JPMorgan Chase & Co. (JPM) 10-Q 3 Nov 22 2022 Q3 Quarterly report Financial data

Cover

Cover	9 Months Ended
	Sep. 30, 2022 shares
Entity Information [Line Items]
Document Type	10-Q
Document Quarterly Report	true
Document Transition Report	false
Document Period End Date	Sep. 30, 2022
Entity File Number	1-5805
Entity Registrant Name	JPMorgan Chase & Co
Entity Incorporation, State or Country Code	DE
Entity Tax Identification Number	13-2624428
Entity Address, Address Line One	383 Madison Avenue,
Entity Address, City or Town	New York,
Entity Address, State or Province	NY
Entity Address, Postal Zip Code	10179
City Area Code	212
Local Phone Number	270-6000
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding	2,933,204,888
Entity Central Index Key	0000019617
Amendment Flag	false
Document Fiscal Year Focus	2022
Document Fiscal Period Focus	Q3
Current Fiscal Year End Date	--12-31
Common stock
Entity Information [Line Items]
Title of 12(b) Security	Common stock
Trading Symbol	JPM
Security Exchange Name	NYSE
Depositary Shares, each representing a one-four hundredth interest in a share of 5.75% Non-Cumulative Preferred Stock, Series DD
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a one-four hundredth interest in a share of 5.75% Non-Cumulative Preferred Stock, Series DD
Trading Symbol	JPM PR D
Security Exchange Name	NYSE
Depositary Shares, each representing a one-four hundredth interest in a share of 6.00% Non-Cumulative Preferred Stock, Series EE
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a one-four hundredth interest in a share of 6.00% Non-Cumulative Preferred Stock, Series EE
Trading Symbol	JPM PR C
Security Exchange Name	NYSE
Depositary Shares, each representing a one-four hundredth interest in a share of 4.75% Non-Cumulative Preferred Stock, Series GG
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a one-four hundredth interest in a share of 4.75% Non-Cumulative Preferred Stock, Series GG
Trading Symbol	JPM PR J
Security Exchange Name	NYSE
Depositary Shares, each representing a one-four hundredth interest in a share of 4.55% Non-Cumulative Preferred Stock, Series JJ
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a one-four hundredth interest in a share of 4.55% Non-Cumulative Preferred Stock, Series JJ
Trading Symbol	JPM PR K
Security Exchange Name	NYSE
Depositary Shares, each representing a one-four hundredth interest in a share of 4.625% Non-Cumulative Preferred Stock, Series LL
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a one-four hundredth interest in a share of 4.625% Non-Cumulative Preferred Stock, Series LL
Trading Symbol	JPM PR L
Security Exchange Name	NYSE
Depositary Shares, each representing a one-four hundredth interest in a share of 4.20% Non-Cumulative Preferred Stock, Series MM
Entity Information [Line Items]
Title of 12(b) Security	Depositary Shares, each representing a one-four hundredth interest in a share of 4.20% Non-Cumulative Preferred Stock, Series MM
Trading Symbol	JPM PR M
Security Exchange Name	NYSE
Alerian MLP Index ETNs due May 24, 2024
Entity Information [Line Items]
Title of 12(b) Security	Alerian MLP Index ETNs due May 24, 2024
Trading Symbol	AMJ
Security Exchange Name	NYSEArca
Guarantee of Callable Fixed Rate Notes due June 10, 2032 of JPMorgan Chase Financial Company LLC
Entity Information [Line Items]
Title of 12(b) Security	Guarantee of Callable Fixed Rate Notes due June 10, 2032 of JPMorgan Chase Financial Company LLC
Trading Symbol	JPM/32
Security Exchange Name	NYSE

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Revenue
Investment banking fees	$ 1,674	$ 3,282	$ 5,268	$ 9,722
Principal transactions	5,383	3,546	15,478	14,122
Lending- and deposit-related fees	1,731	1,801	5,443	5,248
Asset management, administration and commissions	5,069	5,257	15,671	15,480
Investment securities losses	(959)	(256)	(1,506)	(397)
Mortgage fees and related income	314	600	1,152	1,855
Card income	1,086	1,005	3,194	4,002
Other income	900	1,332	2,930	3,650
Noninterest revenue	15,198	16,567	47,630	53,682
Interest income	25,611	14,480	59,753	42,845
Interest expense	8,093	1,400	13,235	4,135
Net interest income	17,518	13,080	46,518	38,710
Total net revenue	32,716	29,647	94,148	92,392
Provision for credit losses	1,537	(1,527)	4,101	(7,968)
Noninterest expense
Compensation expense	10,539	9,087	31,627	29,502
Occupancy expense	1,162	1,109	3,425	3,314
Technology, communications and equipment expense	2,366	2,473	7,102	7,480
Professional and outside services	2,481	2,523	7,522	7,111
Marketing	1,017	712	2,818	2,089
Other expense	1,613	1,159	4,624	3,959
Total noninterest expense	19,178	17,063	57,118	53,455
Income before income tax expense	12,001	14,111	32,929	46,905
Income tax expense	2,264	2,424	6,261	8,970
Net income	9,737	11,687	26,668	37,935
Net income applicable to common stockholders	9,255	11,229	25,295	36,576
Net income applicable to common stockholders	$ 9,255	$ 11,229	$ 25,295	$ 36,576
Net income per common share data
Basic earnings per share (in dollars per share)	$ 3.13	$ 3.74	$ 8.53	$ 12.05
Diluted earnings per share (in dollars per share)	$ 3.12	$ 3.74	$ 8.51	$ 12.02
Weighted-average basic shares (in shares)	2,961.2	2,999.9	2,966.8	3,036.4
Weighted-average diluted shares (in shares)	2,965.4	3,005.1	2,970.9	3,041.7

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Statement of Comprehensive Income [Abstract]
Net income	$ 9,737	$ 11,687	$ 26,668	$ 37,935
Other comprehensive income/(loss), after–tax
Unrealized losses on investment securities	(2,145)	(434)	(13,629)	(4,099)
Translation adjustments, net of hedges	(581)	(187)	(1,322)	(373)
Fair value hedges	38	9	199	(42)
Cash flow hedges	(1,698)	(450)	(5,837)	(2,108)
Defined benefit pension and OPEB plans	(1,004)	6	(917)	83
DVA on fair value option elected liabilities	625	(551)	2,456	(484)
Total other comprehensive loss, after–tax	(4,765)	(1,607)	(19,050)	(7,023)
Comprehensive income	$ 4,972	$ 10,080	$ 7,618	$ 30,912

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Sep. 30, 2022	Dec. 31, 2021
Assets
Cash and due from banks		$ 24,654	$ 26,438
Deposits with banks		619,533	714,396
Federal funds sold and securities purchased under resale agreements (included $299,243 and $252,720 at fair value)		301,878	261,698
Securities borrowed (included $67,281 and $81,463 at fair value)		193,216	206,071
Trading assets (included assets pledged of $105,200 and $102,710)		506,487	433,575
Available-for-sale securities (amortized cost of $200,919 and $308,254, net of allowance for credit losses; included assets pledged of $11,114 and $18,268)		188,140	308,525
Held-to-maturity securities (net of allowance for credit losses)		430,106	363,707
Investment securities, net of allowance for credit losses		618,246	672,232
Loans (included $41,487 and $58,820 at fair value)		1,112,633	1,077,714
Allowance for loan losses		(18,185)	(16,386)
Loans, net of allowance for loan losses		1,094,448	1,061,328
Accrued interest and accounts receivable		143,905	102,570
Premises and equipment		27,199	27,070
Goodwill, MSRs and other intangible assets		60,806	56,691
Other assets (included $14,833 and $14,753 at fair value and assets pledged of $5,361 and $5,298)		183,512	181,498
Total assets	[1]	3,773,884	3,743,567
Liabilities
Deposits (included $20,935 and $11,333 at fair value)		2,408,615	2,462,303
Federal funds purchased and securities loaned or sold under repurchase agreements (included $180,535 and $126,435 at fair value)		239,939	194,340
Short-term borrowings (included $15,643 and $20,015 at fair value)		47,866	53,594
Trading liabilities		189,878	164,693
Accounts payable and other liabilities (included $5,937 and $5,651 at fair value)		300,016	262,755
Beneficial interests issued by consolidated VIEs (included $5 and $12 at fair value)		12,079	10,750
Long-term debt (included $65,945 and $74,934 at fair value)		287,473	301,005
Total liabilities	[1]	3,485,866	3,449,440
Commitments and contingencies (refer to Notes 22, 23 and 24)
Stockholders’ equity
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 3,283,750 and 3,483,750 shares)		32,838	34,838
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		88,865	88,415
Retained earnings		288,776	272,268
Accumulated other comprehensive losses		(19,134)	(84)
Treasury stock, at cost (1,171,729,007 and 1,160,784,750 shares)		(107,432)	(105,415)
Total stockholders’ equity		288,018	294,127
Total liabilities and stockholders’ equity		3,773,884	3,743,567
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $105,200 and $102,710)		1,991	2,010
Loans, net of allowance for loan losses		31,597	33,024
Other assets (included $14,833 and $14,753 at fair value and assets pledged of $5,361 and $5,298)		562	490
Total assets		34,150	35,524
Liabilities
Beneficial interests issued by consolidated VIEs (included $5 and $12 at fair value)		12,079	10,750
All other liabilities		274	245
Total liabilities		$ 12,353	$ 10,995
[1]The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2022, and December 31, 2021. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. Refer to Note 13 for a further discussion. (in millions) September 30, 2022 December 31, 2021 Assets Trading assets $ 1,991 $ 2,010 Loans 31,597 33,024 All other assets 562 490 Total assets $ 34,150 $ 35,524 Liabilities Beneficial interests issued by consolidated VIEs $ 12,079 $ 10,750 All other liabilities 274 245 Total liabilities $ 12,353 $ 10,995

