JPMorgan Chase & Co. (JPM) 10-Q 29 Apr 16 2016 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	3 Months Ended
	Mar. 31, 2016shares
Document and Entity Information [Abstract]
Entity Registrant Name	JPMORGAN CHASE & CO
Entity Central Index Key	19,617
Document Type	10-Q
Document Period End Date	Mar. 31, 2016
Amendment Flag	false
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock Shares Outstanding	3,656,658,925

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Revenue
Investment banking fees		$ 1,333	$ 1,794
Principal transactions		2,679	3,655
Lending- and deposit-related fees		1,403	1,363
Asset management, administration and commissions		3,624	3,807
Securities gains	[1]	51	52
Mortgage fees and related income		667	705
Card income		1,301	1,431
Other income		801	582
Noninterest revenue		11,859	13,389
Interest income		13,552	12,565
Interest expense		2,172	1,888
Net interest income		11,380	10,677
Total net revenue		23,239	24,066
Provision for credit losses		1,824	959
Noninterest expense
Compensation expense		7,660	8,043
Occupancy expense		883	933
Technology, communications and equipment expense		1,618	1,491
Professional and outside services		1,548	1,634
Marketing		703	591
Other expense		1,425	2,191
Total noninterest expense		13,837	14,883
Income before income tax expense		7,578	8,224
Income tax expense		2,058	2,310
Net income		5,520	5,914
Net income applicable to common stockholders		$ 4,991	$ 5,452
Net income per common share data
Basic earnings per share (in dollars per share)		$ 1.36	$ 1.46
Diluted earnings per share (in dollars per share)		$ 1.35	$ 1.45
Weighted-average basic shares (in shares)		3,669.9	3,725.3
Weighted-average diluted shares (in shares)		3,696.9	3,757.5
Cash dividends declared per common share (in dollars per share)		$ 0.44	$ 0.40
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income		$ (11)	$ (1)
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses of $11 million and $1 million for the three months ended March 31, 2016 and 2015, respectively.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 5,520	$ 5,914
Other comprehensive income/(loss), after–tax
Unrealized gains on investment securities	425	89
Translation adjustments, net of hedges	(2)	(10)
Cash flow hedges	(70)	77
Defined benefit pension and OPEB plans	25	85
Debit valuation adjustment (“DVA”) on fair value option elected liabilities	58
Total other comprehensive income, after–tax	436	241
Comprehensive income	$ 5,956	$ 6,155

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Mar. 31, 2016	Dec. 31, 2015
Assets
Cash and due from banks		$ 18,212	$ 20,490
Deposits with banks		360,196	340,015
Federal funds sold and securities purchased under resale agreements (included $24,122 and $23,141 at fair value)		223,220	212,575
Securities borrowed (included zero and $395 at fair value)		102,937	98,721
Trading assets (included assets pledged of $109,152 and $115,284)		366,153	343,839
Securities (included $237,391 and $241,754 at fair value and assets pledged of $20,028 and $14,883)		285,323	290,827
Loans (included $1,923 and $2,861 at fair value)		847,313	837,299
Allowance for loan losses		(13,994)	(13,555)
Loans, net of allowance for loan losses		833,319	823,744
Accrued interest and accounts receivable		57,649	46,605
Premises and equipment		14,195	14,362
Goodwill		47,310	47,325
Mortgage servicing rights		5,658	6,608
Other intangible assets		940	1,015
Other assets (included $7,520 and $7,604 at fair value and assets pledged of $1,329 and $1,286)		108,696	105,572
Total assets	[1]	2,423,808	2,351,698
Liabilities
Deposits (included $12,019 and $12,516 at fair value)		1,321,816	1,279,715
Federal funds purchased and securities loaned or sold under repurchase agreements (included $3,429 and $3,526 at fair value)		160,999	152,678
Commercial paper		17,490	15,562
Other borrowed funds (included $9,635 and $9,911 at fair value)		19,703	21,105
Trading liabilities		147,282	126,897
Accounts payable and other liabilities (included $4,599 and $4,401 at fair value)		176,934	177,638
Beneficial interests issued by consolidated VIEs		38,673	41,879
Long-term debt (included $35,215 and $33,065 at fair value)		290,754	288,651
Total liabilities	[1]	$ 2,173,651	$ 2,104,125
Commitments and contingencies
Stockholders’ equity
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 2,606,750 shares)		$ 26,068	$ 26,068
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		91,782	92,500
Retained earnings		149,730	146,420
Accumulated other comprehensive income		782	192
Shares held in RSU Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (448,274,970 and 441,459,392 shares)		(22,289)	(21,691)
Total stockholders’ equity		250,157	247,573
Total liabilities and stockholders’ equity		2,423,808	2,351,698
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $109,152 and $115,284)		4,834	3,736
Loans (included $1,923 and $2,861 at fair value)		66,680	75,104
Other assets (included $7,520 and $7,604 at fair value and assets pledged of $1,329 and $1,286)		3,523	2,765
Total assets		75,037	81,605
Liabilities
Beneficial interests issued by consolidated VIEs		38,673	41,879
All other liabilities		789	809
Total liabilities		$ 39,462	$ 42,688
[1]	The following table presents information on assets and liabilities related to variable interest entities (“VIEs”) that are consolidated by the Firm at March 31, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$4,834 $3,736Loans66,680 75,104All other assets3,523 2,765Total assets$75,037 $81,605Liabilities Beneficial interests issued by consolidated VIEs$38,673 $41,879All other liabilities789 809Total liabilities$39,462 $42,688The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both March 31, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Consolidated Balance Sheets (U5

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Assets
Available-for-sale securities	$ 237,391	$ 241,754
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)	2,606,750	2,606,750
Common stock, par value (in dollars per share)	$ 1	$ 1
Common stock, shares authorized (in shares)	9,000,000,000	9,000,000,000
Common stock, shares issued (in shares)	4,104,933,895	4,104,933,895
Shares held in Trust, shares (in shares)	472,953	472,953
Treasury stock, shares (in shares)	448,274,970	441,459,392
Limited program wide credit enhancement	$ 2,000	$ 2,000
Loans reported as trading assets
Assets
Assets pledged	109,152	115,284
Securities
Assets
Assets pledged	20,028	14,883
Other assets
Assets
Assets pledged	1,329	1,286
Other assets
Assets
Other assets at fair value	6,555	6,447
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	24,122	23,141
Securities borrowed	0	395
Available-for-sale securities	237,391	241,754
Loans	1,923	2,861
Liabilities
Deposits	12,019	12,516
Federal funds purchased and securities loaned or sold under repurchase agreements	3,429	3,526
Other borrowed funds	9,635	9,911
Accounts payable and other liabilities	4,599	4,401
Beneficial interests issued by consolidated VIEs	670	787
Long-term debt	35,215	33,065
Recurring | Other assets
Assets
Other assets at fair value	$ 7,520	$ 7,604

Consolidated Statements of Chan

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	Total	Preferred stock	Common stock	Additional paid-in capital	Retained earnings	Accumulated other comprehensive income	Shares held in RSU Trust, at cost	Treasury stock, at cost
Beginning balance at Dec. 31, 2014		$ 20,063	$ 4,105	$ 93,270	$ 129,977	$ 2,189	$ (21)	$ (17,856)
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)
Cumulative effect of change in accounting principle at Dec. 31, 2014					0	0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	$ 5,914				5,914
Dividends declared:
Preferred stock					(324)
Common stock ($0.44 and $0.40 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	4,105	92,245	134,048	2,430	(21)	(18,436)
Beginning balance at Dec. 31, 2015	247,573	26,068	4,105	92,500	146,420	192	(21)	(21,691)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		0
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(732)
Other				14
Cumulative effect of change in accounting principle at Dec. 31, 2015					(154)	154
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	5,520				5,520
Dividends declared:
Preferred stock					(412)
Common stock ($0.44 and $0.40 per share)					(1,644)
Other comprehensive income	436					436
Purchase of treasury stock								(1,696)
Reissuance from treasury stock								1,098
Ending balance at Mar. 31, 2016	$ 250,157	$ 26,068	$ 4,105	$ 91,782	$ 149,730	$ 782	$ (21)	$ (22,289)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Dividends declared:
Dividends declared, Common stock, per share (in dollars per share)	$ 0.44	$ 0.40

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Operating activities
Net income	$ 5,520	$ 5,914
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	1,824	959
Depreciation and amortization	1,289	1,181
Deferred tax expense/(benefit)	906	33
Other	468	513
Originations and purchases of loans held-for-sale	(7,457)	(8,856)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	7,818	10,646
Net change in:
Trading assets	(32,979)	5,450
Securities borrowed	(4,826)	2,057
Accrued interest and accounts receivable	(11,115)	(27)
Other assets	(7,464)	(10,199)
Trading liabilities	24,919	17,349
Accounts payable and other liabilities	124	(6,482)
Other operating adjustments	(410)	(3,659)
Net cash provided by/(used in) operating activities	(21,383)	14,879
Investing activities
Net change in deposits with banks	(20,181)	(21,906)
Net change in federal funds sold and securities purchased under resale agreements	(10,577)	(3,468)
Held-to-maturity securities:
Proceeds from paydowns and maturities	1,218	1,379
Purchases	(134)	(1,459)
Available-for-sale securities:
Proceeds from paydowns and maturities	15,845	25,221
Proceeds from sales	11,676	6,909
Purchases	(19,525)	(21,663)
Proceeds from sales and securitizations of loans held-for-investment	2,860	4,661
Other changes in loans, net	(15,925)	(15,768)
All other investing activities, net	162	1,944
Net cash used in investing activities	(34,581)	(24,150)
Financing activities
Net change in deposits	51,978	8,967
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	8,304	4,468
Net change in commercial paper and other borrowed funds	807	(11,885)
Net change in beneficial interests issued by consolidated variable interest entities	(2,744)	(510)
Proceeds from long-term borrowings	15,718	28,395
Payments of long-term borrowings	(16,560)	(22,183)
Proceeds from issuance of preferred stock	0	1,392
Treasury stock purchased	(1,696)	(1,900)
Dividends paid	(1,946)	(1,770)
All other financing activities, net	(277)	(637)
Net cash provided by financing activities	53,584	4,337
Effect of exchange rate changes on cash and due from banks	102	(76)
Net decrease in cash and due from banks	(2,278)	(5,010)
Cash and due from banks at the beginning of the period	20,490	27,831
Cash and due from banks at the end of the period	18,212	22,821
Cash interest paid	2,129	1,601
Cash income taxes paid, net	$ 447	$ 608

Basis of Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2016
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 businesses, 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, 2015 , as filed with the U.S. Securities and Exchange Commission (the “2015 Annual Report”). Certain amounts reported in prior periods have been reclassified to conform with the current presentation. Consolidation The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a VIE. Effective January 1, 2016, the Firm adopted new accounting guidance related to the consolidation of legal entities such as limited partnerships, limited liability corporations, and securitization structures. The guidance eliminated the deferral issued by the Financial Accounting Standards Board (“FASB”) in February 2010 of the accounting guidance for VIEs for certain investment funds, including mutual funds, private equity funds and hedge funds. In addition, the guidance amends the evaluation of fees paid to a decision-maker or a service provider, and exempts certain money market funds from consolidation. Furthermore, asset management funds structured as limited partnerships or certain limited liability companies are now evaluated for consolidation as voting interest entities if the non-managing partners or members have the ability to remove the Firm as the general partner or managing member without cause (i.e., kick-out rights) based on a simple majority vote. Accordingly, the Firm does not consolidate these voting interest entities. However, in the limited cases where the non-managing partners or members do not have substantive kick-out or participating rights, the Firm evaluates the funds as VIEs and consolidates if it is the general partner or managing member and has a potentially significant variable interest. There was no material impact on the Firm’s Consolidated Financial Statements upon adoption of this accounting guidance. For a further description of JPMorgan Chase’s accounting policies regarding consolidation, see Notes 1 and 16 of JPMorgan Chase’s 2015 Annual Report. 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 Consolidated balance sheets 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 2015 Annual Report.

Business Changes

Business Changes	3 Months Ended
	Mar. 31, 2016
Business Changes [Abstract]
Business Changes	Business changes There were no material business changes during the first quarter of 2016.

Fair Value Measurement

Fair Value Measurement	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report. The following table presents the asset and liabilities reported at fair value as of March 31, 2016 , and December 31, 2015 , 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, 2016 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 24,118 $ 4 $ — $ 24,122 Securities borrowed — — — — — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 35 31,398 650 — 32,083 Residential – nonagency — 1,318 186 — 1,504 Commercial – nonagency — 1,365 195 — 1,560 Total mortgage-backed securities 35 34,081 1,031 — 35,147 U.S. Treasury and government agencies (a) 21,861 5,399 — — 27,260 Obligations of U.S. states and municipalities — 7,460 620 — 8,080 Certificates of deposit, bankers’ acceptances and commercial paper — 2,303 — — 2,303 Non-U.S. government debt securities 31,008 27,407 40 — 58,455 Corporate debt securities — 23,893 654 — 24,547 Loans (b) — 22,596 6,776 — 29,372 Asset-backed securities — 2,507 1,190 — 3,697 Total debt instruments 52,904 125,646 10,311 — 188,861 Equity securities 87,551 737 279 — 88,567 Physical commodities (c) 5,688 1,269 — — 6,957 Other — 10,779 723 — 11,502 Total debt and equity instruments (d) 146,143 138,431 11,313 — 295,887 Derivative receivables: Interest rate 439 855,037 2,884 (822,750 ) 35,610 Credit — 46,736 1,885 (47,527 ) 1,094 Foreign exchange 1,279 205,790 1,469 (189,606 ) 18,932 Equity — 37,825 822 (32,382 ) 6,265 Commodity 111 21,715 264 (13,782 ) 8,308 Total derivative receivables (e) 1,829 1,167,103 7,324 (1,106,047 ) 70,209 Total trading assets (f) 147,972 1,305,534 18,637 (1,106,047 ) 366,096 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 55,884 — — 55,884 Residential – nonagency — 25,942 1 — 25,943 Commercial – nonagency — 22,649 — — 22,649 Total mortgage-backed securities — 104,475 1 — 104,476 U.S. Treasury and government agencies (a) 12,053 36 — — 12,089 Obligations of U.S. states and municipalities — 33,350 — — 33,350 Certificates of deposit — 53 — — 53 Non-U.S. government debt securities 24,401 13,390 — — 37,791 Corporate debt securities — 8,051 — — 8,051 Asset-backed securities: Collateralized loan obligations — 30,392 752 — 31,144 Other — 8,468 57 — 8,525 Equity securities 1,912 — — — 1,912 Total available-for-sale securities 38,366 198,215 810 — 237,391 Loans — 914 1,009 — 1,923 Mortgage servicing rights (“MSRs”) — — 5,658 — 5,658 Other assets: Private equity investments (g) 110 89 1,644 — 1,843 All other 3,975 30 707 — 4,712 Total other assets (f) 4,085 119 2,351 — 6,555 Total assets measured at fair value on a recurring basis $ 190,423 $ 1,528,900 $ 28,469 $ (1,106,047 ) $ 641,745 Deposits $ — $ 9,600 $ 2,419 $ — $ 12,019 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,423 6 — 3,429 Other borrowed funds — 9,067 568 — 9,635 Trading liabilities: Debt and equity instruments (d) 66,322 21,589 52 — 87,963 Derivative payables: Interest rate 474 814,727 2,038 (800,686 ) 16,553 Credit — 46,508 1,483 (46,919 ) 1,072 Foreign exchange 1,285 211,865 2,501 (193,716 ) 21,935 Equity — 37,204 2,877 (31,671 ) 8,410 Commodity 136 23,815 1,216 (13,818 ) 11,349 Total derivative payables (e) 1,895 1,134,119 10,115 (1,086,810 ) 59,319 Total trading liabilities 68,217 1,155,708 10,167 (1,086,810 ) 147,282 Accounts payable and other liabilities 4,583 — 16 — 4,599 Beneficial interests issued by consolidated VIEs — 21 649 — 670 Long-term debt — 22,628 12,587 — 35,215 Total liabilities measured at fair value on a recurring basis $ 72,800 $ 1,200,447 $ 26,412 $ (1,086,810 ) $ 212,849 Fair value hierarchy Derivative netting adjustments December 31, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 23,141 $ — $ — $ 23,141 Securities borrowed — 395 — — 395 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 6 31,815 715 — 32,536 Residential – nonagency — 1,299 194 — 1,493 Commercial – nonagency — 1,080 115 — 1,195 Total mortgage-backed securities 6 34,194 1,024 — 35,224 U.S. Treasury and government agencies (a) 12,036 6,985 — — 19,021 Obligations of U.S. states and municipalities — 6,986 651 — 7,637 Certificates of deposit, bankers’ acceptances and commercial paper — 1,042 — — 1,042 Non-U.S. government debt securities 27,974 25,064 74 — 53,112 Corporate debt securities — 22,807 736 — 23,543 Loans (b) — 22,211 6,604 — 28,815 Asset-backed securities — 2,392 1,832 — 4,224 Total debt instruments 40,016 121,681 10,921 — 172,618 Equity securities 94,059 606 265 — 94,930 Physical commodities (c) 3,593 1,064 — — 4,657 Other — 11,152 744 — 11,896 Total debt and equity instruments (d) 137,668 134,503 11,930 — 284,101 Derivative receivables: Interest rate 354 666,491 2,766 (643,248 ) 26,363 Credit — 48,850 2,618 (50,045 ) 1,423 Foreign exchange 734 177,525 1,616 (162,698 ) 17,177 Equity — 35,150 709 (30,330 ) 5,529 Commodity 108 24,720 237 (15,880 ) 9,185 Total derivative receivables (e) 1,196 952,736 7,946 (902,201 ) 59,677 Total trading assets (f) 138,864 1,087,239 19,876 (902,201 ) 343,778 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 55,066 — — 55,066 Residential – nonagency — 27,618 1 — 27,619 Commercial – nonagency — 22,897 — — 22,897 Total mortgage-backed securities — 105,581 1 — 105,582 U.S. Treasury and government agencies (a) 10,998 38 — — 11,036 Obligations of U.S. states and municipalities — 33,550 — — 33,550 Certificates of deposit — 283 — — 283 Non-U.S. government debt securities 23,199 13,477 — — 36,676 Corporate debt securities — 12,436 — — 12,436 Asset-backed securities: Collateralized loan obligations — 30,248 759 — 31,007 Other — 9,033 64 — 9,097 Equity securities 2,087 — — — 2,087 Total available-for-sale securities 36,284 204,646 824 — 241,754 Loans — 1,343 1,518 — 2,861 Mortgage servicing rights — — 6,608 — 6,608 Other assets: — Private equity investments (g) 102 101 1,657 — 1,860 All other 3,815 28 744 — 4,587 Total other assets (f) 3,917 129 2,401 — 6,447 Total assets measured at fair value on a recurring basis $ 179,065 $ 1,316,893 $ 31,227 $ (902,201 ) $ 624,984 Deposits $ — $ 9,566 $ 2,950 $ — $ 12,516 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,526 — — 3,526 Other borrowed funds — 9,272 639 — 9,911 Trading liabilities: Debt and equity instruments (d) 53,845 20,199 63 — 74,107 Derivative payables: Interest rate 216 633,060 1,890 (624,945 ) 10,221 Credit — 48,460 2,069 (48,988 ) 1,541 Foreign exchange 669 187,890 2,341 (171,131 ) 19,769 Equity — 36,440 2,223 (29,480 ) 9,183 Commodity 52 26,430 1,172 (15,578 ) 12,076 Total derivative payables (e) 937 932,280 9,695 (890,122 ) 52,790 Total trading liabilities 54,782 952,479 9,758 (890,122 ) 126,897 Accounts payable and other liabilities 4,382 — 19 — 4,401 Beneficial interests issued by consolidated VIEs — 238 549 — 787 Long-term debt — 21,452 11,613 — 33,065 Total liabilities measured at fair value on a recurring basis $ 59,164 $ 996,533 $ 25,528 $ (890,122 ) $ 191,103 (a) At March 31, 2016 , and December 31, 2015, included total U.S. government-sponsored enterprise obligations of $64.1 billion and $67.0 billion , respectively, which were predominantly mortgage-related. (b) At March 31, 2016 , and December 31, 2015, included within trading loans were $12.3 billion and $11.8 billion , respectively, of residential first-lien mortgages, and $3.3 billion and $4.3 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 $5.9 billion and $5.3 billion , respectively, and reverse mortgages of $2.5 billion and $2.5 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. 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 $2.7 billion and $546 million at March 31, 2016 , and December 31, 2015, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances. (f) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At March 31, 2016, and December 31, 2015, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $1.0 billion and $1.2 billion , respectively. Included in the balances at March 31, 2016, and December 31, 2015, were trading assets of $57 million and $61 million , respectively, and other assets of $965 million and $1.2 billion , respectively. (g) Private equity instruments represent investments within Corporate. The portion of the private equity investment portfolio carried at fair value on a recurring basis had a cost basis of $3.3 billion and $3.5 billion at March 31, 2016 , and December 31, 2015, respectively. Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended March 31, 2016 and 2015, there were no individually significant transfers between levels 1 and 2, or between level 2 and level 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 2015 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 of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period to period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. For the F irm’s derivatives and structured notes positions classified within level 3 at March 31, 2016, interest rate correlation inputs used in estimating fair value were concentrated towards the upper end of the range presented; equities correlation inputs were concentrated at the upper end of the range; 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 and the foreign exchange correlation inputs used in estimating fair value were each concentrated at the upper end of the range presented. The equity volatilities are concentrated in the lower half end of the range. The forward commodity prices used in estimating the fair value of commodity derivatives were concentrated in the middle of the range presented. Level 3 inputs (a) March 31, 2016 (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 $ 4,630 Discounted cash flows Yield 3 % – 17% 5 % Prepayment speed 0 % – 20% 6 % Conditional default rate 0 % – 20% 3 % Loss severity 0 % – 100% 30 % Commercial mortgage-backed securities and loans (b) 2,557 Discounted cash flows Yield 1 % – 25% 6 % Conditional default rate 0 % – 100% 27 % Loss severity 40% 40 % Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 2,534 Discounted cash flows Credit spread 50 bps – 225 bps 168 bps Yield 2 % – 20% 6 % 3,233 Market comparables Price $ — – $238 $ 91 Net interest rate derivatives 846 Option pricing Interest rate correlation (30 )% – 96% Interest rate spread volatility 3 % – 38% Net credit derivatives (b)(c) 402 Discounted cash flows Credit correlation 30 % – 85% Net foreign exchange derivatives (1,032 ) Option pricing Foreign exchange correlation 0 % – 70% Net equity derivatives (2,055 ) Option pricing Equity volatility 15 % – 70% Net commodity derivatives (952 ) Discounted cash flows Forward commodity price $ 23 – $45 per barrel Collateralized loan obligations 752 Discounted cash flows Credit spread 425 bps – 705 bps 454 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 40 % 40 % 133 Market comparables Price $ — – $100 $ 57 MSRs 5,658 Discounted cash flows Refer to Note 16 Private equity investments 1,644 Market comparables EBITDA multiple 6.0 x – 9.9 x 7.8 x Liquidity adjustment 0 % – 23% 9 % Long-term debt, other borrowed funds, and deposits (d) 15,069 Option pricing Interest rate correlation (30 )% – 96% Interest rate spread volatility 3 % – 38% Foreign exchange correlation 0 % – 70% Equity correlation (50 )% – 80% 505 Discounted cash flows Credit correlation 30 % – 85% Beneficial interests issued by consolidated VIEs (e) 649 Discounted Cash Flows Yield 3 % – 7% 4 % Prepayment Speed 7 % – 8% 7 % Conditional default rate 2 % – 20% 3 % Loss severity 30 % – 30% 30 % (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 $320 million of credit derivative receivables and $283 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 $397 million of credit derivative receivables and $361 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 parameters are related to residential mortgage-backed securities. 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 2015 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, 2016 and 2015. 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 March 31, 2016 (in millions) Fair value at January 1, 2016 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at March 31, 2016 Change in unrealized gains/(losses) related to financial instruments held at March 31, 2016 Purchases (g) Sales Settlements (h) Assets: Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ 4 $ 4 $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 715 (50 ) 128 (158 ) (30 ) 45 650 (53 ) Residential – nonagency 194 — 34 (36 ) (5 ) (1 ) 186 (3 ) Commercial – nonagency 115 (5 ) 50 (5 ) — 40 195 (4 ) Total mortgage-backed securities 1,024 (55 ) 212 (199 ) (35 ) 84 1,031 (60 ) Obligations of U.S. states and municipalities 651 5 36 (66 ) (6 ) — 620 5 Non-U.S. government debt securities 74 10 4 (32 ) — (16 ) 40 7 Corporate debt securities 736 22 79 (55 ) (57 ) (71 ) 654 24 Loans 6,604 29 444 (411 ) (304 ) 414 6,776 8 Asset-backed securities 1,832 1 177 (136 ) (875 ) 191 1,190 (8 ) Total debt instruments 10,921 12 952 (899 ) (1,277 ) 602 10,311 (24 ) Equity securities 265 6 31 (9 ) (19 ) 5 279 3 Other 744 (9 ) 184 (143 ) (6 ) (47 ) 723 38 Total trading assets – debt and equity instruments 11,930 9 (c) 1,167 (1,051 ) (1,302 ) 560 11,313 17 (c) Net derivative receivables: (a) Interest rate 876 206 44 (8 ) (262 ) (10 ) 846 7 Credit 549 (246 ) — (1 ) 69 31 402 (210 ) Foreign exchange (725 ) (247 ) — (15 ) (42 ) (3 ) (1,032 ) (265 ) Equity (1,514 ) (352 ) 70 (107 ) 78 (230 ) (2,055 ) (399 ) Commodity (935 ) (8 ) — — (11 ) 2 (952 ) (28 ) Total net derivative receivables (1,749 ) (647 ) (c) 114 (131 ) (168 ) (210 ) (2,791 ) (895 ) (c) Available-for-sale securities: Asset-backed securities 823 (8 ) — — (6 ) — 809 (8 ) Other 1 — — — — — 1 — Total available-for-sale securities 824 (8 ) (d) — — (6 ) — 810 (8 ) (d) Loans 1,518 22 (c) — — (218 ) (313 ) 1,009 22 (c) Mortgage servicing rights 6,608 (752 ) (e) 107 (64 ) (241 ) — 5,658 (752 ) (e) Other assets: Private equity investments 1,657 45 (c) 14 (16 ) (56 ) — 1,644 38 (c) All other 744 (13 ) (f) — — (24 ) — 707 (11 ) (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,950 $ 42 (c) $ — $ — $ 166 $ (509 ) $ (230 ) $ 2,419 $ 57 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — 6 6 — Other borrowed funds 639 (125 ) (c) — — 257 (199 ) (4 ) 568 (42 ) (c) Trading liabilities – debt and equity instruments 63 (4 ) (c) — 1 — (3 ) (5 ) 52 — (c) Accounts payable and other liabilities 19 — — — — (3 ) — 16 — Beneficial interests issued by consolidated VIEs 549 8 (c) — — 143 (51 ) — 649 8 (c) Long-term debt 11,613 439 (c) — — 2,161 (1,397 ) (229 ) 12,587 330 (c) Fair value measurements using significant unobservable inputs Three months ended Fair value at Jan 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) 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 Physical commodities 2 — — — — — 2 — Other 1,050 8 661 (584 ) (79 ) (17 ) 1,039 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 2,225 35 (c) — — (61 ) (126 ) 2,073 (1 ) (c) All other 959 (1 ) (f) 55 (87 ) (36 ) — 890 2 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Jan 1, 2015 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) 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 — (f) — — — (3 ) — 23 — (f) Beneficial interests issued by consolidated VIEs 1,146 (53 ) (c) — — 2 (72 ) — 1,023 (47 ) (c) Long-term debt 11,877 (105 ) (c) — — 2,837 (2,383 ) (223 ) 12,003 (96 ) (c) (a) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (b) Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) were 12% at March 31, 2016 and 13% at December 31, 2015. (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 other comprehensive income (“ OCI”). Realized gains/(losses) and foreign exchange hedge accounting adjustments recorded in income on AFS securities were zero and $(7) million for the three months ended March 31, 2016 and 2015 respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(8) million and $(2) million for the three months ended March 31, 2016 and 2015, respectively. (e) Changes in fair value for Consumer & Community Banking ( “ 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) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, and deconsolidations associated with beneficial interests in VIEs. (i) 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 1.2% of total Firm assets at March 31, 2016. The following describes significant changes to level 3 assets since December 31, 2015, 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 85 . Three months ended March 31, 2016 Level 3 assets were $28.5 billion at March 31, 2016, reflecting a decrease of $2.8 billion from December 31, 2015, largely due to settlements within trading assets and a decrease in the fair value of MSRs. For further information on MSRs, see Note 16 . Gains and losses The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. For further information on these instruments, see Changes in level 3 recurring fair value measurements rollforward tables on pages 82–84 . Three months ended March 31, 2016 • $1.3 billion of net losses on assets and $360 million of net losses on liabilities, respectively, none of which were individually significant. Three months ended March 31, 2015 • $623 million of net losses and $182 million of net gains on assets and liabilities, respectively, none of which were individually significant. Credit & funding adjustments — derivatives Derivatives are generally valued using models that use as their basis observable market parameters. These market parameters generally do not consider factors such as counterparty nonperformance risk, the Firm’s own credit quality, and funding costs. Therefore, it is generally necessary to make adjustments to the base estimate of fair value to reflect these factors. Credit valuation adjustments (“CVA”) represents the adjustment, relative to the relevant benchmark interest rate, necessary to reflect counterparty nonperformance risk. The Firm estimates CVA using a scenario analysis to estimate the expected credit exposure across all of the Firm’s positions with each counterparty, and then estimates losses as a result of a counterparty credit event. The key inputs to this methodology are (i) the expected positive exposure to each counterparty based on a simulation that assumes the current population of existing derivatives with each counterparty remains unchanged and considers contractual factors designed to mitigate the Firm’s credit exposure, such as collateral and legal rights of offset; (ii) the probability of a default event occurring for each counterparty, as derived from observed or estimated credit default swaps (“CDS”) spreads; and (iii) estimated recovery rates implied by CDS spreads, adjusted to consider the differences in recovery rates as a derivative creditor relative to those reflected in CDS spreads, which generally reflect senior unsecured creditor risk. Debit valuation adjustments (“DVA”) represents the adjustment, relative to the relevant benchmark interest rate, necessary to reflect the credit quality of the Firm. The derivative DVA calculation methodology is generally consistent with the CVA methodology described above and incorporates JPMorgan Chase’s credit spread as observed through the CDS market to estimate the probability of default and loss given default as a result of a systemic event affecting the Firm. Funding valuation adjustments (“FVA”) represents the adjustment to reflect the impact of funding and is recognized where there is evidence that a market participant in the principal market would incorporate it in a transfer of the instrument. The Firm’s FVA framework, applied to uncollateralized (including partially collateralized) over-the-counter (“OTC”) derivatives, leverages its existing CVA and DVA calculation methodologies, and considers the fact that the Firm’s own credit risk is a significant component of funding costs. The key inputs to FVA are: (i) the expected funding requirements arising from the Firm’s positions with each counterparty and collateral arrangements; (ii) for assets, the estimated market funding cost in the principal market; and (iii) for liabilities, the hypothetical market funding cost for a transfer to a market participant with a similar credit standing as the Firm. For collateralized derivatives, the fair value is estimated by discounting expected future cash flows at the relevant overnight indexed swap (“OIS”) rate given the underlying collateral agreement with the counterparty, and therefore a separate FVA is not necessary. 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. The DVA and FVA reported below include the impact of the Firm’s own credit quality on the inception valu

Fair Value Option

Fair Value Option	3 Months Ended
	Mar. 31, 2016
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 elected, including the basis for those elections and the determination of instrument-specific credit risk, where relevant, see Note 4 of JPMorgan Chase’s 2015 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, 2016 and 2015, 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, 2016 2015 (in millions) Principal transactions All other income Total changes in fair value recorded Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements (a) $ 68 $ — $ 68 $ 73 $ — $ 73 Securities borrowed (a) (2 ) — (2 ) (2 ) — (2 ) Trading assets: Debt and equity instruments, excluding loans 28 (1 ) 27 380 — 380 Loans reported as trading assets (b) : Changes in instrument-specific credit risk 64 (2 ) (e) 62 152 3 (e) 155 Other changes in fair value 116 317 (e) 433 127 280 (e) 407 Loans (b) : Changes in instrument-specific credit risk 13 — 13 1 — 1 Other changes in fair value 7 — 7 — — — Other assets 12 (20 ) (f) (8 ) 60 6 (f) 66 Deposits (c) (343 ) — (343 ) (125 ) — (125 ) Federal funds purchased and securities loaned or sold under repurchase agreements (a) (17 ) — (17 ) (9 ) — (9 ) Other borrowed funds (c) 528 — 528 (9 ) — (9 ) Trading liabilities 4 — 4 (2 ) — (2 ) Beneficial interests issued by consolidated VIEs 7 — 7 18 — 18 Other liabilities — — — — — — Long-term debt: DVA on fair value option elected liabilities (c) — — — 116 — 116 Other changes in fair value (d) (318 ) — (318 ) (378 ) — (378 ) (a) Resale and repurchase agreements, securities borrowed agreements and securities lending agreements: Generally, for these types of agreements, there is a requirement that collateral be maintained with a market value equal to or in excess of the principal amount loaned; as a result, there would be no adjustment or an immaterial adjustment for instrument-specific credit risk related to these agreements. (b) Loans and lending-related commitments: For floating-rate instruments, all changes in value are attributed to instrument-specific credit risk. For fixed-rate instruments, an allocation of the changes in value for the period is made between those changes in value that are interest rate-related and changes in value that are credit-related. Allocations are generally based on an analysis of borrower-specific credit spread and recovery information, where available, or benchmarking to similar entities or industries. (c) Effective January 1, 2016, unrealized gains (losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected is recorded in other comprehensive income, while realized gains (losses) are recorded in principal transactions revenue. DVA for the three months ended March 31, 2015 was included in principal transactions revenue. See Notes 3 and 19 for further information. The amounts presented for the three months ended March 31, 2015 include the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality subsequent to issuance. (d) Long-term debt measured at fair value predominantly relate to structured notes 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. (e) Reported in mortgage fees and related income. (f) 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, 2016 , and December 31, 2015 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. March 31, 2016 December 31, 2015 (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 $ 3,483 $ 763 $ (2,720 ) $ 3,484 $ 631 $ (2,853 ) Loans 7 7 — 7 7 — Subtotal 3,490 770 (2,720 ) 3,491 638 (2,853 ) All other performing loans Loans reported as trading assets 31,294 28,609 (2,685 ) 30,780 28,184 (2,596 ) Loans 1,885 1,879 (6 ) 2,771 2,752 (19 ) Total loans $ 36,669 $ 31,258 $ (5,411 ) $ 37,042 $ 31,574 $ (5,468 ) Long-term debt Principal-protected debt $ 19,129 (c) $ 17,987 $ (1,142 ) $ 17,910 (c) $ 16,611 $ (1,299 ) Nonprincipal-protected debt (b) NA 17,228 NA NA 16,454 NA Total long-term debt NA $ 35,215 NA NA $ 33,065 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 670 NA NA $ 787 NA Total long-term beneficial interests NA $ 670 NA NA $ 787 NA (a) There were no performing loans that were ninety days or more past due as of March 31, 2016 , and December 31, 2015 , 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 reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date. At March 31, 2016 , and December 31, 2015 , the contractual amount of letters of credit for which the fair value option was elected was $4.6 billion and $4.6 billion , respectively, with a corresponding fair value of $(88) million and $(94) million , respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29 of JPMorgan Chase’s 2015 Annual Report, and Note 21 of this Form 10-Q. Structured note products by balance sheet classification and risk component The table below presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk to which the structured notes’ embedded derivative relates. March 31, 2016 December 31, 2015 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 14,225 $ 118 $ 2,682 $ 17,025 $ 12,531 $ 58 $ 3,340 $ 15,929 Credit 3,421 733 — 4,154 3,195 547 — 3,742 Foreign exchange 2,457 329 11 2,797 1,765 77 11 1,853 Equity 14,277 7,503 5,161 26,941 14,293 8,447 4,993 27,733 Commodity 640 38 1,779 2,457 640 50 1,981 2,671 Total structured notes $ 35,020 $ 8,721 $ 9,633 $ 53,374 $ 32,424 $ 9,179 $ 10,325 $ 51,928

Derivative Instruments

Derivative Instruments	3 Months Ended
	Mar. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments	Derivative instruments JPMorgan Chase makes markets in derivatives for clients 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 2015 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 segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: ◦ Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 95 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 95–96 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 95 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 95–96 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. subsidiaries Net investment hedge Corporate 96 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 95 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: ◦ Interest rate Manage the risk of the mortgage pipeline, warehouse loans and MSRs Specified risk management CCB 96 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 96 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 96 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 96 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 96 ◦ Various Other derivatives Market-making and other CIB, Corporate 96 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of March 31, 2016 , and December 31, 2015 . Notional amounts (b) (in billions) March 31, 2016 December 31, 2015 Interest rate contracts Swaps $ 25,334 $ 24,162 Futures and forwards 5,355 5,167 Written options 3,355 3,506 Purchased options 3,705 3,896 Total interest rate contracts 37,749 36,731 Credit derivatives (a) 3,137 2,900 Foreign exchange contracts Cross-currency swaps 3,360 3,199 Spot, futures and forwards 5,677 5,028 Written options 813 690 Purchased options 803 706 Total foreign exchange contracts 10,653 9,623 Equity contracts Swaps 246 232 Futures and forwards 42 43 Written options 447 395 Purchased options 376 326 Total equity contracts 1,111 996 Commodity contracts Swaps 80 83 Spot, futures and forwards 115 99 Written options 124 115 Purchased options 121 112 Total commodity contracts 440 409 Total derivative notional amounts $ 53,090 $ 50,659 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 97 . (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, 2016 , and December 31, 2015 , 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 March 31, 2016 Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables (b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables (b) Trading assets and liabilities Interest rate $ 852,042 $ 6,318 $ 858,360 $ 35,610 $ 813,774 $ 3,465 $ 817,239 $ 16,553 Credit 48,621 — 48,621 1,094 47,991 — 47,991 1,072 Foreign exchange 208,145 393 208,538 18,932 213,154 2,497 215,651 21,935 Equity 38,647 — 38,647 6,265 40,081 — 40,081 8,410 Commodity 21,860 230 22,090 8,308 25,060 107 25,167 11,349 Total fair value of trading assets and liabilities $ 1,169,315 $ 6,941 $ 1,176,256 $ 70,209 $ 1,140,060 $ 6,069 $ 1,146,129 $ 59,319 Gross derivative receivables Gross derivative payables December 31, 2015 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) Trading assets and liabilities Interest rate $ 665,531 $ 4,080 $ 669,611 $ 26,363 $ 632,928 $ 2,238 $ 635,166 $ 10,221 Credit 51,468 — 51,468 1,423 50,529 — 50,529 1,541 Foreign exchange 179,072 803 179,875 17,177 189,397 1,503 190,900 19,769 Equity 35,859 — 35,859 5,529 38,663 — 38,663 9,183 Commodity 23,713 1,352 25,065 9,185 27,653 1 27,654 12,076 Total fair value of trading assets and liabilities $ 955,643 $ 6,235 $ 961,878 $ 59,677 $ 939,170 $ 3,742 $ 942,912 $ 52,790 (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. Derivatives netting The following tables present, as of March 31, 2016, and December 31, 2015, gross and net derivative receivables and payables by contract and settlement type. Derivative receivables and payables, as well as the related cash collateral from the same counterparty have been netted on the Consolidated balance sheets where 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, amounts are not eligible for netting on the Consolidated balance sheets, and those derivative receivables and payables are shown separately in the tables below. In addition to the cash collateral received and transferred that is presented on a net basis with 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: • collateral that consists of non-cash financial instruments (generally U.S. government and agency securities and other Group of Seven Nations (“G7”) government bonds) and cash collateral held at third party custodians, which are shown separately as “Collateral not nettable on the Consolidated balance sheets” in the tables below, up to the fair value exposure amount. • the amount of collateral held or transferred that exceeds the fair value exposure at the individual counterparty level, as of the date presented, which is excluded from the tables below. • collateral held or transferred that relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement, which is excluded from the tables below. March 31, 2016 December 31, 2015 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: OTC $ 499,287 $ (470,211 ) $ 29,076 $ 417,386 $ (396,506 ) $ 20,880 OTC–cleared 352,341 (352,283 ) 58 246,750 (246,742 ) 8 Exchange-traded (a) 280 (256 ) 24 — — — Total interest rate contracts 851,908 (822,750 ) 29,158 664,136 (643,248 ) 20,888 Credit contracts: OTC 39,794 (39,294 ) 500 44,082 (43,182 ) 900 OTC–cleared 8,286 (8,233 ) 53 6,866 (6,863 ) 3 Total credit contracts 48,080 (47,527 ) 553 50,948 (50,045 ) 903 Foreign exchange contracts: OTC 203,546 (189,295 ) 14,251 175,060 (162,377 ) 12,683 OTC–cleared 352 (285 ) 67 323 (321 ) 2 Exchange-traded (a) 165 (26 ) 139 — — — Total foreign exchange contracts 204,063 (189,606 ) 14,457 175,383 (162,698 ) 12,685 Equity contracts: OTC 22,431 (21,450 ) 981 20,690 (20,439 ) 251 OTC–cleared — — — — — — Exchange-traded (a) 14,289 (10,932 ) 3,357 12,285 (9,891 ) 2,394 Total equity contracts 36,720 (32,382 ) 4,338 32,975 (30,330 ) 2,645 Commodity contracts: OTC 13,281 (5,717 ) 7,564 15,001 (6,772 ) 8,229 OTC–cleared — — — — — — Exchange-traded (a) 8,107 (8,065 ) 42 9,199 (9,108 ) 91 Total commodity contracts 21,388 (13,782 ) 7,606 24,200 (15,880 ) 8,320 Derivative receivables with appropriate legal opinion $ 1,162,159 $ (1,106,047 ) (b) $ 56,112 $ 947,642 $ (902,201 ) (b) $ 45,441 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 14,097 14,097 14,236 14,236 Total derivative receivables recognized on the Consolidated balance sheets $ 1,176,256 $ 70,209 $ 961,878 $ 59,677 Collateral not nettable on the Consolidated balance sheets (c)(d) $ (15,711 ) $ (13,543 ) Net amounts $ 54,498 $ 46,134 March 31, 2016 December 31, 2015 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 470,034 $ (454,971 ) $ 15,063 $ 393,709 $ (384,576 ) $ 9,133 OTC–cleared 345,794 (345,590 ) 204 240,398 (240,369 ) 29 Exchange-traded (a) 142 (125 ) 17 — — — Total interest rate contracts 815,970 (800,686 ) 15,284 634,107 (624,945 ) 9,162 Credit contracts: OTC 40,214 (39,379 ) 835 44,379 (43,019 ) 1,360 OTC–cleared 7,540 (7,540 ) — 5,969 (5,969 ) — Total credit contracts 47,754 (46,919 ) 835 50,348 (48,988 ) 1,360 Foreign exchange contracts: OTC 208,692 (193,544 ) 15,148 185,178 (170,830 ) 14,348 OTC–cleared 162 (162 ) — 301 (301 ) — Exchange-traded (a) 96 (10 ) 86 — — — Total foreign exchange contracts 208,950 (193,716 ) 15,234 185,479 (171,131 ) 14,348 Equity contracts: OTC 24,328 (20,739 ) 3,589 23,458 (19,589 ) 3,869 OTC–cleared — — — — — — Exchange-traded (a) 12,202 (10,932 ) 1,270 10,998 (9,891 ) 1,107 Total equity contracts 36,530 (31,671 ) 4,859 34,456 (29,480 ) 4,976 Commodity contracts: OTC 15,319 (5,753 ) 9,566 16,953 (6,256 ) 10,697 OTC–cleared — — — — — — Exchange-traded (a) 8,352 (8,065 ) 287 9,374 (9,322 ) 52 Total commodity contracts 23,671 (13,818 ) 9,853 26,327 (15,578 ) 10,749 Derivative payables with appropriate legal opinions $ 1,132,875 $ (1,086,810 ) (b) $ 46,065 $ 930,717 $ (890,122 ) (b) $ 40,595 Derivative payables where an appropriate legal opinion has not been either sought or obtained 13,254 13,254 12,195 12,195 Total derivative payables recognized on the Consolidated balance sheets $ 1,146,129 $ 59,319 $ 942,912 $ 52,790 Collateral not nettable on the Consolidated balance sheets (c)(d)(e) $ (10,501 ) $ (7,957 ) Net amounts $ 48,818 $ 44,833 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $84.5 billion and $73.7 billion at March 31, 2016 , and December 31, 2015 , respectively. Net derivatives payable included cash collateral netted of $65.3 billion and $61.6 billion related to OTC and OTC-cleared derivatives at March 31, 2016 , and December 31, 2015 , respectively. (c) Excludes all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained. (d) Represents liquid security collateral as well as cash collateral held at third party custodians related to derivative instruments where an appropriate legal opinion has been obtained. 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. (e) Derivative payables collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments. 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 2015 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, 2016 , and December 31, 2015 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) March 31, 2016 December 31, 2015 Aggregate fair value of net derivative payables $ 21,915 $ 22,328 Collateral posted 18,635 18,942 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, 2016 , and December 31, 2015 , 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), nor 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 March 31, 2016 December 31, 2015 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 734 $ 2,898 $ 807 $ 3,028 Amount required to settle contracts with termination triggers upon downgrade (b) 339 978 271 1,093 (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 in which 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, 2016 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, 2016 and 2015 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended March 31, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,378 $ (1,199 ) $ 179 $ 28 $ 151 Foreign exchange (b) (1,298 ) 1,382 84 — 84 Commodity (c) 142 (138 ) 4 (2 ) 6 Total $ 222 $ 45 $ 267 $ 26 $ 241 Gains/(losses) recorded in income Income statement impact due to: Three months ended March 31, 2015 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 (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 primarily 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, 2016 and 2015 , respectively. The Firm includes the gain/(loss) on the hedging derivative and the change in cash flows on the hedged item in the same line item in the Consolidated statements of income . Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2016 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) $ (20 ) $ — $ (20 ) $ (74 ) $ (54 ) Foreign exchange (b) (35 ) — (35 ) (93 ) (58 ) Total $ (55 ) $ — $ (55 ) $ (167 ) $ (112 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2015 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 Contract type Interest rate (a) $ (149 ) $ — $ (149 ) $ 3 $ 152 Foreign exchange (b) (26 ) — (26 ) (52 ) (26 ) Total $ (175 ) $ — $ (175 ) $ (49 ) $ 126 (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 the 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. The Firm did not experience any forecasted transactions that failed to occur for the three months ended March 31, 2016. 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 was probable that the forecasted interest payment cash flows would not occur as a result of the planned reduction in wholesale non-operating deposits. Over the next 12 months, the Firm expects that approximately $130 million (after-tax) of net losses recorded in AOCI at March 31, 2016 , related to cash flow hedges will be recognized in income. For terminated cash flow hedges, the maximum length of time over which forecasted transactions are remaining is approximately 7 years . For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately 2 years . The Firm’s longer-dated forecasted transactions 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, 2016 and 2015 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2016 2015 Three months ended March 31, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (85 ) $ (590 ) $ (99 ) $ 993 (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, 2016 and 2015 . Gains and losses on derivatives used for specified risk management purposes The following table presents pretax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from the mortgage pipeline, warehouse loans, MSRs, wholesale lending exposures, foreign currency-denominated assets and liabilities, and commodities-related contracts and investments. Derivatives gains/(losses) recorded in income Three months ended March 31, (in millions) 2016 2015 Contract type Interest rate (a) $ 983 $ 683 Credit (b) (61 ) (14 ) Foreign exchange (c) (10 ) (12 ) Commodity (d) — (36 ) Total $ 912 $ 621 (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 2015 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, 2016 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,511,148 ) $ 1,533,524 $ 22,376 $ 13,409 Other credit derivatives (a) (31,541 ) 27,455 (4,086 ) 20,076 Total credit derivatives (1,542,689 ) 1,560,979 18,290 33,485 Credit-related notes (36 ) — (36 ) 5,676 Total $ (1,542,725 ) $ 1,560,979 $ 18,254 $ 39,161 Maximum payout/Notional amount December 31, 2015 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,386,071 ) $ 1,402,201 $ 16,130 $ 12,011 Other credit derivatives (a) (42,738 ) 38,158 (4,580 ) 18,792 Total credit derivatives (1,428,809 ) 1,440,359 11,550 30,803 Credit-related notes (30 ) — (30 ) 4,715 Total $ (1,428,839 ) $ 1,440,359 $ 11,520 $ 35,518 (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, 2016 , and December 31, 2015, 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 March 31, 2016 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (307,778 ) $ (736,344 ) $ (110,109 ) $ (1,154,231 ) $ 12,619 $ (7,428 ) $ 5,191 Noninvestment-grade (113,014 ) (250,300 ) (25,180 ) (388,494 ) 11,723 (15,693 ) (3,970 ) Total $ (420,792 ) $ (986,644 ) $ (135,289 ) $ (1,542,725 ) $ 24,342 $ (23,121 ) $ 1,221 December 31, 2015 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (307,211 ) $ (699,227 ) $ (46,970 ) $ (1,053,408 ) $ 13,539 $ (6,836 ) $ 6,703 Noninvestment-grade (109,195 ) (245,151 ) (21,085 ) (375,431 ) 10,823 (18,891 ) (8,068 ) Total $ (416,406 ) $ (944,378 ) $ (68,055 ) $ (1,428,839 ) $ 24,362 $ (25,727 ) $ (1,365 ) (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s Investors Service (“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, 2016
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 2015 Annual Report . The following table presents the components of investment banking fees. Three months ended March 31, (in millions) 2016 2015 Underwriting Equity $ 202 $ 399 Debt 550 853 Total underwriting 752 1,252 Advisory 581 542 Total investment banking fees $ 1,333 $ 1,794 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) 2016 2015 Trading revenue by instrument type Interest rate $ 383 $ 886 Credit 375 415 Foreign exchange 707 844 Equity 830 1,048 Commodity (a) 226 339 Total trading revenue 2,521 3,532 Private equity gains (b) 158 123 Principal transactions $ 2,679 $ 3,655 (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) 2016 2015 Asset management fees Investment management fees (a) $ 2,128 $ 2,274 All other asset management fees (b) 90 99 Total asset management fees 2,218 2,373 Total administration fees (c) 478 507 Commission and other fees Brokerage commissions 588 594 All other commissions and fees 340 333 Total commissions and fees 928 927 Total asset management, administration and commissions $ 3,624 $ 3,807 (a) Represents fees earned from managing assets on behalf of the Firm’s 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 Other income on the Firm’s Consolidated statements of income included the following: Three months ended March 31, (in millions) 2016 2015 Operating lease income $ 615 $ 469

Interest Income and Interest Ex

Interest Income and Interest Expense	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report . Details of interest income and interest expense were as follows. Three months ended March 31, (in millions) 2016 2015 Interest income Loans $ 8,854 $ 7,947 Taxable securities 1,442 1,724 Nontaxable securities (a) 443 398 Total securities 1,885 2,122 Trading assets 1,698 1,734 Federal funds sold and securities purchased under resale agreements 554 396 Securities borrowed (b) (92 ) (120 ) Deposits with banks 460 341 Other assets (c) 193 145 Total interest income 13,552 12,565 Interest expense Interest-bearing deposits 320 364 Federal funds purchased and securities loaned or sold under repurchase agreements 260 142 Commercial paper 33 34 Trading liabilities – debt, short-term and other liabilities (d) 227 156 Long-term debt 1,219 1,094 Beneficial interests issued by consolidated VIEs 113 98 Total interest expense 2,172 1,888 Net interest income 11,380 10,677 Provision for credit losses 1,824 959 Net interest income after provision for credit losses $ 9,556 $ 9,718 (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, 2016 and 2015, 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 Postretiremen

Pension and Other Postretirement Employee Benefit Plans	3 Months Ended
	Mar. 31, 2016
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 2015 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) 2016 2015 2016 2015 2016 2015 Components of net periodic benefit cost Benefits earned during the period $ 73 $ 85 $ 9 $ 9 $ — $ — Interest cost on benefit obligations 133 125 26 28 8 8 Expected return on plan assets (222 ) (232 ) (36 ) (38 ) (26 ) (26 ) Amortization: Net (gain)/loss 59 62 5 9 — — Prior service cost/(credit) (9 ) (9 ) — — — — Net periodic defined benefit cost 34 31 4 8 (18 ) (18 ) Other defined benefit pension plans (a) 3 3 2 5 NA NA Total defined benefit plans 37 34 6 13 (18 ) (18 ) Total defined contribution plans 99 89 86 83 NA NA Total pension and OPEB cost included in compensation expense $ 136 $ 123 $ 92 $ 96 $ (18 ) $ (18 ) (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 $15.9 billion and $3.6 billion , as of March 31, 2016 , and $16.0 billion and $3.5 billion respectively, as of December 31, 2015. 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 ended March 31, 2016 and 2015 . The Firm does not anticipate any contribution to the U.S. defined benefit pension plan in 2016 at this time. For 2016 , 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 2016 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 Incentives

Employee Stock-based Incentives	3 Months Ended
	Mar. 31, 2016
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 2015 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) 2016 2015 Cost of prior grants of restricted stock units (“RSUs”), stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 284 $ 292 Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees 235 273 Total noncash compensation expense related to employee stock-based incentive plans $ 519 $ 565 In the first quarter of 2016, in connection with its annual incentive grant for the 2015 performance year, the Firm granted 33 million RSUs and 926 thousand PSUs, all with a weighted-average grant date fair value of $57.24 . PSU Awards In January 2016, the Firm’s Board of Directors approved the grant of PSUs to members of the Firm’s Operating Committee under the variable compensation program for performance year 2015. PSUs are subject to the Firm’s achievement of specified performance criteria over a three -year period. The number of awards that vest can range from zero to 150% of the grant amount. The awards vest and are converted into shares of common stock in the quarter after the end of the three-year performance period. In addition, dividends will be notionally reinvested in the Firm’s common stock and will be delivered only in respect of any earned shares. Once the PSUs have vested, the shares of common stock that are delivered, after applicable tax withholding, must be held for an additional two -year period, for a total combined vesting and holding period of five years from the grant date.

