longer includes within its disclosure of wholesale lending-related commitments the unused amount of advised uncommitted lines of credit as it is within the Firm’s discretion whether or not to make a loan under these lines, and the Firm’s approval is generally required prior to funding. Prior period amounts have been revised to conform with the current period presentation.
	(h)	At March 31, 2015, and December 31, 2014, collateral held by the Firm in support of securities lending indemnification agreements was $192.6 billion and $177.1 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.
	(i)	At March 31, 2015, and December 31, 2014, included unfunded commitments of $142 million and $147 million, respectively, to third-party private equity funds; and $861 million and $961 million, at March 31, 2015, and December 31, 2014, respectively, to other equity investments. These commitments included $162 million and $150 million, respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3. In addition, at March 31, 2015, and December 31, 2014, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.4 billion and $4.5 billion, respectively.
	(j)	For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, the carrying value represents the fair value.
	Other unfunded commitments to extend credit
	Other unfunded commitments to extend credit generally comprise commitments for working capital and general corporate purposes, 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 $29.5 billion and $23.4 billion at March 31, 2015, and December 31, 2014, 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 arises under secured clearance advance facilities that the Firm extends 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. As of March 31, 2015 and December 31, 2014, the secured clearance advance facility maximum outstanding commitment amount was $11.9 billion and $12.6 billion, respectively.
	Guarantees
	The Firm considers the following off–balance sheet lending-related arrangements to be guarantees under U.S. GAAP: standby letters of credit and financial guarantees, securities lending indemnifications, certain indemnification agreements included within third-party contractual arrangements and certain derivative contracts. For a further discussion of the off–balance sheet lending-related arrangements the Firm considers to be guarantees, and the related accounting policies, see Note 29 of JPMorgan Chase’s 2014 Annual Report. The recorded amounts of the liabilities related to guarantees and indemnifications at March 31, 2015, and December 31, 2014, 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 $770 million and $789 million at March 31, 2015, and December 31, 2014, respectively, which were classified in accounts payable and other liabilities on the Consolidated balance sheets; these carrying values included $231 million and $235 million, respectively, for the allowance for lending-related commitments, and $539 million and $554 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 March 31, 2015, and December 31, 2014.
	Standby letters of credit, other financial guarantees and other letters of credit
		March 31, 2015								December 31, 2014
	(in millions)	Standby letters of					Other letters			Standby letters of					Other letters
		credit and other financial guarantees					of credit			credit and other financial guarantees					of credit
	Investment-grade(a)		$	64,311			$	3,381			$	66,856			$	3,476
	Noninvestment-grade(a)		22,750				869				23,018				855
	Total contractual amount		$	87,061			$	4,250			$	89,874			$	4,331
	Allowance for lending-related commitments		$	230			$	1			$	234			$	1
Commitments with collateral		38,290				1,274				39,726				1,509
(a)	The ratings scale is based on the Firm’s internal ratings which generally correspond to ratings as defined by S&P and Moody’s.
Derivatives qualifying as guarantees
In addition to the contracts described above, the Firm transacts certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. For further information on these derivatives, see Note 29 of JPMorgan Chase’s 2014 Annual Report. The total notional value of the derivatives that the Firm deems to be guarantees was $52.6 billion and $53.6 billion at March 31, 2015, and December 31, 2014, 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 $27.6 billion and $27.5 billion at March 31, 2015, and December 31, 2014, respectively, and the maximum exposure to loss was $2.9 billion at both March 31, 2015, and December 31, 2014. The fair values of the contracts reflect the probability of whether the Firm will be required to perform under the contract. The fair value related to derivatives that the Firm deems to be guarantees were derivative payables of $67 million and $102 million and derivative receivables of $22 million at both March 31, 2015, and December 31, 2014. The Firm reduces exposures to these contracts by entering into offsetting transactions, or by entering into contracts that hedge the market risk related to the derivative guarantees.
In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. For a further discussion of credit derivatives, see Note 5.
Loan sales- and securitization-related indemnifications
Mortgage repurchase liability
In connection with the Firm’s mortgage loan sale and securitization activities with the GSEs, as described in Note 15 of this Form 10-Q, and Note 16 of JPMorgan Chase’s 2014 Annual Report, the Firm has made representations and warranties that the loans sold meet certain requirements. The Firm has been, and may be, required to repurchase loans and/or indemnify the GSEs (e.g., with “make-whole” payments to reimburse the GSEs for their realized losses on liquidated loans). To the extent that repurchase demands that are received relate to loans that the Firm purchased from third parties that remain viable, the Firm typically will have the right to seek a recovery of related repurchase losses from the third party. Generally, the maximum amount of future payments the Firm would be required to make for breaches of these representations and warranties would be equal to the unpaid principal balance of such loans that are deemed to have defects that were sold to purchasers (including securitization-related SPEs) plus, in certain circumstances, accrued interest on such loans and certain expense.
For additional information, see Note 29 of JPMorgan Chase’s 2014 Annual Report.
The following table summarizes the change in the mortgage repurchase liability for each of the periods presented.
Summary of changes in mortgage repurchase liability
	Three months ended March 31,
(in millions)	2015				2014
Repurchase liability at beginning of period	$	275			$	681
Net realized gains/(losses)(a)	10				11
(Benefit)/provision for repurchase(b)	(33		)		(128		)
Repurchase liability at end of period	$	252			$	564
(a)	Presented net of third-party recoveries and include principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $2 million for each of the three months ended March 31, 2015 and 2014.
(b)	Included a provision related to new loan sales of $1 million for each of the three months ended March 31, 2015 and 2014.
Private label securitizations
The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves.
For additional information regarding litigation, see Note 23 of this Form 10-Q and Note 31 of JPMorgan Chase’s 2014 Annual Report.
Loans sold with recourse
The Firm provides servicing for mortgages and certain commercial lending products on both a recourse and nonrecourse basis. In nonrecourse servicing, the principal credit risk to the Firm is the cost of temporary servicing advances of funds (i.e., normal servicing advances). In recourse servicing, the servicer agrees to share credit risk with the owner of the mortgage loans, such as Fannie Mae or Freddie Mac or a private investor, insurer or guarantor. Losses on recourse servicing predominantly occur when foreclosure sales proceeds of the property underlying a defaulted loan are less than the sum of the outstanding principal balance, plus accrued interest on the loan and the cost of holding and disposing of the underlying property. The Firm’s securitizations are predominantly nonrecourse, thereby effectively transferring the risk of future credit losses to the purchaser of the mortgage-backed securities issued by the trust. At March 31, 2015, and December 31, 2014, the unpaid principal balance of loans sold with recourse totaled $5.6 billion and $6.1 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 $99 million and $102 million at March 31, 2015, and December 31, 2014, respectively.

Pledged_Assets_and_Collateral

Pledged Assets and Collateral	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Pledged Assets and Collateral	Pledged assets and collateral
	For a discussion of the Firm’s pledged assets and collateral, see Note 30 of JPMorgan Chase’s 2014 Annual Report.
	Pledged assets
	The Firm may pledge financial assets that it owns to maintain potential borrowing capacity with central banks and for other purposes, including to secure borrowings and public deposits, and to collateralize repurchase and other securities financing agreements. Certain of these pledged assets may be sold or repledged by the secured parties and are identified as financial assets owned (pledged to various parties) on the Consolidated balance sheets. At March 31, 2015, and December 31, 2014, the Firm had pledged assets of $342.8 billion and $324.5 billion, respectively, at Federal Reserve Banks and Federal Home Loan Banks (“FHLBs”). In addition, as of March 31, 2015, and December 31, 2014, the Firm had pledged $51.6 billion and $60.1 billion, respectively, of financial assets that may not be sold or repledged by the secured parties. Total assets pledged do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. See Note 15 for additional information on assets and liabilities of consolidated VIEs. For additional information on the Firm’s securities financing activities, see Note 12. For additional information on the Firm’s long-term debt, see Note 21 of JPMorgan Chase’s 2014 Annual Report.
	Collateral
	At March 31, 2015 and December 31, 2014, the Firm had accepted financial assets as collateral that it could sell or repledge, deliver or otherwise use with a fair value of approximately $779.3 billion and $761.7 billion, respectively. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Of the collateral received, approximately $609.3 billion and $596.8 billion, respectively, were sold or repledged, generally as collateral under repurchase agreements, securities lending agreements or to cover short sales and to collateralize deposits and derivative agreements.

Litigation

Litigation	3 Months Ended
	Mar. 31, 2015
Litigation [Abstract]
Litigation	Litigation
	Contingencies
	As of March 31, 2015, 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 $5.5 billion at March 31, 2015. This estimated aggregate range of reasonably possible losses is based upon currently available information for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain cases, the Firm does not believe that such an estimate can be made. Moreover, the Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given the number, variety and varying stages of the proceedings (including the fact that many are 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.
	Custody Assets Investigation. The U.K. Financial Conduct Authority ("FCA") is conducting an investigation concerning compliance by JPMorgan Chase Bank, N.A., London branch and J.P. Morgan Europe Limited with the FCA’s rules regarding the provision of custody services relating to the administration of client assets. JPMorgan Chase Bank, N.A., London branch and J.P. Morgan Europe Limited are responding to and cooperating with the investigation.
	Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. FX-related investigations by other government authorities remain ongoing, including a criminal investigation by DOJ and a civil investigation by the Board of Governors of the Federal Reserve System (“Federal Reserve”), among others. The Firm's discussions with DOJ regarding resolution of potential charges are in advanced stages. The Firm's discussions with the Federal Reserve regarding resolution of its investigation are also in advanced stages.
	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. In early 2015, two additional class actions were filed seeking damages for persons who transacted FX futures and options on futures.
	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 based on the filing of a UCC-3 termination statement relating to the Term Loan. 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. then filed a petition requesting that the full Court of Appeals rehear the case en banc. In April 2015, the Court of Appeals issued an order denying the petition for rehearing en banc. 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 U.S. Commodity Futures Trading Commission (“CFTC”), the U.S. Securities and Exchange Commission (“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 and most U.S. dollar LIBOR-related individual actions were consolidated for pre-trial purposes in the United States District Court for the Southern District of New York (“Multi-District Litigation”). In March 2013, the Court granted in part and denied in part the defendants’ motions to dismiss the claims in the three lead putative class actions, dismissing with prejudice the antitrust claims, and permitting certain claims under the Commodity Exchange Act and common law. In September 2013, class plaintiffs in two of the three lead putative class actions filed amended complaints, which defendants moved to dismiss. In June 2014, the Court granted in part and denied in part defendants’ motions to dismiss, further limiting the subset of Commodity Exchange Act and common law claims that may proceed. Plaintiffs in the third putative 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 remanded the case to the Court of Appeals for further proceedings. Motions to dismiss are pending in the remaining individual actions and three additional putative class actions. A new putative class action, which overlaps with one of the lead actions, was filed in February 2015 in the United States District Court for the Southern District of New York.
	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 a defendant in a putative class action filed in the United States District Court for the Southern District of New York relating to the interest rate benchmark Swiss franc LIBOR.
	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 February 2015, plaintiffs filed a consolidated amended class action complaint, which defendants have moved 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. The United States Supreme Court denied plaintiffs’ petition for a writ of certiorari in March 2015.
	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. The Florida court denied the motion in January 2015. In March 2015, the New Jersey court granted the motion, and plaintiffs’ appeal of that decision is pending.
	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 $26.8 billion, of which $24.3 billion involves JPMC, Bear Stearns or Washington Mutual as issuer and $2.5 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. In February 2015, the United States District Court for the Southern District of New York approved a settlement of a class action against JPMC and Bear Stearns as MBS underwriters. Two class actions remain pending against JPMC and Bear Stearns as MBS issuers. 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 court has preliminarily approved a settlement and a final court approval hearing is scheduled for May 2015. The Firm is also defending a putative class action brought against Bear Stearns in the United States District Court for the District of Massachusetts. The parties have agreed to a settlement in principle to resolve that action.
	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 involving offerings where the Firm was solely 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.
	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 have 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, and plaintiff has filed a notice of appeal.
	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.
	The Firm has received inquiries from federal government authorities seeking information regarding documents filed by the Firm in bankruptcy proceedings, including proofs of claim, mortgage payment change notices, affidavits, declarations and other sworn statements. The Firm is responding to these inquiries. In March 2015, JPMorgan Chase Bank, N.A entered into a settlement agreement with the Executive Office for United States Bankruptcy Trustees and the United States Trustee Program to resolve issues 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, and the next court hearing is scheduled for July 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.
	Proprietary Products Investigations and Litigation. The Firm has received information requests, subpoenas and related inquiries from the SEC, other government authorities and a self-regulatory organization regarding the Firm’s sale and use of proprietary products, such as J.P. Morgan mutual funds, in the Firm's wealth management businesses. The Firm is responding to and cooperating with the relevant authorities. A putative class action was filed in the United States District Court for the Northern District of Illinois on behalf of financial advisory clients from 2007 to present whose funds were invested in proprietary funds and who were charged investment management fees. The Court granted the Firm’s motion to dismiss. Plaintiffs’ appeal of the dismissal is pending.
	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 cooperating 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. These include inquiries from the Consumer Financial Protection Bureau and multiple state Attorneys General. 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 breaches of certain representations and warranties given by certain Washington Mutual affiliates in connection with mortgage 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 in this action has been stayed pending a decision on JPMorgan Chase’s motion to dismiss the plaintiffs’ remaining claim.
	JPMorgan Chase has also filed complaints in the United States District Court for the District of Columbia against the FDIC, both 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.
	Wendel. Since 2012, the French criminal authorities have been investigating a series of transactions entered into by senior managers of Wendel Investissement (“Wendel”) during the period from 2004 through 2007 to restructure their shareholdings in Wendel. JPMorgan Chase Bank, N.A., Paris branch provided financing for the transactions to a number of managers of Wendel in 2007. In April 2015, JPMorgan Chase Bank, N.A. was notified that the authorities were formally investigating its role in the transactions. JPMorgan Chase is responding to and cooperating with the investigation. In addition, civil proceedings have been commenced against JPMorgan Chase Bank, N.A. by a number of the managers. The claims are separate, involve different allegations and are at various stages of proceedings.
	* * *
	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 three months ended March 31, 2015, the Firm incurred $687 million of legal expense. Firmwide legal expense was not material for the three months ended March 31, 2014. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future.
	In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or impact related to those matters. JPMorgan Chase believes, based upon its current knowledge, after consultation with counsel and after taking into account its current litigation reserves, that the legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued; as a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period.

Business_Segments

Business Segments	3 Months Ended
	Mar. 31, 2015
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 further discussion concerning JPMorgan Chase’s business segments, see Business Segment Results on page 15, and pages 79–80, and Note 33 of JPMorgan Chase’s 2014 Annual Report.
	Segment results
	The accompanying tables provide a summary of the Firm’s segment results for the three months ended March 31, 2015 and 2014, 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).
	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.
	Segment results and reconciliation(a)
	As of or for the three months ended March 31,	Consumer &						Corporate &						Commercial Banking						Asset Management
	(in millions, except ratios)	Community Banking						Investment Bank
		2015			2014			2015			2014			2015			2014			2015			2014
	Noninterest revenue	$	3,736		$	3,434		$	7,074		$	6,226		$	636		$	558		$	2,384		$	2,218
	Net interest income	6,968			7,100			2,508			2,616			1,106			1,120			621			582
	Total net revenue	10,704			10,534			9,582			8,842			1,742			1,678			3,005			2,800
	Provision for credit losses	930			816			(31		)	49			61			5			4			(9		)
	Noninterest expense	6,190			6,437			5,657			5,604			709			686			2,175			2,075
	Income/(loss) before	3,584			3,281			3,956			3,189			972			987			826			734
	income tax expense/(benefit)
	Income tax expense/(benefit)	1,365			1,300			1,419			1,064			374			393			324			280
	Net income	$	2,219		$	1,981		$	2,537		$	2,125		$	598		$	594		$	502		$	454
	Average common equity	$	51,000		$	51,000		$	62,000		$	61,000		$	14,000		$	14,000		$	9,000		$	9,000
	Total assets	455,624			441,502			854,275			879,656			197,931			191,389			126,233			124,478
	Return on common equity	17		%	15		%	16		%	13		%	17		%	17		%	22		%	20		%
	Overhead ratio	58			61			59			63			41			41			72			74
	As of or for the three months ended March 31,	Corporate						Reconciling Items(b)						Total
	(in millions, except ratios)	2015			2014			2015			2014			2015			2014
	Noninterest revenue	$	40		$	524		$	(481	)	$	(412	)	$	13,389		$	12,548
	Net interest income	(253		)	(525		)	(273		)	(226		)	10,677			10,667
	Total net revenue	(213		)	(1		)	(754		)	(638		)	24,066			23,215
	Provision for credit losses	(5		)	(11		)	—			—			959			850
	Noninterest expense	152			(166		)	—			—			14,883			14,636
	Income/(loss) before income tax expense/(benefit)	(360		)	176			(754		)	(638		)	8,224			7,729
	Income tax expense/(benefit)	(418		)	61			(754		)	(638		)	2,310			2,460
	Net income	$	58		$	115		$	—		$	—		$	5,914		$	5,269
	Average common equity	$	76,352		$	66,797		$	—		$	—		$	212,352		$	201,797
	Total assets	943,085			839,625			NA			NA			2,577,148			2,476,650
	Return on common equity	NM			NM			NM			NM			11		%	10		%
	Overhead ratio	NM			NM			NM			NM			62			63
	(a)	Managed basis starts with the reported U.S. GAAP results and includes certain reclassifications that do not have any impact on net income as reported by the lines of business or by the Firm as a whole.
	(b)	Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These FTE adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	3 Months Ended
	Mar. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of presentation policy	The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to accounting principles generally accepted in the U.S. (“U.S. GAAP”). Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities.
Use of estimates in the preparation of consolidated financial statements policy	The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information.
Reclassifications policy	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
New accounting guidance	Effective January 1, 2015, the Firm adopted new accounting guidance for investments in affordable housing projects that qualify for the low-income housing tax credit, which impacted the Corporate & Investment Bank (“CIB”). As a result of the adoption of this new guidance, the Firm made an accounting policy election to amortize the initial cost of its qualifying investments in proportion to the tax credits and other benefits received, and to present the amortization as a component of income tax expense (previously such amounts were predominantly presented in other income). The guidance was required to be applied retrospectively and accordingly, certain prior period amounts have been revised to conform with the current period presentation. The cumulative effect on retained earnings was a reduction of $321 million as of January 1, 2014. The adoption of this accounting guidance resulted in an increase of $222 million and $227 million in other income and income tax expense, respectively, which led to an increase of approximately 2% in the effective tax rate for the three months ended March 31, 2014. The impact on net income and earnings per share in prior periods was not material.
	The Firm recognized $377 million and $379 million of tax credits and other tax benefits associated with these investments within Income tax expense for the three months ended March 31, 2015 and 2014, respectively. The amount of amortization of such investments reported in income tax expense under the current period presentation was $274 million and $264 million, for the three months ended March 31, 2015 and 2014, respectively.
	The carrying value of investments in affordable housing projects was $7.1 billion and $7.3 billion at March 31, 2015 and December 31, 2014, respectively. These investments are reported in other assets on the Firm’s Consolidated balance sheets. The amount of commitments related to these investments was $1.7 billion and $1.8 billion at both March 31, 2015 and December 31, 2014. These commitments are reported in accounts payable and other liabilities on the Firm’s Consolidated balance sheets.
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.

Derivative_Instruments_Derivat

Derivative Instruments Derivatives executed in contemplation of a sale of the underlying financial asset (Policies)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Transfers and Servicing of Financial Assets, Transfers of Financial Assets, Policy [Policy Text Block]	In certain instances the Firm enters into transactions where it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 12, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP.

Securities_Policies

Securities (Policies)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Marketable Securities, Available-for-sale Securities, Policy	Securities are classified as trading, AFS or held-to-maturity (“HTM”).

Variable_Interest_Entities_Pol

Variable Interest Entities (Policies)	3 Months Ended
	Mar. 31, 2015
Variable Interest Entities [Abstract]
Transfers and Servicing of Financial Assets, Policy	In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 21, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm 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.

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Policies)	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Mortgage servicing rights policy	MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained.

Fair_Value_Measurement_Tables

Fair Value Measurement (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Assets and liabilities measured at fair value on a recurring basis	The following table presents the asset and liabilities reported at fair value as of March 31, 2015, and December 31, 2014, by major product category and fair value hierarchy.
	Assets and liabilities measured at fair value on a recurring basis
		Fair value hierarchy											Derivative netting adjustments
	March 31, 2015 (in millions)	Level 1			Level 2				Level 3							Total fair value
	Federal funds sold and securities purchased under resale agreements	$	—		$	29,299			$	—			$	—		$	29,299
	Securities borrowed	—			792				—				—			792
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			23,873				888				—			24,761
	Residential – nonagency	—			1,466				449				—			1,915
	Commercial – nonagency	—			895				211				—			1,106
	Total mortgage-backed securities	—			26,234				1,548				—			27,782
	U.S. Treasury and government agencies(a)	19,935			7,055				—				—			26,990
	Obligations of U.S. states and municipalities	—			9,178				1,331				—			10,509
	Certificates of deposit, bankers’ acceptances and commercial paper	—			1,570				—				—			1,570
	Non-U.S. government debt securities	23,883			32,115				180				—			56,178
	Corporate debt securities	—			28,579				2,759				—			31,338
	Loans(b)	—			21,246				10,763				—			32,009
	Asset-backed securities	—			2,830				1,233				—			4,063
	Total debt instruments	43,818			128,807				17,814				—			190,439
	Equity securities	111,167			563				317				—			112,047
	Physical commodities(c)	3,881			1,169				—				—			5,050
	Other	—			8,830				1,041				—			9,871
	Total debt and equity instruments(d)	158,866			139,369				19,172				—			317,407
	Derivative receivables:
	Interest rate	598			894,227				4,256				(862,933		)	36,148
	Credit	—			60,642				2,694				(61,808		)	1,528
	Foreign exchange	894			223,859				3,204				(202,261		)	25,696
	Equity	—			43,644				2,245				(38,479		)	7,410
	Commodity	199			38,537				452				(28,396		)	10,792
	Total derivative receivables(e)	1,691			1,260,909				12,851				(1,193,877		)	81,574
	Total trading assets	160,557			1,400,278				32,023				(1,193,877		)	398,981
	Available-for-sale securities:
	Mortgage-backed securities:
	U.S. government agencies(a)	—			65,556				—				—			65,556
	Residential – nonagency	—			42,580				23				—			42,603
	Commercial – nonagency	—			22,507				99				—			22,606
	Total mortgage-backed securities	—			130,643				122				—			130,765
	U.S. Treasury and government agencies(a)	11,915			50				—				—			11,965
	Obligations of U.S. states and municipalities	—			31,199				—				—			31,199
	Certificates of deposit	—			1,023				—				—			1,023
	Non-U.S. government debt securities	22,231			23,626				—				—			45,857
	Corporate debt securities	—			17,191				—				—			17,191
	Asset-backed securities:
	Collateralized loan obligations	—			28,913				770				—			29,683
	Other	—			11,753				111				—			11,864
	Equity securities	2,325			—				—				—			2,325
	Total available-for-sale securities	36,471			244,398				1,003				—			281,872
	Loans	—			68				2,222				—			2,290
	Mortgage servicing rights (“MSRs”)	—			—				6,641				—			6,641
	Other assets:
	Private equity investments(f)	383			254				2,314				—			2,951
	All other	4,026			326				1,816				—			6,168
	Total other assets	4,409			580				4,130				—			9,119
	Total assets measured at fair value on a recurring basis	$	201,437		$	1,675,415		(g)	$	46,019		(g)	$	(1,193,877	)	$	728,994
	Deposits	$	—		$	7,610			$	3,340			$	—		$	10,950
	Federal funds purchased and securities loaned or sold under repurchase agreements	—			3,628				—				—			3,628
	Other borrowed funds	—			13,343				1,116				—			14,459
	Trading liabilities:
	Debt and equity instruments(d)	65,431			18,924				82				—			84,437
	Derivative payables:
	Interest rate	659			861,758				3,606				(848,133		)	17,890
	Credit	—			60,006				2,419				(61,205		)	1,220
Foreign exchange	880			239,402				2,497				(215,685		)	27,094
Equity	—			47,704				4,990				(39,504		)	13,190
Commodity	124			40,649				1,187				(27,518		)	14,442
Total derivative payables(e)	1,663			1,249,519				14,699				(1,192,045		)	73,836
Total trading liabilities	67,094			1,268,443				14,781				(1,192,045		)	158,273
Accounts payable and other liabilities	—			—				23				—			23
Beneficial interests issued by consolidated VIEs	—			258				1,023				—			1,281
Long-term debt	—			18,630				12,003				—			30,633
Total liabilities measured at fair value on a recurring basis	$	67,094		$	1,311,912			$	32,286			$	(1,192,045	)	$	219,247
	Fair value hierarchy											Derivative netting adjustments
December 31, 2014 (in millions)	Level 1			Level 2				Level 3								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			945,635			(h)	4,149				(916,532		)	(h)	33,725
Credit	—			73,853				2,989				(75,004		)		1,838
Foreign exchange	758			212,153			(h)	2,276				(193,934		)	(h)	21,253
Equity	—			39,937			(h)	2,552				(34,312		)	(h)	8,177
Commodity	247			42,807				599				(29,671		)		13,982
Total derivative receivables(e)	1,478			1,314,385			(h)	12,565				(1,249,453		)	(h)	78,975
Total trading assets	152,791			1,460,596			(h)	35,054				(1,249,453		)	(h)	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				1,914				—				6,162
Total other assets	4,666			2,854				4,389				—				11,909
Total assets measured at fair value on a recurring basis	$	197,652		$	1,750,617		(g)(h)	$	50,457		(g)	$	(1,249,453	)	(h)	$	749,273
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			914,357			(h)	3,523				(900,634		)	(h)	17,745
Credit	—			73,095				2,800				(74,302		)		1,593
Foreign exchange	746			221,066			(h)	2,802				(201,644		)	(h)	22,970
Equity	—			41,925			(h)	4,337				(34,522		)	(h)	11,740
Commodity	141			44,318				1,164				(28,555		)		17,068
Total derivative payables(e)	1,386			1,294,761			(h)	14,626				(1,239,657		)	(h)	71,116
Total trading liabilities	64,300			1,313,474			(h)	14,698				(1,239,657		)	(h)	152,815
Accounts payable and other liabilities	—			—				26				—				26
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		$	1,355,052		(h)	$	32,059			$	(1,239,657	)	(h)	$	211,754
(a)	At March 31, 2015, and December 31, 2014, included total U.S. government-sponsored enterprise obligations of $75.2 billion and $84.1 billion, respectively, which were predominantly mortgage-related.
(b)	At March 31, 2015, and December 31, 2014, included within trading loans were $13.3 billion and $17.0 billion, respectively, of residential first-lien mortgages, and $4.4 billion and $5.8 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. government agencies of $6.0 billion and $7.7 billion, respectively, and reverse mortgages of $2.9 billion and $3.4 billion, respectively.
(c)	Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented.
(d)	Balances reflect the reduction of securities owned (long positions) by the amount of 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 $2.3 billion and $2.5 billion at March 31, 2015, and December 31, 2014, 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 $4.2 billion and $6.0 billion at March 31, 2015, and December 31, 2014, 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 March 31, 2015, and December 31, 2014, the fair values of these investments were $1.8 billion and $1.8 billion, respectively, of which $374 million and $337 million, respectively, were classified in level 2, and $1.4 billion and $1.4 billion, respectively, in level 3.
(h)	The 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 its results of operations.
Fair value inputs, assets and liabilities, quantitative information
	Level 3 inputs(a)
	March 31, 2015 (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	$	6,816			Discounted cash flows	Yield	1		%	–	24%	5		%
							Prepayment speed	0		%	–	20%	7		%
							Conditional default rate	0		%	–	100%	10		%
							Loss severity	0		%	–	100%	27		%
	Commercial mortgage-backed securities and loans(b)	4,634				Discounted cash flows	Yield	1		%	–	34%	4		%
							Conditional default rate	0		%	–	100%	7		%
							Loss severity	0		%	–	40%	28		%
	Corporate debt securities, obligations of U.S. states and municipalities, and other(c)	6,434				Discounted cash flows	Credit spread	60 bps			–	350 bps	158 bps
							Yield	2		%	–	16%	5		%
		5,268				Market comparables	Price	$	—		–	$139	$	105
	Net interest rate derivatives	650				Option pricing	Interest rate correlation	(75		)%	–	93%
							Interest rate spread volatility	0		%	–	60%
	Net credit derivatives(b)(c)	275				Discounted cash flows	Credit correlation	40		%	–	90%
	Net foreign exchange derivatives	707				Option pricing	Foreign exchange correlation	0		%	–	60%
	Net equity derivatives	(2,745		)		Option pricing	Equity volatility	15		%	–	60%
	Net commodity derivatives	(735		)		Discounted cash flows	Forward commodity price	$	50		–	$90 per barrel
	Collateralized loan obligations	770				Discounted cash flows	Credit spread	275 bps			–	445 bps	296 bps
							Prepayment speed	20%					20		%
							Conditional default rate	2%					2		%
							Loss severity	40%					40		%
		291				Market comparables	Price	$	—		–	$140	$	83
	Mortgage servicing rights (“MSRs”)	6,641				Discounted cash flows	Refer to Note 16
	Private equity direct investments	1,897				Market comparables	EBITDA multiple	6.9x			–	11.8x	8.5x
							Liquidity adjustment	0		%	–	15%	10		%
	Private equity fund investments	417				Net asset value	Net asset value(e)
	Long-term debt, other borrowed funds, and deposits(d)	15,195				Option pricing	Interest rate correlation	(75		)%	–	93%
							Interest rate spread volatility	0		%	–	60%
							Foreign exchange correlation	0		%	–	60%
							Equity correlation	(50		)%	–	85%
		1,264				Discounted cash flows	Credit correlation	40		%	–	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 $465 million of credit derivative receivables and $408 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial mortgage-backed securities (“MBS”) and loans.
	(c)	The unobservable inputs and associated input ranges for approximately $746 million of credit derivative receivables and $654 million of credit derivative payables with underlying asset-backed securities (“ABS”) risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other.
	(d)	Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
	(e)	The range has not been disclosed due to the wide range of possible values given the diverse nature of the underlying investments.
Changes in level 3 recurring fair value measurements	The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three months ended March 31, 2015 and 2014. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable parameters to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments.
		Fair value measurements using significant unobservable inputs
	Three months ended	Fair value at January 1, 2015			Total realized/unrealized gains/(losses)																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
	31-Mar-15																							31-Mar-15					to financial instruments held at March 31, 2015
	(in millions)								Purchases(g)			Sales						Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	922		$	(53	)		$	74		$	(17	)				$	(40	)	$	2			$	888			$	(52	)
	Residential – nonagency	663			(10		)		152			(347		)				(6		)	(3		)		449				(34		)
	Commercial – nonagency	306			(11		)		82			(151		)				(8		)	(7		)		211				(16		)
	Total mortgage-backed securities	1,891			(74		)		308			(515		)				(54		)	(8		)		1,548				(102		)
	Obligations of U.S. states and municipalities	1,273			10				144			(71		)				(25		)	—				1,331				8
	Non-U.S. government debt securities	302			1				101			(92		)				(31		)	(101		)		180				1
	Corporate debt securities	2,989			(55		)		533			(496		)				(92		)	(120		)		2,759				(26		)
	Loans	13,287			(285		)		736			(1,997		)				(469		)	(509		)		10,763				(275		)
	Asset-backed securities	1,264			(37		)		559			(521		)				32			(64		)		1,233				(44		)
	Total debt instruments	21,006			(440		)		2,381			(3,692		)				(639		)	(802		)		17,814				(438		)
	Equity securities	431			38				29			(110		)				(3		)	(68		)		317				31
	Other	1,052			8				661			(584		)				(79		)	(17		)		1,041				15
	Total trading assets – debt and equity instruments	22,489			(394		)	(c)	3,071			(4,386		)				(721		)	(887		)		19,172				(392		)	(c)
	Net derivative receivables:(a)
	Interest rate	626			142				309			(74		)				(255		)	(98		)		650				308
	Credit	189			77				9			(3		)				19			(16		)		275				75
	Foreign exchange	(526		)	827				5			(3		)				201			203				707				779
	Equity	(1,785		)	(476		)		208			(289		)				(355		)	(48		)		(2,745		)		(484		)
	Commodity	(565		)	(40		)		—			—						(98		)	(32		)		(735		)		(49		)
	Total net derivative receivables	(2,061		)	530			(c)	531			(369		)				(488		)	9				(1,848		)		629			(c)
	Available-for-sale securities:
	Asset-backed securities	908			(9		)		49			(43		)				(24		)	—				881				(4		)
	Other	129			—				—			—						(7		)	—				122				—
	Total available-for-sale securities	1,037			(9		)	(d)	49			(43		)				(31		)	—				1,003				(4		)	(d)
	Loans	2,541			(205		)	(c)	120			(83		)				(151		)	—				2,222				(205		)	(c)
	Mortgage servicing rights	7,436			(579		)	(e)	156			(157		)				(215		)	—				6,641				(579		)	(e)
	Other assets:
	Private equity investments	2,475			36			(c)	—			—						(71		)	(126		)		2,314				21			(c)
	All other	1,914			19			(f)	95			(88		)				(124		)	—				1,816				2			(f)
		Fair value measurements using significant unobservable inputs
	Three months ended	Fair value at January 1, 2015			Total realized/unrealized (gains)/losses																Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized (gains)/losses related
	31-Mar-15																							31-Mar-15					to financial instruments held at March 31, 2015
	(in millions)								Purchases			Sales			Issuances			Settlements
	Liabilities:(b)
	Deposits	$	2,859		$	92		(c)	$	—		$	—		$	775		$	(115	)	$	(271	)		$	3,340			$	88		(c)
	Other borrowed funds	1,453			(119		)	(c)	—			—			1,048			(981		)	(285		)		1,116				(110		)	(c)
	Trading liabilities – debt and equity instruments	72			3			(c)	(108		)	126			—			(9		)	(2		)		82				2			(c)
	Accounts payable and other liabilities	26			—			(c)	—			—			—			(3		)	—				23				—			(c)
	Beneficial interests issued by consolidated VIEs	1,146			(53		)	(c)	—			—			2			(72		)	—				1,023				(47		)	(c)
	Long-term debt	11,877			(105		)	(c)	—			(12		)	2,837			(2,371		)	(223		)		12,003				(96		)	(c)
		Fair value measurements using significant unobservable inputs
	Three months ended	Fair value at January 1, 2014			Total realized/unrealized gains/(losses)																	Transfers into and/or out of level 3(h)			Fair value at					Change in unrealized gains/(losses) related
	31-Mar-14																								31-Mar-14					to financial instruments held at March 31, 2014
	(in millions)								Purchases(g)				Sales						Settlements
	Assets:
	Trading assets:
	Debt instruments:
	Mortgage-backed securities:
	U.S. government agencies	$	1,005		$	3			$	331			$	(162	)				$	(27	)	$	—			$	1,150			$	5
	Residential – nonagency	726			24				192				(200		)				(12		)	(15		)		715				14
	Commercial – nonagency	432			20				321				(294		)				(14		)	—				465				10
	Total mortgage-backed securities	2,163			47				844				(656		)				(53		)	(15		)		2,330				29
	Obligations of U.S. states and municipalities	1,382			22				—				(185		)				—			—				1,219				9
	Non-U.S. government debt securities	143			16				410				(516		)				(1		)	—				52				22
	Corporate debt securities	5,920			238				1,197				(1,352		)				(841		)	(289		)		4,873				213
Loans	13,455			319				2,158				(1,794		)				(1,546		)	(71		)		12,521				295
Asset-backed securities	1,272			24				550				(556		)				(20		)	(114		)		1,156				19
Total debt instruments	24,335			666				5,159				(5,059		)				(2,461		)	(489		)		22,151				587
Equity securities	885			81				36				(19		)				(9		)	(89		)		885				70
Physical commodities	4			—				—				—						(1		)	—				3				—
Other	2,000			(97		)		54				(51		)				(28		)	(594		)		1,284				(19		)
Total trading assets – debt and equity instruments	27,224			650			(c)	5,249				(5,129		)				(2,499		)	(1,172		)		24,323				638			(c)
Net derivative receivables:(a)
Interest rate	2,379			24				48				(43		)				(338		)	20				2,090				(342		)
Credit	95			(115		)		58				—						206			—				244				(97		)
Foreign exchange	(1,200		)	(199		)		61				(16		)				49			23				(1,282		)		(349		)
Equity	(1,063		)	71				801				(1,033		)				125			39				(1,060		)		582
Commodity	115			(154		)		1				—						(42		)	22				(58		)		(60		)
Total net derivative receivables	326			(373		)	(c)	969				(1,092		)				—			104				(66		)		(266		)	(c)
Available-for-sale securities:
Asset-backed securities	1,088			(2		)		—				(2		)				(20		)	63				1,127				(2		)
Other	1,234			(3		)		—				—						(41		)	—				1,190				(3		)
Total available-for-sale securities	2,322			(5		)	(d)	—				(2		)				(61		)	63				2,317				(5		)	(d)
Loans	1,931			32			(c)	684				(142		)				(234		)	—				2,271				28			(c)
Mortgage servicing rights	9,614			(822		)	(e)	195				(188		)				(247		)	—				8,552				(822		)	(e)
Other assets:
Private equity investments	6,474			96			(c)	87				(1,018		)				(304		)	—				5,335				(3		)	(c)
All other	2,589			(34		)	(f)	73				(37		)				(155		)	—				2,436				(44		)	(f)
	Fair value measurements using significant unobservable inputs
Three months ended	Fair value at January 1, 2014			Total realized/unrealized (gains)/losses																	Transfers into and/or out of level 3(h)			Fair value at March 31, 2014					Change in unrealized (gains)/
31-Mar-14																													losses related
(in millions)								Purchases				Sales			Issuances			Settlements											to financial instruments held at March 31, 2014
Liabilities:(b)
Deposits	$	2,255		$	37		(c)	$	—			$	—		$	290		$	(42	)	$	(154	)		$	2,386			$	28		(c)
Other borrowed funds	2,074			39			(c)	—				—			1,333			(2,107		)	196				1,535				113			(c)
Trading liabilities – debt and equity instruments	113			—				(216		)		208			—			(4		)	—				101				—
Accounts payable and other liabilities	—			—				—				—			—			—			—				—				—
Beneficial interests issued by consolidated VIEs	1,240			47			(c)	—				—			78			(205		)	—				1,160				50			(c)
Long-term debt	10,008			102			(c)	—				—			1,832			(1,010		)	271				11,203				129			(c)
(a)	All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty.
(b)	Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) was 15% at March 31, 2015 and December 31, 2014.
(c)	Predominantly reported in principal transactions revenue, except for changes in fair value for Consumer & Community Banking 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 available-for-sale (“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 OCI. Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were $(7) million and $(1) million for the three months ended March 31, 2015 and 2014, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(2) million and $(4) million for the three months ended March 31, 2015 and 2014, 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.
Credit adjustments	The following table provides the credit and funding adjustments, excluding the effect of any associated hedging activities, reflected within the Consolidated balance sheets as of the dates indicated.
	(in millions)	Mar 31, 2015				Dec 31, 2014
	Derivative receivables balance(a)	$	81,574			$	78,975
	Derivative payables balance(a)	73,836				71,116
	Derivatives CVA(b)	(2,493		)		(2,674		)
	Derivatives DVA and FVA(b)(c)	(521		)		(380		)
	Structured notes balance(a)(d)	56,042				53,772
	Structured notes DVA and FVA(b)(e)	1,300				1,152
	(a)	Balances are presented net of applicable credit valuation adjustments (“CVA”) and debit valuation adjustments (“DVA”)/funding valuation adjustments (“FVA”).
	(b)	Positive CVA and DVA/FVA represent amounts that increased receivable balances or decreased payable balances; negative CVA and DVA/FVA represent amounts that decreased receivable balances or increased payable balances.
	(c)	At March 31, 2015, and December 31, 2014, included derivatives DVA of $727 million and $714 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 March 31, 2015, and December 31, 2014, included $943 million and $943 million, 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 March 31, 2015, and December 31, 2014 included structured notes DVA of $1.5 billion and $1.4 billion, respectively.
Impact of credit adjustments on earnings	The following table provides the impact of credit and funding adjustments on Principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities.
		Three months ended
		March 31,
	(in millions)	2015				2014
	Credit adjustments:
	Derivatives CVA	$	181			$	(19	)
	Derivatives DVA and FVA(a)	(141		)		(125		)
	Structured notes DVA and FVA(b)	148				17
	(a)	Included derivatives DVA of $13 million and $(94) million for the three months ended March 31, 2015 and 2014, respectively.
	(b)	Included structured notes DVA of $108 million and $(115) million for the three months ended March 31, 2015 and 2014, respectively.
Carrying value and estimated fair value of financial assets and liabilities	The following table presents the carrying values and estimated fair values at March 31, 2015, and December 31, 2014, of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and information is provided on their classification within the fair value hierarchy. For additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value, see Note 3 of JPMorgan Chase’s 2014 Annual Report.
		March 31, 2015																December 31, 2014
					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	$	22.8		$	22.8		$	—		$	—		$	22.8			$	27.8		$	27.8		$	—		$	—		$	27.8
	Deposits with banks	506.4			502.8			3.6			—			506.4				484.5			480.4			4.1			—			484.5
	Accrued interest and accounts receivable	70			—			70			0.1			70.1				70.1			—			70			0.1			70.1
	Federal funds sold and securities purchased under resale agreements	190			—			190			—			190				187.2			—			187.2			—			187.2
	Securities borrowed	107.6			—			107.6			—			107.6				109.4			—			109.4			—			109.4
	Securities, held-to-maturity(a)	49.3			—			51.4			—			51.4				49.3			—			51.2			—			51.2
	Loans, net of allowance for loan losses(b)	747.8			—			18.3			734.4			752.7				740.5			—			21.8			723.1			744.9
	Other	65.8			—			56.5			13.3			69.8				64.7			—			55.7			13.3			69
	Financial liabilities
	Deposits	$	1,356.90		$	—		$	1,356.00		$	1.2		$	1,357.20			$	1,354.60		$	—		$	1,353.60		$	1.2		$	1,354.80
	Federal funds purchased and securities loaned or sold under repurchase agreements	193			—			193			—			193				189.1			—			189.1			—			189.1
	Commercial paper	55.7			—			55.7			—			55.7				66.3			—			66.3			—			66.3
	Other borrowed funds	14.6			—			14.6			—			14.6				15.5						15.5			—			15.5
	Accounts payable and other liabilities	174.5			—			172			2.4			174.4				176.7			—			173.7			2.9			176.6
	Beneficial interests issued by consolidated VIEs	49.8			—			47.9			2			49.9				50.2			—			48.2			2			50.2
	Long-term debt and junior subordinated deferrable interest debentures(c)	250			—			255.9			3.8			259.7				246.6			—			251.6			3.8			255.4
	(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 of JPMorgan Chase’s 2014 Annual Report.
	(c)	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.
		March 31, 2015																December 31, 2014
					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		$	—		$	—		$	1.3		$	1.3			$	0.6		$	—		$	—		$	1.6		$	1.6
	(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.