Consolidated Balance Sheets (_2

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Assets
Trading assets pledged	$ 506,487	$ 433,575
Available-for-sale securities, amortized cost, net of allowance for credit losses	200,919	308,254
Available-for-sale securities	188,140	308,525
Loans at fair value	41,487	58,820
Other assets pledged	$ 183,512	$ 181,498
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)	3,283,750	3,483,750
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
Treasury stock, at cost (in shares)	1,171,729,007	1,160,784,750
Assets pledged
Assets
Trading assets pledged	$ 105,200	$ 102,710
Available-for-sale securities	11,114	18,268
Other assets pledged	5,361	5,298
Recurring
Assets
Federal funds sold and securities purchased under resale agreements at fair value	299,243	252,720
Securities borrowed at fair value	67,281	81,463
Trading assets pledged	506,446	433,524
Available-for-sale securities	188,140	308,525
Loans at fair value	41,487	58,820
Liabilities
Deposits at fair value	20,935	11,333
Federal funds purchased and securities loaned or sold under repurchase agreements at fair value	180,535	126,435
Short-term borrowings at fair value	15,643	20,015
Accounts payable and other liabilities at fair value	5,937	5,651
Beneficial interests issued by consolidated VIEs at fair value	5	12
Long-term debt at fair value	65,945	74,934
Recurring | Other assets
Assets
Other assets at fair value	$ 14,833	$ 14,753

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/(loss)	Treasury stock, at cost
Beginning balance at Dec. 31, 2020		$ 30,063	$ 4,105	$ 88,394	$ 236,990	$ 7,986	$ (88,184)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance		7,350
Redemption		(2,575)
Shares issued and commitments to issue common stock for employee share-based compensation awards, and related tax effects				93
Other				(130)
Net income	$ 37,935				37,935
Dividends declared:
Preferred stock					(1,174)
Common stock ($1.00 and $1.00 per share and $3.00 and $2.80 per share, respectively)					(8,475)
Other comprehensive loss, after-tax	(7,023)					(7,023)
Repurchase							(16,440)
Reissuance							1,126
Ending balance at Sep. 30, 2021	290,041	34,838	4,105	88,357	265,276	963	(103,498)
Beginning balance at Jun. 30, 2021		32,838	4,105	88,194	256,983	2,570	(98,304)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance		2,000
Redemption		0
Shares issued and commitments to issue common stock for employee share-based compensation awards, and related tax effects				227
Other				(64)
Net income	11,687				11,687
Dividends declared:
Preferred stock					(402)
Common stock ($1.00 and $1.00 per share and $3.00 and $2.80 per share, respectively)					(2,992)
Other comprehensive loss, after-tax	(1,607)					(1,607)
Repurchase							(5,240)
Reissuance							46
Ending balance at Sep. 30, 2021	290,041	34,838	4,105	88,357	265,276	963	(103,498)
Beginning balance at Dec. 31, 2021	294,127	34,838	4,105	88,415	272,268	(84)	(105,415)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance		0
Redemption		(2,000)
Shares issued and commitments to issue common stock for employee share-based compensation awards, and related tax effects				450
Other				0
Net income	26,668				26,668
Dividends declared:
Preferred stock					(1,239)
Common stock ($1.00 and $1.00 per share and $3.00 and $2.80 per share, respectively)					(8,921)
Other comprehensive loss, after-tax	(19,050)					(19,050)
Repurchase							(3,122)
Reissuance							1,105
Ending balance at Sep. 30, 2022	288,018	32,838	4,105	88,865	288,776	(19,134)	(107,432)
Beginning balance at Jun. 30, 2022		32,838	4,105	88,614	282,445	(14,369)	(107,490)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance		0
Redemption		0
Shares issued and commitments to issue common stock for employee share-based compensation awards, and related tax effects				251
Other				0
Net income	9,737				9,737
Dividends declared:
Preferred stock					(432)
Common stock ($1.00 and $1.00 per share and $3.00 and $2.80 per share, respectively)					(2,974)
Other comprehensive loss, after-tax	(4,765)					(4,765)
Repurchase							0
Reissuance							58
Ending balance at Sep. 30, 2022	$ 288,018	$ 32,838	$ 4,105	$ 88,865	$ 288,776	$ (19,134)	$ (107,432)

Consolidated Statements of Ch_2

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Dividends declared:
Dividends declared, Common stock (in dollars per share)	$ 1	$ 1	$ 3	$ 2.80

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021
Operating activities
Net income	$ 26,668	$ 37,935
Adjustments to reconcile net income to net cash used in operating activities:
Provision for credit losses	4,101	(7,968)
Depreciation and amortization	5,380	6,001
Deferred tax (benefit)/expense	(3,455)	(1,063)
Other	3,815	2,662
Originations and purchases of loans held-for-sale	(131,589)	(259,159)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	149,420	244,966
Net change in:
Trading assets	(114,006)	2,700
Securities borrowed	12,347	(42,471)
Accrued interest and accounts receivable	(41,621)	(26,148)
Other assets	(17,114)	(358)
Trading liabilities	34,950	(10,668)
Accounts payable and other liabilities	75,961	47,547
Other operating adjustments	1,040	(987)
Net cash provided by/(used in) operating activities	5,897	(7,011)
Net change in:
Federal funds sold and securities purchased under resale agreements	(40,741)	14,089
Held-to-maturity securities:
Proceeds from paydowns and maturities	33,542	39,106
Purchases	(29,329)	(78,976)
Available-for-sale securities:
Proceeds from paydowns and maturities	30,646	39,346
Proceeds from sales	62,252	146,858
Purchases	(75,204)	(163,211)
Proceeds from sales and securitizations of loans held-for-investment	36,199	25,981
Other changes in loans, net	(96,151)	(45,028)
All other investing activities, net	(7,503)	(7,351)
Net cash (used in) investing activities	(86,289)	(29,186)
Net change in:
Deposits	(44,336)	234,716
Federal funds purchased and securities loaned or sold under repurchase agreements	45,910	39,753
Short-term borrowings	(4,813)
Short-term borrowings		4,710
Beneficial interests issued by consolidated VIEs	2,042	(1,839)
Proceeds from long-term borrowings	68,944	69,272
Payments of long-term borrowings	(37,470)	(46,041)
Proceeds from issuance of preferred stock	0	7,350
Redemption of preferred stock	(2,000)	(2,575)
Treasury stock repurchased	(3,162)	(16,286)
Dividends paid	(10,186)	(9,472)
All other financing activities, net	1,158	(1,573)
Net cash provided by financing activities	16,087	278,015
Effect of exchange rate changes on cash and due from banks and deposits with banks	(32,342)	(9,558)
Net increase/(decrease) in cash and due from banks and deposits with banks	(96,647)	232,260
Cash and due from banks and deposits with banks at the beginning of the period	740,834	527,609
Cash and due from banks and deposits with banks at the end of the period	644,187	759,869
Cash interest paid	11,075	3,882
Cash income taxes paid, net	$ 226	$ 17,617

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2022
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 financial services firm based in the 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. Refer to Note 25 for a further discussion of the Firm’s business segments. The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to 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 such that this interim financial information is fairly stated. 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 2021 Form 10-K. Certain amounts reported in prior periods have been reclassified to conform with the current presentation. Consolidation The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity. Refer to Notes 1 and 14 of JPMorgan Chase’s 2021 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation. 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 financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances where it has determined that the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2021