Noninterest Expense

Noninterest Expense	3 Months Ended
	Mar. 31, 2016
Noninterest Expense [Abstract]
Noninterest expense	Noninterest expense For details on Noninterest expense, see Consolidated statements of income on page 71 . Included within other expense is the following: Three months ended March 31, (in millions) 2016 2015 Federal Deposit Insurance Corporation-related (“FDIC”) expense $ 269 $ 318 The Firm’s legal expense was no t material for the three months ended March 31, 2016, and was $687 million for the three months ended March 31, 2015.

Securities

Securities	3 Months Ended
	Mar. 31, 2016
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 securities are held by Treasury and Chief Investment Office (“CIO”) within the investment securities portfolio in connection with the Firm’s asset-liability management objectives. At March 31, 2016 , the investment securities portfolio consisted of debt securities with an average credit rating of 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 2015 Annual Report. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. March 31, 2016 December 31, 2015 (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) $ 54,099 $ 1,811 $ 26 $ 55,884 $ 53,689 $ 1,483 $ 106 $ 55,066 Residential: Prime and Alt-A 7,197 59 40 7,216 7,462 40 57 7,445 Subprime 216 7 — 223 210 7 — 217 Non-U.S. 18,228 297 21 18,504 19,629 341 13 19,957 Commercial 22,678 218 247 22,649 22,990 150 243 22,897 Total mortgage-backed securities 102,418 2,392 334 104,476 103,980 2,021 419 105,582 U.S. Treasury and government agencies (a) 12,278 10 199 12,089 11,202 — 166 11,036 Obligations of U.S. states and municipalities 30,871 2,498 19 33,350 31,328 2,245 23 33,550 Certificates of deposit 52 1 — 53 282 1 — 283 Non-U.S. government debt securities 36,850 980 39 37,791 35,864 853 41 36,676 Corporate debt securities 8,091 81 121 8,051 12,464 142 170 12,436 Asset-backed securities: Collateralized loan obligations 31,374 42 272 31,144 31,146 52 191 31,007 Other 8,584 57 116 8,525 9,125 72 100 9,097 Total available-for-sale debt securities 230,518 6,061 1,100 235,479 235,391 5,386 1,110 239,667 Available-for-sale equity securities 1,893 19 — 1,912 2,067 20 — 2,087 Total available-for-sale securities $ 232,411 $ 6,080 $ 1,100 $ 237,391 $ 237,458 $ 5,406 $ 1,110 $ 241,754 Total Held-to-maturity debt securities (b) $ 47,932 $ 2,236 $ — $ 50,168 $ 49,073 $ 1,560 $ 46 $ 50,587 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $38.5 billion and $42.3 billion at March 31, 2016 , and December 31, 2015 , respectively, which were predominantly mortgage-related. (b) As of March 31, 2016 , consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $29.8 billion , MBS issued by U.S. government agencies with an amortized cost of $5.3 billion , obligations of U.S. states and municipalities with an amortized cost of $12.8 billion and CMBS with an amortized cost of $121 million . As of December 31, 2015, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $30.8 billion , MBS issued by U.S. government agencies with an amortized cost of $5.5 billion and obligations of U.S. states and municipalities with an amortized cost of $12.8 billion . Securities impairment The following tables present the fair value and gross unrealized losses for investment securities by aging category at March 31, 2016 , and December 31, 2015 . Securities with gross unrealized losses Less than 12 months 12 months or more March 31, 2016 (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 $ 1,706 $ 8 $ 873 $ 18 $ 2,579 $ 26 Residential: Prime and Alt-A 3,049 27 399 13 3,448 40 Subprime — — — — — — Non-U.S. 2,263 17 380 4 2,643 21 Commercial 11,299 226 1,429 21 12,728 247 Total mortgage-backed securities 18,317 278 3,081 56 21,398 334 U.S. Treasury and government agencies 11,435 199 — — 11,435 199 Obligations of U.S. states and municipalities 700 16 261 3 961 19 Certificates of deposit — — — — — — Non-U.S. government debt securities 2,490 37 262 2 2,752 39 Corporate debt securities 2,179 86 587 35 2,766 121 Asset-backed securities: Collateralized loan obligations 17,175 110 10,725 162 27,900 272 Other 4,126 76 971 40 5,097 116 Total available-for-sale debt securities 56,422 802 15,887 298 72,309 1,100 Available-for-sale equity securities — — — — — — Held-to-maturity securities — — — — — — Total securities with gross unrealized losses $ 56,422 $ 802 $ 15,887 $ 298 $ 72,309 $ 1,100 Securities with gross unrealized losses Less than 12 months 12 months or more December 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 $ 13,002 $ 95 $ 697 $ 11 $ 13,699 $ 106 Residential: Prime and Alt-A 5,147 51 238 6 5,385 57 Subprime — — — — — — Non-U.S. 2,021 12 167 1 2,188 13 Commercial 13,779 239 658 4 14,437 243 Total mortgage-backed securities 33,949 397 1,760 22 35,709 419 U.S. Treasury and government agencies 10,998 166 — — 10,998 166 Obligations of U.S. states and municipalities 1,676 18 205 5 1,881 23 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,267 26 367 15 3,634 41 Corporate debt securities 3,198 125 848 45 4,046 170 Asset-backed securities: Collateralized loan obligations 15,340 67 10,692 124 26,032 191 Other 4,284 60 1,005 40 5,289 100 Total available-for-sale debt securities 72,712 859 14,877 251 87,589 1,110 Available-for-sale equity securities — — — — — — Held-to-maturity securities 3,763 46 — — 3,763 46 Total securities with gross unrealized losses $ 76,475 $ 905 $ 14,877 $ 251 $ 91,352 $ 1,156 Gross unrealized losses The Firm has recognized the unrealized losses on securities it intends to sell as an other-than-temporary impairment (“OTTI”). The Firm does not intend to sell any of the remaining securities with an unrealized loss in AOCI as of March 31, 2016, 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 for which credit losses have been recognized in income, the Firm believes that the securities with an unrealized loss in AOCI as of March 31, 2016, are not other-than-temporarily impaired. For additional information on other-than-temporary impairment, see Note 12 of the JPMorgan Chase’s 2015 Annual Report. Securities gains and losses The following table presents realized gains and losses and OTTI losses from AFS securities that were recognized in income. Three months ended March 31, (in millions) 2016 2015 Realized gains $ 109 $ 92 Realized losses (47 ) (39 ) OTTI losses (11 ) (1 ) Net securities gains $ 51 $ 52 OTTI losses Credit-related losses recognized in income $ (1 ) $ (1 ) Securities the Firm intends to sell (10 ) — Total OTTI losses recognized in income $ (11 ) $ (1 ) Changes in the credit loss component of credit-impaired debt securities The cumulative credit loss component, including any changes therein, of OTTI losses that have been recognized in income related to AFS debt securities was not material as of and during the three month periods ended March 31, 2016 and 2015. Contractual maturities and yields The following table presents the amortized cost and estimated fair value at March 31, 2016 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity March 31, 2016 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years (c) Total Available-for-sale debt securities Mortgage-backed securities (a) Amortized cost $ 3,700 $ 7,996 $ 7,879 $ 82,843 $ 102,418 Fair value 3,718 8,121 8,121 84,516 104,476 Average yield (b) 1.54 % 1.89 % 3.02 % 3.12 % 2.96 % U.S. Treasury and government agencies Amortized cost $ — $ — $ 11,027 $ 1,251 $ 12,278 Fair value — — 10,897 1,192 12,089 Average yield (b) — % — % 0.57 % 0.55 % 0.57 % Obligations of U.S. states and municipalities Amortized cost $ 174 $ 778 $ 1,428 $ 28,491 $ 30,871 Fair value 174 800 1,516 30,860 33,350 Average yield (b) 5.26 % 3.98 % 5.39 % 6.59 % 6.46 % Certificates of deposit Amortized cost $ 52 $ — $ — $ — $ 52 Fair value 53 — — — 53 Average yield (b) 3.28 % — % — % — % 3.28 % Non-U.S. government debt securities Amortized cost $ 5,617 $ 12,438 $ 15,792 $ 3,003 $ 36,850 Fair value 5,628 12,721 16,369 3,073 37,791 Average yield (b) 3.09 % 1.73 % 0.97 % 0.71 % 1.53 % Corporate debt securities Amortized cost $ 2,138 $ 4,067 $ 1,741 $ 145 $ 8,091 Fair value 2,154 4,072 1,686 139 8,051 Average yield (b) 2.77 % 2.44 % 3.27 % 3.31 % 2.72 % Asset-backed securities Amortized cost $ 31 $ 873 $ 19,870 $ 19,184 $ 39,958 Fair value 31 882 19,733 19,023 39,669 Average yield (b) 0.55 % 1.74 % 2.06 % 2.10 % 2.07 % Total available-for-sale debt securities Amortized cost $ 11,712 $ 26,152 $ 57,737 $ 134,917 $ 230,518 Fair value 11,758 26,596 58,322 138,803 235,479 Average yield (b) 2.57 % 1.96 % 1.73 % 3.63 % 2.91 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 1,893 $ 1,893 Fair value — — — 1,912 1,912 Average yield (b) — % — % — % 0.35 % 0.35 % Total available-for-sale securities Amortized cost $ 11,712 $ 26,152 $ 57,737 $ 136,810 $ 232,411 Fair value 11,758 26,596 58,322 140,715 237,391 Average yield (b) 2.57 % 1.96 % 1.73 % 3.58 % 2.89 % Total held-to-maturity securities Amortized cost $ — $ — $ 1,039 $ 46,893 $ 47,932 Fair value — — 1,102 49,066 50,168 Average yield (b) — — % 5.00 % 3.99 % 4.01% (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at March 31, 2016 . (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 weighted-average life, which reflects anticipated future prepayments, is approximately 5 years for agency residential mortgage-backed securities, 2 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations.

Securities Financing Activities

Securities Financing Activities	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report. For further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected, see Note 4. For further information regarding assets pledged and collateral received in securities financing agreements, see Note 22. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements, as of March 31, 2016 and December 31, 2015. When the Firm has obtained an appropriate legal opinion with respect to the master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparties; this collateral also reduces, in the Firm’s view, the economic exposure with the counterparty. Such collateral, along with securities financing balances that do not meet relevant netting criteria under U.S. GAAP, is presented as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented below, if the Firm has an appropriate legal opinion with respect to the master netting agreement with the counterparty. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below, and related collateral does not reduce the amounts presented. March 31, 2016 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented in the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 415,729 $ (192,612 ) $ 223,117 $ (215,528 ) $ 7,589 Securities borrowed 102,937 — 102,937 (70,697 ) 32,240 Liabilities Securities sold under repurchase agreements $ 339,174 $ (192,612 ) $ 146,562 $ (130,629 ) $ 15,933 Securities loaned and other (a) 18,186 — 18,186 (17,990 ) 196 December 31, 2015 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented in the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 368,148 $ (156,258 ) $ 211,890 $ (206,774 ) $ 5,116 Securities borrowed 98,721 — 98,721 (65,081 ) 33,640 Liabilities Securities sold under repurchase agreements $ 290,044 $ (156,258 ) $ 133,786 $ (118,832 ) $ 14,954 Securities loaned and other (a) 22,556 — 22,556 (22,245 ) 311 (a) Includes securities-for-securities lending transactions of $4.6 billion and $4.4 billion at March 31, 2016 and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (b) Includes securities financing agreements accounted for at fair value. At March 31, 2016 and December 31, 2015, included securities purchased under resale agreements of $24.1 billion and $23.1 billion , respectively, securities borrowed of zero and $395 million , respectively, and securities sold under agreements to repurchase of $3.4 billion and $3.5 billion , respectively. There were no securities loaned accounted for at fair value in either period. (c) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related asset or liability with that counterparty. (d) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At March 31, 2016 and December 31, 2015, included $4.7 billion and $2.3 billion , respectively, of securities purchased under resale agreements; $29.8 billion and $31.3 billion , respectively, of securities borrowed; $14.0 billion and $12.6 billion , respectively, of securities sold under agreements to repurchase; and $46 million and $45 million , respectively, of securities loaned and other. The tables below present as of March 31, 2016, and December 31, 2015 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance March 31, 2016 December 31, 2015 (in millions) Securities sold under repurchase agreements Securities loaned and other (a) Securities sold under repurchase agreements Securities loaned and other (a) Mortgage-backed securities $ 19,259 $ — $ 12,790 $ — U.S. Treasury and government agencies 172,850 23 154,377 5 Obligations of U.S. states and municipalities 1,849 — 1,316 — Non-U.S. government debt 104,834 3,108 80,162 4,426 Corporate debt securities 22,082 110 21,286 78 Asset-backed securities 5,000 — 4,394 — Equity securities 13,300 14,945 15,719 18,047 Total $ 339,174 $ 18,186 $ 290,044 $ 22,556 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days March 31, 2016 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 146,383 $ 106,044 $ 39,026 $ 47,721 $ 339,174 Total securities loaned and other (a) 9,946 437 1,348 6,455 18,186 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 114,595 $ 100,082 $ 29,955 $ 45,412 $ 290,044 Total securities loaned and other (a) 8,320 708 793 12,735 22,556 (a) Includes securities-for-securities lending transactions of $4.6 billion and $4.4 billion at March 31, 2016, and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. Transfers not qualifying for sale accounting At March 31, 2016, and December 31, 2015, the Firm held $5.8 billion and $7.5 billion , respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets 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, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	Loans Loan accounting framework The accounting for a loan depends on management’s strategy for the loan, and on whether the loan was credit-impaired at the date of acquisition. The Firm accounts for loans based on the following categories: • Originated or purchased loans held-for-investment (i.e., “retained”), other than purchased credit-impaired (“PCI”) loans • Loans held-for-sale • Loans at fair value • PCI loans held-for-investment For a detailed discussion of loans, including accounting policies, see Note 14 of JPMorgan Chase ’s 2015 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 (a) Credit card Wholesale (f) Residential real estate – excluding PCI • Home equity (b) • Residential mortgage (c) Other consumer loans • Auto (d) • Business banking (d)(e) • Student and other Residential real estate – PCI • Home equity • Prime mortgage • Subprime mortgage • Option ARMs • Credit card loans • Commercial and industrial • Real estate • Financial institutions • Government agencies • Other (g) (a) Includes loans held in CCB, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. (b) Includes senior and junior lien home equity loans. (c) Includes Prime (including option adjustable rate mortgages (“ARMs”)) and subprime loans. (d) 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. (e) Predominantly includes Business Banking loans as well as deposit overdrafts. (f) 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. (g) Includes loans to: individuals; special-purpose entities (“SPEs”); holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report . The following tables summarize the Firm’s loan balances by portfolio segment. March 31, 2016 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 353,871 $ 126,012 $ 364,312 $ 844,195 (b) Held-for-sale 321 78 796 1,195 At fair value — — 1,923 1,923 Total $ 354,192 $ 126,090 $ 367,031 $ 847,313 December 31, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 344,355 $ 131,387 $ 357,050 $ 832,792 (b) Held-for-sale 466 76 1,104 1,646 At fair value — — 2,861 2,861 Total $ 344,821 $ 131,463 $ 361,015 $ 837,299 (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. These amounts were not material as of March 31, 2016 , and December 31, 2015 . 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. 2016 2015 Three months ended March 31, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,265 (a)(b) $ — $ 288 $ 1,553 $ 1,608 (a)(b) $ — $ 208 $ 1,816 Sales 760 — 1,664 2,424 1,736 — (c) 2,449 4,185 Retained loans reclassified to held-for-sale 65 — 489 554 18 — 320 338 (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) Excludes purchases of retained loans sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Such purchases were $8.7 billion and $11.2 billion for the three months ended March 31, 2016 and 2015 , respectively. (c) Prior period amounts have been revised to conform with current period presentation. 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) 2016 2015 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 53 $ 91 Credit card — 16 Wholesale (2 ) (6 ) Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 51 $ 101 (a) Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	Consumer, excluding credit card loan portfolio Consumer loans, excluding credit card loans, consist primarily of residential mortgages, home equity loans and lines of credit, auto loans, business banking loans, and student and other loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period, and certain payment-option loans 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, Residential real estate – excluding PCI Home equity $ 43,932 $ 45,559 Residential mortgage 176,106 166,239 Other consumer loans Auto 62,937 60,255 Business banking 21,370 21,208 Student and other 9,783 10,096 Residential real estate – PCI Home equity 14,522 14,989 Prime mortgage 8,594 8,893 Subprime mortgage 3,174 3,263 Option ARMs 13,453 13,853 Total retained loans $ 353,871 $ 344,355 For further information on consumer credit quality indicators, see Note 14 of JPMorgan Chase ’s 2015 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 (in millions, except ratios) Home equity (g) Residential mortgage (g) Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loan delinquency (a) Current $ 42,765 $ 44,299 $ 167,044 $ 156,463 $ 209,809 $ 200,762 30–149 days past due 626 708 3,596 4,042 4,222 4,750 150 or more days past due 541 552 5,466 5,734 6,007 6,286 Total retained loans $ 43,932 $ 45,559 $ 176,106 $ 166,239 $ 220,038 $ 211,798 % of 30+ days past due to total retained loans (b) 2.66 % 2.77 % 0.93 % 1.03 % 1.27 % 1.40 % 90 or more days past due and government guaranteed (c) $ — $ — $ 5,555 $ 6,056 $ 5,555 $ 6,056 Nonaccrual loans 2,153 2,191 2,423 2,503 4,576 4,694 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 129 $ 165 $ 55 $ 58 $ 184 $ 223 Less than 660 30 32 63 77 93 109 101% to 125% and refreshed FICO scores: Equal to or greater than 660 1,051 1,344 215 274 1,266 1,618 Less than 660 347 434 253 291 600 725 80% to 100% and refreshed FICO scores: Equal to or greater than 660 4,096 4,537 2,873 3,159 6,969 7,696 Less than 660 1,260 1,409 895 996 2,155 2,405 Less than 80% and refreshed FICO scores: Equal to or greater than 660 29,228 29,648 152,452 142,241 181,680 171,889 Less than 660 4,917 4,934 6,861 6,797 11,778 11,731 No FICO/LTV available 2,874 3,056 1,885 1,658 4,759 4,714 U.S. government-guaranteed — — 10,554 10,688 10,554 10,688 Total retained loans $ 43,932 $ 45,559 $ 176,106 $ 166,239 $ 220,038 $ 211,798 Geographic region California $ 8,618 $ 8,945 $ 51,353 $ 47,263 $ 59,971 $ 56,208 New York 8,810 9,147 22,435 21,462 31,245 30,609 Illinois 3,292 3,420 12,181 11,524 15,473 14,944 Texas 2,437 2,532 9,711 9,128 12,148 11,660 Florida 2,418 2,409 7,532 7,177 9,950 9,586 New Jersey 2,514 2,590 5,872 5,567 8,386 8,157 Washington 1,398 1,451 4,483 4,176 5,881 5,627 Arizona 2,053 2,143 3,338 3,155 5,391 5,298 Michigan 1,296 1,350 2,016 1,945 3,312 3,295 Ohio 1,587 1,652 1,302 1,247 2,889 2,899 All other (f) 9,509 9,920 55,883 53,595 65,392 63,515 Total retained loans $ 43,932 $ 45,559 $ 176,106 $ 166,239 $ 220,038 $ 211,798 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.1 billion and $2.6 billion ; 30 – 149 days past due included $2.8 billion and $3.2 billion ; and 150 or more days past due included $4.7 billion and $4.9 billion at March 31, 2016 , and December 31, 2015 , respectively. (b) At March 31, 2016 , and December 31, 2015 , Residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $7.5 billion and $8.1 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, were excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At March 31, 2016 , and December 31, 2015 , these balances included $3.2 billion and $3.4 billion , respectively, of loans that are no longer accruing interest based on the agreed-upon servicing guidelines. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate. There were no loans not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing at March 31, 2016 , and December 31, 2015 . (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. Current estimated combined loan-to-value (“LTV”) for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (e) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (f) At March 31, 2016 , and December 31, 2015 , included mortgage loans insured by U.S. government agencies of $10.6 billion and $10.7 billion , respectively. (g) Includes residential real estate loans to private banking clients in AM, for which the primary credit quality indicators are the borrower’s financial position and LTV. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of March 31, 2016 , and December 31, 2015 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 15,136 $ 17,050 1.38 % 1.57 % Beyond the revolving period 11,986 11,252 2.85 3.10 HELOANs 2,266 2,409 2.87 3.03 Total $ 29,388 $ 30,711 2.10 % 2.25 % (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 that allow 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 Firm’s allowance for loan losses. 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 2015 Annual Report . (in millions) Home equity Residential mortgage Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Impaired loans With an allowance $ 1,303 $ 1,293 $ 5,129 $ 5,243 $ 6,432 $ 6,536 Without an allowance (a) 1,059 1,065 1,401 1,447 2,460 2,512 Total impaired loans (b)(c) $ 2,362 $ 2,358 $ 6,530 $ 6,690 $ 8,892 $ 9,048 Allowance for loan losses related to impaired loans $ 167 $ 138 $ 90 $ 108 $ 257 $ 246 Unpaid principal balance of impaired loans (d) 3,957 3,960 8,896 9,082 12,853 13,042 Impaired loans on nonaccrual status (e) 1,211 1,220 1,883 1,957 3,094 3,177 (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, 2016 , Chapter 7 residential real estate loans included approximately 12% of home equity and 16% of residential mortgages that were 30 days or more past due. (b) At both March 31, 2016 , and December 31, 2015 , $3.8 billion 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, 2016 , and December 31, 2015 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans. (e) As of both March 31, 2016 , and December 31, 2015 , nonaccrual loans included $2.5 billion of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase ’s 2015 Annual Report . The following table presents average impaired loans and the related interest income reported by the Firm. Three months ended March 31, Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) (in millions) 2016 2015 2016 2015 2016 2015 Home equity $ 2,360 $ 2,393 $ 31 $ 33 $ 21 $ 22 Residential mortgage 6,615 8,876 78 96 19 23 Total residential real estate – excluding PCI $ 8,975 $ 11,269 $ 109 $ 129 $ 40 $ 45 (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 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, (in millions) 2016 2015 Home equity $ 126 $ 72 Residential mortgage 63 82 Total residential real estate – excluding PCI $ 189 $ 154 Nature and extent of modifications The U.S. Treasury’s Making Home Affordable (“MHA”) programs, 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, Total residential real estate - excluding PCI Home equity Residential mortgage 2016 2015 2016 2015 2016 2015 Number of loans approved for a trial modification 1,049 510 580 667 1,629 1,177 Number of loans permanently modified 1,692 770 732 850 2,424 1,620 Concession granted: (a) Interest rate reduction 66 % 76 % 74 % 68 % 68 % 72 % Term or payment extension 90 84 89 82 90 83 Principal and/or interest deferred 16 29 23 30 18 30 Principal forgiveness 9 5 25 30 14 18 Other (b) 1 — 18 10 6 5 (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, (in millions, except weighted-average data and number of loans Home equity Residential mortgage Total residential real estate – excluding PCI 2016 2015 2016 2015 2016 2015 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.03% 5.42% 5.51% 5.78% 5.28% 5.68% Weighted-average interest rate of loans with interest rate reductions – after TDR 2.42 2.42 2.83 2.74 2.64 2.64 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 18 18 25 25 21 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 33 38 37 38 36 Charge-offs recognized upon permanent modification $ 1 $ 1 $ 1 $ 2 $ 2 $ 3 Principal deferred 8 6 10 18 18 24 Principal forgiven 3 1 12 19 15 20 Balance of loans that redefaulted within one year of permanent modification (a) $ 10 $ 5 $ 26 $ 35 $ 36 $ 40 (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, 2016 , the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 9 years for home equity and 10 years for residential 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, 2016 , and December 31, 2015 , the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $1.1 billion and $1.2 billion , respectively, that were not included in real estate owned (“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, Loan delinquency (a) Current $ 62,343 $ 59,442 $ 21,047 $ 20,887 $ 9,186 $ 9,405 $ 92,576 $ 89,734 30–119 days past due 585 804 202 215 366 445 1,153 1,464 120 or more days past due 9 9 121 106 231 246 361 361 Total retained loans $ 62,937 $ 60,255 $ 21,370 $ 21,208 $ 9,783 $ 10,096 $ 94,090 $ 91,559 % of 30+ days past due to total retained loans 0.94 % 1.35 % 1.51 % 1.51 % 1.29 % (d) 1.63 % (d) 1.11 % (d) 1.42 % (d) 90 or more days past due and still accruing (b) $ — $ — $ — $ — $ 269 $ 290 $ 269 $ 290 Nonaccrual loans 102 116 290 263 196 242 588 621 Geographic region California $ 7,578 $ 7,186 $ 3,644 $ 3,530 $ 1,023 $ 1,051 $ 12,245 $ 11,767 New York 3,949 3,874 3,357 3,359 1,205 1,224 8,511 8,457 Illinois 3,914 3,678 1,511 1,459 651 679 6,076 5,816 Texas 6,768 6,457 2,569 2,622 814 839 10,151 9,918 Florida 3,066 2,843 951 941 501 516 4,518 4,300 New Jersey 2,032 1,998 492 500 347 366 2,871 2,864 Washington 1,162 1,135 269 264 206 212 1,637 1,611 Arizona 2,100 2,033 1,217 1,205 232 236 3,549 3,474 Michigan 1,528 1,550 1,359 1,361 396 415 3,283 3,326 Ohio 2,316 2,340 1,357 1,363 541 559 4,214 4,262 All other 28,524 27,161 4,644 4,604 3,867 3,999 37,035 35,764 Total retained loans $ 62,937 $ 60,255 $ 21,370 $ 21,208 $ 9,783 $ 10,096 $ 94,090 $ 91,559 Loans by risk ratings (c) Noncriticized $ 11,906 $ 11,277 $ 15,637 $ 15,505 NA NA $ 27,543 $ 26,782 Criticized performing 218 76 799 815 NA NA 1,017 891 Criticized nonaccrual — — 238 210 NA NA 238 210 (a) Student loan delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $3.8 billion and $3.8 billion ; 30 - 119 days past due included $256 million and $299 million ; and 120 or more days past due included $215 million and $227 million at March 31, 2016 , and December 31, 2015 , 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, 2016 , and December 31, 2015 , excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $471 million and $526 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, Impaired loans With an allowance $ 545 $ 527 Without an allowance (a) 31 31 Total impaired loans (b)(c) $ 576 $ 558 Allowance for loan losses related to impaired loans $ 114 $ 118 Unpaid principal balance of impaired loans (d) 685 668 Impaired loans on nonaccrual status 445 449 (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 $571 million and $587 million for the three months ended March 31, 2016 and 2015 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three months ended March 31, 2016 and 2015 . (d) Represents the contractual amount of principal owed at March 31, 2016 , and December 31, 2015 . 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 2015 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 for the three months ended March 31, 2016 and 2015. (in millions) March 31, December 31, Loans modified in TDRs (a)(b) $ 369 $ 384 TDRs on nonaccrual status 238 275 (a) The impact of these modifications was not material to the Firm for the three months ended March 31, 2016 and 2015 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of March 31, 2016 , and December 31, 2015 , 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 2015 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, Carrying value (a) $ 14,522 $ 14,989 $ 8,594 $ 8,893 $ 3,174 $ 3,263 $ 13,453 $ 13,853 $ 39,743 $ 40,998 Related allowance for loan losses (b) 1,708 1,708 938 985 — — 49 49 2,695 2,742 Loan delinquency (based on unpaid principal balance) Current $ 13,997 $ 14,387 $ 7,658 $ 7,894 $ 3,208 $ 3,232 $ 12,118 $ 12,370 $ 36,981 $ 37,883 30–149 days past due 285 322 407 424 385 439 635 711 1,712 1,896 150 or more days past due 571 633 556 601 334 380 1,150 1,272 2,611 2,886 Total loans $ 14,853 $ 15,342 $ 8,621 $ 8,919 $ 3,927 $ 4,051 $ 13,903 $ 14,353 $ 41,304 $ 42,665 % of 30+ days past due to total loans 5.76 % 6.22 % 11.17 % 11.49 % 18.31 % 20.22 % 12.84 % 13.82 % 10.47 % 11.21 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 116 $ 153 $ 9 $ 10 $ 7 $ 10 $ 16 $ 19 $ 148 $ 192 Less than 660 67 80 21 28 41 55 28 36 157 199 101% to 125% and refreshed FICO scores: Equal to or greater than 660 776 942 89 120 58 77 125 166 1,048 1,305 Less than 660 367 444 121 152 183 220 192 239 863 1,055 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,421 2,709 667 816 285 331 817 977 4,190 4,833 Less than 660 1,039 1,136 523 614 572 643 902 1,050 3,036 3,443 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 6,891 6,724 4,264 4,243 907 863 7,081 7,073 19,143 18,903 Less than 660 2,322 2,265 2,453 2,438 1,676 1,642 4,058 4,065 10,509 10,410 No FICO/LTV available 854 889 474 498 198 210 684 728 2,210 2,325 Total unpaid principal balance $ 14,853 $ 15,342 $ 8,621 $ 8,919 $ 3,927 $ 4,051 $ 13,903 $ 14,353 $ 41,304 $ 42,665 Geographic region (based on unpaid principal balance) California $ 8,917 $ 9,205 $ 5,008 $ 5,172 $ 979 $ 1,005 $ 7,870 $ 8,108 $ 22,774 $ 23,490 New York 767 788 559 580 386 400 785 813 2,497 2,581 Illinois 349 358 250 263 190 196 317 333 1,106 1,150 Texas 213 224 89 94 235 243 72 75 609 636 Florida 1,433 1,479 562 586 362 373 1,144 1,183 3,501 3,621 New Jersey 304 310 231 238 133 139 449 470 1,117 1,157 Washington 785 819 188 194 77 81 329 339 1,379 1,433 Arizona 273 281 139 143 74 76 199 203 685 703 Michigan 42 44 135 141 109 113 145 150 431 448 Ohio 16 17 43 45 61 62 55 61 175 185 All other 1,754 1,817 1,417 1,463 1,321 1,363 2,538 2,618 7,030 7,261 Total unpaid principal balance $ 14,853 $ 15,342 $ 8,621 $ 8,919 $ 3,927 $ 4,051 $ 13,903 $ 14,353 $ 41,304 $ 42,665 (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 23% 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 the unpaid principal balance as of March 31, 2016 , and December 31, 2015 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 4,277 $ 5,000 3.62 % 4.10 % Beyond the revolving period (c) 6,598 6,252 4.02 4.46 HELOANs 554 582 4.87 5.33 Total $ 11,429 $ 11,834 3.91 % 4.35 % (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, 2016 and 2015 , 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. Total PCI (in millions, except ratios) Three months ended March 31, 2016 2015 Beginning balance $ 13,491 $ 14,592 Accretion into interest income (407 ) (436 ) Changes in interest rates on variable-rate loans 76 6 Other changes in expected cash flows (a) (486 ) (128 ) Balance at March 31 $ 12,674 $ 14,034 Accretable yield percentage 4.35 % 4.14 % (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, 2016 and 2015 , 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, 2016 , and December 31, 2015 , the Firm had PCI residential real estate loans with an unpaid principal balance of $2.1 billion and $2.3 billion , respectively, that were not included in REO, but were in the process of active or suspended foreclosure.
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	Credit card loan portfolio The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) March 31, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 124,187 $ 129,502 30–89 days past due and still accruing 885 941 90 or more days past due and still accruing 940 944 Total retained credit card loans $ 126,012 $ 131,387 Loan delinquency ratios % of 30+ days past due to total retained loans 1.45 % 1.43 % % of 90+ days past due to total retained loans 0.75 0.72 Credit card loans by geographic region California $ 18,105 $ 18,802 Texas 11,517 11,847 New York 10,871 11,360 Florida 7,564 7,806 Illinois 7,319 7,655 New Jersey 5,603 5,879 Ohio 4,445 4,700 Pennsylvania 4,296 4,533 Michigan 3,365 3,562 Colorado 3,272 3,399 All other 49,655 51,844 Total retained credit card loans $ 126,012 $ 131,387 Percentage of portfolio based on carrying value with estimated refreshed FICO scores (a) Equal to or greater than 660 84.6 % 84.4 % Less than 660 14.0 13.1 No FICO available 1.4 2.5 (a) The current period percentage of portfolio based on carrying value with estimated refreshed FICO scores disclosures have been updated to reflect where the FICO score is unavailable. The prior period amounts have been revised to conform with the current presentation. 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 2015 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, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,217 $ 1,286 Modified credit card loans that have reverted to pre-modification payment terms (d) 164 179 Total impaired credit card loans (e) $ 1,381 $ 1,465 Allowance for loan losses related to impaired credit card loans $ 427 $ 460 (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, 2016 , and December 31, 2015 , $104 million and $113 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 $60 million and $66 million at March 31, 2016 , and December 31, 2015 , 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) 2016 2015 Average impaired credit card loans $ 1,436 $ 1,940 Interest income on impaired credit card loans 17 23 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 were $159 million and $178 million , for the three months ended March 31, 2016 and 2015 , respectively . For additional information about credit card loan modifications, see Note 14 of JPMorgan Chase ’s 2015 Annual Report . Financial effects of modifications and redefaults The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. (in millions, except weighted-average data) Three months ended March 31, 2016 2015 Weighted-average interest rate of loans – before TDR 15.48 % 15.16 % Weighted-average interest rate of loans – after TDR 4.76 4.29 Loans that redefaulted within one year of modification (a) $ 19 $ 22 (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 25.79% and 25.61% as of March 31, 2016 , and December 31, 2015 , respectively.
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	Wholesale loan portfolio Wholesale loans include loans made to a variety of customers, ranging from large corporate and institutional clients to high-net-worth individuals. The primary credit quality indicator for wholesale loans is the risk rating assigned each loan. For further information on these risk ratings, see Note 14 and Note 15 of JPMorgan Chase ’s 2015 Annual Report . The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment. Commercial and industrial Real estate Financial Government agencies Other (d) Total (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loans by risk ratings Investment-grade $ 63,651 $ 62,150 $ 77,064 $ 74,330 $ 21,558 $ 21,786 $ 11,457 $ 11,363 $ 95,963 $ 98,107 $ 269,693 $ 267,736 Noninvestment-grade: Noncriticized 47,501 45,632 17,652 17,008 6,943 7,667 449 256 11,861 11,390 84,406 81,953 Criticized performing 6,432 4,542 1,132 1,251 316 320 6 7 124 253 8,010 6,373 Criticized nonaccrual 1,722 608 253 231 11 10 — — 217 139 2,203 988 Total noninvestment- grade 55,655 50,782 19,037 18,490 7,270 7,997 455 263 12,202 11,782 94,619 89,314 Total retained loans $ 119,306 $ 112,932 $ 96,101 $ 92,820 $ 28,828 $ 29,783 $ 11,912 $ 11,626 $ 108,165 $ 109,889 $ 364,312 $ 357,050 % of total criticized exposure to total retained loans 6.83 % 4.56 % 1.44 % 1.60 % 1.13 % 1.11 % 0.05 % 0.06 % 0.32 % 0.36 % 2.80 % 2.06 % % of criticized nonaccrual to total retained loans 1.44 0.54 0.26 0.25 0.04 0.03 — — 0.20 0.13 0.60 0.28 Loans by geographic distribution (a) Total non-U.S. $ 32,037 $ 30,063 $ 3,231 $ 3,003 $ 16,405 $ 17,166 $ 1,929 $ 1,788 $ 42,272 $ 42,031 $ 95,874 $ 94,051 Total U.S. 87,269 82,869 92,870 89,817 12,423 12,617 9,983 9,838 65,893 67,858 268,438 262,999 Total retained loans $ 119,306 $ 112,932 $ 96,101 $ 92,820 $ 28,828 $ 29,783 $ 11,912 $ 11,626 $ 108,165 $ 109,889 $ 364,312 $ 357,050 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 117,203 $ 112,058 $ 95,680 $ 92,381 $ 28,761 $ 29,713 $ 11,909 $ 11,565 $ 106,852 $ 108,734 $ 360,405 $ 354,451 30–89 days past due and still accruing 360 259 161 193 32 49 1 55 936 988 1,490 1,544 90 or more days past due and still accruing (c) 21 7 7 15 24 11 2 6 160 28 214 67 Criticized nonaccrual 1,722 608 253 231 11 10 — — 217 139 2,203 988 Total retained loans $ 119,306 $ 112,932 $ 96,101 $ 92,820 $ 28,828 $ 29,783 $ 11,912 $ 11,626 $ 108,165 $ 109,889 $ 364,312 $ 357,050 (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 further discussion, see Note 14 of JPMorgan Chase ’s 2015 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Other includes: individuals; SPEs; holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report . 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 2015 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, Real estate retained loans $ 61,376 $ 60,290 $ 21,672 $ 20,062 $ 5,079 $ 4,920 $ 7,974 $ 7,548 $ 96,101 $ 92,820 Criticized exposure 553 520 730 844 34 43 68 75 1,385 1,482 % of total criticized exposure to total real estate retained loans 0.90 % 0.86 % 3.37 % 4.21 % 0.67 % 0.87 % 0.85 % 0.99 % 1.44 % 1.60 % Criticized nonaccrual $ 80 $ 85 $ 112 $ 100 $ — $ 1 $ 61 $ 45 $ 253 $ 231 % of criticized nonaccrual loans to total real estate retained loans 0.13 % 0.14 % 0.52 % 0.50 % — % 0.02 % 0.76 % 0.60 % 0.26 % 0.25 % Wholesale impaired loans and loan modifications Wholesale impaired loans consist 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 2015 Annual Report . The table below sets forth information about the Firm’s wholesale impaired loans. (in millions) Commercial and industrial Real estate Financial institutions Government agencies Other Total 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, Impaired loans With an allowance $ 1,555 $ 522 $ 177 $ 148 $ 11 $ 10 $ — $ — $ 125 $ 46 $ 1,868 $ 726 Without an allowance (a) 179 98 88 106 — — — — 95 94 362 298 Total impaired loans $ 1,734 $ 620 $ 265 $ 254 $ 11 $ 10 $ — $ — $ 220 $ 140 $ 2,230 (c) $ 1,024 (c) Allowance for loan losses related to impaired loans $ 491 $ 220 $ 20 $ 27 $ 3 $ 3 $ — $ — $ 51 $ 24 $ 565 $ 274 Unpaid principal balance of impaired loans (b) 1,863 669 412 363 12 13 — — 235 164 2,522 1,209 (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, 2016 , and December 31, 2015 . 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, largely consists of loans 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) 2016 2015 Commercial and industrial $ 1,123 $ 251 Real estate 233 268 Financial institutions 11 16 Government agencies — — Other 181 107 Total (a) $ 1,548 $ 642 (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, 2016 and 2015 . 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 $296 million and $208 million as of March 31, 2016 , and December 31, 2015 , respectively.