Fair_Value_Option_Tables

Fair Value Option (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Option [Abstract]
Changes in fair value under the fair value option election	The following table presents the changes in fair value included in the Consolidated statements of income for the three months ended March 31, 2015 and 2014, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table.
		Three months ended March 31,
		2015													2014
	(in millions)	Principal transactions				All other income				Total changes in fair					Principal transactions				All other income				Total changes in fair value recorded
										value recorded
	Federal funds sold and securities purchased under resale agreements	$	73			$	—			$	73				$	(40	)		$	—			$	(40	)
	Securities borrowed	(2		)		—				(2		)			(3		)		—				(3		)
	Trading assets:
	Debt and equity instruments, excluding loans	380				—				380					230				(2		)	(c)	228
	Loans reported as trading assets:
	Changes in instrument-specific credit risk	152				3			(c)	155					363				9			(c)	372
	Other changes in fair value	127				280			(c)	407					64				292			(c)	356
	Loans:
	Changes in instrument-specific credit risk	1				—				1					8				—				8
	Other changes in fair value	—				—				—					7				—				7
	Other assets	60				6			(d)	66					5				(73		)	(d)	(68		)
	Deposits(a)	(125		)		—				(125		)			(104		)		—				(104		)
	Federal funds purchased and securities loaned or sold under repurchase agreements	(9		)		—				(9		)			(16		)		—				(16		)
	Other borrowed funds(a)	(9		)		—				(9		)			(260		)		—				(260		)
	Trading liabilities	(2		)		—				(2		)			(6		)		—				(6		)
	Beneficial interests issued by consolidated VIEs	18				—				18					(89		)		—				(89		)
	Other liabilities	—				—				—					—				—				—
	Long-term debt:
	Changes in instrument-specific credit risk(a)	116				—				116					(77		)		—				(77		)
	Other changes in fair value(b)	(378		)		—				(378		)			(18		)		—				(18		)
	(a)	Total changes in instrument-specific credit risk (DVA) related to structured notes were $108 million and $(115) million for the three months ended March 31, 2015 and 2014, 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 March 31, 2015, and December 31, 2014, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected.
		March 31, 2015											December 31, 2014
	(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	$	3,718			$	858		$	(2,860	)		$	3,847			$	905		$	(2,942	)
	Loans	7				7			—				7				7			—
	Subtotal	3,725				865			(2,860		)		3,854				912			(2,942		)
	All other performing loans
	Loans reported as trading assets	32,983				31,151			(1,832		)		37,608				35,462			(2,146		)
	Loans	2,111				2,104			(7		)		2,397				2,389			(8		)
	Total loans	$	38,819			$	34,120		$	(4,699	)		$	43,859			$	38,763		$	(5,096	)
	Long-term debt
	Principal-protected debt	$	14,613		(c)	$	15,357		$	744			$	14,660		(c)	$	15,484		$	824
	Nonprincipal-protected debt(b)	NA				15,276			NA				NA				14,742			NA
	Total long-term debt	NA				$	30,633		NA				NA				$	30,226		NA
	Long-term beneficial interests
	Nonprincipal-protected debt(b)	NA				$	1,281		NA				NA				$	2,162		NA
	Total long-term beneficial interests	NA				$	1,281		NA				NA				$	2,162		NA
	(a)	There were no performing loans that were ninety days or more past due as of March 31, 2015, and December 31, 2014, 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.
		March 31, 2015													December 31, 2014
	(in millions)	Long-term debt			Other borrowed funds			Deposits			Total				Long-term debt			Other borrowed funds			Deposits			Total
	Risk exposure
	Interest rate	$	10,942		$	154		$	3,216		$	14,312			$	10,858		$	460		$	2,119		$	13,437
	Credit	4,120			426			—			4,546				4,023			450			—			4,473
	Foreign exchange	2,113			242			18			2,373				2,150			211			17			2,378
	Equity	12,430			12,464			4,596			29,490				12,348			12,412			4,415			29,175
	Commodity	763			764			2,851			4,378				710			644			2,012			3,366
	Total structured notes	$	30,368		$	14,050		$	10,681		$	55,099			$	30,089		$	14,177		$	8,563		$	52,829

Derivative_Instruments_Tables

Derivative Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
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	10-Q page reference
				segment or unit
	Manage specifically identified risk exposures in qualifying hedge accounting relationships:
	◦ Interest rate	Hedge fixed rate assets and liabilities	Fair value hedge	Corporate	97
	◦ Interest rate	Hedge floating rate assets and liabilities	Cash flow hedge	Corporate	98
	◦	Hedge foreign currency-denominated assets and liabilities	Fair value hedge	Corporate	97
	Foreign exchange
	◦	Hedge forecasted revenue and expense	Cash flow hedge	Corporate	98
	Foreign exchange
	◦	Hedge the value of the Firm’s investments in non-U.S. subsidiaries	Net investment hedge	Corporate	99
	Foreign exchange
	◦	Hedge commodity inventory	Fair value hedge	CIB	97
	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	99
	Interest rate
	◦	Manage the credit risk of wholesale lending exposures	Specified risk management	CIB	99
	Credit
	◦	Manage the risk of certain commodities-related contracts and investments	Specified risk management	CIB	99
	Commodity
	◦	Manage the risk of certain other specified assets and liabilities	Specified risk management	Corporate	99
	Interest rate and foreign exchange
	Market-making derivatives and other activities:
	◦	Market-making and related risk management	Market-making and other	CIB	99
	Various
	◦	Other derivatives	Market-making and other	CIB, Corporate	99
	Various
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of March 31, 2015, and December 31, 2014.
		Notional amounts(b)
	(in billions)	31-Mar-15			31-Dec-14
	Interest rate contracts
	Swaps	$	24,446		$	29,734
	Futures and forwards	9,572			10,189
	Written options	3,618			3,903
	Purchased options	3,968			4,259
	Total interest rate contracts	41,604			48,085
	Credit derivatives(a)	3,991			4,249
	Foreign exchange contracts
	Cross-currency swaps	3,184			3,346
	Spot, futures and forwards	4,809			4,669
	Written options	811			790
	Purchased options	803			780
	Total foreign exchange contracts	9,607			9,585
	Equity contracts
	Swaps	199			206
	Futures and forwards	69			50
	Written options	416			432
	Purchased options	363			375
	Total equity contracts	1,047			1,063
	Commodity contracts
	Swaps	126			126
	Spot, futures and forwards	178			193
	Written options	180			181
	Purchased options	190			180
	Total commodity contracts	674			680
	Total derivative notional amounts	$	56,923		$	63,662
	(a)	For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on pages 100–101 of this Note.
	(b)	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 March 31, 2015 and December 31, 2014, 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-Mar-15	Not designated as hedges				Designated as hedges			Total derivative receivables				Net derivative receivables(b)				Not designated as hedges				Designated			Total derivative payables				Net derivative payables(b)
	(in millions)																				as hedges
	Trading assets and liabilities
	Interest rate	$	892,648			$	6,433		$	899,081			$	36,148			$	862,785			$	3,238		$	866,023			$	17,890
	Credit	63,336				—			63,336				1,528				62,425				—			62,425				1,220
	Foreign exchange	224,698				3,259			227,957				25,696				241,606				1,173			242,779				27,094
	Equity	45,889				—			45,889				7,410				52,694				—			52,694				13,190
	Commodity	38,849				339			39,188				10,792				41,892				68			41,960				14,442
	Total fair value of trading assets and liabilities	$	1,265,420			$	10,031		$	1,275,451			$	81,574			$	1,261,402			$	4,479		$	1,265,881			$	73,836
		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			Total derivative payables				Net derivative payables(b)
	(in millions)																				as hedges
	Trading assets and liabilities
	Interest rate	$	944,885		(c)	$	5,372		$	950,257		(c)	$	33,725			$	915,368		(c)	$	3,011		$	918,379		(c)	$	17,745
	Credit	76,842				—			76,842				1,838				75,895				—			75,895				1,593
	Foreign exchange	211,537			(c)	3,650			215,187			(c)	21,253				223,988			(c)	626			224,614			(c)	22,970
	Equity	42,489			(c)	—			42,489			(c)	8,177				46,262			(c)	—			46,262			(c)	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	$	1,318,904		(c)	$	9,524		$	1,328,428		(c)	$	78,975			$	1,306,968		(c)	$	3,805		$	1,310,773		(c)	$	71,116
	(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.
	(c)	The prior period amounts have been revised to conform with the current period presentation. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
Offsetting assets	The following table presents, as of March 31, 2015 and December 31, 2014, 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.
			31-Mar-15											31-Dec-14
	(in millions)		Gross derivative receivables			Amounts netted on the Consolidated balance sheets				Net derivative receivables				Gross derivative receivables				Amounts netted				Net derivative receivables
																		on the Consolidated balance sheets
	U.S. GAAP nettable derivative receivables
	Interest rate contracts:
	OTC		$	557,852		$	(528,790	)		$	29,062			$	542,107		(c)	$	(514,914	)	(c)	$	27,193
	OTC–cleared		334,188			(334,143		)		45				401,656				(401,618		)		38
	Exchange-traded(a)		—			—				—				—				—				—
	Total interest rate contracts		892,040			(862,933		)		29,107				943,763			(c)	(916,532		)	(c)	27,231
	Credit contracts:
	OTC		51,432			(50,822		)		610				66,636				(65,720		)		916
	OTC–cleared		11,017			(10,986		)		31				9,320				(9,284		)		36
	Total credit contracts		62,449			(61,808		)		641				75,956				(75,004		)		952
	Foreign exchange contracts:
	OTC		220,375			(202,176		)		18,199				208,803			(c)	(193,900		)	(c)	14,903
	OTC–cleared		85			(85		)		—				36				(34		)		2
	Exchange-traded(a)		—			—				—				—				—				—
	Total foreign exchange contracts		220,460			(202,261		)		18,199				208,839			(c)	(193,934		)	(c)	14,905
	Equity contracts:
	OTC		25,632			(24,554		)		1,078				23,258				(22,826		)		432
	OTC–cleared		—			—				—				—				—				—
	Exchange-traded(a)		16,516			(13,925		)		2,591				13,840			(c)	(11,486		)	(c)	2,354
	Total equity contracts		42,148			(38,479		)		3,669				37,098			(c)	(34,312		)	(c)	2,786
	Commodity contracts:
	OTC		19,526			(10,757		)		8,769				22,555				(14,327		)		8,228
	OTC–cleared		—			—				—				—				—				—
	Exchange-traded(a)		18,501			(17,639		)		862				19,500				(15,344		)		4,156
	Total commodity contracts		38,027			(28,396		)		9,631				42,055				(29,671		)		12,384
	Derivative receivables with appropriate legal opinion		$	1,255,124		$	(1,193,877	)	(b)	$	61,247			$	1,307,711		(c)	$	(1,249,453	)	(b)(c)	$	58,258
	Derivative receivables where an appropriate legal opinion has not been either sought or obtained		20,327							20,327				20,717								20,717
	Total derivative receivables recognized on the Consolidated balance sheets		$	1,275,451						$	81,574			$	1,328,428		(c)					$	78,975
	(a)	Exchange-traded derivative amounts that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $78.2 billion and $74.0 billion at March 31, 2015 and December 31, 2014, respectively.
	(c)	The prior period amounts have been revised to conform with the current period presentation with a corresponding impact to the table below. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
Offsetting liabilities	The following table presents, as of March 31, 2015 and December 31, 2014, 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.
			31-Mar-15											31-Dec-14
	(in millions)		Gross derivative payables			Amounts netted on the Consolidated balance sheets				Net derivative payables				Gross derivative payables				Amounts netted				Net derivative payables
																		on the Consolidated balance sheets
	U.S. GAAP nettable derivative payables
	Interest rate contracts:
	OTC		$	533,216		$	(518,203	)		$	15,013			$	515,904		(c)	$	(503,384	)	(c)	$	12,520
	OTC–cleared		331,073			(329,930		)		1,143				398,518				(397,250		)		1,268
	Exchange-traded(a)		—			—				—				—				—				—
	Total interest rate contracts		864,289			(848,133		)		16,156				914,422			(c)	(900,634		)	(c)	13,788
	Credit contracts:
	OTC		50,278			(50,021		)		257				65,432				(64,904		)		528
	OTC–cleared		11,184			(11,184		)		—				9,398				(9,398		)		—
	Total credit contracts		61,462			(61,205		)		257				74,830				(74,302		)		528
	Foreign exchange contracts:
	OTC		236,193			(215,560		)		20,633				217,998			(c)	(201,578		)	(c)	16,420
	OTC–cleared		125			(125		)		—				66				(66		)		—
	Exchange-traded(a)		—			—				—				—				—				—
	Total foreign exchange contracts		236,318			(215,685		)		20,633				218,064			(c)	(201,644		)	(c)	16,420
	Equity contracts:
	OTC		32,341			(25,579		)		6,762				27,908				(23,036		)		4,872
	OTC–cleared		—			—				—				—				—				—
	Exchange-traded(a)		15,097			(13,925		)		1,172				12,864			(c)	(11,486		)	(c)	1,378
	Total equity contracts		47,438			(39,504		)		7,934				40,772			(c)	(34,522		)	(c)	6,250
	Commodity contracts:
	OTC		22,060			(9,879		)		12,181				25,129				(13,211		)		11,918
	OTC–cleared		—			—				—				—				—				—
	Exchange-traded(a)		17,933			(17,639		)		294				18,486				(15,344		)		3,142
	Total commodity contracts		39,993			(27,518		)		12,475				43,615				(28,555		)		15,060
	Derivative payables with appropriate legal opinions		$	1,249,500		$	(1,192,045	)	(b)	$	57,455			$	1,291,703		(c)	$	(1,239,657	)	(b)(c)	$	52,046
	Derivative payables where an appropriate legal opinion has not been either sought or obtained		16,381							16,381				19,070								19,070
	Total derivative payables recognized on the Consolidated balance sheets		$	1,265,881						$	73,836			$	1,310,773		(c)					$	71,116
	(a)	Exchange-traded derivative balances that relate to futures contracts are settled daily.
	(b)	Included cash collateral netted of $76.3 billion and $64.2 billion related to OTC and OTC-cleared derivatives at March 31, 2015 and December 31, 2014, respectively.
	(c)	The prior period amounts have been revised to conform with the current period presentation with a corresponding impact to the table above. These revisions had no impact on the Firm's Consolidated balance sheets or its results of operations.
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 March 31, 2015 and December 31, 2014, 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
		31-Mar-15											31-Dec-14
	(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	$	61,247		$	(15,630	)	(a)	$	45,617			$	58,258		$	(16,194	)	(a)	$	42,064
	Derivative payable collateral(b)
		31-Mar-15											31-Dec-14
	(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	$	57,455		$	(12,983	)	(a)	$	44,472			$	52,046		$	(10,505	)	(a)	$	41,541
	(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 March 31, 2015, and December 31, 2014.
	OTC and OTC-cleared derivative payables containing downgrade triggers
	(in millions)	31-Mar-15			31-Dec-14
	Aggregate fair value of net derivative payables	$	37,439		$	32,303
	Collateral posted	31,256			27,585
	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 March 31, 2015 and December 31, 2014, 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 in termination payments 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
		31-Mar-15							31-Dec-14
	(in millions)	Single-notch downgrade			Two-notch downgrade				Single-notch downgrade			Two-notch downgrade
	Amount of additional collateral to be posted upon downgrade(a)	$	1,037		$	3,750			$	1,046		$	3,331
	Amount required to settle contracts with termination triggers upon downgrade(b)	291			1,144				366			1,388
	(a)	Includes the additional collateral to be posted for initial margin.
	(b)	Amounts represent fair values 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 three months ended March 31, 2015, and 2014, respectively.
		Gains/(losses) recorded in income										Income statement impact due to:
	Three months ended March 31, 2015 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
	Contract type
	Interest rate(a)	$	606		$	(248	)	$	358			$	17		$	341
	Foreign exchange(b)	6,475			(6,459		)	16				—			16
	Commodity(c)	322			(308		)	14				(6		)	20
	Total	$	7,403		$	(7,015	)	$	388			$	11		$	377
		Gains/(losses) recorded in income										Income statement impact due to:
	Three months ended March 31, 2014 (in millions)	Derivatives			Hedged items			Total income statement impact				Hedge ineffectiveness(d)			Excluded components(e)
	Contract type
	Interest rate(a)	$	743		$	(407	)	$	336			$	29		$	307
	Foreign exchange(b)	(398		)	324			(74		)		—			(74		)
	Commodity(c)	180			(138		)	42				15			27
	Total	$	525		$	(221	)	$	304			$	44		$	260
	(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.
	(b)	Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items, due to changes in foreign currency rates, were recorded in principal transactions revenue and net interest income.
	(c)	Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value). Gains and losses were recorded in principal transactions revenue.
	(d)	Hedge ineffectiveness is the amount by which the gain or loss on the designated derivative instrument does not exactly offset the gain or loss on the hedged item attributable to the hedged risk.
	(e)	The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts and time values.
Cash flow hedge gains and losses	The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pretax gains/(losses) recorded on such derivatives, for the three months ended March 31, 2015, and 2014, respectively.
		Gains/(losses) recorded in income and other comprehensive income/(loss)
	Three months ended March 31, 2015 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(c)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
														in OCI
														for period
	Contract type
	Interest rate(a)	$	(149	)	$	—		$	(149	)	$	3		$	152
	Foreign exchange(b)	(26		)	—			(26		)	(52		)	(26		)
	Total	$	(175	)	$	—		$	(175	)	$	(49	)	$	126
		Gains/(losses) recorded in income and other comprehensive income/(loss)
	Three months ended March 31, 2014 (in millions)	Derivatives – effective portion reclassified from AOCI to income			Hedge ineffectiveness recorded directly in income(c)			Total income statement impact			Derivatives – effective portion recorded in OCI			Total change
														in OCI
														for period
	Contract type
	Interest rate(a)	$	(26	)	$	—		$	(26	)	$	63		$	89
	Foreign exchange(b)	(1		)	—			(1		)	9			10
	Total	$	(27	)	$	—		$	(27	)	$	72		$	99
	(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, and for forecasted transactions that the Firm determined during the three months ended March 31, 2015, were probable of not occurring, in other 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)	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 three months ended March 31, 2015, and 2014.
		Gains/(losses) recorded in income and
		other comprehensive income/(loss)
		2015									2014
	Three months ended March 31 (in millions)	Excluded components recorded directly					Effective portion recorded in OCI				Excluded components					Effective portion recorded in OCI
		in income(a)									recorded directly
											in income(a)
	Foreign exchange derivatives		$	(99	)		$	993				$	(105	)		$	(154	)
	(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 other 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 the three months ended March 31, 2015, and 2014.
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
		Three months ended
		March 31,
	(in millions)	2015			2014
	Contract type
	Interest rate(a)	$	683		$	518
	Credit(b)	(14		)	(17		)
	Foreign exchange(c)	(12		)	—
	Commodity(d)	(36		)	183
	Total	$	621		$	684
	(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
	March 31, 2015 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(c)				Other protection purchased(d)
					purchased with
					identical underlyings(b)
	Credit derivatives
	Credit default swaps	$	(1,923,729	)		$	1,950,481		$	26,752			$	17,202
	Other credit derivatives(a)	(46,485		)		33,036			(13,449		)		20,114
	Total credit derivatives	(1,970,214		)		1,983,517			13,303				37,316
	Credit-related notes	(20		)		—			(20		)		4,342
	Total	$	(1,970,234	)		$	1,983,517		$	13,283			$	41,658
		Maximum payout/Notional amount
	December 31, 2014 (in millions)	Protection sold			Protection				Net protection (sold)/purchased(c)				Other protection purchased(d)
					purchased with
					identical underlyings(b)
	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
	(a)	Other credit derivatives predominantly consists of credit swap options.
	(b)	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.
	(c)	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.
	(d)	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 and credit-related notes as of March 31, 2015, and December 31, 2014, 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-Mar-15	<1 year				1–5 years				>5 years				Total				Fair value of receivables(b)				Fair				Net fair value
	(in millions)													notional amount								value of payables(b)
	Risk rating of reference entity
	Investment-grade	$	(301,079	)		$	(1,012,598	)		$	(101,819	)		$	(1,415,496	)		$	23,831			$	(3,289	)		$	20,542
	Noninvestment-grade	(140,357		)		(381,359		)		(33,022		)		(554,738		)		20,453				(14,374		)		6,079
	Total	$	(441,436	)		$	(1,393,957	)		$	(134,841	)		$	(1,970,234	)		$	44,284			$	(17,663	)		$	26,621
	31-Dec-14	<1 year				1–5 years				>5 years				Total				Fair value of receivables(b)				Fair				Net fair value
	(in millions)													notional amount								value of payables(b)
	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
	(a)	The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s.
	(b)	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)	3 Months Ended
	Mar. 31, 2015
Noninterest Income [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees.
		Three months ended March 31,
	(in millions)	2015		2014
	Underwriting
	Equity	$	399	$	353
	Debt	853		683
	Total underwriting	1,252		1,036
	Advisory	542		384
	Total investment banking fees	$	1,794	$	1,420
Principal transactions revenue	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 7 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business.
		Three months ended March 31,
	(in millions)	2015		2014
	Trading revenue by instrument type
	Interest rate	$	886	$	355
	Credit	415		526
	Foreign exchange	844		526
	Equity	1,048		805
	Commodity(a)	339		688
	Total trading revenue	3,532		2,900
	Private equity gains(b)	123		422
	Principal transactions	$	3,655	$	3,322
	(a)	Commodity derivatives are frequently used to manage the Firm’s risk exposure to its physical commodities inventories. For gains/(losses) related to commodity fair value hedges, see Note 5.
	(b)	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 the components of firmwide asset management, administration and commissions.
		Three months ended March 31,
	(in millions)	2015		2014
	Asset management fees
	Investment management fees(a)	$	2,274	$	2,096
	All other asset management fees(b)	99		123
	Total asset management fees	2,373		2,219
	Total administration fees(c)	507		527
	Commission and other fees
	Brokerage commissions	594		632
	All other commissions and fees	333		458
	Total commissions and fees	927		1,090
	Total asset management, administration and commissions	$	3,807	$	3,836
	(a)	Represents fees earned from managing assets on behalf of Firm clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts.
	(b)	Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients.
	(c)	Predominantly includes fees for custody, securities lending, funds services and securities clearance.

Interest_Income_and_Interest_E1

Interest Income and Interest Expense (Tables)	3 Months Ended
	Mar. 31, 2015
Interest Income (Expense), Net [Abstract]
Details of interest income and interest expense	Details of interest income and interest expense were as follows.
		Three months ended
		March 31,
	(in millions)	2015			2014
	Interest income
	Loans	$	7,947		$	8,039
	Taxable securities	1,724			1,902
	Nontaxable securities(a)	398			315
	Total securities	2,122			2,217
	Trading assets	1,734			1,771
	Federal funds sold and securities purchased under resale agreements	396			436
	Securities borrowed(b)	(120		)	(88		)
	Deposits with banks	341			256
	Other assets(c)	145			162
	Total interest income	12,565			12,793
	Interest expense
	Interest-bearing deposits	364			426
	Short-term and other liabilities(d)	332			428
	Long-term debt	1,094			1,167
	Beneficial interests issued by consolidated VIEs	98			105
	Total interest expense	1,888			2,126
	Net interest income	10,677			10,667
	Provision for credit losses	959			850
	Net interest income after provision for credit losses	$	9,718		$	9,817
	(a)	Represents securities which are tax exempt for U.S. federal income tax purposes.
	(b)	Negative interest income for the three months ended March 31, 2015, and 2014, is a result of increased client-driven demand for certain securities combined with the impact of low interest rates. This is matched book activity and the negative interest expense on the corresponding securities loaned is recognized in interest expense and reported within short-term and other liabilities.
	(c)	Largely margin loans.
	(d)	Includes brokerage customer payables.

Pension_and_Other_Postretireme1

Pension and Other Postretirement Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Components of net periodic benefit costs reported in the Consolidated Statements of Income and other comprehensive income	The following table presents the components of net periodic benefit costs reported in the Consolidated Statements of Income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans.
		Pension plans
		U.S.						Non-U.S.						OPEB plans
	Three months ended March 31, (in millions)	2015			2014			2015			2014			2015			2014
	Components of net periodic benefit cost
	Benefits earned during the period	$	85		$	70		$	9		$	9		$	—		$	—
	Interest cost on benefit obligations	125			134			28			34			8			9
	Expected return on plan assets	(232		)	(246		)	(38		)	(44		)	(26		)	(25		)
	Amortization:
	Net (gain)/loss	62			6			9			12			—			—
	Prior service cost/(credit)	(9		)	(10		)	—			—			—			—
	Net periodic defined benefit cost	31			(46		)	8			11			(18		)	(16		)
	Other defined benefit pension plans(a)	3			3			5			2			NA			NA
	Total defined benefit plans	34			(43		)	13			13			(18		)	(16		)
	Total defined contribution plans	89			108			83			80			NA			NA
	Total pension and OPEB cost included in compensation expense	$	123		$	65		$	96		$	93		$	(18	)	$	(16	)
	(a)	Includes various defined benefit pension plans which are individually immaterial.

Employee_Stock_Based_Incentive1

Employee Stock Based Incentives (Tables)	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Noncash compensation expense related to employee stock-based incentive plans	The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated Statements of Income.
		Three months ended
		March 31,
	(in millions)	2015		2014
	Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$	292	$	410
	Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	273		208
	Total noncash compensation expense related to employee stock-based incentive plans	$	565	$	618

Noninterest_Expense_Tables

Noninterest Expense (Tables)	3 Months Ended
	Mar. 31, 2015
Noninterest Expense [Abstract]
Components of noninterest expense	The following table presents the components of noninterest expense.
		Three months ended March 31,
	(in millions)	2015		2014
	Compensation expense	$	8,043	$	7,859
	Noncompensation expense:
	Occupancy expense	933		952
	Technology, communications and equipment expense	1,491		1,411
	Professional and outside services	1,634		1,786
	Marketing	591		564
	Other expense(a)(b)	2,191		2,064
	Total noncompensation expense	6,840		6,777
	Total noninterest expense	$	14,883	$	14,636
	(a)	Included firmwide legal expense of $687 million for the three months ended March 31, 2015. Firmwide legal expense was not material for the three months ended March 31, 2014.
	(b)	Included Federal Deposit Insurance Corporation-related (“FDIC”) expense of $318 million and $293 million for the three months ended March 31, 2015, and 2014, respectively.

Securities_Tables

Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Securities gains and losses	The following table presents realized gains and losses and other-than-temporary impairment losses (“OTTI”) from AFS securities that were recognized in income.
		Three months
		ended March 31,
	(in millions)	2015			2014
	Realized gains	$	92		$	148
	Realized losses	(39		)	(115		)
	OTTI losses	(1		)	(3		)
	Net securities gains	$	52		$	30
	OTTI losses
	Credit-related losses recognized in income	(1		)	—
	Securities the Firm intends to sell	—			(3		)
	Total OTTI losses recognized in income	$	(1	)	$	(3	)
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.
		31-Mar-15														December 31, 2014
	(in millions)	Amortized cost			Gross unrealized gains			Gross unrealized losses				Fair value				Amortized cost			Gross unrealized gains		Gross unrealized losses		Fair value
	Available-for-sale debt securities
	Mortgage-backed securities:
	U.S. government agencies(a)	$	63,165		$	2,443		$	52			$	65,556			$	63,089		$	2,302	$	72	$	65,319
	Residential:
	Prime and Alt-A	6,433			83			22				6,494				5,595			78		29		5,644
	Subprime	633			13			—				646				677			14		—		691
	Non-U.S.	34,555			909			1				35,463				43,550			1,010		—		44,560
	Commercial	22,157			461			12				22,606				20,687			438		17		21,108
	Total mortgage-backed securities	126,943			3,909			87				130,765				133,598			3,842		118		137,322
	U.S. Treasury and government agencies(a)	11,952			29			16				11,965				13,603			56		14		13,645
	Obligations of U.S. states and municipalities	28,922			2,302			25				31,199				27,841			2,243		16		30,068
	Certificates of deposit	1,021			3			1				1,023				1,103			1		1		1,103
	Non-U.S. government debt securities	44,543			1,330			16				45,857				51,492			1,272		21		52,743
	Corporate debt securities	16,850			369			28				17,191				18,158			398		24		18,532
	Asset-backed securities:
	Collateralized loan obligations	29,664			131			112				29,683				30,229			147		182		30,194
	Other	11,713			157			6				11,864				12,442			184		11		12,615
	Total available-for-sale debt securities	271,608			8,230			291				279,547				288,466			8,143		387		296,222
	Available-for-sale equity securities	2,309			16			—				2,325				2,513			17		—		2,530
	Total available-for-sale securities	$	273,917		$	8,246		$	291			$	281,872			$	290,979		$	8,160	$	387	$	298,752
	Total held-to-maturity securities(b)	$	49,264		$	2,118		$	12			$	51,370			$	49,252		$	1,902	$	—	$	51,154
	(a)	Included total U.S. government-sponsored enterprise obligations with fair values of $55.0 billion and $59.3 billion at March 31, 2015, and December 31, 2014, respectively.
	(b)	As of March 31, 2015, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $34.2 billion, MBS issued by U.S. government agencies with an amortized cost of $3.4 billion and obligations of U.S. states and municipalities with an amortized cost of $11.6 billion. 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.
Securities impairment	The following tables present the fair value and gross unrealized losses for investment securities by aging category at March 31, 2015, and December 31, 2014.
		Securities with gross unrealized losses
		Less than 12 months							12 months or more
	March 31, 2015 (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	$	858		$	23			$	2,994		$	29		$	3,852		$	52
	Residential:
	Prime and Alt-A	914			7				436			15			1,350			22
	Subprime	—			—				—			—			—			—
	Non-U.S.	597			1				—			—			597			1
	Commercial	4,726			12				—			—			4,726			12
	Total mortgage-backed securities	7,095			43				3,430			44			10,525			87
	U.S. Treasury and government agencies	6,941			16				—			—			6,941			16
	Obligations of U.S. states and municipalities	1,729			22				172			3			1,901			25
	Certificates of deposit	740			1				—			—			740			1
	Non-U.S. government debt securities	2,018			7				721			9			2,739			16
	Corporate debt securities	2,028			26				241			2			2,269			28
	Asset-backed securities:
	Collateralized loan obligations	9,803			28				9,886			84			19,689			112
	Other	2,400			6				—			—			2,400			6
	Total available-for-sale debt securities	32,754			149				14,450			142			47,204			291
	Available-for-sale equity securities	—			—				—			—			—			—
	Held-to-maturity securities	878			12				—			—			878			12
	Total securities with gross unrealized losses	$	33,632		$	161			$	14,450		$	142		$	48,082		$	303
		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
Changes in the credit loss component of credit-impaired debt securities	The following table presents a rollforward for the three months ended March 31, 2015 and 2014, of the credit loss component of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell.
		Three months ended March 31,
	(in millions)	2015			2014
	Balance, beginning of period	$	3		$	1
	Additions:
	Newly credit-impaired securities	1			—
	Balance, end of period	$	4		$	1
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at March 31, 2015, 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-Mar-15	year or less									10 years(c)
	(in millions)
	Available-for-sale debt securities
	Mortgage-backed securities(a)
	Amortized cost	$	876		$	13,327		$	5,423		$	107,317		$	126,943
	Fair value	882			13,628			5,635			110,620			130,765
	Average yield(b)	2.38		%	1.73		%	3.28		%	3.03		%	2.9		%
	U.S. Treasury and government agencies
	Amortized cost	$	600		$	—		$	10,169		$	1,183		$	11,952
	Fair value	603			—			10,162			1,200			11,965
	Average yield(b)	1.54		%	—		%	0.21		%	0.38		%	0.29		%
	Obligations of U.S. states and municipalities
	Amortized cost	$	55		$	516		$	1,468		$	26,883		$	28,922
	Fair value	55			533			1,551			29,060			31,199
	Average yield(b)	2.96		%	5.05		%	4.88		%	6.68		%	6.56		%
	Certificates of deposit
	Amortized cost	$	969		$	52		$	—		$	—		$	1,021
	Fair value	970			53			—			—			1,023
	Average yield(b)	3		%	3.28		%	—		%	—		%	3.02		%
	Non-U.S. government debt securities
	Amortized cost	$	10,455		$	13,934		$	17,842		$	2,312		$	44,543
	Fair value	10,481			14,282			18,598			2,496			45,857
	Average yield(b)	3.24		%	1.81		%	1.07		%	0.99		%	1.81		%
	Corporate debt securities
	Amortized cost	$	3,661		$	8,991		$	4,066		$	132		$	16,850
	Fair value	3,684			9,208			4,165			134			17,191
	Average yield(b)	2.2		%	2.28		%	2.6		%	4.26		%	2.36		%
	Asset-backed securities
	Amortized cost	$	—		$	1,689		$	18,859		$	20,829		$	41,377
	Fair value	—			1,700			18,935			20,912			41,547
	Average yield(b)	—		%	1.62		%	1.73		%	1.77		%	1.74		%
	Total available-for-sale debt securities
	Amortized cost	$	16,616		$	38,509		$	57,827		$	158,656		$	271,608
	Fair value	16,675			39,404			59,046			164,422			279,547
	Average yield(b)	2.89		%	1.93		%	1.55		%	3.44		%	2.79		%
	Available-for-sale equity securities
	Amortized cost	$	—		$	—		$	—		$	2,309		$	2,309
	Fair value	—			—			—			2,325			2,325
	Average yield(b)	—		%	—		%	—		%	0.24		%	0.24		%
	Total available-for-sale securities
	Amortized cost	$	16,616		$	38,509		$	57,827		$	160,965		$	273,917
	Fair value	16,675			39,404			59,046			166,747			281,872
	Average yield(b)	2.89		%	1.93		%	1.55		%	3.39		%	2.76		%
	Total held-to-maturity securities
	Amortized cost	$	—		$	53		$	603		$	48,608		$	49,264
	Fair value	—			53			634			50,683			51,370
	Average yield(b)	—			4.39		%	4.94		%	4.01		%	4.02%
	(a)	U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase’s total stockholders’ equity at March 31, 2015.
	(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 five years for U.S. nonagency residential collateralized mortgage obligations.