Fair Value Measurement

Fair Value Measurement	9 Months Ended
	Sep. 30, 2022
Fair Value Disclosures [Abstract]
Fair Value Measurement	Fair value measurementRefer to Note 2 of JPMorgan Chase’s 2021 Form 10-K 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. The following table presents the assets and liabilities reported at fair value as of September 30, 2022, and December 31, 2021, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative (f) September 30, 2022 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 299,242 $ 1 $ — $ 299,243 Securities borrowed — 67,281 — — 67,281 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies (a) — 82,050 776 — 82,826 Residential – nonagency — 2,188 9 — 2,197 Commercial – nonagency — 1,432 11 — 1,443 Total mortgage-backed securities — 85,670 796 — 86,466 U.S. Treasury, GSEs and government agencies (a) 76,042 7,557 — — 83,599 Obligations of U.S. states and municipalities — 6,960 7 — 6,967 Certificates of deposit, bankers’ acceptances and commercial paper — 1,216 — — 1,216 Non-U.S. government debt securities 28,727 44,693 166 — 73,586 Corporate debt securities — 26,427 348 — 26,775 Loans — 5,210 865 — 6,075 Asset-backed securities — 2,627 26 — 2,653 Total debt instruments 104,769 180,360 2,208 — 287,337 Equity securities 91,572 2,109 580 — 94,261 Physical commodities (b) 2,336 13,596 2 — 15,934 Other — 16,296 84 — 16,380 Total debt and equity instruments (c) 198,677 212,361 2,874 — 413,912 Derivative receivables: Interest rate 12,023 263,527 3,582 (253,300) 25,832 Credit — 13,215 719 (12,063) 1,871 Foreign exchange 886 353,603 1,344 (318,966) 36,867 Equity — 80,920 4,881 (74,175) 11,626 Commodity — 38,348 606 (22,616) 16,338 Total derivative receivables 12,909 749,613 11,132 (681,120) 92,534 Total trading assets (d) 211,586 961,974 14,006 (681,120) 506,446 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies (a) — 53,331 — — 53,331 Residential – nonagency — 4,762 — — 4,762 Commercial – nonagency — 1,937 — — 1,937 Total mortgage-backed securities — 60,030 — — 60,030 U.S. Treasury and government agencies 90,487 — — — 90,487 Obligations of U.S. states and municipalities — 8,582 — — 8,582 Non-U.S. government debt securities 6,547 8,054 — — 14,601 Corporate debt securities — 119 180 — 299 Asset-backed securities: Collateralized loan obligations — 10,920 — — 10,920 Other — 3,221 — — 3,221 Total available-for-sale securities 97,034 90,926 180 — 188,140 Loans (e) — 39,913 1,574 — 41,487 Mortgage servicing rights — — 8,140 — 8,140 Other assets (d) 7,605 6,011 376 — 13,992 Total assets measured at fair value on a recurring basis $ 316,225 $ 1,465,347 $ 24,277 $ (681,120) $ 1,124,729 Deposits $ — $ 19,109 $ 1,826 $ — $ 20,935 Federal funds purchased and securities loaned or sold under repurchase agreements — 180,535 — — 180,535 Short-term borrowings — 14,059 1,584 — 15,643 Trading liabilities: Debt and equity instruments (c) 103,932 29,172 71 — 133,175 Derivative payables: Interest rate 7,373 255,680 3,027 (248,681) 17,399 Credit — 10,814 376 (10,456) 734 Foreign exchange 727 351,568 837 (330,302) 22,830 Equity — 74,707 5,207 (71,775) 8,139 Commodity — 31,415 407 (24,221) 7,601 Total derivative payables 8,100 724,184 9,854 (685,435) 56,703 Total trading liabilities 112,032 753,356 9,925 (685,435) 189,878 Accounts payable and other liabilities 4,445 1,423 69 — 5,937 Beneficial interests issued by consolidated VIEs — 5 — — 5 Long-term debt — 43,517 22,428 — 65,945 Total liabilities measured at fair value on a recurring basis $ 116,477 $ 1,012,004 $ 35,832 $ (685,435) $ 478,878 Fair value hierarchy Derivative (f) December 31, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 252,720 $ — $ — $ 252,720 Securities borrowed — 81,463 — — 81,463 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies (a) — 38,944 265 — 39,209 Residential – nonagency — 2,358 28 — 2,386 Commercial – nonagency — 1,506 10 — 1,516 Total mortgage-backed securities — 42,808 303 — 43,111 U.S. Treasury, GSEs and government agencies (a) 68,527 9,181 — — 77,708 Obligations of U.S. states and municipalities — 7,068 7 — 7,075 Certificates of deposit, bankers’ acceptances and commercial paper — 852 — — 852 Non-U.S. government debt securities 26,982 44,581 81 — 71,644 Corporate debt securities — 24,491 332 — 24,823 Loans — 7,366 708 — 8,074 Asset-backed securities — 2,668 26 — 2,694 Total debt instruments 95,509 139,015 1,457 — 235,981 Equity securities 86,904 1,741 662 — 89,307 Physical commodities (b) 5,357 20,788 — — 26,145 Other — 24,850 160 — 25,010 Total debt and equity instruments (c) 187,770 186,394 2,279 — 376,443 Derivative receivables: Interest rate 1,072 267,493 2,020 (248,611) 21,974 Credit — 9,321 518 (8,808) 1,031 Foreign exchange 134 168,590 855 (156,954) 12,625 Equity — 65,139 3,492 (58,650) 9,981 Commodity — 26,232 421 (15,183) 11,470 Total derivative receivables 1,206 536,775 7,306 (488,206) 57,081 Total trading assets (d) 188,976 723,169 9,585 (488,206) 433,524 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies (a) 4 72,539 — — 72,543 Residential – nonagency — 6,070 — — 6,070 Commercial – nonagency — 4,949 — — 4,949 Total mortgage-backed securities 4 83,558 — — 83,562 U.S. Treasury and government agencies 177,463 — — — 177,463 Obligations of U.S. states and municipalities — 15,860 — — 15,860 Non-U.S. government debt securities 5,430 10,779 — — 16,209 Corporate debt securities — 160 161 — 321 Asset-backed securities: Collateralized loan obligations — 9,662 — — 9,662 Other — 5,448 — — 5,448 Total available-for-sale securities 182,897 125,467 161 — 308,525 Loans (e) — 56,887 1,933 — 58,820 Mortgage servicing rights — — 5,494 — 5,494 Other assets (d) 9,558 4,139 306 — 14,003 Total assets measured at fair value on a recurring basis $ 381,431 $ 1,243,845 $ 17,479 $ (488,206) $ 1,154,549 Deposits $ — $ 9,016 $ 2,317 $ — $ 11,333 Federal funds purchased and securities loaned or sold under repurchase agreements — 126,435 — — 126,435 Short-term borrowings — 17,534 2,481 — 20,015 Trading liabilities: Debt and equity instruments (c) 87,831 26,716 30 — 114,577 Derivative payables: Interest rate 981 237,714 2,036 (232,537) 8,194 Credit — 10,468 444 (10,032) 880 Foreign exchange 123 174,349 1,274 (161,649) 14,097 Equity — 72,609 7,118 (62,494) 17,233 Commodity — 26,600 1,328 (18,216) 9,712 Total derivative payables 1,104 521,740 12,200 (484,928) 50,116 Total trading liabilities 88,935 548,456 12,230 (484,928) 164,693 Accounts payable and other liabilities 5,115 467 69 — 5,651 Beneficial interests issued by consolidated VIEs — 12 — — 12 Long-term debt — 50,560 24,374 — 74,934 Total liabilities measured at fair value on a recurring basis $ 94,050 $ 752,480 $ 41,471 $ (484,928) $ 403,073 (a) At September 30, 2022, and December 31, 2021, included total U.S. GSE obligations of $90.1 billion and $73.9 billion, respectively, which were mortgage-related. (b) Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” 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, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value 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. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (c) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (d) 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 September 30, 2022, and December 31, 2021, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $882 million and $801 million, respectively. Included in these balances at September 30, 2022, and December 31, 2021, were trading assets of $41 million and $51 million, respectively, and other assets of $841 million and $750 million, respectively. (e) At September 30, 2022, and December 31, 2021, included $11.4 billion and $26.2 billion, respectively, of residential first-lien mortgages, and $7.5 billion and $8.2 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $3.4 billion and $13.6 billion, respectively. (f) 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. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. Level 3 valuations Refer to Note 2 of JPMorgan Chase’s 2021 Form 10-K for further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments. 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 the weighted or arithmetic 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, weighted and arithmetic average values 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. Level 3 inputs (a) September 30, 2022 Product/Instrument Fair value (in millions) Principal valuation technique Unobservable inputs (g) Range of input values Average (i) Residential mortgage-backed securities and loans (b) $ 1,685 Discounted cash flows Yield 3% 20% 7% Prepayment speed 3% 11% 8% Conditional default rate 0% 5% 0% Loss severity 0% 110% 4% Commercial mortgage-backed securities and loans (c) 413 Market comparables Price $0 $100 $83 Corporate debt securities 528 Market comparables Price $0 $110 $95 Loans (d) 1,137 Market comparables Price $0 $356 $83 Non-U.S. government debt securities 166 Market comparables Price $6 $100 $90 Net interest rate derivatives 580 Option pricing Interest rate volatility 28 bps 682 bps 131 bps Interest rate spread volatility 23 bps 35 bps 26 bps Bermudan switch value 8% 58% 18% Interest rate correlation (85)% 89% 16% IR-FX correlation (35)% 60% 7% (25) Discounted cash flows Prepayment speed 0% 21% 7% Net credit derivatives 320 Discounted cash flows Credit correlation 30% 60% 44% Credit spread 1 bps 6,152 bps 678 bps Recovery rate 15% 67% 46% 23 Market comparables Price $15 $104 $82 Net foreign exchange derivatives 595 Option pricing IR-FX correlation (40)% 60% 20% (88) Discounted cash flows Prepayment speed 9% 9% Interest rate curve 2% 32% 8% Net equity derivatives (326) Option pricing Forward equity price (h) 84% 146% 101% Equity volatility 5% 146% 38% Equity correlation 17% 99% 55% Equity-FX correlation (86)% 60% (28)% Equity-IR correlation 15% 50% 27% Net commodity derivatives 199 Option pricing Oil commodity forward $65 / BBL $319 / BBL $192 / BBL Natural gas commodity forward $2 / MMBTU $18 / MMBTU $10 / MMBTU Commodity volatility 4% 144% 74% Commodity correlation (30)% 77% 24% MSRs 8,140 Discounted cash flows Refer to Note 14 Long-term debt, short-term borrowings, and deposits (e) 24,723 Option pricing Interest rate volatility 28 bps 682 bps 131 bps Interest rate correlation (85)% 89% 16% IR-FX correlation (35)% 60% 7% Equity correlation 17% 99% 55% Equity-FX correlation (86)% 60% (28)% Equity-IR correlation 15% 50% 27% 1,115 Discounted cash flows Credit correlation 30% 60% 44% Other level 3 assets and liabilities, net (f) 936 (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. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (b) Comprises U.S. GSE and government agency securities of $776 million, nonagency securities of $9 million and non-trading loans of $900 million. (c) Comprises nonagency securities of $11 million, trading loans of $40 million and non-trading loans of $362 million. (d) Comprises trading loans of $825 million and non-trading loans of $312 million. (e) Long-term debt, short-term borrowings and deposits include structured notes issued by the Firm that are financial instruments that typically contain embedded derivatives. The estimation of the fair value of structured notes includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (f) Includes equity securities of $807 million including $227 million in Other Assets, for which quoted prices are not readily available and the fair value is generally based on internal valuation techniques such as EBITDA multiples and comparable analysis. All other level 3 assets and liabilities are insignificant both individually and in aggregate. (g) Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100. (h) Forward equity price is expressed as a percentage of the current equity price. (i) Amounts represent weighted averages except for derivative related inputs where arithmetic averages are used. Changes in and ranges of unobservable inputs Refer to Note 2 of JPMorgan Chase’s 2021 Form 10-K 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. Changes in level 3 recurring fair value measurements The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and nine months ended September 30, 2022 and 2021. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable inputs 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 September 30, 2022 Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ 1 $ — $ 1 $ — $ (1) $ — $ — $ 1 $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 803 5 5 — (32) — (5) 776 5 Residential – nonagency 14 — 1 (5) — — (1) 9 — Commercial – nonagency 10 (1) — (1) — 3 — 11 (1) Total mortgage-backed securities 827 4 6 (6) (32) 3 (6) 796 4 Obligations of U.S. states and municipalities 7 1 — (1) — — — 7 1 Non-U.S. government debt securities 205 (11) 21 (22) (4) 8 (31) 166 (11) Corporate debt securities 574 2 45 (75) (28) 66 (236) 348 11 Loans 898 (15) 103 (144) (43) 252 (186) 865 (16) Asset-backed securities 20 5 15 (13) — — (1) 26 1 Total debt instruments 2,531 (14) 190 (261) (107) 329 (460) 2,208 (10) Equity securities 661 (43) 16 (60) (2) 18 (10) 580 (46) Physical commodities 2 (1) 1 — — — — 2 (1) Other 87 19 10 — (32) 1 (1) 84 15 Total trading assets – debt and equity instruments 3,281 (39) (c) 217 (321) (141) 348 (471) 2,874 (42) (c) Net derivative receivables: (b) Interest rate 420 (574) 60 (108) (38) 848 (53) 555 (552) Credit 249 56 6 (1) 41 2 (10) 343 69 Foreign exchange 245 217 31 (43) 43 (1) 15 507 166 Equity (1,234) 904 272 (424) 385 (134) (95) (326) 902 Commodity 26 116 14 (51) 29 4 61 199 141 Total net derivative receivables (294) 719 (c) 383 (627) 460 719 (82) 1,278 726 (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities 186 (6) — — — — — 180 (6) Total available-for-sale securities 186 (6) (d) — — — — — 180 (6) (d) Loans 2,020 (53) (c) 37 (85) (102) 213 (456) 1,574 (52) (c) Mortgage servicing rights 7,439 504 (e) 510 (79) (234) — — 8,140 504 (e) Other assets 408 11 (c) 2 (1) (44) — — 376 11 (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2022 Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,032 $ (152) (c)(f) $ — $ — $ 24 $ (18) $ — $ (60) $ 1,826 $ (154) (c)(f) Short-term borrowings 2,101 (22) (c)(f) — — 863 (1,354) — (4) 1,584 (51) (c)(f) Trading liabilities – debt and equity instruments 56 3 (c) (5) 14 — — 7 (4) 71 7 (c) Accounts payable and other liabilities 73 (4) (c) — — — — — — 69 (4) (c) Long-term debt 23,077 (1,037) (c)(f) — — 2,943 (2,404) 297 (448) 22,428 (1,075) (c)(f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ — $ — $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 329 (12) 13 (6) (25) — — 299 (12) Residential – nonagency 16 — 9 — (1) — — 24 (1) Commercial – nonagency 10 7 1 — (13) 14 — 19 6 Total mortgage-backed securities 355 (5) 23 (6) (39) 14 — 342 (7) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 183 (2) 128 (98) — — (107) 104 (1) Corporate debt securities 487 (33) 38 (115) (3) 25 (29) 370 (25) Loans 795 — 219 (197) (130) 409 (114) 982 2 Asset-backed securities 35 1 3 (4) — — (7) 28 — Total debt instruments 1,863 (39) 411 (420) (173) 448 (257) 1,833 (31) Equity securities 690 (41) 5 (44) — 62 (38) 634 (34) Other 47 26 17 — (31) — (1) 58 26 Total trading assets – debt and equity instruments 2,600 (54) (c) 433 (464) (204) 510 (296) 2,525 (39) (c) Net derivative receivables: (b) Interest rate (22) 618 21 (44) (683) 13 (16) (113) 246 Credit (17) (9) 4 (7) 59 (4) (32) (6) (1) Foreign exchange (583) 2 28 (44) 41 (5) 4 (557) 15 Equity (4,936) 723 192 (1,001) 912 214 59 (3,837) 397 Commodity (1,167) 88 130 (88) 156 (2) 11 (872) 178 Total net derivative receivables (6,725) 1,422 (c) 375 (1,184) 485 216 26 (5,385) 835 (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 1,734 (13) (c) 209 (1) (180) 427 (105) 2,071 (11) (c) Mortgage servicing rights 4,549 (11) (e) 1,013 1 (201) — — 5,351 (11) (e) Other assets 518 (35) (c) 3 — (165) — — 321 (34) (c) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,684 $ (11) (c)(f) $ — $ — $ 33 $ (172) $ — $ (157) $ 2,377 $ (7) (c)(f) Short-term borrowings 3,075 (699) (c)(f) — — 1,166 (1,121) — (10) 2,411 (124) (c)(f) Trading liabilities – debt and equity instruments 36 (2) (c) (8) 2 — — 3 (1) 30 1 (c) Accounts payable and other liabilities 51 — — — — — — — 51 1 (c) Long-term debt 23,527 (216) (c)(f) — — 2,950 (2,512) 11 (246) 23,514 (242) (c)(f) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2022 Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ — $ — $ 1 $ — $ (1) $ 1 $ — $ 1 $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 265 31 670 (125) (60) — (5) 776 29 Residential – nonagency 28 — 6 (5) (12) — (8) 9 (1) Commercial – nonagency 10 (1) — (1) — 3 — 11 (1) Total mortgage-backed securities 303 30 676 (131) (72) 3 (13) 796 27 Obligations of U.S. states and municipalities 7 1 — (1) — — — 7 2 Non-U.S. government debt securities 81 (53) 426 (288) (4) 51 (47) 166 (50) Corporate debt securities 332 (33) 378 (146) (65) 164 (282) 348 (27) Loans 708 (52) 522 (406) (202) 777 (482) 865 (25) Asset-backed securities 26 5 17 (23) — 5 (4) 26 1 Total debt instruments 1,457 (102) 2,019 (995) (343) 1,000 (828) 2,208 (72) Equity securities 662 (955) 337 (361) (2) 977 (78) 580 (407) Physical Commodities — (1) 3 — — — — 2 (1) Other 160 86 36 — (195) 1 (4) 84 58 Total trading assets – debt and equity instruments 2,279 (972) (c) 2,395 (1,356) (540) 1,978 (910) 2,874 (422) (c) Net derivative receivables: (b) Interest rate (16) (181) 285 (337) 218 865 (279) 555 25 Credit 74 387 14 (8) (120) — (4) 343 367 Foreign exchange (419) 755 178 (86) 75 17 (13) 507 716 Equity (3,626) 3,472 932 (1,449) 688 (692) 349 (326) 3,106 Commodity (907) 920 82 (257) 297 3 61 199 878 Total net derivative receivables (4,894) 5,353 (c) 1,491 (2,137) 1,158 193 114 1,278 5,092 (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities 161 2 17 — — — — 180 2 Total available-for-sale securities 161 2 (d) 17 — — — — 180 2 (d) Loans 1,933 (37) (c) 431 (185) (633) 829 (764) 1,574 79 (c) Mortgage servicing rights 5,494 2,117 (e) 1,981 (750) (702) — — 8,140 2,117 (e) Other assets 306 136 (c) 48 (29) (81) 2 (6) 376 131 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2022 Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,317 $ (454) (c)(f) $ — $ — $ 270 $ (87) $ — $ (220) $ 1,826 $ (446) (c)(f) Short-term borrowings 2,481 (409) (c)(f) — — 3,249 (3,737) 15 (15) 1,584 17 (c)(f) Trading liabilities – debt and equity instruments 30 (13) (c) (39) 48 — — 51 (6) 71 14 (c) Accounts payable and other liabilities 69 (10) (c) (28) 43 — — 1 (6) 69 (9) (c) Long-term debt 24,374 (5,345) (c)(f) — — 10,463 (6,925) 739 (878) 22,428 (5,097) (c)(f) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ — $ — $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 449 (22) 20 (62) (86) 1 (1) 299 (25) Residential – nonagency 28 1 24 (24) (4) — (1) 24 (2) Commercial – nonagency 3 7 12 (1) (16) 14 — 19 6 Total mortgage-backed securities 480 (14) 56 (87) (106) 15 (2) 342 (21) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 182 (10) 330 (284) (7) — (107) 104 (2) Corporate debt securities 507 (18) 357 (415) (3) 138 (196) 370 (3) Loans 893 6 785 (434) (256) 584 (596) 982 — Asset-backed securities 28 8 41 (43) (1) 2 (7) 28 — Total debt instruments 2,098 (28) 1,569 (1,263) (374) 739 (908) 1,833 (26) Equity securities 476 (38) 258 (114) — 140 (88) 634 (92) Other 49 74 118 — (86) 3 (100) 58 37 Total trading assets – debt and equity instruments 2,623 8 (c) 1,945 (1,377) (460) 882 (1,096) 2,525 (81) (c) Net derivative receivables: (b) Interest rate 258 1,587 92 (146) (1,874) 68 (98) (113) 212 Credit (224) 140 6 (11) 103 (13) (7) (6) 143 Foreign exchange (434) (196) 67 (98) 140 6 (42) (557) (44) Equity (3,862) (195) 667 (2,246) 1,638 233 (72) (3,837) (187) Commodity (731) (505) 140 (382) 600 (3) 9 (872) (223) Total net derivative receivables (4,993) 831 (c) 972 (2,883) 607 291 (210) (5,385) (99) (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 2,305 (79) (c) 516 (326) (699) 1,027 (673) 2,071 (92) (c) Mortgage servicing rights 3,276 258 (e) 2,410 (23) (570) — — 5,351 258 (e) Other assets 538 9 (c) 10 (18) (217) — (1) 321 22 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,913 $ (67) (c)(f) $ — $ — $ 252 $ (360) $ 2 $ (363) $ 2,377 $ (60) (c)(f) Short-term borrowings 2,420 (1,095) (c)(f) — — 5,479 (4,333) 9 (69) 2,411 (117) (c)(f) Trading liabilities – debt and equity instruments 51 (6) (c) (100) 36 — — 62 (13) 30 (2) (c) Accounts payable and other liabilities 68 (10) (c) — 1 — — — (8) 51 (9) (c) Long-term debt 23,397 190 (c)(f) — — 9,884 (9,250) 29 (736) 23,514 48 (c)(f) (a) Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% at both September 30, 2022 and December 31, 2021. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 10% at September 30, 2022 and December 31, 2021, respectively. (b) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (c) Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d) Realized gains/(losses) on AFS securities are reported in investment securities gains/(losses). Unrealized gains/(losses) are reported in OCI. There were no realized gains/(losses) recorded in income on AFS securities for the three and nine months ended September 30, 2022 and 2021. Unrealized gains/(losses) recorded on AFS securities in OCI were $(6) million and zero for the three months ended September 30, 2022 and 2021, respectively and $2 million and zero for the nine months ended September 30, 2022 and 2021, respectively. (e) Changes in fair value for MSRs are reported in mortgage fees and related income. (f) Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2022 and 2021. Unrealized (gains)/losses are reported in OCI, and were $(256) million and $318 million for the three months ended September 30, 2022 and 2021, respectively and $(829) million and $300 million for the nine months ended September 30, 2022 and 2021, respectively. (g) Loan originations are included in purchases. (h) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items. Level 3 analysis Consolidated balance sheets changes The following describes significant changes to level 3 assets since December 31, 2021, for those items measured at fair value on a recurring basis. Refer to Assets and liabilities measured at fair value on a nonrecurring basis on page 108 for further information on changes impacting items measured at fair value on a nonrecurring basis. Three and nine months ended September 30, 2022 Level 3 assets were $24.3 billion at September 30, 2022, reflecting an increase of $2.0 billion from June 30, 2022, and an increase of $6.8 billion from December 31, 2021. The increase for the three months ended September 30, 2022 was driven by a $2.2 billion increase in gross derivative receivables due to gains and net transfers partially offset by settlements. The increase for the nine months ended September 30, 2022 was predominantly driven by: • $3.8 billion increase in gross derivative receivables due to gains and purchases partially offset by settlements. • $2.6 billion increase in MSRs. Refer to Note 14 for information on MSRs. Refer to the sections below for additional information. Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended September 30, 2022, significant transfers from level 2 into level 3 included the following: • $1.1 billion of gross interest rate derivative receivables as a result of a decrease in observability and an increase in the signific