Allowance for Credit Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report . Allowance for credit losses and related information The table below summarizes information about the allowances for loan losses, and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. 2016 2015 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, $ 5,806 $ 3,434 $ 4,315 $ 13,555 7,050 $ 3,439 $ 3,696 $ 14,185 Gross charge-offs 365 923 69 1,357 440 883 29 1,352 Gross recoveries (145 ) (93 ) (9 ) (247 ) (176 ) (94 ) (30 ) (300 ) Net charge-offs/(recoveries) 220 830 60 1,110 264 789 (1 ) 1,052 Write-offs of PCI loans (a) 47 — — 47 55 — — 55 Provision for loan losses 221 830 545 1,596 141 789 58 988 Other — — — — — (5 ) 4 (1 ) Ending balance at March 31, $ 5,760 $ 3,434 $ 4,800 $ 13,994 $ 6,872 $ 3,434 $ 3,759 $ 14,065 Allowance for loan losses by impairment methodology Asset-specific (b) $ 371 $ 427 (c) $ 565 $ 1,363 $ 537 $ 458 (c) $ 115 $ 1,110 Formula-based 2,694 3,007 4,235 9,936 3,065 2,976 3,644 9,685 PCI 2,695 — — 2,695 3,270 — — 3,270 Total allowance for loan losses $ 5,760 $ 3,434 $ 4,800 $ 13,994 $ 6,872 $ 3,434 $ 3,759 $ 14,065 Loans by impairment methodology Asset-specific $ 9,468 $ 1,381 $ 2,230 $ 13,079 $ 11,414 $ 1,852 $ 743 $ 14,009 Formula-based 304,660 124,631 362,078 791,369 248,147 118,983 330,472 697,602 PCI 39,743 — 4 39,747 45,356 — 4 45,360 Total retained loans $ 353,871 $ 126,012 $ 364,312 $ 844,195 $ 304,917 $ 120,835 $ 331,219 $ 756,971 Impaired collateral-dependent loans Net charge-offs $ 21 $ — $ 1 $ 22 $ 16 $ — $ 1 $ 17 Loans measured at fair value of collateral less cost to sell 2,514 — 384 2,898 2,912 — 269 3,181 Allowance for lending-related commitments Beginning balance at January 1, $ 14 $ — $ 772 $ 786 $ 13 $ — $ 609 $ 622 Provision for lending-related commitments — — 228 228 1 — (30 ) (29 ) Ending balance at March 31, $ 14 $ — $ 1,000 $ 1,014 $ 14 $ — $ 579 $ 593 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 192 $ 192 $ — $ — $ 55 $ 55 Formula-based 14 — 808 822 14 — 524 538 Total allowance for lending-related commitments $ 14 $ — $ 1,000 $ 1,014 $ 14 $ — $ 579 $ 593 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 722 $ 722 $ — $ — $ 131 $ 131 Formula-based 60,744 532,224 366,744 959,712 60,151 533,511 355,373 949,035 Total lending-related commitments $ 60,744 $ 532,224 $ 367,466 $ 960,434 $ 60,151 $ 533,511 $ 355,504 $ 949,166 (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, 2016
Variable Interest Entities [Abstract]
Variable Interest Entities	Variable interest entities For a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs, see Note 1 of JPMorgan Chase’s 2015 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 122 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 122 – 124 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 122 – 124 Multi-seller conduits Investor intermediation activities: Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 124 Municipal bond vehicles 124 – 125 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 125 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 2015 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 126 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 interests 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 2015 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 127 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 127 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, 2016 (a) (in millions) 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 Securitization-related Residential mortgage: Prime/Alt-A and option ARMs $ 82,221 $ 1,322 $ 65,673 $ 266 $ 1,545 $ 1,811 Subprime 23,858 118 21,971 80 — 80 Commercial and other (b) 118,440 107 91,632 701 3,268 3,969 Total $ 224,519 $ 1,547 $ 179,276 $ 1,047 $ 4,813 $ 5,860 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2015 (a) (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets AFS securities Total interests held by JPMorgan Chase Securitization-related Residential mortgage: Prime/Alt-A and option ARMs $ 85,687 $ 1,400 $ 66,708 $ 393 $ 1,619 $ 2,013 Subprime 24,389 64 22,549 109 — 109 Commercial and other (b) 123,474 107 80,319 447 3,451 3,898 Total $ 233,550 $ 1,571 $ 169,576 $ 949 $ 5,070 $ 6,020 (a) Excludes U.S. government agency securitizations. See page 127 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 $312 million and $52 million , respectively, at March 31, 2016 , and $163 million and $73 million , respectively, at December 31, 2015 , 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, 2016 , and December 31, 2015 , 71% and 76% , respectively, of the Firm’s retained securitization interests, which are carried at fair value, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.7 billion and $1.9 billion of investment-grade and $85 million and $93 million of noninvestment-grade retained interests at March 31, 2016 , and December 31, 2015 , respectively. The retained interests in commercial and other securitizations trusts consisted of $3.7 billion and $3.7 billion of investment-grade and $296 million and $198 million of noninvestment-grade retained interests at March 31, 2016 , and December 31, 2015 , respectively. Residential mortgage For a more detailed description of the Firm’s involvement with residential mortgage securitizations, see Note 16 of JPMorgan Chase’s 2015 Annual Report . At March 31, 2016 , and December 31, 2015 , 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 126 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 2015 Annual Report . See the table on page 126 of this Note for more information on the consolidated commercial mortgage securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated securitizations. Re-securitizations For a more detailed description of JPMorgan Chase’s participation in certain re-securitization transactions, see Note 16 of JPMorgan Chase’s 2015 Annual Report . During the three months ended March 31, 2016 and 2015 , the Firm transferred $2.9 billion and $3.9 billion respectively of securities to agency VIEs, and zero and $472 million , respectively, of securities to private-label VIEs. As of March 31, 2016 , and December 31, 2015 , 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 $2.0 billion and $2.2 billion , respectively. At March 31, 2016 , and December 31, 2015 , the Firm held approximately $4.2 billion and $4.6 billion , respectively, of interests in nonconsolidated agency re-securitization entities. The Firm’s exposure to non-consolidated private-label re-securitization entities as of March 31, 2016 , and December 31, 2015 was not material. As of March 31, 2016 , and December 31, 2015 , the Firm did not consolidate any agency re-securitizations. As of March 31, 2016 , and December 31, 2015 , the Firm consolidated an insignificant amount of assets and liabilities of Firm-sponsored private-label re-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 2015 Annual Report . In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm -administered multi-seller conduits. The Firm held $18.6 billion and $15.7 billion of the commercial paper issued by the Firm -administered multi-seller conduits at March 31, 2016 , and December 31, 2015 , respectively. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. The Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm -administered multi-seller conduits. Deal-specific liquidity facilities, program-wide liquidity and credit enhancement provided by the Firm have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded portion of these commitments was $8.6 billion and $5.6 billion at March 31, 2016 , and December 31, 2015 , 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 2015 Annual Report . The Firm’s exposure to nonconsolidated municipal bond VIEs at March 31, 2016 , and December 31, 2015 , including the ratings profile of the VIEs’ assets, was as follows. (in millions) (a) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (b) Maximum exposure Nonconsolidated municipal bond vehicles March 31, 2016 $ 5,917 $ 3,260 $ 2,657 $ 3,260 December 31, 2015 6,937 3,794 3,143 3,794 Ratings profile of VIE assets (c) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade Noninvestment- grade (in millions, except where otherwise noted) (a) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- BB+ and below March 31, 2016 1,547 3,881 368 24 97 5,917 3.9 December 31, 2015 1,743 4,631 448 24 91 6,937 4.0 (a) Represents the excess 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. VIEs sponsored by third parties The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing 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, 2016 , and December 31, 2015 . Assets Liabilities March 31, 2016 (in millions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 40,388 $ 687 $ 41,075 $ 27,486 $ 15 $ 27,501 Firm-administered multi-seller conduits — 23,842 39 23,881 5,250 36 5,286 Municipal bond vehicles 3,443 — 7 3,450 3,327 1 3,328 Mortgage securitization entities (b) 784 586 25 1,395 720 616 1,336 Student loan securitization entities — 1,864 63 1,927 1,702 5 1,707 Other 607 — 2,702 3,309 188 116 304 Total $ 4,834 $ 66,680 $ 3,523 $ 75,037 $ 38,673 $ 789 $ 39,462 Assets Liabilities December 31, 2015 (in millions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 47,358 $ 718 $ 48,076 $ 27,906 $ 15 $ 27,921 Firm-administered multi-seller conduits — 24,388 37 24,425 8,724 19 8,743 Municipal bond vehicles 2,686 — 5 2,691 2,597 1 2,598 Mortgage securitization entities (b) 840 1,433 27 2,300 777 643 1,420 Student loan securitization entities — 1,925 62 1,987 1,760 5 1,765 Other 210 — 1,916 2,126 115 126 241 Total $ 3,736 $ 75,104 $ 2,765 $ 81,605 $ 41,879 $ 809 $ 42,688 (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 $30.1 billion and $30.6 billion at March 31, 2016 , and December 31, 2015 , respectively. The maturities of the long-term beneficial interests as of March 31, 2016 , were as follows: $8.7 billion under one year, $18.2 billion between one and five years, and $3.2 billion over five years, all respectively. (f) Includes liabilities classified as accounts payable and other liabilities in the Consolidated balance sheets. Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgage, credit card, 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 2015 Annual Report . Securitization activity The following table provides information related to the Firm’s securitization activities for the three months ended March 31, 2016 and 2015 , 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, 2016 2015 (in millions) (a) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ — $ 1,324 $ 1,312 $ 3,375 All cash flows during the period: Proceeds from new securitizations (b) $ — $ 1,311 $ 1,317 $ 3,369 Servicing fees collected 112 1 146 1 Purchases of previously transferred financial assets (or the underlying collateral) (c) 37 — — — Cash flows received on interests 94 273 70 79 (a) Excludes re-securitization transactions. (b) For the three months ended March 31, 2016 , there were no residential mortgage securitizations. 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, 2016 , $1.3 billion , of proceeds from commercial mortgage securitizations were received as securities classified in level 2. 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. All loans transferred into securitization vehicles during the three months ended March 31, 2016 and 2015 , were classified as trading assets; changes in fair value were recorded in principal transactions revenue, and there were no significant gains or losses associated with the securitization activity. (c) Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer clean-up calls. (d) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (e) Includes commercial and student loan securitizations. Loans and excess MSRs sold to U.S. government-sponsored enterprises (“U.S. 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 U.S. GSEs. These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying these transactions as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. See Note 29 of JPMorgan Chase’s 2015 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 U.S. GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities. Three months ended March 31, (in millions) 2016 2015 Carrying value of loans sold (a) $ 9,012 $ 12,139 Proceeds received from loan sales as cash 4 51 Proceeds from loans sales as securities (b) 8,955 12,029 Total proceeds received from loan sales (c) $ 8,959 $ 12,080 Gains on loan sales (d) $ 50 $ 91 (a) Predominantly i ncludes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt. (b) Excludes the value of MSRs retained upon the sale of loans. Gains on loan sales include the value of MSRs. (c) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. Options to repurchase delinquent loans In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 21 , the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm 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, 2016 , and December 31, 2015 , the Firm had recorded on its Consolidated balance sheets $10.8 billion and $11.1 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 $360 million and $343 million as of March 31, 2016 , and December 31, 2015 , 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 2015 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, 2016 , and December 31, 2015 . Liquidation losses Securitized assets 90 days past due Three months ended (in millions) Mar 31, Dec 31, Mar 31, Dec 31, 2016 2015 Securitized loans (a) Residential mortgage: Prime / Alt-A & option ARMs $ 65,673 $ 66,708 $ 7,879 $ 8,325 $ 340 $ 462 Subprime 21,971 22,549 5,156 5,448 322 354 Commercial and other 91,632 80,319 1,389 1,808 393 99 Total loans securitized (b) $ 179,276 $ 169,576 $ 14,424 $ 15,581 $ 1,055 $ 915 (a) Total assets held in securitization-related SPEs were $224.5 billion and $233.6 billion , respectively, at March 31, 2016 , and December 31, 2015 . The $179.3 billion and $169.6 billion , respectively, of loans securitized at March 31, 2016 , and December 31, 2015 , excluded: $43.7 billion and $62.4 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $1.5 billion and $1.6 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at March 31, 2016 , and December 31, 2015 . (b) Includes securitized loans that were previously recorded at fair value and classified as trading assets.

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report . The following table presents goodwill attributed to the business segments. (in millions) March 31, December 31, Consumer & Community Banking $ 30,814 $ 30,769 Corporate & Investment Bank 6,775 6,772 Commercial Banking 2,861 2,861 Asset Management 6,860 6,923 Total goodwill $ 47,310 $ 47,325 The following table presents changes in the carrying amount of goodwill. Three months ended March 31, (in millions) 2016 2015 Balance at beginning of period $ 47,325 $ 47,647 Changes during the period from: Business combinations — 8 Dispositions (a) (71 ) (101 ) Other (b) 56 (101 ) Balance at March 31, $ 47,310 $ 47,453 (a) During the three months ended March 31, 2016 , represents Asset Management goodwill, which was disposed of as part of Asset Management sales completed in March 2016. During the three months ended March 31, 2015 , represents Private Equity goodwill, which was disposed of as part of a Private Equity sale completed in January 2015. (b) Includes foreign currency translation adjustments and other tax-related adjustments. Goodwill Impairment testing For further description of the Firm’s goodwill impairment testing process, including the primary method used to estimate the fair value of the reporting units, and the assumptions used in the goodwill impairment test, see Impairment testing on pages 274–275 of JPMorgan Chase ’s 2015 Annual Report . Goodwill was not impaired at March 31, 2016 , or December 31, 2015 , nor was goodwill written off due to impairment during the three months ended March 31, 2016 or 2015. Declines in business performance, increases in credit losses, increases in equity capital requirements, as well as deterioration in economic or market conditions, adverse estimates of the impact of regulatory or legislative changes 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 2015 Annual Report and Note 3 of this Form 10-Q . The following table summarizes MSR activity for the three months ended March 31, 2016 and 2015 . As of or for the three months (in millions, except where otherwise noted) 2016 2015 Fair value at beginning of period $ 6,608 $ 7,436 MSR activity: Originations of MSRs 107 155 Purchase of MSRs — 1 Disposition of MSRs (a) (64 ) (157 ) Net additions 43 (1 ) Changes due to collection/realization of expected cash flows (241 ) (215 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) (762 ) (477 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 7 (10 ) Discount rates 7 (10 ) Prepayment model changes and other (c) (4 ) (82 ) Total changes in valuation due to other inputs and assumptions 10 (102 ) Total changes in valuation due to inputs and assumptions (752 ) (579 ) Fair value at March 31, $ 5,658 $ 6,641 Change in unrealized gains/(losses) included in income related to MSRs held at March 31, $ (752 ) $ (579 ) Contractual service fees, late fees and other ancillary fees included in income $ 561 $ 667 Third-party mortgage loans serviced at March 31, (in billions) $ 658 $ 728 Net servicer advances at March 31, (in billions) (d) $ 6.1 $ 7.9 (a) For the three months ended March 31, 2016 , 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, 2016 and 2015 . (b) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, 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. 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, 2016 and 2015 . Three months ended March 31, (in millions) 2016 2015 CCB mortgage fees and related income Net production revenue $ 162 $ 237 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 616 749 Changes in MSR asset fair value due to collection/realization of expected cash flows (240 ) (214 ) Total operating revenue 376 535 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (762 ) (476 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) 10 (102 ) Change in derivative fair value and other 881 510 Total risk management 129 (68 ) Total net mortgage servicing revenue 505 467 Total CCB mortgage fees and related income 667 704 All other — 1 Mortgage fees and related income $ 667 $ 705 (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, 2016 , and December 31, 2015 , 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, Weighted-average prepayment speed assumption (“CPR”) 12.07 % 9.81 % Impact on fair value of 10% adverse change $ (275 ) $ (275 ) Impact on fair value of 20% adverse change (534 ) (529 ) Weighted-average option adjusted spread 9.85 % 9.54 % Impact on fair value of 100 basis points adverse change $ (213 ) $ (258 ) Impact on fair value of 200 basis points adverse change (410 ) (498 ) 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.

Deposits

Deposits	3 Months Ended
	Mar. 31, 2016
Deposits [Abstract]
Deposits	Deposits For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2015 Annual Report. At March 31, 2016, and December 31, 2015, noninterest-bearing and interest-bearing deposits were as follows. (in millions) March 31, 2016 December 31, 2015 U.S. offices Noninterest-bearing $ 383,282 $ 392,721 Interest-bearing: Demand (a) 133,769 84,088 Savings (b) 510,544 486,043 Time (included $10,575, and $10,916 at fair value) (c) 51,354 92,873 Total interest-bearing deposits 695,667 663,004 Total deposits in U.S. offices 1,078,949 1,055,725 Non-U.S. offices Noninterest-bearing 20,913 18,921 Interest-bearing: Demand 167,025 154,773 Savings 1,329 2,157 Time (included $1,444 and $1,600 at fair value) (c) 53,600 48,139 Total interest-bearing deposits 221,954 205,069 Total deposits in non-U.S. offices 242,867 223,990 Total deposits $ 1,321,816 $ 1,279,715 (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 2015 Annual Report .

Earnings per Share

Earnings per Share	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report . The following table presents the calculation of basic and diluted EPS for the three months ended March 31, 2016 and 2015 . (in millions, except per share amounts) Three months ended 2016 2015 Basic earnings per share Net income $ 5,520 $ 5,914 Less: Preferred stock dividends 412 324 Net income applicable to common equity 5,108 5,590 Less: Dividends and undistributed earnings allocated to participating securities 117 138 Net income applicable to common stockholders $ 4,991 $ 5,452 Total weighted-average basic shares outstanding 3,669.9 3,725.3 Net income per share $ 1.36 $ 1.46 Diluted earnings per share Net income applicable to common stockholders $ 4,991 $ 5,452 Total weighted-average basic shares outstanding 3,669.9 3,725.3 Add: Employee stock options, SARs, warrants and PSUs (a) 27.0 32.2 Total weighted-average diluted shares outstanding (b) 3,696.9 3,757.5 Net income per share $ 1.35 $ 1.45 (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 not material for the three months ended March 31, 2016 and 1 million for the three months ended March 31, 2015 . (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 Comprehensive

Accumulated Other Comprehensive Income/(Loss)	3 Months Ended
	Mar. 31, 2016
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, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and DVA on fair value option elected liabilities. Effective January 1, 2016, the Firm adopted new accounting guidance related to the recognition and measurement of financial liabilities where the fair value option has been elected. This guidance requires the portion of the total change in fair value caused by changes in the Firm’s own credit risk (DVA) to be presented separately in other comprehensive income; previously these amounts were recognized in net income. The guidance was required to be applied as of the beginning of the fiscal year of adoption by means of a cumulative effect adjustment to the Consolidated balance sheets, which resulted in a reclassification from retained earnings to accumulated other comprehensive income. 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 DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2016 $ 2,629 $ (162 ) $ (44 ) $ (2,231 ) NA $ 192 Cumulative effect of change in accounting principle — — — — 154 154 Net change 425 (2 ) (70 ) 25 58 436 Balance at March 31, 2016 $ 3,054 $ (164 ) $ (114 ) $ (2,206 ) $ 212 $ 782 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 DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2015 $ 4,773 $ (147 ) $ (95 ) $ (2,342 ) NA $ 2,189 Net change 89 (10 ) 77 85 NA 241 Balance at March 31, 2015 $ 4,862 $ (157 ) $ (18 ) $ (2,257 ) NA $ 2,430 (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). 2016 2015 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 $ 732 $ (275 ) $ 457 $ 225 $ (104 ) $ 121 Reclassification adjustment for realized (gains)/losses included in net income (a) (51 ) 19 (32 ) (52 ) 20 (32 ) Net change 681 (256 ) 425 173 (84 ) 89 Translation adjustments (b) : Translation 589 (220 ) 369 (1,000 ) 378 (622 ) Hedges (590 ) 219 (371 ) 993 (381 ) 612 Net change (1 ) (1 ) (2 ) (7 ) (3 ) (10 ) Cash flow hedges: Net unrealized gains/(losses) arising during the period (167 ) 63 (104 ) (49 ) 18 (31 ) Reclassification adjustment for realized (gains)/losses included in net income (c)(d) 55 (21 ) 34 175 (67 ) 108 Net change (112 ) 42 (70 ) 126 (49 ) 77 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period (23 ) 9 (14 ) 60 (24 ) 36 Reclassification adjustments included in net income (e) : Amortization of net loss 64 (24 ) 40 71 (27 ) 44 Prior service costs/(credits) (9 ) 4 (5 ) (9 ) 3 (6 ) Foreign exchange and other 6 (2 ) 4 33 (22 ) 11 Net change 38 (13 ) 25 155 (70 ) 85 DVA on fair value option elected liabilities, net change: 92 (34 ) 58 NA NA NA Total other comprehensive income/(loss) $ 698 $ (262 ) $ 436 $ 447 $ (206 ) $ 241 (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. (d) In 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 . (e) The pretax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2016
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. Under the Basel Committee’s most recent capital framework (“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, (“Basel III Standardized”) and an advanced approach, (“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: 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 predominantly consists 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 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, Regulatory capital CET1 capital (a) $ 177,531 $ 175,398 $ 177,531 $ 175,398 Tier 1 capital 202,399 200,482 202,399 200,482 Total capital 236,954 234,413 226,190 224,616 Assets Risk-weighted 1,470,741 1,465,262 1,497,870 1,485,336 Adjusted average (b) 2,345,926 2,361,177 2,345,926 2,361,177 Capital ratios (c) CET1 12.1 % 12.0 % 11.9 % 11.8 % Tier 1 (a) 13.8 13.7 13.5 13.5 Total 16.1 16.0 15.1 15.1 Tier 1 leverage (d) 8.6 8.5 8.6 8.5 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, Regulatory capital CET1 capital (a) $ 170,985 $ 168,857 $ 170,985 $ 168,857 Tier 1 capital 171,229 169,222 171,229 169,222 Total capital 185,947 183,262 178,517 176,423 Assets Risk-weighted 1,309,694 1,264,056 1,291,998 1,249,607 Adjusted (b) 1,919,207 1,913,448 1,919,207 1,913,448 Capital ratios (c) CET1 13.1 % 13.4 % 13.2 % 13.5 % Tier 1 (a) 13.1 13.4 13.3 13.5 Total 14.2 14.5 13.8 14.1 Tier 1 leverage (d) 8.9 8.8 8.9 8.8 Chase Bank USA, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, Regulatory capital CET1 capital (a) $ 15,943 $ 15,419 $ 15,943 $ 15,419 Tier 1 capital 15,943 15,419 15,943 15,419 Total capital 21,856 21,418 20,593 20,069 Assets Risk-weighted 99,342 105,807 181,991 181,775 Adjusted (b) 133,100 134,152 133,100 134,152 Capital ratios (c) CET1 16.0 % 14.6 % 8.8 % 8.5 % Tier 1 (a) 16.0 14.6 8.8 8.5 Total 22.0 20.2 11.3 11.0 Tier 1 leverage (d) 12.0 11.5 12.0 11.5 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) acquired after December 31, 2013 which was not material as of March 31, 2016. (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for unrealized gains/(losses) on securities, less deductions for goodwill and other intangible assets, defined benefit pension plan assets, and deferred tax assets related to net operating loss and tax credit carryforwards. (c) For each of the risk-based capital ratios, 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 (the “Collins Floor”), as required by the Collins Amendment of the Dodd-Frank Act. (d) The Tier 1 leverage ratio is not a risk-based measure of capital. This ratio is calculated by dividing Tier 1 capital by adjusted average assets. (e) Asset and capital amounts for JPMorgan Chase ’s banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions. Note: Rating agencies allow measures of capital to be adjusted upward for deferred tax liabilities, which have resulted from both nontaxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from nontaxable business combinations totaling $100 million and $105 million at March 31, 2016 , and December 31, 2015 , respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $3.1 billion and $3.0 billion at March 31, 2016 , and December 31, 2015 , respectively. Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of CET1 , 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, 2016 . Minimum capital ratios Well-capitalized ratios BHC (a) IDI (b) BHC (c) IDI (d) Capital ratios CET1 6.25 % 5.125 % — % 6.5 % Tier 1 7.75 6.625 6.0 8.0 Total 9.75 8.625 10.0 10.0 Tier 1 leverage 4.0 4.0 — 5.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its national bank subsidiaries are subject. (a) Represents the transitional minimum capital ratios applicable to the Firm under Basel III at March 31, 2016. The CET1 minimum capital ratio includes 0.625% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 1.125% , resulting from the phase in of the Firm’s estimated 4.5% GSIB surcharge as of December 31, 2014 published by the Federal Reserve on July 20, 2015. (b) Represents requirements for JPMorgan Chase ’s banking subsidiaries. The CET1 minimum capital ratio includes 0.625% resulting from the phase in of the 2.5% capital conservation buffer that is applicable to the banking subsidiaries. The banking subsidiaries are not subject to the GSIB surcharge. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d) Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. As of March 31, 2016 , and December 31, 2015 , JPMorgan Chase and all of its banking subsidiaries were well-capitalized and met all capital requirements to which each was subject.

Off-balance Sheet Lending-relat

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments	3 Months Ended
	Mar. 31, 2016
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 2015 Annual Report . To provide for probable credit losses inherent in wholesale and certain consumer lending-related 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, 2016 , and December 31, 2015 . 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 (h) March 31, 2016 Dec 31, Mar 31, Dec 31, By remaining maturity (in millions) Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity $ 3,852 $ 7,304 $ 1,226 $ 10,072 $ 22,454 $ 22,756 $ — $ — Residential mortgage (a) 14,257 — — — 14,257 12,992 — — Auto 9,635 1,036 149 89 10,909 10,237 2 2 Business banking 11,577 808 131 461 12,977 12,351 12 12 Student and other 10 2 — 135 147 142 — — Total consumer, excluding credit card $ 39,331 $ 9,150 $ 1,506 $ 10,757 $ 60,744 $ 58,478 $ 14 $ 14 Credit card $ 532,224 $ — $ — $ — $ 532,224 $ 515,518 $ — $ — Total consumer (b) $ 571,555 $ 9,150 $ 1,506 $ 10,757 $ 592,968 $ 573,996 $ 14 $ 14 Wholesale: Other unfunded commitments to extend credit (c)(d) $ 84,759 $ 95,130 $ 138,588 $ 7,724 $ 326,201 $ 323,325 $ 843 $ 649 Standby letters of credit and other financial guarantees (c)(d) 17,151 12,605 5,216 2,968 37,940 39,133 612 548 Other letters of credit (c) 3,043 204 75 3 3,325 3,941 2 2 Total wholesale (e) $ 104,953 $ 107,939 $ 143,879 $ 10,695 $ 367,466 $ 366,399 $ 1,457 $ 1,199 Total lending-related $ 676,508 $ 117,089 $ 145,385 $ 21,452 $ 960,434 $ 940,395 $ 1,471 $ 1,213 Other guarantees and commitments Securities lending indemnification agreements and guarantees (f) $ 198,921 $ — $ — $ — $ 198,921 $ 183,329 $ — $ — Derivatives qualifying as guarantees 2,478 251 11,307 39,120 53,156 53,784 198 222 Unsettled reverse repurchase and securities borrowing agreements 62,371 — — — 62,371 42,482 — — Unsettled repurchase and securities lending agreements 61,720 — — — 61,720 21,798 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 148 148 Loans sold with recourse NA NA NA NA 3,979 4,274 73 82 Other guarantees and commitments (g) 443 2,656 1,057 1,518 5,674 5,580 (88 ) (94 ) (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, 2016 , and December 31, 2015 , reflects the contractual amount net of risk participations totaling $339 million and $385 million , respectively, for other unfunded commitments to extend credit; $11.3 billion and $11.2 billion , respectively, for standby letters of credit and other financial guarantees; and $395 million and $341 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, 2016 , and December 31, 2015 , included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $12.2 billion and $12.3 billion , respectively, within other unfunded commitments to extend credit; and $9.2 billion and $9.6 billion , respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; see Note 15 . (e) At March 31, 2016 , and December 31, 2015 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 78% and 77% , respectively. (f) At March 31, 2016 , and December 31, 2015 , collateral held by the Firm in support of securities lending indemnification agreements was $206.3 billion and $190.6 billion , respectively. Securities lending collateral consists of 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. (g) At March 31, 2016 , and December 31, 2015 , included unfunded commitments of $49 million and $50 million , respectively, to third-party private equity funds; and $830 million and $871 million , at March 31, 2016 , and December 31, 2015 , respectively, to other equity investments. These commitments included $70 million and $73 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3 . In addition, at both March 31, 2016 , and December 31, 2015 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.6 billion . (h) 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 consist of 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. The Firm also issues commitments under multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. Also included in other unfunded commitments to extend credit are commitments to noninvestment-grade counterparties in connection with leveraged finance activities, which were $35.5 billion and $32.1 billion at March 31, 2016 , and December 31, 2015 , respectively. 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 both March 31, 2016 , and December 31, 2015 , the secured clearance advance facility maximum outstanding commitment amount was $2.9 billion . 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 following table summarizes the standby letters of credit and other letters of credit arrangements as of March 31, 2016 , and December 31, 2015 . Standby letters of credit, other financial guarantees and other letters of credit March 31, 2016 December 31, 2015 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 30,383 $ 2,640 $ 31,751 $ 3,290 Noninvestment-grade (a) 7,557 685 7,382 651 Total contractual amount $ 37,940 $ 3,325 $ 39,133 $ 3,941 Allowance for lending-related commitments $ 155 $ 2 $ 121 $ 2 Guarantee liability 457 — 427 — Total carrying value $ 612 $ 2 $ 548 $ 2 Commitments with collateral $ 18,874 $ 975 $ 18,825 $ 996 (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 2015 Annual Report . The total notional value of the derivatives that the Firm deems to be guarantees was $53.2 billion and $53.8 billion at March 31, 2016 , and December 31, 2015 , 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 $28.5 billion and $28.4 billion at March 31, 2016 , and December 31, 2015 , respectively, and the maximum exposure to loss was $3.0 billion at both March 31, 2016 , and December 31, 2015 . 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 $212 million and $236 million at March 31, 2016 , and December 31, 2015 , respectively, and derivative receivables of $14 million at both March 31, 2016 , and December 31, 2015 . 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 In connection with the Firm’s mortgage loan sale and securitization activities with GSEs and in certain private label transactions, the Firm has made representations and warranties that the loans sold meet certain requirements that may require the Firm to repurchase mortgage loans and/or indemnify the loan purchaser. Further, although the Firm’s securitizations are predominantly nonrecourse, the Firm does provide recourse servicing in certain limited cases where it agrees to share credit risk with the owner of the mortgage loans. For additional information, see Note 29 of JPMorgan Chase’s 2015 Annual Report. 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 2015 Annual Report. Other off-balance sheet arrangements Guarantees of subsidiary JPMorgan Chase Financial Company LLC (“JPMFC”), a direct, 100% -owned finance subsidiary of JPMorgan Chase & Co. (the “Parent Company”), was formed on September 30, 2015, for the purpose of issuing debt and other securities in offerings to investors. Any securities issued by JPMFC will be fully and unconditionally guaranteed by the Parent Company, and these guarantees will rank on a parity with the Firm’s unsecured and unsubordinated indebtedness. As of March 31, 2016, no securities had been issued by JPMFC.

Pledged Assets and Collateral

Pledged Assets and Collateral	3 Months Ended
	Mar. 31, 2016
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 2015 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, and to cover customer short sales. Certain of these pledged assets may be sold or repledged or otherwise used by the secured parties and are identified as financial instruments owned (pledged to various parties) on the Consolidated balance sheets. At March 31, 2016 , and December 31, 2015 , the Firm had pledged assets of $396.6 billion and $385.6 billion , respectively, at Federal Reserve Banks and Federal Home Loan Banks (“FHLBs”). In addition, as of March 31, 2016 , and December 31, 2015 , the Firm had pledged $54.8 billion and $50.7 billion , respectively, of financial assets that may not be sold or repledged or otherwise used 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 2015 Annual Report . Collateral At March 31, 2016 , and December 31, 2015 , the Firm had accepted financial assets as collateral that it could sell or repledge, deliver or otherwise use with a fair value of $808.2 billion and $748.5 billion , respectively. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Of the collateral received, $643.2 billion and $580.9 billion , respectively, were sold, repledged, delivered or otherwise used. Collateral was generally used under repurchase agreements, securities lending agreements or to cover customer short sales and to collateralize deposits and derivative agreements.

Litigation

Litigation	3 Months Ended
	Mar. 31, 2016
Litigation [Abstract]
Litigation	Litigation Contingencies As of March 31, 2016 , the Firm and its subsidiaries and affiliates 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 $3.5 billion at March 31, 2016 . This estimated aggregate range of reasonably possible losses was 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 matters, the Firm does not believe that such an estimate can be made, as of that date. 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 significantly. Set forth below are descriptions of the Firm’s material legal proceedings. Auto Dealer Regulatory Matter. The U.S. Department of Justice (“DOJ”) is investigating potential statistical disparities in markups charged to borrowers of 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 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”). A settlement of the shareholder class action, under which the Firm will pay $150 million , has been preliminarily approved by the court. The putative ERISA class action has been dismissed, and the plaintiffs are appealing that dismissal. All of the shareholder derivative actions have been dismissed. Credit Default Swaps Investigations and Litigation. The Firm and other defendants have entered separate agreements to settle a consolidated class action filed in the United States District Court for the Southern District of New York on behalf of purchasers and sellers of credit default swaps (“CDS”). The complaint alleged that the defendant investment banks and dealers, including the Firm, as well as Markit Group Limited and/or the International Swaps and Derivatives Association, collectively prevented new entrants into the market for exchange-traded CDS products. These settlements have been approved by the Court. 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 and inquiries by other, non-U.S. government authorities, including competition authorities, remain ongoing, and the Firm is cooperating with those matters. The Firm is also one of a number of foreign exchange dealers defending a class action filed in the United States District Court for the Southern District of New York by U.S.-based plaintiffs, principally alleging violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates (the “U.S. class action”). In January 2015, the Firm entered into a settlement agreement in the U.S. class action. Following this settlement, a number of additional putative class actions were filed seeking damages for persons who transacted FX futures and options on futures (the “exchanged-based actions”), consumers who purchased foreign currencies at allegedly inflated rates (the “consumer actions”), and participants or beneficiaries of qualified ERISA plans (the “ERISA actions”). Since then, the Firm has entered into a revised settlement agreement to resolve the consolidated U.S. class action, including the exchange-based actions, and that agreement has been preliminarily approved by the Court. The consumer actions and ERISA actions remain pending. In September 2015, two class actions were filed in Canada against the Firm as well as a number of other FX dealers, principally for alleged violations of the Canadian Competition Act based on an alleged conspiracy to fix the prices of currency purchased in the FX market. The first action was filed in the province of Ontario, and seeks to represent all persons in Canada who transacted any FX instrument. The second action seeks to represent only those persons in Quebec who engaged in FX transactions. 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 January 2015, the United States Court of Appeals for the Second Circuit 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. The proceedings in the Bankruptcy Court continue 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 that was unaffected by the filing of the termination statement at issue. In addition, certain Term Loan lenders filed cross-claims against JPMorgan Chase Bank, N.A. in the Bankruptcy Court seeking indemnification and asserting various claims. 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 District Court granted final approval of the settlement. A number of merchants appealed to the United States Court of Appeals for the Second Circuit, and oral argument was held in September 2015. Certain merchants and trade associations have also filed a motion with the District Court seeking to set aside the approval of the class settlement on the basis of alleged improper communications between one of MasterCard’s former outside counsel and one of plaintiffs’ outside counsel. That motion remains pending. 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, and those actions are proceeding. Investment Management Litigation. The Firm is defending two pending cases that are being coordinated for pre-trial purposes, alleging 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 total losses of more than $1 billion in market value of these securities. Discovery has been completed. In January 2016, plaintiffs filed a joint partial motion for summary judgment in the coordinated actions, which JPMIM has opposed. 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 asserted both federal bankruptcy law and state common law claims, and sought, 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 sought unspecified damages on the grounds that JPMorgan Chase Bank, N.A.’s collateral requests hastened LBHI’s bankruptcy. The Bankruptcy Court dismissed the claims in the amended complaint that sought to void the allegedly constructively fraudulent and preferential transfers made to the Firm during September 2008, but did not dismiss the other claims, including claims for duress and fraud. The Firm filed counterclaims against LBHI, including 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. In September 2015, the District Court, to which the case had been transferred from the Bankruptcy Court, granted summary judgment in favor of JPMorgan Chase Bank, N.A. on most of the claims against it that the Bankruptcy Court had not previously dismissed, including the claims for duress and fraud. The District Court also denied LBHI’s motion for summary judgment on certain of its claims and for dismissal of the Firm’s counterclaims. The claims that remained following the District Court’s ruling challenged the propriety of the Firm’s post-petition payment, from collateral posted by LBHI, of approximately $1.9 billion of derivatives, repo and securities lending claims. In the Bankruptcy Court proceedings, LBHI and several of its subsidiaries that had been Chapter 11 debtors had 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. In January 2015, LBHI filed claims objections with respect to guaranty claims asserted by the Firm arising from close-outs of derivatives transactions with LBI and one of its affiliates, and a claim objection with respect to derivatives close-out claims acquired by the Firm in the Washington Mutual transaction. In January 2016, the parties reached an agreement, approved by the Bankruptcy Court, under which the Firm will pay $1.42 billion to settle all of the claims, counterclaims and claims objections, including all appeal rights, except for the claims specified in the following paragraph. One pro se objector sought to appeal the settlement, and the United States Court of Appeals for the Second Circuit dismissed his appeal. The settlement did not resolve the following remaining matters: In the Bankruptcy Court proceedings, LBHI and the Committee 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. In January 2015, LBHI brought two claims objections relating to securities lending claims and a group of other smaller claims. Discovery with respect to these objections is ongoing. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has received subpoenas and requests for documents and, in some cases, interviews, from federal and state agencies and entities, including the DOJ, the U.S. Commodity Futures Trading Commission (“CFTC”), the U.S. Securities and Exchange Commission (“SEC”) and various state attorneys general, as well as the European Commission (“EC”), the UK Financial Conduct Authority (“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 processes for the setting of U.S. dollar ISDAFIX rates and 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. As previously reported, the Firm has resolved EC inquiries relating to Yen LIBOR and Swiss Franc 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 and made oral representations. Other inquiries have been discontinued without any action against JPMorgan Chase, including by the FCA and the Canadian Competition Bureau. In addition, the Firm has been named as a defendant along with other banks in a series of individual and putative 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. These matters are in various stages of litigation. 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. The Court dismissed certain claims, including the antitrust claims, and permitted other claims under the Commodity Exchange Act and common law to proceed. Certain plaintiffs appealed the dismissal of the antitrust claims, and the United States Court of Appeals for the Second Circuit heard oral argument on the appeal in November 2015. The Firm is 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. Madoff Litigation. Various subsidiaries of the Firm, including J.P. Morgan Securities plc, had 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 sought to recover payments made by the funds to defendants totaling approximately $155 million . All of these actions have been dismissed. A putative class action was 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 a prior class action settlement. These plaintiffs allege violations of the federal securities law, as well as other state and federal claims. A similar action was filed in the United States District Court for the Middle District of Florida, although it was not styled as a class action, and included claims pursuant to Florida statutes. The Florida court granted the Firm’s motion to dismiss the case in September 2015. The plaintiffs have filed an appeal, which is pending. In addition, the same plaintiffs have re-filed their dismissed state claims in Florida state court. The New Jersey court granted the transfer motion to the Southern District of New York, and the Firm has moved to dismiss the case pending in New York. Three shareholder derivative actions have also been filed in New York federal and state court against the Firm, as nominal defendant, and certain of its current and former Board members, alleging breach of fiduciary duty in connection with the Firm’s relationship with Bernard Madoff and the alleged failure to maintain effective internal controls to detect fraudulent transactions. All three actions have been dismissed. The plaintiff in one action did not appeal, the dismissal has been affirmed on appeal in another action, and one appeal remains pending. Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations. The Firm 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 actions by individual MBS purchasers and by trustees for MBS trusts. Following the settlements referred to below, there are currently pending and tolled investor claims involving MBS with an original principal balance of approximately $3.6 billion , of which $2.1 billion involves JPMC, Bear Stearns or Washington Mutual as issuer and $1.5 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. Issuer Litigation – Individual Purchaser 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). The Firm has settled a number of these actions. Several actions remain pending in federal and state courts across the U.S. 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. Repurchase Litigation . The Firm is defending a number of actions brought by trustees, securities administrators or master servicers of various MBS trusts 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 330 MBS trusts created between 2005 and 2008. The offer does not resolve claims relating to Washington Mutual MBS. The 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. An investor in some of the trusts for which the settlement has been accepted has intervened in the judicial approval proceeding to challenge the trustees’ allocation of the settlement to the trusts. The judicial approval hearing was held in January 2016, and the parties are awaiting a decision. Separately, in October 2015, JPMC reached agreements to resolve repurchase and servicing claims for four trusts among the 16 that were previously excluded from the trustee settlement. In December 2015, the court approved the trustees’ decision to accept these separate settlements. The trustees are seeking to obtain certain remaining approvals necessary to effectuate these settlements. Additional actions have been filed against third-party trustees that relate to loan repurchase and servicing claims involving trusts sponsored by JPMC, Bear Stearns and Washington Mutual. 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. The New York actions have been dismissed, and the California action remains pending. Government Enforcement Investigations and Litigation . The Firm is responding to an ongoing investigation being conducted by the DOJ’s Criminal Division and two United States Attorney’s Offices 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 the DOJ, including the United States Attorney’s Office for the District of Connecticut, and by 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 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 and Equal Credit Opportunity Act in connection with its mortgage lending practices. In addition, three municipalities have commenced litigation against the Firm alleging violations of an unfair competition law or the Fair Housing Act. The municipalities seek, among other things, civil penalties for the unfair competition claim, and, for the Fair Housing Act claims, damages resulting from lost tax revenue and increased municipal costs associated with foreclosed properties. One of the municipal actions has been stayed, a motion to dismiss has been granted in another action, and a stay in the remaining action has been lifted. 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 (collectively, the “Bankruptcy Trustee”) to resolve issues relating to mortgage payment change notices and escrow statements in bankruptcy proceedings. The Bankruptcy Trustee continues to review certain issues relating to mortgage payment change notices. In January 2016, the OCC determined that, among other things, the mortgage payment change notices issues that were the subject of the settlement with the Bankruptcy Trustee violated the 2011 mortgage servicing-related consent order entered into by JPMorgan Chase Bank, N.A. and the OCC (as amended in 2013 and 2015), and assessed a $48 million civil money penalty. The OCC concurrently terminated that consent order. Municipal Derivatives Litigation. Several civil actions were commenced in New York and Alabama courts against the Firm relating to certain Jefferson County, Alabama (the “County”) warrant underwritings and swap transactions. The claims in the civil actions generally alleged that the Firm made payments to certain third parties in exchange for being chosen to underwrite more than $3 billion in warrants issued by the County and to act as the counterparty for certain swaps executed by the County. The County filed for bankruptcy in November 2011. In June 2013, the County filed a Chapter 9 Plan of Adjustment, as amended (the “Plan of Adjustment”), which provided that all the above-described actions against the Firm would be released and dismissed with prejudice. In November 2013, the Bankruptcy Court confirmed the Plan of Adjustment, and in December 2013, certain sewer rate payers filed an appeal challenging the confirmation of the Plan of Adjustment. All conditions to the Plan of Adjustment’s effectiveness, including the dismissal of the actions against the Firm, were satisfied or waived and the transactions contemplated by the Plan of Adjustment occurred in December 2013. Accordingly, all the above-described actions against the Firm have been dismissed pursuant to the terms of the Plan of Adjustment. The appeal of the Bankruptcy Court’s order confirming the Plan of Adjustment remains pending. Petters Bankruptcy and Related Matters. JPMorgan Chase and certain of its affiliates, including One Equity Partners (“OEP”), have been named as defendants in several actions filed in connection with the receivership and bankruptcy proceedings pertaining to Thomas J. Petters and certain affiliated entities (collectively, “Petters”) and the Polaroid Corporation. The principal actions against JPMorgan Chase and its affiliates have been brought by a court-appointed receiver for Petters and the trustees in bankruptcy proceedings for three Petters entities. These actions generally seek to avoid certain 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. Proprietary Products Investigations and Litigation. In December 2015, JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to a settlement with the SEC, and JPMorgan Chase Bank, N.A. agreed to a settlement with the CFTC, regarding disclosures to clients concerning conflicts associated with the Firm’s sale and use of proprietary products, such as J.P. Morgan mutual funds, in the Firm’s wealth management businesses, and the U.S. Private Bank’s disclosures concerning the use of hedge funds that pay placement agent fees to JPMorgan Chase broker-dealer affiliates. The Firm continues to cooperate with inquiries from other government authorities concerning disclosure of conflicts associated with the Firm’s sale and use of proprietary products. A putative class action filed in the United States District Court for the Northern District of Illinois on behalf of financial advisory clients from 2007 to the present whose funds were invested in proprietary funds and who were charged investment management fees, was dismissed by the Court. Plaintiffs’ appeal of the dismissal is pending. Referral Hiring Practices Investigations. Various regulators, including the DOJ’s Criminal Division as well as the SEC, 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. 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. In June 2015, the court ruled in favor of JPMorgan Chase Bank, N.A. on the question of whether the Firm or the FDIC bears responsibility for Washington Mutual Bank’s repurchase obligations, holding that JPMorgan Chase Bank, N.A. assumed only those liabilities that were reflected on Washington Mutual Bank’s financial accounting records as of September 25, 2008, and only up to the amount of the book value reflected therein. The FDIC is appealing that ruling and the case has otherwise been stayed pending the outcome of that appeal. 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. JPMorgan Chase and the FDIC moved to dismiss the remaining claim and the Court dismissed the case with prejudice. The plaintiffs have confirmed they will not seek an appeal. JPMorgan Chase has also filed complaints in the United States District Court for the District of Columbia against the FDIC, in its corporate capacity as well as in its capacity as receiver for Washington Mutual Bank, asserting multiple claims for indemnification under the terms of the Purchase & Assumption Agreement betwee

Business Segments

Business Segments	3 Months Ended
	Mar. 31, 2016
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 16 , and pages 83-84, and Note 33 of JPMorgan Chase’s 2015 Annual Report. Segment results The accompanying tables provide a summary of the Firm’s segment results for the three months ended March 31, 2016 and 2015, 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 from year-to-year 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. The line of business equity allocations are updated as refinements are implemented. Each business segment is allocated capital by taking into consideration stand-alone peer comparisons, regulatory capital requirements (as estimated under Basel III Advanced Fully Phased-In rules) and economic risk. The amount of capital assigned to each business is referred to as equity. Segment results and reconciliation (a) As of or for the three months ended March 31, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset Management 2016 2015 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 3,806 $ 3,736 $ 5,534 $ 7,074 $ 556 $ 636 $ 2,245 $ 2,384 Net interest income 7,311 6,968 2,601 2,508 1,247 1,106 727 621 Total net revenue 11,117 10,704 8,135 9,582 1,803 1,742 2,972 3,005 Provision for credit losses 1,050 930 459 (31 ) 304 61 13 4 Noninterest expense 6,088 6,190 4,808 5,657 713 709 2,075 2,175 Income before income tax expense 3,979 3,584 2,868 3,956 786 972 884 826 Income tax expense 1,489 1,365 889 1,419 290 374 297 324 Net income $ 2,490 $ 2,219 $ 1,979 $ 2,537 $ 496 $ 598 $ 587 $ 502 Average common equity $ 51,000 $ 51,000 $ 64,000 $ 62,000 $ 16,000 $ 14,000 $ 9,000 $ 9,000 Total assets 505,071 455,624 801,053 854,275 204,602 197,931 131,276 126,233 Return on common equity 19% 17% 11% 16% 11% 17% 25% 22% Overhead ratio 55 58 59 59 40 41 70 72 As of or for the three months ended March 31, (in millions, except ratios) Corporate Reconciling Items (a) Total 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 269 $ 40 $ (551 ) $ (481 ) $ 11,859 $ 13,389 Net interest income (213 ) (253 ) (293 ) $ (273 ) 11,380 10,677 Total net revenue 56 (213 ) (844 ) $ (754 ) 23,239 24,066 Provision for credit losses (2 ) (5 ) — — 1,824 959 Noninterest expense 153 152 — — 13,837 14,883 Income/(loss) before income tax expense/(benefit) (95 ) (360 ) (844 ) (754 ) 7,578 8,224 Income tax expense/(benefit) (63 ) (418 ) (844 ) (754 ) 2,058 2,310 Net income/(loss) $ (32 ) $ 58 $ — $ — $ 5,520 $ 5,914 Average common equity $ 81,561 $ 76,352 $ — $ — $ 221,561 $ 212,352 Total assets 781,806 942,556 NA NA 2,423,808 2,576,619 Return on common equity NM NM NM NM 9 % 11 % Overhead ratio NM NM NM NM 60 62 (a) Segment managed results reflect revenue on an 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, 2016
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.
Consolidation policy	The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a VIE. Effective January 1, 2016, the Firm adopted new accounting guidance related to the consolidation of legal entities such as limited partnerships, limited liability corporations, and securitization structures. The guidance eliminated the deferral issued by the Financial Accounting Standards Board (“FASB”) in February 2010 of the accounting guidance for VIEs for certain investment funds, including mutual funds, private equity funds and hedge funds. In addition, the guidance amends the evaluation of fees paid to a decision-maker or a service provider, and exempts certain money market funds from consolidation. Furthermore, asset management funds structured as limited partnerships or certain limited liability companies are now evaluated for consolidation as voting interest entities if the non-managing partners or members have the ability to remove the Firm as the general partner or managing member without cause (i.e., kick-out rights) based on a simple majority vote. Accordingly, the Firm does not consolidate these voting interest entities. However, in the limited cases where the non-managing partners or members do not have substantive kick-out or participating rights, the Firm evaluates the funds as VIEs and consolidates if it is the general partner or managing member and has a potentially significant variable interest. There was no material impact on the Firm’s Consolidated Financial Statements upon adoption of this accounting guidance. For a further description of JPMorgan Chase’s accounting policies regarding consolidation, see Notes 1 and 16 of JPMorgan Chase’s 2015 Annual Report.
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 Consolidated balance sheets 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 2015 Annual Report.
Loan securitizations policy	The Firm has securitized and sold 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 2015 Annual Report .