Securities_Financing_Activitie1

Securities Financing Activities (Tables)	3 Months Ended
	Mar. 31, 2015
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities purchased under resale agreements, netting & securities borrowed	The following table presents as of March 31, 2015, and December 31, 2014, 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.
		March 31, 2015										December 31, 2014
	(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	$	372,595	$	(159,758	)	$	212,837				$	347,142		$	(142,719	)	$	204,423
	Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	6,127					6,127					10,598						10,598
	Total securities purchased under resale agreements	$	378,722	$	(159,758	)	$	218,964		(a)		$	357,740		$	(142,719	)	$	215,021		(a)
	Securities borrowed	$	108,376	NA			$	108,376		(b)(c)		$	110,435		NA			$	110,435		(b)(c)
	(a)	At March 31, 2015, and December 31, 2014, included securities purchased under resale agreements of $29.3 billion and $28.6 billion, respectively, accounted for at fair value.
	(b)	At March 31, 2015, and December 31, 2014, included securities borrowed of $792 million and $992 million, respectively, accounted for at fair value.
	(c)	Included $23.6 billion and $27.7 billion at March 31, 2015, and December 31, 2014, 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 March 31, 2015, and December 31, 2014, regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained.
		31-Mar-15												31-Dec-14
					Amounts not nettable on the Consolidated balance sheets(a)													Amounts not nettable on
																		the Consolidated balance sheets(a)
	(in millions)	Net asset balance			Financial instruments(b)			Cash collateral			Net exposure			Net asset balance				Financial instruments(b)				Cash collateral			Net exposure
	Securities purchased under resale agreements with an appropriate legal opinion	$	212,837		$	(209,548	)	$	(207	)	$	3,082		$	204,423			$	(201,375	)		$	(246	)	$	2,802
	Securities borrowed	$	84,744		$	(81,603	)	$	—		$	3,141		$	82,748			$	(80,338	)		$	—		$	2,410
	(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 March 31, 2015, and December 31, 2014, 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.
		March 31, 2015										December 31, 2014
	(in millions)	Gross liability balance		Amounts netted			Net liability balance					Gross liability balance			Amounts netted				Net liability balance
				on the Consolidated balance sheets											on the Consolidated balance sheets
	Securities sold under repurchase agreements
	Securities sold under repurchase agreements with an appropriate legal opinion	$	318,721	$	(159,758	)	$	158,963				$	290,529		$	(142,719	)		$	147,810
	Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	17,654					17,654					21,996							21,996
	Total securities sold under repurchase agreements	$	336,375	$	(159,758	)	$	176,617		(c)		$	312,525		$	(142,719	)		$	169,806		(c)
	Securities loaned(b)	$	25,179	NA			$	25,179		(d)(e)		$	25,927		NA				$	25,927		(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 lending transactions of $5.7 billion and $4.1 billion at March 31, 2015, and December 31, 2014, respectively, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets.
	(c)	At March 31, 2015, and December 31, 2014, included securities sold under repurchase agreements of $3.6 billion and $3.0 billion, respectively, accounted for at fair value.
	(d)	There were no securities loaned accounted for at fair value as of March 31, 2015 and December 31, 2014.
	(e)	Included $30 million and $271 million at March 31, 2015, and December 31, 2014, respectively, of securities loaned where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
Schedule of securities sold under repurchase agreements & securities loaned collateral netting	The following table presents information as of March 31, 2015, and December 31, 2014, regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained.
		31-Mar-15												31-Dec-14
					Amounts not nettable													Amounts not nettable
					on the Consolidated balance sheets(a)													on the Consolidated
																		balance sheets(a)
	(in millions)	Net liability balance			Financial instruments(b)			Cash collateral			Net amount(c)			Net liability balance				Financial instruments(b)				Cash collateral			Net amount(c)
	Securities sold under repurchase agreements with an appropriate legal opinion	$	158,963		$	(157,232	)	$	(362	)	$	1,369		$	147,810			$	(145,732	)		$	(497	)	$	1,581
	Securities loaned	$	25,149		$	(24,866	)	$	—		$	283		$	25,656			$	(25,287	)		$	—		$	369
	(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.

Loans_Tables

Loans (Tables)	3 Months Ended
	Mar. 31, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loan portfolio segment descriptions	Loan portfolio
	The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class:
	Consumer, excluding		Credit card		Wholesale(c)
	credit card(a)
	Residential real estate – excluding PCI		• Credit card loans		• Commercial and industrial
	• Home equity – senior lien				• Real estate
	• Home equity – junior lien				• Financial institutions
	• Prime mortgage, including				• Government agencies
	option ARMs				• Other(d)
	• Subprime mortgage
	Other consumer loans
	• Auto(b)
	• Business banking(b)
	• Student and other
	Residential real estate – PCI
	• Home equity
	• Prime mortgage
	• Subprime mortgage
	• Option ARMs
	(a)	Includes loans held in CCB, 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 of JPMorgan Chase’s 2014 Annual Report for additional information on special-purpose entities (“SPEs”).
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment.
	March 31, 2015	Consumer, excluding credit card			Credit card(a)			Wholesale			Total
	(in millions)
	Retained	$	304,917		$	120,835		$	331,219		$	756,971		(b)
	Held-for-sale	298			2,422			2,204			4,924
	At fair value	—			—			2,290			2,290
	Total	$	305,215		$	123,257		$	335,713		$	764,185
	31-Dec-14	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
	(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 $1.2 billion and $1.3 billion at March 31, 2015, and December 31, 2014, 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.
			2015														2014
	Three months ended March 31, (in millions)		Consumer, excluding credit card				Credit card			Wholesale			Total				Consumer, excluding credit card				Credit card			Wholesale			Total
	Purchases		$	1,608		(a)(b)	$	—		$	208		$	1,816			$	1,582		(a)(b)	$	—		$	121		$	1,703
	Sales		1,736				177			2,449			4,362				891				—			2,356			3,247
	Retained loans reclassified to held-for-sale		18				—			320			338				—				—			297			297
	(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 $11.2 billion and $1.7 billion for the three months ended March 31, 2015 and 2014, 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.
		Three months ended March 31,
	(in millions)	2015			2014
	Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)(a)
	Consumer, excluding credit card	$	91		$	42
	Credit card	16			—
	Wholesale	(6		)	24
	Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$	101		$	66
	(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.
	(in millions)	March 31,			December 31,
		2015			2014
	Residential real estate –
	excluding PCI
	Home equity:
	Senior lien	$	15,922		$	16,367
	Junior lien	34,968			36,375
	Mortgages:
	Prime, including option ARMs	117,275			104,921
	Subprime	4,826			5,056
	Other consumer loans
	Auto	55,455			54,536
	Business banking	20,375			20,058
	Student and other	10,740			10,970
	Residential real estate – PCI
	Home equity	16,638			17,095
	Prime mortgage	9,916			10,220
	Subprime mortgage	3,559			3,673
	Option ARMs	15,243			15,708
	Total retained loans	$	304,917		$	294,979
Consumer, excluding credit card | Residential real estate – excluding PCI
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	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.
	Residential real estate – excluding PCI loans
		Home equity														Mortgages
	(in millions, except ratios)	Senior lien							Junior lien							Prime, including							Subprime							Total residential real estate – excluding PCI
																option ARMs
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Loan delinquency(a)
	Current	$	15,315		$	15,730			$	34,235		$	35,575			$	106,791		$	93,951			$	4,122		$	4,296			$	160,463		$	149,552
	30–149 days past due	243			275				469			533				3,568			4,091				433			489				4,713			5,388
	150 or more days past due	364			362				264			267				6,916			6,879				271			271				7,815			7,779
	Total retained loans	$	15,922		$	16,367			$	34,968		$	36,375			$	117,275		$	104,921			$	4,826		$	5,056			$	172,991		$	162,719
	% of 30+ days past due to	3.81		%	3.89		%		2.1		%	2.2		%		1.23		%	1.42		%		14.59		%	15.03		%		2.02		%	2.27		%
	total retained loans(b)
	90 or more days past due and	—			—				—			—				7,291			7,544				—			—				7,291			7,544
	government guaranteed(c)
	Nonaccrual loans	930			938				1,539			1,590				2,119			2,190				1,010			1,036				5,598			5,754
	Current estimated LTV ratios(d)(e)(f)
	Greater than 125% and refreshed
	FICO scores:
	Equal to or greater than 660	$	19		$	21			$	375		$	467			$	103		$	120			$	9		$	10			$	506		$	618
	Less than 660	9			10				112			138				95			103				40			51				256			302
	101% to 125% and refreshed
	FICO scores:
	Equal to or greater than 660	118			134				2,762			3,149				564			648				96			118				3,540			4,049
	Less than 660	59			69				791			923				297			340				241			298				1,388			1,630
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	549			633				6,032			6,481				3,353			3,863				376			432				10,310			11,409
	Less than 660	209			226				1,698			1,780				951			1,026				720			770				3,578			3,802
	Less than 80% and refreshed FICO scores:
	Equal to or greater than 660	12,760			13,048				19,780			20,030				94,768			81,805				1,540			1,586				128,848			116,469
	Less than 660	2,199			2,226				3,418			3,407				5,089			4,906				1,804			1,791				12,510			12,330
	U.S. government-guaranteed	—			—				—			—				12,055			12,110				—			—				12,055			12,110
	Total retained loans	$	15,922		$	16,367			$	34,968		$	36,375			$	117,275		$	104,921			$	4,826		$	5,056			$	172,991		$	162,719
	Geographic region
	California	$	2,176		$	2,232			$	7,846		$	8,144			$	32,022		$	28,133			$	678		$	718			$	42,722		$	39,227
	New York	2,745			2,805				7,383			7,685				17,483			16,550				650			677				28,261			27,717
	Illinois	1,266			1,306				2,515			2,605				7,657			6,654				199			207				11,637			10,772
	Florida	870			861				1,854			1,923				5,376			5,106				602			632				8,702			8,522
	Texas	1,754			1,845				1,057			1,087				5,720			4,935				171			177				8,702			8,044
	New Jersey	661			654				2,147			2,233				3,751			3,361				218			227				6,777			6,475
	Arizona	893			927				1,533			1,595				2,112			1,805				107			112				4,645			4,439
	Washington	487			506				1,168			1,216				2,706			2,410				104			109				4,465			4,241
	Michigan	722			736				810			848				1,336			1,203				115			121				2,983			2,908
	Ohio	1,117			1,150				741			778				735			615				107			112				2,700			2,655
	All other(g)	3,231			3,345				7,914			8,261				38,377			34,149				1,875			1,964				51,397			47,719
	Total retained loans	$	15,922		$	16,367			$	34,968		$	36,375			$	117,275		$	104,921			$	4,826		$	5,056			$	172,991		$	162,719
	(a)	Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.0 billion and $2.6 billion; 30–149 days past due included $3.0 billion and $3.5 billion; and 150 or more days past due included $6.1 billion and $6.0 billion at March 31, 2015, and December 31, 2014, respectively.
	(b)	At March 31, 2015, and December 31, 2014, Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $9.0 billion and $9.5 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, were 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 March 31, 2015, and December 31, 2014, these balances included $4.0 billion and $4.2 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. There were no loans not insured by U.S. government agencies that are 90 or more days past due and still accruing at March 31, 2015 and December 31, 2014.
	(d)	Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates.
	(e)	Junior lien represents combined loan-to-value (“LTV”), which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property.
	(f)	Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
	(g)	At both March 31, 2015, and December 31, 2014, included mortgage loans insured by U.S. government agencies of $12.1 billion
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 troubled debt restructuring (“TDR”). All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase’s 2014 Annual Report.
		Home equity														Mortgages														Total residential
																														real estate
	(in millions)	Senior lien							Junior lien							Prime, including							Subprime							– excluding PCI
																option ARMs
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Impaired loans
	With an allowance	$	553		$	552			$	724		$	722			$	4,596		$	4,949			$	2,092		$	2,239			$	7,965		$	8,462
	Without an allowance(a)	534			549				569			582				1,142			1,196				613			639				2,858			2,966
	Total impaired loans(b)(c)	$	1,087		$	1,101			$	1,293		$	1,304			$	5,738		$	6,145			$	2,705		$	2,878			$	10,823		$	11,428
	Allowance for loan losses related to impaired loans	$	85		$	84			$	145		$	147			$	120		$	127			$	63		$	64			$	413		$	422
	Unpaid principal balance of impaired loans(d)	1,426			1,451				2,546			2,603				7,331			7,813				3,968			4,200				15,271			16,067
	Impaired loans on nonaccrual status(e)	623			628				620			632				1,517			1,559				898			931				3,658			3,750
	(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 March 31, 2015, Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 11% of junior lien home equity, 23% of prime mortgages, including option ARMs, and 15% of subprime mortgages that were 30 days or more past due.
	(b)	At March 31, 2015, and December 31, 2014, $4.8 billion and $4.9 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 March 31, 2015, and December 31, 2014. 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 March 31, 2015, and December 31, 2014, nonaccrual loans included $2.8 billion and $2.9 billion, respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase’s 2014 Annual Report.
Schedule of impaired financing receivables, average recorded investment	The following table present average impaired loans and the related interest income reported by the Firm.
	Three months ended March 31,	Average impaired loans							Interest income on							Interest income on impaired
									impaired loans(a)							loans on a cash basis(a)
	(in millions)	2015			2014				2015			2014				2015			2014
	Home equity
	Senior lien	$	1,095		$	1,143			$	13		$	14			$	9		$	9
	Junior lien	1,298			1,321				20			21				13			14
	Mortgages
	Prime, including option ARMs	6,054			6,956				59			68				12			13
	Subprime	2,822			3,667				37			49				11			13
	Total residential real estate – excluding PCI	$	11,269		$	13,087			$	129		$	152			$	45		$	49
	(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.
	Three months ended March 31,	2015			2014
	(in millions)
	Home equity:
	Senior lien	$	26		$	27
	Junior lien	46			58
	Mortgages:
	Prime, including option ARMs	63			67
	Subprime	19			28
	Total residential real estate – excluding PCI	$	154		$	180
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.
	Three months ended March 31,	Home equity										Mortgages										Total residential
																						real estate -
		Senior lien					Junior lien					Prime, including option ARMs					Subprime					excluding PCI
		2015		2014			2015		2014			2015		2014			2015		2014			2015		2014
	Number of loans approved for a trial modification	356		201			154		184			245		255			422		499			1,177		1,139
	Number of loans permanently modified	262		295			508		958			361		531			489		767			1,620		2,551
	Concession granted:(a)
	Interest rate reduction	75	%	65	%		77	%	84	%		64	%	60	%		71	%	60	%		72	%	70	%
	Term or payment extension	81		80			86		83			84		88			81		72			83		80
	Principal and/or interest deferred	31		15			28		21			37		33			26		20			30		22
	Principal forgiveness	8		30			4		28			28		31			32		41			18		32
	Other(b)	—		1			—		—			8		17			11		13			5		7
	(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.
	Three months ended March 31,	Home equity														Mortgages														Total residential real estate – excluding PCI
	(in millions, except weighted-average	Senior lien							Junior lien							Prime, including option ARMs							Subprime
	data and number of loans)	2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Weighted-average interest rate of loans with interest rate reductions – before TDR	6.11		%	6.67		%		4.97		%	4.75		%		5.03		%	5.22		%		6.8		%	7.57		%		5.68		%	5.91		%
	Weighted-average interest rate of loans with interest rate reductions – after TDR	2.72			3.02				2.21			1.81				2.38			2.76				3.22			3.41				2.64			2.77
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18			18				18			20				25			24				24			25				23			23
	Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	31			31				34			35				38			37				36			36				36			36
	Charge-offs recognized upon permanent modification	$	—		$	1			$	1		$	14			$	1		$	2			$	1		$	1			$	3		$	18
	Principal deferred	3			1				3			3				11			13				7			7				24			24
	Principal forgiven	1			3				—			11				9			17				10			21				20			52
	Balance of loans that redefaulted within one year of permanent modification(a)	$	3		$	6			$	2		$	3			$	18		$	30			$	17		$	18			$	40		$	57
	(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 March 31, 2015, and December 31, 2014.
			Delinquencies																Total 30+ day delinquency rate
	31-Mar-15		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)		$	191			$	60			$	134			$	23,335			1.65	%
	Beyond the revolving period		108				41				110				8,654				2.99
	HELOANs		52				17				20				2,979				2.99
	Total		$	351			$	118			$	264			$	34,968			2.1	%
			Delinquencies																Total 30+ day delinquency rate
	December 31, 2014		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	%
	(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.
	(in millions, except ratios)	Auto								Business banking							Student and other								Total other consumer
		Mar 31,				Dec 31,				Mar 31,			Dec 31,				Mar 31,				Dec 31,				Mar 31,				Dec 31,
		2015				2014				2015			2014				2015				2014				2015				2014
	Loan delinquency(a)
	Current	$	54,956			$	53,866			$	20,038		$	19,710			$	9,968			$	10,080			$	84,962			$	83,656
	30–119 days past due	492				663				199			208				466				576				1,157				1,447
	120 or more days past due	7				7				138			140				306				314				451				461
	Total retained loans	$	55,455			$	54,536			$	20,375		$	20,058			$	10,740			$	10,970			$	86,570			$	85,564
	% of 30+ days past due to total retained loans	0.9		%		1.23		%		1.65		%	1.73		%		1.64		%	(d)	2.15		%	(d)	1.17		%	(d)	1.47		%	(d)
	90 or more days past due and still accruing (b)	$	—			$	—			$	—		$	—			$	346			$	367			$	346			$	367
	Nonaccrual loans	95				115				268			279				264				270				627				664
	Geographic region
	California	$	6,469			$	6,294			$	3,059		$	3,008			$	1,128			$	1,143			$	10,656			$	10,445
	New York	3,703				3,662				3,171			3,187				1,235				1,259				8,109				8,108
	Illinois	3,365				3,175				1,387			1,373				716				729				5,468				5,277
	Florida	2,428				2,301				861			827				521				521				3,810				3,649
	Texas	5,804				5,608				2,610			2,626				849				868				9,263				9,102
	New Jersey	1,947				1,945				530			451				391				378				2,868				2,774
	Arizona	1,879				2,003				1,148			1,083				234				239				3,261				3,325
	Washington	1,042				1,019				274			258				224				235				1,540				1,512
	Michigan	1,634				1,633				1,344			1,375				453				466				3,431				3,474
	Ohio	2,261				2,157				1,455			1,354				607				629				4,323				4,140
	All other	24,923				24,739				4,536			4,516				4,382				4,503				33,841				33,758
	Total retained loans	$	55,455			$	54,536			$	20,375		$	20,058			$	10,740			$	10,970			$	86,570			$	85,564
	Loans by risk ratings(c)
	Noncriticized	$	10,061			$	9,822			$	14,842		$	14,619			NA				NA				$	24,903			$	24,441
	Criticized performing	83				35				714			708				NA				NA				797				743
	Criticized nonaccrual	—				—				212			213				NA				NA				212				213
	(a)	Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.2 billion and $4.3 billion; 30-119 days past due included $317 million and $364 million; and 120 or more days past due included $279 million and $290 million at March 31, 2015, and December 31, 2014, 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)	March 31, 2015, and December 31, 2014, excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $596 million and $654 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.
	(in millions)	March 31,			December 31,
		2015			2014
	Impaired loans
	With an allowance	$	557		$	557
	Without an allowance(a)	34			35
	Total impaired loans(b)(c)	$	591		$	592
	Allowance for loan losses related to	$	124		$	117
	impaired loans
	Unpaid principal balance of impaired loans(d)	711			719
	Impaired loans on nonaccrual status	464			456
	(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 $587 million and $600 million for the three months ended March 31, 2015 and 2014, respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three months ended March 31, 2015 and 2014.
	(d)	Represents the contractual amount of principal owed at March 31, 2015, and December 31, 2014. 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. New TDRs were not material as of March 31, 2015 and 2014.
	(in millions)	March 31,			December 31,
		2015			2014
	Loans modified in TDRs(a)(b)	$	428			$	442
	TDRs on nonaccrual status	301				306
	(a)	The impact of these modifications was not material to the Firm for the three months ended March 31, 2015 and 2014.
	(b)	Additional commitments to lend to borrowers whose loans have been modified in TDRs as of March 31, 2015, and December 31, 2014, 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.
	(in millions, except ratios)	Home equity							Prime mortgage							Subprime mortgage							Option ARMs							Total PCI
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Carrying value(a)	$	16,638		$	17,095			$	9,916		$	10,220			$	3,559		$	3,673			$	15,243		$	15,708			$	45,356		$	46,696
	Related allowance for loan losses(b)	1,758			1,758				1,138			1,193				180			180				194			194				3,270			3,325
	Loan delinquency (based on unpaid principal balance)
	Current	$	15,903		$	16,295			$	8,722		$	8,912			$	3,521		$	3,565			$	13,506		$	13,814			$	41,652		$	42,586
	30–149 days past due	368			445				444			500				460			536				795			858				2,067			2,339
	150 or more days past due	815			1,000				777			837				509			551				1,645			1,824				3,746			4,212
	Total loans	$	17,086		$	17,740			$	9,943		$	10,249			$	4,490		$	4,652			$	15,946		$	16,496			$	47,465		$	49,137
	% of 30+ days past due to total loans	6.92		%	8.15		%		12.28		%	13.05		%		21.58		%	23.37		%		15.3		%	16.26		%		12.25		%	13.33		%
	Current estimated LTV ratios (based on unpaid principal balance)(c)(d)
	Greater than 125% and refreshed FICO scores:
	Equal to or greater than 660	$	423		$	513			$	34		$	45			$	27		$	34			$	72		$	89			$	556		$	681
	Less than 660	217			273				68			97				125			160				113			150				523			680
	101% to 125% and refreshed FICO scores:
	Equal to or greater than 660	1,985			2,245				373			456				180			215				471			575				3,009			3,491
	Less than 660	928			1,073				337			402				430			509				634			771				2,329			2,755
	80% to 100% and refreshed FICO scores:
	Equal to or greater than 660	3,995			4,171				1,924			2,154				482			519				2,198			2,418				8,599			9,262
	Less than 660	1,590			1,647				1,184			1,316				954			1,006				1,784			1,996				5,512			5,965
	Lower than 80% and refreshed FICO scores:
	Equal to or greater than 660	5,923			5,824				3,821			3,663				760			719				6,750			6,593				17,254			16,799
	Less than 660	2,025			1,994				2,202			2,116				1,532			1,490				3,924			3,904				9,683			9,504
	Total unpaid principal balance	$	17,086		$	17,740			$	9,943		$	10,249			$	4,490		$	4,652			$	15,946		$	16,496			$	47,465		$	49,137
	Geographic region (based on unpaid principal balance)
	California	$	10,267		$	10,671			$	5,811		$	5,965			$	1,108		$	1,138			$	8,935		$	9,190			$	26,121		$	26,964
	New York	855			876				648			672				440			463				895			933				2,838			2,944
	Illinois	393			405				290			301				219			229				371			397				1,273			1,332
	Florida	1,630			1,696				657			689				416			432				1,370			1,440				4,073			4,257
	Texas	261			273				90			92				270			281				84			85				705			731
	New Jersey	338			348				261			279				155			165				527			553				1,281			1,345
	Arizona	312			323				164			167				84			85				223			227				783			802
	Washington	926			959				217			225				91			95				379			395				1,613			1,674
	Michigan	50			53				162			166				125			130				176			182				513			531
	Ohio	19			20				47			48				70			72				66			69				202			209
	All other	2,035			2,116				1,596			1,645				1,512			1,562				2,920			3,025				8,063			8,348
	Total unpaid principal balance	$	17,086		$	17,740			$	9,943		$	10,249			$	4,490		$	4,652			$	15,946		$	16,496			$	47,465		$	49,137
	(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 three months ended March 31, 2015 and 2014, and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios.
	(in millions, except ratios)	Total PCI
		Three months ended March 31,
		2015			2014
	Beginning balance	$	14,592		$	16,167
	Accretion into interest income	(436		)	(514		)
	Changes in interest rates on variable-rate loans	6			(21		)
	Other changes in expected cash flows(a)	(128		)	150
	Balance at March 31	$	14,034		$	15,782
	Accretable yield percentage	4.14		%	4.32		%
	(a)	Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model and periodically updates model assumptions. For the three months ended March 31, 2015 and 2014, other changes in expected cash flows were driven by 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 March 31, 2015, and December 31, 2014.
			Delinquencies																Total 30+ day delinquency rate
	31-Mar-15		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)		$	118			$	39			$	236			$	8,373			4.69	%
	Beyond the revolving period(c)		72				21				154				4,741				5.21
	HELOANs		16				5				21				713				5.89
	Total		$	206			$	65			$	411			$	13,827			4.93	%
			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	%
	(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.
	(in millions, except ratios)	March 31,			December 31,
		2015			2014
	Loan delinquency
	Current and less than 30 days	$	119,132		$	126,189
	past due and still accruing
	30–89 days past due and still accruing	826			943
	90 or more days past due and still accruing	877			895
	Nonaccrual loans	—			—
	Total retained credit card loans	$	120,835		$	128,027
	Loan delinquency ratios
	% of 30+ days past due to total retained loans	1.41		%	1.44		%
	% of 90+ days past due to total retained loans	0.73			0.7
	Credit card loans by geographic region
	California	$	17,133		$	17,940
	Texas	10,605			11,088
	New York	10,414			10,940
	Florida	7,126			7,398
	Illinois	7,058			7,497
	New Jersey	5,427			5,750
	Ohio	4,389			4,707
	Pennsylvania	4,197			4,489
	Michigan	3,340			3,552
	Virginia	2,958			3,263
	All other	48,188			51,403
	Total retained credit card loans	$	120,835		$	128,027
	Percentage of portfolio based on carrying value with estimated refreshed FICO scores
	Equal to or greater than 660	85.2		%	85.7		%
	Less than 660	14.8			14.3
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.
	(in millions)	March 31,			December 31,
		2015			2014
	Impaired credit card loans with an allowance(a)(b)
	Credit card loans with modified payment terms(c)	$	1,627		$	1,775
	Modified credit card loans that have reverted to pre-modification payment terms(d)	225			254
	Total impaired credit card loans(e)	$	1,852		$	2,029
	Allowance for loan losses related to impaired credit card loans	$	458		$	500
	(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 March 31, 2015, and December 31, 2014, $139 million and $159 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 $86 million and $95 million at March 31, 2015, and December 31, 2014, 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.
		Three months ended March 31,
	(in millions)	2015			2014
	Average impaired	$	1,940		$	2,938
	credit card loans
	Interest income on	23			36
	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.
	(in millions, except	Three months
	weighted-average data)	ended March 31,
		2015			2014
	Weighted-average interest rate of loans – before TDR	15.16		%	15.03		%
	Weighted-average interest rate of loans – after TDR	4.29			4.43
	Loans that redefaulted within one year of modification(a)	$	22		$	34
	(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.
		Commercial							Real estate							Financial							Government agencies							Other(d)						Total
		and industrial														institutions																				retained loans
	(in millions,	Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,			Mar 31,			Dec 31,
	except ratios)	2015			2014				2015			2014				2015			2014				2015			2014				2015			2014			2015			2014
	Loans by risk ratings
	Investment-grade	$	66,973		$	63,069			$	64,382		$	61,006			$	28,091		$	27,111			$	8,718		$	8,393			$	80,709		$	82,087		$	248,873		$	241,666
	Noninvestment-grade:
	Noncriticized	43,838			44,117				16,470			16,541				7,037			7,085				332			300				9,613			10,075			77,290			78,118
	Criticized performing	2,581			2,251				1,296			1,313				303			316				8			3				172			236			4,360			4,119
	Criticized nonaccrual	332			188				259			253				15			18				—			—				90			140			696			599
	Total noninvestment-	46,751			46,556				18,025			18,107				7,355			7,419				340			303				9,875			10,451			82,346			82,836
	grade
	Total retained loans	$	113,724		$	109,625			$	82,407		$	79,113			$	35,446		$	34,530			$	9,058		$	8,696			$	90,584		$	92,538		$	331,219		$	324,502
	% of total criticized to	2.56		%	2.22		%		1.89		%	1.98		%		0.9		%	0.97		%		0.09		%	0.03		%		0.29		%	0.41		%	1.53		%	1.45		%
	total retained loans
	% of nonaccrual loans	0.29			0.17				0.31			0.32				0.04			0.05				—			—				0.1			0.15			0.21			0.18
	to total retained loans
	Loans by geographic
	distribution(a)
	Total non-U.S.	$	33,627		$	33,739			$	2,274		$	2,099			$	19,450		$	20,944			$	1,153		$	1,122			$	42,366		$	42,961		$	98,870		$	100,865
	Total U.S.	80,097			75,886				80,133			77,014				15,996			13,586				7,905			7,574				48,218			49,577			232,349			223,637
	Total retained loans	$	113,724		$	109,625			$	82,407		$	79,113			$	35,446		$	34,530			$	9,058		$	8,696			$	90,584		$	92,538		$	331,219		$	324,502
	Loan delinquency(b)
	Current and less than	$	113,177		$	108,857			$	82,058		$	78,552			$	35,397		$	34,408			$	9,000		$	8,627			$	89,334		$	91,168		$	328,966		$	321,612
	30 days past due and
	still accruing
	30–89 days past due	215			566				84			275				34			104				58			69				1,098			1,201			1,489			2,215
	and still accruing
	90 or more days	—			14				6			33				—			—				—			—				62			29			68			76
	past due and
	still accruing(c)
	Criticized nonaccrual	332			188				259			253				15			18				—			—				90			140			696			599
	Total retained loans	$	113,724		$	109,625			$	82,407		$	79,113			$	35,446		$	34,530			$	9,058		$	8,696			$	90,584		$	92,538		$	331,219		$	324,502
	(a)	The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower.
	(b)	The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a discussion of more significant risk factors, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	(c)	Represents loans that are considered well-collateralized and therefore still accruing interest.
	(d)	Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase’s 2014 Annual Report for additional information on SPEs.
Schedule of impaired financing receivables	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 of JPMorgan Chase’s 2014 Annual Report.
	The table below sets forth information about the Firm’s wholesale impaired loans.
	(in millions)	Commercial							Real estate							Financial							Government							Other						Total
		and industrial														institutions							agencies													retained loans
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,			Mar 31,				Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014			2015				2014
	Impaired loans
	With an allowance	$	306		$	174			$	155		$	193			$	12		$	15			$	—		$	—			$	64		$	89		$	537			$	471
	Without an allowance(a)	39			24				138			87				2			3				—			—				27			52			206				166
	Total impaired loans	$	345		$	198			$	293		$	280			$	14		$	18			$	—		$	—			$	91		$	141		$	743		(c)	$	637
	Allowance for loan losses related to impaired loans	$	57		$	34			$	18		$	36			$	4		$	4			$	—		$	—			$	36		$	13		$	115			$	87
	Unpaid principal balance of impaired loans(b)	378			266				421			345				15			22				—			—				95			202			909				835
	(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 March 31, 2015, and December 31, 2014. 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 periods indicated.
		Three months ended March 31,
	(in millions)	2015			2014
	Commercial and industrial	$	251		$	291
	Real estate	268			355
	Financial institutions	16			22
	Government agencies	—			—
	Other	107			169
	Total(a)	$	642		$	837
	(a)	The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three months ended March 31, 2015 and 2014.
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. For further information on real estate loans, see Note 14 of JPMorgan Chase’s 2014 Annual Report.
	(in millions, except ratios)	Multifamily							Commercial lessors							Commercial construction and development							Other							Total real estate loans
		Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,				Mar 31,			Dec 31,
		2015			2014				2015			2014				2015			2014				2015			2014				2015			2014
	Real estate retained loans	$	53,319		$	51,049			$	17,394		$	17,438			$	4,542		$	4,264			$	7,152		$	6,362			$	82,407		$	79,113
	Criticized exposure	665			652				796			841				28			42				66			31				1,555			1,566
	% of criticized exposure to	1.25		%	1.28		%		4.58		%	4.82		%		0.62		%	0.98		%		0.92		%	0.49		%		1.89		%	1.98		%
	total real estate retained loans
	Criticized nonaccrual	$	127		$	126			$	88		$	110			$	—		$	—			$	44		$	17			$	259		$	253
	% of criticized nonaccrual to	0.24		%	0.25		%		0.51		%	0.63		%		—		%	—		%		0.62		%	0.27		%		0.31		%	0.32		%
	total real estate retained loans