Fair Value Option

Fair Value Option	9 Months Ended
	Sep. 30, 2022
Fair Value Disclosures [Abstract]
Fair Value Option	Fair value option The fair value option provides an option to elect fair value for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments. The Firm has elected to measure certain instruments at fair value for several reasons including to mitigate income statement volatility caused by the differences between the measurement basis of elected instruments (e.g., certain instruments that otherwise would be accounted for on an accrual basis) and the associated risk management arrangements that are accounted for on a fair value basis, as well as to better reflect those instruments that are managed on a fair value basis. The Firm’s election of fair value includes the following instruments: • Loans purchased or originated as part of securitization warehousing activity, subject to bifurcation accounting, or managed on a fair value basis, including lending-related commitments • Certain securities financing agreements • Owned beneficial interests in securitized financial assets that contain embedded credit derivatives, which would otherwise be required to be separately accounted for as a derivative instrument • Structured notes and other hybrid instruments, which are predominantly financial instruments that contain embedded derivatives, that are issued or transacted as part of client-driven activities • Certain long-term beneficial interests issued by CIB’s consolidated securitization trusts where the underlying assets are carried at fair value Changes in fair value under the fair value option election The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2022 and 2021, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended September 30, 2022 2021 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (185) $ — $ (185) $ (19) $ — $ (19) Securities borrowed (209) — (209) (22) — (22) Trading assets: Debt and equity instruments, excluding loans (1,782) — (1,782) (2,255) — (2,255) Loans reported as trading assets: Changes in instrument-specific credit risk 34 — 34 66 — 66 Other changes in fair value (36) — (36) 1 — 1 Loans: Changes in instrument-specific credit risk (133) 3 (c) (130) 119 (7) (c) 112 Other changes in fair value (340) (107) (c) (447) 25 609 (c) 634 Other assets 12 (7) (d) 5 (22) — (22) Deposits (a) 364 — 364 38 — 38 Federal funds purchased and securities loaned or sold under repurchase agreements 104 — 104 11 — 11 Short-term borrowings (a) 85 — 85 388 — 388 Trading liabilities 9 — 9 (1) — (1) Beneficial interests issued by consolidated VIEs — — — — — — Other liabilities (2) — (2) (1) — (1) Long-term debt (a)(b) 1,828 125 (c)(d) 1,953 643 11 (c)(d) 654 Nine months ended September 30, 2022 2021 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (560) $ — $ (560) $ (33) $ — $ (33) Securities borrowed (508) — (508) (119) — (119) Trading assets: Debt and equity instruments, excluding loans (2,693) — (2,693) (1,188) (1) (c) (1,189) Loans reported as trading assets: — — Changes in instrument-specific credit risk (109) — (109) 342 — 342 Other changes in fair value (58) — (58) (7) — (7) Loans: Changes in instrument-specific credit risk (210) 26 (c) (184) 540 (9) (c) 531 Other changes in fair value (1,560) (881) (c) (2,441) (82) 1,733 (c) 1,651 Other assets 21 (6) (d) 15 6 (23) (d) (17) Deposits (a) 1,148 — 1,148 (53) — (53) Federal funds purchased and securities loaned or sold under repurchase agreements 310 — 310 42 — 42 Short-term borrowings (a) 858 — 858 (223) — (223) Trading liabilities (3) — (3) (2) — (2) Beneficial interests issued by consolidated VIEs (1) — (1) — — — Other liabilities (6) — (6) 1 — 1 Long-term debt (a)(b) 11,193 158 (c)(d) 11,351 (262) 6 (c)(d) (256) (a) Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were zero and $(6) million for the three months ended September 30, 2022 and 2021, respectively, and $(9) million and $(8) million for the nine months ended September 30, 2022 and 2021, respectively. (b) Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c) Reported in mortgage fees and related income. (d) Reported in other income. (e) Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments in CIB. Refer to Note 6 for further information regarding interest income and interest expense. Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of September 30, 2022, and December 31, 2021, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2022 December 31, 2021 (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 Nonaccrual loans Loans reported as trading assets $ 2,704 $ 357 $ (2,347) $ 3,263 $ 546 $ (2,717) Loans 962 814 (148) 918 797 (121) Subtotal 3,666 1,171 (2,495) 4,181 1,343 (2,838) 90 or more days past due and government guaranteed Loans (a) 152 144 (8) 293 281 (12) All other performing loans (b) Loans reported as trading assets 7,093 5,718 (1,375) 8,594 7,528 (1,066) Loans 42,236 40,529 (1,707) 57,695 57,742 47 Subtotal 49,329 46,247 (3,082) 66,289 65,270 (1,019) Total loans $ 53,147 $ 47,562 $ (5,585) $ 70,763 $ 66,894 $ (3,869) Long-term debt Principal-protected debt $ 36,523 (d) $ 27,422 $ (9,101) $ 35,957 (d) $ 33,799 $ (2,158) Nonprincipal-protected debt (c) NA 38,523 NA NA 41,135 NA Total long-term debt NA $ 65,945 NA NA $ 74,934 NA Long-term beneficial interests Nonprincipal-protected debt (c) NA $ 5 NA NA $ 12 NA Total long-term beneficial interests NA $ 5 NA NA $ 12 NA (a) These balances are excluded from nonaccrual loans as the loans are insured and/or guaranteed by U.S. government agencies. (b) There were no performing loans that were ninety days or more past due as of September 30, 2022, and December 31, 2021, respectively. (c) Remaining contractual principal is not applicable to nonprincipal-protected structured notes and long-term beneficial interests. Unlike principal-protected structured notes and long-term beneficial interests, for which the Firm is obligated to return a stated amount of principal at maturity, nonprincipal-protected structured notes and long-term beneficial interests do not obligate the Firm to return a stated amount of principal at maturity, but for structured notes 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. (d) 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 September 30, 2022, and December 31, 2021, the contractual amount of lending-related commitments for which the fair value option was elected was $8.7 billion and $11.9 billion, respectively, with a corresponding fair value of $28 million and $10 million, respectively. Refer to Note 28 of JPMorgan Chase’s 2021 Form 10-K, and Note 22 of this Form 10-Q for further information regarding off-balance sheet lending-related financial instruments. Structured note products by balance sheet classification and risk component The following table presents the fair value of structured notes, by balance sheet classification and the primary risk type. September 30, 2022 December 31, 2021 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 29,043 $ 295 $ 16,563 $ 45,901 $ 34,127 $ 1 $ 4,860 $ 38,988 Credit 3,909 246 — 4,155 6,352 858 — 7,210 Foreign exchange 2,616 838 42 3,496 3,386 315 1,066 4,767 Equity 27,941 5,711 3,616 37,268 29,317 6,827 5,125 41,269 Commodity 1,257 12 2 (a) 1,271 405 — 3 (a) 408 Total structured notes $ 64,766 $ 7,102 $ 20,223 $ 92,091 $ 73,587 $ 8,001 $ 11,054 $ 92,642 (a) Excludes deposits linked to precious metals for which the fair value option has not been elected of $600 million and $692 million for the periods ended September 30, 2022 and December 31, 2021, respectively.