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	3 Months Ended
	Mar. 31, 2016
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, 2016 , and December 31, 2015 , 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, 2016 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 24,118 $ 4 $ — $ 24,122 Securities borrowed — — — — — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 35 31,398 650 — 32,083 Residential – nonagency — 1,318 186 — 1,504 Commercial – nonagency — 1,365 195 — 1,560 Total mortgage-backed securities 35 34,081 1,031 — 35,147 U.S. Treasury and government agencies (a) 21,861 5,399 — — 27,260 Obligations of U.S. states and municipalities — 7,460 620 — 8,080 Certificates of deposit, bankers’ acceptances and commercial paper — 2,303 — — 2,303 Non-U.S. government debt securities 31,008 27,407 40 — 58,455 Corporate debt securities — 23,893 654 — 24,547 Loans (b) — 22,596 6,776 — 29,372 Asset-backed securities — 2,507 1,190 — 3,697 Total debt instruments 52,904 125,646 10,311 — 188,861 Equity securities 87,551 737 279 — 88,567 Physical commodities (c) 5,688 1,269 — — 6,957 Other — 10,779 723 — 11,502 Total debt and equity instruments (d) 146,143 138,431 11,313 — 295,887 Derivative receivables: Interest rate 439 855,037 2,884 (822,750 ) 35,610 Credit — 46,736 1,885 (47,527 ) 1,094 Foreign exchange 1,279 205,790 1,469 (189,606 ) 18,932 Equity — 37,825 822 (32,382 ) 6,265 Commodity 111 21,715 264 (13,782 ) 8,308 Total derivative receivables (e) 1,829 1,167,103 7,324 (1,106,047 ) 70,209 Total trading assets (f) 147,972 1,305,534 18,637 (1,106,047 ) 366,096 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 55,884 — — 55,884 Residential – nonagency — 25,942 1 — 25,943 Commercial – nonagency — 22,649 — — 22,649 Total mortgage-backed securities — 104,475 1 — 104,476 U.S. Treasury and government agencies (a) 12,053 36 — — 12,089 Obligations of U.S. states and municipalities — 33,350 — — 33,350 Certificates of deposit — 53 — — 53 Non-U.S. government debt securities 24,401 13,390 — — 37,791 Corporate debt securities — 8,051 — — 8,051 Asset-backed securities: Collateralized loan obligations — 30,392 752 — 31,144 Other — 8,468 57 — 8,525 Equity securities 1,912 — — — 1,912 Total available-for-sale securities 38,366 198,215 810 — 237,391 Loans — 914 1,009 — 1,923 Mortgage servicing rights (“MSRs”) — — 5,658 — 5,658 Other assets: Private equity investments (g) 110 89 1,644 — 1,843 All other 3,975 30 707 — 4,712 Total other assets (f) 4,085 119 2,351 — 6,555 Total assets measured at fair value on a recurring basis $ 190,423 $ 1,528,900 $ 28,469 $ (1,106,047 ) $ 641,745 Deposits $ — $ 9,600 $ 2,419 $ — $ 12,019 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,423 6 — 3,429 Other borrowed funds — 9,067 568 — 9,635 Trading liabilities: Debt and equity instruments (d) 66,322 21,589 52 — 87,963 Derivative payables: Interest rate 474 814,727 2,038 (800,686 ) 16,553 Credit — 46,508 1,483 (46,919 ) 1,072 Foreign exchange 1,285 211,865 2,501 (193,716 ) 21,935 Equity — 37,204 2,877 (31,671 ) 8,410 Commodity 136 23,815 1,216 (13,818 ) 11,349 Total derivative payables (e) 1,895 1,134,119 10,115 (1,086,810 ) 59,319 Total trading liabilities 68,217 1,155,708 10,167 (1,086,810 ) 147,282 Accounts payable and other liabilities 4,583 — 16 — 4,599 Beneficial interests issued by consolidated VIEs — 21 649 — 670 Long-term debt — 22,628 12,587 — 35,215 Total liabilities measured at fair value on a recurring basis $ 72,800 $ 1,200,447 $ 26,412 $ (1,086,810 ) $ 212,849 Fair value hierarchy Derivative netting adjustments December 31, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 23,141 $ — $ — $ 23,141 Securities borrowed — 395 — — 395 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 6 31,815 715 — 32,536 Residential – nonagency — 1,299 194 — 1,493 Commercial – nonagency — 1,080 115 — 1,195 Total mortgage-backed securities 6 34,194 1,024 — 35,224 U.S. Treasury and government agencies (a) 12,036 6,985 — — 19,021 Obligations of U.S. states and municipalities — 6,986 651 — 7,637 Certificates of deposit, bankers’ acceptances and commercial paper — 1,042 — — 1,042 Non-U.S. government debt securities 27,974 25,064 74 — 53,112 Corporate debt securities — 22,807 736 — 23,543 Loans (b) — 22,211 6,604 — 28,815 Asset-backed securities — 2,392 1,832 — 4,224 Total debt instruments 40,016 121,681 10,921 — 172,618 Equity securities 94,059 606 265 — 94,930 Physical commodities (c) 3,593 1,064 — — 4,657 Other — 11,152 744 — 11,896 Total debt and equity instruments (d) 137,668 134,503 11,930 — 284,101 Derivative receivables: Interest rate 354 666,491 2,766 (643,248 ) 26,363 Credit — 48,850 2,618 (50,045 ) 1,423 Foreign exchange 734 177,525 1,616 (162,698 ) 17,177 Equity — 35,150 709 (30,330 ) 5,529 Commodity 108 24,720 237 (15,880 ) 9,185 Total derivative receivables (e) 1,196 952,736 7,946 (902,201 ) 59,677 Total trading assets (f) 138,864 1,087,239 19,876 (902,201 ) 343,778 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 55,066 — — 55,066 Residential – nonagency — 27,618 1 — 27,619 Commercial – nonagency — 22,897 — — 22,897 Total mortgage-backed securities — 105,581 1 — 105,582 U.S. Treasury and government agencies (a) 10,998 38 — — 11,036 Obligations of U.S. states and municipalities — 33,550 — — 33,550 Certificates of deposit — 283 — — 283 Non-U.S. government debt securities 23,199 13,477 — — 36,676 Corporate debt securities — 12,436 — — 12,436 Asset-backed securities: Collateralized loan obligations — 30,248 759 — 31,007 Other — 9,033 64 — 9,097 Equity securities 2,087 — — — 2,087 Total available-for-sale securities 36,284 204,646 824 — 241,754 Loans — 1,343 1,518 — 2,861 Mortgage servicing rights — — 6,608 — 6,608 Other assets: — Private equity investments (g) 102 101 1,657 — 1,860 All other 3,815 28 744 — 4,587 Total other assets (f) 3,917 129 2,401 — 6,447 Total assets measured at fair value on a recurring basis $ 179,065 $ 1,316,893 $ 31,227 $ (902,201 ) $ 624,984 Deposits $ — $ 9,566 $ 2,950 $ — $ 12,516 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,526 — — 3,526 Other borrowed funds — 9,272 639 — 9,911 Trading liabilities: Debt and equity instruments (d) 53,845 20,199 63 — 74,107 Derivative payables: Interest rate 216 633,060 1,890 (624,945 ) 10,221 Credit — 48,460 2,069 (48,988 ) 1,541 Foreign exchange 669 187,890 2,341 (171,131 ) 19,769 Equity — 36,440 2,223 (29,480 ) 9,183 Commodity 52 26,430 1,172 (15,578 ) 12,076 Total derivative payables (e) 937 932,280 9,695 (890,122 ) 52,790 Total trading liabilities 54,782 952,479 9,758 (890,122 ) 126,897 Accounts payable and other liabilities 4,382 — 19 — 4,401 Beneficial interests issued by consolidated VIEs — 238 549 — 787 Long-term debt — 21,452 11,613 — 33,065 Total liabilities measured at fair value on a recurring basis $ 59,164 $ 996,533 $ 25,528 $ (890,122 ) $ 191,103 (a) At March 31, 2016 , and December 31, 2015, included total U.S. government-sponsored enterprise obligations of $64.1 billion and $67.0 billion , respectively, which were predominantly mortgage-related. (b) At March 31, 2016 , and December 31, 2015, included within trading loans were $12.3 billion and $11.8 billion , respectively, of residential first-lien mortgages, and $3.3 billion and $4.3 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 $5.9 billion and $5.3 billion , respectively, and reverse mortgages of $2.5 billion and $2.5 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. 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 $2.7 billion and $546 million at March 31, 2016 , and December 31, 2015, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances. (f) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At March 31, 2016, and December 31, 2015, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $1.0 billion and $1.2 billion , respectively. Included in the balances at March 31, 2016, and December 31, 2015, were trading assets of $57 million and $61 million , respectively, and other assets of $965 million and $1.2 billion , respectively. (g) Private equity instruments represent investments within Corporate. The portion of the private equity investment portfolio carried at fair value on a recurring basis had a cost basis of $3.3 billion and $3.5 billion at March 31, 2016 , and December 31, 2015, respectively.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) March 31, 2016 (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 $ 4,630 Discounted cash flows Yield 3 % – 17% 5 % Prepayment speed 0 % – 20% 6 % Conditional default rate 0 % – 20% 3 % Loss severity 0 % – 100% 30 % Commercial mortgage-backed securities and loans (b) 2,557 Discounted cash flows Yield 1 % – 25% 6 % Conditional default rate 0 % – 100% 27 % Loss severity 40% 40 % Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 2,534 Discounted cash flows Credit spread 50 bps – 225 bps 168 bps Yield 2 % – 20% 6 % 3,233 Market comparables Price $ — – $238 $ 91 Net interest rate derivatives 846 Option pricing Interest rate correlation (30 )% – 96% Interest rate spread volatility 3 % – 38% Net credit derivatives (b)(c) 402 Discounted cash flows Credit correlation 30 % – 85% Net foreign exchange derivatives (1,032 ) Option pricing Foreign exchange correlation 0 % – 70% Net equity derivatives (2,055 ) Option pricing Equity volatility 15 % – 70% Net commodity derivatives (952 ) Discounted cash flows Forward commodity price $ 23 – $45 per barrel Collateralized loan obligations 752 Discounted cash flows Credit spread 425 bps – 705 bps 454 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 40 % 40 % 133 Market comparables Price $ — – $100 $ 57 MSRs 5,658 Discounted cash flows Refer to Note 16 Private equity investments 1,644 Market comparables EBITDA multiple 6.0 x – 9.9 x 7.8 x Liquidity adjustment 0 % – 23% 9 % Long-term debt, other borrowed funds, and deposits (d) 15,069 Option pricing Interest rate correlation (30 )% – 96% Interest rate spread volatility 3 % – 38% Foreign exchange correlation 0 % – 70% Equity correlation (50 )% – 80% 505 Discounted cash flows Credit correlation 30 % – 85% Beneficial interests issued by consolidated VIEs (e) 649 Discounted Cash Flows Yield 3 % – 7% 4 % Prepayment Speed 7 % – 8% 7 % Conditional default rate 2 % – 20% 3 % Loss severity 30 % – 30% 30 % (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 $320 million of credit derivative receivables and $283 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 $397 million of credit derivative receivables and $361 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 parameters are related to residential mortgage-backed securities.
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, 2016 and 2015. 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 March 31, 2016 (in millions) Fair value at January 1, 2016 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at March 31, 2016 Change in unrealized gains/(losses) related to financial instruments held at March 31, 2016 Purchases (g) Sales Settlements (h) Assets: Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ 4 $ 4 $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 715 (50 ) 128 (158 ) (30 ) 45 650 (53 ) Residential – nonagency 194 — 34 (36 ) (5 ) (1 ) 186 (3 ) Commercial – nonagency 115 (5 ) 50 (5 ) — 40 195 (4 ) Total mortgage-backed securities 1,024 (55 ) 212 (199 ) (35 ) 84 1,031 (60 ) Obligations of U.S. states and municipalities 651 5 36 (66 ) (6 ) — 620 5 Non-U.S. government debt securities 74 10 4 (32 ) — (16 ) 40 7 Corporate debt securities 736 22 79 (55 ) (57 ) (71 ) 654 24 Loans 6,604 29 444 (411 ) (304 ) 414 6,776 8 Asset-backed securities 1,832 1 177 (136 ) (875 ) 191 1,190 (8 ) Total debt instruments 10,921 12 952 (899 ) (1,277 ) 602 10,311 (24 ) Equity securities 265 6 31 (9 ) (19 ) 5 279 3 Other 744 (9 ) 184 (143 ) (6 ) (47 ) 723 38 Total trading assets – debt and equity instruments 11,930 9 (c) 1,167 (1,051 ) (1,302 ) 560 11,313 17 (c) Net derivative receivables: (a) Interest rate 876 206 44 (8 ) (262 ) (10 ) 846 7 Credit 549 (246 ) — (1 ) 69 31 402 (210 ) Foreign exchange (725 ) (247 ) — (15 ) (42 ) (3 ) (1,032 ) (265 ) Equity (1,514 ) (352 ) 70 (107 ) 78 (230 ) (2,055 ) (399 ) Commodity (935 ) (8 ) — — (11 ) 2 (952 ) (28 ) Total net derivative receivables (1,749 ) (647 ) (c) 114 (131 ) (168 ) (210 ) (2,791 ) (895 ) (c) Available-for-sale securities: Asset-backed securities 823 (8 ) — — (6 ) — 809 (8 ) Other 1 — — — — — 1 — Total available-for-sale securities 824 (8 ) (d) — — (6 ) — 810 (8 ) (d) Loans 1,518 22 (c) — — (218 ) (313 ) 1,009 22 (c) Mortgage servicing rights 6,608 (752 ) (e) 107 (64 ) (241 ) — 5,658 (752 ) (e) Other assets: Private equity investments 1,657 45 (c) 14 (16 ) (56 ) — 1,644 38 (c) All other 744 (13 ) (f) — — (24 ) — 707 (11 ) (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,950 $ 42 (c) $ — $ — $ 166 $ (509 ) $ (230 ) $ 2,419 $ 57 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — 6 6 — Other borrowed funds 639 (125 ) (c) — — 257 (199 ) (4 ) 568 (42 ) (c) Trading liabilities – debt and equity instruments 63 (4 ) (c) — 1 — (3 ) (5 ) 52 — (c) Accounts payable and other liabilities 19 — — — — (3 ) — 16 — Beneficial interests issued by consolidated VIEs 549 8 (c) — — 143 (51 ) — 649 8 (c) Long-term debt 11,613 439 (c) — — 2,161 (1,397 ) (229 ) 12,587 330 (c) Fair value measurements using significant unobservable inputs Three months ended Fair value at Jan 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) 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 Physical commodities 2 — — — — — 2 — Other 1,050 8 661 (584 ) (79 ) (17 ) 1,039 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 2,225 35 (c) — — (61 ) (126 ) 2,073 (1 ) (c) All other 959 (1 ) (f) 55 (87 ) (36 ) — 890 2 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Jan 1, 2015 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) 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 — (f) — — — (3 ) — 23 — (f) Beneficial interests issued by consolidated VIEs 1,146 (53 ) (c) — — 2 (72 ) — 1,023 (47 ) (c) Long-term debt 11,877 (105 ) (c) — — 2,837 (2,383 ) (223 ) 12,003 (96 ) (c) (a) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (b) Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) were 12% at March 31, 2016 and 13% at December 31, 2015. (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 other comprehensive income (“ OCI”). Realized gains/(losses) and foreign exchange hedge accounting adjustments recorded in income on AFS securities were zero and $(7) million for the three months ended March 31, 2016 and 2015 respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(8) million and $(2) million for the three months ended March 31, 2016 and 2015, respectively. (e) Changes in fair value for Consumer & Community Banking ( “ 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) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, and deconsolidations associated with beneficial interests in VIEs. (i) 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.
Impact of credit adjustments on earnings	The DVA and FVA reported below include the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality over time. Three months ended March 31, (in millions) 2016 2015 Credit adjustments: Derivatives CVA $ (588 ) $ 181 Derivatives DVA and FVA (166 ) (141 )
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, 2016 , and December 31, 2015 , of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and 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 2015 Annual Report. March 31, 2016 December 31, 2015 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 18.2 $ 18.2 $ — $ — $ 18.2 $ 20.5 $ 20.5 $ — $ — $ 20.5 Deposits with banks 360.2 354.1 6.1 — 360.2 340.0 335.9 4.1 — 340.0 Accrued interest and accounts receivable 57.6 — 57.4 0.2 57.6 46.6 — 46.4 0.2 46.6 Federal funds sold and securities purchased under resale agreements 199.1 — 198.9 0.2 199.1 189.5 — 189.5 — 189.5 Securities borrowed 102.9 — 102.9 — 102.9 98.3 — 98.3 — 98.3 Securities, held-to-maturity (a) 47.9 — 50.2 — 50.2 49.1 — 50.6 — 50.6 Loans, net of allowance for loan losses (b) 831.4 — 24.5 813.2 837.7 820.8 — 25.4 802.7 828.1 Other 71.4 0.1 61.6 14.3 76.0 66.0 0.1 56.3 14.3 70.7 Financial liabilities Deposits $ 1,309.8 $ — $ 1,308.3 $ 1.6 $ 1,309.9 $ 1,267.2 $ — $ 1,266.1 $ 1.2 $ 1,267.3 Federal funds purchased and securities loaned or sold under repurchase agreements 157.6 — 156.8 0.7 157.5 149.2 — 149.2 — 149.2 Commercial paper 17.5 — 17.5 — 17.5 15.6 — 15.6 — 15.6 Other borrowed funds 10.1 — 10.1 — 10.1 11.2 — 11.2 — 11.2 Accounts payable and other liabilities 148.4 — 145.6 2.6 148.2 144.6 — 141.7 2.8 144.5 Beneficial interests issued by consolidated VIEs (c) 38.0 — 37.2 0.8 38.0 41.1 — 40.2 0.9 41.1 Long-term debt and junior subordinated deferrable interest debentures (d) 255.6 — 259.8 4.3 264.1 255.6 — 257.4 4.3 261.7 (a) Carrying value reflects 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 185–188 of JPMorgan Chase’s 2015 Annual Report. (c) Carrying value reflects unamortized issuance costs. (d) Carrying value reflects unamortized premiums and discounts, issuance costs, 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 of the allowance and the estimated fair value of the Firm’s wholesale lending-related commitments were as follows for the periods indicated. March 31, 2016 December 31, 2015 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 $ 1.0 $ — $ — $ 2.9 $ 2.9 $ 0.8 $ — $ — $ 3.0 $ 3.0 (a) 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, 2016
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, 2016 and 2015, 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, 2016 2015 (in millions) Principal transactions All other income Total changes in fair value recorded Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements (a) $ 68 $ — $ 68 $ 73 $ — $ 73 Securities borrowed (a) (2 ) — (2 ) (2 ) — (2 ) Trading assets: Debt and equity instruments, excluding loans 28 (1 ) 27 380 — 380 Loans reported as trading assets (b) : Changes in instrument-specific credit risk 64 (2 ) (e) 62 152 3 (e) 155 Other changes in fair value 116 317 (e) 433 127 280 (e) 407 Loans (b) : Changes in instrument-specific credit risk 13 — 13 1 — 1 Other changes in fair value 7 — 7 — — — Other assets 12 (20 ) (f) (8 ) 60 6 (f) 66 Deposits (c) (343 ) — (343 ) (125 ) — (125 ) Federal funds purchased and securities loaned or sold under repurchase agreements (a) (17 ) — (17 ) (9 ) — (9 ) Other borrowed funds (c) 528 — 528 (9 ) — (9 ) Trading liabilities 4 — 4 (2 ) — (2 ) Beneficial interests issued by consolidated VIEs 7 — 7 18 — 18 Other liabilities — — — — — — Long-term debt: DVA on fair value option elected liabilities (c) — — — 116 — 116 Other changes in fair value (d) (318 ) — (318 ) (378 ) — (378 ) (a) Resale and repurchase agreements, securities borrowed agreements and securities lending agreements: Generally, for these types of agreements, there is a requirement that collateral be maintained with a market value equal to or in excess of the principal amount loaned; as a result, there would be no adjustment or an immaterial adjustment for instrument-specific credit risk related to these agreements. (b) Loans and lending-related commitments: For floating-rate instruments, all changes in value are attributed to instrument-specific credit risk. For fixed-rate instruments, an allocation of the changes in value for the period is made between those changes in value that are interest rate-related and changes in value that are credit-related. Allocations are generally based on an analysis of borrower-specific credit spread and recovery information, where available, or benchmarking to similar entities or industries. (c) Effective January 1, 2016, unrealized gains (losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected is recorded in other comprehensive income, while realized gains (losses) are recorded in principal transactions revenue. DVA for the three months ended March 31, 2015 was included in principal transactions revenue. See Notes 3 and 19 for further information. The amounts presented for the three months ended March 31, 2015 include the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality subsequent to issuance. (d) Long-term debt measured at fair value predominantly relate to structured notes 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. (e) Reported in mortgage fees and related income. (f) 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, 2016 , and December 31, 2015 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. March 31, 2016 December 31, 2015 (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 $ 3,483 $ 763 $ (2,720 ) $ 3,484 $ 631 $ (2,853 ) Loans 7 7 — 7 7 — Subtotal 3,490 770 (2,720 ) 3,491 638 (2,853 ) All other performing loans Loans reported as trading assets 31,294 28,609 (2,685 ) 30,780 28,184 (2,596 ) Loans 1,885 1,879 (6 ) 2,771 2,752 (19 ) Total loans $ 36,669 $ 31,258 $ (5,411 ) $ 37,042 $ 31,574 $ (5,468 ) Long-term debt Principal-protected debt $ 19,129 (c) $ 17,987 $ (1,142 ) $ 17,910 (c) $ 16,611 $ (1,299 ) Nonprincipal-protected debt (b) NA 17,228 NA NA 16,454 NA Total long-term debt NA $ 35,215 NA NA $ 33,065 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 670 NA NA $ 787 NA Total long-term beneficial interests NA $ 670 NA NA $ 787 NA (a) There were no performing loans that were ninety days or more past due as of March 31, 2016 , and December 31, 2015 , 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 reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date.
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, 2016 December 31, 2015 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 14,225 $ 118 $ 2,682 $ 17,025 $ 12,531 $ 58 $ 3,340 $ 15,929 Credit 3,421 733 — 4,154 3,195 547 — 3,742 Foreign exchange 2,457 329 11 2,797 1,765 77 11 1,853 Equity 14,277 7,503 5,161 26,941 14,293 8,447 4,993 27,733 Commodity 640 38 1,779 2,457 640 50 1,981 2,671 Total structured notes $ 35,020 $ 8,721 $ 9,633 $ 53,374 $ 32,424 $ 9,179 $ 10,325 $ 51,928

Derivative Instruments (Tables)

Derivative Instruments (Tables)	3 Months Ended
	Mar. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of uses and disclosure of derivatives	The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: ◦ Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 95 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 95–96 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 95 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 95–96 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. subsidiaries Net investment hedge Corporate 96 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 95 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: ◦ Interest rate Manage the risk of the mortgage pipeline, warehouse loans and MSRs Specified risk management CCB 96 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 96 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 96 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 96 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 96 ◦ Various Other derivatives Market-making and other CIB, Corporate 96
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of March 31, 2016 , and December 31, 2015 . Notional amounts (b) (in billions) March 31, 2016 December 31, 2015 Interest rate contracts Swaps $ 25,334 $ 24,162 Futures and forwards 5,355 5,167 Written options 3,355 3,506 Purchased options 3,705 3,896 Total interest rate contracts 37,749 36,731 Credit derivatives (a) 3,137 2,900 Foreign exchange contracts Cross-currency swaps 3,360 3,199 Spot, futures and forwards 5,677 5,028 Written options 813 690 Purchased options 803 706 Total foreign exchange contracts 10,653 9,623 Equity contracts Swaps 246 232 Futures and forwards 42 43 Written options 447 395 Purchased options 376 326 Total equity contracts 1,111 996 Commodity contracts Swaps 80 83 Spot, futures and forwards 115 99 Written options 124 115 Purchased options 121 112 Total commodity contracts 440 409 Total derivative notional amounts $ 53,090 $ 50,659 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 97 . (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, 2016 , and December 31, 2015 , 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 March 31, 2016 Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables (b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables (b) Trading assets and liabilities Interest rate $ 852,042 $ 6,318 $ 858,360 $ 35,610 $ 813,774 $ 3,465 $ 817,239 $ 16,553 Credit 48,621 — 48,621 1,094 47,991 — 47,991 1,072 Foreign exchange 208,145 393 208,538 18,932 213,154 2,497 215,651 21,935 Equity 38,647 — 38,647 6,265 40,081 — 40,081 8,410 Commodity 21,860 230 22,090 8,308 25,060 107 25,167 11,349 Total fair value of trading assets and liabilities $ 1,169,315 $ 6,941 $ 1,176,256 $ 70,209 $ 1,140,060 $ 6,069 $ 1,146,129 $ 59,319 Gross derivative receivables Gross derivative payables December 31, 2015 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) Trading assets and liabilities Interest rate $ 665,531 $ 4,080 $ 669,611 $ 26,363 $ 632,928 $ 2,238 $ 635,166 $ 10,221 Credit 51,468 — 51,468 1,423 50,529 — 50,529 1,541 Foreign exchange 179,072 803 179,875 17,177 189,397 1,503 190,900 19,769 Equity 35,859 — 35,859 5,529 38,663 — 38,663 9,183 Commodity 23,713 1,352 25,065 9,185 27,653 1 27,654 12,076 Total fair value of trading assets and liabilities $ 955,643 $ 6,235 $ 961,878 $ 59,677 $ 939,170 $ 3,742 $ 942,912 $ 52,790 (a) Balances exclude structured notes for which the fair value option has been elected. See Note 4 for further information. (b) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
Offsetting assets	March 31, 2016 December 31, 2015 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: OTC $ 499,287 $ (470,211 ) $ 29,076 $ 417,386 $ (396,506 ) $ 20,880 OTC–cleared 352,341 (352,283 ) 58 246,750 (246,742 ) 8 Exchange-traded (a) 280 (256 ) 24 — — — Total interest rate contracts 851,908 (822,750 ) 29,158 664,136 (643,248 ) 20,888 Credit contracts: OTC 39,794 (39,294 ) 500 44,082 (43,182 ) 900 OTC–cleared 8,286 (8,233 ) 53 6,866 (6,863 ) 3 Total credit contracts 48,080 (47,527 ) 553 50,948 (50,045 ) 903 Foreign exchange contracts: OTC 203,546 (189,295 ) 14,251 175,060 (162,377 ) 12,683 OTC–cleared 352 (285 ) 67 323 (321 ) 2 Exchange-traded (a) 165 (26 ) 139 — — — Total foreign exchange contracts 204,063 (189,606 ) 14,457 175,383 (162,698 ) 12,685 Equity contracts: OTC 22,431 (21,450 ) 981 20,690 (20,439 ) 251 OTC–cleared — — — — — — Exchange-traded (a) 14,289 (10,932 ) 3,357 12,285 (9,891 ) 2,394 Total equity contracts 36,720 (32,382 ) 4,338 32,975 (30,330 ) 2,645 Commodity contracts: OTC 13,281 (5,717 ) 7,564 15,001 (6,772 ) 8,229 OTC–cleared — — — — — — Exchange-traded (a) 8,107 (8,065 ) 42 9,199 (9,108 ) 91 Total commodity contracts 21,388 (13,782 ) 7,606 24,200 (15,880 ) 8,320 Derivative receivables with appropriate legal opinion $ 1,162,159 $ (1,106,047 ) (b) $ 56,112 $ 947,642 $ (902,201 ) (b) $ 45,441 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 14,097 14,097 14,236 14,236 Total derivative receivables recognized on the Consolidated balance sheets $ 1,176,256 $ 70,209 $ 961,878 $ 59,677 Collateral not nettable on the Consolidated balance sheets (c)(d) $ (15,711 ) $ (13,543 ) Net amounts $ 54,498 $ 46,134
Offsetting liabilities	March 31, 2016 December 31, 2015 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 470,034 $ (454,971 ) $ 15,063 $ 393,709 $ (384,576 ) $ 9,133 OTC–cleared 345,794 (345,590 ) 204 240,398 (240,369 ) 29 Exchange-traded (a) 142 (125 ) 17 — — — Total interest rate contracts 815,970 (800,686 ) 15,284 634,107 (624,945 ) 9,162 Credit contracts: OTC 40,214 (39,379 ) 835 44,379 (43,019 ) 1,360 OTC–cleared 7,540 (7,540 ) — 5,969 (5,969 ) — Total credit contracts 47,754 (46,919 ) 835 50,348 (48,988 ) 1,360 Foreign exchange contracts: OTC 208,692 (193,544 ) 15,148 185,178 (170,830 ) 14,348 OTC–cleared 162 (162 ) — 301 (301 ) — Exchange-traded (a) 96 (10 ) 86 — — — Total foreign exchange contracts 208,950 (193,716 ) 15,234 185,479 (171,131 ) 14,348 Equity contracts: OTC 24,328 (20,739 ) 3,589 23,458 (19,589 ) 3,869 OTC–cleared — — — — — — Exchange-traded (a) 12,202 (10,932 ) 1,270 10,998 (9,891 ) 1,107 Total equity contracts 36,530 (31,671 ) 4,859 34,456 (29,480 ) 4,976 Commodity contracts: OTC 15,319 (5,753 ) 9,566 16,953 (6,256 ) 10,697 OTC–cleared — — — — — — Exchange-traded (a) 8,352 (8,065 ) 287 9,374 (9,322 ) 52 Total commodity contracts 23,671 (13,818 ) 9,853 26,327 (15,578 ) 10,749 Derivative payables with appropriate legal opinions $ 1,132,875 $ (1,086,810 ) (b) $ 46,065 $ 930,717 $ (890,122 ) (b) $ 40,595 Derivative payables where an appropriate legal opinion has not been either sought or obtained 13,254 13,254 12,195 12,195 Total derivative payables recognized on the Consolidated balance sheets $ 1,146,129 $ 59,319 $ 942,912 $ 52,790 Collateral not nettable on the Consolidated balance sheets (c)(d)(e) $ (10,501 ) $ (7,957 ) Net amounts $ 48,818 $ 44,833 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $84.5 billion and $73.7 billion at March 31, 2016 , and December 31, 2015 , respectively. Net derivatives payable included cash collateral netted of $65.3 billion and $61.6 billion related to OTC and OTC-cleared derivatives at March 31, 2016 , and December 31, 2015 , respectively. (c) Excludes all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained. (d) Represents liquid security collateral as well as cash collateral held at third party custodians related to derivative instruments where an appropriate legal opinion has been obtained. 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. (e) Derivative payables collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments.
Current credit risk of derivative receivables and liquidity risk of derivative payables	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, 2016 , and December 31, 2015 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) March 31, 2016 December 31, 2015 Aggregate fair value of net derivative payables $ 21,915 $ 22,328 Collateral posted 18,635 18,942 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, 2016 , and December 31, 2015 , 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), nor 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 March 31, 2016 December 31, 2015 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 734 $ 2,898 $ 807 $ 3,028 Amount required to settle contracts with termination triggers upon downgrade (b) 339 978 271 1,093 (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, 2016 and 2015 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended March 31, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,378 $ (1,199 ) $ 179 $ 28 $ 151 Foreign exchange (b) (1,298 ) 1,382 84 — 84 Commodity (c) 142 (138 ) 4 (2 ) 6 Total $ 222 $ 45 $ 267 $ 26 $ 241 Gains/(losses) recorded in income Income statement impact due to: Three months ended March 31, 2015 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 (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 primarily 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, 2016 and 2015 , respectively. The Firm includes the gain/(loss) on the hedging derivative and the change in cash flows on the hedged item in the same line item in the Consolidated statements of income . Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2016 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) $ (20 ) $ — $ (20 ) $ (74 ) $ (54 ) Foreign exchange (b) (35 ) — (35 ) (93 ) (58 ) Total $ (55 ) $ — $ (55 ) $ (167 ) $ (112 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2015 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 Contract type Interest rate (a) $ (149 ) $ — $ (149 ) $ 3 $ 152 Foreign exchange (b) (26 ) — (26 ) (52 ) (26 ) Total $ (175 ) $ — $ (175 ) $ (49 ) $ 126 (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 the 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, 2016 and 2015 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2016 2015 Three months ended March 31, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (85 ) $ (590 ) $ (99 ) $ 993 (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, 2016 and 2015 .
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, foreign currency-denominated assets and liabilities, and commodities-related contracts and investments. Derivatives gains/(losses) recorded in income Three months ended March 31, (in millions) 2016 2015 Contract type Interest rate (a) $ 983 $ 683 Credit (b) (61 ) (14 ) Foreign exchange (c) (10 ) (12 ) Commodity (d) — (36 ) Total $ 912 $ 621 (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, 2016 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,511,148 ) $ 1,533,524 $ 22,376 $ 13,409 Other credit derivatives (a) (31,541 ) 27,455 (4,086 ) 20,076 Total credit derivatives (1,542,689 ) 1,560,979 18,290 33,485 Credit-related notes (36 ) — (36 ) 5,676 Total $ (1,542,725 ) $ 1,560,979 $ 18,254 $ 39,161 Maximum payout/Notional amount December 31, 2015 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,386,071 ) $ 1,402,201 $ 16,130 $ 12,011 Other credit derivatives (a) (42,738 ) 38,158 (4,580 ) 18,792 Total credit derivatives (1,428,809 ) 1,440,359 11,550 30,803 Credit-related notes (30 ) — (30 ) 4,715 Total $ (1,428,839 ) $ 1,440,359 $ 11,520 $ 35,518 (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, 2016 , and December 31, 2015, 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 March 31, 2016 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (307,778 ) $ (736,344 ) $ (110,109 ) $ (1,154,231 ) $ 12,619 $ (7,428 ) $ 5,191 Noninvestment-grade (113,014 ) (250,300 ) (25,180 ) (388,494 ) 11,723 (15,693 ) (3,970 ) Total $ (420,792 ) $ (986,644 ) $ (135,289 ) $ (1,542,725 ) $ 24,342 $ (23,121 ) $ 1,221 December 31, 2015 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (307,211 ) $ (699,227 ) $ (46,970 ) $ (1,053,408 ) $ 13,539 $ (6,836 ) $ 6,703 Noninvestment-grade (109,195 ) (245,151 ) (21,085 ) (375,431 ) 10,823 (18,891 ) (8,068 ) Total $ (416,406 ) $ (944,378 ) $ (68,055 ) $ (1,428,839 ) $ 24,362 $ (25,727 ) $ (1,365 ) (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s Investors Service (“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, 2016
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) 2016 2015 Underwriting Equity $ 202 $ 399 Debt 550 853 Total underwriting 752 1,252 Advisory 581 542 Total investment banking fees $ 1,333 $ 1,794
Principal transactions revenue	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) 2016 2015 Trading revenue by instrument type Interest rate $ 383 $ 886 Credit 375 415 Foreign exchange 707 844 Equity 830 1,048 Commodity (a) 226 339 Total trading revenue 2,521 3,532 Private equity gains (b) 158 123 Principal transactions $ 2,679 $ 3,655 (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) 2016 2015 Asset management fees Investment management fees (a) $ 2,128 $ 2,274 All other asset management fees (b) 90 99 Total asset management fees 2,218 2,373 Total administration fees (c) 478 507 Commission and other fees Brokerage commissions 588 594 All other commissions and fees 340 333 Total commissions and fees 928 927 Total asset management, administration and commissions $ 3,624 $ 3,807 (a) Represents fees earned from managing assets on behalf of the Firm’s 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.
Schedule of amounts included in other income	Other income on the Firm’s Consolidated statements of income included the following: Three months ended March 31, (in millions) 2016 2015 Operating lease income $ 615 $ 469

Interest Income and Interest 38

Interest Income and Interest Expense (Tables)	3 Months Ended
	Mar. 31, 2016
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) 2016 2015 Interest income Loans $ 8,854 $ 7,947 Taxable securities 1,442 1,724 Nontaxable securities (a) 443 398 Total securities 1,885 2,122 Trading assets 1,698 1,734 Federal funds sold and securities purchased under resale agreements 554 396 Securities borrowed (b) (92 ) (120 ) Deposits with banks 460 341 Other assets (c) 193 145 Total interest income 13,552 12,565 Interest expense Interest-bearing deposits 320 364 Federal funds purchased and securities loaned or sold under repurchase agreements 260 142 Commercial paper 33 34 Trading liabilities – debt, short-term and other liabilities (d) 227 156 Long-term debt 1,219 1,094 Beneficial interests issued by consolidated VIEs 113 98 Total interest expense 2,172 1,888 Net interest income 11,380 10,677 Provision for credit losses 1,824 959 Net interest income after provision for credit losses $ 9,556 $ 9,718 (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, 2016 and 2015, 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 Postretirem39

Pension and Other Postretirement Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2016
Compensation and Retirement Disclosure [Abstract]
Components of net periodic benefit costs reported in the Consolidated Statements of 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) 2016 2015 2016 2015 2016 2015 Components of net periodic benefit cost Benefits earned during the period $ 73 $ 85 $ 9 $ 9 $ — $ — Interest cost on benefit obligations 133 125 26 28 8 8 Expected return on plan assets (222 ) (232 ) (36 ) (38 ) (26 ) (26 ) Amortization: Net (gain)/loss 59 62 5 9 — — Prior service cost/(credit) (9 ) (9 ) — — — — Net periodic defined benefit cost 34 31 4 8 (18 ) (18 ) Other defined benefit pension plans (a) 3 3 2 5 NA NA Total defined benefit plans 37 34 6 13 (18 ) (18 ) Total defined contribution plans 99 89 86 83 NA NA Total pension and OPEB cost included in compensation expense $ 136 $ 123 $ 92 $ 96 $ (18 ) $ (18 ) (a) Includes various defined benefit pension plans which are individually immaterial.

Employee Stock-based Incentiv40

Employee Stock-based Incentives (Tables)	3 Months Ended
	Mar. 31, 2016
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) 2016 2015 Cost of prior grants of restricted stock units (“RSUs”), stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 284 $ 292 Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees 235 273 Total noncash compensation expense related to employee stock-based incentive plans $ 519 $ 565

Noninterest Expense (Tables)

Noninterest Expense (Tables)	3 Months Ended
	Mar. 31, 2016
Noninterest Expense [Abstract]
Components of noninterest expense	Included within other expense is the following: Three months ended March 31, (in millions) 2016 2015 Federal Deposit Insurance Corporation-related (“FDIC”) expense $ 269 $ 318

Securities (Tables)

Securities (Tables)	3 Months Ended
	Mar. 31, 2016
Investments, Debt and Equity Securities [Abstract]
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. March 31, 2016 December 31, 2015 (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) $ 54,099 $ 1,811 $ 26 $ 55,884 $ 53,689 $ 1,483 $ 106 $ 55,066 Residential: Prime and Alt-A 7,197 59 40 7,216 7,462 40 57 7,445 Subprime 216 7 — 223 210 7 — 217 Non-U.S. 18,228 297 21 18,504 19,629 341 13 19,957 Commercial 22,678 218 247 22,649 22,990 150 243 22,897 Total mortgage-backed securities 102,418 2,392 334 104,476 103,980 2,021 419 105,582 U.S. Treasury and government agencies (a) 12,278 10 199 12,089 11,202 — 166 11,036 Obligations of U.S. states and municipalities 30,871 2,498 19 33,350 31,328 2,245 23 33,550 Certificates of deposit 52 1 — 53 282 1 — 283 Non-U.S. government debt securities 36,850 980 39 37,791 35,864 853 41 36,676 Corporate debt securities 8,091 81 121 8,051 12,464 142 170 12,436 Asset-backed securities: Collateralized loan obligations 31,374 42 272 31,144 31,146 52 191 31,007 Other 8,584 57 116 8,525 9,125 72 100 9,097 Total available-for-sale debt securities 230,518 6,061 1,100 235,479 235,391 5,386 1,110 239,667 Available-for-sale equity securities 1,893 19 — 1,912 2,067 20 — 2,087 Total available-for-sale securities $ 232,411 $ 6,080 $ 1,100 $ 237,391 $ 237,458 $ 5,406 $ 1,110 $ 241,754 Total Held-to-maturity debt securities (b) $ 47,932 $ 2,236 $ — $ 50,168 $ 49,073 $ 1,560 $ 46 $ 50,587 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $38.5 billion and $42.3 billion at March 31, 2016 , and December 31, 2015 , respectively, which were predominantly mortgage-related. (b) As of March 31, 2016 , consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $29.8 billion , MBS issued by U.S. government agencies with an amortized cost of $5.3 billion , obligations of U.S. states and municipalities with an amortized cost of $12.8 billion and CMBS with an amortized cost of $121 million . As of December 31, 2015, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $30.8 billion , MBS issued by U.S. government agencies with an amortized cost of $5.5 billion and obligations of U.S. states and municipalities with an amortized cost of $12.8 billion .
Securities impairment	The following tables present the fair value and gross unrealized losses for investment securities by aging category at March 31, 2016 , and December 31, 2015 . Securities with gross unrealized losses Less than 12 months 12 months or more March 31, 2016 (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 $ 1,706 $ 8 $ 873 $ 18 $ 2,579 $ 26 Residential: Prime and Alt-A 3,049 27 399 13 3,448 40 Subprime — — — — — — Non-U.S. 2,263 17 380 4 2,643 21 Commercial 11,299 226 1,429 21 12,728 247 Total mortgage-backed securities 18,317 278 3,081 56 21,398 334 U.S. Treasury and government agencies 11,435 199 — — 11,435 199 Obligations of U.S. states and municipalities 700 16 261 3 961 19 Certificates of deposit — — — — — — Non-U.S. government debt securities 2,490 37 262 2 2,752 39 Corporate debt securities 2,179 86 587 35 2,766 121 Asset-backed securities: Collateralized loan obligations 17,175 110 10,725 162 27,900 272 Other 4,126 76 971 40 5,097 116 Total available-for-sale debt securities 56,422 802 15,887 298 72,309 1,100 Available-for-sale equity securities — — — — — — Held-to-maturity securities — — — — — — Total securities with gross unrealized losses $ 56,422 $ 802 $ 15,887 $ 298 $ 72,309 $ 1,100 Securities with gross unrealized losses Less than 12 months 12 months or more December 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 $ 13,002 $ 95 $ 697 $ 11 $ 13,699 $ 106 Residential: Prime and Alt-A 5,147 51 238 6 5,385 57 Subprime — — — — — — Non-U.S. 2,021 12 167 1 2,188 13 Commercial 13,779 239 658 4 14,437 243 Total mortgage-backed securities 33,949 397 1,760 22 35,709 419 U.S. Treasury and government agencies 10,998 166 — — 10,998 166 Obligations of U.S. states and municipalities 1,676 18 205 5 1,881 23 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,267 26 367 15 3,634 41 Corporate debt securities 3,198 125 848 45 4,046 170 Asset-backed securities: Collateralized loan obligations 15,340 67 10,692 124 26,032 191 Other 4,284 60 1,005 40 5,289 100 Total available-for-sale debt securities 72,712 859 14,877 251 87,589 1,110 Available-for-sale equity securities — — — — — — Held-to-maturity securities 3,763 46 — — 3,763 46 Total securities with gross unrealized losses $ 76,475 $ 905 $ 14,877 $ 251 $ 91,352 $ 1,156
Securities gains and losses	The following table presents realized gains and losses and OTTI losses from AFS securities that were recognized in income. Three months ended March 31, (in millions) 2016 2015 Realized gains $ 109 $ 92 Realized losses (47 ) (39 ) OTTI losses (11 ) (1 ) Net securities gains $ 51 $ 52 OTTI losses Credit-related losses recognized in income $ (1 ) $ (1 ) Securities the Firm intends to sell (10 ) — Total OTTI losses recognized in income $ (11 ) $ (1 )
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at March 31, 2016 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity March 31, 2016 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years (c) Total Available-for-sale debt securities Mortgage-backed securities (a) Amortized cost $ 3,700 $ 7,996 $ 7,879 $ 82,843 $ 102,418 Fair value 3,718 8,121 8,121 84,516 104,476 Average yield (b) 1.54 % 1.89 % 3.02 % 3.12 % 2.96 % U.S. Treasury and government agencies Amortized cost $ — $ — $ 11,027 $ 1,251 $ 12,278 Fair value — — 10,897 1,192 12,089 Average yield (b) — % — % 0.57 % 0.55 % 0.57 % Obligations of U.S. states and municipalities Amortized cost $ 174 $ 778 $ 1,428 $ 28,491 $ 30,871 Fair value 174 800 1,516 30,860 33,350 Average yield (b) 5.26 % 3.98 % 5.39 % 6.59 % 6.46 % Certificates of deposit Amortized cost $ 52 $ — $ — $ — $ 52 Fair value 53 — — — 53 Average yield (b) 3.28 % — % — % — % 3.28 % Non-U.S. government debt securities Amortized cost $ 5,617 $ 12,438 $ 15,792 $ 3,003 $ 36,850 Fair value 5,628 12,721 16,369 3,073 37,791 Average yield (b) 3.09 % 1.73 % 0.97 % 0.71 % 1.53 % Corporate debt securities Amortized cost $ 2,138 $ 4,067 $ 1,741 $ 145 $ 8,091 Fair value 2,154 4,072 1,686 139 8,051 Average yield (b) 2.77 % 2.44 % 3.27 % 3.31 % 2.72 % Asset-backed securities Amortized cost $ 31 $ 873 $ 19,870 $ 19,184 $ 39,958 Fair value 31 882 19,733 19,023 39,669 Average yield (b) 0.55 % 1.74 % 2.06 % 2.10 % 2.07 % Total available-for-sale debt securities Amortized cost $ 11,712 $ 26,152 $ 57,737 $ 134,917 $ 230,518 Fair value 11,758 26,596 58,322 138,803 235,479 Average yield (b) 2.57 % 1.96 % 1.73 % 3.63 % 2.91 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 1,893 $ 1,893 Fair value — — — 1,912 1,912 Average yield (b) — % — % — % 0.35 % 0.35 % Total available-for-sale securities Amortized cost $ 11,712 $ 26,152 $ 57,737 $ 136,810 $ 232,411 Fair value 11,758 26,596 58,322 140,715 237,391 Average yield (b) 2.57 % 1.96 % 1.73 % 3.58 % 2.89 % Total held-to-maturity securities Amortized cost $ — $ — $ 1,039 $ 46,893 $ 47,932 Fair value — — 1,102 49,066 50,168 Average yield (b) — — % 5.00 % 3.99 % 4.01% (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at March 31, 2016 . (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 weighted-average life, which reflects anticipated future prepayments, is approximately 5 years for agency residential mortgage-backed securities, 2 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations.

Securities Financing Activiti43

Securities Financing Activities (Tables)	3 Months Ended
	Mar. 31, 2016
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities sold under repurchase agreements, netting & securities loaned	March 31, 2016 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented in the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 415,729 $ (192,612 ) $ 223,117 $ (215,528 ) $ 7,589 Securities borrowed 102,937 — 102,937 (70,697 ) 32,240 Liabilities Securities sold under repurchase agreements $ 339,174 $ (192,612 ) $ 146,562 $ (130,629 ) $ 15,933 Securities loaned and other (a) 18,186 — 18,186 (17,990 ) 196 December 31, 2015 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented in the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 368,148 $ (156,258 ) $ 211,890 $ (206,774 ) $ 5,116 Securities borrowed 98,721 — 98,721 (65,081 ) 33,640 Liabilities Securities sold under repurchase agreements $ 290,044 $ (156,258 ) $ 133,786 $ (118,832 ) $ 14,954 Securities loaned and other (a) 22,556 — 22,556 (22,245 ) 311 (a) Includes securities-for-securities lending transactions of $4.6 billion and $4.4 billion at March 31, 2016 and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (b) Includes securities financing agreements accounted for at fair value. At March 31, 2016 and December 31, 2015, included securities purchased under resale agreements of $24.1 billion and $23.1 billion , respectively, securities borrowed of zero and $395 million , respectively, and securities sold under agreements to repurchase of $3.4 billion and $3.5 billion , respectively. There were no securities loaned accounted for at fair value in either period. (c) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related asset or liability with that counterparty. (d) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At March 31, 2016 and December 31, 2015, included $4.7 billion and $2.3 billion , respectively, of securities purchased under resale agreements; $29.8 billion and $31.3 billion , respectively, of securities borrowed; $14.0 billion and $12.6 billion , respectively, of securities sold under agreements to repurchase; and $46 million and $45 million , respectively, of securities loaned and other.
Schedule of types of assets pledged in secured financing transactions	The tables below present as of March 31, 2016, and December 31, 2015 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance March 31, 2016 December 31, 2015 (in millions) Securities sold under repurchase agreements Securities loaned and other (a) Securities sold under repurchase agreements Securities loaned and other (a) Mortgage-backed securities $ 19,259 $ — $ 12,790 $ — U.S. Treasury and government agencies 172,850 23 154,377 5 Obligations of U.S. states and municipalities 1,849 — 1,316 — Non-U.S. government debt 104,834 3,108 80,162 4,426 Corporate debt securities 22,082 110 21,286 78 Asset-backed securities 5,000 — 4,394 — Equity securities 13,300 14,945 15,719 18,047 Total $ 339,174 $ 18,186 $ 290,044 $ 22,556 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days March 31, 2016 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 146,383 $ 106,044 $ 39,026 $ 47,721 $ 339,174 Total securities loaned and other (a) 9,946 437 1,348 6,455 18,186 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 114,595 $ 100,082 $ 29,955 $ 45,412 $ 290,044 Total securities loaned and other (a) 8,320 708 793 12,735 22,556 (a) Includes securities-for-securities lending transactions of $4.6 billion and $4.4 billion at March 31, 2016, and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets.