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2015
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.
		2015													2014
	Three months ended March 31, (in millions)	Consumer, excluding credit card			Credit card				Wholesale			Total			Consumer, excluding credit card			Credit card				Wholesale			Total
	Allowance for loan losses
	Beginning balance at January 1,	$	7,050		$	3,439			$	3,696		$	14,185		8,456			$	3,795			$	4,013		$	16,264
	Gross charge-offs	440			883				29			1,352			569			995				68			1,632
	Gross recoveries	(176		)	(94		)		(30		)	(300		)	(201		)	(107		)		(55		)	(363		)
	Net charge-offs/(recoveries)	264			789				(1		)	1,052			368			888				13			1,269
	Write-offs of PCI loans(a)	55			—				—			55			61			—				—			61
	Provision for loan losses	141			789				58			988			119			688				110			917
	Other	—			(5		)		4			(1		)	1			(4		)		(1		)	(4		)
	Ending balance at March 31,	$	6,872		$	3,434			$	3,759		$	14,065		$	8,147		$	3,591			$	4,109		$	15,847
	Allowance for loan losses by impairment methodology
	Asset-specific(b)	$	537		$	458		(c)	$	115		$	1,110		$	607		$	606		(c)	$	144		$	1,357
	Formula-based	3,065			2,976				3,644			9,685			3,443			2,985				3,965			10,393
	PCI	3,270			—				—			3,270			4,097			—				—			4,097
	Total allowance for loan losses	$	6,872		$	3,434			$	3,759		$	14,065		$	8,147		$	3,591			$	4,109		$	15,847
	Loans by impairment methodology
	Asset-specific	$	11,414		$	1,852			$	743		$	14,009		$	13,546		$	2,768			$	763		$	17,077
	Formula-based	248,147			118,983				330,472			697,602			222,778			118,744				310,949			652,471
	PCI	45,356			—				4			45,360			51,606			—				6			51,612
	Total retained loans	$	304,917		$	120,835			$	331,219		$	756,971		$	287,930		$	121,512			$	311,718		$	721,160
	Impaired collateral-dependent loans
	Net charge-offs	$	16		$	—			$	1		$	17		$	51		$	—			$	—		$	51
	Loans measured at fair value of collateral less cost to sell	2,912			—				269			3,181			3,333			—				331			3,664
	Allowance for lending-related commitments
	Beginning balance at January 1,	$	13		$	—			$	609		$	622		$	8		$	—			$	697		$	705
	Provision for lending-related commitments	1			—				(30		)	(29		)	—			—				(67		)	(67		)
	Other	—			—				—			—			—			—				—			—
	Ending balance at March 31,	$	14		$	—			$	579		$	593		$	8		$	—			$	630		$	638
	Allowance for lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	55		$	55		$	—		$	—			$	30		$	30
	Formula-based	14			—				524			538			8			—				600			608
	Total allowance for lending-related commitments	$	14		$	—			$	579		$	593		$	8		$	—			$	630		$	638
	Lending-related commitments by impairment methodology
	Asset-specific	$	—		$	—			$	131		$	131		$	—		$	—			$	95		$	95
	Formula-based	60,151			533,511				355,373			949,035			56,541			535,614				353,797			945,952
	Total lending-related commitments	$	60,151		$	533,511			$	355,504		$	949,166		$	56,541		$	535,614			$	353,892		$	946,047
	(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).
	(b)	Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR.
	(c)	The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable_Interest_Entities_Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2015
Variable Interest Entities [Abstract]
Schedule of significant types of variable interest entities by business segment	The following table summarizes the most significant types of Firm-sponsored VIEs by business segment.
	Line-of-Business	Transaction Type	Activity	Form 10-Q page reference
	CCB	Credit card securitization trusts	Securitization of both originated and purchased credit card receivables	127
		Mortgage securitization trusts	Servicing and securitization of both originated and purchased residential mortgages	127-129
	CIB	Mortgage and other securitization trusts	Securitization of both originated and purchased residential and commercial mortgages, and student loans	127-129
		Multi-seller conduits	Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs	129
		Investor intermediation activities:
		Municipal bond vehicles		129-130
		Credit-related note and asset swap vehicles		130
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 132 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 132 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)
	March 31, 2015(a) (in billions)	Total assets held by securitization VIEs			Assets		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by JPMorgan
					held in consolidated securitization VIEs											Chase
	Securitization-related
	Residential mortgage:
	Prime/Alt-A and Option ARMs	$	95.5		$	2	$	77.4			$	0.6	$	1.6		$	2.2
	Subprime	26.4			0.1		24.6				0.1		—			0.1
	Commercial and other(b)	130.5			0.2		93.3				0.3		3.5			3.8
	Total	$	252.4		$	2.3	$	195.3			$	1	$	5.1		$	6.1
		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		Assets held in nonconsolidated securitization VIEs with continuing involvement				Trading assets		AFS securities			Total interests held by
					held in consolidated securitization VIEs											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
	(a)	Excludes U.S. government agency securitizations. See page 132 of this Note for information on the Firm’s loan sales to U.S. government agencies.
	(b)	Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. The Firm generally does not retain a residual interest in its sponsored commercial mortgage securitization transactions.
	(c)	The table above excludes the following: retained servicing (see Note 16 for a discussion of MSRs); securities retained from 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 5 for further information on derivatives); senior and subordinated securities of $28 million and $129 million, respectively, at March 31, 2015, and $136 million and $34 million, respectively, at December 31, 2014, which the Firm purchased in connection with CIB’s secondary market-making activities.
	(d)	Includes interests held in re-securitization transactions.
	(e)	As of March 31, 2015, and December 31, 2014, 83% and 77%, 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 $2.1 billion and $1.1 billion of investment-grade and $125 million and $185 million of noninvestment-grade retained interests at March 31, 2015, and December 31, 2014, respectively. The retained interests in commercial and other securitizations trusts consisted of $3.7 billion and $3.7 billion of investment-grade and $113 million and $194 million of noninvestment-grade retained interests at March 31, 2015, and December 31, 2014, respectively.
Firm's exposure to nonconsolidated municipal bond VIEs	The Firm’s exposure to nonconsolidated municipal bond VIEs at March 31, 2015, and December 31, 2014, including the ratings profile of the VIEs’ assets, was as follows.
	(in billions)	Fair value of assets held by VIEs			Liquidity facilities		Excess/(deficit)(a)			Maximum exposure
	Nonconsolidated municipal bond vehicles
	31-Mar-15	$	11.5		$	6.3	$	5.2		$	6.3
	31-Dec-14	11.5			6.3		5.2			6.3
Ratings profile of the VIEs' assets
		Ratings profile of VIE assets(b)														Fair value of assets held by VIEs			Wt. avg. expected life of assets (years)
		Investment-grade											Noninvestment- grade
	(in billions, except where otherwise noted)	AAA to AAA-			AA+ to AA-		A+ to A-			BBB+ to BBB-			BB+ and below
	31-Mar-15	$	2.7		$	8.4	$	0.4		$	—		$	—		$	11.5		4.9
	31-Dec-14	2.7			8.4		0.4			—			—			11.5			4.9
	(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 March 31, 2015, and December 31, 2014.
		Assets											Liabilities
	March 31, 2015 (in billions)(a)	Trading assets			Loans		Other(c)			Total			Beneficial interests in			Other(f)			Total
										assets(d)			VIE assets(e)						liabilities
	VIE program type
	Firm-sponsored credit card trusts	$	—		$	47.9	$	0.8		$	48.7		$	31.4		$	—		$	31.4
	Firm-administered multi-seller conduits	—			16.5		—			16.5			11.8			—			11.8
	Municipal bond vehicles	5.2			—		—			5.2			4.7			—			4.7
	Mortgage securitization entities(b)	2.1			0.7		0.1			2.9			1.1			0.8			1.9
	Student loan securitization entities	0.1			2.1		0.1			2.3			2			—			2
	Other	0.3			—		1.4			1.7			0.1			0.1			0.2
	Total	$	7.7		$	67.2	$	2.4		$	77.3		$	51.1		$	0.9		$	52
		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
	(a)	Excludes intercompany transactions which were eliminated in consolidation.
	(b)	Includes residential and commercial mortgage securitizations as well as re-securitizations.
	(c)	Includes assets classified as cash, AFS securities, and other assets within the Consolidated balance sheets.
	(d)	The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The difference between total assets and total liabilities recognized for consolidated VIEs represents the Firm’s interest in the consolidated VIEs for each program type.
	(e)	The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $34.7 billion and $35.4 billion at March 31, 2015, and December 31, 2014 respectively. The maturities of the long-term beneficial interests as of March 31, 2015, were as follows: $9.0 billion under one year, $21.1 billion between one and five years, and $4.6 billion over five years, all respectively.
	(f)	Includes liabilities classified as accounts payable and other liabilities in the Consolidated balance sheets.
Securitization activities	The following table provides information related to the Firm’s securitization activities for the three months ended March 31, 2015 and 2014, related to assets held in JPMorgan Chase-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization.
		Three months ended March 31,
		2015						2014
	(in millions)(a)	Residential mortgage(d)			Commercial and other(e)			Residential mortgage(d)			Commercial and other(e)
	Principal securitized	$	1,312		$	3,375		$	356		$	2,027
	All cash flows during the period:
	Proceeds from new securitizations(b)	$	1,317		$	3,369		$	351		$	2,044
	Servicing fees collected	146			1			139			1
	Purchases of previously transferred financial assets (or the underlying collateral)(c)	—			—			3			—
	Cash flows received on interests	70			79			44			62
	(a)	Excludes re-securitization transactions.
	(b)	For the three months ended March 31, 2015, $1.3 billion of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three months ended March 31, 2015, $3.4 billion of proceeds from commercial mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three months ended March 31, 2014, $330 million and $21 million of proceeds from residential mortgage securitizations were received as securities classified in level 2 and 3 of the fair value hierarchy, respectively. For the three months ended March 31, 2014, $2.0 billion of proceeds from commercial mortgage securitizations were received as securities 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)	Includes commercial and student loan securitizations.
Summary of loan sale activities	The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities.
		Three months
		ended March 31,
	(in millions)	2015			2014
	Carrying value of loans sold(a)	$	12,139		$	13,920
	Proceeds received from loan sales as cash	51			39
	Proceeds from loans sales as securities(b)	12,029			13,735
	Total proceeds received from loan sales(c)	$	12,080		$	13,774
	Gains on loan sales(d)	$	91		$	37
	(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 loan sales include the value of MSRs.
	(d)	The carrying value of the loans accounted for at fair value approximated the total 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 March 31, 2015, and December 31, 2014, respectively; and liquidation losses for the three months ended March 31, 2015 and 2014, respectively.
														Liquidation losses
		Securitized assets						90 days past due						Three months ended March 31,
	(in millions)	Mar 31,			Dec 31,			Mar 31,			Dec 31,			2015			2014
		2015			2014			2015			2014
	Securitized loans(a)
	Residential mortgage:
	Prime / Alt-A & Option ARMs	$	77,349		$	78,294		$	10,572		$	11,363		$	462		$	659
	Subprime	24,601			25,659			6,150			6,473			354			739
	Commercial and other	93,330			94,438			1,502			1,522			99			234
	Total loans securitized(b)	$	195,280		$	198,391		$	18,224		$	19,358		$	915		$	1,632
	(a)	Total assets held in securitization-related SPEs were $252.4 billion and $254.3 billion, respectively, at March 31, 2015 and December 31, 2014. The $195.3 billion and $198.4 billion, respectively, of loans securitized at March 31, 2015 and December 31, 2014, excluded: $54.8 billion and $52.2 billion, respectively, of securitized loans in which the Firm has no continuing involvement, and $2.3 billion and $3.7 billion, respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at March 31, 2015 and December 31, 2014.
	(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)	3 Months Ended
	Mar. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Tables of goodwill	The following table presents goodwill attributed to the business segments.
	(in millions)	March 31,			December 31,
		2015			2014
	Consumer & Community Banking	$	30,874		$	30,941
	Corporate & Investment Bank	6,776			6,780
	Commercial Banking	2,861			2,861
	Asset Management	6,942			6,964
	Corporate	—			101
	Total goodwill	$	47,453		$	47,647
	The following table presents changes in the carrying amount of goodwill.
		Three months ended March 31,
	(in millions)	2015			2014
	Balance at beginning of period	$	47,647		$	48,081
	Changes during the period from:
	Business combinations	8			9
	Dispositions(a)	(101		)	—
	Other(b)	(101		)	(25		)
	Balance at March 31,	$	47,453		$	48,065
	(a)	Represents Private Equity goodwill which was disposed of as part of the Private Equity sale completed in January 2015.
	(b)	Includes foreign currency translation adjustments and other tax-related adjustments.
Mortgage servicing rights activity	The following table summarizes MSR activity for the three months ended March 31, 2015 and 2014.
		As of or for the three months
		ended March 31,
	(in millions, except where otherwise noted)	2015				2014
	Fair value at beginning of period	$	7,436			$	9,614
	MSR activity:
	Originations of MSRs	155				192
	Purchase of MSRs	1				3
	Disposition of MSRs(a)	(157		)		(188		)
	Net additions	(1		)		7
	Changes due to collection/realization of expected cash flows(b)	(215		)		(247		)
	Changes in valuation due to inputs and assumptions:
	Changes due to market interest rates and other(c)	(477		)		(362		)
	Changes in valuation due to other inputs and assumptions:
	Projected cash flows (e.g., cost to service)	(10		)		(11		)
	Discount rates	(10		)		(449		)	(g)
	Prepayment model changes and other(d)	(82		)		—
	Total changes in valuation due to other inputs and assumptions	(102		)		(460		)
	Total changes in valuation due to inputs and assumptions(b)	(579		)		(822		)
	Fair value at March 31,(e)	$	6,641			$	8,552
	Change in unrealized gains/(losses) included in income related to MSRs held at March 31,	$	(579	)		$	(822	)
	Contractual service fees, late fees and other ancillary fees included in income	$	667			$	757
	Third-party mortgage loans serviced at March 31, (in billions)	$	728			$	809
	Net servicer advances at March 31, (in billions)(f)	$	7.9			$	9.2
	(a)	For the three months ended March 31, 2014, predominantly represents excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage-backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs for the three months ended March 31, 2015 and 2014.
	(b)	Included changes related to commercial real estate of $(2) million for each of the three months ended March 31, 2015, and 2014, 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)	Represents changes in prepayments other than those attributable to changes in market interest rates.
	(e)	Included $9 million and $16 million related to commercial real estate at March 31, 2015 and 2014, respectively.
	(f)	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 servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements.
	(g)	For the three months ended March 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 three months ended March 31, 2015 and 2014.
			Three months ended March 31,
	(in millions)		2015				2014
	CCB mortgage fees and related income
	Net production revenue		$	237			$	289
	Net mortgage servicing revenue
	Operating revenue:
	Loan servicing revenue		749				870
	Changes in MSR asset fair value due to collection/realization of expected cash flows		(214		)		(245		)
	Total operating revenue		535				625
	Risk management:
	Changes in MSR asset fair value due to market interest rates and other(a)		(476		)		(362		)
	Other changes in MSR asset fair value due to other inputs and assumptions in model(b)		(102		)		(460		)
	Change in derivative fair value and other		510				422
	Total risk management		(68		)		(400		)
	Total CCB net mortgage servicing revenue		467				225
	All other		1				—
	Mortgage fees and related income		$	705			$	514
	(a)	Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments.
	(b)	Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
Key economic assumptions used to determine FV of MSRs	The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at March 31, 2015, and December 31, 2014, and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below.
	(in millions, except rates)		Mar 31,				Dec 31,
			2015				2014
	Weighted-average prepayment speed assumption (“CPR”)		10.99		%		9.8		%
	Impact on fair value of 10% adverse change		$	(423	)		$	(337	)
	Impact on fair value of 20% adverse change		(738		)		(652		)
	Weighted-average option adjusted spread		9.79		%		9.43		%
	Impact on fair value of 100 basis points adverse change		$	(254	)		$	(300	)
	Impact on fair value of 200 basis points adverse change		(489		)		(578		)
	CPR: Constant prepayment rate.

Deposits_Tables

Deposits (Tables)	3 Months Ended
	Mar. 31, 2015
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At March 31, 2015, and December 31, 2014, noninterest-bearing and interest-bearing deposits were as follows.
	(in millions)	31-Mar-15		31-Dec-14
	U.S. offices
	Noninterest-bearing	$	441,245	$	437,558
	Interest-bearing:
	Demand(a)	83,043		90,319
	Savings(b)	478,922		466,730
	Time (included $8,589 and $7,501 at fair value)(c)	82,263		86,301
	Total interest-bearing deposits	644,228		643,350
	Total deposits in U.S. offices	1,085,473		1,080,908
	Non-U.S. offices
	Noninterest-bearing	18,484		19,078
	Interest-bearing:
	Demand	216,815		217,011
	Savings	1,999		2,673
	Time (included $2,361 and $1,306 at fair value)(c)	45,116		43,757
	Total interest-bearing deposits	263,930		263,441
	Total deposits in non-U.S. offices	282,414		282,519
	Total deposits	$	1,367,887	$	1,363,427
	(a)	Includes Negotiable Order of Withdrawal (“NOW”) accounts, and certain trust accounts.
	(b)	Includes Money Market Deposit Accounts (“MMDAs”).
	(c)	Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 4 of JPMorgan Chase’s 2014 Annual Report.

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Schedule of earnings per share basic and diluted	The following table presents the calculation of basic and diluted EPS for the three months ended March 31, 2015 and 2014.
	(in millions, except per share amounts)	Three months ended March 31,
		2015		2014
	Basic earnings per share
	Net income	$	5,914	$	5,269
	Less: Preferred stock dividends	324		227
	Net income applicable to common equity	5,590		5,042
	Less: Dividends and undistributed earnings allocated to participating securities	138		149
	Net income applicable to common stockholders	$	5,452	$	4,893
	Total weighted-average basic shares outstanding	3,725.30		3,787.20
	Net income per share	$	1.46	$	1.29
	Diluted earnings per share
	Net income applicable to common stockholders	$	5,452	$	4,893
	Total weighted-average basic shares outstanding	3,725.30		3,787.20
	Add: Employee stock options, SARs and	32.2		36.4
	warrants(a)
	Total weighted-average diluted shares outstanding(b)	3,757.50		3,823.60
	Net income per share	$	1.45	$	1.28
	(a)	Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans. The aggregate number of shares issuable upon the exercise of such options was 1 million for each of the three months ended March 31, 2015 and 2014, 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)	3 Months Ended
	Mar. 31, 2015
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.
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)					Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	31-Mar-15
	(in millions)
	Balance at January 1, 2015		$	4,773				$	(147	)			$	(95	)				$	(2,342	)			$	2,189
	Net change		89					(10		)			77						85					241
	Balance at March 31, 2015		$	4,862				$	(157	)			$	(18	)				$	(2,257	)			$	2,430
	As of or for the three months ended	Unrealized gains/(losses) on investment securities(a)					Translation adjustments, net of hedges					Cash flow hedges						Defined benefit pension and OPEB plans					Accumulated other comprehensive income/(loss)
	31-Mar-14
	(in millions)
	Balance at January 1, 2014		$	2,798				$	(136	)			$	(139	)				$	(1,324	)			$	1,199
	Net change		994					(2		)			59						26					1,077
	Balance at March 31, 2014		$	3,792				$	(138	)			$	(80	)				$	(1,298	)			$	2,276
	(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.
Changes of the components of accumulated other comprehensive income (loss)	The following table presents the pretax and after-tax changes in the components of other comprehensive income/(loss).
		2015										2014
	Three months ended March 31, (in millions)	Pretax			Tax effect				After-tax			Pretax				Tax effect				After-tax
	Unrealized gains/(losses) on investment securities:
	Net unrealized gains/(losses) arising during the period	$	225		$	(104	)		$	121		$	1,621			$	(609	)		$	1,012
	Reclassification adjustment for realized (gains)/losses included in	(52		)	20				(32		)	(30		)		12				(18		)
	net income(a)
	Net change	173			(84		)		89			1,591				(597		)		994
	Translation adjustments:
	Translation(b)	(1,000		)	378				(622		)	154				(63		)		91
	Hedges(b)	993			(381		)		612			(154		)		61				(93		)
	Net change	(7		)	(3		)		(10		)	—				(2		)		(2		)
	Cash flow hedges:
	Net unrealized gains/(losses) arising during the period	(49		)	18				(31		)	72				(30		)		42
	Reclassification adjustment for realized (gains)/losses included in	175			(67		)		108			27				(10		)		17
	net income(c)
	Net change	126			(49		)		77			99				(40		)		59
	Defined benefit pension and OPEB plans:
	Net gains/(losses) arising during the period	60			(24		)		36			69				(26		)		43
	Reclassification adjustments included in net income(d):
	Amortization of net loss	71			(27		)		44			18				(8		)		10
	Prior service costs/(credits)	(9		)	3				(6		)	(10		)		4				(6		)
	Foreign exchange and other	33			(22		)		11			(4		)		(17		)		(21		)
	Net change	155			(70		)		85			73				(47		)		26
	Total other comprehensive income/(loss)	$	447		$	(206	)		$	241		$	1,763			$	(686	)		$	1,077
	(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 amounts are predominantly recorded in net interest income in the Consolidated statements of income. In the first quarter of 2015, the Firm reclassified approximately $150 million of net losses from AOCI to other income because the Firm determined that it is probable that the forecasted interest payment cash flows will not occur. For additional information, see Note 5.
	(d)	The pretax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory_Capital_Tables

Regulatory Capital (Tables)	3 Months Ended
	Mar. 31, 2015
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.
		JPMorgan Chase & Co.(e)
		Basel III Standardized Transitional							Basel III Advanced Transitional
	(in millions, except ratios)	Mar 31,				Dec 31,			Mar 31,			Dec 31,
		2015				2014			2015			2014
	Regulatory capital
	CET1 capital	$	167,142			$	164,426		$	167,142		$	164,426
	Tier 1 capital(a)	188,791				186,294			188,791			186,294
	Total capital	223,256				221,225			213,366			210,684
	Assets
	Risk-weighted	1,536,688				1,472,602			1,562,570			1,608,240
	Adjusted	2,510,897				2,465,414			2,510,897			2,465,414
	average(b)
	Capital ratios(c)
	CET1	10.9		%		11.2		%	10.7		%	10.2		%
	Tier 1(a)	12.3				12.7			12.1			11.6
	Total	14.5				15			13.7			13.1
	Tier 1 leverage(d)	7.5				7.6			7.5			7.6
		JPMorgan Chase Bank, N.A.(e)
		Basel III Standardized Transitional							Basel III Advanced Transitional
	(in millions, except ratios)	Mar 31,				Dec 31,			Mar 31,			Dec 31,
		2015				2014			2015			2014
	Regulatory capital
	CET1 capital	$	161,912			$	156,567		$	161,912		$	156,567
	Tier 1 capital(a)	161,986				156,891			161,986			156,891
	Total capital	178,185				173,328			171,232			166,331
	Assets
	Risk-weighted	1,275,482				1,230,358			1,304,984			1,330,175
	Adjusted	2,033,143				1,968,131			2,033,143			1,968,131
	average(b)
	Capital ratios(c)
	CET1	12.7		%		12.7		%	12.4		%	11.8		%
	Tier 1(a)	12.7				12.8			12.4			11.8
	Total	14				14.1			13.1			12.5
	Tier 1 leverage(d)	8				8			8			8
		Chase Bank USA, N.A.(e)
		Basel III Standardized Transitional							Basel III Advanced Transitional
	(in millions,	Mar 31,				Dec 31,			Mar 31,			Dec 31,
	except ratios)	2015				2014			2015			2014
	Regulatory capital
	CET1 capital	$	14,832			$	14,556		$	14,832		$	14,556
	Tier 1 capital(a)	14,832				14,556			14,832			14,556
	Total capital	20,750				20,517			19,482			19,206
	Assets
	Risk-weighted	99,974				103,468			156,300			157,565
	Adjusted	125,782				128,111			125,782			128,111
	average(b)
	Capital ratios(c)
	CET1	14.8		%		14.1		%	9.5		%	9.2		%
	Tier 1(a)	14.8				14.1			9.5			9.2
	Total	20.8				19.8			12.5			12.2
	Tier 1 leverage(d)	11.8				11.4			11.8			11.4
	(a)	At March 31, 2015, trust preferred securities included in Basel III Tier 1 capital were $960 million and $150 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At March 31, 2015, Chase Bank USA, N.A. had no trust preferred securities.
	(b)	Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 Capital predominantly comprising disallowed goodwill and other intangible assets.
	(c)	For each risk-based capital ratio, the capital adequacy of the Firm and its national bank subsidiaries are evaluated against the Basel III approach, Standardized or Advanced, resulting in the lower ratio.
	(d)	As the Tier 1 leverage ratio is not a risk-based measure of capital, the ratios presented in the table reflect the same calculation.
	(e)	Asset and capital amounts for JPMorgan Chase’s national 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 nontaxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from nontaxable business combinations totaling $125 million and $130 million at March 31, 2015, and December 31, 2014, respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.7 billion at both March 31, 2015, and December 31, 2014.
	Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of CET1 (beginning January 1, 2015), Tier 1 and total capital to risk-weighted assets, as well as a minimum leverage ratio (which is 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. National 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 March 31, 2015.
		Minimum capital ratios(a)			Well-capitalized ratios(a)
	Capital ratios
	CET1	4.5	%		6.5	%
	Tier 1	6			8
	Total	8			10
Tier 1 leverage	4			5		(b)
(a)	As defined by the regulations issued by the Federal Reserve, OCC and FDIC.
(b)	Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. There is no Tier 1 leverage component in the definition of a well-capitalized bank holding company.

OffBalance_Sheet_LendingRelate1

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Tables)	3 Months Ended
	Mar. 31, 2015
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending related financial instruments, and guarantees and other commitments	The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at March 31, 2015, and December 31, 2014. 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. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. 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.
	Off–balance sheet lending-related financial instruments, guarantees and other commitments
		Contractual amount																Carrying value(j)
		March 31, 2015														Dec 31,		Mar 31,			Dec 31,
																2014		2015			2014
	By remaining maturity	Expires in 1 year or less			Expires after			Expires after		Expires after 5 years			Total			Total
	(in millions)				1 year through			3 years through
					3 years			5 years
	Lending-related
	Consumer, excluding credit card:
	Home equity – senior lien	$	2,061		$	4,459		$	1,472	$	3,513		$	11,505		$	11,807	$	—		$	—
	Home equity – junior lien	3,272			5,642			1,560		3,583			14,057			14,859		—			—
	Prime mortgage(a)	11,813			—			—		—			11,813			8,579		—			—
	Subprime mortgage	—			—			—		—			—			—		—			—
	Auto	8,930			868			196		37			10,031			10,462		2			2
	Business banking	10,782			918			94		426			12,220			11,894		12			11
	Student and other	70			6			—		449			525			552		—			—
	Total consumer, excluding credit card	36,928			11,893			3,322		8,008			60,151			58,153		14			13
	Credit card	533,511			—			—		—			533,511			525,963		—			—
	Total consumer(b)	570,439			11,893			3,322		8,008			593,662			584,116		14			13
	Wholesale:
	Other unfunded commitments to extend credit(c)(d)	60,210			85,404			110,408		8,171			264,193			272,676		348			374
	Standby letters of credit and other financial guarantees(c)(d)(e)	21,505			29,698			33,401		2,457			87,061			89,874		769			788
	Other letters of credit(c)	3,353			809			88		—			4,250			4,331		1			1
	Total wholesale(f)(g)	85,068			115,911			143,897		10,628			355,504			366,881		1,118			1,163
	Total lending-related	$	655,507		$	127,804		$	147,219	$	18,636		$	949,166		$	950,997	$	1,132		$	1,176
	Other guarantees and commitments
	Securities lending indemnification agreements and guarantees(h)	$	185,952		$	—		$	—	$	—		$	185,952		$	171,059	$	—		$	—
	Derivatives qualifying as guarantees	2,221			177			11,922		38,308			52,628			53,589		45			80
	Unsettled reverse repurchase and securities borrowing agreements	46,534			—			—		—			46,534			40,993		—			—
	Loan sale and securitization-related indemnifications:
	Mortgage repurchase liability	NA			NA			NA		NA			NA			NA		252			275
	Loans sold with recourse	NA			NA			NA		NA			5,637			6,063		99			102
	Other guarantees and commitments(i)	486			473			3,309		1,312			5,580			5,720		(116		)	(121		)
	(a)	Includes certain commitments to purchase loans from correspondents.
	(b)	Predominantly all consumer lending-related commitments are in the U.S.
	(c)	At March 31, 2015, and December 31, 2014, reflects the contractual amount net of risk participations totaling $284 million and $243 million, respectively, for other unfunded commitments to extend credit; $12.7 billion and $13.0 billion, respectively, for standby letters of credit and other financial guarantees; and $424 million and $469 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations.
	(d)	At March 31, 2015, and December 31, 2014, included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $14.4 billion and $14.8 billion, respectively, within other unfunded commitments to extend credit; and $12.5 billion and $13.3 billion, respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; for further information, see Note 15.
	(e)	At March 31, 2015, and December 31, 2014, included unissued standby letters of credit commitments of $44.8 billion and $45.6 billion, respectively.
	(f)	At March 31, 2015, and December 31, 2014, the U.S. portion of the contractual amount of total wholesale lending-related commitments was 77% and 73%, respectively.
	(g)	Effective January 1, 2015, the Firm no longer includes within its disclosure of wholesale lending-related commitments the unused amount of advised uncommitted lines of credit as it is within the Firm’s discretion whether or not to make a loan under these lines, and the Firm’s approval is generally required prior to funding. Prior period amounts have been revised to conform with the current period presentation.
	(h)	At March 31, 2015, and December 31, 2014, collateral held by the Firm in support of securities lending indemnification agreements was $192.6 billion and $177.1 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.
	(i)	At March 31, 2015, and December 31, 2014, included unfunded commitments of $142 million and $147 million, respectively, to third-party private equity funds; and $861 million and $961 million, at March 31, 2015, and December 31, 2014, respectively, to other equity investments. These commitments included $162 million and $150 million, respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3. In addition, at March 31, 2015, and December 31, 2014, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.4 billion and $4.5 billion, respectively.
	(j)	For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, the carrying value represents the fair value.
Standby letters of credit, 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 March 31, 2015, and December 31, 2014.
	Standby letters of credit, other financial guarantees and other letters of credit
		March 31, 2015								December 31, 2014
	(in millions)	Standby letters of					Other letters			Standby letters of					Other letters
		credit and other financial guarantees					of credit			credit and other financial guarantees					of credit
	Investment-grade(a)		$	64,311			$	3,381			$	66,856			$	3,476
	Noninvestment-grade(a)		22,750				869				23,018				855
	Total contractual amount		$	87,061			$	4,250			$	89,874			$	4,331
	Allowance for lending-related commitments		$	230			$	1			$	234			$	1
	Commitments with collateral		38,290				1,274				39,726				1,509
	(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
		Three months ended March 31,
	(in millions)	2015				2014
	Repurchase liability at beginning of period	$	275			$	681
	Net realized gains/(losses)(a)	10				11
	(Benefit)/provision for repurchase(b)	(33		)		(128		)
	Repurchase liability at end of period	$	252			$	564
	(a)	Presented net of third-party recoveries and include principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $2 million for each of the three months ended March 31, 2015 and 2014.
	(b)	Included a provision related to new loan sales of $1 million for each of the three months ended March 31, 2015 and 2014.

Business_Segments_Tables

Business Segments (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Segment results and reconciliation
	Segment results and reconciliation(a)
	As of or for the three months ended March 31,	Consumer &						Corporate &						Commercial Banking						Asset Management
	(in millions, except ratios)	Community Banking						Investment Bank
		2015			2014			2015			2014			2015			2014			2015			2014
	Noninterest revenue	$	3,736		$	3,434		$	7,074		$	6,226		$	636		$	558		$	2,384		$	2,218
	Net interest income	6,968			7,100			2,508			2,616			1,106			1,120			621			582
	Total net revenue	10,704			10,534			9,582			8,842			1,742			1,678			3,005			2,800
	Provision for credit losses	930			816			(31		)	49			61			5			4			(9		)
	Noninterest expense	6,190			6,437			5,657			5,604			709			686			2,175			2,075
	Income/(loss) before	3,584			3,281			3,956			3,189			972			987			826			734
	income tax expense/(benefit)
	Income tax expense/(benefit)	1,365			1,300			1,419			1,064			374			393			324			280
	Net income	$	2,219		$	1,981		$	2,537		$	2,125		$	598		$	594		$	502		$	454
	Average common equity	$	51,000		$	51,000		$	62,000		$	61,000		$	14,000		$	14,000		$	9,000		$	9,000
	Total assets	455,624			441,502			854,275			879,656			197,931			191,389			126,233			124,478
	Return on common equity	17		%	15		%	16		%	13		%	17		%	17		%	22		%	20		%
	Overhead ratio	58			61			59			63			41			41			72			74
	As of or for the three months ended March 31,	Corporate						Reconciling Items(b)						Total
	(in millions, except ratios)	2015			2014			2015			2014			2015			2014
	Noninterest revenue	$	40		$	524		$	(481	)	$	(412	)	$	13,389		$	12,548
	Net interest income	(253		)	(525		)	(273		)	(226		)	10,677			10,667
	Total net revenue	(213		)	(1		)	(754		)	(638		)	24,066			23,215
	Provision for credit losses	(5		)	(11		)	—			—			959			850
	Noninterest expense	152			(166		)	—			—			14,883			14,636
	Income/(loss) before income tax expense/(benefit)	(360		)	176			(754		)	(638		)	8,224			7,729
	Income tax expense/(benefit)	(418		)	61			(754		)	(638		)	2,310			2,460
	Net income	$	58		$	115		$	—		$	—		$	5,914		$	5,269
	Average common equity	$	76,352		$	66,797		$	—		$	—		$	212,352		$	201,797
	Total assets	943,085			839,625			NA			NA			2,577,148			2,476,650
	Return on common equity	NM			NM			NM			NM			11		%	10		%
	Overhead ratio	NM			NM			NM			NM			62			63
	(a)	Managed basis starts with the reported U.S. GAAP results and includes certain reclassifications that do not have any impact on net income as reported by the lines of business or by the Firm as a whole.
	(b)	Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These FTE adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.

Basis_of_Presentation_Adoption

Basis of Presentation Adoption of New Accounting Guidance (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase in other income, adoption of accounting guidance		$222,000,000
Increase in income tax expense, adoption of accounting guidance		227,000,000
Increase in the effective income tax rate		2.00%
Income tax credits and adjustments	377,000,000	379,000,000
Amortization of investments reported in income tax expense	274,000,000	264,000,000
Carrying value of investments in affordable housing projects	7,100,000,000		7,300,000,000
Commitments related to affordable housing investments	1,700,000,000		1,800,000,000
Retained earnings
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect of change in accounting principle			$0	($321,000,000)

Business_Changes_and_Developme1

Business Changes and Developments Preferred Stock Issuances (Details) (Preferred stock, USD $)	3 Months Ended		0 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Apr. 21, 2015
Class of Stock [Line Items]
Issuance of preferred stock	$1,430	$3,925
Subsequent Event
Class of Stock [Line Items]
Issuance of preferred stock			$2,000

Fair_Value_Measurement_Recurri

Fair Value Measurement - Recurring Basis (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$1,275,451,000,000	$1,328,428,000,000
Amounts netted on the Consolidated balance sheets	-1,193,877,000,000	-1,249,453,000,000
Derivative receivables balance	81,574,000,000	78,975,000,000
Trading assets	398,981,000,000	398,988,000,000
Available-for-sale securities	281,872,000,000	298,752,000,000
Mortgage servicing rights	6,641,000,000	7,436,000,000	8,552,000,000	9,614,000,000
Gross derivative payables	1,265,881,000,000	1,310,773,000,000
Derivative, netting adjustments	-1,192,045,000,000	-1,239,657,000,000
Derivative payables	73,836,000,000	71,116,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Reduction in level 3 derivative receivable and derivative payable balances	2,300,000,000	2,500,000,000
Costs of the private equity investment portfolio	4,200,000,000	6,000,000,000
Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	899,081,000,000	950,257,000,000
Amounts netted on the Consolidated balance sheets	-862,933,000,000	-916,532,000,000
Derivative receivables balance	36,148,000,000	33,725,000,000
Gross derivative payables	866,023,000,000	918,379,000,000
Derivative, netting adjustments	-848,133,000,000	-900,634,000,000
Derivative payables	17,890,000,000	17,745,000,000
Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	63,336,000,000	76,842,000,000
Amounts netted on the Consolidated balance sheets	-61,808,000,000	-75,004,000,000
Derivative receivables balance	1,528,000,000	1,838,000,000
Gross derivative payables	62,425,000,000	75,895,000,000
Derivative, netting adjustments	-61,205,000,000	-74,302,000,000
Derivative payables	1,220,000,000	1,593,000,000
Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	227,957,000,000	215,187,000,000
Amounts netted on the Consolidated balance sheets	-202,261,000,000	-193,934,000,000
Derivative receivables balance	25,696,000,000	21,253,000,000
Gross derivative payables	242,779,000,000	224,614,000,000
Derivative, netting adjustments	-215,685,000,000	-201,644,000,000
Derivative payables	27,094,000,000	22,970,000,000
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	45,889,000,000	42,489,000,000
Amounts netted on the Consolidated balance sheets	-38,479,000,000	-34,312,000,000
Derivative receivables balance	7,410,000,000	8,177,000,000
Gross derivative payables	52,694,000,000	46,262,000,000
Derivative, netting adjustments	-39,504,000,000	-34,522,000,000
Derivative payables	13,190,000,000	11,740,000,000
Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	39,188,000,000	43,653,000,000
Amounts netted on the Consolidated balance sheets	-28,396,000,000	-29,671,000,000
Derivative receivables balance	10,792,000,000	13,982,000,000
Gross derivative payables	41,960,000,000	45,623,000,000
Derivative, netting adjustments	-27,518,000,000	-28,555,000,000
Derivative payables	14,442,000,000	17,068,000,000
US government-sponsored and enterprises obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	55,000,000,000	59,300,000,000
Residential mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	13,300,000,000	17,000,000,000
Commercial loan
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,400,000,000	5,800,000,000
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,000,000,000	7,700,000,000
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,900,000,000	3,400,000,000
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	29,299,000,000	28,585,000,000
Securities borrowed	792,000,000	992,000,000
Trading assets	317,407,000,000	320,013,000,000
Amounts netted on the Consolidated balance sheets	-1,193,877,000,000	-1,249,453,000,000
Derivative receivables balance	81,574,000,000	78,975,000,000
Trading assets	398,981,000,000	398,988,000,000
Available-for-sale securities	281,872,000,000	298,752,000,000
Loans, at fair value	2,290,000,000	2,611,000,000
Mortgage servicing rights	6,641,000,000	7,436,000,000
Total assets measured at fair value on a recurring basis	728,994,000,000	749,273,000,000
Deposits	10,950,000,000	8,807,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	3,628,000,000	2,979,000,000
Other borrowed funds	14,459,000,000	14,739,000,000
Trading liabilities excluding derivatives	84,437,000,000	81,699,000,000
Derivative, netting adjustments	-1,192,045,000,000	-1,239,657,000,000
Derivative payables	73,836,000,000	71,116,000,000
Trading liabilities	158,273,000,000	152,815,000,000
Accounts payable and other liabilities	23,000,000	26,000,000
Beneficial interests issued by consolidated VIEs, at fair value	1,281,000,000	2,162,000,000
Long-term debt	30,633,000,000	30,226,000,000
Total liabilities measured at fair value on a recurring basis	219,247,000,000	211,754,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Investment valued at net asset value	1,800,000,000	1,800,000,000
Recurring | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-862,933,000,000	-916,532,000,000
Derivative receivables balance	36,148,000,000	33,725,000,000
Derivative, netting adjustments	-848,133,000,000	-900,634,000,000
Derivative payables	17,890,000,000	17,745,000,000
Recurring | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-61,808,000,000	-75,004,000,000
Derivative receivables balance	1,528,000,000	1,838,000,000
Derivative, netting adjustments	-61,205,000,000	-74,302,000,000
Derivative payables	1,220,000,000	1,593,000,000
Recurring | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-202,261,000,000	-193,934,000,000
Derivative receivables balance	25,696,000,000	21,253,000,000
Derivative, netting adjustments	-215,685,000,000	-201,644,000,000
Derivative payables	27,094,000,000	22,970,000,000
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-38,479,000,000	-34,312,000,000
Derivative receivables balance	7,410,000,000	8,177,000,000
Derivative, netting adjustments	-39,504,000,000	-34,522,000,000
Derivative payables	13,190,000,000	11,740,000,000
Recurring | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	-28,396,000,000	-29,671,000,000
Derivative receivables balance	10,792,000,000	13,982,000,000
Derivative, netting adjustments	-27,518,000,000	-28,555,000,000
Derivative payables	14,442,000,000	17,068,000,000
Recurring | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,951,000,000	5,747,000,000
Recurring | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	6,168,000,000	6,162,000,000
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	9,119,000,000	11,909,000,000
Recurring | US government-sponsored and enterprises obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	75,200,000,000	84,100,000,000
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	190,439,000,000	199,650,000,000
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,782,000,000	36,117,000,000
Available-for-sale securities	130,765,000,000	137,322,000,000
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	24,761,000,000	32,840,000,000
Available-for-sale securities	65,556,000,000	65,319,000,000
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,915,000,000	2,044,000,000
Available-for-sale securities	42,603,000,000	50,895,000,000
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,106,000,000	1,233,000,000
Available-for-sale securities	22,606,000,000	21,108,000,000
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	26,990,000,000	26,276,000,000
Available-for-sale securities	11,965,000,000	13,645,000,000
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,509,000,000	10,571,000,000
Available-for-sale securities	31,199,000,000	30,068,000,000
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	1,023,000,000	1,103,000,000
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,570,000,000	1,429,000,000
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	56,178,000,000	53,450,000,000
Available-for-sale securities	45,857,000,000	52,743,000,000
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,338,000,000	31,088,000,000
Available-for-sale securities	17,191,000,000	18,532,000,000
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	32,009,000,000	36,367,000,000
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,063,000,000	4,352,000,000
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	29,683,000,000	30,194,000,000
Recurring | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	11,864,000,000	12,615,000,000
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	112,047,000,000	106,069,000,000
Available-for-sale securities	2,325,000,000	2,530,000,000
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,050,000,000	4,482,000,000
Recurring | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,871,000,000	9,812,000,000
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	158,866,000,000	151,313,000,000
Gross derivative receivables	1,691,000,000	1,478,000,000
Trading assets	160,557,000,000	152,791,000,000
Available-for-sale securities	36,471,000,000	40,195,000,000
Loans, at fair value	0	0
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	201,437,000,000	197,652,000,000
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	65,431,000,000	62,914,000,000
Gross derivative payables	1,663,000,000	1,386,000,000
Trading liabilities	67,094,000,000	64,300,000,000
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	67,094,000,000	64,300,000,000
Recurring | Level 1 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	598,000,000	473,000,000
Gross derivative payables	659,000,000	499,000,000
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	894,000,000	758,000,000
Gross derivative payables	880,000,000	746,000,000
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	199,000,000	247,000,000
Gross derivative payables	124,000,000	141,000,000
Recurring | Level 1 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	383,000,000	648,000,000
Recurring | Level 1 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,026,000,000	4,018,000,000
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,409,000,000	4,666,000,000
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	43,818,000,000	43,684,000,000
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	14,000,000
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	0	14,000,000
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	19,935,000,000	17,816,000,000
Available-for-sale securities	11,915,000,000	13,591,000,000
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	23,883,000,000	25,854,000,000
Available-for-sale securities	22,231,000,000	24,074,000,000
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	111,167,000,000	104,890,000,000
Available-for-sale securities	2,325,000,000	2,530,000,000
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,881,000,000	2,739,000,000
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	29,299,000,000	28,585,000,000
Securities borrowed	792,000,000	992,000,000
Trading assets	139,369,000,000	146,211,000,000
Gross derivative receivables	1,260,909,000,000	1,314,385,000,000
Trading assets	1,400,278,000,000	1,460,596,000,000
Available-for-sale securities	244,398,000,000	257,520,000,000
Loans, at fair value	68,000,000	70,000,000
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	1,675,415,000,000	1,750,617,000,000
Deposits	7,610,000,000	5,948,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	3,628,000,000	2,979,000,000
Other borrowed funds	13,343,000,000	13,286,000,000
Trading liabilities excluding derivatives	18,924,000,000	18,713,000,000
Gross derivative payables	1,249,519,000,000	1,294,761,000,000
Trading liabilities	1,268,443,000,000	1,313,474,000,000
Accounts payable and other liabilities	0	0
Beneficial interests issued by consolidated VIEs, at fair value	258,000,000	1,016,000,000
Long-term debt	18,630,000,000	18,349,000,000
Total liabilities measured at fair value on a recurring basis	1,311,912,000,000	1,355,052,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Investment valued at net asset value	374,000,000	337,000,000
Recurring | Level 2 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	894,227,000,000	945,635,000,000
Gross derivative payables	861,758,000,000	914,357,000,000
Recurring | Level 2 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	60,642,000,000	73,853,000,000
Gross derivative payables	60,006,000,000	73,095,000,000
Recurring | Level 2 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	223,859,000,000	212,153,000,000
Gross derivative payables	239,402,000,000	221,066,000,000
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	43,644,000,000	39,937,000,000
Gross derivative payables	47,704,000,000	41,925,000,000
Recurring | Level 2 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	38,537,000,000	42,807,000,000
Gross derivative payables	40,649,000,000	44,318,000,000
Recurring | Level 2 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	254,000,000	2,624,000,000
Recurring | Level 2 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	326,000,000	230,000,000
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	580,000,000	2,854,000,000
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	128,807,000,000	134,960,000,000
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	26,234,000,000	34,212,000,000
Available-for-sale securities	130,643,000,000	137,193,000,000
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	23,873,000,000	31,904,000,000
Available-for-sale securities	65,556,000,000	65,319,000,000
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,466,000,000	1,381,000,000
Available-for-sale securities	42,580,000,000	50,865,000,000
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	895,000,000	927,000,000
Available-for-sale securities	22,507,000,000	21,009,000,000
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	7,055,000,000	8,460,000,000
Available-for-sale securities	50,000,000	54,000,000
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,178,000,000	9,298,000,000
Available-for-sale securities	31,199,000,000	30,068,000,000
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	1,023,000,000	1,103,000,000
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	1,570,000,000	1,429,000,000
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	32,115,000,000	27,294,000,000
Available-for-sale securities	23,626,000,000	28,669,000,000
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	28,579,000,000	28,099,000,000
Available-for-sale securities	17,191,000,000	18,532,000,000
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	21,246,000,000	23,080,000,000
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,830,000,000	3,088,000,000
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	28,913,000,000	29,402,000,000
Recurring | Level 2 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	11,753,000,000	12,499,000,000
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	563,000,000	748,000,000
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	1,169,000,000	1,741,000,000
Recurring | Level 2 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,830,000,000	8,762,000,000
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	19,172,000,000	22,489,000,000
Gross derivative receivables	12,851,000,000	12,565,000,000
Trading assets	32,023,000,000	35,054,000,000
Available-for-sale securities	1,003,000,000	1,037,000,000
Loans, at fair value	2,222,000,000	2,541,000,000
Mortgage servicing rights	6,641,000,000	7,436,000,000
Total assets measured at fair value on a recurring basis	46,019,000,000	50,457,000,000
Deposits	3,340,000,000	2,859,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Other borrowed funds	1,116,000,000	1,453,000,000
Trading liabilities excluding derivatives	82,000,000	72,000,000
Gross derivative payables	14,699,000,000	14,626,000,000
Trading liabilities	14,781,000,000	14,698,000,000
Accounts payable and other liabilities	23,000,000	26,000,000
Beneficial interests issued by consolidated VIEs, at fair value	1,023,000,000	1,146,000,000
Long-term debt	12,003,000,000	11,877,000,000
Total liabilities measured at fair value on a recurring basis	32,286,000,000	32,059,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Investment valued at net asset value	1,400,000,000	1,400,000,000
Recurring | Level 3 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	4,256,000,000	4,149,000,000
Gross derivative payables	3,606,000,000	3,523,000,000
Recurring | Level 3 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,694,000,000	2,989,000,000
Gross derivative payables	2,419,000,000	2,800,000,000
Recurring | Level 3 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	3,204,000,000	2,276,000,000
Gross derivative payables	2,497,000,000	2,802,000,000
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,245,000,000	2,552,000,000
Gross derivative payables	4,990,000,000	4,337,000,000
Recurring | Level 3 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	452,000,000	599,000,000
Gross derivative payables	1,187,000,000	1,164,000,000
Recurring | Level 3 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,314,000,000	2,475,000,000
Recurring | Level 3 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,816,000,000	1,914,000,000
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,130,000,000	4,389,000,000
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	17,814,000,000	21,006,000,000
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,548,000,000	1,891,000,000
Available-for-sale securities	122,000,000	129,000,000
Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	888,000,000	922,000,000
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	449,000,000	663,000,000
Available-for-sale securities	23,000,000	30,000,000
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	211,000,000	306,000,000
Available-for-sale securities	99,000,000	99,000,000
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	1,331,000,000	1,273,000,000
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	180,000,000	302,000,000
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	2,759,000,000	2,989,000,000
Available-for-sale securities	0	0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,763,000,000	13,287,000,000
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,233,000,000	1,264,000,000
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	770,000,000	792,000,000
Recurring | Level 3 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	111,000,000	116,000,000
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	317,000,000	431,000,000
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	0	2,000,000
Recurring | Level 3 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	$1,041,000,000	$1,050,000,000