Derivative Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2022
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. Refer to Note 5 of JPMorgan Chase’s 2021 Form 10-K for a further discussion of the Firm’s use of and accounting policies regarding derivative instruments. 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 risks associated with specified assets and liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: • Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 121-122 • Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 123 • Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 121-122 • Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 123 • Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 124 • Commodity Hedge commodity inventory Fair value hedge CIB, AWM 121-122 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: • Interest rate Manage the risk associated with mortgage commitments, warehouse loans and MSRs Specified risk management CCB 125 • Credit Manage the credit risk associated with wholesale lending exposures Specified risk management CIB 125 • Interest rate and foreign exchange Manage the risk associated with certain other specified assets and liabilities Specified risk management Corporate 125 Market-making derivatives and other activities: • Various Market-making and related risk management Market-making and other CIB 125 • Various Other derivatives Market-making and other CIB, AWM, Corporate 125 Notional amount of derivative contracts The following table summarizes the notional amount of free-standing derivative contracts outstanding as of September 30, 2022, and December 31, 2021. Notional amounts (b) (in billions) September 30, 2022 December 31, 2021 Interest rate contracts Swaps $ 26,999 $ 24,075 Futures and forwards 3,692 2,520 Written options 2,905 3,018 Purchased options 2,879 3,188 Total interest rate contracts 36,475 32,801 Credit derivatives (a) 1,307 1,053 Foreign exchange contracts Cross-currency swaps 3,843 4,112 Spot, futures and forwards 8,829 7,679 Written options 873 741 Purchased options 856 727 Total foreign exchange contracts 14,401 13,259 Equity contracts Swaps 608 612 Futures and forwards 110 139 Written options 713 654 Purchased options 660 598 Total equity contracts 2,091 2,003 Commodity contracts Swaps 148 185 Spot, futures and forwards 149 188 Written options 133 135 Purchased options 100 111 Total commodity contracts 530 619 Total derivative notional amounts $ 54,804 $ 49,735 (a) Refer to the Credit derivatives discussion on page 126 for more information on volumes and types of credit derivative contracts. (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 September 30, 2022, and December 31, 2021, 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 September 30, 2022 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 $ 279,132 $ — $ 279,132 $ 25,832 $ 266,080 $ — $ 266,080 $ 17,399 Credit 13,934 — 13,934 1,871 11,190 — 11,190 734 Foreign exchange 353,791 2,042 355,833 36,867 351,385 1,747 353,132 22,830 Equity 85,801 — 85,801 11,626 79,914 — 79,914 8,139 Commodity 34,532 4,422 38,954 16,338 27,238 4,584 31,822 7,601 Total fair value of trading assets and liabilities $ 767,190 $ 6,464 $ 773,654 $ 92,534 $ 735,807 $ 6,331 $ 742,138 $ 56,703 Gross derivative receivables Gross derivative payables December 31, 2021 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 $ 270,562 $ 23 $ 270,585 $ 21,974 $ 240,731 $ — $ 240,731 $ 8,194 Credit 9,839 — 9,839 1,031 10,912 — 10,912 880 Foreign exchange 169,186 393 169,579 12,625 174,622 1,124 175,746 14,097 Equity 68,631 — 68,631 9,981 79,727 — 79,727 17,233 Commodity 21,233 5,420 26,653 11,470 20,837 7,091 27,928 9,712 Total fair value of trading assets and liabilities $ 539,451 $ 5,836 $ 545,287 $ 57,081 $ 526,829 $ 8,215 $ 535,044 $ 50,116 (a) Balances exclude structured notes for which the fair value option has been elected. Refer to Note 3 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 September 30, 2022, and December 31, 2021, 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 liquid securities and other 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. For the purpose of this disclosure, the definition of liquid securities is consistent with the definition of high quality liquid assets as defined in the LCR rule; • 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; and • 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. September 30, 2022 December 31, 2021 (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 U.S. GAAP nettable derivative receivables Interest rate contracts: Over-the-counter (“OTC”) $ 207,083 $ (185,451) $ 21,632 $ 251,953 $ (234,283) $ 17,670 OTC–cleared 67,743 (67,282) 461 14,144 (13,839) 305 Exchange-traded (a) 1,061 (567) 494 498 (489) 9 Total interest rate contracts 275,887 (253,300) 22,587 266,595 (248,611) 17,984 Credit contracts: OTC 11,181 (9,685) 1,496 8,035 (7,177) 858 OTC–cleared 2,520 (2,378) 142 1,671 (1,631) 40 Total credit contracts 13,701 (12,063) 1,638 9,706 (8,808) 898 Foreign exchange contracts: OTC 348,675 (317,060) 31,615 166,185 (156,251) 9,934 OTC–cleared 1,968 (1,904) 64 789 (703) 86 Exchange-traded (a) 11 (2) 9 6 — 6 Total foreign exchange contracts 350,654 (318,966) 31,688 166,980 (156,954) 10,026 Equity contracts: OTC 44,162 (38,061) 6,101 25,704 (23,977) 1,727 Exchange-traded (a) 38,230 (36,114) 2,116 36,095 (34,673) 1,422 Total equity contracts 82,392 (74,175) 8,217 61,799 (58,650) 3,149 Commodity contracts: OTC 23,803 (9,815) 13,988 15,063 (6,868) 8,195 OTC–cleared 132 (127) 5 49 (49) — Exchange-traded (a) 12,743 (12,674) 69 8,279 (8,266) 13 Total commodity contracts 36,678 (22,616) 14,062 23,391 (15,183) 8,208 Derivative receivables with appropriate legal opinion 759,312 (681,120) 78,192 (d) 528,471 (488,206) 40,265 (d) Derivative receivables where an appropriate legal opinion has not been either sought or obtained 14,342 14,342 16,816 16,816 Total derivative receivables recognized on the Consolidated balance sheets $ 773,654 $ 92,534 $ 545,287 $ 57,081 Collateral not nettable on the Consolidated balance sheets (b)(c) (25,068) (10,102) Net amounts $ 67,466 $ 46,979 September 30, 2022 December 31, 2021 (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 U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 193,084 $ (178,657) $ 14,427 $ 223,576 $ (216,757) $ 6,819 OTC–cleared 69,890 (69,517) 373 15,695 (15,492) 203 Exchange-traded (a) 507 (507) — 292 (288) 4 Total interest rate contracts 263,481 (248,681) 14,800 239,563 (232,537) 7,026 Credit contracts: OTC 8,347 (7,965) 382 9,021 (8,421) 600 OTC–cleared 2,628 (2,491) 137 1,679 (1,611) 68 Total credit contracts 10,975 (10,456) 519 10,700 (10,032) 668 Foreign exchange contracts: OTC 346,765 (328,364) 18,401 171,610 (160,946) 10,664 OTC–cleared 1,985 (1,934) 51 706 (703) 3 Exchange-traded (a) 13 (4) 9 7 — 7 Total foreign exchange contracts 348,763 (330,302) 18,461 172,323 (161,649) 10,674 Equity contracts: OTC 39,131 (35,650) 3,481 31,379 (27,830) 3,549 Exchange-traded (a) 36,293 (36,125) 168 40,621 (34,664) 5,957 Total equity contracts 75,424 (71,775) 3,649 72,000 (62,494) 9,506 Commodity contracts: OTC 15,885 (11,378) 4,507 14,874 (9,667) 5,207 OTC–cleared 126 (126) — 73 (73) — Exchange-traded (a) 13,484 (12,717) 767 8,954 (8,476) 478 Total commodity contracts 29,495 (24,221) 5,274 23,901 (18,216) 5,685 Derivative payables with appropriate legal opinion 728,138 (685,435) 42,703 (d) 518,487 (484,928) 33,559 (d) Derivative payables where an appropriate legal opinion has not been either sought or obtained 14,000 14,000 16,557 16,557 Total derivative payables recognized on the Consolidated balance sheets $ 742,138 $ 56,703 $ 535,044 $ 50,116 Collateral not nettable on the Consolidated balance sheets (b)(c) (4,259) (5,872) Net amounts $ 52,444 $ 44,244 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Includes liquid securities and other 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. (c) Derivative collateral relates only to OTC and OTC-cleared derivative instruments. (d) Net derivatives receivable included cash collateral netted of $77.4 billion and $67.6 billion at September 30, 2022, and December 31, 2021, respectively. Net derivatives payable included cash collateral netted of $81.7 billion and $64.3 billion at September 30, 2022, and December 31, 2021, respectively. Derivative cash collateral relates to OTC and OTC-cleared derivative instruments. Liquidity risk and credit-related contingent features Refer to Note 5 of JPMorgan Chase’s 2021 Form 10-K for a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at September 30, 2022, and December 31, 2021. OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2022 December 31, 2021 Aggregate fair value of net derivative payables $ 20,153 $ 20,114 Collateral posted 20,090 19,402 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, N.A., at September 30, 2022, and December 31, 2021, 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 September 30, 2022 December 31, 2021 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 228 $ 1,531 $ 219 $ 1,577 Amount required to settle contracts with termination triggers upon downgrade (b) 83 1,070 98 787 (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 10, 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 was not material at September 30, 2022 and December 31, 2021. 