Loans (Tables)

Loans (Tables)	3 Months Ended
	Mar. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan portfolio segment descriptions	The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class: Consumer, excluding credit card (a) Credit card Wholesale (f) Residential real estate – excluding PCI • Home equity (b) • Residential mortgage (c) Other consumer loans • Auto (d) • Business banking (d)(e) • Student and other Residential real estate – PCI • Home equity • Prime mortgage • Subprime mortgage • Option ARMs • Credit card loans • Commercial and industrial • Real estate • Financial institutions • Government agencies • Other (g) (a) Includes loans held in CCB, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. (b) Includes senior and junior lien home equity loans. (c) Includes Prime (including option adjustable rate mortgages (“ARMs”)) and subprime loans. (d) 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. (e) Predominantly includes Business Banking loans as well as deposit overdrafts. (f) 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. (g) Includes loans to: individuals; special-purpose entities (“SPEs”); holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment. March 31, 2016 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 353,871 $ 126,012 $ 364,312 $ 844,195 (b) Held-for-sale 321 78 796 1,195 At fair value — — 1,923 1,923 Total $ 354,192 $ 126,090 $ 367,031 $ 847,313 December 31, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 344,355 $ 131,387 $ 357,050 $ 832,792 (b) Held-for-sale 466 76 1,104 1,646 At fair value — — 2,861 2,861 Total $ 344,821 $ 131,463 $ 361,015 $ 837,299 (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. These amounts were not material as of March 31, 2016 , and December 31, 2015 .
Schedule of retained loans purchased, sold and reclassified to held-for-sale	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. 2016 2015 Three months ended March 31, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,265 (a)(b) $ — $ 288 $ 1,553 $ 1,608 (a)(b) $ — $ 208 $ 1,816 Sales 760 — 1,664 2,424 1,736 — (c) 2,449 4,185 Retained loans reclassified to held-for-sale 65 — 489 554 18 — 320 338 (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) Excludes purchases of retained loans sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Such purchases were $8.7 billion and $11.2 billion for the three months ended March 31, 2016 and 2015 , respectively. (c) Prior period amounts have been revised to conform with current period presentation.
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) 2016 2015 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 53 $ 91 Credit card — 16 Wholesale (2 ) (6 ) Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 51 $ 101 (a) Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of loans by portfolio segment	The table below provides information about retained consumer loans, excluding credit card, by class. (in millions) March 31, December 31, Residential real estate – excluding PCI Home equity $ 43,932 $ 45,559 Residential mortgage 176,106 166,239 Other consumer loans Auto 62,937 60,255 Business banking 21,370 21,208 Student and other 9,783 10,096 Residential real estate – PCI Home equity 14,522 14,989 Prime mortgage 8,594 8,893 Subprime mortgage 3,174 3,263 Option ARMs 13,453 13,853 Total retained loans $ 353,871 $ 344,355
Consumer, excluding credit card | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
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, 2016 and 2015 , 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. Total PCI (in millions, except ratios) Three months ended March 31, 2016 2015 Beginning balance $ 13,491 $ 14,592 Accretion into interest income (407 ) (436 ) Changes in interest rates on variable-rate loans 76 6 Other changes in expected cash flows (a) (486 ) (128 ) Balance at March 31 $ 12,674 $ 14,034 Accretable yield percentage 4.35 % 4.14 % (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, 2016 and 2015 , other changes in expected cash flows were driven by changes in prepayment assumptions.
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of financing receivable credit quality indicators	The following table provides information by class for residential real estate – excluding retained PCI loans in the consumer, excluding credit card, portfolio segment. Residential real estate – excluding PCI loans (in millions, except ratios) Home equity (g) Residential mortgage (g) Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loan delinquency (a) Current $ 42,765 $ 44,299 $ 167,044 $ 156,463 $ 209,809 $ 200,762 30–149 days past due 626 708 3,596 4,042 4,222 4,750 150 or more days past due 541 552 5,466 5,734 6,007 6,286 Total retained loans $ 43,932 $ 45,559 $ 176,106 $ 166,239 $ 220,038 $ 211,798 % of 30+ days past due to total retained loans (b) 2.66 % 2.77 % 0.93 % 1.03 % 1.27 % 1.40 % 90 or more days past due and government guaranteed (c) $ — $ — $ 5,555 $ 6,056 $ 5,555 $ 6,056 Nonaccrual loans 2,153 2,191 2,423 2,503 4,576 4,694 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 129 $ 165 $ 55 $ 58 $ 184 $ 223 Less than 660 30 32 63 77 93 109 101% to 125% and refreshed FICO scores: Equal to or greater than 660 1,051 1,344 215 274 1,266 1,618 Less than 660 347 434 253 291 600 725 80% to 100% and refreshed FICO scores: Equal to or greater than 660 4,096 4,537 2,873 3,159 6,969 7,696 Less than 660 1,260 1,409 895 996 2,155 2,405 Less than 80% and refreshed FICO scores: Equal to or greater than 660 29,228 29,648 152,452 142,241 181,680 171,889 Less than 660 4,917 4,934 6,861 6,797 11,778 11,731 No FICO/LTV available 2,874 3,056 1,885 1,658 4,759 4,714 U.S. government-guaranteed — — 10,554 10,688 10,554 10,688 Total retained loans $ 43,932 $ 45,559 $ 176,106 $ 166,239 $ 220,038 $ 211,798 Geographic region California $ 8,618 $ 8,945 $ 51,353 $ 47,263 $ 59,971 $ 56,208 New York 8,810 9,147 22,435 21,462 31,245 30,609 Illinois 3,292 3,420 12,181 11,524 15,473 14,944 Texas 2,437 2,532 9,711 9,128 12,148 11,660 Florida 2,418 2,409 7,532 7,177 9,950 9,586 New Jersey 2,514 2,590 5,872 5,567 8,386 8,157 Washington 1,398 1,451 4,483 4,176 5,881 5,627 Arizona 2,053 2,143 3,338 3,155 5,391 5,298 Michigan 1,296 1,350 2,016 1,945 3,312 3,295 Ohio 1,587 1,652 1,302 1,247 2,889 2,899 All other (f) 9,509 9,920 55,883 53,595 65,392 63,515 Total retained loans $ 43,932 $ 45,559 $ 176,106 $ 166,239 $ 220,038 $ 211,798 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.1 billion and $2.6 billion ; 30 – 149 days past due included $2.8 billion and $3.2 billion ; and 150 or more days past due included $4.7 billion and $4.9 billion at March 31, 2016 , and December 31, 2015 , respectively. (b) At March 31, 2016 , and December 31, 2015 , Residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $7.5 billion and $8.1 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, were excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At March 31, 2016 , and December 31, 2015 , these balances included $3.2 billion and $3.4 billion , respectively, of loans that are no longer accruing interest based on the agreed-upon servicing guidelines. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate. There were no loans not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing at March 31, 2016 , and December 31, 2015 . (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. Current estimated combined loan-to-value (“LTV”) for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (e) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (f) At March 31, 2016 , and December 31, 2015 , included mortgage loans insured by U.S. government agencies of $10.6 billion and $10.7 billion , respectively. (g) Includes residential real estate loans to private banking clients in AM, for which the primary credit quality indicators are the borrower’s financial position and LTV.
Consumer, excluding credit card | Residential real estate | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [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, Carrying value (a) $ 14,522 $ 14,989 $ 8,594 $ 8,893 $ 3,174 $ 3,263 $ 13,453 $ 13,853 $ 39,743 $ 40,998 Related allowance for loan losses (b) 1,708 1,708 938 985 — — 49 49 2,695 2,742 Loan delinquency (based on unpaid principal balance) Current $ 13,997 $ 14,387 $ 7,658 $ 7,894 $ 3,208 $ 3,232 $ 12,118 $ 12,370 $ 36,981 $ 37,883 30–149 days past due 285 322 407 424 385 439 635 711 1,712 1,896 150 or more days past due 571 633 556 601 334 380 1,150 1,272 2,611 2,886 Total loans $ 14,853 $ 15,342 $ 8,621 $ 8,919 $ 3,927 $ 4,051 $ 13,903 $ 14,353 $ 41,304 $ 42,665 % of 30+ days past due to total loans 5.76 % 6.22 % 11.17 % 11.49 % 18.31 % 20.22 % 12.84 % 13.82 % 10.47 % 11.21 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 116 $ 153 $ 9 $ 10 $ 7 $ 10 $ 16 $ 19 $ 148 $ 192 Less than 660 67 80 21 28 41 55 28 36 157 199 101% to 125% and refreshed FICO scores: Equal to or greater than 660 776 942 89 120 58 77 125 166 1,048 1,305 Less than 660 367 444 121 152 183 220 192 239 863 1,055 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,421 2,709 667 816 285 331 817 977 4,190 4,833 Less than 660 1,039 1,136 523 614 572 643 902 1,050 3,036 3,443 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 6,891 6,724 4,264 4,243 907 863 7,081 7,073 19,143 18,903 Less than 660 2,322 2,265 2,453 2,438 1,676 1,642 4,058 4,065 10,509 10,410 No FICO/LTV available 854 889 474 498 198 210 684 728 2,210 2,325 Total unpaid principal balance $ 14,853 $ 15,342 $ 8,621 $ 8,919 $ 3,927 $ 4,051 $ 13,903 $ 14,353 $ 41,304 $ 42,665 Geographic region (based on unpaid principal balance) California $ 8,917 $ 9,205 $ 5,008 $ 5,172 $ 979 $ 1,005 $ 7,870 $ 8,108 $ 22,774 $ 23,490 New York 767 788 559 580 386 400 785 813 2,497 2,581 Illinois 349 358 250 263 190 196 317 333 1,106 1,150 Texas 213 224 89 94 235 243 72 75 609 636 Florida 1,433 1,479 562 586 362 373 1,144 1,183 3,501 3,621 New Jersey 304 310 231 238 133 139 449 470 1,117 1,157 Washington 785 819 188 194 77 81 329 339 1,379 1,433 Arizona 273 281 139 143 74 76 199 203 685 703 Michigan 42 44 135 141 109 113 145 150 431 448 Ohio 16 17 43 45 61 62 55 61 175 185 All other 1,754 1,817 1,417 1,463 1,321 1,363 2,538 2,618 7,030 7,261 Total unpaid principal balance $ 14,853 $ 15,342 $ 8,621 $ 8,919 $ 3,927 $ 4,051 $ 13,903 $ 14,353 $ 41,304 $ 42,665 (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.
Consumer, excluding credit card | Home equity | Residential real estate – PCI | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of financing receivable credit quality indicators	Approximately 23% 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 the unpaid principal balance as of March 31, 2016 , and December 31, 2015 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 4,277 $ 5,000 3.62 % 4.10 % Beyond the revolving period (c) 6,598 6,252 4.02 4.46 HELOANs 554 582 4.87 5.33 Total $ 11,429 $ 11,834 3.91 % 4.35 % (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.
Consumer, excluding credit card | Mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
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 2015 Annual Report . (in millions) Home equity Residential mortgage Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Impaired loans With an allowance $ 1,303 $ 1,293 $ 5,129 $ 5,243 $ 6,432 $ 6,536 Without an allowance (a) 1,059 1,065 1,401 1,447 2,460 2,512 Total impaired loans (b)(c) $ 2,362 $ 2,358 $ 6,530 $ 6,690 $ 8,892 $ 9,048 Allowance for loan losses related to impaired loans $ 167 $ 138 $ 90 $ 108 $ 257 $ 246 Unpaid principal balance of impaired loans (d) 3,957 3,960 8,896 9,082 12,853 13,042 Impaired loans on nonaccrual status (e) 1,211 1,220 1,883 1,957 3,094 3,177 (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, 2016 , Chapter 7 residential real estate loans included approximately 12% of home equity and 16% of residential mortgages that were 30 days or more past due. (b) At both March 31, 2016 , and December 31, 2015 , $3.8 billion 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, 2016 , and December 31, 2015 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans. (e) As of both March 31, 2016 , and December 31, 2015 , nonaccrual loans included $2.5 billion of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase ’s 2015 Annual Report .
Schedule of impaired financing receivables, average recorded investment	The following table presents average impaired loans and the related interest income reported by the Firm. Three months ended March 31, Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) (in millions) 2016 2015 2016 2015 2016 2015 Home equity $ 2,360 $ 2,393 $ 31 $ 33 $ 21 $ 22 Residential mortgage 6,615 8,876 78 96 19 23 Total residential real estate – excluding PCI $ 8,975 $ 11,269 $ 109 $ 129 $ 40 $ 45 (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, (in millions) 2016 2015 Home equity $ 126 $ 72 Residential mortgage 63 82 Total residential real estate – excluding PCI $ 189 $ 154
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, Total residential real estate - excluding PCI Home equity Residential mortgage 2016 2015 2016 2015 2016 2015 Number of loans approved for a trial modification 1,049 510 580 667 1,629 1,177 Number of loans permanently modified 1,692 770 732 850 2,424 1,620 Concession granted: (a) Interest rate reduction 66 % 76 % 74 % 68 % 68 % 72 % Term or payment extension 90 84 89 82 90 83 Principal and/or interest deferred 16 29 23 30 18 30 Principal forgiveness 9 5 25 30 14 18 Other (b) 1 — 18 10 6 5 (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, (in millions, except weighted-average data and number of loans Home equity Residential mortgage Total residential real estate – excluding PCI 2016 2015 2016 2015 2016 2015 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.03% 5.42% 5.51% 5.78% 5.28% 5.68% Weighted-average interest rate of loans with interest rate reductions – after TDR 2.42 2.42 2.83 2.74 2.64 2.64 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 18 18 25 25 21 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 33 38 37 38 36 Charge-offs recognized upon permanent modification $ 1 $ 1 $ 1 $ 2 $ 2 $ 3 Principal deferred 8 6 10 18 18 24 Principal forgiven 3 1 12 19 15 20 Balance of loans that redefaulted within one year of permanent modification (a) $ 10 $ 5 $ 26 $ 35 $ 36 $ 40 (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 | Other Consumer
Accounts, Notes, Loans and Financing Receivable [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, Loan delinquency (a) Current $ 62,343 $ 59,442 $ 21,047 $ 20,887 $ 9,186 $ 9,405 $ 92,576 $ 89,734 30–119 days past due 585 804 202 215 366 445 1,153 1,464 120 or more days past due 9 9 121 106 231 246 361 361 Total retained loans $ 62,937 $ 60,255 $ 21,370 $ 21,208 $ 9,783 $ 10,096 $ 94,090 $ 91,559 % of 30+ days past due to total retained loans 0.94 % 1.35 % 1.51 % 1.51 % 1.29 % (d) 1.63 % (d) 1.11 % (d) 1.42 % (d) 90 or more days past due and still accruing (b) $ — $ — $ — $ — $ 269 $ 290 $ 269 $ 290 Nonaccrual loans 102 116 290 263 196 242 588 621 Geographic region California $ 7,578 $ 7,186 $ 3,644 $ 3,530 $ 1,023 $ 1,051 $ 12,245 $ 11,767 New York 3,949 3,874 3,357 3,359 1,205 1,224 8,511 8,457 Illinois 3,914 3,678 1,511 1,459 651 679 6,076 5,816 Texas 6,768 6,457 2,569 2,622 814 839 10,151 9,918 Florida 3,066 2,843 951 941 501 516 4,518 4,300 New Jersey 2,032 1,998 492 500 347 366 2,871 2,864 Washington 1,162 1,135 269 264 206 212 1,637 1,611 Arizona 2,100 2,033 1,217 1,205 232 236 3,549 3,474 Michigan 1,528 1,550 1,359 1,361 396 415 3,283 3,326 Ohio 2,316 2,340 1,357 1,363 541 559 4,214 4,262 All other 28,524 27,161 4,644 4,604 3,867 3,999 37,035 35,764 Total retained loans $ 62,937 $ 60,255 $ 21,370 $ 21,208 $ 9,783 $ 10,096 $ 94,090 $ 91,559 Loans by risk ratings (c) Noncriticized $ 11,906 $ 11,277 $ 15,637 $ 15,505 NA NA $ 27,543 $ 26,782 Criticized performing 218 76 799 815 NA NA 1,017 891 Criticized nonaccrual — — 238 210 NA NA 238 210 (a) Student loan delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $3.8 billion and $3.8 billion ; 30 - 119 days past due included $256 million and $299 million ; and 120 or more days past due included $215 million and $227 million at March 31, 2016 , and December 31, 2015 , 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, 2016 , and December 31, 2015 , excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $471 million and $526 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, Impaired loans With an allowance $ 545 $ 527 Without an allowance (a) 31 31 Total impaired loans (b)(c) $ 576 $ 558 Allowance for loan losses related to impaired loans $ 114 $ 118 Unpaid principal balance of impaired loans (d) 685 668 Impaired loans on nonaccrual status 445 449 (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 $571 million and $587 million for the three months ended March 31, 2016 and 2015 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three months ended March 31, 2016 and 2015 . (d) Represents the contractual amount of principal owed at March 31, 2016 , and December 31, 2015 . 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 for the three months ended March 31, 2016 and 2015. (in millions) March 31, December 31, Loans modified in TDRs (a)(b) $ 369 $ 384 TDRs on nonaccrual status 238 275 (a) The impact of these modifications was not material to the Firm for the three months ended March 31, 2016 and 2015 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of March 31, 2016 , and December 31, 2015 , were immaterial.
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of financing receivable credit quality indicators	The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of March 31, 2016 , and December 31, 2015 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 15,136 $ 17,050 1.38 % 1.57 % Beyond the revolving period 11,986 11,252 2.85 3.10 HELOANs 2,266 2,409 2.87 3.03 Total $ 29,388 $ 30,711 2.10 % 2.25 % (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 that allow 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.
Credit card
Accounts, Notes, Loans and Financing Receivable [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, Loan delinquency Current and less than 30 days past due and still accruing $ 124,187 $ 129,502 30–89 days past due and still accruing 885 941 90 or more days past due and still accruing 940 944 Total retained credit card loans $ 126,012 $ 131,387 Loan delinquency ratios % of 30+ days past due to total retained loans 1.45 % 1.43 % % of 90+ days past due to total retained loans 0.75 0.72 Credit card loans by geographic region California $ 18,105 $ 18,802 Texas 11,517 11,847 New York 10,871 11,360 Florida 7,564 7,806 Illinois 7,319 7,655 New Jersey 5,603 5,879 Ohio 4,445 4,700 Pennsylvania 4,296 4,533 Michigan 3,365 3,562 Colorado 3,272 3,399 All other 49,655 51,844 Total retained credit card loans $ 126,012 $ 131,387 Percentage of portfolio based on carrying value with estimated refreshed FICO scores (a) Equal to or greater than 660 84.6 % 84.4 % Less than 660 14.0 13.1 No FICO available 1.4 2.5
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, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,217 $ 1,286 Modified credit card loans that have reverted to pre-modification payment terms (d) 164 179 Total impaired credit card loans (e) $ 1,381 $ 1,465 Allowance for loan losses related to impaired credit card loans $ 427 $ 460 (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, 2016 , and December 31, 2015 , $104 million and $113 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 $60 million and $66 million at March 31, 2016 , and December 31, 2015 , 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) 2016 2015 Average impaired credit card loans $ 1,436 $ 1,940 Interest income on impaired credit card loans 17 23
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 weighted-average data) Three months ended March 31, 2016 2015 Weighted-average interest rate of loans – before TDR 15.48 % 15.16 % Weighted-average interest rate of loans – after TDR 4.76 4.29 Loans that redefaulted within one year of modification (a) $ 19 $ 22 (a) Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted.
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
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 and industrial Real estate Financial Government agencies Other (d) Total (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loans by risk ratings Investment-grade $ 63,651 $ 62,150 $ 77,064 $ 74,330 $ 21,558 $ 21,786 $ 11,457 $ 11,363 $ 95,963 $ 98,107 $ 269,693 $ 267,736 Noninvestment-grade: Noncriticized 47,501 45,632 17,652 17,008 6,943 7,667 449 256 11,861 11,390 84,406 81,953 Criticized performing 6,432 4,542 1,132 1,251 316 320 6 7 124 253 8,010 6,373 Criticized nonaccrual 1,722 608 253 231 11 10 — — 217 139 2,203 988 Total noninvestment- grade 55,655 50,782 19,037 18,490 7,270 7,997 455 263 12,202 11,782 94,619 89,314 Total retained loans $ 119,306 $ 112,932 $ 96,101 $ 92,820 $ 28,828 $ 29,783 $ 11,912 $ 11,626 $ 108,165 $ 109,889 $ 364,312 $ 357,050 % of total criticized exposure to total retained loans 6.83 % 4.56 % 1.44 % 1.60 % 1.13 % 1.11 % 0.05 % 0.06 % 0.32 % 0.36 % 2.80 % 2.06 % % of criticized nonaccrual to total retained loans 1.44 0.54 0.26 0.25 0.04 0.03 — — 0.20 0.13 0.60 0.28 Loans by geographic distribution (a) Total non-U.S. $ 32,037 $ 30,063 $ 3,231 $ 3,003 $ 16,405 $ 17,166 $ 1,929 $ 1,788 $ 42,272 $ 42,031 $ 95,874 $ 94,051 Total U.S. 87,269 82,869 92,870 89,817 12,423 12,617 9,983 9,838 65,893 67,858 268,438 262,999 Total retained loans $ 119,306 $ 112,932 $ 96,101 $ 92,820 $ 28,828 $ 29,783 $ 11,912 $ 11,626 $ 108,165 $ 109,889 $ 364,312 $ 357,050 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 117,203 $ 112,058 $ 95,680 $ 92,381 $ 28,761 $ 29,713 $ 11,909 $ 11,565 $ 106,852 $ 108,734 $ 360,405 $ 354,451 30–89 days past due and still accruing 360 259 161 193 32 49 1 55 936 988 1,490 1,544 90 or more days past due and still accruing (c) 21 7 7 15 24 11 2 6 160 28 214 67 Criticized nonaccrual 1,722 608 253 231 11 10 — — 217 139 2,203 988 Total retained loans $ 119,306 $ 112,932 $ 96,101 $ 92,820 $ 28,828 $ 29,783 $ 11,912 $ 11,626 $ 108,165 $ 109,889 $ 364,312 $ 357,050 (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 further discussion, see Note 14 of JPMorgan Chase ’s 2015 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Other includes: individuals; SPEs; holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report
Schedule of impaired financing receivables	The table below sets forth information about the Firm’s wholesale impaired loans. (in millions) Commercial and industrial Real estate Financial institutions Government agencies Other Total 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, Impaired loans With an allowance $ 1,555 $ 522 $ 177 $ 148 $ 11 $ 10 $ — $ — $ 125 $ 46 $ 1,868 $ 726 Without an allowance (a) 179 98 88 106 — — — — 95 94 362 298 Total impaired loans $ 1,734 $ 620 $ 265 $ 254 $ 11 $ 10 $ — $ — $ 220 $ 140 $ 2,230 (c) $ 1,024 (c) Allowance for loan losses related to impaired loans $ 491 $ 220 $ 20 $ 27 $ 3 $ 3 $ — $ — $ 51 $ 24 $ 565 $ 274 Unpaid principal balance of impaired loans (b) 1,863 669 412 363 12 13 — — 235 164 2,522 1,209 (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, 2016 , and December 31, 2015 . 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, largely consists of loans 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) 2016 2015 Commercial and industrial $ 1,123 $ 251 Real estate 233 268 Financial institutions 11 16 Government agencies — — Other 181 107 Total (a) $ 1,548 $ 642 (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, 2016 and 2015 .
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [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 2015 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, Real estate retained loans $ 61,376 $ 60,290 $ 21,672 $ 20,062 $ 5,079 $ 4,920 $ 7,974 $ 7,548 $ 96,101 $ 92,820 Criticized exposure 553 520 730 844 34 43 68 75 1,385 1,482 % of total criticized exposure to total real estate retained loans 0.90 % 0.86 % 3.37 % 4.21 % 0.67 % 0.87 % 0.85 % 0.99 % 1.44 % 1.60 % Criticized nonaccrual $ 80 $ 85 $ 112 $ 100 $ — $ 1 $ 61 $ 45 $ 253 $ 231 % of criticized nonaccrual loans to total real estate retained loans 0.13 % 0.14 % 0.52 % 0.50 % — % 0.02 % 0.76 % 0.60 % 0.26 % 0.25 %

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2016
Allowance for Credit Losses [Abstract]
Allowance for credit losses on financing receivables	The table below summarizes information about the allowances for loan losses, and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. 2016 2015 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, $ 5,806 $ 3,434 $ 4,315 $ 13,555 7,050 $ 3,439 $ 3,696 $ 14,185 Gross charge-offs 365 923 69 1,357 440 883 29 1,352 Gross recoveries (145 ) (93 ) (9 ) (247 ) (176 ) (94 ) (30 ) (300 ) Net charge-offs/(recoveries) 220 830 60 1,110 264 789 (1 ) 1,052 Write-offs of PCI loans (a) 47 — — 47 55 — — 55 Provision for loan losses 221 830 545 1,596 141 789 58 988 Other — — — — — (5 ) 4 (1 ) Ending balance at March 31, $ 5,760 $ 3,434 $ 4,800 $ 13,994 $ 6,872 $ 3,434 $ 3,759 $ 14,065 Allowance for loan losses by impairment methodology Asset-specific (b) $ 371 $ 427 (c) $ 565 $ 1,363 $ 537 $ 458 (c) $ 115 $ 1,110 Formula-based 2,694 3,007 4,235 9,936 3,065 2,976 3,644 9,685 PCI 2,695 — — 2,695 3,270 — — 3,270 Total allowance for loan losses $ 5,760 $ 3,434 $ 4,800 $ 13,994 $ 6,872 $ 3,434 $ 3,759 $ 14,065 Loans by impairment methodology Asset-specific $ 9,468 $ 1,381 $ 2,230 $ 13,079 $ 11,414 $ 1,852 $ 743 $ 14,009 Formula-based 304,660 124,631 362,078 791,369 248,147 118,983 330,472 697,602 PCI 39,743 — 4 39,747 45,356 — 4 45,360 Total retained loans $ 353,871 $ 126,012 $ 364,312 $ 844,195 $ 304,917 $ 120,835 $ 331,219 $ 756,971 Impaired collateral-dependent loans Net charge-offs $ 21 $ — $ 1 $ 22 $ 16 $ — $ 1 $ 17 Loans measured at fair value of collateral less cost to sell 2,514 — 384 2,898 2,912 — 269 3,181 Allowance for lending-related commitments Beginning balance at January 1, $ 14 $ — $ 772 $ 786 $ 13 $ — $ 609 $ 622 Provision for lending-related commitments — — 228 228 1 — (30 ) (29 ) Ending balance at March 31, $ 14 $ — $ 1,000 $ 1,014 $ 14 $ — $ 579 $ 593 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 192 $ 192 $ — $ — $ 55 $ 55 Formula-based 14 — 808 822 14 — 524 538 Total allowance for lending-related commitments $ 14 $ — $ 1,000 $ 1,014 $ 14 $ — $ 579 $ 593 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 722 $ 722 $ — $ — $ 131 $ 131 Formula-based 60,744 532,224 366,744 959,712 60,151 533,511 355,373 949,035 Total lending-related commitments $ 60,744 $ 532,224 $ 367,466 $ 960,434 $ 60,151 $ 533,511 $ 355,504 $ 949,166 (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, 2016
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 122 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 122 – 124 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 122 – 124 Multi-seller conduits Investor intermediation activities: Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 124 Municipal bond vehicles 124 – 125
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 127 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 127 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, 2016 (a) (in millions) 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 Securitization-related Residential mortgage: Prime/Alt-A and option ARMs $ 82,221 $ 1,322 $ 65,673 $ 266 $ 1,545 $ 1,811 Subprime 23,858 118 21,971 80 — 80 Commercial and other (b) 118,440 107 91,632 701 3,268 3,969 Total $ 224,519 $ 1,547 $ 179,276 $ 1,047 $ 4,813 $ 5,860 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2015 (a) (in millions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets AFS securities Total interests held by JPMorgan Chase Securitization-related Residential mortgage: Prime/Alt-A and option ARMs $ 85,687 $ 1,400 $ 66,708 $ 393 $ 1,619 $ 2,013 Subprime 24,389 64 22,549 109 — 109 Commercial and other (b) 123,474 107 80,319 447 3,451 3,898 Total $ 233,550 $ 1,571 $ 169,576 $ 949 $ 5,070 $ 6,020 (a) Excludes U.S. government agency securitizations. See page 127 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 $312 million and $52 million , respectively, at March 31, 2016 , and $163 million and $73 million , respectively, at December 31, 2015 , 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, 2016 , and December 31, 2015 , 71% and 76% , respectively, of the Firm’s retained securitization interests, which are carried at fair value, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.7 billion and $1.9 billion of investment-grade and $85 million and $93 million of noninvestment-grade retained interests at March 31, 2016 , and December 31, 2015 , respectively. The retained interests in commercial and other securitizations trusts consisted of $3.7 billion and $3.7 billion of investment-grade and $296 million and $198 million of noninvestment-grade retained interests at March 31, 2016 , and December 31, 2015 , respectively.
Firm's exposure to nonconsolidated municipal bond VIEs	The Firm’s exposure to nonconsolidated municipal bond VIEs at March 31, 2016 , and December 31, 2015 , including the ratings profile of the VIEs’ assets, was as follows. (in millions) (a) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (b) Maximum exposure Nonconsolidated municipal bond vehicles March 31, 2016 $ 5,917 $ 3,260 $ 2,657 $ 3,260 December 31, 2015 6,937 3,794 3,143 3,794
Ratings profile of the VIEs' assets	Ratings profile of VIE assets (c) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade Noninvestment- grade (in millions, except where otherwise noted) (a) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- BB+ and below March 31, 2016 1,547 3,881 368 24 97 5,917 3.9 December 31, 2015 1,743 4,631 448 24 91 6,937 4.0 (a) Represents the excess 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, 2016 , and December 31, 2015 . Assets Liabilities March 31, 2016 (in millions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 40,388 $ 687 $ 41,075 $ 27,486 $ 15 $ 27,501 Firm-administered multi-seller conduits — 23,842 39 23,881 5,250 36 5,286 Municipal bond vehicles 3,443 — 7 3,450 3,327 1 3,328 Mortgage securitization entities (b) 784 586 25 1,395 720 616 1,336 Student loan securitization entities — 1,864 63 1,927 1,702 5 1,707 Other 607 — 2,702 3,309 188 116 304 Total $ 4,834 $ 66,680 $ 3,523 $ 75,037 $ 38,673 $ 789 $ 39,462 Assets Liabilities December 31, 2015 (in millions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 47,358 $ 718 $ 48,076 $ 27,906 $ 15 $ 27,921 Firm-administered multi-seller conduits — 24,388 37 24,425 8,724 19 8,743 Municipal bond vehicles 2,686 — 5 2,691 2,597 1 2,598 Mortgage securitization entities (b) 840 1,433 27 2,300 777 643 1,420 Student loan securitization entities — 1,925 62 1,987 1,760 5 1,765 Other 210 — 1,916 2,126 115 126 241 Total $ 3,736 $ 75,104 $ 2,765 $ 81,605 $ 41,879 $ 809 $ 42,688 (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 $30.1 billion and $30.6 billion at March 31, 2016 , and December 31, 2015 , respectively. The maturities of the long-term beneficial interests as of March 31, 2016 , were as follows: $8.7 billion under one year, $18.2 billion between one and five years, and $3.2 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, 2016 and 2015 , 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, 2016 2015 (in millions) (a) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ — $ 1,324 $ 1,312 $ 3,375 All cash flows during the period: Proceeds from new securitizations (b) $ — $ 1,311 $ 1,317 $ 3,369 Servicing fees collected 112 1 146 1 Purchases of previously transferred financial assets (or the underlying collateral) (c) 37 — — — Cash flows received on interests 94 273 70 79 (a) Excludes re-securitization transactions. (b) For the three months ended March 31, 2016 , there were no residential mortgage securitizations. 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, 2016 , $1.3 billion , of proceeds from commercial mortgage securitizations were received as securities classified in level 2. 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. All loans transferred into securitization vehicles during the three months ended March 31, 2016 and 2015 , were classified as trading assets; changes in fair value were recorded in principal transactions revenue, and there were no significant gains or losses associated with the securitization activity. (c) Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer clean-up calls. (d) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (e) Includes commercial and student loan securitizations.
Summary of loan sale activities	The following table summarizes the activities related to loans sold to the U.S. GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities. Three months ended March 31, (in millions) 2016 2015 Carrying value of loans sold (a) $ 9,012 $ 12,139 Proceeds received from loan sales as cash 4 51 Proceeds from loans sales as securities (b) 8,955 12,029 Total proceeds received from loan sales (c) $ 8,959 $ 12,080 Gains on loan sales (d) $ 50 $ 91 (a) Predominantly i ncludes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt. (b) Excludes the value of MSRs retained upon the sale of loans. Gains on loan sales include the value of MSRs. (c) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets	The table below includes information about components of nonconsolidated securitized financial assets, in which the Firm has continuing involvement, and delinquencies as of March 31, 2016 , and December 31, 2015 . Liquidation losses Securitized assets 90 days past due Three months ended (in millions) Mar 31, Dec 31, Mar 31, Dec 31, 2016 2015 Securitized loans (a) Residential mortgage: Prime / Alt-A & option ARMs $ 65,673 $ 66,708 $ 7,879 $ 8,325 $ 340 $ 462 Subprime 21,971 22,549 5,156 5,448 322 354 Commercial and other 91,632 80,319 1,389 1,808 393 99 Total loans securitized (b) $ 179,276 $ 169,576 $ 14,424 $ 15,581 $ 1,055 $ 915 (a) Total assets held in securitization-related SPEs were $224.5 billion and $233.6 billion , respectively, at March 31, 2016 , and December 31, 2015 . The $179.3 billion and $169.6 billion , respectively, of loans securitized at March 31, 2016 , and December 31, 2015 , excluded: $43.7 billion and $62.4 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $1.5 billion and $1.6 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at March 31, 2016 , and December 31, 2015 . (b) Includes securitized loans that were previously recorded at fair value and classified as trading assets.

Goodwill and Other Intangible47

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill attributed to the business segments	The following table presents goodwill attributed to the business segments. (in millions) March 31, December 31, Consumer & Community Banking $ 30,814 $ 30,769 Corporate & Investment Bank 6,775 6,772 Commercial Banking 2,861 2,861 Asset Management 6,860 6,923 Total goodwill $ 47,310 $ 47,325 The following table presents changes in the carrying amount of goodwill. Three months ended March 31, (in millions) 2016 2015 Balance at beginning of period $ 47,325 $ 47,647 Changes during the period from: Business combinations — 8 Dispositions (a) (71 ) (101 ) Other (b) 56 (101 ) Balance at March 31, $ 47,310 $ 47,453 (a) During the three months ended March 31, 2016 , represents Asset Management goodwill, which was disposed of as part of Asset Management sales completed in March 2016. During the three months ended March 31, 2015 , represents Private Equity goodwill, which was disposed of as part of a 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, 2016 and 2015 . As of or for the three months (in millions, except where otherwise noted) 2016 2015 Fair value at beginning of period $ 6,608 $ 7,436 MSR activity: Originations of MSRs 107 155 Purchase of MSRs — 1 Disposition of MSRs (a) (64 ) (157 ) Net additions 43 (1 ) Changes due to collection/realization of expected cash flows (241 ) (215 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) (762 ) (477 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 7 (10 ) Discount rates 7 (10 ) Prepayment model changes and other (c) (4 ) (82 ) Total changes in valuation due to other inputs and assumptions 10 (102 ) Total changes in valuation due to inputs and assumptions (752 ) (579 ) Fair value at March 31, $ 5,658 $ 6,641 Change in unrealized gains/(losses) included in income related to MSRs held at March 31, $ (752 ) $ (579 ) Contractual service fees, late fees and other ancillary fees included in income $ 561 $ 667 Third-party mortgage loans serviced at March 31, (in billions) $ 658 $ 728 Net servicer advances at March 31, (in billions) (d) $ 6.1 $ 7.9 (a) For the three months ended March 31, 2016 , 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, 2016 and 2015 . (b) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, 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.
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, 2016 and 2015 . Three months ended March 31, (in millions) 2016 2015 CCB mortgage fees and related income Net production revenue $ 162 $ 237 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 616 749 Changes in MSR asset fair value due to collection/realization of expected cash flows (240 ) (214 ) Total operating revenue 376 535 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (762 ) (476 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) 10 (102 ) Change in derivative fair value and other 881 510 Total risk management 129 (68 ) Total net mortgage servicing revenue 505 467 Total CCB mortgage fees and related income 667 704 All other — 1 Mortgage fees and related income $ 667 $ 705 (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, 2016 , and December 31, 2015 , 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, Weighted-average prepayment speed assumption (“CPR”) 12.07 % 9.81 % Impact on fair value of 10% adverse change $ (275 ) $ (275 ) Impact on fair value of 20% adverse change (534 ) (529 ) Weighted-average option adjusted spread 9.85 % 9.54 % Impact on fair value of 100 basis points adverse change $ (213 ) $ (258 ) Impact on fair value of 200 basis points adverse change (410 ) (498 ) CPR: Constant prepayment rate

Deposits (Tables)

Deposits (Tables)	3 Months Ended
	Mar. 31, 2016
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At March 31, 2016, and December 31, 2015, noninterest-bearing and interest-bearing deposits were as follows. (in millions) March 31, 2016 December 31, 2015 U.S. offices Noninterest-bearing $ 383,282 $ 392,721 Interest-bearing: Demand (a) 133,769 84,088 Savings (b) 510,544 486,043 Time (included $10,575, and $10,916 at fair value) (c) 51,354 92,873 Total interest-bearing deposits 695,667 663,004 Total deposits in U.S. offices 1,078,949 1,055,725 Non-U.S. offices Noninterest-bearing 20,913 18,921 Interest-bearing: Demand 167,025 154,773 Savings 1,329 2,157 Time (included $1,444 and $1,600 at fair value) (c) 53,600 48,139 Total interest-bearing deposits 221,954 205,069 Total deposits in non-U.S. offices 242,867 223,990 Total deposits $ 1,321,816 $ 1,279,715 (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 2015 Annual Report .

Earnings per Share (Tables)

Earnings per Share (Tables)	3 Months Ended
	Mar. 31, 2016
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, 2016 and 2015 . (in millions, except per share amounts) Three months ended 2016 2015 Basic earnings per share Net income $ 5,520 $ 5,914 Less: Preferred stock dividends 412 324 Net income applicable to common equity 5,108 5,590 Less: Dividends and undistributed earnings allocated to participating securities 117 138 Net income applicable to common stockholders $ 4,991 $ 5,452 Total weighted-average basic shares outstanding 3,669.9 3,725.3 Net income per share $ 1.36 $ 1.46 Diluted earnings per share Net income applicable to common stockholders $ 4,991 $ 5,452 Total weighted-average basic shares outstanding 3,669.9 3,725.3 Add: Employee stock options, SARs, warrants and PSUs (a) 27.0 32.2 Total weighted-average diluted shares outstanding (b) 3,696.9 3,757.5 Net income per share $ 1.35 $ 1.45 (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 not material for the three months ended March 31, 2016 and 1 million for the three months ended March 31, 2015 . (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 Comprehensi50

Accumulated Other Comprehensive Income/(Loss) (Tables)	3 Months Ended
	Mar. 31, 2016
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, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and DVA on fair value option elected liabilities. Effective January 1, 2016, the Firm adopted new accounting guidance related to the recognition and measurement of financial liabilities where the fair value option has been elected. This guidance requires the portion of the total change in fair value caused by changes in the Firm’s own credit risk (DVA) to be presented separately in other comprehensive income; previously these amounts were recognized in net income. The guidance was required to be applied as of the beginning of the fiscal year of adoption by means of a cumulative effect adjustment to the Consolidated balance sheets, which resulted in a reclassification from retained earnings to accumulated other comprehensive income. 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 DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2016 $ 2,629 $ (162 ) $ (44 ) $ (2,231 ) NA $ 192 Cumulative effect of change in accounting principle — — — — 154 154 Net change 425 (2 ) (70 ) 25 58 436 Balance at March 31, 2016 $ 3,054 $ (164 ) $ (114 ) $ (2,206 ) $ 212 $ 782 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 DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2015 $ 4,773 $ (147 ) $ (95 ) $ (2,342 ) NA $ 2,189 Net change 89 (10 ) 77 85 NA 241 Balance at March 31, 2015 $ 4,862 $ (157 ) $ (18 ) $ (2,257 ) NA $ 2,430 (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). 2016 2015 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 $ 732 $ (275 ) $ 457 $ 225 $ (104 ) $ 121 Reclassification adjustment for realized (gains)/losses included in net income (a) (51 ) 19 (32 ) (52 ) 20 (32 ) Net change 681 (256 ) 425 173 (84 ) 89 Translation adjustments (b) : Translation 589 (220 ) 369 (1,000 ) 378 (622 ) Hedges (590 ) 219 (371 ) 993 (381 ) 612 Net change (1 ) (1 ) (2 ) (7 ) (3 ) (10 ) Cash flow hedges: Net unrealized gains/(losses) arising during the period (167 ) 63 (104 ) (49 ) 18 (31 ) Reclassification adjustment for realized (gains)/losses included in net income (c)(d) 55 (21 ) 34 175 (67 ) 108 Net change (112 ) 42 (70 ) 126 (49 ) 77 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period (23 ) 9 (14 ) 60 (24 ) 36 Reclassification adjustments included in net income (e) : Amortization of net loss 64 (24 ) 40 71 (27 ) 44 Prior service costs/(credits) (9 ) 4 (5 ) (9 ) 3 (6 ) Foreign exchange and other 6 (2 ) 4 33 (22 ) 11 Net change 38 (13 ) 25 155 (70 ) 85 DVA on fair value option elected liabilities, net change: 92 (34 ) 58 NA NA NA Total other comprehensive income/(loss) $ 698 $ (262 ) $ 436 $ 447 $ (206 ) $ 241 (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. (d) In 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 . (e) 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, 2016
Banking and Thrift [Abstract]
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios	The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of March 31, 2016 . Minimum capital ratios Well-capitalized ratios BHC (a) IDI (b) BHC (c) IDI (d) Capital ratios CET1 6.25 % 5.125 % — % 6.5 % Tier 1 7.75 6.625 6.0 8.0 Total 9.75 8.625 10.0 10.0 Tier 1 leverage 4.0 4.0 — 5.0 Note: The table above is as defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its national bank subsidiaries are subject. (a) Represents the transitional minimum capital ratios applicable to the Firm under Basel III at March 31, 2016. The CET1 minimum capital ratio includes 0.625% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 1.125% , resulting from the phase in of the Firm’s estimated 4.5% GSIB surcharge as of December 31, 2014 published by the Federal Reserve on July 20, 2015. (b) Represents requirements for JPMorgan Chase ’s banking subsidiaries. The CET1 minimum capital ratio includes 0.625% resulting from the phase in of the 2.5% capital conservation buffer that is applicable to the banking subsidiaries. The banking subsidiaries are not subject to the GSIB surcharge. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d) Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement 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, Regulatory capital CET1 capital (a) $ 177,531 $ 175,398 $ 177,531 $ 175,398 Tier 1 capital 202,399 200,482 202,399 200,482 Total capital 236,954 234,413 226,190 224,616 Assets Risk-weighted 1,470,741 1,465,262 1,497,870 1,485,336 Adjusted average (b) 2,345,926 2,361,177 2,345,926 2,361,177 Capital ratios (c) CET1 12.1 % 12.0 % 11.9 % 11.8 % Tier 1 (a) 13.8 13.7 13.5 13.5 Total 16.1 16.0 15.1 15.1 Tier 1 leverage (d) 8.6 8.5 8.6 8.5 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, Regulatory capital CET1 capital (a) $ 170,985 $ 168,857 $ 170,985 $ 168,857 Tier 1 capital 171,229 169,222 171,229 169,222 Total capital 185,947 183,262 178,517 176,423 Assets Risk-weighted 1,309,694 1,264,056 1,291,998 1,249,607 Adjusted (b) 1,919,207 1,913,448 1,919,207 1,913,448 Capital ratios (c) CET1 13.1 % 13.4 % 13.2 % 13.5 % Tier 1 (a) 13.1 13.4 13.3 13.5 Total 14.2 14.5 13.8 14.1 Tier 1 leverage (d) 8.9 8.8 8.9 8.8 Chase Bank USA, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, Regulatory capital CET1 capital (a) $ 15,943 $ 15,419 $ 15,943 $ 15,419 Tier 1 capital 15,943 15,419 15,943 15,419 Total capital 21,856 21,418 20,593 20,069 Assets Risk-weighted 99,342 105,807 181,991 181,775 Adjusted (b) 133,100 134,152 133,100 134,152 Capital ratios (c) CET1 16.0 % 14.6 % 8.8 % 8.5 % Tier 1 (a) 16.0 14.6 8.8 8.5 Total 22.0 20.2 11.3 11.0 Tier 1 leverage (d) 12.0 11.5 12.0 11.5 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) acquired after December 31, 2013 which was not material as of March 31, 2016. (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for unrealized gains/(losses) on securities, less deductions for goodwill and other intangible assets, defined benefit pension plan assets, and deferred tax assets related to net operating loss and tax credit carryforwards. (c) For each of the risk-based capital ratios, 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 (the “Collins Floor”), as required by the Collins Amendment of the Dodd-Frank Act. (d) The Tier 1 leverage ratio is not a risk-based measure of capital. This ratio is calculated by dividing Tier 1 capital by adjusted average assets. (e) Asset and capital amounts for JPMorgan Chase ’s banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions.

Off-balance Sheet Lending-rel52

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments (Tables)	3 Months Ended
	Mar. 31, 2016
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 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 (h) March 31, 2016 Dec 31, Mar 31, Dec 31, By remaining maturity (in millions) Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity $ 3,852 $ 7,304 $ 1,226 $ 10,072 $ 22,454 $ 22,756 $ — $ — Residential mortgage (a) 14,257 — — — 14,257 12,992 — — Auto 9,635 1,036 149 89 10,909 10,237 2 2 Business banking 11,577 808 131 461 12,977 12,351 12 12 Student and other 10 2 — 135 147 142 — — Total consumer, excluding credit card $ 39,331 $ 9,150 $ 1,506 $ 10,757 $ 60,744 $ 58,478 $ 14 $ 14 Credit card $ 532,224 $ — $ — $ — $ 532,224 $ 515,518 $ — $ — Total consumer (b) $ 571,555 $ 9,150 $ 1,506 $ 10,757 $ 592,968 $ 573,996 $ 14 $ 14 Wholesale: Other unfunded commitments to extend credit (c)(d) $ 84,759 $ 95,130 $ 138,588 $ 7,724 $ 326,201 $ 323,325 $ 843 $ 649 Standby letters of credit and other financial guarantees (c)(d) 17,151 12,605 5,216 2,968 37,940 39,133 612 548 Other letters of credit (c) 3,043 204 75 3 3,325 3,941 2 2 Total wholesale (e) $ 104,953 $ 107,939 $ 143,879 $ 10,695 $ 367,466 $ 366,399 $ 1,457 $ 1,199 Total lending-related $ 676,508 $ 117,089 $ 145,385 $ 21,452 $ 960,434 $ 940,395 $ 1,471 $ 1,213 Other guarantees and commitments Securities lending indemnification agreements and guarantees (f) $ 198,921 $ — $ — $ — $ 198,921 $ 183,329 $ — $ — Derivatives qualifying as guarantees 2,478 251 11,307 39,120 53,156 53,784 198 222 Unsettled reverse repurchase and securities borrowing agreements 62,371 — — — 62,371 42,482 — — Unsettled repurchase and securities lending agreements 61,720 — — — 61,720 21,798 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 148 148 Loans sold with recourse NA NA NA NA 3,979 4,274 73 82 Other guarantees and commitments (g) 443 2,656 1,057 1,518 5,674 5,580 (88 ) (94 ) (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, 2016 , and December 31, 2015 , reflects the contractual amount net of risk participations totaling $339 million and $385 million , respectively, for other unfunded commitments to extend credit; $11.3 billion and $11.2 billion , respectively, for standby letters of credit and other financial guarantees; and $395 million and $341 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, 2016 , and December 31, 2015 , included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $12.2 billion and $12.3 billion , respectively, within other unfunded commitments to extend credit; and $9.2 billion and $9.6 billion , respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; see Note 15 . (e) At March 31, 2016 , and December 31, 2015 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 78% and 77% , respectively. (f) At March 31, 2016 , and December 31, 2015 , collateral held by the Firm in support of securities lending indemnification agreements was $206.3 billion and $190.6 billion , respectively. Securities lending collateral consists of 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. (g) At March 31, 2016 , and December 31, 2015 , included unfunded commitments of $49 million and $50 million , respectively, to third-party private equity funds; and $830 million and $871 million , at March 31, 2016 , and December 31, 2015 , respectively, to other equity investments. These commitments included $70 million and $73 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3 . In addition, at both March 31, 2016 , and December 31, 2015 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.6 billion . (h) 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 standby letters of credit and other letters of credit arrangements as of March 31, 2016 , and December 31, 2015 . Standby letters of credit, other financial guarantees and other letters of credit March 31, 2016 December 31, 2015 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 30,383 $ 2,640 $ 31,751 $ 3,290 Noninvestment-grade (a) 7,557 685 7,382 651 Total contractual amount $ 37,940 $ 3,325 $ 39,133 $ 3,941 Allowance for lending-related commitments $ 155 $ 2 $ 121 $ 2 Guarantee liability 457 — 427 — Total carrying value $ 612 $ 2 $ 548 $ 2 Commitments with collateral $ 18,874 $ 975 $ 18,825 $ 996 (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.

Business Segments (Tables)

Business Segments (Tables)	3 Months Ended
	Mar. 31, 2016
Segment Reporting [Abstract]
Segment results and reconciliation	Segment results and reconciliation (a) As of or for the three months ended March 31, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset Management 2016 2015 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 3,806 $ 3,736 $ 5,534 $ 7,074 $ 556 $ 636 $ 2,245 $ 2,384 Net interest income 7,311 6,968 2,601 2,508 1,247 1,106 727 621 Total net revenue 11,117 10,704 8,135 9,582 1,803 1,742 2,972 3,005 Provision for credit losses 1,050 930 459 (31 ) 304 61 13 4 Noninterest expense 6,088 6,190 4,808 5,657 713 709 2,075 2,175 Income before income tax expense 3,979 3,584 2,868 3,956 786 972 884 826 Income tax expense 1,489 1,365 889 1,419 290 374 297 324 Net income $ 2,490 $ 2,219 $ 1,979 $ 2,537 $ 496 $ 598 $ 587 $ 502 Average common equity $ 51,000 $ 51,000 $ 64,000 $ 62,000 $ 16,000 $ 14,000 $ 9,000 $ 9,000 Total assets 505,071 455,624 801,053 854,275 204,602 197,931 131,276 126,233 Return on common equity 19% 17% 11% 16% 11% 17% 25% 22% Overhead ratio 55 58 59 59 40 41 70 72 As of or for the three months ended March 31, (in millions, except ratios) Corporate Reconciling Items (a) Total 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 269 $ 40 $ (551 ) $ (481 ) $ 11,859 $ 13,389 Net interest income (213 ) (253 ) (293 ) $ (273 ) 11,380 10,677 Total net revenue 56 (213 ) (844 ) $ (754 ) 23,239 24,066 Provision for credit losses (2 ) (5 ) — — 1,824 959 Noninterest expense 153 152 — — 13,837 14,883 Income/(loss) before income tax expense/(benefit) (95 ) (360 ) (844 ) (754 ) 7,578 8,224 Income tax expense/(benefit) (63 ) (418 ) (844 ) (754 ) 2,058 2,310 Net income/(loss) $ (32 ) $ 58 $ — $ — $ 5,520 $ 5,914 Average common equity $ 81,561 $ 76,352 $ — $ — $ 221,561 $ 212,352 Total assets 781,806 942,556 NA NA 2,423,808 2,576,619 Return on common equity NM NM NM NM 9 % 11 % Overhead ratio NM NM NM NM 60 62 (a) Segment managed results reflect revenue on an 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.