Fair_Value_Measurement_Level_3

Fair Value Measurement - Level 3 Inputs (Details) (USD $)	0 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-1,848,000,000	($2,061,000,000)	($66,000,000)	$326,000,000
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)	650,000,000	626,000,000	2,090,000,000	2,379,000,000
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	93.00%
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)	275,000,000	189,000,000	244,000,000	95,000,000
Credit derivatives | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	40.00%
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)	707,000,000	-526,000,000	-1,282,000,000	-1,200,000,000
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)	-2,745,000,000	-1,785,000,000	-1,060,000,000	-1,063,000,000
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	60.00%
Commodity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-735,000,000	-565,000,000	-58,000,000	115,000,000
Commodity contracts | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price	50
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	40.00%
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	-50.00%
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	93.00%
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	24.00%
Prepayment rate	20.00%
Conditional default rate	100.00%
Loss severity	100.00%
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	7.00%
Conditional default rate	10.00%
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	1.00%
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	34.00%
Conditional default rate	100.00%
Loss severity	40.00%
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	4.00%
Conditional default rate	7.00%
Loss severity	28.00%
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	2.00%
Credit spread	0.60%
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	16.00%
Credit spread	3.50%
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	5.00%
Credit spread	1.58%
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	139
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	105
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	2.75%
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	4.45%
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	2.96%
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	140
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	83
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	6.9
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	11.8
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	10.00%
EBITDA multiple	8.5
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	219,247,000,000	211,754,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	317,407,000,000	320,013,000,000
Trading liabilities	158,273,000,000	152,815,000,000
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	32,286,000,000	32,059,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	19,172,000,000	22,489,000,000
Trading liabilities	14,781,000,000	14,698,000,000
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)	650,000,000
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)	275,000,000
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)	707,000,000
Recurring | Level 3 | Equity | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	-2,745,000,000
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)	-735,000,000
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	1,264,000,000
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	15,195,000,000
Recurring | Level 3 | Credit derivatives with underlying mortgage risk
Level 3 Analysis - Supplemental Data:
Trading liabilities	408,000,000
Recurring | Level 3 | Credit derivatives with underlying asset-backed securities risk
Level 3 Analysis - Supplemental Data:
Trading liabilities	654,000,000
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	6,816,000,000
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	4,634,000,000
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	6,434,000,000
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	5,268,000,000
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	770,000,000
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	291,000,000
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	6,641,000,000
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	1,897,000,000
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	417,000,000
Recurring | Level 3 | Credit derivatives with underlying mortgage risk
Level 3 Analysis - Supplemental Data:
Trading Securities	465,000,000
Recurring | Level 3 | Credit derivatives with underlying asset-backed securities risk
Level 3 Analysis - Supplemental Data:
Trading Securities	746,000,000

Fair_Value_Measurement_Changes

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Net derivative receivables:
Beginning balance	($2,061)	$326
Total realized/unrealized gains/(losses)	530	-373
Purchases	531	969
Sales	-369	-1,092
Settlements	-488	0
Transfers into and/or out of level 3	9	104
Ending balance	-1,848	-66
Change in unrealized gains/(losses) related to financial instruments held	629	-266
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	15.00%		15.00%
Deposits
Liabilities
Beginning balance	2,859	2,255
Total realized/unrealized gains/(losses)	92	37
Purchases	0	0
Sales	0	0
Issuances	775	290
Settlements	-115	-42
Transfers into and/or out of level 3	-271	-154
Ending balance	3,340	2,386
Change in unrealized gains(losses) related to financials instruments held	88	28
Other borrowed funds
Liabilities
Beginning balance	1,453	2,074
Total realized/unrealized gains/(losses)	-119	39
Purchases	0	0
Sales	0	0
Issuances	1,048	1,333
Settlements	-981	-2,107
Transfers into and/or out of level 3	-285	196
Ending balance	1,116	1,535
Change in unrealized gains(losses) related to financials instruments held	-110	113
Total debt and equity instruments
Liabilities
Beginning balance	72	113
Total realized/unrealized gains/(losses)	3	0
Purchases	-108	-216
Sales	126	208
Issuances	0	0
Settlements	-9	-4
Transfers into and/or out of level 3	-2	0
Ending balance	82	101
Change in unrealized gains(losses) related to financials instruments held	2	0
Accounts payable and other liabilities
Liabilities
Beginning balance	26	0
Total realized/unrealized gains/(losses)	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	-3	0
Transfers into and/or out of level 3	0	0
Ending balance	23	0
Change in unrealized gains(losses) related to financials instruments held	0	0
Beneficial interests issued by consolidated VIEs
Liabilities
Beginning balance	1,146	1,240
Total realized/unrealized gains/(losses)	-53	47
Purchases	0	0
Sales	0	0
Issuances	2	78
Settlements	-72	-205
Transfers into and/or out of level 3	0	0
Ending balance	1,023	1,160
Change in unrealized gains(losses) related to financials instruments held	-47	50
Long-term debt
Liabilities
Beginning balance	11,877	10,008
Total realized/unrealized gains/(losses)	-105	102
Purchases	0	0
Sales	-12	0
Issuances	2,837	1,832
Settlements	-2,371	-1,010
Transfers into and/or out of level 3	-223	271
Ending balance	12,003	11,203
Change in unrealized gains(losses) related to financials instruments held	-96	129
Interest rate contracts
Net derivative receivables:
Beginning balance	626	2,379
Total realized/unrealized gains/(losses)	142	24
Purchases	309	48
Sales	-74	-43
Settlements	-255	-338
Transfers into and/or out of level 3	-98	20
Ending balance	650	2,090
Change in unrealized gains/(losses) related to financial instruments held	308	-342
Credit derivatives
Net derivative receivables:
Beginning balance	189	95
Total realized/unrealized gains/(losses)	77	-115
Purchases	9	58
Sales	-3	0
Settlements	19	206
Transfers into and/or out of level 3	-16	0
Ending balance	275	244
Change in unrealized gains/(losses) related to financial instruments held	75	-97
Foreign exchange contracts
Net derivative receivables:
Beginning balance	-526	-1,200
Total realized/unrealized gains/(losses)	827	-199
Purchases	5	61
Sales	-3	-16
Settlements	201	49
Transfers into and/or out of level 3	203	23
Ending balance	707	-1,282
Change in unrealized gains/(losses) related to financial instruments held	779	-349
Equity
Net derivative receivables:
Beginning balance	-1,785	-1,063
Total realized/unrealized gains/(losses)	-476	71
Purchases	208	801
Sales	-289	-1,033
Settlements	-355	125
Transfers into and/or out of level 3	-48	39
Ending balance	-2,745	-1,060
Change in unrealized gains/(losses) related to financial instruments held	-484	582
Commodity contracts
Net derivative receivables:
Beginning balance	-565	115
Total realized/unrealized gains/(losses)	-40	-154
Purchases	0	1
Sales	0	0
Settlements	-98	-42
Transfers into and/or out of level 3	-32	22
Ending balance	-735	-58
Change in unrealized gains/(losses) related to financial instruments held	-49	-60
Total debt and equity instruments
Assets
Fair Value, Beginning balance	22,489	27,224
Total realized/unrealized gains/(losses)	-394	650
Purchases	3,071	5,249
Sales	-4,386	-5,129
Settlements	-721	-2,499
Transfers into and/or out of level 3	-887	-1,172
Fair Value, Ending Balance	19,172	24,323
Change in unrealized gains/(losses) related to financial instruments held	-392	638
Mortgage-backed securities
Assets
Fair Value, Beginning balance	1,891	2,163
Total realized/unrealized gains/(losses)	-74	47
Purchases	308	844
Sales	-515	-656
Settlements	-54	-53
Transfers into and/or out of level 3	-8	-15
Fair Value, Ending Balance	1,548	2,330
Change in unrealized gains/(losses) related to financial instruments held	-102	29
Mortgage-backed securities, U.S. government agencies
Assets
Fair Value, Beginning balance	922	1,005
Total realized/unrealized gains/(losses)	-53	3
Purchases	74	331
Sales	-17	-162
Settlements	-40	-27
Transfers into and/or out of level 3	2	0
Fair Value, Ending Balance	888	1,150
Change in unrealized gains/(losses) related to financial instruments held	-52	5
Mortgage-backed securities, Residential - nonagency
Assets
Fair Value, Beginning balance	663	726
Total realized/unrealized gains/(losses)	-10	24
Purchases	152	192
Sales	-347	-200
Settlements	-6	-12
Transfers into and/or out of level 3	-3	-15
Fair Value, Ending Balance	449	715
Change in unrealized gains/(losses) related to financial instruments held	-34	14
Mortgage-backed securities, Commercial - nonagency
Assets
Fair Value, Beginning balance	306	432
Total realized/unrealized gains/(losses)	-11	20
Purchases	82	321
Sales	-151	-294
Settlements	-8	-14
Transfers into and/or out of level 3	-7	0
Fair Value, Ending Balance	211	465
Change in unrealized gains/(losses) related to financial instruments held	-16	10
Obligations of U.S. states and municipalities
Assets
Fair Value, Beginning balance	1,273	1,382
Total realized/unrealized gains/(losses)	10	22
Purchases	144	0
Sales	-71	-185
Settlements	-25	0
Transfers into and/or out of level 3	0	0
Fair Value, Ending Balance	1,331	1,219
Change in unrealized gains/(losses) related to financial instruments held	8	9
Non-U.S. government debt securities
Assets
Fair Value, Beginning balance	302	143
Total realized/unrealized gains/(losses)	1	16
Purchases	101	410
Sales	-92	-516
Settlements	-31	-1
Transfers into and/or out of level 3	-101	0
Fair Value, Ending Balance	180	52
Change in unrealized gains/(losses) related to financial instruments held	1	22
Corporate debt securities
Assets
Fair Value, Beginning balance	2,989	5,920
Total realized/unrealized gains/(losses)	-55	238
Purchases	533	1,197
Sales	-496	-1,352
Settlements	-92	-841
Transfers into and/or out of level 3	-120	-289
Fair Value, Ending Balance	2,759	4,873
Change in unrealized gains/(losses) related to financial instruments held	-26	213
Loans
Assets
Fair Value, Beginning balance	13,287	13,455
Total realized/unrealized gains/(losses)	-285	319
Purchases	736	2,158
Sales	-1,997	-1,794
Settlements	-469	-1,546
Transfers into and/or out of level 3	-509	-71
Fair Value, Ending Balance	10,763	12,521
Change in unrealized gains/(losses) related to financial instruments held	-275	295
Asset-backed securities
Assets
Fair Value, Beginning balance	1,264	1,272
Total realized/unrealized gains/(losses)	-37	24
Purchases	559	550
Sales	-521	-556
Settlements	32	-20
Transfers into and/or out of level 3	-64	-114
Fair Value, Ending Balance	1,233	1,156
Change in unrealized gains/(losses) related to financial instruments held	-44	19
Debt securities
Assets
Fair Value, Beginning balance	21,006	24,335
Total realized/unrealized gains/(losses)	-440	666
Purchases	2,381	5,159
Sales	-3,692	-5,059
Settlements	-639	-2,461
Transfers into and/or out of level 3	-802	-489
Fair Value, Ending Balance	17,814	22,151
Change in unrealized gains/(losses) related to financial instruments held	-438	587
Equity securities
Assets
Fair Value, Beginning balance	431	885
Total realized/unrealized gains/(losses)	38	81
Purchases	29	36
Sales	-110	-19
Settlements	-3	-9
Transfers into and/or out of level 3	-68	-89
Fair Value, Ending Balance	317	885
Change in unrealized gains/(losses) related to financial instruments held	31	70
Physical Commodities
Assets
Fair Value, Beginning balance		4
Total realized/unrealized gains/(losses)		0
Purchases		0
Sales		0
Settlements		-1
Transfers into and/or out of level 3		0
Fair Value, Ending Balance		3
Change in unrealized gains/(losses) related to financial instruments held		0
Other debt and equity instruments
Assets
Fair Value, Beginning balance	1,052	2,000
Total realized/unrealized gains/(losses)	8	-97
Purchases	661	54
Sales	-584	-51
Settlements	-79	-28
Transfers into and/or out of level 3	-17	-594
Fair Value, Ending Balance	1,041	1,284
Change in unrealized gains/(losses) related to financial instruments held	15	-19
AFS securities
Assets
Fair Value, Beginning balance	1,037	2,322
Total realized/unrealized gains/(losses)	-9	-5
Purchases	49	0
Sales	-43	-2
Settlements	-31	-61
Transfers into and/or out of level 3	0	63
Fair Value, Ending Balance	1,003	2,317
Change in unrealized gains/(losses) related to financial instruments held	-4	-5
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	-7	-1
Unrealized gains/(losses) recorded in OCI	-2	-4
Asset-backed AFS securities
Assets
Fair Value, Beginning balance	908	1,088
Total realized/unrealized gains/(losses)	-9	-2
Purchases	49	0
Sales	-43	-2
Settlements	-24	-20
Transfers into and/or out of level 3	0	63
Fair Value, Ending Balance	881	1,127
Change in unrealized gains/(losses) related to financial instruments held	-4	-2
Other Available For Sale Securities
Assets
Fair Value, Beginning balance	129	1,234
Total realized/unrealized gains/(losses)	0	-3
Purchases	0	0
Sales	0	0
Settlements	-7	-41
Transfers into and/or out of level 3	0	0
Fair Value, Ending Balance	122	1,190
Change in unrealized gains/(losses) related to financial instruments held	0	-3
Loans
Assets
Fair Value, Beginning balance	2,541	1,931
Total realized/unrealized gains/(losses)	-205	32
Purchases	120	684
Sales	-83	-142
Settlements	-151	-234
Transfers into and/or out of level 3	0	0
Fair Value, Ending Balance	2,222	2,271
Change in unrealized gains/(losses) related to financial instruments held	-205	28
Mortgage servicing rights
Assets
Fair Value, Beginning balance	7,436	9,614
Total realized/unrealized gains/(losses)	-579	-822
Purchases	156	195
Sales	-157	-188
Settlements	-215	-247
Transfers into and/or out of level 3	0	0
Fair Value, Ending Balance	6,641	8,552
Change in unrealized gains/(losses) related to financial instruments held	-579	-822
Private equity
Assets
Fair Value, Beginning balance	2,475	6,474
Total realized/unrealized gains/(losses)	36	96
Purchases	0	87
Sales	0	-1,018
Settlements	-71	-304
Transfers into and/or out of level 3	-126	0
Fair Value, Ending Balance	2,314	5,335
Change in unrealized gains/(losses) related to financial instruments held	21	-3
All other assets
Assets
Fair Value, Beginning balance	1,914	2,589
Total realized/unrealized gains/(losses)	19	-34
Purchases	95	73
Sales	-88	-37
Settlements	-124	-155
Transfers into and/or out of level 3	0	0
Fair Value, Ending Balance	1,816	2,436
Change in unrealized gains/(losses) related to financial instruments held	$2	($44)

Fair_Value_Measurement_Level_31

Fair Value Measurement - Level 3 Analysis (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	1.90%
Trading assets
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	($3,300,000,000)
Total debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Asset, total realized/unrealized gains/(losses)	-602,000,000	-456,000,000
Liability
Level 3 Analysis - Supplemental Data [Abstract]
Asset, total realized/unrealized gains/(losses)	182,000,000	-225,000,000
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	728,994,000,000		749,273,000,000
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	46,019,000,000		50,457,000,000
Increase (decrease) in level 3 assets	($4,400,000,000)

Fair_Value_Measurement_Credit_

Fair Value Measurement - Credit Adjustments Reflected on Balance Sheet (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Credit adjustments [Abstract]
Derivative receivables balance	$81,574	$78,975
Derivative payables	73,836	71,116
Derivative CVA	-2,493	-2,674
Derivative Credit Risk and Funding Valuation Adjustments	-521	-380
Structured Notes Balance Net Of DVA and FVA	56,042	53,772
Derivatives DVA	727	714
Plain Vanilla Financial Instruments
Credit adjustments [Abstract]
Structured Notes Balance Net Of DVA	943	943
Structured Finance
Credit adjustments [Abstract]
Derivative Credit Risk and Funding Valuation Adjustments	1,300	1,152
Derivatives DVA	$1,500	$1,400

Fair_Value_Measurement_Impact_

Fair Value Measurement - Impact of Credit Adjustments (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Credit Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	$181	($19)
Debit Valuation Adjustment and Funding Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	-141	-125
Structured note credit adjustments	148	17
Debit Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	13	-94
Structured note credit adjustments	$108	($115)

Fair_Value_Measurement_Nonrecu

Fair Value Measurement - Nonrecurring Basis (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value option, changes in fair value gain (loss)	($88)	($226)
Trade Finance Loans Reclassified To Held-For-Sale [Member] | Price Valuation Technique | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Indicative pricing from external investors	0.58%
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	22.00%
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	59.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	3,500		3,800
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,300	333
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	2,200	3,500
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	1,300
Nonrecurring | Level 3 | Trade Finance Loans Reclassified To Held-For-Sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	495
Nonrecurring | Level 3 | Residential mortgage
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$186

Fair_Value_Measurement_Carryin

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Financial assets
Cash and due from banks	$22,821,000,000	$27,831,000,000	$26,321,000,000	$39,771,000,000
Deposits with banks	506,383,000,000	484,477,000,000
Federal funds sold and securities purchased under resale agreements	219,344,000,000	215,803,000,000
Securities, held-to-maturity	51,370,000,000	51,154,000,000
Financial liabilities
Commercial paper	55,655,000,000	66,344,000,000
Beneficial interests issued by consolidated VIEs	51,091,000,000	52,362,000,000
Carrying value
Financial assets
Cash and due from banks	22,800,000,000	27,800,000,000
Deposits with banks	506,400,000,000	484,500,000,000
Accrued interest and accounts receivable	70,000,000,000	70,100,000,000
Federal funds sold and securities purchased under resale agreements	190,000,000,000	187,200,000,000
Securities borrowed	107,600,000,000	109,400,000,000
Securities, held-to-maturity	49,300,000,000	49,300,000,000
Loans, net of allowance for loan losses	747,800,000,000	740,500,000,000
Other	65,800,000,000	64,700,000,000
Financial liabilities
Deposits	1,356,900,000,000	1,354,600,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	193,000,000,000	189,100,000,000
Commercial paper	55,700,000,000	66,300,000,000
Other borrowed funds	14,600,000,000	15,500,000,000
Accounts payable and other liabilities	174,500,000,000	176,700,000,000
Beneficial interests issued by consolidated VIEs	49,800,000,000	50,200,000,000
Long-term debt and junior subordinated deferrable interest debentures	250,000,000,000	246,600,000,000
Wholesale lending-related commitments	600,000,000	600,000,000
Estimate of Fair Value
Financial assets
Cash and due from banks	22,800,000,000	27,800,000,000
Deposits with banks	506,400,000,000	484,500,000,000
Accrued interest and accounts receivable	70,100,000,000	70,100,000,000
Federal funds sold and securities purchased under resale agreements	190,000,000,000	187,200,000,000
Securities borrowed	107,600,000,000	109,400,000,000
Securities, held-to-maturity	51,400,000,000	51,200,000,000
Loans, net of allowance for loan losses	752,700,000,000	744,900,000,000
Other	69,800,000,000	69,000,000,000
Financial liabilities
Deposits	1,357,200,000,000	1,354,800,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	193,000,000,000	189,100,000,000
Commercial paper	55,700,000,000	66,300,000,000
Other borrowed funds	14,600,000,000	15,500,000,000
Accounts payable and other liabilities	174,400,000,000	176,600,000,000
Beneficial interests issued by consolidated VIEs	49,900,000,000	50,200,000,000
Long-term debt and junior subordinated deferrable interest debentures	259,700,000,000	255,400,000,000
Wholesale lending-related commitments	1,300,000,000	1,600,000,000
Estimate of Fair Value | Level 1
Financial assets
Cash and due from banks	22,800,000,000	27,800,000,000
Deposits with banks	502,800,000,000	480,400,000,000
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	3,600,000,000	4,100,000,000
Accrued interest and accounts receivable	70,000,000,000	70,000,000,000
Federal funds sold and securities purchased under resale agreements	190,000,000,000	187,200,000,000
Securities borrowed	107,600,000,000	109,400,000,000
Securities, held-to-maturity	51,400,000,000	51,200,000,000
Loans, net of allowance for loan losses	18,300,000,000	21,800,000,000
Other	56,500,000,000	55,700,000,000
Financial liabilities
Deposits	1,356,000,000,000	1,353,600,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	193,000,000,000	189,100,000,000
Commercial paper	55,700,000,000	66,300,000,000
Other borrowed funds	14,600,000,000	15,500,000,000
Accounts payable and other liabilities	172,000,000,000	173,700,000,000
Beneficial interests issued by consolidated VIEs	47,900,000,000	48,200,000,000
Long-term debt and junior subordinated deferrable interest debentures	255,900,000,000	251,600,000,000
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	100,000,000
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	734,400,000,000	723,100,000,000
Other	13,300,000,000	13,300,000,000
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	2,400,000,000	2,900,000,000
Beneficial interests issued by consolidated VIEs	2,000,000,000	2,000,000,000
Long-term debt and junior subordinated deferrable interest debentures	3,800,000,000	3,800,000,000
Wholesale lending-related commitments	$1,300,000,000	$1,600,000,000

Fair_Value_Option_Changes_in_f

Fair Value Option - Changes in fair value under the fair value option (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	($88)	($226)
Debit Valuation Adjustment
Changes in fair value under the fair value option election
Structured note credit adjustments	108	-115
Federal funds sold and securities purchased under resale agreements
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	73	-40
Federal funds sold and securities purchased under resale agreements | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	73	-40
Federal funds sold and securities purchased under resale agreements | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Securities borrowed
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-2	-3
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-2	-3
Securities borrowed | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Debt and Equity Instruments, Excluding Loans [Member]
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	380	228
Debt and Equity Instruments, Excluding Loans [Member] | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	380	230
Debt and Equity Instruments, Excluding Loans [Member] | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	-2
Loans reported as trading assets: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	155	372
Loans reported as trading assets: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	152	363
Loans reported as trading assets: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	3	9
Loans reported as trading assets: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	407	356
Loans reported as trading assets: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	127	64
Loans reported as trading assets: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	280	292
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	1	8
Loans: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	1	8
Loans: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Loans: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	7
Loans: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	7
Loans: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Other assets
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	66	-68
Other assets | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	60	5
Other assets | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	6	-73
Deposits
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-125	-104
Deposits | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-125	-104
Deposits | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-9	-16
Federal funds purchased and securities loaned or sold under repurchase agreements | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-9	-16
Federal funds purchased and securities loaned or sold under repurchase agreements | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Other borrowed funds
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-9	-260
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-9	-260
Other borrowed funds | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Trading liabilities
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-2	-6
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-2	-6
Trading liabilities | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Beneficial interests issued by consolidated VIEs
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	18	-89
Beneficial interests issued by consolidated VIEs | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	18	-89
Beneficial interests issued by consolidated VIEs | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Other liabilities
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Other liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Other liabilities | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Long-term debt: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	116	-77
Long-term debt: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	116	-77
Long-term debt: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0
Long-term debt: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-378	-18
Long-term debt: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	-378	-18
Long-term debt: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	$0	$0

Fair_Value_Option_Aggregate_di

Fair Value Option - Aggregate differences (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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	5,580,000,000	5,720,000,000
Guarantor obligations, current carrying value	-116,000,000	-121,000,000
Letters of credit hedged by derivative transactions | Other guarantees and commitments
Long-term beneficial interests
Other guarantees and commitments, contractual amount	4,400,000,000	4,500,000,000
Guarantor obligations, current carrying value	-139,000,000	-147,000,000
Carrying value
Loans
Nonaccrual loans	3,725,000,000	3,854,000,000
Total loans	38,819,000,000	43,859,000,000
Carrying value | Trading assets
Loans
Nonaccrual loans	3,718,000,000	3,847,000,000
All other performing loans	32,983,000,000	37,608,000,000
Carrying value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	2,111,000,000	2,397,000,000
Carrying value | Principal-protected debt
Long-term debt
Long-term debt	14,613,000,000	14,660,000,000
Estimate of Fair Value
Loans
Nonaccrual loans	865,000,000	912,000,000
Total loans	34,120,000,000	38,763,000,000
Long-term debt
Long-term debt	30,633,000,000	30,226,000,000
Long-term beneficial interests
Total long-term beneficial interests	1,281,000,000	2,162,000,000
Estimate of Fair Value | Trading assets
Loans
Nonaccrual loans	858,000,000	905,000,000
All other performing loans	31,151,000,000	35,462,000,000
Estimate of Fair Value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	2,104,000,000	2,389,000,000
Estimate of Fair Value | Principal-protected debt
Long-term debt
Long-term debt	15,357,000,000	15,484,000,000
Estimate of Fair Value | Nonprincipal-protected debt
Long-term debt
Long-term debt	15,276,000,000	14,742,000,000
Long-term beneficial interests
Total long-term beneficial interests	1,281,000,000	2,162,000,000
Change During Period
Loans
Nonaccrual loans	-2,860,000,000	-2,942,000,000
Total loans	-4,699,000,000	-5,096,000,000
Change During Period | Trading assets
Loans
Nonaccrual loans	-2,860,000,000	-2,942,000,000
All other performing loans	-1,832,000,000	-2,146,000,000
Change During Period | Loans
Loans
Nonaccrual loans	0	0
All other performing loans	-7,000,000	-8,000,000
Change During Period | Principal-protected debt
Long-term debt
Long-term debt	$744,000,000	$824,000,000

Fair_Value_Option_Structured_n

Fair Value Option - Structured note products by balance sheet classification and risk component (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$55,099	$52,829
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	14,312	13,437
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,546	4,473
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,373	2,378
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	29,490	29,175
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,378	3,366
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	30,368	30,089
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	10,942	10,858
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,120	4,023
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,113	2,150
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	12,430	12,348
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	763	710
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	14,050	14,177
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	154	460
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	426	450
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	242	211
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	12,464	12,412
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	764	644
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	10,681	8,563
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,216	2,119
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	18	17
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,596	4,415
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$2,851	$2,012

Derivative_Instruments_Notiona

Derivative Instruments - Notional Amount of Derivative Contracts (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Billions, unless otherwise specified
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	$56,923	$63,662
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	41,604	48,085
Interest rate contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	24,446	29,734
Interest rate contracts | Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	9,572	10,189
Interest rate contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,618	3,903
Interest rate contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,968	4,259
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,991	4,249
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	9,607	9,585
Foreign exchange contracts | Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,184	3,346
Foreign exchange contracts | Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	4,809	4,669
Foreign exchange contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	811	790
Foreign exchange contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	803	780
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	1,047	1,063
Equity contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	199	206
Equity contracts | Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	69	50
Equity contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	416	432
Equity contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	363	375
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	674	680
Commodity contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	126	126
Commodity contracts | Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	178	193
Commodity contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	180	181
Commodity contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	$190	$180

Derivative_Instruments_Impact_

Derivative Instruments - Impact on Balance Sheet (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$1,275,451	$1,328,428
Derivative receivables balance	81,574	78,975
Gross derivative payables	1,265,881	1,310,773
Net derivative payables	73,836	71,116
Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	899,081	950,257
Derivative receivables balance	36,148	33,725
Gross derivative payables	866,023	918,379
Net derivative payables	17,890	17,745
Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	63,336	76,842
Derivative receivables balance	1,528	1,838
Gross derivative payables	62,425	75,895
Net derivative payables	1,220	1,593
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	227,957	215,187
Derivative receivables balance	25,696	21,253
Gross derivative payables	242,779	224,614
Net derivative payables	27,094	22,970
Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	45,889	42,489
Derivative receivables balance	7,410	8,177
Gross derivative payables	52,694	46,262
Net derivative payables	13,190	11,740
Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	39,188	43,653
Derivative receivables balance	10,792	13,982
Gross derivative payables	41,960	45,623
Net derivative payables	14,442	17,068
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,265,420	1,318,904
Gross derivative payables	1,261,402	1,306,968
Not designated as hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	892,648	944,885
Gross derivative payables	862,785	915,368
Not designated as hedges | Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	63,336	76,842
Gross derivative payables	62,425	75,895
Not designated as hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	224,698	211,537
Gross derivative payables	241,606	223,988
Not designated as hedges | Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	45,889	42,489
Gross derivative payables	52,694	46,262
Not designated as hedges | Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	38,849	43,151
Gross derivative payables	41,892	45,455
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	10,031	9,524
Gross derivative payables	4,479	3,805
Designated as hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	6,433	5,372
Gross derivative payables	3,238	3,011
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	3,259	3,650
Gross derivative payables	1,173	626
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	339	502
Gross derivative payables	$68	$168

Derivative_Instruments_Derivat1

Derivative Instruments - Derivatives Netting (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	$1,255,124,000,000	$1,307,711,000,000
Amounts netted on the Consolidated balance sheets	-1,193,877,000,000	-1,249,453,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	61,247,000,000	58,258,000,000
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	20,327,000,000	20,717,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	1,275,451,000,000	1,328,428,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	81,574,000,000	78,975,000,000
Net cash collateral payables	78,200,000,000	74,000,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	1,249,500,000,000	1,291,703,000,000
Amounts netted on the Consolidated balance sheets	-1,192,045,000,000	-1,239,657,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	57,455,000,000	52,046,000,000
Derivative payables where an appropriate legal opinion has not been either sought or obtained	16,381,000,000	19,070,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	1,265,881,000,000	1,310,773,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	73,836,000,000	71,116,000,000
Netted cash collateral receivables	76,300,000,000	64,200,000,000
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	892,040,000,000	943,763,000,000
Amounts netted on the Consolidated balance sheets	-862,933,000,000	-916,532,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	29,107,000,000	27,231,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	899,081,000,000	950,257,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	36,148,000,000	33,725,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	864,289,000,000	914,422,000,000
Amounts netted on the Consolidated balance sheets	-848,133,000,000	-900,634,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	16,156,000,000	13,788,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	866,023,000,000	918,379,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	17,890,000,000	17,745,000,000
Interest rate contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	557,852,000,000	542,107,000,000
Amounts netted on the Consolidated balance sheets	-528,790,000,000	-514,914,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	29,062,000,000	27,193,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	533,216,000,000	515,904,000,000
Amounts netted on the Consolidated balance sheets	-518,203,000,000	-503,384,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	15,013,000,000	12,520,000,000
Interest rate contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	334,188,000,000	401,656,000,000
Amounts netted on the Consolidated balance sheets	-334,143,000,000	-401,618,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	45,000,000	38,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	331,073,000,000	398,518,000,000
Amounts netted on the Consolidated balance sheets	-329,930,000,000	-397,250,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	1,143,000,000	1,268,000,000
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	62,449,000,000	75,956,000,000
Amounts netted on the Consolidated balance sheets	-61,808,000,000	-75,004,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	641,000,000	952,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	63,336,000,000	76,842,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	1,528,000,000	1,838,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	61,462,000,000	74,830,000,000
Amounts netted on the Consolidated balance sheets	-61,205,000,000	-74,302,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	257,000,000	528,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	62,425,000,000	75,895,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	1,220,000,000	1,593,000,000
Credit derivatives | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	51,432,000,000	66,636,000,000
Amounts netted on the Consolidated balance sheets	-50,822,000,000	-65,720,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	610,000,000	916,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	50,278,000,000	65,432,000,000
Amounts netted on the Consolidated balance sheets	-50,021,000,000	-64,904,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	257,000,000	528,000,000
Credit derivatives | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	11,017,000,000	9,320,000,000
Amounts netted on the Consolidated balance sheets	-10,986,000,000	-9,284,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	31,000,000	36,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	11,184,000,000	9,398,000,000
Amounts netted on the Consolidated balance sheets	-11,184,000,000	-9,398,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	220,460,000,000	208,839,000,000
Amounts netted on the Consolidated balance sheets	-202,261,000,000	-193,934,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	18,199,000,000	14,905,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	227,957,000,000	215,187,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	25,696,000,000	21,253,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	236,318,000,000	218,064,000,000
Amounts netted on the Consolidated balance sheets	-215,685,000,000	-201,644,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	20,633,000,000	16,420,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	242,779,000,000	224,614,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	27,094,000,000	22,970,000,000
Foreign exchange contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	220,375,000,000	208,803,000,000
Amounts netted on the Consolidated balance sheets	-202,176,000,000	-193,900,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	18,199,000,000	14,903,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	236,193,000,000	217,998,000,000
Amounts netted on the Consolidated balance sheets	-215,560,000,000	-201,578,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	20,633,000,000	16,420,000,000
Foreign exchange contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	85,000,000	36,000,000
Amounts netted on the Consolidated balance sheets	-85,000,000	-34,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	2,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	125,000,000	66,000,000
Amounts netted on the Consolidated balance sheets	-125,000,000	-66,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
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	42,148,000,000	37,098,000,000
Amounts netted on the Consolidated balance sheets	-38,479,000,000	-34,312,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	3,669,000,000	2,786,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	45,889,000,000	42,489,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	7,410,000,000	8,177,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	47,438,000,000	40,772,000,000
Amounts netted on the Consolidated balance sheets	-39,504,000,000	-34,522,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	7,934,000,000	6,250,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	52,694,000,000	46,262,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	13,190,000,000	11,740,000,000
Equity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	25,632,000,000	23,258,000,000
Amounts netted on the Consolidated balance sheets	-24,554,000,000	-22,826,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	1,078,000,000	432,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	32,341,000,000	27,908,000,000
Amounts netted on the Consolidated balance sheets	-25,579,000,000	-23,036,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	6,762,000,000	4,872,000,000
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	16,516,000,000	13,840,000,000
Amounts netted on the Consolidated balance sheets	-13,925,000,000	-11,486,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	2,591,000,000	2,354,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	15,097,000,000	12,864,000,000
Amounts netted on the Consolidated balance sheets	-13,925,000,000	-11,486,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	1,172,000,000	1,378,000,000
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	38,027,000,000	42,055,000,000
Amounts netted on the Consolidated balance sheets	-28,396,000,000	-29,671,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	9,631,000,000	12,384,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	39,188,000,000	43,653,000,000
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	10,792,000,000	13,982,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	39,993,000,000	43,615,000,000
Amounts netted on the Consolidated balance sheets	-27,518,000,000	-28,555,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	12,475,000,000	15,060,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	41,960,000,000	45,623,000,000
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	14,442,000,000	17,068,000,000
Commodity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	19,526,000,000	22,555,000,000
Amounts netted on the Consolidated balance sheets	-10,757,000,000	-14,327,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	8,769,000,000	8,228,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	22,060,000,000	25,129,000,000
Amounts netted on the Consolidated balance sheets	-9,879,000,000	-13,211,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	12,181,000,000	11,918,000,000
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	18,501,000,000	19,500,000,000
Amounts netted on the Consolidated balance sheets	-17,639,000,000	-15,344,000,000
Derivative receivables with appropriate legal opinion, Net derivative receivables	862,000,000	4,156,000,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	17,933,000,000	18,486,000,000
Amounts netted on the Consolidated balance sheets	-17,639,000,000	-15,344,000,000
Derivative payables with appropriate legal opinions, Net derivative payables	$294,000,000	$3,142,000,000