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 pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2022 and 2021, respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in income Income statement impact of (e) OCI impact Three months ended September 30, 2022 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (2,947) $ 2,819 $ (128) $ — $ (93) $ — Foreign exchange (c) (1,044) 1,082 38 (170) 39 50 Commodity (d) 5,000 (4,992) 8 — 26 — Total $ 1,009 $ (1,091) $ (82) $ (170) $ (28) $ 50 Gains/(losses) recorded in income Income statement impact of excluded components (e) OCI impact Three months ended September 30, 2021 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (812) $ 720 $ (92) $ — $ (89) $ — Foreign exchange (c) (363) 367 4 (71) 3 12 Commodity (d) (732) 754 22 — 14 — Total $ (1,907) $ 1,841 $ (66) $ (71) $ (72) $ 12 Gains/(losses) recorded in income Income statement impact of (e) OCI impact Nine months ended September 30, 2022 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (14,484) $ 14,167 $ (317) $ — $ (238) $ — Foreign exchange (c) (2,552) 2,600 48 (350) 49 262 Commodity (d) 3,288 (3,381) (93) — (84) — Total $ (13,748) $ 13,386 $ (362) $ (350) $ (273) $ 262 Gains/(losses) recorded in income Income statement impact of excluded components (e) OCI impact Nine months ended September 30, 2021 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (3,749) $ 3,291 $ (458) $ — $ (353) $ — Foreign exchange (c) (915) (g) 946 (g) 31 (221) 30 (56) Commodity (d) (5,119) 5,197 78 — 46 — Total $ (9,783) $ 9,434 $ (349) $ (221) $ (277) $ (56) (a) Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate (“LIBOR”), Secured Overnight Financing Rate (“SOFR”)) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (b) Effective January 1, 2022, the Firm updated its presentation in the table above to include the amortization of income/expense associated with the inception hedge accounting adjustment applied to the hedged item; prior-period amounts have been revised to conform with the current presentation. Excludes the accrual of interest on interest rate swaps and the related hedged items. (c) 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 and the income statement impact of excluded components were recorded primarily in principal transactions revenue and net interest income. (d) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (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, time values and cross-currency basis spreads. Excluded components may impact earnings either through amortization of the initial amount over the life of the derivative, or through fair value changes recognized in the current period. (f) Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. (g) Prior-period amounts have been revised to conform with the current presentation. As of September 30, 2022 and December 31, 2021, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to reverse through the income statement in future periods as an adjustment to yield. Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: September 30, 2022 Active hedging relationships (d) Discontinued hedging relationships (d)(e) Total Assets Investment securities - AFS $ 83,829 (c) $ (6,391) $ 489 $ (5,902) Liabilities Long-term debt $ 168,982 $ (15,968) $ 406 $ (15,562) Beneficial interests issued by consolidated VIEs — — — — Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: December 31, 2021 Active hedging relationships (d) Discontinued hedging relationships (d)(e) Total Assets Investment securities - AFS $ 65,746 (c) $ 417 $ 661 $ 1,078 Liabilities Long-term debt $ 195,642 $ (1,999) $ 8,834 $ 6,835 Beneficial interests issued by consolidated VIEs 749 — (1) (1) (a) Excludes physical commodities with a carrying value of $15.0 billion and $25.7 billion at September 30, 2022 and December 31, 2021, respectively, to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Since the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (b) Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges will not reverse through the income statement in future periods. At September 30, 2022 and December 31, 2021, the carrying amount excluded for AFS securities is $15.2 billion and $14.0 billion, respectively, and for long-term debt is $208 million and $9.7 billion, respectively. Prior-period amount has been revised to conform with the current presentation. (c) Carrying amount represents the amortized cost, net of allowance if applicable. Refer to Note 9 for additional information. (d) Positive (negative) amounts related to assets represent cumulative fair value hedge basis adjustments that will reduce (increase) net interest income in future periods. Positive (negative) amounts related to liabilities represent cumulative fair value hedge basis adjustments that will increase (reduce) net interest income in future periods. (e) Represents basis adjustments existing on the balance sheet date associated with hedged items that have been de-designated from qualifying fair value hedging relationships. Cash flow hedge gains and losses The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2022 and 2021, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2022 Amounts reclassified Amounts recorded Total change Contract type Interest rate (a) $ (160) $ (2,279) $ (2,119) Foreign exchange (b) (118) (232) (114) Total $ (278) $ (2,511) $ (2,233) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 Amounts reclassified Amounts recorded Total change in OCI for period Contract type Interest rate (a) $ 272 $ (232) $ (504) Foreign exchange (b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2022 Amounts reclassified Amounts recorded Total change Contract type Interest rate (a) $ 169 $ (7,149) $ (7,318) Foreign exchange (b) (186) (548) (362) Total $ (17) $ (7,697) $ (7,680) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 Amounts reclassified Amounts recorded Total change Contract type Interest rate (a) $ 771 $ (1,871) $ (2,642) Foreign exchange (b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) (a) Primarily consists of hedges of LIBOR-indexed and SOFR-indexed floating-rate assets. Gains and losses were recorded in net interest income. (b) Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. The Firm did not experience any forecasted transactions that failed to occur for the three and nine months ended September 30, 2022 and 2021. Over the next 12 months, the Firm expects that approximately $(1.1) billion (after-tax) of net losses recorded in AOCI at September 30, 2022, related to cash flow hedges will be recognized in income. For cash flow hedges that have been terminated, the maximum length of time over which the derivative results recorded in AOCI will be recognized in earnings is approximately seven years, corresponding to the timing of the originally hedged forecasted cash flows. For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately six 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 pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2022 and 2021. Gains/(losses) recorded in income and other comprehensive income/(loss) 2022 2021 Three months ended September 30, Amounts recorded in income (a)(b) Amounts recorded in OCI Amounts recorded in income (a)(b) Amounts recorded in OCI Foreign exchange derivatives $ 26 $ 2,992 $ (73) $ 1,028 Gains/(losses) recorded in income and other comprehensive income/(loss) 2022 2021 Nine months ended September 30, Amounts recorded in income (a)(b) Amounts recorded in OCI Amounts recorded in income (a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (221) $ 6,850 $ (180) $ 1,958 (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. The Firm elects to record changes in fair value of these amounts directly in other income. (b) Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. The amounts reclassified for the nine months ended September 30, 2022 and three and nine months ended September 30, 2021 were not material. Refer to Note 19 for further information. Gains and losses on derivatives used for specified risk management purposes The following table presents pre-tax 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 mortgage commitments, warehouse loans, MSRs, wholesale lending exposures, and foreign currency-denominated assets and liabilities. Derivatives gains/(losses) Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Contract type Interest rate (a) $ (215) $ 320 $ (753) $ 822 Credit (b) (17) (14) 105 (81) Foreign exchange (c) (3) 14 (79) 82 Total $ (235) $ 320 $ (727) $ 823 (a) Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in mortgage commitments, 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 derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. Credit derivatives Refer to Note 5 of JPMorgan Chase’s 2021 Form 10-K for a more detailed discussion of credit derivatives. The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of September 30, 2022 and December 31, 2021. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notes Maximum payout/Notional amount September 30, 2022 (in millions) Protection sold Protection purchased with identical underlyings (c) Net protection (sold)/purchased (d) Other protection purchased (e) Credit derivatives Credit default swaps $ (558,532) $ 572,446 $ 13,914 $ 1,486 Other credit derivatives (a) (69,476) 87,111 17,635 17,761 Total credit derivatives (628,008) 659,557 31,549 19,247 Credit-related notes (b) — — — 7,691 Total $ (628,008) $ 659,557 $ 31,549 $ 26,938 Maximum payout/Notional amount December 31, 2021 (in millions) Protection sold Protection purchased with identical underlyings (c) Net protection (sold)/purchased (d) Other protection purchased (e) Credit derivatives Credit default swaps $ (443,481) $ 458,180 $ 14,699 $ 2,269 Other credit derivatives (a) (56,130) 79,586 23,456 13,435 Total credit derivatives (499,611) 537,766 38,155 15,704 Credit-related notes (b) — — — 9,437 Total $ (499,611) $ 537,766 $ 38,155 $ 25,141 (a) Other credit derivatives predominantly consist of credit swap options and total return swaps. (b) Represents Other protection purchased by CIB, primarily in its market-making businesses. (c) Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (d) Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (e) Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument. The following tables summarize the notional amounts by the ratings, maturity profile, and total fair value, of credit derivatives as of September 30, 2022, and December 31, 2021, 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 where JPMorgan Chase is the purchaser of protection are comparable to