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 1,176,256	$ 961,878
Derivative netting adjustments	(1,106,047)	(902,201)
Derivative receivables balance	70,209	59,677
Trading assets	366,153	343,839
Available-for-sale securities	237,391	241,754
Mortgage servicing rights	5,658	6,608	$ 6,641	$ 7,436
Derivative payables, gross	1,146,129	942,912
Derivative netting adjustments	(1,086,810)	(890,122)
Derivative payables, net	59,319	52,790
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	1,000	1,200
Reduction in level 3 derivative receivable and derivative payable balances	2,700	546
Costs of the private equity investment portfolio	3,300	3,500
Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	858,360	669,611
Derivative netting adjustments	(822,750)	(643,248)
Derivative receivables balance	35,610	26,363
Derivative payables, gross	817,239	635,166
Derivative netting adjustments	(800,686)	(624,945)
Derivative payables, net	16,553	10,221
Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	48,621	51,468
Derivative netting adjustments	(47,527)	(50,045)
Derivative receivables balance	1,094	1,423
Derivative payables, gross	47,991	50,529
Derivative netting adjustments	(46,919)	(48,988)
Derivative payables, net	1,072	1,541
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	208,538	179,875
Derivative netting adjustments	(189,606)	(162,698)
Derivative receivables balance	18,932	17,177
Derivative payables, gross	215,651	190,900
Derivative netting adjustments	(193,716)	(171,131)
Derivative payables, net	21,935	19,769
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	38,647	35,859
Derivative netting adjustments	(32,382)	(30,330)
Derivative receivables balance	6,265	5,529
Derivative payables, gross	40,081	38,663
Derivative netting adjustments	(31,671)	(29,480)
Derivative payables, net	8,410	9,183
Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	22,090	25,065
Derivative netting adjustments	(13,782)	(15,880)
Derivative receivables balance	8,308	9,185
Derivative payables, gross	25,167	27,654
Derivative netting adjustments	(13,818)	(15,578)
Derivative payables, net	11,349	12,076
Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	6,555	6,447
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	965	1,200
Trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	57	61
U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	38,500	42,300
Residential real estate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	12,300	11,800
Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,300	4,300
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,900	5,300
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,500	2,500
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	24,122	23,141
Securities borrowed	0	395
Trading assets	295,887	284,101
Derivative netting adjustments	(1,106,047)	(902,201)
Derivative receivables balance	70,209	59,677
Trading assets	366,096	343,778
Available-for-sale securities	237,391	241,754
Loans	1,923	2,861
Mortgage servicing rights	5,658	6,608
Total assets measured at fair value on a recurring basis	641,745	624,984
Deposits	12,019	12,516
Federal funds purchased and securities loaned or sold under repurchase agreements	3,429	3,526
Other borrowed funds	9,635	9,911
Trading liabilities, Debt and equity instruments	87,963	74,107
Derivative netting adjustments	(1,086,810)	(890,122)
Derivative payables, net	59,319	52,790
Trading liabilities	147,282	126,897
Accounts payable and other liabilities	4,599	4,401
Beneficial interests issued by consolidated VIEs	670	787
Long-term debt	35,215	33,065
Total liabilities measured at fair value on a recurring basis	212,849	191,103
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(822,750)	(643,248)
Derivative receivables balance	35,610	26,363
Derivative netting adjustments	(800,686)	(624,945)
Derivative payables, net	16,553	10,221
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(47,527)	(50,045)
Derivative receivables balance	1,094	1,423
Derivative netting adjustments	(46,919)	(48,988)
Derivative payables, net	1,072	1,541
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(189,606)	(162,698)
Derivative receivables balance	18,932	17,177
Derivative netting adjustments	(193,716)	(171,131)
Derivative payables, net	21,935	19,769
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(32,382)	(30,330)
Derivative receivables balance	6,265	5,529
Derivative netting adjustments	(31,671)	(29,480)
Derivative payables, net	8,410	9,183
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(13,782)	(15,880)
Derivative receivables balance	8,308	9,185
Derivative netting adjustments	(13,818)	(15,578)
Derivative payables, net	11,349	12,076
Recurring | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,843	1,860
Recurring | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,712	4,587
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	7,520	7,604
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	188,861	172,618
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	35,147	35,224
Available-for-sale securities	104,476	105,582
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	32,083	32,536
Available-for-sale securities	55,884	55,066
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,504	1,493
Available-for-sale securities	25,943	27,619
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,560	1,195
Available-for-sale securities	22,649	22,897
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,260	19,021
Available-for-sale securities	12,089	11,036
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,080	7,637
Available-for-sale securities	33,350	33,550
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,303	1,042
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	53	283
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	58,455	53,112
Available-for-sale securities	37,791	36,676
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	24,547	23,543
Available-for-sale securities	8,051	12,436
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	29,372	28,815
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,697	4,224
Recurring | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	31,144	31,007
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	8,525	9,097
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	88,567	94,930
Available-for-sale securities	1,912	2,087
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,957	4,657
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	11,502	11,896
Recurring | U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	64,100	67,000
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	146,143	137,668
Gross derivative receivables	1,829	1,196
Trading assets	147,972	138,864
Available-for-sale securities	38,366	36,284
Loans	0	0
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	190,423	179,065
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Other borrowed funds	0	0
Trading liabilities, Debt and equity instruments	66,322	53,845
Derivative payables, gross	1,895	937
Trading liabilities	68,217	54,782
Accounts payable and other liabilities	4,583	4,382
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt	0	0
Total liabilities measured at fair value on a recurring basis	72,800	59,164
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	439	354
Derivative payables, gross	474	216
Recurring | Level 1 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Derivative payables, gross	0	0
Recurring | Level 1 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,279	734
Derivative payables, gross	1,285	669
Recurring | Level 1 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Derivative payables, gross	0	0
Recurring | Level 1 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	111	108
Derivative payables, gross	136	52
Recurring | Level 1 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	110	102
Recurring | Level 1 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	3,975	3,815
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,085	3,917
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	52,904	40,016
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	35	6
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	35	6
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	21,861	12,036
Available-for-sale securities	12,053	10,998
Recurring | Level 1 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 1 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0	0
Recurring | Level 1 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,008	27,974
Available-for-sale securities	24,401	23,199
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 | 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	87,551	94,059
Available-for-sale securities	1,912	2,087
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,688	3,593
Recurring | Level 1 | Other
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	24,118	23,141
Securities borrowed	0	395
Trading assets	138,431	134,503
Gross derivative receivables	1,167,103	952,736
Trading assets	1,305,534	1,087,239
Available-for-sale securities	198,215	204,646
Loans	914	1,343
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	1,528,900	1,316,893
Deposits	9,600	9,566
Federal funds purchased and securities loaned or sold under repurchase agreements	3,423	3,526
Other borrowed funds	9,067	9,272
Trading liabilities, Debt and equity instruments	21,589	20,199
Derivative payables, gross	1,134,119	932,280
Trading liabilities	1,155,708	952,479
Accounts payable and other liabilities	0	0
Beneficial interests issued by consolidated VIEs	21	238
Long-term debt	22,628	21,452
Total liabilities measured at fair value on a recurring basis	1,200,447	996,533
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	855,037	666,491
Derivative payables, gross	814,727	633,060
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	46,736	48,850
Derivative payables, gross	46,508	48,460
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	205,790	177,525
Derivative payables, gross	211,865	187,890
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	37,825	35,150
Derivative payables, gross	37,204	36,440
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	21,715	24,720
Derivative payables, gross	23,815	26,430
Recurring | Level 2 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	89	101
Recurring | Level 2 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	30	28
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	119	129
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	125,646	121,681
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	34,081	34,194
Available-for-sale securities	104,475	105,581
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,398	31,815
Available-for-sale securities	55,884	55,066
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,318	1,299
Available-for-sale securities	25,942	27,618
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,365	1,080
Available-for-sale securities	22,649	22,897
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,399	6,985
Available-for-sale securities	36	38
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	7,460	6,986
Available-for-sale securities	33,350	33,550
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	2,303	1,042
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	53	283
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,407	25,064
Available-for-sale securities	13,390	13,477
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	23,893	22,807
Available-for-sale securities	8,051	12,436
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	22,596	22,211
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,507	2,392
Recurring | Level 2 | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	30,392	30,248
Recurring | Level 2 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	8,468	9,033
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	737	606
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	1,269	1,064
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,779	11,152
Recurring | Level 3
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	4	0
Securities borrowed	0	0
Trading assets	11,313	11,930
Gross derivative receivables	7,324	7,946
Trading assets	18,637	19,876
Available-for-sale securities	810	824
Loans	1,009	1,518
Mortgage servicing rights	5,658	6,608
Total assets measured at fair value on a recurring basis	28,469	31,227
Deposits	2,419	2,950
Federal funds purchased and securities loaned or sold under repurchase agreements	6	0
Other borrowed funds	568	639
Trading liabilities, Debt and equity instruments	52	63
Derivative payables, gross	10,115	9,695
Trading liabilities	10,167	9,758
Accounts payable and other liabilities	16	19
Beneficial interests issued by consolidated VIEs	649	549
Long-term debt	12,587	11,613
Total liabilities measured at fair value on a recurring basis	26,412	25,528
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,884	2,766
Derivative payables, gross	2,038	1,890
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,885	2,618
Derivative payables, gross	1,483	2,069
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,469	1,616
Derivative payables, gross	2,501	2,341
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	822	709
Derivative payables, gross	2,877	2,223
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	264	237
Derivative payables, gross	1,216	1,172
Recurring | Level 3 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,644	1,657
Recurring | Level 3 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	707	744
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,351	2,401
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,311	10,921
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,031	1,024
Available-for-sale securities	1	1
Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	650	715
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	186	194
Available-for-sale securities	1	1
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	195	115
Available-for-sale securities	0	0
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	620	651
Available-for-sale securities	0	0
Recurring | Level 3 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0	0
Recurring | Level 3 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0	0
Recurring | Level 3 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	40	74
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	654	736
Available-for-sale securities	0	0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,776	6,604
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,190	1,832
Recurring | Level 3 | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	752	759
Recurring | Level 3 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	57	64
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	279	265
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	0
Recurring | Level 3 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	$ 723	$ 744

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details)	Mar. 31, 2016USD ($)$ / bbl	Mar. 31, 2016USD ($)	Dec. 31, 2015USD ($)	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,791,000,000)	$ (2,791,000,000)	$ (1,749,000,000)	$ (1,848,000,000)	$ (2,061,000,000)
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	212,849,000,000	212,849,000,000	191,103,000,000
Beneficial interests issued by consolidated VIEs	670,000,000	670,000,000	787,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	295,887,000,000	295,887,000,000	284,101,000,000
Trading liabilities	147,282,000,000	147,282,000,000	126,897,000,000
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	26,412,000,000	26,412,000,000	25,528,000,000
Beneficial interests issued by consolidated VIEs	649,000,000	649,000,000	549,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	11,313,000,000	11,313,000,000	11,930,000,000
Trading liabilities	$ 10,167,000,000	10,167,000,000	9,758,000,000
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	30.00%
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	85.00%
Long-term debt, other borrowed funds, and deposits | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 505,000,000	505,000,000
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	(30.00%)
Interest rate spread volatility	3.00%
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	96.00%
Interest rate spread volatility	38.00%
Foreign exchange correlation	70.00%
Equity correlation	80.00%
Long-term debt, other borrowed funds, and deposits | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 15,069,000,000	15,069,000,000
Beneficial interests issued by consolidated VIEs | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	3.00%
Prepayment speed	7.00%
Conditional default rate	2.00%
Loss severity	30.00%
Beneficial interests issued by consolidated VIEs | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	7.00%
Prepayment speed	8.00%
Conditional default rate	20.00%
Loss severity	30.00%
Beneficial interests issued by consolidated VIEs | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	4.00%
Prepayment speed	7.00%
Conditional default rate	3.00%
Loss severity	30.00%
Credit derivatives with underlying mortgage risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading liabilities	$ 283,000,000	283,000,000
Credit derivatives with underlying asset-backed securities risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading liabilities	361,000,000	361,000,000
Interest rate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 846,000,000	846,000,000	876,000,000	650,000,000	626,000,000
Interest rate | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	(30.00%)
Interest rate spread volatility	3.00%
Interest rate | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	96.00%
Interest rate spread volatility	38.00%
Interest rate | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 846,000,000	846,000,000
Credit
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 402,000,000	402,000,000	549,000,000	275,000,000	189,000,000
Credit | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	30.00%
Credit | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	85.00%
Credit | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 402,000,000	402,000,000
Foreign exchange
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,032,000,000)	(1,032,000,000)	(725,000,000)	707,000,000	(526,000,000)
Foreign exchange | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	0.00%
Foreign exchange | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	70.00%
Foreign exchange | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,032,000,000)	(1,032,000,000)
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,055,000,000)	(2,055,000,000)	(1,514,000,000)	(2,745,000,000)	(1,785,000,000)
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	70.00%
Equity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,055,000,000)	(2,055,000,000)
Commodity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (952,000,000)	(952,000,000)	$ (935,000,000)	$ (735,000,000)	$ (565,000,000)
Commodity | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	23
Commodity | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	45
Commodity | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (952,000,000)	(952,000,000)
Residential mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	3.00%
Prepayment speed	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]
Yield	17.00%
Prepayment speed	20.00%
Conditional default rate	20.00%
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]
Yield	5.00%
Prepayment speed	6.00%
Conditional default rate	3.00%
Loss severity	30.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 4,630,000,000	4,630,000,000
Commercial mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	1.00%
Conditional default rate	0.00%
Loss severity	40.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	25.00%
Conditional default rate	100.00%
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]
Yield	6.00%
Conditional default rate	27.00%
Loss severity	40.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 2,557,000,000	$ 2,557,000,000
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]
Yield	2.00%
Credit spread		0.50%
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]
Yield	20.00%
Credit spread		2.25%
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]
Yield	6.00%
Credit spread		1.68%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 2,534,000,000	$ 2,534,000,000
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	238
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	91
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 3,233,000,000	$ 3,233,000,000
Collateralized loan obligations | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread		4.25%
Collateralized loan obligations | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread		7.05%
Collateralized loan obligations | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread		4.54%
Collateralized loan obligations | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 752,000,000	$ 752,000,000
Collateralized loan obligations | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	0
Collateralized loan obligations | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	100
Collateralized loan obligations | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	57
Collateralized loan obligations | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	133,000,000	133,000,000
MSRs | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 5,658,000,000	5,658,000,000
Private equity investments | Market comparables | Private equity investments | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
EBITDA multiple	6
Liquidity adjustment	0.00%
Private equity investments | Market comparables | Private equity investments | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
EBITDA multiple	9.9
Liquidity adjustment	23.00%
Private equity investments | Market comparables | Private equity investments | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
EBITDA multiple	7.8
Liquidity adjustment	9.00%
Private equity investments | Market comparables | Recurring | Level 3 | Private equity investments
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,644,000,000	1,644,000,000
Credit derivatives with underlying mortgage risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading Securities	320,000,000	320,000,000
Credit derivatives with underlying asset-backed securities risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading Securities	$ 397,000,000	$ 397,000,000

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Net derivative receivables:
Beginning balance	$ (1,749)	$ (2,061)
Total realized/unrealized gains/(losses)	(647)	530
Purchases	114	531
Sales	(131)	(369)
Settlements	(168)	(488)
Transfers into and/or out of level 3	(210)	9
Ending balance	(2,791)	(1,848)
Change in unrealized gains/(losses) related to financial instruments held	$ (895)	629
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	12.00%		13.00%
Deposits
Liabilities
Beginning balance	$ 2,950	2,859
Total realized/unrealized (gains)/losses	42	92
Purchases	0	0
Sales	0	0
Issuances	166	775
Settlements	(509)	(115)
Transfers into and/or out of level 3	(230)	(271)
Ending balance	2,419	3,340
Change in unrealized gains(losses) related to financials instruments held	57	88
Federal funds purchased and securities loaned or sold under repurchase agreements
Liabilities
Beginning balance	0
Total realized/unrealized (gains)/losses	0
Purchases	0
Sales	0
Issuances	0
Settlements	0
Transfers into and/or out of level 3	6
Ending balance	6
Change in unrealized gains(losses) related to financials instruments held	0
Other borrowed funds
Liabilities
Beginning balance	639	1,453
Total realized/unrealized (gains)/losses	(125)	(119)
Purchases	0	0
Sales	0	0
Issuances	257	1,048
Settlements	(199)	(981)
Transfers into and/or out of level 3	(4)	(285)
Ending balance	568	1,116
Change in unrealized gains(losses) related to financials instruments held	(42)	(110)
Total trading assets – debt and equity instruments
Liabilities
Beginning balance	63	72
Total realized/unrealized (gains)/losses	(4)	3
Purchases	0	(108)
Sales	1	126
Issuances	0	0
Settlements	(3)	(9)
Transfers into and/or out of level 3	(5)	(2)
Ending balance	52	82
Change in unrealized gains(losses) related to financials instruments held	0	2
Accounts payable and other liabilities
Liabilities
Beginning balance	19	26
Total realized/unrealized (gains)/losses	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	(3)	(3)
Transfers into and/or out of level 3	0	0
Ending balance	16	23
Change in unrealized gains(losses) related to financials instruments held	0	0
Beneficial interests issued by consolidated VIEs
Liabilities
Beginning balance	549	1,146
Total realized/unrealized (gains)/losses	8	(53)
Purchases	0	0
Sales	0	0
Issuances	143	2
Settlements	(51)	(72)
Transfers into and/or out of level 3	0	0
Ending balance	649	1,023
Change in unrealized gains(losses) related to financials instruments held	8	(47)
Long-term debt
Liabilities
Beginning balance	11,613	11,877
Total realized/unrealized (gains)/losses	439	(105)
Purchases	0	0
Sales	0	0
Issuances	2,161	2,837
Settlements	(1,397)	(2,383)
Transfers into and/or out of level 3	(229)	(223)
Ending balance	12,587	12,003
Change in unrealized gains(losses) related to financials instruments held	330	(96)
Interest rate
Net derivative receivables:
Beginning balance	876	626
Total realized/unrealized gains/(losses)	206	142
Purchases	44	309
Sales	(8)	(74)
Settlements	(262)	(255)
Transfers into and/or out of level 3	(10)	(98)
Ending balance	846	650
Change in unrealized gains/(losses) related to financial instruments held	7	308
Credit
Net derivative receivables:
Beginning balance	549	189
Total realized/unrealized gains/(losses)	(246)	77
Purchases	0	9
Sales	(1)	(3)
Settlements	69	19
Transfers into and/or out of level 3	31	(16)
Ending balance	402	275
Change in unrealized gains/(losses) related to financial instruments held	(210)	75
Foreign exchange
Net derivative receivables:
Beginning balance	(725)	(526)
Total realized/unrealized gains/(losses)	(247)	827
Purchases	0	5
Sales	(15)	(3)
Settlements	(42)	201
Transfers into and/or out of level 3	(3)	203
Ending balance	(1,032)	707
Change in unrealized gains/(losses) related to financial instruments held	(265)	779
Equity
Net derivative receivables:
Beginning balance	(1,514)	(1,785)
Total realized/unrealized gains/(losses)	(352)	(476)
Purchases	70	208
Sales	(107)	(289)
Settlements	78	(355)
Transfers into and/or out of level 3	(230)	(48)
Ending balance	(2,055)	(2,745)
Change in unrealized gains/(losses) related to financial instruments held	(399)	(484)
Commodity
Net derivative receivables:
Beginning balance	(935)	(565)
Total realized/unrealized gains/(losses)	(8)	(40)
Purchases	0	0
Sales	0	0
Settlements	(11)	(98)
Transfers into and/or out of level 3	2	(32)
Ending balance	(952)	(735)
Change in unrealized gains/(losses) related to financial instruments held	(28)	(49)
Federal funds sold and securities purchased under resale agreements
Assets
Fair value, beginning balance	0
Total realized/unrealized gains/(losses)	0
Purchases	0
Sales	0
Settlements	0
Transfers into and/or out of level 3	4
Fair value, ending balance	4
Change in unrealized gains/(losses) related to financial instruments held	0
Total mortgage-backed securities
Assets
Fair value, beginning balance	1,024	1,891
Total realized/unrealized gains/(losses)	(55)	(74)
Purchases	212	308
Sales	(199)	(515)
Settlements	(35)	(54)
Transfers into and/or out of level 3	84	(8)
Fair value, ending balance	1,031	1,548
Change in unrealized gains/(losses) related to financial instruments held	(60)	(102)
Mortgage-backed securities, U.S. government agencies
Assets
Fair value, beginning balance	715	922
Total realized/unrealized gains/(losses)	(50)	(53)
Purchases	128	74
Sales	(158)	(17)
Settlements	(30)	(40)
Transfers into and/or out of level 3	45	2
Fair value, ending balance	650	888
Change in unrealized gains/(losses) related to financial instruments held	(53)	(52)
Mortgage-backed securities, Residential - nonagency
Assets
Fair value, beginning balance	194	663
Total realized/unrealized gains/(losses)	0	(10)
Purchases	34	152
Sales	(36)	(347)
Settlements	(5)	(6)
Transfers into and/or out of level 3	(1)	(3)
Fair value, ending balance	186	449
Change in unrealized gains/(losses) related to financial instruments held	(3)	(34)
Mortgage-backed securities, Commercial - nonagency
Assets
Fair value, beginning balance	115	306
Total realized/unrealized gains/(losses)	(5)	(11)
Purchases	50	82
Sales	(5)	(151)
Settlements	0	(8)
Transfers into and/or out of level 3	40	(7)
Fair value, ending balance	195	211
Change in unrealized gains/(losses) related to financial instruments held	(4)	(16)
Total trading assets – debt and equity instruments
Assets
Fair value, beginning balance	11,930	22,489
Total realized/unrealized gains/(losses)	9	(394)
Purchases	1,167	3,071
Sales	(1,051)	(4,386)
Settlements	(1,302)	(721)
Transfers into and/or out of level 3	560	(887)
Fair value, ending balance	11,313	19,172
Change in unrealized gains/(losses) related to financial instruments held	17	(392)
Total available-for-sale securities
Assets
Fair value, beginning balance	824	1,037
Total realized/unrealized gains/(losses)	(8)	(9)
Purchases	0	49
Sales	0	(43)
Settlements	(6)	(31)
Transfers into and/or out of level 3	0	0
Fair value, ending balance	810	1,003
Change in unrealized gains/(losses) related to financial instruments held	(8)	(4)
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	(7)
Unrealized gains/(losses) recorded in OCI	(8)	(2)
Available-for-sale securities, Asset-backed securities
Assets
Fair value, beginning balance	823	908
Total realized/unrealized gains/(losses)	(8)	(9)
Purchases	0	49
Sales	0	(43)
Settlements	(6)	(24)
Transfers into and/or out of level 3	0	0
Fair value, ending balance	809	881
Change in unrealized gains/(losses) related to financial instruments held	(8)	(4)
Available-for-sale securities, Other
Assets
Fair value, beginning balance	1	129
Total realized/unrealized gains/(losses)	0	0
Purchases	0	0
Sales	0	0
Settlements	0	(7)
Transfers into and/or out of level 3	0	0
Fair value, ending balance	1	122
Change in unrealized gains/(losses) related to financial instruments held	0	0
Loans
Assets
Fair value, beginning balance	1,518	2,541
Total realized/unrealized gains/(losses)	22	(205)
Purchases	0	120
Sales	0	(83)
Settlements	(218)	(151)
Transfers into and/or out of level 3	(313)	0
Fair value, ending balance	1,009	2,222
Change in unrealized gains/(losses) related to financial instruments held	22	(205)
MSRs
Assets
Fair value, beginning balance	6,608	7,436
Total realized/unrealized gains/(losses)	(752)	(579)
Purchases	107	156
Sales	(64)	(157)
Settlements	(241)	(215)
Transfers into and/or out of level 3	0	0
Fair value, ending balance	5,658	6,641
Change in unrealized gains/(losses) related to financial instruments held	(752)	(579)
Other assets, Private equity investments
Assets
Fair value, beginning balance	1,657	2,225
Total realized/unrealized gains/(losses)	45	35
Purchases	14	0
Sales	(16)	0
Settlements	(56)	(61)
Transfers into and/or out of level 3	0	(126)
Fair value, ending balance	1,644	2,073
Change in unrealized gains/(losses) related to financial instruments held	38	(1)
All other
Assets
Fair value, beginning balance	744	959
Total realized/unrealized gains/(losses)	(13)	(1)
Purchases	0	55
Sales	0	(87)
Settlements	(24)	(36)
Transfers into and/or out of level 3	0	0
Fair value, ending balance	707	890
Change in unrealized gains/(losses) related to financial instruments held	(11)	2
Obligations of U.S. states and municipalities
Assets
Fair value, beginning balance	651	1,273
Total realized/unrealized gains/(losses)	5	10
Purchases	36	144
Sales	(66)	(71)
Settlements	(6)	(25)
Transfers into and/or out of level 3	0	0
Fair value, ending balance	620	1,331
Change in unrealized gains/(losses) related to financial instruments held	5	8
Non-U.S. government debt securities
Assets
Fair value, beginning balance	74	302
Total realized/unrealized gains/(losses)	10	1
Purchases	4	101
Sales	(32)	(92)
Settlements	0	(31)
Transfers into and/or out of level 3	(16)	(101)
Fair value, ending balance	40	180
Change in unrealized gains/(losses) related to financial instruments held	7	1
Corporate debt
Assets
Fair value, beginning balance	736	2,989
Total realized/unrealized gains/(losses)	22	(55)
Purchases	79	533
Sales	(55)	(496)
Settlements	(57)	(92)
Transfers into and/or out of level 3	(71)	(120)
Fair value, ending balance	654	2,759
Change in unrealized gains/(losses) related to financial instruments held	24	(26)
Trading loans
Assets
Fair value, beginning balance	6,604	13,287
Total realized/unrealized gains/(losses)	29	(285)
Purchases	444	736
Sales	(411)	(1,997)
Settlements	(304)	(469)
Transfers into and/or out of level 3	414	(509)
Fair value, ending balance	6,776	10,763
Change in unrealized gains/(losses) related to financial instruments held	8	(275)
Asset-backed securities
Assets
Fair value, beginning balance	1,832	1,264
Total realized/unrealized gains/(losses)	1	(37)
Purchases	177	559
Sales	(136)	(521)
Settlements	(875)	32
Transfers into and/or out of level 3	191	(64)
Fair value, ending balance	1,190	1,233
Change in unrealized gains/(losses) related to financial instruments held	(8)	(44)
Debt securities
Assets
Fair value, beginning balance	10,921	21,006
Total realized/unrealized gains/(losses)	12	(440)
Purchases	952	2,381
Sales	(899)	(3,692)
Settlements	(1,277)	(639)
Transfers into and/or out of level 3	602	(802)
Fair value, ending balance	10,311	17,814
Change in unrealized gains/(losses) related to financial instruments held	(24)	(438)
Equity securities
Assets
Fair value, beginning balance	265	431
Total realized/unrealized gains/(losses)	6	38
Purchases	31	29
Sales	(9)	(110)
Settlements	(19)	(3)
Transfers into and/or out of level 3	5	(68)
Fair value, ending balance	279	317
Change in unrealized gains/(losses) related to financial instruments held	3	31
Physical commodities
Assets
Fair value, beginning balance		2
Total realized/unrealized gains/(losses)		0
Purchases		0
Sales		0
Settlements		0
Transfers into and/or out of level 3		0
Fair value, ending balance		2
Change in unrealized gains/(losses) related to financial instruments held		0
Other
Assets
Fair value, beginning balance	744	1,050
Total realized/unrealized gains/(losses)	(9)	8
Purchases	184	661
Sales	(143)	(584)
Settlements	(6)	(79)
Transfers into and/or out of level 3	(47)	(17)
Fair value, ending balance	723	1,039
Change in unrealized gains/(losses) related to financial instruments held	$ 38	$ 15

Fair Value Measurement - Leve57

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	1.20%
Total realized/unrealized gains/(losses)	$ (647)	$ 530
Liability
Level 3 Analysis - Supplemental Data [Abstract]
Liabilities, total realized/unrealized gains/(losses)		182
Total assets
Level 3 Analysis - Supplemental Data [Abstract]
Assets, total realized/unrealized gains/(losses)		$ 623
Level 3 | Liability
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	360
Level 3 | Total assets
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(1,300)
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	641,745		$ 624,984
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	$ 28,469		31,227
Increase (decrease) in level 3 assets			$ 2,800

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Derivatives CVA
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	$ (588)	$ 181
DVA and FVA
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	$ (166)	$ (141)

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value option, changes in fair value gain (loss)	$ (71)	$ (88)
Residential real estate | Broker price opinions | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	8.00%
Residential real estate | Broker price opinions | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	38.00%
Residential real estate | Broker price opinions | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	21.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$ 597	3,500
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	314	1,300
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	283	$ 2,200
Nonrecurring | Level 3 | Residential real estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$ 136

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Financial assets
Cash and due from banks	$ 18,212	$ 20,490	$ 22,821	$ 27,831
Deposits with banks	360,196	340,015
Federal funds sold and securities purchased under resale agreements	223,220	212,575
Securities, held-to-maturity	50,168	50,587
Financial liabilities
Commercial paper	17,490	15,562
Beneficial interests issued by consolidated VIEs	38,673	41,879
Carrying value
Financial assets
Cash and due from banks	18,200	20,500
Deposits with banks	360,200	340,000
Accrued interest and accounts receivable	57,600	46,600
Federal funds sold and securities purchased under resale agreements	199,100	189,500
Securities borrowed	102,900	98,300
Securities, held-to-maturity	47,900	49,100
Loans, net of allowance for loan losses	831,400	820,800
Other	71,400	66,000
Financial liabilities
Deposits	1,309,800	1,267,200
Federal funds purchased and securities loaned or sold under repurchase agreements	157,600	149,200
Commercial paper	17,500	15,600
Other borrowed funds	10,100	11,200
Accounts payable and other liabilities	148,400	144,600
Beneficial interests issued by consolidated VIEs	38,000	41,100
Long-term debt and junior subordinated deferrable interest debentures	255,600	255,600
Wholesale lending-related commitments	1,000	800
Estimated fair value hierarchy
Financial assets
Cash and due from banks	18,200	20,500
Deposits with banks	360,200	340,000
Accrued interest and accounts receivable	57,600	46,600
Federal funds sold and securities purchased under resale agreements	199,100	189,500
Securities borrowed	102,900	98,300
Securities, held-to-maturity	50,200	50,600
Loans, net of allowance for loan losses	837,700	828,100
Other	76,000	70,700
Financial liabilities
Deposits	1,309,900	1,267,300
Federal funds purchased and securities loaned or sold under repurchase agreements	157,500	149,200
Commercial paper	17,500	15,600
Other borrowed funds	10,100	11,200
Accounts payable and other liabilities	148,200	144,500
Beneficial interests issued by consolidated VIEs	38,000	41,100
Long-term debt and junior subordinated deferrable interest debentures	264,100	261,700
Wholesale lending-related commitments	2,900	3,000
Estimated fair value hierarchy | Level 1
Financial assets
Cash and due from banks	18,200	20,500
Deposits with banks	354,100	335,900
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	100	100
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	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
Estimated fair value hierarchy | Level 2
Financial assets
Cash and due from banks	0	0
Deposits with banks	6,100	4,100
Accrued interest and accounts receivable	57,400	46,400
Federal funds sold and securities purchased under resale agreements	198,900	189,500
Securities borrowed	102,900	98,300
Securities, held-to-maturity	50,200	50,600
Loans, net of allowance for loan losses	24,500	25,400
Other	61,600	56,300
Financial liabilities
Deposits	1,308,300	1,266,100
Federal funds purchased and securities loaned or sold under repurchase agreements	156,800	149,200
Commercial paper	17,500	15,600
Other borrowed funds	10,100	11,200
Accounts payable and other liabilities	145,600	141,700
Beneficial interests issued by consolidated VIEs	37,200	40,200
Long-term debt and junior subordinated deferrable interest debentures	259,800	257,400
Wholesale lending-related commitments	0	0
Estimated fair value hierarchy | Level 3
Financial assets
Cash and due from banks	0	0
Deposits with banks	0	0
Accrued interest and accounts receivable	200	200
Federal funds sold and securities purchased under resale agreements	200	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	813,200	802,700
Other	14,300	14,300
Financial liabilities
Deposits	1,600	1,200
Federal funds purchased and securities loaned or sold under repurchase agreements	700	0
Commercial paper	0	0
Other borrowed funds	0	0
Accounts payable and other liabilities	2,600	2,800
Beneficial interests issued by consolidated VIEs	800	900
Long-term debt and junior subordinated deferrable interest debentures	4,300	4,300
Wholesale lending-related commitments	$ 2,900	$ 3,000

Fair Value Option - Changes in

Fair Value Option - Changes in fair value under the fair value option (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	$ (71)	$ (88)
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)	68	73
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)	68	73
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)	(2)
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(2)	(2)
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
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	27	380
Debt and equity instruments, excluding loans | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	28	380
Debt and equity instruments, excluding loans | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(1)	0
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)	62	155
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)	64	152
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)	(2)	3
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)	433	407
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)	116	127
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)	317	280
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)	13	1
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)	13	1
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)	7	0
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)	7	0
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)	(8)	66
Other assets | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	12	60
Other assets | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(20)	6
Deposits
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(343)	(125)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(343)	(125)
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)	(17)	(9)
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)	(17)	(9)
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)	528	(9)
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	528	(9)
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)	4	(2)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	4	(2)
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)	7	18
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)	7	18
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: DVA on fair value option elected liabilities
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	116
Long-term debt: DVA on fair value option elected liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	116
Long-term debt: DVA on fair value option elected 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: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(318)	(378)
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)	(318)	(378)
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 d

Fair Value Option - Aggregate differences (Details) - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Long-term beneficial interests
Performing loans, ninety days or more past due	$ 0	$ 0
Other guarantees and commitments
Long-term beneficial interests
Contractual amount of letters of credit	5,674,000,000	5,580,000,000
Contractual letters of credit, fair value	(88,000,000)	(94,000,000)
Letters of credit which fair value option was elected | Other guarantees and commitments
Long-term beneficial interests
Contractual amount of letters of credit	4,600,000,000	4,600,000,000
Contractual letters of credit, fair value	88,000,000	94,000,000
Contractual principal outstanding
Loans
Nonaccrual loans	3,490,000,000	3,491,000,000
Total loans	36,669,000,000	37,042,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	3,483,000,000	3,484,000,000
All other performing loans	31,294,000,000	30,780,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	1,885,000,000	2,771,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt	19,129,000,000	17,910,000,000
Fair value
Loans
Nonaccrual loans	770,000,000	638,000,000
Total loans	31,258,000,000	31,574,000,000
Long-term debt
Long-term debt	35,215,000,000	33,065,000,000
Long-term beneficial interests
Long-term beneficial interests	670,000,000	787,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	763,000,000	631,000,000
All other performing loans	28,609,000,000	28,184,000,000
Fair value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	1,879,000,000	2,752,000,000
Fair value | Principal-protected debt
Long-term debt
Long-term debt	17,987,000,000	16,611,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Long-term debt	17,228,000,000	16,454,000,000
Long-term beneficial interests
Long-term beneficial interests	670,000,000	787,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,720,000,000)	(2,853,000,000)
Total loans	(5,411,000,000)	(5,468,000,000)
Fair value over/(under) contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,720,000,000)	(2,853,000,000)
All other performing loans	(2,685,000,000)	(2,596,000,000)
Fair value over/(under) contractual principal outstanding | Loans
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	0	0
All other performing loans	(6,000,000)	(19,000,000)
Fair value over/(under) contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt	$ (1,142,000,000)	$ (1,299,000,000)

Fair Value Option - Structured

Fair Value Option - Structured note products by balance sheet classification and risk component (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 53,374	$ 51,928
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	17,025	15,929
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,154	3,742
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,797	1,853
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	26,941	27,733
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,457	2,671
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	35,020	32,424
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	14,225	12,531
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,421	3,195
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,457	1,765
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	14,277	14,293
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	640	640
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	8,721	9,179
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	118	58
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	733	547
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	329	77
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	7,503	8,447
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	38	50
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	9,633	10,325
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,682	3,340
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	11	11
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	5,161	4,993
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 1,779	$ 1,981

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Mar. 31, 2016	Dec. 31, 2015
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 53,090	$ 50,659
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	37,749	36,731
Interest rate swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	25,334	24,162
Interest rate futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	5,355	5,167
Interest rate options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,355	3,506
Interest rate options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,705	3,896
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,137	2,900
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	10,653	9,623
Foreign exchange cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,360	3,199
Foreign exchange spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	5,677	5,028
Foreign exchange options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	813	690
Foreign exchange options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	803	706
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,111	996
Equity swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	246	232
Equity futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	42	43
Equity options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	447	395
Equity options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	376	326
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	440	409
Commodity swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	80	83
Commodity spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	115	99
Commodity options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	124	115
Commodity options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 121	$ 112

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 1,176,256	$ 961,878
Net derivative receivables	70,209	59,677
Gross derivative payables	1,146,129	942,912
Net derivative payables	59,319	52,790
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	858,360	669,611
Net derivative receivables	35,610	26,363
Gross derivative payables	817,239	635,166
Net derivative payables	16,553	10,221
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	48,621	51,468
Net derivative receivables	1,094	1,423
Gross derivative payables	47,991	50,529
Net derivative payables	1,072	1,541
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	208,538	179,875
Net derivative receivables	18,932	17,177
Gross derivative payables	215,651	190,900
Net derivative payables	21,935	19,769
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	38,647	35,859
Net derivative receivables	6,265	5,529
Gross derivative payables	40,081	38,663
Net derivative payables	8,410	9,183
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	22,090	25,065
Net derivative receivables	8,308	9,185
Gross derivative payables	25,167	27,654
Net derivative payables	11,349	12,076
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,169,315	955,643
Gross derivative payables	1,140,060	939,170
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	852,042	665,531
Gross derivative payables	813,774	632,928
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	48,621	51,468
Gross derivative payables	47,991	50,529
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	208,145	179,072
Gross derivative payables	213,154	189,397
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	38,647	35,859
Gross derivative payables	40,081	38,663
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	21,860	23,713
Gross derivative payables	25,060	27,653
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	6,941	6,235
Gross derivative payables	6,069	3,742
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	6,318	4,080
Gross derivative payables	3,465	2,238
Designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	393	803
Gross derivative payables	2,497	1,503
Designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	230	1,352
Gross derivative payables	$ 107	$ 1

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 1,162,159	$ 947,642
Amounts netted on the Consolidated balance sheets	(1,106,047)	(902,201)
Net derivative receivables	56,112	45,441
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	14,097	14,236
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	1,176,256	961,878
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	70,209	59,677
Amounts not nettable on the Consolidated balance sheets	(15,711)	(13,543)
Net amounts	54,498	46,134
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	1,132,875	930,717
Amounts netted on the Consolidated balance sheets	(1,086,810)	(890,122)
Net derivative payables	46,065	40,595
Derivative payables where an appropriate legal opinion has not been either sought or obtained	13,254	12,195
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	1,146,129	942,912
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	59,319	52,790
Amounts not nettable on the Consolidated balance sheet	(10,501)	(7,957)
Net amounts	48,818	44,833
Net cash collateral payables	84,500	73,700
Netted cash collateral receivables	65,300	61,600
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	851,908	664,136
Amounts netted on the Consolidated balance sheets	(822,750)	(643,248)
Net derivative receivables	29,158	20,888
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	858,360	669,611
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	35,610	26,363
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	815,970	634,107
Amounts netted on the Consolidated balance sheets	(800,686)	(624,945)
Net derivative payables	15,284	9,162
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	817,239	635,166
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	16,553	10,221
Interest rate contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	499,287	417,386
Amounts netted on the Consolidated balance sheets	(470,211)	(396,506)
Net derivative receivables	29,076	20,880
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	470,034	393,709
Amounts netted on the Consolidated balance sheets	(454,971)	(384,576)
Net derivative payables	15,063	9,133
Interest rate contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	352,341	246,750
Amounts netted on the Consolidated balance sheets	(352,283)	(246,742)
Net derivative receivables	58	8
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	345,794	240,398
Amounts netted on the Consolidated balance sheets	(345,590)	(240,369)
Net derivative payables	204	29
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	280	0
Amounts netted on the Consolidated balance sheets	(256)	0
Net derivative receivables	24	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	142	0
Amounts netted on the Consolidated balance sheets	(125)	0
Net derivative payables	17	0
Credit contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	48,080	50,948
Amounts netted on the Consolidated balance sheets	(47,527)	(50,045)
Net derivative receivables	553	903
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	48,621	51,468
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	1,094	1,423
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	47,754	50,348
Amounts netted on the Consolidated balance sheets	(46,919)	(48,988)
Net derivative payables	835	1,360
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	47,991	50,529
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	1,072	1,541
Credit contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	39,794	44,082
Amounts netted on the Consolidated balance sheets	(39,294)	(43,182)
Net derivative receivables	500	900
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	40,214	44,379
Amounts netted on the Consolidated balance sheets	(39,379)	(43,019)
Net derivative payables	835	1,360
Credit contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,286	6,866
Amounts netted on the Consolidated balance sheets	(8,233)	(6,863)
Net derivative receivables	53	3
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,540	5,969
Amounts netted on the Consolidated balance sheets	(7,540)	(5,969)
Net derivative payables	0	0
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	204,063	175,383
Amounts netted on the Consolidated balance sheets	(189,606)	(162,698)
Net derivative receivables	14,457	12,685
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	208,538	179,875
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	18,932	17,177
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	208,950	185,479
Amounts netted on the Consolidated balance sheets	(193,716)	(171,131)
Net derivative payables	15,234	14,348
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	215,651	190,900
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	21,935	19,769
Foreign exchange contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	203,546	175,060
Amounts netted on the Consolidated balance sheets	(189,295)	(162,377)
Net derivative receivables	14,251	12,683
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	208,692	185,178
Amounts netted on the Consolidated balance sheets	(193,544)	(170,830)
Net derivative payables	15,148	14,348
Foreign exchange contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	352	323
Amounts netted on the Consolidated balance sheets	(285)	(321)
Net derivative receivables	67	2
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	162	301
Amounts netted on the Consolidated balance sheets	(162)	(301)
Net derivative payables	0	0
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	165	0
Amounts netted on the Consolidated balance sheets	(26)	0
Net derivative receivables	139	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	96	0
Amounts netted on the Consolidated balance sheets	(10)	0
Net derivative payables	86	0
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	36,720	32,975
Amounts netted on the Consolidated balance sheets	(32,382)	(30,330)
Net derivative receivables	4,338	2,645
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	38,647	35,859
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	6,265	5,529
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	36,530	34,456
Amounts netted on the Consolidated balance sheets	(31,671)	(29,480)
Net derivative payables	4,859	4,976
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	40,081	38,663
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,410	9,183
Equity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	22,431	20,690
Amounts netted on the Consolidated balance sheets	(21,450)	(20,439)
Net derivative receivables	981	251
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	24,328	23,458
Amounts netted on the Consolidated balance sheets	(20,739)	(19,589)
Net derivative payables	3,589	3,869
Equity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative payables	0	0
Equity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	14,289	12,285
Amounts netted on the Consolidated balance sheets	(10,932)	(9,891)
Net derivative receivables	3,357	2,394
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	12,202	10,998
Amounts netted on the Consolidated balance sheets	(10,932)	(9,891)
Net derivative payables	1,270	1,107
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	21,388	24,200
Amounts netted on the Consolidated balance sheets	(13,782)	(15,880)
Net derivative receivables	7,606	8,320
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	22,090	25,065
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	8,308	9,185
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	23,671	26,327
Amounts netted on the Consolidated balance sheets	(13,818)	(15,578)
Net derivative payables	9,853	10,749
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	25,167	27,654
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	11,349	12,076
Commodity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	13,281	15,001
Amounts netted on the Consolidated balance sheets	(5,717)	(6,772)
Net derivative receivables	7,564	8,229
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	15,319	16,953
Amounts netted on the Consolidated balance sheets	(5,753)	(6,256)
Net derivative payables	9,566	10,697
Commodity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative payables	0	0
Commodity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,107	9,199
Amounts netted on the Consolidated balance sheets	(8,065)	(9,108)
Net derivative receivables	42	91
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	8,352	9,374
Amounts netted on the Consolidated balance sheets	(8,065)	(9,322)
Net derivative payables	$ 287	$ 52

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 21,915	$ 22,328
Collateral posted	18,635	18,942
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	734	807
Amount required to settle contracts with termination triggers upon downgrade	339	271
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	2,898	3,028
Amount required to settle contracts with termination triggers upon downgrade	$ 978	$ 1,093

Derivative Instruments - Impa68

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Gains/(losses) recorded in income
Derivatives	$ 222	$ 7,403
Hedged items	45	(7,015)
Total income statement impact	267	388
Income statement impact due to:
Hedge ineffectiveness	26	11
Excluded components	241	377
Interest rate
Gains/(losses) recorded in income
Derivatives	1,378	606
Hedged items	(1,199)	(248)
Total income statement impact	179	358
Income statement impact due to:
Hedge ineffectiveness	28	17
Excluded components	151	341
Foreign exchange
Gains/(losses) recorded in income
Derivatives	(1,298)	6,475
Hedged items	1,382	(6,459)
Total income statement impact	84	16
Income statement impact due to:
Hedge ineffectiveness	0	0
Excluded components	84	16
Commodity
Gains/(losses) recorded in income
Derivatives	142	322
Hedged items	(138)	(308)
Total income statement impact	4	14
Income statement impact due to:
Hedge ineffectiveness	(2)	(6)
Excluded components	$ 6	$ 20

Derivative Instruments - Impa69

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Gains/(losses) recorded in income and other comprehensive income/(loss)
Net losses reclassified from AOCI to other income		$ 150
Recognition of gain (loss) related to cash flow hedges in Income	$ 130
Terminated Cash Flows
Gains/(losses) recorded in income and other comprehensive income/(loss)
Maximum length of time hedged in forecasted transactions	7 years
Open Cash Flow Hedges
Gains/(losses) recorded in income and other comprehensive income/(loss)
Maximum length of time hedged in forecasted transactions	2 years
Cash Flow Hedging
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	$ (55)	(175)
Hedge ineffectiveness recorded directly in income	0	0
Total income statement impact	(55)	(175)
Derivatives – effective portion recorded in OCI	(167)	(49)
Total change in OCI for period	(112)	126
Cash Flow Hedging | Interest rate
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(20)	(149)
Hedge ineffectiveness recorded directly in income	0	0
Total income statement impact	(20)	(149)
Derivatives – effective portion recorded in OCI	(74)	3
Total change in OCI for period	(54)	152
Cash Flow Hedging | Foreign exchange
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(35)	(26)
Hedge ineffectiveness recorded directly in income	0	0
Total income statement impact	(35)	(26)
Derivatives – effective portion recorded in OCI	(93)	(52)
Total change in OCI for period	$ (58)	$ (26)

Derivative Instruments - Impa70

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Foreign exchange - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Net investment hedge gains and losses [Abstract]
Excluded components recorded directly in income	$ (85)	$ (99)
Effective portion recorded in OCI	$ (590)	$ 993

Derivative Instruments - Impa71

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 912	$ 621
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	983	683
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(61)	(14)
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(10)	(12)
Commodity
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 0	$ (36)

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Total credit derivatives and credit-related notes
Protection sold	$ (1,542,725)	$ (1,428,839)
Protection purchased with identical underlyings	1,560,979	1,440,359
Net protection (sold)/purchased	18,254	11,520
Other protection purchased	39,161	35,518
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(1,542,689)	(1,428,809)
Protection purchased with identical underlyings	1,560,979	1,440,359
Net protection (sold)/purchased	18,290	11,550
Other protection purchased	33,485	30,803
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(1,511,148)	(1,386,071)
Protection purchased with identical underlyings	1,533,524	1,402,201
Net protection (sold)/purchased	22,376	16,130
Other protection purchased	13,409	12,011
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(31,541)	(42,738)
Protection purchased with identical underlyings	27,455	38,158
Net protection (sold)/purchased	(4,086)	(4,580)
Other protection purchased	20,076	18,792
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	(36)	(30)
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	(36)	(30)
Other protection purchased	$ 5,676	$ 4,715

Derivative Instruments - Cred73

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Protection sold credit derivatives and credit related notes ratings/maturity profile
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than 1 year	$ (420,792)	$ (416,406)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(986,644)	(944,378)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(135,289)	(68,055)
Total notional amount	(1,542,725)	(1,428,839)
Fair value of receivables	24,342	24,362
Fair value of payables	(23,121)	(25,727)
Net fair value	1,221	(1,365)
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 1 year	(307,778)	(307,211)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(736,344)	(699,227)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(110,109)	(46,970)
Total notional amount	(1,154,231)	(1,053,408)
Fair value of receivables	12,619	13,539
Fair value of payables	(7,428)	(6,836)
Net fair value	5,191	6,703
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 1 year	(113,014)	(109,195)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(250,300)	(245,151)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(25,180)	(21,085)
Total notional amount	(388,494)	(375,431)
Fair value of receivables	11,723	10,823
Fair value of payables	(15,693)	(18,891)
Net fair value	$ (3,970)	$ (8,068)

Noninterest Revenue - Investmen

Noninterest Revenue - Investment Banking Fees (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 752	$ 1,252
Advisory	581	542
Total investment banking fees	1,333	1,794
Equity
Schedule of Noninterest revenue [Line Items]
Underwriting	202	399
Debt
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 550	$ 853

Noninterest Revenue - Principal

Noninterest Revenue - Principal Transactions (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Principal transactions revenue
Trading revenue	$ 2,521	$ 3,532
Private equity gains	158	123
Principal transactions	2,679	3,655
Interest rate
Principal transactions revenue
Trading revenue	383	886
Credit
Principal transactions revenue
Trading revenue	375	415
Foreign exchange
Principal transactions revenue
Trading revenue	707	844
Equity
Principal transactions revenue
Trading revenue	830	1,048
Commodity
Principal transactions revenue
Trading revenue	$ 226	$ 339