Derivative_Instruments_Derivat2

Derivative Instruments - Derivatives Collateral (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivative receivable collateral:
Net derivative receivables	$61,247	$58,258
Collateral not nettable on the Consolidated balance sheets	-15,630	-16,194
Net exposure	45,617	42,064
Derivative payable collateral:
Net derivative payables	57,455	52,046
Collateral not nettable on the Consolidated balance sheets	-12,983	-10,505
Net amount	$44,472	$41,541

Derivative_Instruments_Liquidi

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
OTC and OTC-cleared derivative payables containing downgrade triggers:
Aggregate fair value of net derivative payables	$37,439	$32,303
Collateral posted	31,256	27,585
Single-notch downgrade
Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives:
Amount of additional collateral to be posted upon downgrade	1,037	1,046
Amount required to settle contracts with termination triggers upon downgrade	291	366
Two-notch downgrade
Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives:
Amount of additional collateral to be posted upon downgrade	3,750	3,331
Amount required to settle contracts with termination triggers upon downgrade	$1,144	$1,388

Derivative_Instruments_Impact_1

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Gains/(losses) recorded in income
Derivatives	$7,403	$525
Hedged items	-7,015	-221
Total income statement impact	388	304
Income statement impact due to:
Hedge ineffectiveness	11	44
Excluded components	377	260
Interest rate contracts
Gains/(losses) recorded in income
Derivatives	606	743
Hedged items	-248	-407
Total income statement impact	358	336
Income statement impact due to:
Hedge ineffectiveness	17	29
Excluded components	341	307
Foreign exchange contracts
Gains/(losses) recorded in income
Derivatives	6,475	-398
Hedged items	-6,459	324
Total income statement impact	16	-74
Income statement impact due to:
Hedge ineffectiveness	0	0
Excluded components	16	-74
Commodity contracts
Gains/(losses) recorded in income
Derivatives	322	180
Hedged items	-308	-138
Total income statement impact	14	42
Income statement impact due to:
Hedge ineffectiveness	-6	15
Excluded components	$20	$27

Derivative_Instruments_Impact_2

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Gains/(losses) recorded in income and other comprehensive income/(loss)
Planned reduction of non-operating deposits by the end of 2015 announced in February, 2015	$100,000,000,000
Net losses reclassified from AOCI to other income	150,000,000
Recognition of gain (loss) related to cash flow hedges in Income	-4,000,000
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	-175,000,000	-27,000,000
Hedge ineffectiveness recorded directly in income	0	0
Total income statement impact	-175,000,000	-27,000,000
Effective portion recorded in OCI	-49,000,000	72,000,000
Total change in OCI for period	126,000,000	99,000,000
Cash Flow Hedging | Interest rate contracts
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	-149,000,000	-26,000,000
Hedge ineffectiveness recorded directly in income	0	0
Total income statement impact	-149,000,000	-26,000,000
Effective portion recorded in OCI	3,000,000	63,000,000
Total change in OCI for period	152,000,000	89,000,000
Cash Flow Hedging | Foreign exchange contracts
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	-26,000,000	-1,000,000
Hedge ineffectiveness recorded directly in income	0	0
Total income statement impact	-26,000,000	-1,000,000
Effective portion recorded in OCI	-52,000,000	9,000,000
Total change in OCI for period	($26,000,000)	$10,000,000

Derivative_Instruments_Impact_3

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) (Net Investment Hedging, Foreign exchange contracts, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Net Investment Hedging | Foreign exchange contracts
Net investment hedge gains and losses [Abstract]
Excluded components recorded directly in income	($99)	($105)
Effective portion recorded in OCI	$993	($154)

Derivative_Instruments_Impact_4

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) (Risk Management Activities, Not designated as hedges, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	$621	$684
Interest rate contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	683	518
Credit derivatives
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	-14	-17
Foreign exchange contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	-12	0
Commodity contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	($36)	$183

Derivative_Instruments_Credit_

Derivative Instruments - Credit Derivatives (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Total credit derivatives and credit-related notes
Protection sold	($1,970,234)	($2,100,303)
Protection purchased with identical underlyings	1,983,517	2,110,144
Net protection (sold)/purchased	13,283	9,841
Other protection purchased	41,658	41,810
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	-1,970,214	-2,100,263
Protection purchased with identical underlyings	1,983,517	2,110,144
Net protection (sold)/purchased	13,303	9,881
Other protection purchased	37,316	38,106
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	-1,923,729	-2,056,982
Protection purchased with identical underlyings	1,950,481	2,078,096
Net protection (sold)/purchased	26,752	21,114
Other protection purchased	17,202	18,631
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	-46,485	-43,281
Protection purchased with identical underlyings	33,036	32,048
Net protection (sold)/purchased	-13,449	-11,233
Other protection purchased	20,114	19,475
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	-20	-40
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	-20	-40
Other protection purchased	$4,342	$3,704

Derivative_Instruments_Credit_1

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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	($441,436)	($480,679)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,393,957	-1,515,091
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-134,841	-104,533
Total notional amount	-1,970,234	-2,100,303
Net fair value	26,621	17,675
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	-301,079	-323,398
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-1,012,598	-1,118,293
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-101,819	-79,486
Total notional amount	-1,415,496	-1,521,177
Net fair value	20,542	19,453
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	-140,357	-157,281
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	-381,359	-396,798
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	-33,022	-25,047
Total notional amount	-554,738	-579,126
Net fair value	6,079	-1,778
Trading liabilities
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	-17,663	-28,769
Trading liabilities | Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	-3,289	-6,314
Trading liabilities | Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	-14,374	-22,455
Trading assets
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	44,284	46,444
Trading assets | Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	23,831	25,767
Trading assets | Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	$20,453	$20,677

Noninterest_Revenue_Details

Noninterest Revenue (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Components of investment banking fees [Abstract]
Underwriting	$1,252	$1,036
Advisory	542	384
Total investment banking fees	1,794	1,420
Principal transactions revenue
Trading revenue	3,532	2,900
Private equity gains	123	422
Principal transactions	3,655	3,322
Asset management:
Investment management fees	2,274	2,096
All other asset management fees	99	123
Asset Management Fees	2,373	2,219
Total administration fees	507	527
Commission and other fees:
Brokerage commissions	594	632
All other commissions and fees	333	458
Total commissions and fees	927	1,090
Total asset management, administration and commissions	3,807	3,836
Operating lease income	469	398
Interest rate
Principal transactions revenue
Trading revenue	886	355
Credit
Principal transactions revenue
Trading revenue	415	526
Foreign exchange
Principal transactions revenue
Trading revenue	844	526
Equity
Principal transactions revenue
Trading revenue	1,048	805
Commodity
Principal transactions revenue
Trading revenue	339	688
Equity securities
Components of investment banking fees [Abstract]
Underwriting	399	353
Debt securities
Components of investment banking fees [Abstract]
Underwriting	$853	$683

Interest_Income_and_Interest_E2

Interest Income and Interest Expense (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income
Loans	$7,947	$8,039
Taxable securities	1,724	1,902
Non-taxable securities	398	315
Total securities	2,122	2,217
Trading assets	1,734	1,771
Federal funds sold and securities purchased under resale agreements	396	436
Securities borrowed	-120	-88
Deposits with banks	341	256
Other assets	145	162
Total interest income	12,565	12,793
Interest expense
Interest-bearing deposits	364	426
Short-term and other liabilities	332	428
Long-term debt	1,094	1,167
Beneficial interests issued by consolidated VIEs	98	105
Total interest expense	1,888	2,126
Net interest income	10,677	10,667
Provision for credit losses	959	850
Net interest income after provision for credit losses	$9,718	$9,817

Pension_and_Other_Postretireme2

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Pension plans, U.S.
Amortization:
Total defined contribution plans	$89	$108
Pension plans, Non-U.S.
Amortization:
Total defined contribution plans	83	80
Pension plans, U.S.
Components of net periodic benefit cost
Benefits earned during the period	85	70
Interest cost on benefit obligations	125	134
Expected return on plan assets	-232	-246
Amortization:
Net (gain)/loss	62	6
Prior service cost/(credit)	-9	-10
Net periodic defined benefit cost	31	-46
Other defined benefit pension plans	3	3
Total defined benefit plans	34	-43
Total pension and OPEB cost included in compensation expense	123	65
Pension plans, Non-U.S.
Components of net periodic benefit cost
Benefits earned during the period	9	9
Interest cost on benefit obligations	28	34
Expected return on plan assets	-38	-44
Amortization:
Net (gain)/loss	9	12
Prior service cost/(credit)	0	0
Net periodic defined benefit cost	8	11
Other defined benefit pension plans	5	2
Total defined benefit plans	13	13
Total pension and OPEB cost included in compensation expense	96	93
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0
Interest cost on benefit obligations	8	9
Expected return on plan assets	-26	-25
Amortization:
Net (gain)/loss	0	0
Prior service cost/(credit)	0	0
Net periodic defined benefit cost	-18	-16
Total defined benefit plans	-18	-16
Total pension and OPEB cost included in compensation expense	($18)	($16)

Pension_and_Other_Postretireme3

Pension and Other Postretirement Employee Benefit Plans (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
U S Defined Benefit Pension And OPEB Plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$16,700,000,000	$16,500,000,000
Pension plans, Non-U.S.
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	3,700,000,000	3,700,000,000
U.S. non-qualified defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, non-U.S., expected contribution	33,000,000
Non-U.S. defined benefit pension
Defined Benefit Plan Disclosure [Line Items]
Estimated future employer contributions in next fiscal year	47,000,000
OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Estimated future employer contributions in next fiscal year	$2,000,000

Employee_Stock_Based_Incentive2

Employee Stock Based Incentives - Compensation Expense (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$292	$410
Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	273	208
Total noncash compensation expense related to employee stock-based incentive plans	$565	$618

Employee_Stock_Based_Incentive3

Employee Stock Based Incentives - RSUs (Details) (Restricted Stock Units (RSUs), USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015
Restricted Stock Units (RSUs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares)	34
Grants in period, weighted average grant date fair value (in dollars per share)	$55.91

Noninterest_Expense_Details

Noninterest Expense (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Components of noninterest expense [Abstract]
Compensation expense	$8,043	$7,859
Noncompensation expense:
Occupancy expense	933	952
Technology, communications and equipment expense	1,491	1,411
Professional and outside services	1,634	1,786
Marketing	591	564
Other expense	2,191	2,064
Total noncompensation expense	6,840	6,777
Total noninterest expense	14,883	14,636
Other expenses, additional details
FDIC related expense	318	293
Threatened or Pending Litigation
Other expenses, additional details
Loss contingency, loss in period	$687

Securities_Realized_Gain_Loss_

Securities - Realized Gain (Loss) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Securities gains and losses
Realized gains	$92		$148
Realized losses	-39		-115
Total credit losses recognized in income	-1		-3
Net securities gains	52	[1]	30	[1]
Credit related
Securities gains and losses
Total credit losses recognized in income	-1		0
Intent to sell
Securities gains and losses
Total credit losses recognized in income	$0		($3)
[1]	(a)The Firm recognized other-than-temporary impairment (“OTTI”) losses of $1 million and $3 million for the three months ended March 31, 2015, and 2014, respectively.

Securities_Amortized_Costs_Fai

Securities - Amortized Costs, Fair Value (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Available-for-sale Debt Securities:
Amortized cost	$271,608	$288,466
Gross unrealized gains	8,230	8,143
Gross unrealized losses	291	387
Fair value	279,547	296,222
Available-for-sale Equity Securities:
Amortized cost	2,309	2,513
Gross unrealized gains	16	17
Gross unrealized losses	0	0
Fair value	2,325	2,530
Available-for-sale Securities:
Amortized cost	273,917	290,979
Gross unrealized gains	8,246	8,160
Gross unrealized losses	291	387
Fair value	281,872	298,752
Held-to-maturity Securities:
Amortized cost	49,264	49,252
Gross unrealized gains	2,118	1,902
Gross unrealized losses	12	0
Fair value	51,370	51,154
Mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	126,943	133,598
Gross unrealized gains	3,909	3,842
Gross unrealized losses	87	118
Fair value	130,765	137,322
Mortgage-backed securities, U.S. government agencies
Available-for-sale Debt Securities:
Amortized cost	63,165	63,089
Gross unrealized gains	2,443	2,302
Gross unrealized losses	52	72
Fair value	65,556	65,319
Mortgage-backed securities, Commercial
Available-for-sale Debt Securities:
Amortized cost	22,157	20,687
Gross unrealized gains	461	438
Gross unrealized losses	12	17
Fair value	22,606	21,108
U.S. Treasury and government agencies
Available-for-sale Debt Securities:
Amortized cost	11,952	13,603
Gross unrealized gains	29	56
Gross unrealized losses	16	14
Fair value	11,965	13,645
Obligations of U.S. states and municipalities
Available-for-sale Debt Securities:
Amortized cost	28,922	27,841
Gross unrealized gains	2,302	2,243
Gross unrealized losses	25	16
Fair value	31,199	30,068
Held-to-maturity Securities:
Amortized cost	11,600	10,200
Certificates of deposit
Available-for-sale Debt Securities:
Amortized cost	1,021	1,103
Gross unrealized gains	3	1
Gross unrealized losses	1	1
Fair value	1,023	1,103
Non-U.S. government debt securities
Available-for-sale Debt Securities:
Amortized cost	44,543	51,492
Gross unrealized gains	1,330	1,272
Gross unrealized losses	16	21
Fair value	45,857	52,743
Corporate debt securities
Available-for-sale Debt Securities:
Amortized cost	16,850	18,158
Gross unrealized gains	369	398
Gross unrealized losses	28	24
Fair value	17,191	18,532
Asset-backed securities, Collateralized loan obligations
Available-for-sale Debt Securities:
Amortized cost	29,664	30,229
Gross unrealized gains	131	147
Gross unrealized losses	112	182
Fair value	29,683	30,194
Asset-backed securities, Other
Available-for-sale Debt Securities:
Amortized cost	11,713	12,442
Gross unrealized gains	157	184
Gross unrealized losses	6	11
Fair value	11,864	12,615
US government-sponsored and enterprises obligations
Available-for-sale Securities:
Fair value	55,000	59,300
Held-to-maturity Securities:
Amortized cost	34,200	35,300
US Government Corporations and Agencies
Held-to-maturity Securities:
Amortized cost	3,400	3,700
Residential mortgage-backed securities | Residential mortgage-backed securities, Prime and Alt-A
Available-for-sale Debt Securities:
Amortized cost	6,433	5,595
Gross unrealized gains	83	78
Gross unrealized losses	22	29
Fair value	6,494	5,644
Residential mortgage-backed securities | Residential mortgage-backed securities, Subprime
Available-for-sale Debt Securities:
Amortized cost	633	677
Gross unrealized gains	13	14
Gross unrealized losses	0	0
Fair value	646	691
Residential mortgage-backed securities | Residential mortgage-backed securities, Non-U.S.
Available-for-sale Debt Securities:
Amortized cost	34,555	43,550
Gross unrealized gains	909	1,010
Gross unrealized losses	1	0
Fair value	$35,463	$44,560

Securities_Continuous_Unrealiz

Securities - Continuous Unrealized Loss Position (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Held-to-maturity Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	$878	$0
Less than 12 months, Gross unrealized losses	12	0
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	878	0
Total gross unrealized losses	12	0
Investment Securities, Continuous Unrealized Loss Position:
Less than 12 months, Fair value	33,632	41,720
Less than 12 months, Gross unrealized losses	161	173
12 months or more, Fair value	14,450	15,614
12 months or more, Gross unrealized losses	142	214
Total fair value	48,082	57,334
Total gross unrealized losses	303	387
Debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	32,754	41,720
Less than 12 months, Gross unrealized losses	149	173
12 months or more, Fair Value	14,450	15,614
12 months or more, Gross unrealized losses	142	214
Total fair value	47,204	57,334
Total gross unrealized losses	291	387
Mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	7,095	7,761
Less than 12 months, Gross unrealized losses	43	30
12 months or more, Fair Value	3,430	5,486
12 months or more, Gross unrealized losses	44	88
Total fair value	10,525	13,247
Total gross unrealized losses	87	118
Mortgage-backed securities, U.S. government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	858	1,118
Less than 12 months, Gross unrealized losses	23	5
12 months or more, Fair Value	2,994	4,989
12 months or more, Gross unrealized losses	29	67
Total fair value	3,852	6,107
Total gross unrealized losses	52	72
Mortgage-backed securities, Commercial
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,726	4,803
Less than 12 months, Gross unrealized losses	12	15
12 months or more, Fair Value	0	92
12 months or more, Gross unrealized losses	0	2
Total fair value	4,726	4,895
Total gross unrealized losses	12	17
U.S. Treasury and government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	6,941	8,412
Less than 12 months, Gross unrealized losses	16	14
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	6,941	8,412
Total gross unrealized losses	16	14
Obligations of U.S. states and municipalities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,729	1,405
Less than 12 months, Gross unrealized losses	22	15
12 months or more, Fair Value	172	130
12 months or more, Gross unrealized losses	3	1
Total fair value	1,901	1,535
Total gross unrealized losses	25	16
Certificates of deposit
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	740	1,050
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	740	1,050
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	2,018	4,433
Less than 12 months, Gross unrealized losses	7	4
12 months or more, Fair Value	721	906
12 months or more, Gross unrealized losses	9	17
Total fair value	2,739	5,339
Total gross unrealized losses	16	21
Corporate debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,028	2,492
Less than 12 months, Gross unrealized losses	26	22
12 months or more, Fair Value	241	80
12 months or more, Gross unrealized losses	2	2
Total fair value	2,269	2,572
Total gross unrealized losses	28	24
Asset-backed securities, Collateralized loan obligations
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	9,803	13,909
Less than 12 months, Gross unrealized losses	28	76
12 months or more, Fair Value	9,886	9,012
12 months or more, Gross unrealized losses	84	106
Total fair value	19,689	22,921
Total gross unrealized losses	112	182
Asset-backed securities, Other
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,400	2,258
Less than 12 months, Gross unrealized losses	6	11
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	2,400	2,258
Total gross unrealized losses	6	11
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	914	1,840
Less than 12 months, Gross unrealized losses	7	10
12 months or more, Fair Value	436	405
12 months or more, Gross unrealized losses	15	19
Total fair value	1,350	2,245
Total gross unrealized losses	22	29
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	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, Non-U.S.
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	597	0
Less than 12 months, Gross unrealized losses	1	0
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	597	0
Total gross unrealized losses	$1	$0

Securities_Changes_in_Credit_L

Securities - Changes in Credit Loss (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Changes in the credit loss component of credit-impaired debt securities, securities with no intent to sell [Abstract]
Balance, beginning of period	$3	$1
Additions:
Newly credit-impaired securities	1	0
Balance, end of period	$4	$1

Securities_Amortized_Cost_Fair

Securities - Amortized Cost, Fair Value, by Contract Maturity (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$16,616
Due after 1 year through 5 years, amortized cost	38,509
Due after 5 years through 10 years, amortized cost	57,827
Due after 10 years, amortized cost	158,656
Amortized cost	271,608	288,466
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	16,675
Due after 1 year through 5 years, fair value	39,404
Due after 5 years through 10 years, fair value	59,046
Due after 10 years, fair value	164,422
Available-for-sale, debt maturities, fair value, total	279,547	296,222
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.89%
Due after 1 year through 5 years, average yield	1.93%
Due after 5 years through 10 years, average yield	1.55%
Due after 10 years, average yield	3.44%
Available-for-sale, debt maturities, average yield, total	2.79%
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	2,309
Equity maturities, amortized cost, total	2,309
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	2,325
Available-for-sale securities, equity maturities, fair value, total	2,325
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	0.24%
Available-for-sale securities, equity maturities, average yield, total	0.24%
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	16,616
Due after 1 year through 5 years, amortized cost	38,509
Due after 5 years through 10 years, amortized cost	57,827
Due after 10 years, amortized cost	160,965
Amortized cost	273,917	290,979
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	16,675
Due after 1 year through 5 years, fair value	39,404
Due after 5 years through 10 years, fair value	59,046
Due after 10 years, fair value	166,747
Fair value	281,872	298,752
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.89%
Due after 1 year through 5 years, average yield	1.93%
Due after 5 years through 10 years, average yield	1.55%
Due after 10 years, average yield	3.39%
Available-for-sale securities, maturities, average yield, total	2.76%
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	53
Due after 5 years through 10 years, amortized cost	603
Due after 10 years, amortized cost	48,608
Amortized cost	49,264	49,252
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	53
Due after 5 years through 10 years, fair value	634
Due after 10 years, fair value	50,683
Held-to-maturity Securities, Fair Value	51,370	51,154
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	4.39%
Due after 5 years through 10 years, average yield	4.94%
Due after 10 years, average yield	4.01%
Held-to-maturity securities, maturities, average yield, total	4.02%
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
U.S. nonagency residential collateralized mortgage obligations estimated duration	5 years
Minimum
Supplemental information
Due period of mortgage-backed securities and collateralized mortgage obligations	10 years
Mortgage-backed securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	876
Due after 1 year through 5 years, amortized cost	13,327
Due after 5 years through 10 years, amortized cost	5,423
Due after 10 years, amortized cost	107,317
Amortized cost	126,943	133,598
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	882
Due after 1 year through 5 years, fair value	13,628
Due after 5 years through 10 years, fair value	5,635
Due after 10 years, fair value	110,620
Available-for-sale, debt maturities, fair value, total	130,765	137,322
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.38%
Due after 1 year through 5 years, average yield	1.73%
Due after 5 years through 10 years, average yield	3.28%
Due after 10 years, average yield	3.03%
Available-for-sale, debt maturities, average yield, total	2.90%
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	600
Due after 1 year through 5 years, amortized cost	0
Due after 5 years through 10 years, amortized cost	10,169
Due after 10 years, amortized cost	1,183
Amortized cost	11,952	13,603
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	603
Due after 1 year through 5 years, fair value	0
Due after 5 years through 10 years, fair value	10,162
Due after 10 years, fair value	1,200
Available-for-sale, debt maturities, fair value, total	11,965	13,645
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	1.54%
Due after 1 year through 5 years, average yield	0.00%
Due after 5 years through 10 years, average yield	0.21%
Due after 10 years, average yield	0.38%
Available-for-sale, debt maturities, average yield, total	0.29%
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	55
Due after 1 year through 5 years, amortized cost	516
Due after 5 years through 10 years, amortized cost	1,468
Due after 10 years, amortized cost	26,883
Amortized cost	28,922	27,841
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	55
Due after 1 year through 5 years, fair value	533
Due after 5 years through 10 years, fair value	1,551
Due after 10 years, fair value	29,060
Available-for-sale, debt maturities, fair value, total	31,199	30,068
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.96%
Due after 1 year through 5 years, average yield	5.05%
Due after 5 years through 10 years, average yield	4.88%
Due after 10 years, average yield	6.68%
Available-for-sale, debt maturities, average yield, total	6.56%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Amortized cost	11,600	10,200
Certificates of deposit
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	969
Due after 1 year through 5 years, amortized cost	52
Due after 5 years through 10 years, amortized cost	0
Due after 10 years, amortized cost	0
Amortized cost	1,021	1,103
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	970
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	1,023	1,103
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	3.00%
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	3.02%
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	10,455
Due after 1 year through 5 years, amortized cost	13,934
Due after 5 years through 10 years, amortized cost	17,842
Due after 10 years, amortized cost	2,312
Amortized cost	44,543	51,492
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	10,481
Due after 1 year through 5 years, fair value	14,282
Due after 5 years through 10 years, fair value	18,598
Due after 10 years, fair value	2,496
Available-for-sale, debt maturities, fair value, total	45,857	52,743
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	3.24%
Due after 1 year through 5 years, average yield	1.81%
Due after 5 years through 10 years, average yield	1.07%
Due after 10 years, average yield	0.99%
Available-for-sale, debt maturities, average yield, total	1.81%
Corporate debt securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	3,661
Due after 1 year through 5 years, amortized cost	8,991
Due after 5 years through 10 years, amortized cost	4,066
Due after 10 years, amortized cost	132
Amortized cost	16,850	18,158
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	3,684
Due after 1 year through 5 years, fair value	9,208
Due after 5 years through 10 years, fair value	4,165
Due after 10 years, fair value	134
Available-for-sale, debt maturities, fair value, total	17,191	18,532
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.20%
Due after 1 year through 5 years, average yield	2.28%
Due after 5 years through 10 years, average yield	2.60%
Due after 10 years, average yield	4.26%
Available-for-sale, debt maturities, average yield, total	2.36%
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	1,689
Due after 5 years through 10 years, amortized cost	18,859
Due after 10 years, amortized cost	20,829
Amortized cost	41,377
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	1,700
Due after 5 years through 10 years, fair value	18,935
Due after 10 years, fair value	20,912
Available-for-sale, debt maturities, fair value, total	$41,547
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	1.62%
Due after 5 years through 10 years, average yield	1.73%
Due after 10 years, average yield	1.77%
Available-for-sale, debt maturities, average yield, total	1.74%

Securities_Financing_Activitie2

Securities Financing Activities - Schedule of securities purchased under resale agreements, netting & securities borrowed (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Securities purchased under resale agreements:
Securities purchased under resale agreements with an appropriate legal opinion	$372,595,000,000	$347,142,000,000
Amounts netted on the Consolidated Balance Sheets	-159,758,000,000	-142,719,000,000
Securities purchased under resale agreements with an appropriate legal opinion, Net asset balance	212,837,000,000	204,423,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	6,127,000,000	10,598,000,000
Total securities purchased under resale agreements, gross asset balance	378,722,000,000	357,740,000,000
Total securities purchased under resale agreements, net asset balance	218,964,000,000	215,021,000,000
Securities borrowed	108,376,000,000	110,435,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	23,600,000,000	27,700,000,000
Securities Financing Transaction, Fair Value
Securities purchased under resale agreements:
Total securities purchased under resale agreements, net asset balance	29,300,000,000	28,600,000,000
Securities borrowed, fair value	$792,000,000	$992,000,000

Securities_Financing_Activitie3

Securities Financing Activities - Schedule of securities purchased under resale agreements & securities borrowed collateral netting (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Securities purchased under resale agreements with an appropriate legal opinion:
Net asset balance	$212,837	$204,423
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-209,548	-201,375
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	-207	-246
Net exposure	3,082	2,802
Securities borrowed:
Net asset balance	84,744	82,748
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	-81,603	-80,338
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	0	0
Net exposure	$3,141	$2,410

Securities_Financing_Activitie4

Securities Financing Activities - Schedule of securities sold under repurchase agreements, netting & securities loaned (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements with an appropriate legal opinion	$318,721,000,000	$290,529,000,000
Amounts netted on the Consolidated balance sheets	-159,758,000,000	-142,719,000,000
Securities sold under repurchase agreements with an appropriate legal opinion, Net liability balance	158,963,000,000	147,810,000,000
Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	17,654,000,000	21,996,000,000
Total securities sold under repurchase agreements, gross liability balance	336,375,000,000	312,525,000,000
Total securities sold under repurchase agreements, net liability balance	176,617,000,000	169,806,000,000
Securities loaned including not subject to master netting arrangement	25,179,000,000	25,927,000,000
Securities loaned where an appropriate legal opinion has not been either sought or obtained	30,000,000	271,000,000
Securities-For-Securities Borrow Versus Pledge Transactions
Securities Financing Transaction [Line Items]
Securities loaned	5,700,000,000	4,100,000,000
Securities Financing Transaction, Fair Value
Securities Financing Transaction [Line Items]
Total securities sold under repurchase agreements, net liability balance	3,600,000,000	3,000,000,000
Securities loaned	$0	$0

Securities_Financing_Activitie5

Securities Financing Activities - Schedule of securities sold under repurchase agreements & securities loaned collateral netting (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Securities sold under repurchase agreements with an appropriate legal opinion:
Net liability balance	$158,963,000,000	$147,810,000,000
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	-157,232,000,000	-145,732,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	-362,000,000	-497,000,000
Net amount	1,369,000,000	1,581,000,000
Securities loaned:
Net liability	25,149,000,000	25,656,000,000
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	-24,866,000,000	-25,287,000,000
Amounts not nettable on the Consolidated balance sheets, Cash collateral	0	0
Net amount	283,000,000	369,000,000
Transfers not qualifying for sale accounting	$13,800,000,000	$13,800,000,000

Loans_By_Portfolio_Segment_Det

Loans - By Portfolio Segment (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loan balances by portfolio segment:
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Held-for-sale	4,924,000,000	7,217,000,000
At fair value	2,290,000,000	2,611,000,000
Loans	764,185,000,000	757,336,000,000
Loans and leases receivable deferred costs	1,200,000,000	1,300,000,000
Consumer, excluding credit card
Loan balances by portfolio segment:
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
Held-for-sale	298,000,000	395,000,000
At fair value	0	0
Loans	305,215,000,000	295,374,000,000
Credit card
Loan balances by portfolio segment:
Total retained loans	120,835,000,000	128,027,000,000	121,512,000,000
Held-for-sale	2,422,000,000	3,021,000,000
At fair value	0	0
Loans	123,257,000,000	131,048,000,000
Wholesale
Loan balances by portfolio segment:
Total retained loans	331,219,000,000	324,502,000,000	311,718,000,000
Held-for-sale	2,204,000,000	3,801,000,000
At fair value	2,290,000,000	2,611,000,000
Loans	$335,713,000,000	$330,914,000,000

Loans_Purchased_Sold_and_Recla

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	$1,816,000,000	$1,703,000,000
Sales	4,362,000,000	3,247,000,000
Retained loans reclassified to held-for-sale	338,000,000	297,000,000
Consumer, excluding credit card
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	1,608,000,000	1,582,000,000
Sales	1,736,000,000	891,000,000
Retained loans reclassified to held-for-sale	18,000,000	0
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	11,200,000,000	1,700,000,000
Credit card
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	0	0
Sales	177,000,000	0
Retained loans reclassified to held-for-sale	0	0
Wholesale
Retained Loans Purchases Sales and Transfer Into Held For Sale By Portfolio Segment [Line Items]
Purchases	208,000,000	121,000,000
Sales	2,449,000,000	2,356,000,000
Retained loans reclassified to held-for-sale	$320,000,000	$297,000,000

Loans_Net_Gains_and_Losses_on_

Loans - Net Gains and Losses on Sale (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$101	$66
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)	91	42
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)	16	0
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	($6)	$24

Loans_Consumer_Excluding_Credi

Loans - Consumer, Excluding Credit Card Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
Consumer, excluding credit card | Home equity - senior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,922,000,000	16,367,000,000
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,968,000,000	36,375,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	117,275,000,000	104,921,000,000
Consumer, excluding credit card | Mortgages - subprime
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,826,000,000	5,056,000,000
Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	55,455,000,000	54,536,000,000
Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,375,000,000	20,058,000,000
Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,740,000,000	10,970,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,638,000,000	17,095,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,916,000,000	10,220,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,559,000,000	3,673,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$15,243,000,000	$15,708,000,000

Loans_Consumer_Excluding_Credi1

Loans - Consumer, Excluding Credit Card Loans, Residential Real Estate, Excluding PCI Loans (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	756,971,000,000	$747,508,000,000	$721,160,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
Consumer, excluding credit card | Home equity - senior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,922,000,000	16,367,000,000
% of 30 days past due to total retained loans	3.81%	3.89%
Consumer, excluding credit card | Home equity - senior lien | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,176,000,000	2,232,000,000
Consumer, excluding credit card | Home equity - senior lien | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,745,000,000	2,805,000,000
Consumer, excluding credit card | Home equity - senior lien | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,266,000,000	1,306,000,000
Consumer, excluding credit card | Home equity - senior lien | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	870,000,000	861,000,000
Consumer, excluding credit card | Home equity - senior lien | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,754,000,000	1,845,000,000
Consumer, excluding credit card | Home equity - senior lien | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	661,000,000	654,000,000
Consumer, excluding credit card | Home equity - senior lien | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	893,000,000	927,000,000
Consumer, excluding credit card | Home equity - senior lien | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	487,000,000	506,000,000
Consumer, excluding credit card | Home equity - senior lien | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	722,000,000	736,000,000
Consumer, excluding credit card | Home equity - senior lien | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,117,000,000	1,150,000,000
Consumer, excluding credit card | Home equity - senior lien | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,231,000,000	3,345,000,000
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	15,315,000,000	15,730,000,000
Consumer, excluding credit card | Home equity - senior lien | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	243,000,000	275,000,000
Consumer, excluding credit card | Home equity - senior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	364,000,000	362,000,000
Consumer, excluding credit card | Home equity - senior lien | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	930,000,000	938,000,000
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	19,000,000	21,000,000
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	9,000,000	10,000,000
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	118,000,000	134,000,000
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	59,000,000	69,000,000
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	549,000,000	633,000,000
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	209,000,000	226,000,000
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	12,760,000,000	13,048,000,000
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	2,199,000,000	2,226,000,000
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,968,000,000	36,375,000,000
% of 30 days past due to total retained loans	2.10%	2.20%
Consumer, excluding credit card | Home equity - junior lien | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,846,000,000	8,144,000,000
Consumer, excluding credit card | Home equity - junior lien | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,383,000,000	7,685,000,000
Consumer, excluding credit card | Home equity - junior lien | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,515,000,000	2,605,000,000
Consumer, excluding credit card | Home equity - junior lien | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,854,000,000	1,923,000,000
Consumer, excluding credit card | Home equity - junior lien | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,057,000,000	1,087,000,000
Consumer, excluding credit card | Home equity - junior lien | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,147,000,000	2,233,000,000
Consumer, excluding credit card | Home equity - junior lien | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,533,000,000	1,595,000,000
Consumer, excluding credit card | Home equity - junior lien | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,168,000,000	1,216,000,000
Consumer, excluding credit card | Home equity - junior lien | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	810,000,000	848,000,000
Consumer, excluding credit card | Home equity - junior lien | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	741,000,000	778,000,000
Consumer, excluding credit card | Home equity - junior lien | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,914,000,000	8,261,000,000
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	34,235,000,000	35,575,000,000
Consumer, excluding credit card | Home equity - junior lien | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	469,000,000	533,000,000
Consumer, excluding credit card | Home equity - junior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	264,000,000	267,000,000
Consumer, excluding credit card | Home equity - junior lien | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,539,000,000	1,590,000,000
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	375,000,000	467,000,000
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	112,000,000	138,000,000
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	2,762,000,000	3,149,000,000
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	791,000,000	923,000,000
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	6,032,000,000	6,481,000,000
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	1,698,000,000	1,780,000,000
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	19,780,000,000	20,030,000,000
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	3,418,000,000	3,407,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	117,275,000,000	104,921,000,000
% of 30 days past due to total retained loans	1.23%	1.42%
Consumer, excluding credit card | Mortgages - prime, including option ARMS | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	32,022,000,000	28,133,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,483,000,000	16,550,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,657,000,000	6,654,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,376,000,000	5,106,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,720,000,000	4,935,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,751,000,000	3,361,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,112,000,000	1,805,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,706,000,000	2,410,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,336,000,000	1,203,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	735,000,000	615,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	38,377,000,000	34,149,000,000
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	106,791,000,000	93,951,000,000
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	3,568,000,000	4,091,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,916,000,000	6,879,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,119,000,000	2,190,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,055,000,000	12,110,000,000
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	7,291,000,000	7,544,000,000
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	9,000,000,000	9,500,000,000
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	103,000,000	120,000,000
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	95,000,000	103,000,000
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	564,000,000	648,000,000
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	297,000,000	340,000,000
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	3,353,000,000	3,863,000,000
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	951,000,000	1,026,000,000
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	94,768,000,000	81,805,000,000
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	5,089,000,000	4,906,000,000
Consumer, excluding credit card | Mortgages - subprime
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,826,000,000	5,056,000,000
% of 30 days past due to total retained loans	14.59%	15.03%
Consumer, excluding credit card | Mortgages - subprime | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	678,000,000	718,000,000
Consumer, excluding credit card | Mortgages - subprime | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	650,000,000	677,000,000
Consumer, excluding credit card | Mortgages - subprime | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	199,000,000	207,000,000
Consumer, excluding credit card | Mortgages - subprime | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	602,000,000	632,000,000
Consumer, excluding credit card | Mortgages - subprime | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	171,000,000	177,000,000
Consumer, excluding credit card | Mortgages - subprime | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	218,000,000	227,000,000
Consumer, excluding credit card | Mortgages - subprime | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	107,000,000	112,000,000
Consumer, excluding credit card | Mortgages - subprime | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	104,000,000	109,000,000
Consumer, excluding credit card | Mortgages - subprime | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	115,000,000	121,000,000
Consumer, excluding credit card | Mortgages - subprime | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	107,000,000	112,000,000
Consumer, excluding credit card | Mortgages - subprime | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,875,000,000	1,964,000,000
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	4,122,000,000	4,296,000,000
Consumer, excluding credit card | Mortgages - subprime | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	433,000,000	489,000,000
Consumer, excluding credit card | Mortgages - subprime | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	271,000,000	271,000,000
Consumer, excluding credit card | Mortgages - subprime | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,010,000,000	1,036,000,000
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	9,000,000	10,000,000
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	40,000,000	51,000,000
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	96,000,000	118,000,000
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	241,000,000	298,000,000
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	376,000,000	432,000,000
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	720,000,000	770,000,000
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	1,540,000,000	1,586,000,000
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	1,804,000,000	1,791,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	172,991,000,000	162,719,000,000
% of 30 days past due to total retained loans	2.02%	2.27%
Consumer, excluding credit card | Residential real estate – excluding PCI | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	42,722,000,000	39,227,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	28,261,000,000	27,717,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,637,000,000	10,772,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,702,000,000	8,522,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,702,000,000	8,044,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,777,000,000	6,475,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,645,000,000	4,439,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,465,000,000	4,241,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,983,000,000	2,908,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,700,000,000	2,655,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	51,397,000,000	47,719,000,000
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	160,463,000,000	149,552,000,000
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	4,713,000,000	5,388,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,815,000,000	7,779,000,000
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	5,598,000,000	5,754,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,055,000,000	12,110,000,000
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	3,000,000,000	2,600,000,000
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	3,000,000,000	3,500,000,000
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	6,100,000,000	6,000,000,000
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	7,291,000,000	7,544,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,000,000,000	4,200,000,000
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	506,000,000	618,000,000
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	256,000,000	302,000,000
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	3,540,000,000	4,049,000,000
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	1,388,000,000	1,630,000,000
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	10,310,000,000	11,409,000,000
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	3,578,000,000	3,802,000,000
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	128,848,000,000	116,469,000,000
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	12,510,000,000	$12,330,000,000

Loans_Consumer_Excluding_Credi2

Loans - Consumer, Excluding Credit Card Loans, Delinquency Statistics Junior Lien Home Equity Loans (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,968,000,000	36,375,000,000
% of 30 days past due to total retained loans	2.10%	2.20%
Consumer, excluding credit card | Home equity junior lien, excluding lines of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,979,000,000	3,144,000,000
% of 30 days past due to total retained loans	2.99%	3.34%
Consumer, excluding credit card | 30–89 days past due | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	351,000,000	407,000,000
Consumer, excluding credit card | 30–89 days past due | Home equity junior lien, excluding lines of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	52,000,000	66,000,000
Consumer, excluding credit card | 90–149 days past due | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	118,000,000	126,000,000
Consumer, excluding credit card | 90–149 days past due | Home equity junior lien, excluding lines of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,000,000	20,000,000
Consumer, excluding credit card | 150 days past due | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	264,000,000	267,000,000
Consumer, excluding credit card | 150 days past due | Home equity junior lien, excluding lines of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,000,000	19,000,000
Consumer, excluding credit card | HELOC, Within the revolving period | Home equity line of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	23,335,000,000	25,252,000,000
% of 30 days past due to total retained loans	1.65%	1.75%
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	191,000,000	233,000,000
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	60,000,000	69,000,000
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	134,000,000	141,000,000
Consumer, excluding credit card | HELOCs, Beyond the revolving period | Home equity line of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,654,000,000	7,979,000,000
% of 30 days past due to total retained loans	2.99%	3.16%
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	108,000,000	108,000,000
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	41,000,000	37,000,000
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	$110,000,000	$107,000,000

Loans_Consumer_Excluding_Credi3

Loans - Consumer, Excluding Credit Card Loans, Impaired Loans (Details) (Consumer, excluding credit card, USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Home equity - senior lien
Impaired loans:
With an allowance	$553,000,000		$552,000,000
Without an allowance	534,000,000		549,000,000
Total impaired loans	1,087,000,000		1,101,000,000
Allowance for loan losses related to impaired loans	85,000,000		84,000,000
Unpaid principal balance of impaired loans	1,426,000,000		1,451,000,000
Average impaired loans	1,095,000,000	1,143,000,000
Interest income on impaired loans	13,000,000	14,000,000
Interest income on impaired loans on a cash basis	9,000,000	9,000,000
Home equity - senior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	18.00%
Home equity - senior lien | Nonaccrual
Impaired loans:
Total impaired loans	623,000,000		628,000,000
Home equity - junior lien
Impaired loans:
With an allowance	724,000,000		722,000,000
Without an allowance	569,000,000		582,000,000
Total impaired loans	1,293,000,000		1,304,000,000
Allowance for loan losses related to impaired loans	145,000,000		147,000,000
Unpaid principal balance of impaired loans	2,546,000,000		2,603,000,000
Average impaired loans	1,298,000,000	1,321,000,000
Interest income on impaired loans	20,000,000	21,000,000
Interest income on impaired loans on a cash basis	13,000,000	14,000,000
Home equity - junior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	11.00%
Home equity - junior lien | Nonaccrual
Impaired loans:
Total impaired loans	620,000,000		632,000,000
Mortgages - prime, including option ARMS
Impaired loans:
With an allowance	4,596,000,000		4,949,000,000
Without an allowance	1,142,000,000		1,196,000,000
Total impaired loans	5,738,000,000		6,145,000,000
Allowance for loan losses related to impaired loans	120,000,000		127,000,000
Unpaid principal balance of impaired loans	7,331,000,000		7,813,000,000
Average impaired loans	6,054,000,000	6,956,000,000
Interest income on impaired loans	59,000,000	68,000,000
Interest income on impaired loans on a cash basis	12,000,000	13,000,000
Mortgages - prime, including option ARMS | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	23.00%
Mortgages - prime, including option ARMS | Nonaccrual
Impaired loans:
Total impaired loans	1,517,000,000		1,559,000,000
Mortgages - subprime
Impaired loans:
With an allowance	2,092,000,000		2,239,000,000
Without an allowance	613,000,000		639,000,000
Total impaired loans	2,705,000,000		2,878,000,000
Allowance for loan losses related to impaired loans	63,000,000		64,000,000
Unpaid principal balance of impaired loans	3,968,000,000		4,200,000,000
Average impaired loans	2,822,000,000	3,667,000,000
Interest income on impaired loans	37,000,000	49,000,000
Interest income on impaired loans on a cash basis	11,000,000	13,000,000
Mortgages - subprime | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	15.00%
Mortgages - subprime | Nonaccrual
Impaired loans:
Total impaired loans	898,000,000		931,000,000
Residential real estate – excluding PCI
Impaired loans:
With an allowance	7,965,000,000		8,462,000,000
Without an allowance	2,858,000,000		2,966,000,000
Total impaired loans	10,823,000,000		11,428,000,000
Allowance for loan losses related to impaired loans	413,000,000		422,000,000
Unpaid principal balance of impaired loans	15,271,000,000		16,067,000,000
Loans modified subsequent to repurchase from Ginnie Mae	4,800,000,000		4,900,000,000
Average impaired loans	11,269,000,000	13,087,000,000
Interest income on impaired loans	129,000,000	152,000,000
Interest income on impaired loans on a cash basis	45,000,000	49,000,000
Number of payments under modified terms to recognize interest on cash basis	6
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	2,800,000,000		2,900,000,000
Residential real estate – excluding PCI | Nonaccrual
Impaired loans:
Total impaired loans	$3,658,000,000		$3,750,000,000
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 $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$154	$180
Home equity - senior lien
Financing Receivable, Impaired [Line Items]
New TDRs	26	27
Home equity - junior lien
Financing Receivable, Impaired [Line Items]
New TDRs	46	58
Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
New TDRs	63	67
Mortgages - subprime
Financing Receivable, Impaired [Line Items]
New TDRs	$19	$28

Loans_Consumer_Excluding_Credi5

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, Nature and Extent of Modifications (Details) (Consumer, excluding credit card)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	72.00%	70.00%
Concession granted - Term of payment extension	83.00%	80.00%
Concession granted - Principal and/or interest deferred	30.00%	22.00%
Concession granted - principal forgiveness	18.00%	32.00%
Concession granted - other	5.00%	7.00%
Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Percentage, sum of items by type, may exceed	100.00%
Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	75.00%	65.00%
Concession granted - Term of payment extension	81.00%	80.00%
Concession granted - Principal and/or interest deferred	31.00%	15.00%
Concession granted - principal forgiveness	8.00%	30.00%
Concession granted - other	0.00%	1.00%
Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	77.00%	84.00%
Concession granted - Term of payment extension	86.00%	83.00%
Concession granted - Principal and/or interest deferred	28.00%	21.00%
Concession granted - principal forgiveness	4.00%	28.00%
Concession granted - other	0.00%	0.00%
Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	64.00%	60.00%
Concession granted - Term of payment extension	84.00%	88.00%
Concession granted - Principal and/or interest deferred	37.00%	33.00%
Concession granted - principal forgiveness	28.00%	31.00%
Concession granted - other	8.00%	17.00%
Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	71.00%	60.00%
Concession granted - Term of payment extension	81.00%	72.00%
Concession granted - Principal and/or interest deferred	26.00%	20.00%
Concession granted - principal forgiveness	32.00%	41.00%
Concession granted - other	11.00%	13.00%
Trial Modification
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,177	1,139
Trial Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	356	201
Trial Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	154	184
Trial Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Number of contract modifications	245	255
Trial Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Number of contract modifications	422	499
Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,620	2,551
Permanent Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	262	295
Permanent Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	508	958
Permanent Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Number of contract modifications	361	531
Permanent Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Number of contract modifications	489	767

Loans_Consumer_Excluding_Credi6

Loans - Consumer, Excluding Credit Card Loans, Financial Effects of Modifications and Redefaults (Details) (Consumer, excluding credit card, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	6.11%	6.67%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.72%	3.02%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18 years	18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	31 years	31 years
Charge-offs recognized upon permanent modification	$0	$1
Principal deferred	3	1
Principal forgiven	1	3
Balance of loans that redefaulted within one year of permanent modification(a)	3	6
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	4.97%	4.75%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.21%	1.81%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18 years	20 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	34 years	35 years
Charge-offs recognized upon permanent modification	1	14
Principal deferred	3	3
Principal forgiven	0	11
Balance of loans that redefaulted within one year of permanent modification(a)	2	3
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	5.03%	5.22%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.38%	2.76%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	37 years
Charge-offs recognized upon permanent modification	1	2
Principal deferred	11	13
Principal forgiven	9	17
Balance of loans that redefaulted within one year of permanent modification(a)	18	30
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	6.80%	7.57%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.22%	3.41%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	24 years	25 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	36 years
Charge-offs recognized upon permanent modification	1	1
Principal deferred	7	7
Principal forgiven	10	21
Balance of loans that redefaulted within one year of permanent modification(a)	17	18
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	5.68%	5.91%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.64%	2.77%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	23 years	23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	36 years
Charge-offs recognized upon permanent modification	3	18
Principal deferred	24	24
Principal forgiven	20	52
Balance of loans that redefaulted within one year of permanent modification(a)	$40	$57
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 $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	756,971,000,000	$747,508,000,000	$721,160,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	55,455,000,000	54,536,000,000
% of 30 days past due to total retained loans	0.90%	1.23%
Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,375,000,000	20,058,000,000
% of 30 days past due to total retained loans	1.65%	1.73%
Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,740,000,000	10,970,000,000
% of 30 days past due to total retained loans	1.64%	2.15%
Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	86,570,000,000	85,564,000,000
% of 30 days past due to total retained loans	1.17%	1.47%
Consumer, excluding credit card | California | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,469,000,000	6,294,000,000
Consumer, excluding credit card | California | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,059,000,000	3,008,000,000
Consumer, excluding credit card | California | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,128,000,000	1,143,000,000
Consumer, excluding credit card | California | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,656,000,000	10,445,000,000
Consumer, excluding credit card | New York | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,703,000,000	3,662,000,000
Consumer, excluding credit card | New York | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,171,000,000	3,187,000,000
Consumer, excluding credit card | New York | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,235,000,000	1,259,000,000
Consumer, excluding credit card | New York | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,109,000,000	8,108,000,000
Consumer, excluding credit card | Illinois | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,365,000,000	3,175,000,000
Consumer, excluding credit card | Illinois | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,387,000,000	1,373,000,000
Consumer, excluding credit card | Illinois | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	716,000,000	729,000,000
Consumer, excluding credit card | Illinois | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,468,000,000	5,277,000,000
Consumer, excluding credit card | Florida | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,428,000,000	2,301,000,000
Consumer, excluding credit card | Florida | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	861,000,000	827,000,000
Consumer, excluding credit card | Florida | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	521,000,000	521,000,000
Consumer, excluding credit card | Florida | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,810,000,000	3,649,000,000
Consumer, excluding credit card | Texas | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,804,000,000	5,608,000,000
Consumer, excluding credit card | Texas | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,610,000,000	2,626,000,000
Consumer, excluding credit card | Texas | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	849,000,000	868,000,000
Consumer, excluding credit card | Texas | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,263,000,000	9,102,000,000
Consumer, excluding credit card | New Jersey | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,947,000,000	1,945,000,000
Consumer, excluding credit card | New Jersey | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	530,000,000	451,000,000
Consumer, excluding credit card | New Jersey | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	391,000,000	378,000,000
Consumer, excluding credit card | New Jersey | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,868,000,000	2,774,000,000
Consumer, excluding credit card | Arizona | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,879,000,000	2,003,000,000
Consumer, excluding credit card | Arizona | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,148,000,000	1,083,000,000
Consumer, excluding credit card | Arizona | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	234,000,000	239,000,000
Consumer, excluding credit card | Arizona | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,261,000,000	3,325,000,000
Consumer, excluding credit card | Washington | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,042,000,000	1,019,000,000
Consumer, excluding credit card | Washington | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	274,000,000	258,000,000
Consumer, excluding credit card | Washington | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	224,000,000	235,000,000
Consumer, excluding credit card | Washington | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,540,000,000	1,512,000,000
Consumer, excluding credit card | Michigan | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,634,000,000	1,633,000,000
Consumer, excluding credit card | Michigan | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,344,000,000	1,375,000,000
Consumer, excluding credit card | Michigan | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	453,000,000	466,000,000
Consumer, excluding credit card | Michigan | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,431,000,000	3,474,000,000
Consumer, excluding credit card | Ohio | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,261,000,000	2,157,000,000
Consumer, excluding credit card | Ohio | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,455,000,000	1,354,000,000
Consumer, excluding credit card | Ohio | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	607,000,000	629,000,000
Consumer, excluding credit card | Ohio | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,323,000,000	4,140,000,000
Consumer, excluding credit card | All other | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	24,923,000,000	24,739,000,000
Consumer, excluding credit card | All other | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,536,000,000	4,516,000,000
Consumer, excluding credit card | All other | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,382,000,000	4,503,000,000
Consumer, excluding credit card | All other | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	33,841,000,000	33,758,000,000
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,400,000,000	1,500,000,000
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	54,956,000,000	53,866,000,000
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,038,000,000	19,710,000,000
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,968,000,000	10,080,000,000
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	84,962,000,000	83,656,000,000
Consumer, excluding credit card | Days Past Due, 30 to 119 | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	492,000,000	663,000,000
Consumer, excluding credit card | Days Past Due, 30 to 119 | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	199,000,000	208,000,000
Consumer, excluding credit card | Days Past Due, 30 to 119 | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	466,000,000	576,000,000
Consumer, excluding credit card | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,157,000,000	1,447,000,000
Consumer, excluding credit card | Days Past Due, 120 or More | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,000,000	7,000,000
Consumer, excluding credit card | Days Past Due, 120 or More | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	138,000,000	140,000,000
Consumer, excluding credit card | Days Past Due, 120 or More | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	306,000,000	314,000,000
Consumer, excluding credit card | Days Past Due, 120 or More | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	451,000,000	461,000,000
Consumer, excluding credit card | 90 or more days past due and still accruing | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | 90 or more days past due and still accruing | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | 90 or more days past due and still accruing | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	346,000,000	367,000,000
Consumer, excluding credit card | 90 or more days past due and still accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	346,000,000	367,000,000
Consumer, excluding credit card | Nonaccrual | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	95,000,000	115,000,000
Consumer, excluding credit card | Nonaccrual | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	268,000,000	279,000,000
Consumer, excluding credit card | Nonaccrual | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	264,000,000	270,000,000
Consumer, excluding credit card | Nonaccrual | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	627,000,000	664,000,000
Consumer, excluding credit card | Noncriticized | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,061,000,000	9,822,000,000
Consumer, excluding credit card | Noncriticized | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	14,842,000,000	14,619,000,000
Consumer, excluding credit card | Noncriticized | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	24,903,000,000	24,441,000,000
Consumer, excluding credit card | Criticized performing | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	83,000,000	35,000,000
Consumer, excluding credit card | Criticized performing | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	714,000,000	708,000,000
Consumer, excluding credit card | Criticized performing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	797,000,000	743,000,000
Consumer, excluding credit card | Criticized nonaccrual | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Criticized nonaccrual | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	212,000,000	213,000,000
Consumer, excluding credit card | Criticized nonaccrual | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	212,000,000	213,000,000
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Current and less than 30 days past due and still accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,200,000,000	4,300,000,000
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	317,000,000	364,000,000
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 120 or More | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	279,000,000	290,000,000
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 30 or More, and Still Accruing | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	596,000,000	$654,000,000
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 120 or More | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	120 days
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 30 or More, and Still Accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Maximum | Days Past Due, 30 to 119 | 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 $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
With an allowance	$557		$557
Without an allowance	34		35
Total impaired loans	591		592
Allowance for loan losses related to impaired loans	124		117
Unpaid principal balance of impaired loans	711		719
Average impaired loans	587	600
Troubled debt restructuring	428		442
Nonaccrual
Financing Receivable, Impaired [Line Items]
Total impaired loans	464		456
Troubled debt restructuring	$301		$306

Loans_Consumer_Excluding_Credi9

Loans - Consumer, Excluding Credit Card Loans, PCI Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,638,000,000	17,095,000,000
Related allowance for loan losses	1,758,000,000	1,758,000,000
Total loans	17,086,000,000	17,740,000,000
% of 30 days past due to total loans	6.92%	8.15%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	10,267,000,000	10,671,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	855,000,000	876,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	393,000,000	405,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,630,000,000	1,696,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	261,000,000	273,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	338,000,000	348,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	312,000,000	323,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	926,000,000	959,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	50,000,000	53,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	19,000,000	20,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,035,000,000	2,116,000,000
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	15,903,000,000	16,295,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	368,000,000	445,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	815,000,000	1,000,000,000
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	423,000,000	513,000,000
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	1,985,000,000	2,245,000,000
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	3,995,000,000	4,171,000,000
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	5,923,000,000	5,824,000,000
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	217,000,000	273,000,000
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	928,000,000	1,073,000,000
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	1,590,000,000	1,647,000,000
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	2,025,000,000	1,994,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,916,000,000	10,220,000,000
Related allowance for loan losses	1,138,000,000	1,193,000,000
Total loans	9,943,000,000	10,249,000,000
% of 30 days past due to total loans	12.28%	13.05%
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	5,811,000,000	5,965,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	648,000,000	672,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	290,000,000	301,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	657,000,000	689,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	90,000,000	92,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	261,000,000	279,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	164,000,000	167,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	217,000,000	225,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	162,000,000	166,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	47,000,000	48,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,596,000,000	1,645,000,000
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	8,722,000,000	8,912,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	444,000,000	500,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	777,000,000	837,000,000
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	34,000,000	45,000,000
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	373,000,000	456,000,000
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	1,924,000,000	2,154,000,000
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	3,821,000,000	3,663,000,000
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	68,000,000	97,000,000
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	337,000,000	402,000,000
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	1,184,000,000	1,316,000,000
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	2,202,000,000	2,116,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,559,000,000	3,673,000,000
Related allowance for loan losses	180,000,000	180,000,000
Total loans	4,490,000,000	4,652,000,000
% of 30 days past due to total loans	21.58%	23.37%
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,108,000,000	1,138,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	440,000,000	463,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	219,000,000	229,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	416,000,000	432,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	270,000,000	281,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	155,000,000	165,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	84,000,000	85,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	91,000,000	95,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	125,000,000	130,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	70,000,000	72,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,512,000,000	1,562,000,000
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	3,521,000,000	3,565,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	460,000,000	536,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	509,000,000	551,000,000
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	27,000,000	34,000,000
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	180,000,000	215,000,000
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	482,000,000	519,000,000
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	760,000,000	719,000,000
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	125,000,000	160,000,000
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	430,000,000	509,000,000
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	954,000,000	1,006,000,000
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	1,532,000,000	1,490,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,243,000,000	15,708,000,000
Related allowance for loan losses	194,000,000	194,000,000
Total loans	15,946,000,000	16,496,000,000
% of 30 days past due to total loans	15.30%	16.26%
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	8,935,000,000	9,190,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	895,000,000	933,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	371,000,000	397,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,370,000,000	1,440,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	84,000,000	85,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	527,000,000	553,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	223,000,000	227,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	379,000,000	395,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	176,000,000	182,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	66,000,000	69,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,920,000,000	3,025,000,000
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	13,506,000,000	13,814,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	795,000,000	858,000,000
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,645,000,000	1,824,000,000
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	72,000,000	89,000,000
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	471,000,000	575,000,000
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	2,198,000,000	2,418,000,000
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	6,750,000,000	6,593,000,000
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	113,000,000	150,000,000
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	634,000,000	771,000,000
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	1,784,000,000	1,996,000,000
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	3,924,000,000	3,904,000,000
Consumer, excluding credit card | Purchased Credit-Impaired
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	45,356,000,000	46,696,000,000
Related allowance for loan losses	3,270,000,000	3,325,000,000
Total loans	47,465,000,000	49,137,000,000
% of 30 days past due to total loans	12.25%	13.33%
Consumer, excluding credit card | Purchased Credit-Impaired | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	26,121,000,000	26,964,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,838,000,000	2,944,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,273,000,000	1,332,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	4,073,000,000	4,257,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	705,000,000	731,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,281,000,000	1,345,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	783,000,000	802,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,613,000,000	1,674,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	513,000,000	531,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	202,000,000	209,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	8,063,000,000	8,348,000,000
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	41,652,000,000	42,586,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,067,000,000	2,339,000,000
Consumer, excluding credit card | Purchased Credit-Impaired | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,746,000,000	4,212,000,000
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	556,000,000	681,000,000
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	3,009,000,000	3,491,000,000
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	8,599,000,000	9,262,000,000
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	17,254,000,000	16,799,000,000
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	523,000,000	680,000,000
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	2,329,000,000	2,755,000,000
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	5,512,000,000	5,965,000,000
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	$9,683,000,000	$9,504,000,000

Recovered_Sheet1

Loans - Consumer, Excluding Credit Card Loans, PCI Delinquency Statistics (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	304,917,000,000	294,979,000,000	287,930,000,000
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	713,000,000	736,000,000
Total 30 plus day delinquency rate	5.89%	8.83%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	13,827,000,000	13,851,000,000
Total 30 plus day delinquency rate	4.93%	6.55%
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	8,373,000,000	8,972,000,000
Total 30 plus day delinquency rate	4.69%	6.42%
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	4,741,000,000	4,143,000,000
Total 30 plus day delinquency rate	5.21%	6.42%
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	16,000,000	20,000,000
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	206,000,000	251,000,000
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	118,000,000	155,000,000
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	72,000,000	76,000,000
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	5,000,000	7,000,000
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	65,000,000	81,000,000
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	39,000,000	50,000,000
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	21,000,000	24,000,000
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	21,000,000	38,000,000
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	411,000,000	575,000,000
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	236,000,000	371,000,000
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	$154,000,000	$166,000,000

Recovered_Sheet2

Loans - Consumer, Excluding Credit Card Loans, PCI Accretable Yield Activity (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$756,971,000,000	$721,160,000,000	$747,508,000,000
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	304,917,000,000	287,930,000,000	294,979,000,000
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	14,592,000,000	16,167,000,000
Accretion into interest income	-436,000,000	-514,000,000
Changes in interest rates on variable-rate loans	6,000,000	-21,000,000
Other changes in expected cash flows	-128,000,000	150,000,000
Ending balance	14,034,000,000	15,782,000,000
Accretable yield percentage	4.14%	4.32%
Total retained loans	45,356,000,000		46,696,000,000
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	1,400,000,000		1,500,000,000
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	$2,900,000,000		$3,200,000,000

Loans_Credit_Card_Loan_Portfol

Loans - Credit Card Loan Portfolio (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	120,835,000,000	128,027,000,000	121,512,000,000
Credit card | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	120,835,000,000	128,027,000,000
% of 30 days past due to total retained loans	1.41%	1.44%
% of 90 days past due to total retained loans	0.73%	0.70%
Percentage of Loans with FICO Scores of 660 Or Greater to Total Retained Loans	85.20%	85.70%
Percentage of Loans with FICO Scores Less than 660 to Total Retained Loans	14.80%	14.30%
Credit card | Consumer Credit Card Financing Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,133,000,000	17,940,000,000
Credit card | Consumer Credit Card Financing Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,605,000,000	11,088,000,000
Credit card | Consumer Credit Card Financing Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,414,000,000	10,940,000,000
Credit card | Consumer Credit Card Financing Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,058,000,000	7,497,000,000
Credit card | Consumer Credit Card Financing Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,126,000,000	7,398,000,000
Credit card | Consumer Credit Card Financing Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,427,000,000	5,750,000,000
Credit card | Consumer Credit Card Financing Receivable | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,389,000,000	4,707,000,000
Credit card | Consumer Credit Card Financing Receivable | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,197,000,000	4,489,000,000
Credit card | Consumer Credit Card Financing Receivable | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,340,000,000	3,552,000,000
Credit card | Consumer Credit Card Financing Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,958,000,000	3,263,000,000
Credit card | Consumer Credit Card Financing Receivable | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	48,188,000,000	51,403,000,000
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	119,132,000,000	126,189,000,000
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	826,000,000	943,000,000
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	877,000,000	895,000,000
Credit card | Consumer Credit Card Financing Receivable | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$0	$0

Loans_Credit_Card_Portfolio_Im

Loans - Credit Card Portfolio - Impaired Loans (Details) (Credit card, Consumer Credit Card Financing Receivable, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Loans with modified payment terms	$1,627		$1,775
Modified credit card loans that have reverted to pre-modification payment terms	225		254
Total impaired loans	1,852		2,029
Allowance for loan losses related to impaired loans	458		500
Average impaired loans	1,940	2,938
Interest income on impaired loans	23	36
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	139		159
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	$86		$95

Loans_Credit_Card_Portfolio_Lo

Loans - Credit Card Portfolio - Loan Modifications (Details) (Credit card, Consumer Credit Card Financing Receivable, USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	payment
Financing Receivable, Impaired [Line Items]
Fixed payment plan period	60 months
Weighted-average interest rate of loans – before TDR	15.16%	15.03%
Weighted-average interest rate of loans – after TDR	4.29%	4.43%
Modifications, subsequent default, recorded investment	$22	$34
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	27.34%		27.91%
Total new enrollments
Financing Receivable, Impaired [Line Items]
New TDRs	$178	$233

Loans_Wholesale_Loan_Portfolio

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	331,219,000,000	324,502,000,000	311,718,000,000
% of total criticized to total retained loans	1.53%	1.45%
% of nonaccrual loans to total retained loans	0.21%	0.18%
Wholesale | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	328,966,000,000	321,612,000,000
Wholesale | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,489,000,000	2,215,000,000
Wholesale | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	68,000,000	76,000,000
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	696,000,000	599,000,000
Wholesale | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	98,870,000,000	100,865,000,000
Wholesale | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	232,349,000,000	223,637,000,000
Wholesale | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	248,873,000,000	241,666,000,000
Wholesale | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	82,346,000,000	82,836,000,000
Wholesale | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	77,290,000,000	78,118,000,000
Wholesale | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,360,000,000	4,119,000,000
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	696,000,000	599,000,000
Wholesale | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	113,724,000,000	109,625,000,000
% of total criticized to total retained loans	2.56%	2.22%
% of nonaccrual loans to total retained loans	0.29%	0.17%
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	113,177,000,000	108,857,000,000
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	215,000,000	566,000,000
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	14,000,000
Wholesale | Commercial and industrial | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	332,000,000	188,000,000
Wholesale | Commercial and industrial | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	33,627,000,000	33,739,000,000
Wholesale | Commercial and industrial | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	80,097,000,000	75,886,000,000
Wholesale | Commercial and industrial | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	66,973,000,000	63,069,000,000
Wholesale | Commercial and industrial | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	46,751,000,000	46,556,000,000
Wholesale | Commercial and industrial | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	43,838,000,000	44,117,000,000
Wholesale | Commercial and industrial | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,581,000,000	2,251,000,000
Wholesale | Commercial and industrial | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	332,000,000	188,000,000
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	82,407,000,000	79,113,000,000
% of total criticized to total retained loans	1.89%	1.98%
% of nonaccrual loans to total retained loans	0.31%	0.32%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	82,058,000,000	78,552,000,000
Wholesale | Real estate | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	84,000,000	275,000,000
Wholesale | Real estate | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,000,000	33,000,000
Wholesale | Real estate | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	259,000,000	253,000,000
Wholesale | Real estate | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,274,000,000	2,099,000,000
Wholesale | Real estate | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	80,133,000,000	77,014,000,000
Wholesale | Real estate | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	64,382,000,000	61,006,000,000
Wholesale | Real estate | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	18,025,000,000	18,107,000,000
Wholesale | Real estate | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,470,000,000	16,541,000,000
Wholesale | Real estate | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,296,000,000	1,313,000,000
Wholesale | Real estate | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	259,000,000	253,000,000
Wholesale | Financial institutions
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	35,446,000,000	34,530,000,000
% of total criticized to total retained loans	0.90%	0.97%
% of nonaccrual loans to total retained loans	0.04%	0.05%
Wholesale | Financial institutions | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	35,397,000,000	34,408,000,000
Wholesale | Financial institutions | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,000,000	104,000,000
Wholesale | Financial institutions | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Wholesale | Financial institutions | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,000,000	18,000,000
Wholesale | Financial institutions | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	19,450,000,000	20,944,000,000
Wholesale | Financial institutions | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,996,000,000	13,586,000,000
Wholesale | Financial institutions | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	28,091,000,000	27,111,000,000
Wholesale | Financial institutions | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,355,000,000	7,419,000,000
Wholesale | Financial institutions | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,037,000,000	7,085,000,000
Wholesale | Financial institutions | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	303,000,000	316,000,000
Wholesale | Financial institutions | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,000,000	18,000,000
Wholesale | Government agencies
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,058,000,000	8,696,000,000
% of total criticized to total retained loans	0.09%	0.03%
% of nonaccrual loans to total retained loans	0.00%	0.00%
Wholesale | Government agencies | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,000,000,000	8,627,000,000
Wholesale | Government agencies | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	58,000,000	69,000,000
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	0
Wholesale | Government agencies | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,153,000,000	1,122,000,000
Wholesale | Government agencies | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,905,000,000	7,574,000,000
Wholesale | Government agencies | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,718,000,000	8,393,000,000
Wholesale | Government agencies | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	340,000,000	303,000,000
Wholesale | Government agencies | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	332,000,000	300,000,000
Wholesale | Government agencies | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,000,000	3,000,000
Wholesale | Government agencies | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Wholesale | Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	90,584,000,000	92,538,000,000
% of total criticized to total retained loans	0.29%	0.41%
% of nonaccrual loans to total retained loans	0.10%	0.15%
Wholesale | Other | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	89,334,000,000	91,168,000,000
Wholesale | Other | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,098,000,000	1,201,000,000
Wholesale | Other | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	62,000,000	29,000,000
Wholesale | Other | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	90,000,000	140,000,000
Wholesale | Other | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	42,366,000,000	42,961,000,000
Wholesale | Other | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	48,218,000,000	49,577,000,000
Wholesale | Other | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	80,709,000,000	82,087,000,000
Wholesale | Other | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,875,000,000	10,451,000,000
Wholesale | Other | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,613,000,000	10,075,000,000
Wholesale | Other | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	172,000,000	236,000,000
Wholesale | Other | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$90,000,000	$140,000,000

Loans_Wholesale_Loan_Portfolio1

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$756,971,000,000	$747,508,000,000	$721,160,000,000
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	331,219,000,000	324,502,000,000	311,718,000,000
% of total criticized to total retained loans	1.53%	1.45%
% of nonaccrual loans to total retained loans	0.21%	0.18%
Wholesale | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	53,319,000,000	51,049,000,000
% of total criticized to total retained loans	1.25%	1.28%
% of nonaccrual loans to total retained loans	0.24%	0.25%
Wholesale | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,394,000,000	17,438,000,000
% of total criticized to total retained loans	4.58%	4.82%
% of nonaccrual loans to total retained loans	0.51%	0.63%
Wholesale | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,542,000,000	4,264,000,000
% of total criticized to total retained loans	0.62%	0.98%
% of nonaccrual loans to total retained loans	0.00%	0.00%
Wholesale | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,152,000,000	6,362,000,000
% of total criticized to total retained loans	0.92%	0.49%
% of nonaccrual loans to total retained loans	0.62%	0.27%
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	82,407,000,000	79,113,000,000
% of total criticized to total retained loans	1.89%	1.98%
% of nonaccrual loans to total retained loans	0.31%	0.32%
Wholesale | Criticized | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	665,000,000	652,000,000
Wholesale | Criticized | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	796,000,000	841,000,000
Wholesale | Criticized | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	28,000,000	42,000,000
Wholesale | Criticized | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	66,000,000	31,000,000
Wholesale | Criticized | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,555,000,000	1,566,000,000
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	696,000,000	599,000,000
Wholesale | Criticized nonaccrual | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	127,000,000	126,000,000
Wholesale | Criticized nonaccrual | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	88,000,000	110,000,000
Wholesale | Criticized nonaccrual | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Wholesale | Criticized nonaccrual | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	44,000,000	17,000,000
Wholesale | Criticized nonaccrual | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$259,000,000	$253,000,000

Loans_Wholesale_Loan_Portfolio2

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) (Wholesale, USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Commercial and industrial
Impaired loans:
With an allowance	$306		$174
Without an allowance	39		24
Total impaired loans	345		198
Allowance for loan losses related to impaired loans	57		34
Unpaid principal balance of impaired loans	378		266
Average impaired loans	251	291
Real estate
Impaired loans:
With an allowance	155		193
Without an allowance	138		87
Total impaired loans	293		280
Allowance for loan losses related to impaired loans	18		36
Unpaid principal balance of impaired loans	421		345
Average impaired loans	268	355
Financial institutions
Impaired loans:
With an allowance	12		15
Without an allowance	2		3
Total impaired loans	14		18
Allowance for loan losses related to impaired loans	4		4
Unpaid principal balance of impaired loans	15		22
Average impaired loans	16	22
Government agencies
Impaired loans:
With an allowance	0		0
Without an allowance	0		0
Total impaired loans	0		0
Allowance for loan losses related to impaired loans	0		0
Unpaid principal balance of impaired loans	0		0
Average impaired loans	0	0
Other
Impaired loans:
With an allowance	64		89
Without an allowance	27		52
Total impaired loans	91		141
Allowance for loan losses related to impaired loans	36		13
Unpaid principal balance of impaired loans	95		202
Average impaired loans	107	169
Commercial loan
Impaired loans:
With an allowance	537		471
Without an allowance	206		166
Total impaired loans	743		637
Allowance for loan losses related to impaired loans	115		87
Unpaid principal balance of impaired loans	909		835
Average impaired loans	$642	$837