Noninterest Revenue - Asset Man

Noninterest Revenue - Asset Management, Administration and Commissions (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Asset management fees
Investment management fees	$ 2,128	$ 2,274
All other asset management fees	90	99
Total asset management fees	2,218	2,373
Total administration fees	478	507
Commission and other fees
Brokerage commissions	588	594
All other commissions and fees	340	333
Total commissions and fees	928	927
Total asset management, administration and commissions	$ 3,624	$ 3,807

Noninterest Revenue - Other Inc

Noninterest Revenue - Other Income (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Noninterest Income [Abstract]
Operating lease income	$ 615	$ 469

Interest Income and Interest 78

Interest Income and Interest Expense (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Interest income
Loans	$ 8,854	$ 7,947
Taxable securities	1,442	1,724
Non-taxable securities	443	398
Total securities	1,885	2,122
Trading assets	1,698	1,734
Federal funds sold and securities purchased under resale agreements	554	396
Securities borrowed	(92)	(120)
Deposits with banks	460	341
Other assets	193	145
Total interest income	13,552	12,565
Interest expense
Interest-bearing deposits	320	364
Federal funds purchased and securities loaned or sold under repurchase agreements	260	142
Commercial paper	33	34
Trading liabilities – debt, short-term and other liabilities	227	156
Long-term debt	1,219	1,094
Beneficial interests issued by consolidated VIEs	113	98
Total interest expense	2,172	1,888
Net interest income	11,380	10,677
Provision for credit losses	1,824	959
Net interest income after provision for credit losses	$ 9,556	$ 9,718

Pension and Other Postretirem79

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Pension plans, U.S.
Amortization:
Total defined contribution plans	$ 99	$ 89
Pension plans, Non-U.S.
Amortization:
Total defined contribution plans	86	83
Pension plans, U.S.
Components of net periodic benefit cost
Benefits earned during the period	73	85
Interest cost on benefit obligations	133	125
Expected return on plan assets	(222)	(232)
Amortization:
Net (gain)/loss	59	62
Prior service cost/(credit)	(9)	(9)
Net periodic defined benefit cost	34	31
Other defined benefit pension plans	3	3
Total defined benefit plans	37	34
Total pension and OPEB cost included in compensation expense	136	123
Pension plans, Non-U.S.
Components of net periodic benefit cost
Benefits earned during the period	9	9
Interest cost on benefit obligations	26	28
Expected return on plan assets	(36)	(38)
Amortization:
Net (gain)/loss	5	9
Prior service cost/(credit)	0	0
Net periodic defined benefit cost	4	8
Other defined benefit pension plans	2	5
Total defined benefit plans	6	13
Total pension and OPEB cost included in compensation expense	92	96
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0
Interest cost on benefit obligations	8	8
Expected return on plan assets	(26)	(26)
Amortization:
Net (gain)/loss	0	0
Prior service cost/(credit)	0	0
Net periodic defined benefit cost	(18)	(18)
Total defined benefit plans	(18)	(18)
Total pension and OPEB cost included in compensation expense	$ (18)	$ (18)

Pension and Other Postretirem80

Pension and Other Postretirement Employee Benefit Plans - Narrative (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
United States
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 15,900	$ 16,000
Non-U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	3,600	$ 3,500
Defined benefit pension plan, non-U.S., expected contribution	47
U.S. non-qualified defined benefit pension plans | United States
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, non-U.S., expected contribution	33
OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, non-U.S., expected contribution	$ 2

Employee Stock-based Incentiv81

Employee Stock-based Incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Cost of prior grants of restricted stock units (“RSUs”), stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods	$ 284	$ 292
Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees	235	273
Total noncash compensation expense related to employee stock-based incentive plans	$ 519	$ 565

Employee Stock-based Incentiv82

Employee Stock-based Incentives - Narrative (Details) shares in Thousands	3 Months Ended
	Mar. 31, 2016$ / sharesshares
RSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	33,000
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 57.24
PSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	926
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 57.24
Holding period	2 years
Vesting period	3 years
Combined vesting and holding period	5 years
PSUs | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting percentage of grant amount	0.00%
PSUs | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting percentage of grant amount	150.00%

Noninterest Expense (Details)

Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Noninterest Expense [Abstract]
Federal Deposit Insurance Corporation-related (“FDIC”) expense	$ 269	$ 318
Legal expense	$ 0	$ 687

Securities - Amortized Costs, F

Securities - Amortized Costs, Fair Value (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Available-for-sale Debt Securities:
Amortized cost	$ 230,518	$ 235,391
Gross unrealized gains	6,061	5,386
Gross unrealized losses	1,100	1,110
Fair value	235,479	239,667
Available-for-sale Equity Securities:
Amortized cost	1,893	2,067
Gross unrealized gains	19	20
Gross unrealized losses	0	0
Fair value	1,912	2,087
Available-for-sale Securities:
Amortized cost	232,411	237,458
Gross unrealized gains	6,080	5,406
Gross unrealized losses	1,100	1,110
Fair value	237,391	241,754
Held-to-maturity Securities:
Amortized cost	47,932	49,073
Gross unrealized gains	2,236	1,560
Gross unrealized losses	0	46
Fair value	50,168	50,587
Total mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	102,418	103,980
Gross unrealized gains	2,392	2,021
Gross unrealized losses	334	419
Fair value	104,476	105,582
U.S. government agencies
Available-for-sale Debt Securities:
Amortized cost	54,099	53,689
Gross unrealized gains	1,811	1,483
Gross unrealized losses	26	106
Fair value	55,884	55,066
Residential: Prime and Alt-A | Residential mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	7,197	7,462
Gross unrealized gains	59	40
Gross unrealized losses	40	57
Fair value	7,216	7,445
Residential: Subprime | Residential mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	216	210
Gross unrealized gains	7	7
Gross unrealized losses	0	0
Fair value	223	217
Residential: Non-U.S. | Residential mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	18,228	19,629
Gross unrealized gains	297	341
Gross unrealized losses	21	13
Fair value	18,504	19,957
Commercial
Available-for-sale Debt Securities:
Amortized cost	22,678	22,990
Gross unrealized gains	218	150
Gross unrealized losses	247	243
Fair value	22,649	22,897
Held-to-maturity Securities:
Amortized cost	121
U.S. Treasury and government agencies
Available-for-sale Debt Securities:
Amortized cost	12,278	11,202
Gross unrealized gains	10	0
Gross unrealized losses	199	166
Fair value	12,089	11,036
Obligations of U.S. states and municipalities
Available-for-sale Debt Securities:
Amortized cost	30,871	31,328
Gross unrealized gains	2,498	2,245
Gross unrealized losses	19	23
Fair value	33,350	33,550
Held-to-maturity Securities:
Amortized cost	12,800	12,800
Certificates of deposit
Available-for-sale Debt Securities:
Amortized cost	52	282
Gross unrealized gains	1	1
Gross unrealized losses	0	0
Fair value	53	283
Non-U.S. government debt securities
Available-for-sale Debt Securities:
Amortized cost	36,850	35,864
Gross unrealized gains	980	853
Gross unrealized losses	39	41
Fair value	37,791	36,676
Corporate debt securities
Available-for-sale Debt Securities:
Amortized cost	8,091	12,464
Gross unrealized gains	81	142
Gross unrealized losses	121	170
Fair value	8,051	12,436
Asset-backed securities: Collateralized loan obligations
Available-for-sale Debt Securities:
Amortized cost	31,374	31,146
Gross unrealized gains	42	52
Gross unrealized losses	272	191
Fair value	31,144	31,007
Asset-backed securities: Other
Available-for-sale Debt Securities:
Amortized cost	8,584	9,125
Gross unrealized gains	57	72
Gross unrealized losses	116	100
Fair value	8,525	9,097
U.S. government-sponsored enterprise obligations
Available-for-sale Securities:
Fair value	38,500	42,300
Held-to-maturity Securities:
Amortized cost	29,800	30,800
U.S. government agencies
Held-to-maturity Securities:
Amortized cost	$ 5,300	$ 5,500

Securities - Continuous Unreali

Securities - Continuous Unrealized Loss Position (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Held-to-maturity Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	$ 0	$ 3,763
Less than 12 months, Gross unrealized losses	0	46
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	3,763
Total gross unrealized losses	0	46
Investment Securities, Continuous Unrealized Loss Position
Less than 12 months, Fair value	56,422	76,475
Less than 12 months, Gross unrealized losses	802	905
12 months or more, Fair value	15,887	14,877
12 months or more, Gross unrealized losses	298	251
Total fair value	72,309	91,352
Total gross unrealized losses	1,100	1,156
Debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	56,422	72,712
Less than 12 months, Gross unrealized losses	802	859
12 months or more, Fair Value	15,887	14,877
12 months or more, Gross unrealized losses	298	251
Total fair value	72,309	87,589
Total gross unrealized losses	1,100	1,110
Total mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	18,317	33,949
Less than 12 months, Gross unrealized losses	278	397
12 months or more, Fair Value	3,081	1,760
12 months or more, Gross unrealized losses	56	22
Total fair value	21,398	35,709
Total gross unrealized losses	334	419
U.S. government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	1,706	13,002
Less than 12 months, Gross unrealized losses	8	95
12 months or more, Fair Value	873	697
12 months or more, Gross unrealized losses	18	11
Total fair value	2,579	13,699
Total gross unrealized losses	26	106
Residential: Prime and Alt-A | Residential mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	3,049	5,147
Less than 12 months, Gross unrealized losses	27	51
12 months or more, Fair Value	399	238
12 months or more, Gross unrealized losses	13	6
Total fair value	3,448	5,385
Total gross unrealized losses	40	57
Residential: Subprime | Residential mortgage-backed 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: Non-U.S. | Residential mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	2,263	2,021
Less than 12 months, Gross unrealized losses	17	12
12 months or more, Fair Value	380	167
12 months or more, Gross unrealized losses	4	1
Total fair value	2,643	2,188
Total gross unrealized losses	21	13
Commercial
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	11,299	13,779
Less than 12 months, Gross unrealized losses	226	239
12 months or more, Fair Value	1,429	658
12 months or more, Gross unrealized losses	21	4
Total fair value	12,728	14,437
Total gross unrealized losses	247	243
U.S. Treasury and government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	11,435	10,998
Less than 12 months, Gross unrealized losses	199	166
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	11,435	10,998
Total gross unrealized losses	199	166
Obligations of U.S. states and municipalities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	700	1,676
Less than 12 months, Gross unrealized losses	16	18
12 months or more, Fair Value	261	205
12 months or more, Gross unrealized losses	3	5
Total fair value	961	1,881
Total gross unrealized losses	19	23
Certificates of deposit
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
Non-U.S. government debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	2,490	3,267
Less than 12 months, Gross unrealized losses	37	26
12 months or more, Fair Value	262	367
12 months or more, Gross unrealized losses	2	15
Total fair value	2,752	3,634
Total gross unrealized losses	39	41
Corporate debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	2,179	3,198
Less than 12 months, Gross unrealized losses	86	125
12 months or more, Fair Value	587	848
12 months or more, Gross unrealized losses	35	45
Total fair value	2,766	4,046
Total gross unrealized losses	121	170
Asset-backed securities: Collateralized loan obligations
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	17,175	15,340
Less than 12 months, Gross unrealized losses	110	67
12 months or more, Fair Value	10,725	10,692
12 months or more, Gross unrealized losses	162	124
Total fair value	27,900	26,032
Total gross unrealized losses	272	191
Asset-backed securities: Other
Available-for-sale Securities, Securities with Gross Unrealized Losses
Less than 12 months, Fair value	4,126	4,284
Less than 12 months, Gross unrealized losses	76	60
12 months or more, Fair Value	971	1,005
12 months or more, Gross unrealized losses	40	40
Total fair value	5,097	5,289
Total gross unrealized losses	116	100
Available-for-sale 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

Securities - Realized Gain (Los

Securities - Realized Gain (Loss) (Details) - USD ($) $ in Millions		3 Months Ended
		Mar. 31, 2016	Mar. 31, 2015
Securities gains and losses
Realized gains		$ 109	$ 92
Realized losses		(47)	(39)
OTTI losses		(11)	(1)
Net securities gains	[1]	51	52
Credit-related losses recognized in income
Securities gains and losses
OTTI losses		(1)	(1)
Securities the Firm intends to sell
Securities gains and losses
OTTI losses		$ (10)	$ 0
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses of $11 million and $1 million for the three months ended March 31, 2016 and 2015, respectively.

Securities - Amortized Cost, Fa

Securities - Amortized Cost, Fair Value, by Contract Maturity (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 11,712
Due after one year through five years, amortized cost	26,152
Due after five years through 10 years, amortized cost	57,737
Due after 10 years, amortized cost	134,917
Amortized cost	230,518	$ 235,391
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	11,758
Due after one year through five years, fair value	26,596
Due after five years through 10 years, fair value	58,322
Due after 10 years, fair value	138,803
Fair value	$ 235,479	239,667
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	2.57%
Due after one year through five years, average yield	1.96%
Due after five years through 10 years, average yield	1.73%
Due after 10 years, average yield	3.63%
Average yield	2.91%
Available-for-sale equity securities, Amortized cost:
Due in one year or less, amortized cost	$ 0
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	0
Due after 10 years, amortized cost	1,893
Amortized cost	1,893
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Fair Value:
Due in one year or less, fair value	0
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	0
Due after 10 years, fair value	1,912
Available-for-sale securities, equity maturities, fair value, total	$ 1,912
Available For Sale Securities, Equity Maturities, Single Maturity Date, Average Yield:
Due in one year or less, average yield	0.00%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.35%
Average yield	0.35%
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:
Due in one year or less, amortized cost	$ 11,712
Due after one year through five years, amortized cost	26,152
Due after five years through 10 years, amortized cost	57,737
Due after 10 years, amortized cost	136,810
Amortized cost	232,411	237,458
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:
Due in one year or less, fair value	11,758
Due after one year through five years, fair value	26,596
Due after five years through 10 years, fair value	58,322
Due after 10 years, fair value	140,715
Fair value	$ 237,391	241,754
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:
Due in one year or less, average yield	2.57%
Due after one year through five years, average yield	1.96%
Due after five years through 10 years, average yield	1.73%
Due after 10 years, average yield	3.58%
Available-for-sale securities, maturities, average yield, total	2.89%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in one year or less, amortized cost	$ 0
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	1,039
Due after 10 years, amortized cost	46,893
Amortized cost	47,932	49,073
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in one year or less, fair value	0
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	1,102
Due after 10 years, fair value	49,066
Held-to-maturity Securities, Fair Value	$ 50,168	50,587
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Average Yield [Abstract]
Due in one year or less, average yield	0.00%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	5.00%
Due after 10 years, average yield	3.99%
Held-to-maturity securities, maturities, average yield, total	4.01%
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	2 years
U.S. nonagency residential collateralized mortgage obligations estimated duration	3 years
Minimum
Supplemental information
Due period of mortgage-backed securities and collateralized mortgage obligations	10 years
Mortgage-backed securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 3,700
Due after one year through five years, amortized cost	7,996
Due after five years through 10 years, amortized cost	7,879
Due after 10 years, amortized cost	82,843
Amortized cost	102,418	103,980
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	3,718
Due after one year through five years, fair value	8,121
Due after five years through 10 years, fair value	8,121
Due after 10 years, fair value	84,516
Fair value	$ 104,476	105,582
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	1.54%
Due after one year through five years, average yield	1.89%
Due after five years through 10 years, average yield	3.02%
Due after 10 years, average yield	3.12%
Average yield	2.96%
U.S. Treasury and government agencies
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 0
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	11,027
Due after 10 years, amortized cost	1,251
Amortized cost	12,278	11,202
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	0
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	10,897
Due after 10 years, fair value	1,192
Fair value	$ 12,089	11,036
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	0.00%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	0.57%
Due after 10 years, average yield	0.55%
Average yield	0.57%
Obligations of U.S. states and municipalities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 174
Due after one year through five years, amortized cost	778
Due after five years through 10 years, amortized cost	1,428
Due after 10 years, amortized cost	28,491
Amortized cost	30,871	31,328
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	174
Due after one year through five years, fair value	800
Due after five years through 10 years, fair value	1,516
Due after 10 years, fair value	30,860
Fair value	$ 33,350	33,550
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	5.26%
Due after one year through five years, average yield	3.98%
Due after five years through 10 years, average yield	5.39%
Due after 10 years, average yield	6.59%
Average yield	6.46%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Amortized cost	$ 12,800	12,800
Certificates of deposit
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	52
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	0
Due after 10 years, amortized cost	0
Amortized cost	52	282
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	53
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	0
Due after 10 years, fair value	0
Fair value	$ 53	283
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	3.28%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.00%
Average yield	3.28%
Non-U.S. government debt securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 5,617
Due after one year through five years, amortized cost	12,438
Due after five years through 10 years, amortized cost	15,792
Due after 10 years, amortized cost	3,003
Amortized cost	36,850	35,864
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	5,628
Due after one year through five years, fair value	12,721
Due after five years through 10 years, fair value	16,369
Due after 10 years, fair value	3,073
Fair value	$ 37,791	36,676
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	3.09%
Due after one year through five years, average yield	1.73%
Due after five years through 10 years, average yield	0.97%
Due after 10 years, average yield	0.71%
Average yield	1.53%
Corporate debt securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 2,138
Due after one year through five years, amortized cost	4,067
Due after five years through 10 years, amortized cost	1,741
Due after 10 years, amortized cost	145
Amortized cost	8,091	12,464
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	2,154
Due after one year through five years, fair value	4,072
Due after five years through 10 years, fair value	1,686
Due after 10 years, fair value	139
Fair value	$ 8,051	$ 12,436
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	2.77%
Due after one year through five years, average yield	2.44%
Due after five years through 10 years, average yield	3.27%
Due after 10 years, average yield	3.31%
Average yield	2.72%
Asset-backed securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 31
Due after one year through five years, amortized cost	873
Due after five years through 10 years, amortized cost	19,870
Due after 10 years, amortized cost	19,184
Amortized cost	39,958
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	31
Due after one year through five years, fair value	882
Due after five years through 10 years, fair value	19,733
Due after 10 years, fair value	19,023
Fair value	$ 39,669
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	0.55%
Due after one year through five years, average yield	1.74%
Due after five years through 10 years, average yield	2.06%
Due after 10 years, average yield	2.10%
Average yield	2.07%

Securities Financing Activiti88

Securities Financing Activities - Schedule of securities purchased under resale agreements, netting & securities borrowed (Details) - USD ($)	Mar. 31, 2016	Dec. 31, 2015
Assets
Securities purchased under resale agreements, Gross amounts	$ 415,729,000,000	$ 368,148,000,000
Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets	(192,612,000,000)	(156,258,000,000)
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	223,117,000,000	211,890,000,000
Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets	(215,528,000,000)	(206,774,000,000)
Securities purchased under resale agreements, Net amounts	7,589,000,000	5,116,000,000
Securities borrowed, Gross amounts/Amounts presented in the Consolidated balance sheets	102,937,000,000	98,721,000,000
Securities borrowed, Amounts not nettable on the Consolidated balance sheets	(70,697,000,000)	(65,081,000,000)
Securities borrowed, Net amounts	32,240,000,000	33,640,000,000
Liabilities
Securities sold under repurchase agreements, gross amounts	339,174,000,000	290,044,000,000
Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets	(192,612,000,000)	(156,258,000,000)
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	146,562,000,000	133,786,000,000
Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets	(130,629,000,000)	(118,832,000,000)
Securities sold under repurchase agreements, Net amounts	15,933,000,000	14,954,000,000
Securities loaned and other, Gross amounts	18,186,000,000	22,556,000,000
Securities loaned and other, Amounts not nettable on the Consolidated balance sheets	(17,990,000,000)	(22,245,000,000)
Securities loaned and other, Net amounts	196,000,000	311,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	4,700,000,000	2,300,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	29,800,000,000	31,300,000,000
Securities sold under agreements to repurchase	14,000,000,000	12,600,000,000
Securities loaned and other	46,000,000	45,000,000
Securities-for-Securities
Liabilities
Securities lending transactions and fair value	4,600,000,000	4,400,000,000
Securities Financing Transaction, Fair Value
Assets
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	24,100,000,000	23,100,000,000
Liabilities
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	3,400,000,000	3,500,000,000
Securities borrowed	$ 0	$ 395,000,000

Securities Financing Activiti89

Securities Financing Activities - Types of Financial Assets Pledged and Remaining Maturity (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	$ 339,174	$ 290,044
Securities loaned and other	18,186	22,556
Securities-for-Securities
Securities Financing Transaction [Line Items]
Lending transactions	4,600	4,400
Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	146,383	114,595
Securities loaned and other	9,946	8,320
Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	106,044	100,082
Securities loaned and other	437	708
30 – 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	39,026	29,955
Securities loaned and other	1,348	793
Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	47,721	45,412
Securities loaned and other	6,455	12,735
Mortgage-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	19,259	12,790
Securities loaned and other	0	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	172,850	154,377
Securities loaned and other	23	5
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	1,849	1,316
Securities loaned and other	0	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	104,834	80,162
Securities loaned and other	3,108	4,426
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	22,082	21,286
Securities loaned and other	110	78
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	5,000	4,394
Securities loaned and other	0	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	13,300	15,719
Securities loaned and other	$ 14,945	$ 18,047

Securities Financing Activiti90

Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details) - USD ($) $ in Billions	Mar. 31, 2016	Dec. 31, 2015
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 5.8	$ 7.5

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Loan balances by portfolio segment:
Retained	$ 844,195	$ 832,792	$ 756,971
Held-for-sale	1,195	1,646
At fair value	1,923	2,861
Total	847,313	837,299
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained	353,871	344,355	304,917
Held-for-sale	321	466
At fair value	0	0
Total	354,192	344,821
Credit card
Loan balances by portfolio segment:
Retained	126,012	131,387	120,835
Held-for-sale	78	76
At fair value	0	0
Total	126,090	131,463
Wholesale
Loan balances by portfolio segment:
Retained	364,312	357,050	$ 331,219
Held-for-sale	796	1,104
At fair value	1,923	2,861
Total	$ 367,031	$ 361,015

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 1,553	$ 1,816
Sales	2,424	4,185
Retained loans reclassified to held-for-sale	554	338
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	1,265	1,608
Sales	760	1,736
Retained loans reclassified to held-for-sale	65	18
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	8,700	11,200
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	0	0
Sales	0	0
Retained loans reclassified to held-for-sale	0	0
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	288	208
Sales	1,664	2,449
Retained loans reclassified to held-for-sale	$ 489	$ 320

Loans - Net Gains and Losses on

Loans - Net Gains and Losses on Sale (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ 51	$ 101
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	53	91
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	0	16
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ (2)	$ (6)

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43,932	45,559
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	353,871	344,355	$ 304,917
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43,932	45,559
Consumer, excluding credit card | Home equity | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	14,522	14,989
Consumer, excluding credit card | Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	176,106	166,239
Consumer, excluding credit card | Residential Mortgage | Prime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,594	8,893
Consumer, excluding credit card | Residential Mortgage | Subprime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,174	3,263
Consumer, excluding credit card | Residential Mortgage | Option ARMs | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	13,453	13,853
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	62,937	60,255
Consumer, excluding credit card | Business banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	21,370	21,208
Consumer, excluding credit card | Student and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 9,783	$ 10,096

Loans - Consumer, Excluding C95

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Excluding PCI Loans (Details) - USD ($)	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195,000,000	$ 832,792,000,000	$ 756,971,000,000
Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43,932,000,000	45,559,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 353,871,000,000	$ 344,355,000,000	$ 304,917,000,000
Period past due, credit analysis factors, charge off criteria	90 days	90 days
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 220,038,000,000	$ 211,798,000,000
% of 30 days past due to total retained loans	1.27%	1.40%
Consumer, excluding credit card | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 59,971,000,000	$ 56,208,000,000
Consumer, excluding credit card | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	31,245,000,000	30,609,000,000
Consumer, excluding credit card | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	15,473,000,000	14,944,000,000
Consumer, excluding credit card | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,148,000,000	11,660,000,000
Consumer, excluding credit card | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,950,000,000	9,586,000,000
Consumer, excluding credit card | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,386,000,000	8,157,000,000
Consumer, excluding credit card | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,881,000,000	5,627,000,000
Consumer, excluding credit card | Residential real estate | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,391,000,000	5,298,000,000
Consumer, excluding credit card | Residential real estate | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,312,000,000	3,295,000,000
Consumer, excluding credit card | Residential real estate | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,889,000,000	2,899,000,000
Consumer, excluding credit card | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	65,392,000,000	63,515,000,000
Consumer, excluding credit card | Residential real estate | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,554,000,000	10,688,000,000
Consumer, excluding credit card | Residential real estate | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,759,000,000	4,714,000,000
Consumer, excluding credit card | Residential real estate | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	184,000,000	223,000,000
Consumer, excluding credit card | Residential real estate | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	93,000,000	109,000,000
Consumer, excluding credit card | Residential real estate | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,266,000,000	1,618,000,000
Consumer, excluding credit card | Residential real estate | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	600,000,000	725,000,000
Consumer, excluding credit card | Residential real estate | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,969,000,000	7,696,000,000
Consumer, excluding credit card | Residential real estate | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,155,000,000	2,405,000,000
Consumer, excluding credit card | Residential real estate | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	181,680,000,000	171,889,000,000
Consumer, excluding credit card | Residential real estate | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,778,000,000	11,731,000,000
Consumer, excluding credit card | Residential real estate | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	209,809,000,000	200,762,000,000
Consumer, excluding credit card | Residential real estate | Current | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,100,000,000	2,600,000,000
Consumer, excluding credit card | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,222,000,000	4,750,000,000
Consumer, excluding credit card | Residential real estate | 30–149 days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 2,800,000,000	3,200,000,000
Consumer, excluding credit card | Residential real estate | 30–149 days past due | U.S. government-guaranteed | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Residential real estate | 30–149 days past due | U.S. government-guaranteed | Maximum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	149 days
Consumer, excluding credit card | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 6,007,000,000	6,286,000,000
Consumer, excluding credit card | Residential real estate | 150 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 4,700,000,000	4,900,000,000
Consumer, excluding credit card | Residential real estate | 150 or more days past due | U.S. government-guaranteed | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	150 days
Consumer, excluding credit card | Residential real estate | 90 or more days past due and government guaranteed | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 5,555,000,000	6,056,000,000
Consumer, excluding credit card | Residential real estate | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,576,000,000	4,694,000,000
Consumer, excluding credit card | Residential real estate | Nonaccrual loans | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,200,000,000	3,400,000,000
Consumer, excluding credit card | Residential real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 0	$ 0
Consumer, excluding credit card | Residential real estate | 90 or more days past due and still accruing | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	90 days	90 days
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 43,932,000,000	$ 45,559,000,000
% of 30 days past due to total retained loans	2.66%	2.77%
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 8,618,000,000	$ 8,945,000,000
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,810,000,000	9,147,000,000
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,292,000,000	3,420,000,000
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,437,000,000	2,532,000,000
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,418,000,000	2,409,000,000
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,514,000,000	2,590,000,000
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,398,000,000	1,451,000,000
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,053,000,000	2,143,000,000
Consumer, excluding credit card | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,296,000,000	1,350,000,000
Consumer, excluding credit card | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,587,000,000	1,652,000,000
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,509,000,000	9,920,000,000
Consumer, excluding credit card | Home equity | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,874,000,000	3,056,000,000
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	129,000,000	165,000,000
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	30,000,000	32,000,000
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,051,000,000	1,344,000,000
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	347,000,000	434,000,000
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,096,000,000	4,537,000,000
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,260,000,000	1,409,000,000
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	29,228,000,000	29,648,000,000
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,917,000,000	4,934,000,000
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	42,765,000,000	44,299,000,000
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	626,000,000	708,000,000
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	541,000,000	552,000,000
Consumer, excluding credit card | Home equity | 90 or more days past due and government guaranteed | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,153,000,000	2,191,000,000
Consumer, excluding credit card | Residential Mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 176,106,000,000	$ 166,239,000,000
% of 30 days past due to total retained loans	0.93%	1.03%
Consumer, excluding credit card | Residential Mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 51,353,000,000	$ 47,263,000,000
Consumer, excluding credit card | Residential Mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	22,435,000,000	21,462,000,000
Consumer, excluding credit card | Residential Mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,181,000,000	11,524,000,000
Consumer, excluding credit card | Residential Mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,711,000,000	9,128,000,000
Consumer, excluding credit card | Residential Mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,532,000,000	7,177,000,000
Consumer, excluding credit card | Residential Mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,872,000,000	5,567,000,000
Consumer, excluding credit card | Residential Mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,483,000,000	4,176,000,000
Consumer, excluding credit card | Residential Mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,338,000,000	3,155,000,000
Consumer, excluding credit card | Residential Mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,016,000,000	1,945,000,000
Consumer, excluding credit card | Residential Mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,302,000,000	1,247,000,000
Consumer, excluding credit card | Residential Mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	55,883,000,000	53,595,000,000
Consumer, excluding credit card | Residential Mortgage | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,554,000,000	10,688,000,000
Consumer, excluding credit card | Residential Mortgage | U.S. government-guaranteed | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,600,000,000	10,700,000,000
Consumer, excluding credit card | Residential Mortgage | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,885,000,000	1,658,000,000
Consumer, excluding credit card | Residential Mortgage | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	55,000,000	58,000,000
Consumer, excluding credit card | Residential Mortgage | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	63,000,000	77,000,000
Consumer, excluding credit card | Residential Mortgage | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	215,000,000	274,000,000
Consumer, excluding credit card | Residential Mortgage | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	253,000,000	291,000,000
Consumer, excluding credit card | Residential Mortgage | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,873,000,000	3,159,000,000
Consumer, excluding credit card | Residential Mortgage | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	895,000,000	996,000,000
Consumer, excluding credit card | Residential Mortgage | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	152,452,000,000	142,241,000,000
Consumer, excluding credit card | Residential Mortgage | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,861,000,000	6,797,000,000
Consumer, excluding credit card | Residential Mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	167,044,000,000	156,463,000,000
Consumer, excluding credit card | Residential Mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,596,000,000	4,042,000,000
Consumer, excluding credit card | Residential Mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,466,000,000	5,734,000,000
Consumer, excluding credit card | Residential Mortgage | 90 or more days past due and government guaranteed | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,555,000,000	6,056,000,000
Consumer, excluding credit card | Residential Mortgage | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,423,000,000	2,503,000,000
Consumer, excluding credit card | Residential Mortgage | Nonaccrual loans | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 7,500,000,000	$ 8,100,000,000

Loans - Consumer, Excluding C96

Loans - Consumer, Excluding Credit Card Loan Portfolio, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43,932	45,559
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	353,871	344,355	$ 304,917
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 43,932	$ 45,559
Total 30 plus day delinquency rate	2.66%	2.77%
Consumer, excluding credit card | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 29,388	$ 30,711
Total 30 plus day delinquency rate	2.10%	2.25%
Consumer, excluding credit card | HELOANs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 2,266	$ 2,409
Total 30 plus day delinquency rate	2.87%	3.03%
Consumer, excluding credit card | HELOCs, Within the revolving period | HELOCs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 15,136	$ 17,050
Total 30 plus day delinquency rate	1.38%	1.57%
Open-ended revolving period	10 years
Amortization period	20 years
Consumer, excluding credit card | HELOCs, Beyond the revolving period | HELOCs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,986	$ 11,252
Total 30 plus day delinquency rate	2.85%	3.10%

Loans - Consumer, Excluding C97

Loans - Consumer, Excluding Credit Card Loan Portfolio, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016USD ($)payment	Mar. 31, 2015USD ($)	Dec. 31, 2015USD ($)
Impaired loans:
Period past due, credit analysis factors, charge off criteria	90 days		90 days
Loans modified subsequent to repurchase from Ginnie Mae	$ 3,800		$ 3,800
TDRs less than 90 days past due	2,500		2,500
Average impaired loans	8,975	$ 11,269
Interest income on impaired loans	109	129
Interest income on impaired loans on a cash basis	40	45
Home equity
Impaired loans:
With an allowance	1,303		1,293
Without an allowance	1,059		1,065
Total impaired loans	2,362		2,358
Allowance for loan losses related to impaired loans	167		138
Unpaid principal balance of impaired loans	3,957		3,960
Impaired loans on nonaccrual status	1,211		1,220
Average impaired loans	2,360	2,393
Interest income on impaired loans	31	33
Interest income on impaired loans on a cash basis	$ 21	22
Home equity | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	12.00%
Residential Mortgage
Impaired loans:
With an allowance	$ 5,129		5,243
Without an allowance	1,401		1,447
Total impaired loans	6,530		6,690
Allowance for loan losses related to impaired loans	90		108
Unpaid principal balance of impaired loans	8,896		9,082
Impaired loans on nonaccrual status	1,883		1,957
Average impaired loans	6,615	8,876
Interest income on impaired loans	78	96
Interest income on impaired loans on a cash basis	$ 19	$ 23
Residential Mortgage | Minimum | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Period past due, credit analysis factors, charge off criteria	30 days
Residential real estate
Impaired loans:
With an allowance	$ 6,432		6,536
Without an allowance	2,460		2,512
Total impaired loans	8,892		9,048
Allowance for loan losses related to impaired loans	257		246
Unpaid principal balance of impaired loans	12,853		13,042
Impaired loans on nonaccrual status	$ 3,094		$ 3,177
Number of payments under modified terms to recognize interest on cash basis | payment	6
Residential real estate | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average	16.00%

Loans - Consumer, Excluding C98

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, New TDRs (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Financing Receivable, Impaired [Line Items]
New TDRs	$ 189	$ 154
Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	126	72
Residential Mortgage
Financing Receivable, Impaired [Line Items]
New TDRs	$ 63	$ 82

Loans - Consumer, Excluding C99

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loan	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	68.00%	72.00%
Concession granted - Term of payment extension	90.00%	83.00%
Concession granted - Principal and/or interest deferred	18.00%	30.00%
Concession granted - principal forgiveness	14.00%	18.00%
Concession granted - other	6.00%	5.00%
Percentage, sum of items by type, may exceed	100.00%
Home equity
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	66.00%	76.00%
Concession granted - Term of payment extension	90.00%	84.00%
Concession granted - Principal and/or interest deferred	16.00%	29.00%
Concession granted - principal forgiveness	9.00%	5.00%
Concession granted - other	1.00%	0.00%
Residential Mortgage
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	74.00%	68.00%
Concession granted - Term of payment extension	89.00%	82.00%
Concession granted - Principal and/or interest deferred	23.00%	30.00%
Concession granted - principal forgiveness	25.00%	30.00%
Concession granted - other	18.00%	10.00%
Trial Modification
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,629	1,177
Trial Modification | Home equity
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,049	510
Trial Modification | Residential Mortgage
Financing Receivable, Impaired [Line Items]
Number of contract modifications	580	667
Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of contract modifications	2,424	1,620
Permanent Modification | Home equity
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,692	770
Permanent Modification | Residential Mortgage
Financing Receivable, Impaired [Line Items]
Number of contract modifications	732	850

Loans - Consumer, Excluding 100

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)loan_payment	Mar. 31, 2015USD ($)	Dec. 31, 2015USD ($)
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
Carrying value	$ 844,195	$ 756,971	$ 832,792
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	353,871	$ 304,917	344,355
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	$ 1,100		1,200
Consumer, excluding credit card | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.28%	5.68%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.64%	2.64%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	21 years	23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	36 years
Charge-offs recognized upon permanent modification	$ 2	$ 3
Principal deferred	18	24
Principal forgiven	15	20
Balance of loans that redefaulted within one year of permanent modification	$ 36	$ 40
Consumer, excluding credit card | Home equity | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.03%	5.42%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.42%	2.42%
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	38 years	33 years
Charge-offs recognized upon permanent modification	$ 1	$ 1
Principal deferred	8	6
Principal forgiven	3	1
Balance of loans that redefaulted within one year of permanent modification	$ 10	$ 5
Modifications, weighted-average remaining life	9 years
Consumer, excluding credit card | Residential Mortgage
Financing Receivable, Impaired [Line Items]
Carrying value	$ 176,106		166,239
Consumer, excluding credit card | Residential Mortgage | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.51%	5.78%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.83%	2.74%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	25 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	10	18
Principal forgiven	12	19
Balance of loans that redefaulted within one year of permanent modification	26	$ 35
Consumer, excluding credit card | Business banking
Financing Receivable, Impaired [Line Items]
Carrying value	$ 21,370		21,208
Consumer, excluding credit card | Business banking | Maximum
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
Consumer, excluding credit card | Residential real estate
Financing Receivable, Impaired [Line Items]
Number of payments past due for deemed payment | loan_payment	2
Carrying value	$ 220,038		$ 211,798
Consumer, excluding credit card | Residential real estate | Maximum
Financing Receivable, Impaired [Line Items]
Number of months before a payment redefault under modified loans	12 months
Consumer, excluding credit card | Residential real estate | Permanent Modification
Financing Receivable, Impaired [Line Items]
Modifications, weighted-average remaining life	10 years

Loans - Consumer, Excluding 101

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Loans (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	353,871	344,355	$ 304,917
Auto | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 62,937	$ 60,255
% of 30 days past due to total retained loans	0.94%	1.35%
Auto | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,906	$ 11,277
Auto | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	218	76
Auto | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Auto | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,578	7,186
Auto | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,949	3,874
Auto | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,914	3,678
Auto | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,768	6,457
Auto | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,066	2,843
Auto | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,032	1,998
Auto | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,162	1,135
Auto | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,100	2,033
Auto | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,528	1,550
Auto | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,316	2,340
Auto | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	28,524	27,161
Auto | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	62,343	59,442
Auto | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	585	804
Auto | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9	9
Auto | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Auto | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	102	116
Business banking | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 21,370	$ 21,208
% of 30 days past due to total retained loans	1.51%	1.51%
Business banking | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 15,637	$ 15,505
Business banking | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	799	815
Business banking | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	238	210
Business banking | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,644	3,530
Business banking | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,357	3,359
Business banking | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,511	1,459
Business banking | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,569	2,622
Business banking | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	951	941
Business banking | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	492	500
Business banking | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	269	264
Business banking | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,217	1,205
Business banking | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,359	1,361
Business banking | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,357	1,363
Business banking | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,644	4,604
Business banking | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	21,047	20,887
Business banking | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	202	215
Business banking | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	121	106
Business banking | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Business banking | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	290	263
Student and other | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 9,783	$ 10,096
% of 30 days past due to total retained loans	1.29%	1.63%
Student and other | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,023	$ 1,051
Student and other | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,205	1,224
Student and other | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	651	679
Student and other | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	814	839
Student and other | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	501	516
Student and other | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	347	366
Student and other | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	206	212
Student and other | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	232	236
Student and other | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	396	415
Student and other | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	541	559
Student and other | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,867	3,999
Student and other | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,186	9,405
Student and other | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	366	445
Student and other | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	231	246
Student and other | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	269	290
Student and other | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	196	242
Student and other | Days Past Due, 30 or More, and Still Accruing | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	471	526
Total other consumer | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 94,090	$ 91,559
% of 30 days past due to total retained loans	1.11%	1.42%
Total other consumer | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 27,543	$ 26,782
Total other consumer | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,017	891
Total other consumer | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	238	210
Total other consumer | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,245	11,767
Total other consumer | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,511	8,457
Total other consumer | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,076	5,816
Total other consumer | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,151	9,918
Total other consumer | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,518	4,300
Total other consumer | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,871	2,864
Total other consumer | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,637	1,611
Total other consumer | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,549	3,474
Total other consumer | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,283	3,326
Total other consumer | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,214	4,262
Total other consumer | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	37,035	35,764
Total other consumer | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	92,576	89,734
Total other consumer | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,153	1,464
Total other consumer | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	361	361
Total other consumer | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	269	290
Total other consumer | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 588	621
Total other consumer | Days Past Due, 30 or More, and Still Accruing | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	30 days
Student loan | Current | Consumer, excluding credit card | Student Loans Insured or Guaranteed by U.S. Government Agencies [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 3,800	3,800
Student loan | 30–119 days past due | Consumer, excluding credit card | Student Loans Insured or Guaranteed by U.S. Government Agencies [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 256	299
Student loan | 30–119 days past due | Consumer, excluding credit card | Student Loans Insured or Guaranteed by U.S. Government Agencies [Member] | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	30 days
Student loan | 30–119 days past due | Consumer, excluding credit card | Student Loans Insured or Guaranteed by U.S. Government Agencies [Member] | Maximum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	119 days
Student loan | 120 or more days past due | Consumer, excluding credit card | Student Loans Insured or Guaranteed by U.S. Government Agencies [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 215	$ 227
Student loan | 120 or more days past due | Consumer, excluding credit card | Student Loans Insured or Guaranteed by U.S. Government Agencies [Member] | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	120 days

Loans - Consumer, Excluding 102

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Impaired Loans and Loan Modifications (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Average impaired loans	$ 8,975	$ 11,269
Other Consumer
Financing Receivable, Impaired [Line Items]
With an allowance	545		$ 527
Without an allowance	31		31
Total impaired loans	576		558
Allowance for loan losses related to impaired loans	114		118
Unpaid principal balance of impaired loans	685		668
Impaired loans on nonaccrual status	445		449
Average impaired loans	571		587
Troubled debt restructuring	369		384
Impaired loans on nonaccrual status	$ 238		$ 275

Loans - Consumer, Excluding 103

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Loans (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 844,195	$ 832,792	$ 756,971
Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	43,932	45,559
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	353,871	344,355	$ 304,917
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	220,038	211,798
Consumer, excluding credit card | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	59,971	56,208
Consumer, excluding credit card | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	31,245	30,609
Consumer, excluding credit card | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	15,473	14,944
Consumer, excluding credit card | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	12,148	11,660
Consumer, excluding credit card | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,950	9,586
Consumer, excluding credit card | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,386	8,157
Consumer, excluding credit card | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,881	5,627
Consumer, excluding credit card | Residential real estate | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,391	5,298
Consumer, excluding credit card | Residential real estate | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,312	3,295
Consumer, excluding credit card | Residential real estate | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,889	2,899
Consumer, excluding credit card | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	65,392	63,515
Consumer, excluding credit card | Residential real estate | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,759	4,714
Consumer, excluding credit card | Residential real estate | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	184	223
Consumer, excluding credit card | Residential real estate | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	93	109
Consumer, excluding credit card | Residential real estate | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,266	1,618
Consumer, excluding credit card | Residential real estate | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	600	725
Consumer, excluding credit card | Residential real estate | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,969	7,696
Consumer, excluding credit card | Residential real estate | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,155	2,405
Consumer, excluding credit card | Residential real estate | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	181,680	171,889
Consumer, excluding credit card | Residential real estate | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	11,778	11,731
Consumer, excluding credit card | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,222	4,750
Consumer, excluding credit card | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,007	6,286
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	43,932	45,559
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,618	8,945
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,810	9,147
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,292	3,420
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,437	2,532
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,418	2,409
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,514	2,590
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,398	1,451
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,053	2,143
Consumer, excluding credit card | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,296	1,350
Consumer, excluding credit card | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,587	1,652
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,509	9,920
Consumer, excluding credit card | Home equity | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,874	3,056
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	129	165
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	30	32
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,051	1,344
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	347	434
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,096	4,537
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,260	1,409
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	29,228	29,648
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,917	4,934
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	626	708
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	541	552
Consumer, excluding credit card | Mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	176,106	166,239
Consumer, excluding credit card | Mortgages | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	51,353	47,263
Consumer, excluding credit card | Mortgages | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	22,435	21,462
Consumer, excluding credit card | Mortgages | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	12,181	11,524
Consumer, excluding credit card | Mortgages | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,711	9,128
Consumer, excluding credit card | Mortgages | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,532	7,177
Consumer, excluding credit card | Mortgages | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,872	5,567
Consumer, excluding credit card | Mortgages | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,483	4,176
Consumer, excluding credit card | Mortgages | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,338	3,155
Consumer, excluding credit card | Mortgages | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,016	1,945
Consumer, excluding credit card | Mortgages | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,302	1,247
Consumer, excluding credit card | Mortgages | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	55,883	53,595
Consumer, excluding credit card | Mortgages | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,885	1,658
Consumer, excluding credit card | Mortgages | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	55	58
Consumer, excluding credit card | Mortgages | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	63	77
Consumer, excluding credit card | Mortgages | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	215	274
Consumer, excluding credit card | Mortgages | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	253	291
Consumer, excluding credit card | Mortgages | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,873	3,159
Consumer, excluding credit card | Mortgages | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	895	996
Consumer, excluding credit card | Mortgages | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	152,452	142,241
Consumer, excluding credit card | Mortgages | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,861	6,797
Consumer, excluding credit card | Mortgages | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,596	4,042
Consumer, excluding credit card | Mortgages | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,466	5,734
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	39,743	40,998
Related allowance for loan losses	2,695	2,742
Total loans	$ 41,304	$ 42,665
% of 30 days past due to total loans	10.47%	11.21%
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 22,774	$ 23,490
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,497	2,581
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,106	1,150
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	609	636
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,501	3,621
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,117	1,157
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,379	1,433
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	685	703
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	431	448
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	175	185
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	7,030	7,261
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,210	2,325
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	148	192
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	157	199
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,048	1,305
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	863	1,055
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	4,190	4,833
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,036	3,443
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	19,143	18,903
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	10,509	10,410
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	36,981	37,883
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,712	1,896
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,611	2,886
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	14,522	14,989
Related allowance for loan losses	1,708	1,708
Total loans	$ 14,853	$ 15,342
% of 30 days past due to total loans	5.76%	6.22%
Consumer, excluding credit card | Residential real estate – PCI | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 8,917	$ 9,205
Consumer, excluding credit card | Residential real estate – PCI | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	767	788
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	349	358
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	213	224
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,433	1,479
Consumer, excluding credit card | Residential real estate – PCI | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	304	310
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	785	819
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	273	281
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	42	44
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	16	17
Consumer, excluding credit card | Residential real estate – PCI | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,754	1,817
Consumer, excluding credit card | Residential real estate – PCI | Home equity | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	854	889
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	116	153
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	67	80
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	776	942
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	367	444
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,421	2,709
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,039	1,136
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	6,891	6,724
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,322	2,265
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	13,997	14,387
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	285	322
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	571	633
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,594	8,893
Related allowance for loan losses	938	985
Total loans	$ 8,621	$ 8,919
% of 30 days past due to total loans	11.17%	11.49%
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 5,008	$ 5,172
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	559	580
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	250	263
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	89	94
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	562	586
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	231	238
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	188	194
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	139	143
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	135	141
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	43	45
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,417	1,463
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	474	498
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	9	10
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	21	28
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	89	120
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	121	152
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	667	816
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	523	614
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	4,264	4,243
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,453	2,438
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	7,658	7,894
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	407	424
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	556	601
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,174	3,263
Related allowance for loan losses	0	0
Total loans	$ 3,927	$ 4,051
% of 30 days past due to total loans	18.31%	20.22%
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 979	$ 1,005
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	386	400
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	190	196
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	235	243
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	362	373
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	133	139
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	77	81
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	74	76
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	109	113
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	61	62
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,321	1,363
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	198	210
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	7	10
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	41	55
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	58	77
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	183	220
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	285	331
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	572	643
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	907	863
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,676	1,642
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,208	3,232
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	385	439
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	334	380
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	13,453	13,853
Related allowance for loan losses	49	49
Total loans	$ 13,903	$ 14,353
% of 30 days past due to total loans	12.84%	13.82%
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 7,870	$ 8,108
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	785	813
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	317	333
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	72	75
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,144	1,183
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	449	470
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	329	339
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	199	203
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	145	150
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	55	61
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,538	2,618
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	684	728
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	16	19
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	28	36
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	125	166
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	192	239
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	817	977
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	902	1,050
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	7,081	7,073
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	4,058	4,065
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	12,118	12,370
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	635	711
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 1,150	$ 1,272

Loans - Consumer, Excluding 104

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43,932	45,559
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	353,871	344,355	$ 304,917
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 43,932	$ 45,559
Total 30 day delinquency rate	2.66%	2.77%
Consumer, excluding credit card | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 29,388	$ 30,711
Total 30 day delinquency rate	2.10%	2.25%
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 14,522	$ 14,989
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of senior liens to total financing receivables	23.00%
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,429	$ 11,834
Total 30 day delinquency rate	3.91%	4.35%
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Within the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 4,277	$ 5,000
Total 30 day delinquency rate	3.62%	4.10%
Open-ended revolving period	10 years
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Beyond the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 6,598	$ 6,252
Total 30 day delinquency rate	4.02%	4.46%
Consumer, excluding credit card | Residential real estate – PCI | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 554	$ 582
Total 30 day delinquency rate	4.87%	5.33%

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$ 844,195	$ 756,971	$ 832,792
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	353,871	304,917	344,355
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	1,100		1,200
Consumer, excluding credit card | Residential real estate
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	220,038		211,798
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Beginning balance	13,491	14,592
Accretion into interest income	(407)	(436)
Changes in interest rates on variable-rate loans	76	6
Other changes in expected cash flows	(486)	(128)
Ending balance	$ 12,674	$ 14,034
Accretable yield percentage	4.35%	4.14%
Total retained loans	$ 39,743		40,998
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | In Process of Active or Suspended Foreclosure
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$ 2,100		$ 2,300