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Provision for credit losses	$959,000,000	$850,000,000
Loans by Impairment Methodology [Abstract]
Asset-specific	14,009,000,000	17,077,000,000
Formula-based	697,602,000,000	652,471,000,000
Purchased credit-impaired	45,360,000,000	51,612,000,000
Retained loans	756,971,000,000	721,160,000,000	747,508,000,000
Lending-related commitments by impairment methodology
Asset-specific	131,000,000	95,000,000
Formula-based	949,035,000,000	945,952,000,000
Total lending-related commitments	949,166,000,000	946,047,000,000	950,997,000,000
Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	17,000,000	51,000,000
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	3,181,000,000	3,664,000,000
Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	14,185,000,000	16,264,000,000
Gross charge-offs	1,352,000,000	1,632,000,000
Gross (recoveries)	-300,000,000	-363,000,000
Net charge-offs/(recoveries)	1,052,000,000	1,269,000,000
Provision for credit losses	988,000,000	917,000,000
Other	-1,000,000	-4,000,000
Allowance for credit losses, ending balance	14,065,000,000	15,847,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	1,110,000,000	1,357,000,000
Formula-based	9,685,000,000	10,393,000,000
PCI	3,270,000,000	4,097,000,000
Total allowance for loan losses	14,065,000,000	15,847,000,000
Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs	55,000,000	61,000,000
Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	622,000,000	705,000,000
Provision for credit losses	-29,000,000	-67,000,000
Other	0	0
Allowance for credit losses, ending balance	593,000,000	638,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	55,000,000	30,000,000
Allowance for lending-related commitments by impairment methodology, formula-based	538,000,000	608,000,000
Total allowance for loan losses	593,000,000	638,000,000
Consumer, excluding credit card
Loans by Impairment Methodology [Abstract]
Asset-specific	11,414,000,000	13,546,000,000
Formula-based	248,147,000,000	222,778,000,000
Purchased credit-impaired	45,356,000,000	51,606,000,000
Retained loans	304,917,000,000	287,930,000,000	294,979,000,000
Lending-related commitments by impairment methodology
Asset-specific	0	0
Formula-based	60,151,000,000	56,541,000,000
Total lending-related commitments	60,151,000,000	56,541,000,000
Consumer, excluding credit card | Purchased Credit-Impaired
Loans by Impairment Methodology [Abstract]
Retained loans	45,356,000,000		46,696,000,000
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	16,000,000	51,000,000
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	2,912,000,000	3,333,000,000
Consumer, excluding credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	7,050,000,000	8,456,000,000
Gross charge-offs	440,000,000	569,000,000
Gross (recoveries)	-176,000,000	-201,000,000
Net charge-offs/(recoveries)	264,000,000	368,000,000
Provision for credit losses	141,000,000	119,000,000
Other	0	1,000,000
Allowance for credit losses, ending balance	6,872,000,000	8,147,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	537,000,000	607,000,000
Formula-based	3,065,000,000	3,443,000,000
PCI	3,270,000,000	4,097,000,000
Total allowance for loan losses	6,872,000,000	8,147,000,000
Consumer, excluding credit card | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs	55,000,000	61,000,000
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	13,000,000	8,000,000
Provision for credit losses	1,000,000	0
Other	0	0
Allowance for credit losses, ending balance	14,000,000	8,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	0	0
Allowance for lending-related commitments by impairment methodology, formula-based	14,000,000	8,000,000
Total allowance for loan losses	14,000,000	8,000,000
Credit card
Loans by Impairment Methodology [Abstract]
Asset-specific	1,852,000,000	2,768,000,000
Formula-based	118,983,000,000	118,744,000,000
Purchased credit-impaired	0	0
Retained loans	120,835,000,000	121,512,000,000	128,027,000,000
Lending-related commitments by impairment methodology
Asset-specific	0	0
Formula-based	533,511,000,000	535,614,000,000
Total lending-related commitments	533,511,000,000	535,614,000,000
Credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	0	0
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	0	0
Credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	3,439,000,000	3,795,000,000
Gross charge-offs	883,000,000	995,000,000
Gross (recoveries)	-94,000,000	-107,000,000
Net charge-offs/(recoveries)	789,000,000	888,000,000
Provision for credit losses	789,000,000	688,000,000
Other	-5,000,000	-4,000,000
Allowance for credit losses, ending balance	3,434,000,000	3,591,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	458,000,000	606,000,000
Formula-based	2,976,000,000	2,985,000,000
PCI	0	0
Total allowance for loan losses	3,434,000,000	3,591,000,000
Credit card | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs	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
Provision for credit losses	0	0
Other	0	0
Allowance for credit losses, ending balance	0	0
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	0	0
Allowance for lending-related commitments by impairment methodology, formula-based	0	0
Total allowance for loan losses	0	0
Wholesale
Loans by Impairment Methodology [Abstract]
Asset-specific	743,000,000	763,000,000
Formula-based	330,472,000,000	310,949,000,000
Purchased credit-impaired	4,000,000	6,000,000
Retained loans	331,219,000,000	311,718,000,000	324,502,000,000
Lending-related commitments by impairment methodology
Asset-specific	131,000,000	95,000,000
Formula-based	355,373,000,000	353,797,000,000
Total lending-related commitments	355,504,000,000	353,892,000,000
Wholesale | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	1,000,000	0
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	269,000,000	331,000,000
Wholesale | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	3,696,000,000	4,013,000,000
Gross charge-offs	29,000,000	68,000,000
Gross (recoveries)	-30,000,000	-55,000,000
Net charge-offs/(recoveries)	-1,000,000	13,000,000
Provision for credit losses	58,000,000	110,000,000
Other	4,000,000	-1,000,000
Allowance for credit losses, ending balance	3,759,000,000	4,109,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific, allowance	115,000,000	144,000,000
Formula-based	3,644,000,000	3,965,000,000
PCI	0	0
Total allowance for loan losses	3,759,000,000	4,109,000,000
Wholesale | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs	0	0
Wholesale | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance	609,000,000	697,000,000
Provision for credit losses	-30,000,000	-67,000,000
Other	0	0
Allowance for credit losses, ending balance	579,000,000	630,000,000
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	55,000,000	30,000,000
Allowance for lending-related commitments by impairment methodology, formula-based	524,000,000	600,000,000
Total allowance for loan losses	$579,000,000	$630,000,000

Variable_Interest_Entities_Fir

Variable Interest Entities - Firm Sponsored Variable Interest Entities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$252,400,000,000	$254,300,000,000
Percentage of the Firm's retained securitization interests risk-rated 'A' or better, at fair value	83.00%	77.00%
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	28,000,000	136,000,000
Subordinated securities purchased, excluded from interests continued to be held by transferor, fair value	129,000,000	34,000,000
Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	95,500,000,000	96,300,000,000
Mortgages - prime, including option ARMS | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	2,100,000,000	1,100,000,000
Mortgages - prime, including option ARMS | Non Investment Grade BBplus and below
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	125,000,000	185,000,000
Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	26,400,000,000	28,400,000,000
Mortgage-backed securities, Commercial
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	130,500,000,000	129,600,000,000
Mortgage-backed securities, Commercial | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	3,700,000,000	3,700,000,000
Mortgage-backed securities, Commercial | Non Investment Grade BBplus and below
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	113,000,000	194,000,000
Variable Interest Entity, Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	2,300,000,000	3,700,000,000
Variable Interest Entity, Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	2,000,000,000	2,700,000,000
Variable Interest Entity, Primary Beneficiary | Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	100,000,000	800,000,000
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	200,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	77,400,000,000
Variable Interest Entity, Not Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	195,280,000,000	198,391,000,000
Interest in sponsored credit card securitization trusts	6,100,000,000	5,200,000,000
Variable Interest Entity, Not Primary Beneficiary | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	1,000,000,000	1,000,000,000
Variable Interest Entity, Not Primary Beneficiary | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	5,100,000,000	4,200,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	77,349,000,000	78,294,000,000
Interest in sponsored credit card securitization trusts	2,200,000,000	1,200,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	600,000,000	500,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	1,600,000,000	700,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	24,601,000,000	25,659,000,000
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 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 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 mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	93,330,000,000	94,438,000,000
Interest in sponsored credit card securitization trusts	3,800,000,000	3,900,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	300,000,000	400,000,000
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	$3,500,000,000	$3,500,000,000

Variable_Interest_Entities_Res

Variable Interest Entities - Resecuritizations, Multi-seller Conduits (Details) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Securities transferred to agency resecuritization VIEs	$3,900,000,000		$5,300,000,000
Securities transferred to private-label re-securitization VIEs	472,000,000		169,000,000
Assets	2,577,148,000,000	[1]	2,476,650,000,000	2,572,773,000,000	[1]
Off-balance sheet lending-related financial commitments, contractual amount	949,166,000,000		946,047,000,000	950,997,000,000
Not Primary Beneficiary, Nonconsolidated Private-Label Re-securitizations
Variable Interest Entity [Line Items]
Assets	2,300,000,000			2,900,000,000
Mortgage Securitization Entities | Private label Resecuritizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	14,000,000			36,000,000
Mortgage Securitization Entities | Private label Resecuritizations | Residential mortgage-backed securities
Variable Interest Entity [Line Items]
VIE, consolidated, carrying amount assets	73,000,000			77,000,000
VIE, consolidated, carrying amount liabilities	19,000,000			21,000,000
Mortgage Securitization Entities | Re securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	1,600,000,000			2,400,000,000
Firm-administered multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper issued by consolidated Variable Interest Entities eliminated in Consolidation	4,900,000,000			5,700,000,000
Firm-administered multi-seller conduits | Mortgage-backed securities, Commercial
Variable Interest Entity [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$10,200,000,000			$9,900,000,000
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Mar 31, 2015 Dec 31, 2014Assets Trading assets$7,703 $9,090Loans67,184 68,880All other assets2,350 1,815Total assets$77,237 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$51,091 $52,362All other liabilities911 949Total liabilities$52,002 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At March 31, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.0 billion, respectively, related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable_Interest_Entities_Mun

Variable Interest Entities - Municipal Bond Vehicle VIEs (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	$2,577,148,000,000	[1]	$2,572,773,000,000	[1]	$2,476,650,000,000
Nonconsolidated municipal bond vehicles | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	11,500,000,000		11,500,000,000
Liquidity facilities provided by Firm serving as liquidity provider	6,300,000,000		6,300,000,000
Excess/ (deficit)	5,200,000,000		5,200,000,000
Weighted average expected life of assets (years)	4 years 10 months 24 days		4 years 10 months 24 days
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
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		8,400,000,000
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		400,000,000
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment Grade BBBplus to BBB-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	0		0
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		$6,300,000,000
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Mar 31, 2015 Dec 31, 2014Assets Trading assets$7,703 $9,090Loans67,184 68,880All other assets2,350 1,815Total assets$77,237 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$51,091 $52,362All other liabilities911 949Total liabilities$52,002 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At March 31, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.0 billion, respectively, related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable_Interest_Entities_Con

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014
In Millions, unless otherwise specified
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	$398,981		$398,988
Loans	764,185		757,336
Other assets, at fair value	99,796		102,597
Total assets	2,577,148	[1]	2,572,773	[1]	2,476,650
Beneficial interests issued by consolidated VIEs	51,091		52,362
Total liabilities	2,341,284	[1]	2,341,046	[1]
Variable Interest Entity, Primary Beneficiary
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans	67,200		68,900
Other assets, at fair value	2,400		1,800
Total assets	77,300		79,800
Beneficial interests issued by consolidated VIEs	51,100		52,400
All other liabilities	900		900
Total liabilities	52,000		53,300
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs	34,700		35,400
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	9,000
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	21,100
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	4,600
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	7,700		9,100
Variable Interest Entity, Primary Beneficiary | Firm-sponsored credit card trusts
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans	47,900		48,300
Other assets, at fair value	800		700
Total assets	48,700		49,000
Beneficial interests issued by consolidated VIEs	31,400		31,200
All other liabilities	0		0
Total liabilities	31,400		31,200
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	16,500		17,700
Other assets, at fair value	0		100
Total assets	16,500		17,800
Beneficial interests issued by consolidated VIEs	11,800		12,000
All other liabilities	0		0
Total liabilities	11,800		12,000
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	5,200		5,300
Beneficial interests issued by consolidated VIEs	4,700		4,900
All other liabilities	0		0
Total liabilities	4,700		4,900
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	5,200		5,300
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		700
Other assets, at fair value	100		0
Total assets	2,900		4,000
Beneficial interests issued by consolidated VIEs	1,100		2,100
All other liabilities	800		800
Total liabilities	1,900		2,900
Variable Interest Entity, Primary Beneficiary | Mortgage securitization entities | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets	2,100		3,300
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	2,100		2,200
Other assets, at fair value	100		0
Total assets	2,300		2,400
Beneficial interests issued by consolidated VIEs	2,000		2,100
All other liabilities	0		0
Total liabilities	2,000		2,100
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	100		200
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		0
Other assets, at fair value	1,400		1,000
Total assets	1,700		1,300
Beneficial interests issued by consolidated VIEs	100		100
All other liabilities	100		100
Total liabilities	200		200
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		$300
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Mar 31, 2015 Dec 31, 2014Assets Trading assets$7,703 $9,090Loans67,184 68,880All other assets2,350 1,815Total assets$77,237 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$51,091 $52,362All other liabilities911 949Total liabilities$52,002 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At March 31, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.0 billion, respectively, related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable_Interest_Entities_Sec

Variable Interest Entities - Securitization Activity (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Residential mortgage-backed securities | Level 2
All cash flows during the period:
Proceeds from new securitizations	$1,300	$330
Residential mortgage-backed securities | Level 3
All cash flows during the period:
Proceeds from new securitizations		21
Mortgage-backed securities, Commercial | Level 2
All cash flows during the period:
Proceeds from new securitizations	3,400	2,000
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Residential mortgage-backed securities
Securitization activity [Abstract]
Principal securitized	1,312	356
All cash flows during the period:
Proceeds from new securitizations	1,317	351
Servicing fees collected	146	139
Purchases of previously transferred financial assets (or the underlying collateral)	0	3
Cash flows received on interests	70	44
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Mortgage-backed securities, Commercial
Securitization activity [Abstract]
Principal securitized	3,375	2,027
All cash flows during the period:
Proceeds from new securitizations	3,369	2,044
Servicing fees collected	1	1
Purchases of previously transferred financial assets (or the underlying collateral)	0	0
Cash flows received on interests	$79	$62

Variable_Interest_Entities_Loa

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) (Variable Interest Entity, Not Primary Beneficiary, USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Variable Interest Entity, Not Primary Beneficiary
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$12,139,000,000	$13,920,000,000
Proceeds received from loan sales as cash	51,000,000	39,000,000
Proceeds received from loan sales as securities	12,029,000,000	13,735,000,000
Total proceeds received from loan sales	12,080,000,000	13,774,000,000
Gains on loan sales	91,000,000	37,000,000
Loans repurchased	12,300,000,000		12,400,000,000
Real estate acquired through foreclosure	$471,000,000		$464,000,000

Variable_Interest_Entities_Loa1

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	$252,400,000,000		$254,300,000,000
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	95,500,000,000		96,300,000,000
Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	26,400,000,000		28,400,000,000
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	130,500,000,000		129,600,000,000
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	18,224,000,000		19,358,000,000
Liquidation Losses	915,000,000	1,632,000,000
Securitized loans in which the firm has no continuing involvement	54,800,000,000		52,200,000,000
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	10,572,000,000		11,363,000,000
Liquidation Losses	462,000,000	659,000,000
Securitized loans | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	6,150,000,000		6,473,000,000
Liquidation Losses	354,000,000	739,000,000
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	1,502,000,000		1,522,000,000
Liquidation Losses	99,000,000	234,000,000
Variable Interest Entity, Not Primary Beneficiary
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	195,280,000,000		198,391,000,000
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	77,349,000,000		78,294,000,000
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	24,601,000,000		25,659,000,000
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	93,330,000,000		94,438,000,000
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	2,300,000,000		3,700,000,000
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	2,000,000,000		2,700,000,000
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	100,000,000		800,000,000
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		$200,000,000

Goodwill_and_Other_Intangible_3

Goodwill and Other Intangible Assets - by Business Segment (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Goodwill [Line Items]
Goodwill	$47,453	$47,647	$48,065	$48,081
Consumer & Community Banking
Goodwill [Line Items]
Goodwill	30,874	30,941
Corporate & Investment Bank
Goodwill [Line Items]
Goodwill	6,776	6,780
Commercial Banking
Goodwill [Line Items]
Goodwill	2,861	2,861
Asset Management
Goodwill [Line Items]
Goodwill	6,942	6,964
Corporate
Goodwill [Line Items]
Goodwill	$0	$101

Goodwill_and_Other_Intangible_4

Goodwill and Other Intangible Assets - Changes During Period (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Changes in the carrying amount of goodwill [Abstract]
Balance at beginning of period	$47,647	$48,081
Changes during the period:
Business combinations	8	9
Dispositions	-101	0
Other	-101	-25
Balance at end of period	$47,453	$48,065

Goodwill_and_Other_Intangible_5

Goodwill and Other Intangible Assets - Mortgage Servicing Rights (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Mortgage servicing rights activity [Abstract]
Fair value at the beginning of the period	$7,436,000,000	$9,614,000,000
MSR activity:
Originations of MSRs	155,000,000	192,000,000
Purchase of MSRs	1,000,000	3,000,000
Disposition of MSRs	-157,000,000	-188,000,000
Net additions	-1,000,000	7,000,000
Changes due to collection/realization of expected cash flows	-215,000,000	-247,000,000
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	-477,000,000	-362,000,000
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	-10,000,000	-11,000,000
Discount rates	-10,000,000	-449,000,000
Prepayment model changes and other	-82,000,000	0
Total changes in valuation due to other inputs and assumptions	-102,000,000	-460,000,000
Total changes in valuation due to inputs and assumptions	-579,000,000	-822,000,000
Fair value at March 31	6,641,000,000	8,552,000,000
Change in unrealized gains/(losses) included in income related to MSRs held at March 31	-579,000,000	-822,000,000
Contractual service fees, late fees and other ancillary fees included in income	667,000,000	757,000,000
Third-party mortgage loans serviced at March 31 (in billions)	728,000,000,000	809,000,000,000
Servicer advances at March 31 (in billions)	7,900,000,000	9,200,000,000
MSR activity supplemental information
Commercial real estate, fair value period increase (decrease)	-2,000,000	-2,000,000
Commercial real estate, fair value	$9,000,000	$16,000,000

Goodwill_and_Other_Intangible_6

Goodwill and Other Intangible Assets - Mortgage Fees and Related Income (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Risk management:
All other	$1	$0
Mortgage fees and related income	705	514
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	237	289
Operating revenue:
Loan servicing revenue	749	870
Changes in MSR asset fair value due to collection/realization of expected cash flows	-214	-245
Total operating revenue	535	625
Risk management:
Changes in MSR asset fair value due to market interest rates and other	-476	-362
Other changes in MSR asset fair value due to inputs or assumptions in model	-102	-460
Change in derivative fair value and other	510	422
Total risk management	-68	-400
Total CCB net mortgage servicing revenue	$467	$225

Goodwill_and_Other_Intangible_7

Goodwill and Other Intangible Assets - Key Economic Assumptions (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	10.99%	9.80%
Impact on fair value of 10% adverse change	($423)	($337)
Impact on fair value of 20% adverse change	-738	-652
Weighted-average option adjusted spread	9.79%	9.43%
Impact on fair value of 100 basis points adverse change	-254	-300
Impact on fair value of 200 basis points adverse change	($489)	($578)

Deposits_Noninterest_and_Inter

Deposits - Noninterest and Interest-bearing (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
U.S. offices
Noninterest-bearing	$441,245	$437,558
Interest-bearing:
Demand	83,043	90,319
Savings	478,922	466,730
Time (included $8,589 and $7,501 at fair value)	82,263	86,301
Total interest-bearing deposits	644,228	643,350
Total deposits in U.S. offices	1,085,473	1,080,908
Non-U.S. offices
Noninterest-bearing	18,484	19,078
Interest-bearing
Demand	216,815	217,011
Savings	1,999	2,673
Time (included $2,361 and $1,306 at fair value)	45,116	43,757
Total interest-bearing deposits	263,930	263,441
Total deposits in non-U.S. offices	282,414	282,519
Total deposits	1,367,887	1,363,427
Estimate of Fair Value
Interest-bearing:
Time (included $8,589 and $7,501 at fair value)	8,589	7,501
Interest-bearing
Time (included $2,361 and $1,306 at fair value)	$2,361	$1,306

Earnings_Per_Share_Details

Earnings Per Share (Details) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Earnings Per Share, Basic, Two Class Method [Abstract]
Net income	$5,914	$5,269
Less: Preferred stock dividends	324	227
Net income applicable to common equity	5,590	5,042
Less: Dividends and undistributed earnings allocated to participating securities	138	149
Net income applicable to common stockholders	5,452	4,893
Weighted-average basic shares (in shares)	3,725.30	3,787.20
Basic earnings per share (in dollars per share)	$1.46	$1.29
Earnings Per Share, Diluted, Two Class Method [Abstract]
Net income applicable to common stockholders	$5,452	$4,893
Weighted-average basic shares (in shares)	3,725.30	3,787.20
Add: Employee stock options, SARs and warrants (in shares)	32.2	36.4
Total weighted-average diluted shares (in shares)	3,757.50	3,823.60
Diluted earnings per share (in dollars per share)	$1.45	$1.28
Earnings Per Share, Diluted, Other Disclosures [Abstract]
Antidilutive securities excluded from computation of earnings per share (in shares)	1	1

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	$2,189
Net change, unrealized gains/(losses) on AFS securities	89	994
Net change, translation adjustments, net of hedges	-10	-2
Net change, cash flow hedges	77	59
Net change, defined benefit pension and OPEB plans	85	26
Net change, accumulated other comprehensive income/(loss)	241	1,077
Ending Balance	2,430
Accumulated other comprehensive income (loss) - supplemental information
Net pre-tax unrealized gains (losses) in AOCI on securities on the date of transfer		-9
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	4,773	2,798
Net change, unrealized gains/(losses) on AFS securities	89	994
Ending Balance	4,862	3,792
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-147	-136
Net change, translation adjustments, net of hedges	-10	-2
Ending Balance	-157	-138
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-95	-139
Net change, cash flow hedges	77	59
Ending Balance	-18	-80
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-2,342	-1,324
Net change, defined benefit pension and OPEB plans	85	26
Ending Balance	-2,257	-1,298
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	2,189	1,199
Net change, accumulated other comprehensive income/(loss)	241	1,077
Ending Balance	$2,430	$2,276

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income/(Loss) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Unrealized gains/(losses) on AFS securities:
Net change, unrealized gains/(losses) on AFS securities	$89	$994
Translation adjustments:
Net change after tax	-10	-2
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net change	77	59
Defined benefit pension and OPEB plans:
Net change, defined benefit pension and OPEB plans	85	26
Total other comprehensive income, after–tax	241	1,077
Net losses reclassified from AOCI to other income	150
Unrealized gains/(losses) on investment securities
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period before tax	225	1,621
Net unrealized gains/(losses) arising during the period tax effect	-104	-609
Net unrealized gains/(losses) arising during the period after tax	121	1,012
Reclassification adjustment for realized (gains)/losses included in net income before tax	-52	-30
Reclassification adjustment for realized (gains)/losses included in net income tax effect	20	12
Reclassification adjustment for realized (gains)/losses included in net income after tax	-32	-18
Net change before tax	173	1,591
Net change tax effect	-84	-597
Net change, unrealized gains/(losses) on AFS securities	89	994
Translation adjustments, net of hedges
Translation adjustments:
Translation before tax	-1,000	154
Translation tax effect	378	-63
Translation after tax	-622	91
Hedges before tax	993	-154
Hedges tax effect	-381	61
Hedges after tax	612	-93
Net change before tax	-7	0
Net change tax effect	-3	-2
Net change after tax	-10	-2
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	-49	72
Net unrealized gains/(losses) arising during the period tax effect	18	-30
Net unrealized gains/(losses) arising during the period after tax	-31	42
Reclassification adjustment for realized (gains)/losses included in net income before tax	175	27
Reclassification adjustment for realized (gains)/losses included in net income tax effect	-67	-10
Reclassification adjustment for realized (gains)/losses included in net income after tax	108	17
Net change before tax	126	99
Net change tax effect	-49	-40
Net change	77	59
Defined benefit pension and OPEB plans
Defined benefit pension and OPEB plans:
Net gains/(losses) arising during the period before tax	60	69
Net gains/(losses) arising during the period tax effect	-24	-26
Net gains/(losses) arising during the period after tax	36	43
Reclassification adjustments included in net income, amortization of net loss before tax	71	18
Reclassification adjustments included in net income, amortization of net loss tax effect	-27	-8
Reclassification adjustments included in net income, amortization of net loss after tax	44	10
Reclassification adjustments included in net income, prior service costs/(credits) before tax	-9	-10
Reclassification adjustments included in net income, prior service costs/(credits) tax effect	3	4
Reclassification adjustments included in net income, prior service costs/(credits) after tax	-6	-6
Foreign exchange and other before tax	33	-4
Foreign exchange and other tax effect	-22	-17
Foreign exchange and other after tax	11	-21
Net change before tax	155	73
Net change tax effect	-70	-47
Net change, defined benefit pension and OPEB plans	85	26
Accumulated other comprehensive income/(loss)
Defined benefit pension and OPEB plans:
Total other comprehensive income/(loss) before tax	447	1,763
Total other comprehensive income/(loss) tax effect	-206	-686
Total other comprehensive income, after–tax	$241	$1,077

Regulatory_Capital_Details

Regulatory Capital (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Basel III
Capital ratios
CET1 - Minimum capital ratios	4.50%
CET1 - Well-capitalized ratios	6.50%
Tier 1 capital - Minimum capital ratio	6.00%
Tier 1 capital - Well capitalized ratio	8.00%
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	$125,000,000	$130,000,000
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill	2,700,000,000	2,700,000,000
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	960,000,000
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	167,142,000,000	164,426,000,000
Tier 1 capital	188,791,000,000	186,294,000,000
Total capital	223,256,000,000	221,225,000,000
Assets
Risk-weighted assets	1,536,688,000,000	1,472,602,000,000
Adjusted average assets	2,510,897,000,000	2,465,414,000,000
Capital ratios
CET1	10.90%	11.20%
Tier 1 capital	12.30%	12.70%
Total capital	14.50%	15.00%
Tier 1 leverage	7.50%	7.60%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	167,142,000,000	164,426,000,000
Tier 1 capital	188,791,000,000	186,294,000,000
Total capital	213,366,000,000	210,684,000,000
Assets
Risk-weighted assets	1,562,570,000,000	1,608,240,000,000
Adjusted average assets	2,510,897,000,000	2,465,414,000,000
Capital ratios
CET1	10.70%	10.20%
Tier 1 capital	12.10%	11.60%
Total capital	13.70%	13.10%
Tier 1 leverage	7.50%	7.60%
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	150,000,000
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	161,912,000,000	156,567,000,000
Tier 1 capital	161,986,000,000	156,891,000,000
Total capital	178,185,000,000	173,328,000,000
Assets
Risk-weighted assets	1,275,482,000,000	1,230,358,000,000
Adjusted average assets	2,033,143,000,000	1,968,131,000,000
Capital ratios
CET1	12.70%	12.70%
Tier 1 capital	12.70%	12.80%
Total capital	14.00%	14.10%
Tier 1 leverage	8.00%	8.00%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	161,912,000,000	156,567,000,000
Tier 1 capital	161,986,000,000	156,891,000,000
Total capital	171,232,000,000	166,331,000,000
Assets
Risk-weighted assets	1,304,984,000,000	1,330,175,000,000
Adjusted average assets	2,033,143,000,000	1,968,131,000,000
Capital ratios
CET1	12.40%	11.80%
Tier 1 capital	12.40%	11.80%
Total capital	13.10%	12.50%
Tier 1 leverage	8.00%	8.00%
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	14,832,000,000	14,556,000,000
Tier 1 capital	14,832,000,000	14,556,000,000
Total capital	20,750,000,000	20,517,000,000
Assets
Risk-weighted assets	99,974,000,000	103,468,000,000
Adjusted average assets	125,782,000,000	128,111,000,000
Capital ratios
CET1	14.80%	14.10%
Tier 1 capital	14.80%	14.10%
Total capital	20.80%	19.80%
Tier 1 leverage	11.80%	11.40%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	14,832,000,000	14,556,000,000
Tier 1 capital	14,832,000,000	14,556,000,000
Total capital	19,482,000,000	19,206,000,000
Assets
Risk-weighted assets	156,300,000,000	157,565,000,000
Adjusted average assets	$125,782,000,000	$128,111,000,000
Capital ratios
CET1	9.50%	9.20%
Tier 1 capital	9.50%	9.20%
Total capital	12.50%	12.20%
Tier 1 leverage	11.80%	11.40%

OffBalance_Sheet_LendingRelate2

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	949,166,000,000	$950,997,000,000	$946,047,000,000
Off-balance sheet lending-related financial commitments, carrying value	1,132,000,000	1,176,000,000
Allowance for lending-related commitments	252,000,000	275,000,000	564,000,000	681,000,000
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Standby letters of credit, unissued commitments	44,800,000,000	45,600,000,000
Unfunded commitments investments private equity funds third party	142,000,000	147,000,000
Unfunded commitments investments other equity investments	861,000,000	961,000,000
Investments entities that calculate net asset value per share, unfunded commitments	162,000,000	150,000,000
Commitments to extend credit leveraged and acquisition finance activities	29,500,000,000	23,400,000,000
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	655,507,000,000
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	127,804,000,000
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	147,219,000,000
Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	18,636,000,000
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	355,504,000,000		353,892,000,000
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	593,662,000,000	584,116,000,000
Off-balance sheet lending-related financial commitments, carrying value	14,000,000	13,000,000
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	570,439,000,000
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	11,893,000,000
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	3,322,000,000
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	8,008,000,000
Consumer loan excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	60,151,000,000	58,153,000,000
Off-balance sheet lending-related financial commitments, carrying value	14,000,000	13,000,000
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	36,928,000,000
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	11,893,000,000
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	3,322,000,000
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	8,008,000,000
Home equity - senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,505,000,000	11,807,000,000
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	2,061,000,000
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	4,459,000,000
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	1,472,000,000
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	3,513,000,000
Home equity - junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	14,057,000,000	14,859,000,000
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	3,272,000,000
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	5,642,000,000
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	1,560,000,000
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	3,583,000,000
Prime mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,813,000,000	8,579,000,000
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	11,813,000,000
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	10,031,000,000	10,462,000,000
Off-balance sheet lending-related financial commitments, carrying value	2,000,000	2,000,000
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	8,930,000,000
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	868,000,000
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	196,000,000
Auto | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	37,000,000
Business banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	12,220,000,000	11,894,000,000
Off-balance sheet lending-related financial commitments, carrying value	12,000,000	11,000,000
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	10,782,000,000
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	918,000,000
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	94,000,000
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	426,000,000
Student and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	525,000,000	552,000,000
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	70,000,000
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	6,000,000
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	449,000,000
Credit Card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	533,511,000,000	525,963,000,000
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	533,511,000,000
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	355,504,000,000	366,881,000,000
Off-balance sheet lending-related financial commitments, carrying value	1,118,000,000	1,163,000,000
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	85,068,000,000
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	115,911,000,000
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	143,897,000,000
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	10,628,000,000
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	77.00%	73.00%
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	264,193,000,000	272,676,000,000
Off-balance sheet lending-related financial commitments, carrying value	348,000,000	374,000,000
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	284,000,000	243,000,000
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	14,400,000,000	14,800,000,000
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	60,210,000,000
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	85,404,000,000
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	110,408,000,000
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	8,171,000,000
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	87,061,000,000	89,874,000,000
Off-balance sheet lending-related financial commitments, carrying value	769,000,000	788,000,000
Allowance for lending-related commitments	230,000,000	234,000,000
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	12,700,000,000	13,000,000,000
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	12,500,000,000	13,300,000,000
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	21,505,000,000
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	29,698,000,000
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	33,401,000,000
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	2,457,000,000
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,250,000,000	4,331,000,000
Off-balance sheet lending-related financial commitments, carrying value	1,000,000	1,000,000
Allowance for lending-related commitments	1,000,000	1,000,000
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	424,000,000	469,000,000
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	3,353,000,000
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	809,000,000
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	88,000,000
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	185,952,000,000	171,059,000,000
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	192,600,000,000	177,100,000,000
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	185,952,000,000
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	52,628,000,000	53,589,000,000
Guarantor obligations, current carrying value	45,000,000	80,000,000
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	2,221,000,000
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	177,000,000
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	11,922,000,000
Derivatives qualifying as guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	38,308,000,000
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	46,534,000,000	40,993,000,000
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	46,534,000,000
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	252,000,000	275,000,000
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	5,637,000,000	6,063,000,000
Indemnification agreements, loan sale and securitization, loans sold with recourse: carrying value	99,000,000	102,000,000
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	5,580,000,000	5,720,000,000
Guarantor obligations, current carrying value	-116,000,000	-121,000,000
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	486,000,000
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	473,000,000
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	3,309,000,000
Other guarantees and commitments | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	1,312,000,000
Letters of credit hedged by derivative transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	4,400,000,000	4,500,000,000
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility outstanding commitment	11,900,000,000	$12,600,000,000

OffBalance_Sheet_LendingRelate3

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$949,166,000,000	$950,997,000,000	$946,047,000,000
Allowance for lending-related commitments	252,000,000	275,000,000	564,000,000	681,000,000
Derivatives qualifying as guarantees
Derivative, notional amount	56,923,000,000,000	63,662,000,000,000
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	770,000,000	789,000,000
Standby and other letters of credit, allowance	231,000,000	235,000,000
Guarantor obligations, current carrying value	539,000,000	554,000,000
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, investment grade	64,311,000,000	66,856,000,000
Standby letters of credit and other financial guarantees, non-investment grade	22,750,000,000	23,018,000,000
Total lending-related commitments	87,061,000,000	89,874,000,000
Allowance for lending-related commitments	230,000,000	234,000,000
Standby letters of credit and other financial guarantees, collateral held	38,290,000,000	39,726,000,000
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, investment grade	3,381,000,000	3,476,000,000
Standby letters of credit and other financial guarantees, non-investment grade	869,000,000	855,000,000
Total lending-related commitments	4,250,000,000	4,331,000,000
Allowance for lending-related commitments	1,000,000	1,000,000
Other letters of credit, collateral held	1,274,000,000	1,509,000,000
Derivatives qualifying as guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantor obligations, current carrying value	45,000,000	80,000,000
Derivatives qualifying as guarantees
Other guarantees and commitments, contractual amount	52,628,000,000	53,589,000,000
Derivative, notional amount	27,600,000,000	27,500,000,000
Derivatives maximum exposure to loss	2,900,000,000	2,900,000,000
Derivative qualifying as guarantees payables	67,000,000	102,000,000
Derivative qualifying as guarantees receivables	$22,000,000	$22,000,000

OffBalance_Sheet_LendingRelate4

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Loan Sales- and Securitization-Related Indemnifications (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period	$275	$681
Net realized gains/(losses)	10	11
Provision for repurchase losses	-33	-128
Repurchase liability at end of period	252	564
Loans sold with recourse
Loans sold with recourse
Indemnification agreements loan sale and securitization loans sold with recourse contractual amount	5,637		6,063
Indemnification agreements, loan sale and securitization, loans sold with recourse: carrying value	99		102
Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period			275
Repurchase liability at end of period	252		275
Repurchase Make-Whole Settlements | Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Net realized gains/(losses)	-2	-2
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	$1	$1

Pledged_Assets_and_Collateral_

Pledged Assets and Collateral (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Billions, unless otherwise specified
Pledged assets and Collateral
Financial instruments pledged by the Firm that may not be sold or repledged by the secured parties	$51.60	$60.10
Assets accepted by the Firm as collateral that it could sell or repedge, deliver or otherwise use at fair value	779.3	761.7
Assets accepted by the Firm as collateral that the Firm has sold or repledged	609.3	596.8
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks
Pledged assets and Collateral
Pledged assets	$342.80	$324.50

Litigation_Details

Litigation (Details)

Mar. 31, 2015

Mar. 31, 2015

Jul. 31, 2014

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

31-May-10

Mar. 31, 2015

Oct. 31, 2014

Dec. 31, 2013

Sep. 30, 2013

Mar. 31, 2013

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2012

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

Mar. 31, 2015

CIO Investigations and Litigation

Madoff Litigation and Investigations

Madoff Litigation and Investigations

Threatened or Pending Litigation

Threatened or Pending Litigation

Threatened or Pending Litigation

Foreign Exchange Investigations and Litigation [Member]

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-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

Total international

actions

New York federal and state court

New York federal and state court

USD ($)

Minimum

Maximum

actions

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 ($)

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]

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

actions

USD ($)

actions

actions

actions

USD ($)

USD ($)

Loss Contingencies [Line Items]

Loss contingency range of possible loss

$0

$5,500,000,000

Number of legal proceedings

7

3

2

2

2

2

3

2

5

2

2

1

5

2

2

4

3

2

2

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%

Loss contingency, 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 (more than $1billion)

1,000,000,000

7,900,000,000

6,000,000,000

10,000,000,000

Damages sought, counterclaims value (more than)

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

26,800,000,000

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

24,300,000,000

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

2,500,000,000

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

$687,000,000

Business_Segments_Details

Business Segments (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Segment results and reconciliation
Noninterest revenue	$13,389		$12,548
Net interest income	10,677		10,667
Total net revenue	24,066		23,215
Provision for credit losses	959		850
Noninterest expense	14,883		14,636
Income before income tax expense	8,224		7,729
Income tax expense/(benefit)	2,310		2,460
Net income	5,914		5,269
Average common equity	212,352		201,797
Assets	2,577,148	[1]	2,476,650	2,572,773	[1]
Return on average common equity	11.00%		10.00%
Overhead ratio	62.00%		63.00%
Operating Segments | Consumer & Community Banking
Segment results and reconciliation
Noninterest revenue	3,736		3,434
Net interest income	6,968		7,100
Total net revenue	10,704		10,534
Provision for credit losses	930		816
Noninterest expense	6,190		6,437
Income before income tax expense	3,584		3,281
Income tax expense/(benefit)	1,365		1,300
Net income	2,219		1,981
Average common equity	51,000		51,000
Assets	455,624		441,502
Return on average common equity	17.00%		15.00%
Overhead ratio	58.00%		61.00%
Operating Segments | Corporate & Investment Bank
Segment results and reconciliation
Noninterest revenue	7,074		6,226
Net interest income	2,508		2,616
Total net revenue	9,582		8,842
Provision for credit losses	-31		49
Noninterest expense	5,657		5,604
Income before income tax expense	3,956		3,189
Income tax expense/(benefit)	1,419		1,064
Net income	2,537		2,125
Average common equity	62,000		61,000
Assets	854,275		879,656
Return on average common equity	16.00%		13.00%
Overhead ratio	59.00%		63.00%
Operating Segments | Commercial Banking
Segment results and reconciliation
Noninterest revenue	636		558
Net interest income	1,106		1,120
Total net revenue	1,742		1,678
Provision for credit losses	61		5
Noninterest expense	709		686
Income before income tax expense	972		987
Income tax expense/(benefit)	374		393
Net income	598		594
Average common equity	14,000		14,000
Assets	197,931		191,389
Return on average common equity	17.00%		17.00%
Overhead ratio	41.00%		41.00%
Operating Segments | Asset Management
Segment results and reconciliation
Noninterest revenue	2,384		2,218
Net interest income	621		582
Total net revenue	3,005		2,800
Provision for credit losses	4		-9
Noninterest expense	2,175		2,075
Income before income tax expense	826		734
Income tax expense/(benefit)	324		280
Net income	502		454
Average common equity	9,000		9,000
Assets	126,233		124,478
Return on average common equity	22.00%		20.00%
Overhead ratio	72.00%		74.00%
Operating Segments | Corporate
Segment results and reconciliation
Noninterest revenue	40		524
Net interest income	-253		-525
Total net revenue	-213		-1
Provision for credit losses	-5		-11
Noninterest expense	152		-166
Income before income tax expense	-360		176
Income tax expense/(benefit)	-418		61
Net income	58		115
Average common equity	76,352		66,797
Assets	943,085		839,625
Reconciling Items
Segment results and reconciliation
Noninterest revenue	-481		-412
Net interest income	-273		-226
Total net revenue	-754		-638
Provision for credit losses	0		0
Noninterest expense	0		0
Income before income tax expense	-754		-638
Income tax expense/(benefit)	-754		-638
Net income	0		0
Average common equity	$0		$0
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Mar 31, 2015 Dec 31, 2014Assets Trading assets$7,703 $9,090Loans67,184 68,880All other assets2,350 1,815Total assets$77,237 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$51,091 $52,362All other liabilities911 949Total liabilities$52,002 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At March 31, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion and $2.0 billion, respectively, related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.