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	126,012	131,387	$ 120,835
Credit card loans | Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 126,012	$ 131,387
% of 30 days past due to total retained loans	1.45%	1.43%
% of 90 days past due to total retained loans	0.75%	0.72%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	84.60%	84.40%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	14.00%	13.10%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available	1.40%	2.50%
Credit card loans | Credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 18,105	$ 18,802
Credit card loans | Credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,517	11,847
Credit card loans | Credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,871	11,360
Credit card loans | Credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,564	7,806
Credit card loans | Credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,319	7,655
Credit card loans | Credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,603	5,879
Credit card loans | Credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,445	4,700
Credit card loans | Credit card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,296	4,533
Credit card loans | Credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,365	3,562
Credit card loans | Credit card | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,272	3,399
Credit card loans | Credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	49,655	51,844
Credit card loans | Credit card | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	124,187	129,502
Credit card loans | Credit card | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	885	941
Credit card loans | Credit card | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 940	$ 944

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card loans - Credit card - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Financing Receivable, Impaired [Line Items]
Credit card loans with modified payment terms	$ 1,217	$ 1,286
Modified credit card loans that have reverted to pre-modification payment terms	164	179
Total impaired loans	1,381	1,465
Allowance for loan losses related to impaired credit card loans	427	460
Average impaired loans	1,436	1,940
Interest income on impaired loans	17	23
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Amounts related to short-term modification program	60	$ 66
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	$ 104		$ 113

Loans - Credit Card Portfoli108

Loans - Credit Card Portfolio - Loan Modifications (Details) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016USD ($)payment	Mar. 31, 2015USD ($)	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
Credit card | Credit card loans
Financing Receivable, Impaired [Line Items]
Fixed payment plan period	60 months
Weighted-average interest rate of loans – before TDR	15.48%	15.16%
Weighted-average interest rate of loans – after TDR	4.76%	4.29%
Loans that redefaulted within one year of modification	$ 19	$ 22
Number of payments past due for deemed payment | payment	2
Rate of default for modified loans, estimated weighted average	25.79%		25.61%
Credit card | Credit card loans | Total new enrollments
Financing Receivable, Impaired [Line Items]
New TDRs	$ 159	$ 178

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 364,312	$ 357,050	$ 331,219
% of total criticized exposure to total retained loans	2.80%	2.06%
% of criticized nonaccrual to total retained loans	0.60%	0.28%
Wholesale | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 360,405	$ 354,451
Wholesale | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,490	1,544
Wholesale | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	214	67
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,203	988
Wholesale | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	95,874	94,051
Wholesale | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	268,438	262,999
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	269,693	267,736
Wholesale | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	94,619	89,314
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	84,406	81,953
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,010	6,373
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,203	988
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 119,306	$ 112,932
% of total criticized exposure to total retained loans	6.83%	4.56%
% of criticized nonaccrual to total retained loans	1.44%	0.54%
Wholesale | Commercial and industrial | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 117,203	$ 112,058
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	360	259
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	21	7
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,722	608
Wholesale | Commercial and industrial | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	32,037	30,063
Wholesale | Commercial and industrial | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	87,269	82,869
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	63,651	62,150
Wholesale | Commercial and industrial | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	55,655	50,782
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	47,501	45,632
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,432	4,542
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,722	608
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 96,101	$ 92,820
% of total criticized exposure to total retained loans	1.44%	1.60%
% of criticized nonaccrual to total retained loans	0.26%	0.25%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 95,680	$ 92,381
Wholesale | Real estate | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	161	193
Wholesale | Real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7	15
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	253	231
Wholesale | Real estate | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,231	3,003
Wholesale | Real estate | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	92,870	89,817
Wholesale | Real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	77,064	74,330
Wholesale | Real estate | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	19,037	18,490
Wholesale | Real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	17,652	17,008
Wholesale | Real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,132	1,251
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	253	231
Wholesale | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 28,828	$ 29,783
% of total criticized exposure to total retained loans	1.13%	1.11%
% of criticized nonaccrual to total retained loans	0.04%	0.03%
Wholesale | Financial institutions | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 28,761	$ 29,713
Wholesale | Financial institutions | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	32	49
Wholesale | Financial institutions | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	24	11
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11	10
Wholesale | Financial institutions | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	16,405	17,166
Wholesale | Financial institutions | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,423	12,617
Wholesale | Financial institutions | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	21,558	21,786
Wholesale | Financial institutions | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,270	7,997
Wholesale | Financial institutions | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,943	7,667
Wholesale | Financial institutions | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	316	320
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11	10
Wholesale | Government agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,912	$ 11,626
% of total criticized exposure to total retained loans	0.05%	0.06%
% of criticized nonaccrual to total retained loans	0.00%	0.00%
Wholesale | Government agencies | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,909	$ 11,565
Wholesale | Government agencies | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1	55
Wholesale | Government agencies | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2	6
Wholesale | Government agencies | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Wholesale | Government agencies | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,929	1,788
Wholesale | Government agencies | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,983	9,838
Wholesale | Government agencies | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,457	11,363
Wholesale | Government agencies | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	455	263
Wholesale | Government agencies | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	449	256
Wholesale | Government agencies | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6	7
Wholesale | Government agencies | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Wholesale | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 108,165	$ 109,889
% of total criticized exposure to total retained loans	0.32%	0.36%
% of criticized nonaccrual to total retained loans	0.20%	0.13%
Wholesale | Other | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 106,852	$ 108,734
Wholesale | Other | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	936	988
Wholesale | Other | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	160	28
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	217	139
Wholesale | Other | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	42,272	42,031
Wholesale | Other | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	65,893	67,858
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	95,963	98,107
Wholesale | Other | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,202	11,782
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,861	11,390
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	124	253
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 217	$ 139

Loans - Wholesale Loan Portf110

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 844,195	$ 832,792	$ 756,971
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 364,312	$ 357,050	$ 331,219
% of total criticized exposure to total retained loans	2.80%	2.06%
% of criticized nonaccrual loans to total real estate retained loans	0.60%	0.28%
Wholesale | Total real estate loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 96,101	$ 92,820
% of total criticized exposure to total retained loans	1.44%	1.60%
% of criticized nonaccrual loans to total real estate retained loans	0.26%	0.25%
Wholesale | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 61,376	$ 60,290
% of total criticized exposure to total retained loans	0.90%	0.86%
% of criticized nonaccrual loans to total real estate retained loans	0.13%	0.14%
Wholesale | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 21,672	$ 20,062
% of total criticized exposure to total retained loans	3.37%	4.21%
% of criticized nonaccrual loans to total real estate retained loans	0.52%	0.50%
Wholesale | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 5,079	$ 4,920
% of total criticized exposure to total retained loans	0.67%	0.87%
% of criticized nonaccrual loans to total real estate retained loans	0.00%	0.02%
Wholesale | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 7,974	$ 7,548
% of total criticized exposure to total retained loans	0.85%	0.99%
% of criticized nonaccrual loans to total real estate retained loans	0.76%	0.60%
Wholesale | Criticized exposure | Total real estate loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,385	$ 1,482
Wholesale | Criticized exposure | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	553	520
Wholesale | Criticized exposure | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	730	844
Wholesale | Criticized exposure | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	34	43
Wholesale | Criticized exposure | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	68	75
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,203	988
Wholesale | Criticized nonaccrual | Total real estate loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	253	231
Wholesale | Criticized nonaccrual | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	80	85
Wholesale | Criticized nonaccrual | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	112	100
Wholesale | Criticized nonaccrual | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	1
Wholesale | Criticized nonaccrual | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 61	$ 45

Loans - Wholesale Loan Portf111

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Total retained loans
Impaired loans:
With an allowance	$ 1,868		$ 726
Without an allowance	362		298
Total impaired loans	2,230		1,024
Allowance for loan losses related to impaired loans	565		274
Unpaid principal balance of impaired loans	2,522		1,209
Average impaired loans	1,548	$ 642
Troubled debt restructuring	296		208
Commercial and industrial
Impaired loans:
With an allowance	1,555		522
Without an allowance	179		98
Total impaired loans	1,734		620
Allowance for loan losses related to impaired loans	491		220
Unpaid principal balance of impaired loans	1,863		669
Average impaired loans	1,123	251
Real estate
Impaired loans:
With an allowance	177		148
Without an allowance	88		106
Total impaired loans	265		254
Allowance for loan losses related to impaired loans	20		27
Unpaid principal balance of impaired loans	412		363
Average impaired loans	233	268
Financial institutions
Impaired loans:
With an allowance	11		10
Without an allowance	0		0
Total impaired loans	11		10
Allowance for loan losses related to impaired loans	3		3
Unpaid principal balance of impaired loans	12		13
Average impaired loans	11	16
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	125		46
Without an allowance	95		94
Total impaired loans	220		140
Allowance for loan losses related to impaired loans	51		24
Unpaid principal balance of impaired loans	235		$ 164
Average impaired loans	$ 181	$ 107

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans	$ 47	$ 55
Provision for credit losses	1,824	959
Loans by impairment methodology
Asset-specific			$ 13,079		$ 14,009
Formula-based			791,369		697,602
PCI			39,747		45,360
Total retained loans			844,195	$ 832,792	756,971
Lending-related commitments by impairment methodology
Asset-specific			722		131
Formula-based			959,712		949,035
Total lending-related commitments			960,434	940,395	949,166
Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	22	17
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell			2,898		3,181
Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	13,555	14,185
Gross charge-offs/Write-offs of PCI loans	1,357	1,352
Gross recoveries	(247)	(300)
Net charge-offs/(recoveries)	1,110	1,052
Provision for credit losses	1,596	988
Other	0	(1)
Ending balance	13,994	14,065
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific			1,363		1,110
Formula-based			9,936		9,685
PCI			2,695		3,270
Total allowance for loan losses	13,555	14,185	13,994	13,555	14,065
Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	786	622
Provision for credit losses	228	(29)
Ending balance	1,014	593
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific			192		55
Allowance for lending-related commitments by impairment methodology, formula-based			822		538
Total allowance for loan losses	786	622	1,014	786	593
Consumer, excluding credit card
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans	47	55
Loans by impairment methodology
Asset-specific			9,468		11,414
Formula-based			304,660		248,147
PCI			39,743		45,356
Total retained loans			353,871	344,355	304,917
Lending-related commitments by impairment methodology
Asset-specific			0		0
Formula-based			60,744		60,151
Total lending-related commitments			60,744		60,151
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	21	16
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell			2,514		2,912
Consumer, excluding credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	5,806	7,050
Gross charge-offs/Write-offs of PCI loans	365	440
Gross recoveries	(145)	(176)
Net charge-offs/(recoveries)	220	264
Provision for credit losses	221	141
Other	0	0
Ending balance	5,760	6,872
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific			371		537
Formula-based			2,694		3,065
PCI			2,695		3,270
Total allowance for loan losses	5,806	7,050	5,760	5,806	6,872
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	14	13
Provision for credit losses	0	1
Ending balance	14	14
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		14
Total allowance for loan losses	14	13	14	14	14
Credit card
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans	0	0
Loans by impairment methodology
Asset-specific			1,381		1,852
Formula-based			124,631		118,983
PCI			0		0
Total retained loans			126,012	131,387	120,835
Lending-related commitments by impairment methodology
Asset-specific			0		0
Formula-based			532,224		533,511
Total lending-related commitments			532,224		533,511
Credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	0	0
Impaired collateral-dependent loans
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]
Beginning balance	3,434	3,439
Gross charge-offs/Write-offs of PCI loans	923	883
Gross recoveries	(93)	(94)
Net charge-offs/(recoveries)	830	789
Provision for credit losses	830	789
Other	0	(5)
Ending balance	3,434	3,434
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific			427		458
Formula-based			3,007		2,976
PCI			0		0
Total allowance for loan losses	3,434	3,439	3,434	3,434	3,434
Credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	0	0
Provision for credit losses	0	0
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	0	0	0
Wholesale
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans	0	0
Loans by impairment methodology
Asset-specific			2,230		743
Formula-based			362,078		330,472
PCI			4		4
Total retained loans			364,312	357,050	331,219
Lending-related commitments by impairment methodology
Asset-specific			722		131
Formula-based			366,744		355,373
Total lending-related commitments			367,466		355,504
Wholesale | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)	1	1
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell			384		269
Wholesale | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	4,315	3,696
Gross charge-offs/Write-offs of PCI loans	69	29
Gross recoveries	(9)	(30)
Net charge-offs/(recoveries)	60	(1)
Provision for credit losses	545	58
Other	0	4
Ending balance	4,800	3,759
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific			565		115
Formula-based			4,235		3,644
PCI			0		0
Total allowance for loan losses	4,315	3,696	4,800	4,315	3,759
Wholesale | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance	772	609
Provision for credit losses	228	(30)
Ending balance	1,000	579
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific			192		55
Allowance for lending-related commitments by impairment methodology, formula-based			808		524
Total allowance for loan losses	$ 772	$ 609	$ 1,000	$ 772	$ 579

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored Variable Interest Entities (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 224,519	$ 233,550
Retained securitization interests, risk-rated 'A' or better, at fair value	71.00%	76.00%
Corporate & Investment Bank
Firm-sponsored mortgage and other consumer securitization trusts
Senior securities purchased in connection with CIB's secondary market-making activities	$ 312	$ 163
Subordinated securities purchased in connection with CIB's secondary market-making activities	52	73
Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	82,221	85,687
Residential mortgage | Subprime mortgage
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	23,858	24,389
Residential mortgage | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,700	1,900
Residential mortgage | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	85	93
Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	118,440	123,474
Commercial and other | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	3,700	3,700
Commercial and other | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	296	198
VIEs consolidated by the Firm
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	1,547	1,571
VIEs consolidated by the Firm | Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	1,322	1,400
VIEs consolidated by the Firm | Residential mortgage | Subprime mortgage
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	118	64
VIEs consolidated by the Firm | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	107	107
Not Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	179,276	169,576
Interest in securitized assets in nonconsolidated VIEs	5,860	6,020
Not Primary Beneficiary | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,047	949
Not Primary Beneficiary | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	4,813	5,070
Not Primary Beneficiary | Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	65,673	66,708
Interest in securitized assets in nonconsolidated VIEs	1,811	2,013
Not Primary Beneficiary | Residential mortgage | Subprime mortgage
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	21,971	22,549
Interest in securitized assets in nonconsolidated VIEs	80	109
Not Primary Beneficiary | Residential mortgage | Trading assets | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	266	393
Not Primary Beneficiary | Residential mortgage | Trading assets | Subprime mortgage
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	80	109
Not Primary Beneficiary | Residential mortgage | AFS securities | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,545	1,619
Not Primary Beneficiary | Residential mortgage | AFS securities | Subprime mortgage
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	0	0
Not Primary Beneficiary | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	91,632	80,319
Interest in securitized assets in nonconsolidated VIEs	3,969	3,898
Not Primary Beneficiary | Commercial and other | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	701	447
Not Primary Beneficiary | Commercial and other | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	$ 3,268	$ 3,451

Variable Interest Entities - Re

Variable Interest Entities - Resecuritizations, Multi-seller conduits (Details) - USD ($)	3 Months Ended
	Mar. 31, 2016		Mar. 31, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Securities transferred to agency resecuritization VIEs	$ 2,900,000,000		$ 3,900,000,000
Securities transferred to private-label re-securitization VIEs	0		472,000,000
Total assets (including notional amount of interest-only securities)	2,423,808,000,000	[1]	2,576,619,000,000	$ 2,351,698,000,000	[1]
Unfunded lending-related commitments	960,434,000,000		$ 949,166,000,000	940,395,000,000
Nonconsolidated rirm-sponsored private-label re-securitizations
Variable Interest Entity [Line Items]
Total assets (including notional amount of interest-only securities)	2,000,000,000			2,200,000,000
Re-securitization | Re-securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	4,200,000,000			4,600,000,000
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	18,600,000,000			15,700,000,000
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 8,600,000,000			$ 5,600,000,000
[1]	The following table presents information on assets and liabilities related to variable interest entities (“VIEs”) that are consolidated by the Firm at March 31, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$4,834 $3,736Loans66,680 75,104All other assets3,523 2,765Total assets$75,037 $81,605Liabilities Beneficial interests issued by consolidated VIEs$38,673 $41,879All other liabilities789 809Total liabilities$39,462 $42,688The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both March 31, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - No

Variable Interest Entities - Nonconsolidated Municipal Bond VIEs (Details) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2016		Dec. 31, 2015		Mar. 31, 2015
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	$ 2,423,808	[1]	$ 2,351,698	[1]	$ 2,576,619
Nonconsolidated municipal bond vehicles | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	5,917		6,937
Liquidity facilities	3,260		3,794
Excess/ (deficit)	$ 2,657		$ 3,143
Wt. avg. expected life of assets (years)	3 years 10 months 24 days		4 years
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade AAA to AAA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	$ 1,547		$ 1,743
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade AAplus to AA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	3,881		4,631
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade Aplus to A-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	368		448
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade BBBplus to BBB-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	24		24
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Noninvestment-grade BBplus and below
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	97		91
Nonconsolidated entities | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Maximum exposure	$ 3,260		$ 3,794
[1]	The following table presents information on assets and liabilities related to variable interest entities (“VIEs”) that are consolidated by the Firm at March 31, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$4,834 $3,736Loans66,680 75,104All other assets3,523 2,765Total assets$75,037 $81,605Liabilities Beneficial interests issued by consolidated VIEs$38,673 $41,879All other liabilities789 809Total liabilities$39,462 $42,688The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both March 31, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - Co

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) - USD ($) $ in Millions		Mar. 31, 2016		Dec. 31, 2015		Mar. 31, 2015
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 366,153		$ 343,839
Loans		847,313		837,299
Other		108,696		105,572
Total assets		2,423,808	[1]	2,351,698	[1]	$ 2,576,619
Beneficial interests in VIE assets		38,673		41,879
Total liabilities	[1]	2,173,651		2,104,125
VIEs consolidated by the Firm
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		66,680		75,104
Other		3,523		2,765
Total assets		75,037		81,605
Beneficial interests in VIE assets		38,673		41,879
Other		789		809
Total liabilities		39,462		42,688
VIEs consolidated by the Firm | Long-term beneficial interests
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests in VIE assets		30,100		30,600
VIEs consolidated by the Firm | 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 in VIE assets		8,700
VIEs consolidated by the Firm | 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 in VIE assets		18,200
VIEs consolidated by the Firm | 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 in VIE assets		3,200
VIEs consolidated by the Firm | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		4,834		3,736
VIEs consolidated by the Firm | Firm-sponsored credit card trusts
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		40,388		47,358
Other		687		718
Total assets		41,075		48,076
Beneficial interests in VIE assets		27,486		27,906
Other		15		15
Total liabilities		27,501		27,921
VIEs consolidated by the Firm | 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
VIEs consolidated by the Firm | Firm-administered multi-seller conduits
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		23,842		24,388
Other		39		37
Total assets		23,881		24,425
Beneficial interests in VIE assets		5,250		8,724
Other		36		19
Total liabilities		5,286		8,743
VIEs consolidated by the Firm | 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
VIEs consolidated by the Firm | Municipal bond vehicles
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other		7		5
Total assets		3,450		2,691
Beneficial interests in VIE assets		3,327		2,597
Other		1		1
Total liabilities		3,328		2,598
VIEs consolidated by the Firm | Municipal bond vehicles | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		3,443		2,686
VIEs consolidated by the Firm | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		586		1,433
Other		25		27
Total assets		1,395		2,300
Beneficial interests in VIE assets		720		777
Other		616		643
Total liabilities		1,336		1,420
VIEs consolidated by the Firm | Mortgage securitization entities | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		784		840
VIEs consolidated by the Firm | Student loan securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		1,864		1,925
Other		63		62
Total assets		1,927		1,987
Beneficial interests in VIE assets		1,702		1,760
Other		5		5
Total liabilities		1,707		1,765
VIEs consolidated by the Firm | 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		0		0
VIEs consolidated by the Firm | Other
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other		2,702		1,916
Total assets		3,309		2,126
Beneficial interests in VIE assets		188		115
Other		116		126
Total liabilities		304		241
VIEs consolidated by the Firm | Other | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 607		$ 210
[1]	The following table presents information on assets and liabilities related to variable interest entities (“VIEs”) that are consolidated by the Firm at March 31, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$4,834 $3,736Loans66,680 75,104All other assets3,523 2,765Total assets$75,037 $81,605Liabilities Beneficial interests issued by consolidated VIEs$38,673 $41,879All other liabilities789 809Total liabilities$39,462 $42,688The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both March 31, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - Se

Variable Interest Entities - Securitization Activity (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Residential mortgage | Level 2
All cash flows during the period:
Proceeds from new securitizations		$ 1,300
Commercial and other | Level 2
All cash flows during the period:
Proceeds from new securitizations	$ 1,300	3,400
Securitization entities not consolidated | Residential mortgage
Securitization activity [Abstract]
Principal securitized	0	1,312
All cash flows during the period:
Proceeds from new securitizations	0	1,317
Servicing fees collected	112	146
Purchases of previously transferred financial assets (or the underlying collateral)	37	0
Cash flows received on interests	94	70
Securitization entities not consolidated | Commercial and other
Securitization activity [Abstract]
Principal securitized	1,324	3,375
All cash flows during the period:
Proceeds from new securitizations	1,311	3,369
Servicing fees collected	1	1
Purchases of previously transferred financial assets (or the underlying collateral)	0	0
Cash flows received on interests	$ 273	$ 79

Variable Interest Entities - Lo

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 9,012	$ 12,139
Proceeds received from loan sales as cash	4	51
Proceeds from loans sales as securities	8,955	12,029
Total proceeds received from loan sales	8,959	12,080
Gains on loan sales	50	$ 91
Loans repurchased	10,800		$ 11,100
Real estate acquired through foreclosure	$ 360		$ 343

Variable Interest Entities -119

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	$ 224,519	$ 233,550
Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	118,440	123,474
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	14,424	15,581
Liquidation losses	1,055	915
Securitized loans in which the firm has no continuing involvement	43,700		$ 62,400
Securitized loans | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	1,389	1,808
Liquidation losses	393	99
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	179,276	169,576
Nonconsolidated entities | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	91,632	80,319
VIEs consolidated by the Firm
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	1,547	1,571
VIEs consolidated by the Firm | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	107	107
Prime / Alt-A & option ARMs | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	82,221	85,687
Prime / Alt-A & option ARMs | Securitized loans | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	7,879	8,325
Liquidation losses	340	462
Prime / Alt-A & option ARMs | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	65,673	66,708
Prime / Alt-A & option ARMs | VIEs consolidated by the Firm | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	1,322	1,400
Subprime mortgage | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	23,858	24,389
Subprime mortgage | Securitized loans | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	5,156	5,448
Liquidation losses	322	354
Subprime mortgage | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	21,971	22,549
Subprime mortgage | VIEs consolidated by the Firm | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	$ 118	$ 64

Goodwill and Other Intangibl120

Goodwill and Other Intangible Assets - by Business Segment (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Goodwill [Line Items]
Goodwill	$ 47,310	$ 47,325	$ 47,453	$ 47,647
Consumer & Community Banking
Goodwill [Line Items]
Goodwill	30,814	30,769
Corporate & Investment Bank
Goodwill [Line Items]
Goodwill	6,775	6,772
Commercial Banking
Goodwill [Line Items]
Goodwill	2,861	2,861
Asset Management
Goodwill [Line Items]
Goodwill	$ 6,860	$ 6,923

Goodwill and Other Intangibl121

Goodwill and Other Intangible Assets - Changes During Period (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Goodwill [Roll Forward]
Balance at beginning of period	$ 47,325	$ 47,647
Changes during the period from:
Business combinations	0	8
Dispositions	(71)	(101)
Other	56	(101)
Balance at end of period	$ 47,310	$ 47,453

Goodwill and Other Intangibl122

Goodwill and Other Intangible Assets - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Mortgage servicing rights activity [Abstract]
Fair value at the beginning of the period	$ 6,608	$ 7,436
MSR activity:
Originations of MSRs	107	155
Purchase of MSRs	0	1
Disposition of MSRs	(64)	(157)
Net additions	43	(1)
Changes due to collection/realization of expected cash flows	(241)	(215)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	(762)	(477)
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	7	(10)
Discount rates	7	(10)
Prepayment model changes and other	(4)	(82)
Total changes in valuation due to other inputs and assumptions	10	(102)
Total changes in valuation due to inputs and assumptions	(752)	(579)
Fair value at March 31	5,658	6,641
Change in unrealized gains/(losses) included in income related to MSRs	(752)	(579)
Contractual service fees, late fees and other ancillary fees included in income	561	667
Third-party mortgage loans serviced	658,000	728,000
Net servicer advances	$ 6,100	$ 7,900

Goodwill and Other Intangibl123

Goodwill and Other Intangible Assets - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Risk management:
All other	$ 0	$ 1
Mortgage fees and related income	667	705
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	162	237
Operating revenue:
Loan servicing revenue	616	749
Changes in MSR asset fair value due to collection/realization of expected cash flows	(240)	(214)
Total operating revenue	376	535
Risk management:
Changes in MSR asset fair value due to market interest rates and other	(762)	(476)
Other changes in MSR asset fair value due to inputs or assumptions in model	10	(102)
Change in derivative fair value and other	881	510
Total risk management	129	(68)
Total net mortgage servicing revenue	505	467
Mortgage fees and related income	$ 667	$ 704

Goodwill and Other Intangibl124

Goodwill and Other Intangible Assets - Key Economic Assumptions (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2016	Dec. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	12.07%	9.81%
Impact on fair value of 10% adverse change	$ (275)	$ (275)
Impact on fair value of 20% adverse change	$ (534)	$ (529)
Weighted-average option adjusted spread	9.85%	9.54%
Impact on fair value of 100 basis points adverse change	$ (213)	$ (258)
Impact on fair value of 200 basis points adverse change	$ (410)	$ (498)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
U.S. offices
Noninterest-bearing	$ 383,282	$ 392,721
Interest-bearing:
Demand	133,769	84,088
Savings	510,544	486,043
Time (included $10,575 and $10,916 at fair value)	51,354	92,873
Total interest-bearing deposits	695,667	663,004
Total deposits in U.S. offices	1,078,949	1,055,725
Non-U.S. offices
Noninterest-bearing	20,913	18,921
Interest-bearing:
Demand	167,025	154,773
Savings	1,329	2,157
Time (included $1,444 and $1,600 at fair value)	53,600	48,139
Total interest-bearing deposits	221,954	205,069
Total deposits in non-U.S. offices	242,867	223,990
Total deposits	1,321,816	1,279,715
Fair value
Interest-bearing:
Time (included $10,575 and $10,916 at fair value)	10,575	10,916
Interest-bearing:
Time (included $1,444 and $1,600 at fair value)	$ 1,444	$ 1,600

Earnings per Share (Details)

Earnings per Share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Basic earnings per share
Net income	$ 5,520	$ 5,914
Less: Preferred stock dividends	412	324
Net income applicable to common equity	5,108	5,590
Less: Dividends and undistributed earnings allocated to participating securities	117	138
Net income applicable to common stockholders	$ 4,991	$ 5,452
Total weighted-average basic shares outstanding (in shares)	3,669.9	3,725.3
Net income per share (in dollars per share)	$ 1.36	$ 1.46
Diluted earnings per share
Net income applicable to common stockholders	$ 4,991	$ 5,452
Total weighted-average basic shares outstanding (in shares)	3,669.9	3,725.3
Add: Employee stock options, SARs and warrants (in shares)	27	32.2
Total weighted-average diluted shares outstanding (in shares)	3,696.9	3,757.5
Net income per share (in dollars per share)	$ 1.35	$ 1.45
Earnings Per Share, Diluted, Other Disclosures [Abstract]
Antidilutive securities excluded from computation of earnings per share (in shares)		1

Accumulated Other Comprehens127

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	$ 247,573
Net change	436	$ 241
Ending balance	250,157	235,864
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	2,629	4,773
Cumulative effect of change in accounting principle			$ 0
Net change	425	89
Ending balance	3,054	4,862
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(162)	(147)
Cumulative effect of change in accounting principle			0
Net change	(2)	(10)
Ending balance	(164)	(157)
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(44)	(95)
Cumulative effect of change in accounting principle			0
Net change	(70)	77
Ending balance	(114)	(18)
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(2,231)	(2,342)
Cumulative effect of change in accounting principle			0
Net change	25	85
Ending balance	(2,206)	(2,257)
DVA on fair value option elected liabilities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of change in accounting principle			154
Net change	58
Ending balance	212
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	192	2,189
Cumulative effect of change in accounting principle			$ 154
Net change	436	241
Ending balance	$ 782	$ 2,430

Accumulated Other Comprehens128

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Mar. 31, 2015
Unrealized gains/(losses) on AFS securities:
Total other comprehensive income, after–tax	$ 436	$ 241
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/Translation, Pretax	732	225
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(275)	(104)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	457	121
Reclassification, Pretax	(51)	(52)
Reclassification, Tax effect	19	20
Reclassification, After-tax	(32)	(32)
Net change, Pretax	681	173
Net change, Tax effect	(256)	(84)
Total other comprehensive income, after–tax	425	89
Translation adjustments
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	589	(1,000)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(220)	378
Net unrealized gains/(losses) arising during the period/Translation, After-tax	369	(622)
Reclassification, Pretax	(590)	993
Reclassification, Tax effect	219	(381)
Reclassification, After-tax	(371)	612
Net change, Pretax	(1)	(7)
Net change, Tax effect	(1)	(3)
Total other comprehensive income, after–tax	(2)	(10)
Cash flow hedges
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	(167)	(49)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	63	18
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(104)	(31)
Reclassification, Pretax	55	175
Reclassification, Tax effect	(21)	(67)
Reclassification, After-tax	34	108
Net change, Pretax	(112)	126
Net change, Tax effect	42	(49)
Total other comprehensive income, after–tax	(70)	77
Defined benefit pension and OPEB plans
Unrealized gains/(losses) on AFS securities:
Net change, Pretax	38	155
Net change, Tax effect	(13)	(70)
Total other comprehensive income, after–tax	25	85
Net gain/(losses)/Amortization of net loss
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	(23)	60
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	9	(24)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(14)	36
Reclassification, Pretax	64	71
Reclassification, Tax effect	(24)	(27)
Reclassification, After-tax	40	44
Prior service costs/(credits)
Unrealized gains/(losses) on AFS securities:
Reclassification, Pretax	(9)	(9)
Reclassification, Tax effect	4	3
Reclassification, After-tax	(5)	(6)
Foreign exchange and other
Unrealized gains/(losses) on AFS securities:
Reclassification, Pretax	6	33
Reclassification, Tax effect	(2)	(22)
Reclassification, After-tax	4	11
DVA on fair value option elected liabilities, net change
Unrealized gains/(losses) on AFS securities:
Net change, Pretax	92
Net change, Tax effect	(34)
Total other comprehensive income, after–tax	58
Accumulated other comprehensive income/(loss)
Unrealized gains/(losses) on AFS securities:
Net change, Pretax	698	447
Net change, Tax effect	(262)	(206)
Total other comprehensive income, after–tax	$ 436	$ 241

Regulatory Capital (Details)

Regulatory Capital (Details) - USD ($) $ in Millions	Mar. 31, 2016	Dec. 31, 2015
Basel III
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Adjustments to capital for deferred tax liabilities resulting from nontaxable business combinations	$ 100	$ 105
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill	3,100	3,000
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	177,531	175,398
Tier 1 capital	202,399	200,482
Total capital	236,954	234,413
Assets
Risk-weighted	1,470,741	1,465,262
Adjusted average	$ 2,345,926	$ 2,361,177
Capital ratios
CET1	12.10%	12.00%
Tier 1	13.80%	13.70%
Total	16.10%	16.00%
Tier 1 leverage	8.60%	8.50%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 177,531	$ 175,398
Tier 1 capital	202,399	200,482
Total capital	226,190	224,616
Assets
Risk-weighted	1,497,870	1,485,336
Adjusted average	$ 2,345,926	$ 2,361,177
Capital ratios
CET1	11.90%	11.80%
Tier 1	13.50%	13.50%
Total	15.10%	15.10%
Tier 1 leverage	8.60%	8.50%
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 170,985	$ 168,857
Tier 1 capital	171,229	169,222
Total capital	185,947	183,262
Assets
Risk-weighted	1,309,694	1,264,056
Adjusted average	$ 1,919,207	$ 1,913,448
Capital ratios
CET1	13.10%	13.40%
Tier 1	13.10%	13.40%
Total	14.20%	14.50%
Tier 1 leverage	8.90%	8.80%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 170,985	$ 168,857
Tier 1 capital	171,229	169,222
Total capital	178,517	176,423
Assets
Risk-weighted	1,291,998	1,249,607
Adjusted average	$ 1,919,207	$ 1,913,448
Capital ratios
CET1	13.20%	13.50%
Tier 1	13.30%	13.50%
Total	13.80%	14.10%
Tier 1 leverage	8.90%	8.80%
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 15,943	$ 15,419
Tier 1 capital	15,943	15,419
Total capital	21,856	21,418
Assets
Risk-weighted	99,342	105,807
Adjusted average	$ 133,100	$ 134,152
Capital ratios
CET1	16.00%	14.60%
Tier 1	16.00%	14.60%
Total	22.00%	20.20%
Tier 1 leverage	12.00%	11.50%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 15,943	$ 15,419
Tier 1 capital	15,943	15,419
Total capital	20,593	20,069
Assets
Risk-weighted	181,991	181,775
Adjusted average	$ 133,100	$ 134,152
Capital ratios
CET1	8.80%	8.50%
Tier 1	8.80%	8.50%
Total	11.30%	11.00%
Tier 1 leverage	12.00%	11.50%
Bank Holding Companies | Basel III
Capital ratios
CET1 - Minimum capital ratios	625.00%
CET1 - Well-capitalized ratios	0.00%
Tier 1 - Minimum capital ratio	775.00%
Tier 1 - Well capitalized ratio	6.00%
Total - Minimum capital ratio	975.00%
Total - Well-capitalized ratio	10.00%
Tier 1 leverage - Minimum capital ratio	4.00%
Tier 1 leverage - Well-capitalized ratio	0.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer phase-in amount	0.625%
Capital conservation buffer	2.50%
GSIB surcharge phase-in amount	1.125%
GSIB surcharge	4.50%
Insured Depository Institutions | Basel III
Capital ratios
CET1 - Minimum capital ratios	512.50%
CET1 - Well-capitalized ratios	6.50%
Tier 1 - Minimum capital ratio	662.50%
Tier 1 - Well capitalized ratio	8.00%
Total - Minimum capital ratio	862.50%
Total - 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]
Capital conservation buffer phase-in amount	0.625%
Capital conservation buffer	2.50%

Off-balance Sheet Lending-re130

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	$ 960,434	$ 940,395	$ 949,166
Off-balance sheet lending-related financial commitments, Carrying value	1,471	1,213
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Unfunded commitments investments private equity funds third party	49	50
Unfunded commitments investments other equity investments	830	871
Investments entities that calculate net asset value per share, unfunded commitments	70	73
Commitments to noninvestment-grade counterparties in connection with leveraged finance activities	35,500	32,100
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility maximum outstanding commitment	2,900	2,900
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	367,466		$ 355,504
Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	676,508
Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	117,089
Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	145,385
Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	21,452
Consumer Loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	592,968	573,996
Off-balance sheet lending-related financial commitments, Carrying value	14	14
Consumer Loan | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	571,555
Consumer Loan | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	9,150
Consumer Loan | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,506
Consumer Loan | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10,757
Total consumer, excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	60,744	58,478
Off-balance sheet lending-related financial commitments, Carrying value	14	14
Total consumer, excluding credit card | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	39,331
Total consumer, excluding credit card | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	9,150
Total consumer, excluding credit card | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,506
Total consumer, excluding credit card | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10,757
Home equity
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	22,454	22,756
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Home equity | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	3,852
Home equity | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	7,304
Home equity | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,226
Home equity | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10,072
Mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	14,257	12,992
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Mortgage | Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Allowance for lending-related commitments	148	148
Mortgage | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	14,257
Mortgage | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	0
Mortgage | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	0
Mortgage | Expires after 5 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	10,909	10,237
Off-balance sheet lending-related financial commitments, Carrying value	2	2
Auto | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	9,635
Auto | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,036
Auto | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	149
Auto | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	89
Business banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	12,977	12,351
Off-balance sheet lending-related financial commitments, Carrying value	12	12
Business banking | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	11,577
Business banking | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	808
Business banking | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	131
Business banking | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	461
Student and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	147	142
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Student and other | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10
Student and other | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	2
Student and other | Expires after 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	135
Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	532,224	515,518
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Credit card | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	532,224
Credit card | Expires after 1 year through 3 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 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	0
Total wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	367,466	366,399
Off-balance sheet lending-related financial commitments, Carrying value	$ 1,457	$ 1,199
Total wholesale | 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	78.00%	77.00%
Total wholesale | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	$ 104,953
Total wholesale | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	107,939
Total wholesale | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	143,879
Total wholesale | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10,695
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	326,201	$ 323,325
Off-balance sheet lending-related financial commitments, Carrying value	843	649
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	339	385
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	12,200	12,300
Other unfunded commitments to extend credit | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	84,759
Other unfunded commitments to extend credit | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	95,130
Other unfunded commitments to extend credit | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	138,588
Other unfunded commitments to extend credit | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	7,724
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	37,940	39,133
Off-balance sheet lending-related financial commitments, Carrying value	612	548
Allowance for lending-related commitments	155	121
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for standby letters of credit and other financial guarantees	11,300	11,200
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	9,200	9,600
Standby letters of credit and other financial guarantees | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	17,151
Standby letters of credit and other financial guarantees | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	12,605
Standby letters of credit and other financial guarantees | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	5,216
Standby letters of credit and other financial guarantees | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	2,968
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	3,325	3,941
Off-balance sheet lending-related financial commitments, Carrying value	2	2
Guarantor obligations, Carrying value	0	0
Allowance for lending-related commitments	2	2
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other letters of credit	395	341
Other letters of credit | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	3,043
Other letters of credit | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	204
Other letters of credit | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	75
Other letters of credit | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	3
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	198,921	183,329
Guarantor obligations, 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	206,300	190,600
Securities lending indemnification agreements and guarantees | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	198,921
Securities lending indemnification agreements and guarantees | Expires after 1 year through 3 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 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	0
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	53,156	53,784
Guarantor obligations, Carrying value	198	222
Derivatives qualifying as guarantees | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	2,478
Derivatives qualifying as guarantees | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	251
Derivatives qualifying as guarantees | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	11,307
Derivatives qualifying as guarantees | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	39,120
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	62,371	42,482
Guarantor obligations, Carrying value	0	0
Unsettled reverse repurchase and securities borrowing agreements | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	62,371
Unsettled reverse repurchase and securities borrowing agreements | Expires after 1 year through 3 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 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	0
Unsettled repurchase and securities lending agreements [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	61,720	21,798
Unsettled repurchase and securities lending agreements [Member] | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	61,720
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Contractual amount	3,979	4,274
Loan sale and securitization-related indemnifications, Carrying value	73	82
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	5,674	5,580
Guarantor obligations, Carrying value	(88)	(94)
Other guarantees and commitments | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	443
Other guarantees and commitments | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	2,656
Other guarantees and commitments | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	1,057
Other guarantees and commitments | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	1,518
Letters of credit hedged by derivative transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	$ 4,600	$ 4,600
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

Off-balance Sheet Lending-re131

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) - USD ($) $ in Millions	Sep. 30, 2015	Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments		$ 960,434	$ 940,395	$ 949,166
Off-balance sheet lending-related financial commitments, Carrying value		1,471	1,213
Derivatives qualifying as guarantees
Notional amount on stable value contracts		53,090,000	50,659,000
JPMorgan Chase Financial Company LLC
Other off-balance sheet arrangements
Direct-owned finance subsidiary ownership	100.00%
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade		30,383	31,751
Noninvestment-grade		7,557	7,382
Total lending-related commitments		37,940	39,133
Allowance for lending-related commitments		155	121
Off-balance sheet lending-related financial commitments, Carrying value		612	548
Commitments with collateral		18,874	18,825
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantee liability and corresponding asset		0	0
Investment-grade		2,640	3,290
Noninvestment-grade		685	651
Total lending-related commitments		3,325	3,941
Allowance for lending-related commitments		2	2
Off-balance sheet lending-related financial commitments, Carrying value		2	2
Commitments with collateral		975	996
Standby Letters of Credit [Member]
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantee liability and corresponding asset		457	427
Derivatives qualifying as guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantee liability and corresponding asset		198	222
Derivatives qualifying as guarantees
Total notional value of derivatives the Firm deems guarantees		53,156	53,784
Notional amount on stable value contracts		28,500	28,400
Maximum exposure to loss		3,000	3,000
Derivative qualifying as guarantees payables		212	236
Derivative qualifying as guarantees receivables		$ 14	$ 14

Pledged Assets and Collateral (

Pledged Assets and Collateral (Details) - USD ($) $ in Billions	Mar. 31, 2016	Dec. 31, 2015
Pledged assets and Collateral
Financial instruments pledged by the Firm that may not be sold or repledged by the secured parties	$ 54.8	$ 50.7
Fair value of financial assets accepted as collateral to sell or repledge, deliver or otherwise use	808.2	748.5
Collateral received that was sold or repledged	643.2	580.9
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks
Pledged assets and Collateral
Pledged assets	$ 396.6	$ 385.6

Litigation (Details)

Litigation (Details)	1 Months Ended		3 Months Ended
	Jan. 31, 2016USD ($)	May. 31, 2010USD ($)	Mar. 31, 2016USD ($)transactionactionentityinvestordefendanttrustmunicipality	Mar. 31, 2015USD ($)	Oct. 31, 2015trust	Sep. 30, 2015action	Jan. 31, 2015claim
Loss Contingencies [Line Items]
Legal expense			$ 0	$ 687,000,000
CIO Investigations and Litigation
Loss Contingencies [Line Items]
Number of legal proceedings | action			7
Settlement of class action			$ 150,000,000
Madoff Litigation and Investigations | New York federal and state court
Loss Contingencies [Line Items]
Number of legal proceedings | action			3
Threatened or Pending Litigation | Minimum
Loss Contingencies [Line Items]
Loss contingency range of possible loss			$ 0
Threatened or Pending Litigation | Maximum
Loss Contingencies [Line Items]
Loss contingency range of possible loss			3,500,000,000
Foreign Exchange Investigations and Litigation | CANADA
Loss Contingencies [Line Items]
Number of legal proceedings | action						2
General Motors Litigation
Loss Contingencies [Line Items]
Syndicated term loan facility for General Motors Corporation			1,500,000,000
Interchange Litigation
Loss Contingencies [Line Items]
Settlement amount agreed to pay by defendant group			$ 6,100,000,000
Settlement amount consideration percentage			20.00%
Basis points of credit card 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
Investment Management Litigation | Assured Guaranty (U.K.) and Ambac Assurance UK Limited
Loss Contingencies [Line Items]
Number of legal proceedings | action			2
Investment Management Litigation | Assured Guaranty (U.K.) and Ambac Assurance UK Limited | Minimum
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)			$ 1,000,000,000
Lehman Brothers Bankruptcy Proceedings
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)		$ 7,900,000,000
Civil money penalty	$ 1,420,000,000
Lehman Brothers Bankruptcy Proceedings | Claims Relating to Derivatives Transactions
Loss Contingencies [Line Items]
Derivatives, repo and securities lending claims			$ 1,900,000,000
Lehman Brothers Bankruptcy Proceedings | Claims Objections Relating to Securities Lending Claims and Smaller Claims [Member]
Loss Contingencies [Line Items]
Number of legal proceedings | claim							2
LIBOR and Other Benchmark Rate Investigations and Litigation | Defendant Banks and ICAP Manipulation of U.S. Dollar ISDAFIX Rates | Pending Litigation
Loss Contingencies [Line Items]
Number of defendants | defendant			1
Madoff Litigation
Loss Contingencies [Line Items]
Damages sought recoveries value			$ 155,000,000
Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations
Loss Contingencies [Line Items]
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			3,600,000,000
Amount of original principal balance of MBS involved claims by investors or monoline insurers against JPMC, Bear Stearns or Washington Mutual as issuer			2,100,000,000
Amount of original principal balance of MBS involved claims by investors or monoline insurers against JPMC, Bear Stearns or Washington Mutual as underwriter			$ 1,500,000,000
Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations | U.S. Department of Justice
Loss Contingencies [Line Items]
Number of United States Attorney's Offices | action			2
MBS Litigation Related to MBS Offerings Sponsored By Washington Mutual
Loss Contingencies [Line Items]
Number of MBS transactions (or more) issued | transaction			1
Number of institutional MBS investors directing or threatening litigation | investor			21
MBS Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns
Loss Contingencies [Line Items]
Number of legal proceedings | trust					4
Settlement agreement, consideration			$ 4,500,000,000
Number of MBS for which repurchase and servicing claims have been or could have been assumed | trust			330
Number of MBS trusts for which offer is accepted in whole or in part | trust			319
Number of MBS trusts excluded from the settlement in part of in whole | trust					16
Mortgage-Related Investigations and Litigation
Loss Contingencies [Line Items]
Number of municipalities pursuing investigations into the impact if any of alleged violations of the FHA and ECOA on their respective communities | municipality			3
Civil money penalty	$ 48,000,000
Municipal Derivatives Litigation | Minimum
Loss Contingencies [Line Items]
Warrants the firm was chosen to underwrite based upon alleged payments made to certain third parties (more than)			$ 3,000,000,000
Petters Bankruptcy and Related Matters
Loss Contingencies [Line Items]
Damages sought recoveries value			$ 450,000,000
Number of entities whose trustee in bankruptcy brought actions against JPMorgan Chase | entity			3
Number of credit facilities entered into with Polaroid | entity			2
Washington Mutual Litigations | Minimum | Plaintiff, Deutsche Bank National Trust Company
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)			$ 6,000,000,000
Washington Mutual Litigations | Maximum | Plaintiff, Deutsche Bank National Trust Company
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)			$ 10,000,000,000

Business Segments (Details)

Business Segments (Details) $ in Millions	3 Months Ended
	Mar. 31, 2016USD ($)segment		Mar. 31, 2015USD ($)	Dec. 31, 2015USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment	4
Noninterest revenue	$ 11,859		$ 13,389
Net interest income	11,380		10,677
Total net revenue	23,239		24,066
Provision for credit losses	1,824		959
Noninterest expense	13,837		14,883
Income before income tax expense	7,578		8,224
Income tax expense/(benefit)	2,058		2,310
Net income	5,520		5,914
Average common equity	221,561		212,352
Total assets	$ 2,423,808	[1]	$ 2,576,619	$ 2,351,698
Return on common equity	9.00%		11.00%
Overhead ratio	60.00%		62.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,806		$ 3,736
Net interest income	7,311		6,968
Total net revenue	11,117		10,704
Provision for credit losses	1,050		930
Noninterest expense	6,088		6,190
Income before income tax expense	3,979		3,584
Income tax expense/(benefit)	1,489		1,365
Net income	2,490		2,219
Average common equity	51,000		51,000
Total assets	$ 505,071		$ 455,624
Return on common equity	19.00%		17.00%
Overhead ratio	55.00%		58.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 5,534		$ 7,074
Net interest income	2,601		2,508
Total net revenue	8,135		9,582
Provision for credit losses	459		(31)
Noninterest expense	4,808		5,657
Income before income tax expense	2,868		3,956
Income tax expense/(benefit)	889		1,419
Net income	1,979		2,537
Average common equity	64,000		62,000
Total assets	$ 801,053		$ 854,275
Return on common equity	11.00%		16.00%
Overhead ratio	59.00%		59.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 556		$ 636
Net interest income	1,247		1,106
Total net revenue	1,803		1,742
Provision for credit losses	304		61
Noninterest expense	713		709
Income before income tax expense	786		972
Income tax expense/(benefit)	290		374
Net income	496		598
Average common equity	16,000		14,000
Total assets	$ 204,602		$ 197,931
Return on common equity	11.00%		17.00%
Overhead ratio	40.00%		41.00%
Operating Segments | Asset Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,245		$ 2,384
Net interest income	727		621
Total net revenue	2,972		3,005
Provision for credit losses	13		4
Noninterest expense	2,075		2,175
Income before income tax expense	884		826
Income tax expense/(benefit)	297		324
Net income	587		502
Average common equity	9,000		9,000
Total assets	$ 131,276		$ 126,233
Return on common equity	25.00%		22.00%
Overhead ratio	70.00%		72.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ 269		$ 40
Net interest income	(213)		(253)
Total net revenue	56		(213)
Provision for credit losses	(2)		(5)
Noninterest expense	153		152
Income before income tax expense	(95)		(360)
Income tax expense/(benefit)	(63)		(418)
Net income	(32)		58
Average common equity	81,561		76,352
Total assets	781,806		942,556
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(551)		(481)
Net interest income	(293)		(273)
Total net revenue	(844)		(754)
Provision for credit losses	0		0
Noninterest expense	0		0
Income before income tax expense	(844)		(754)
Income tax expense/(benefit)	(844)		(754)
Net income	0		0
Average common equity	$ 0		$ 0
[1]	The following table presents information on assets and liabilities related to variable interest entities (“VIEs”) that are consolidated by the Firm at March 31, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$4,834 $3,736Loans66,680 75,104All other assets3,523 2,765Total assets$75,037 $81,605Liabilities Beneficial interests issued by consolidated VIEs$38,673 $41,879All other liabilities789 809Total liabilities$39,462 $42,688The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both March 31, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.