Noninterest Revenue and Noninte

Noninterest Revenue and Noninterest Expense	9 Months Ended
	Sep. 30, 2022
Noninterest Income (Expense) [Abstract]
Noninterest Revenue and Noninterest Expense	Noninterest revenue and noninterest expense Noninterest revenue Refer to Note 6 of JPMorgan Chase’s 2021 Form 10-K for a discussion of the components of and accounting policies for the Firm’s noninterest revenue. Investment banking fees The following table presents the components of investment banking fees. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Underwriting Equity $ 271 $ 1,034 $ 743 $ 3,169 Debt 578 1,019 2,263 3,713 Total underwriting 849 2,053 3,006 6,882 Advisory 825 1,229 2,262 2,840 Total investment banking fees $ 1,674 $ 3,282 $ 5,268 $ 9,722 Principal transactions 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 in CIB and fund deployment activities in Treasury and CIO. Refer to Note 6 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 LOB. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Trading revenue by instrument type Interest rate (a) $ 1,092 $ 339 $ 1,937 $ 1,726 Credit (b) 488 496 1,224 (c) 2,525 Foreign exchange 1,398 648 4,147 2,287 Equity 1,868 1,863 6,426 6,449 Commodity 562 315 1,808 1,165 Total trading revenue 5,408 3,661 15,542 14,152 Private equity (losses) (25) (115) (64) (30) Principal transactions $ 5,383 $ 3,546 $ 15,478 $ 14,122 (a) Includes the impact of changes in funding valuation adjustments on derivatives. (b) Includes the impact of changes in credit valuation adjustments on derivatives, net of the associated hedging activities. (c) Includes net markdowns on held-for-sale positions, primarily unfunded commitments, in the bridge financing portfolio. Lending- and deposit-related fees The following table presents the components of lending- and deposit-related fees. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Lending-related fees $ 379 $ 374 $ 1,103 $ 1,102 Deposit-related fees 1,352 1,427 4,340 4,146 Total lending- and deposit-related fees $ 1,731 $ 1,801 $ 5,443 $ 5,248 Asset management, administration and commissions The following table presents the components of asset management, administration and commissions. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Asset management fees Investment management fees (a) $ 3,420 $ 3,554 $ 10,407 $ 10,232 All other asset management fees (b) 75 94 257 283 Total asset management fees 3,495 3,648 10,664 10,515 Total administration fees (c) 558 642 1,781 1,925 Commissions and other fees Brokerage commissions (d) 648 719 2,196 2,280 All other commissions and fees 368 248 1,030 760 Total commissions and fees 1,016 967 3,226 3,040 Total asset management, administration and commissions $ 5,069 $ 5,257 $ 15,671 $ 15,480 (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. (d) Represents commissions earned when the Firm acts as a broker, by facilitating its clients’ purchases and sales of securities and other financial instruments. Card income The following table presents the components of card income. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Interchange and merchant processing income $ 7,166 $ 6,117 $ 20,615 $ 16,959 Rewards costs and partner payments (5,747) (4,860) (16,258) (12,676) Other card income (a) (333) (252) (1,163) (281) Total card income $ 1,086 $ 1,005 $ 3,194 $ 4,002 (a) Predominantly represents the amortization of account origination costs and annual fees. Refer to Note 14 for further information on mortgage fees and related income. Refer to Note 16 for information on operating lease income included within other income . Noninterest expense Other expense Other expense on the Firm’s Consolidated statements of income includes the following: Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Legal expense $ 47 $ 76 $ 239 $ 289

Interest Income and Interest Ex

Interest Income and Interest Expense	9 Months Ended
	Sep. 30, 2022
Interest Income (Expense), Net [Abstract]
Interest Income and Interest Expense	Interest income and Interest expense Refer to Note 7 of JPMorgan Chase’s 2021 Form 10-K for a description of JPMorgan Chase’s accounting policies regarding interest income and interest expense. The following table presents the components of interest income and interest expense. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Interest income Loans (a) $ 13,985 $ 10,445 $ 36,244 $ 30,777 Taxable securities 2,696 1,553 6,964 4,735 Non-taxable securities (b) 236 262 726 809 Total investment securities (a) 2,932 1,815 7,690 5,544 Trading assets - debt instruments 2,390 1,682 6,206 5,175 Federal funds sold and securities purchased under resale agreements 1,413 231 2,353 639 Securities borrowed (c) 772 (73) 858 (240) Deposits with banks 3,015 174 4,332 342 All other interest-earning assets (d) 1,104 206 2,070 608 Total interest income $ 25,611 $ 14,480 $ 59,753 $ 42,845 Interest expense Interest-bearing deposits $ 3,159 $ 126 $ 4,239 $ 404 Federal funds purchased and securities loaned or sold under repurchase agreements 1,267 119 1,852 194 Short-term borrowings (e) 155 31 285 97 Trading liabilities – debt and all other interest-bearing liabilities (c)(f) 1,045 52 1,707 130 Long-term debt 2,405 1,054 5,042 3,244 Beneficial interest issued by consolidated VIEs 62 18 110 66 Total interest expense $ 8,093 $ 1,400 $ 13,235 $ 4,135 Net interest income $ 17,518 $ 13,080 $ 46,518 $ 38,710 Provision for credit losses 1,537 (1,527) 4,101 (7,968) Net interest income after provision for credit losses $ 15,981 $ 14,607 $ 42,417 $ 46,678 (a) Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts and net deferred fees/costs). (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c) Negative interest income is related to the impact of interest rates combined with the fees paid on client-driven securities borrowed balances. The negative interest expense related to prime brokerage customer payables is recognized in interest expense and reported within trading liabilities - debt and all other interest-bearing liabilities. (d) Includes interest earned on brokerage-related held-for-investment customer receivables, which are classified in accrued interest and accounts receivable, and all other interest-earning assets which are classified in other assets on the Consolidated balance sheets. (e) Includes commercial paper. (f) All other interest-bearing liabilities includes interest expense on brokerage-related customer payables.

Pension and Other Postretiremen

Pension and Other Postretirement Employee Benefit Plans	9 Months Ended
	Sep. 30, 2022
Retirement Benefits [Abstract]
Pension and Other Postretirement Employee Benefit Plans	Pension and other postretirement employee benefit plans Refer to Note 8 of JPMorgan Chase’s 2021 Form 10-K for a discussion of JPMorgan Chase’s pension and OPEB plans. The following table presents the net periodic benefit costs reported in the Consolidated statements of income for the Firm’s defined benefit pension, defined contribution and OPEB plans. (in millions) Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Pension and OPEB plans Pension and OPEB plans Total net periodic defined benefit plan cost/(credit) $ (11) (a) $ (65) $ (150) (a) $ (184) Total defined contribution plans 353 327 1,054 998 Total pension and OPEB cost included in noninterest expense $ 342 $ 262 $ 904 $ 814 (a) Includes a $58 million pension settlement loss. At September 30, 2022 and December 31, 2021, the fair values of plan assets for the Firm’s defined benefit pension and OPEB plans were $19.4 billion and $25.7 billion, respectively. During the period ended September 30, 2022, a remeasurement of the Firm’s U.S. principal defined benefit plan was required as a result of a pension settlement. The remeasurement resulted in a reduction in the fair value of plan assets, reflecting market conditions at the time of remeasurement, and a reduction in the projected benefit obligation totaling $4.0 billion and $2.6 billion, respectively, resulting in a net decrease of $1.4 billion in accumulated other comprehensive income (pre-tax).

Employee Share-based Incentives

Employee Share-based Incentives	9 Months Ended
	Sep. 30, 2022
Share-Based Payment Arrangement [Abstract]
Employee Share-based Incentives	Employee share-based incentives Refer to Note 9 of JPMorgan Chase’s 2021 Form 10-K for a discussion of the accounting policies and other information relating to employee share-based incentives. The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Cost of prior grants of restricted stock units (“RSUs”), performance share units (“PSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods $ 292 $ 283 $ 941 $ 919 Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees 392 335 1,368 1,346 Total noncash compensation expense related to employee share-based incentive plans $ 684 $ 618 $ 2,309 $ 2,265 In the first quarter of 2022, in connection with its annual incentive grant for the 2021 performance year, the Firm granted 19 million RSUs and 720 thousand PSUs with weighted-average grant date fair values of $151.06 per RSU and $149.99 per PSU.

Investment Securities

Investment Securities	9 Months Ended
	Sep. 30, 2022
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Investment securities Investment securities consist of debt securities that are classified as AFS or HTM. Debt securities classified as trading assets are discussed in Note 2. Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO in connection with its asset-liability management activities. At September 30, 2022, 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 risk ratings). During the second quarter of 2022, the Firm transferred $73.2 billion of investment securities from AFS to HTM for capital management purposes. AOCI included pretax unrealized losses of $4.6 billion on the securities at the date of transfer. Refer to Note 10 of JPMorgan Chase’s 2021 Form 10-K for additional information regarding the investment securities portfolio. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. September 30, 2022 December 31, 2021 (in millions) Amortized cost (b)(c) Gross unrealized gains Gross unrealized losses Fair value Amortized cost (b)(c) Gross unrealized gains Gross unrealized losses Fair value Available-for-sale securities Mortgage-backed securities: U.S. GSEs and government agencies $ 60,338 $ 204 $ 7,211 $ 53,331 $ 72,800 $ 736 $ 993 $ 72,543 Residential: U.S. 1,644 — 103 1,541 2,128 38 2 2,164 Non-U.S. 3,235 6 20 3,221 3,882 25 1 3,906 Commercial 2,073 — 136 1,937 4,944 22 17 4,949 Total mortgage-backed securities 67,290 210 7,470 60,030 83,754 821 1,013 83,562 U.S. Treasury and government agencies 94,558 204 4,275 90,487 178,038 668 1,243 177,463 Obligations of U.S. states and municipalities 9,038 70 526 8,582 14,890 972 2 15,860 Non-U.S. government debt securities 15,200 17 616 14,601 16,163 92 46 16,209 Corporate debt securities 333 — 34 299 332 8 19 321 Asset-backed securities: Collateralized loan obligations 11,244 — 324 10,920 9,674 6 18 9,662 Other 3,256 19 54 3,221 5,403 47 2 5,448 Total available-for-sale securities 200,919 520 13,299 188,140 308,254 2,614 2,343 308,525 Held-to-maturity securities (a) Mortgage-backed securities: U.S. GSEs and government agencies 114,012 — 15,112 98,900 102,556 1,400 853 103,103 U.S. Residential 10,750 1 1,251 9,500 7,316 1 106 7,211 Commercial 10,311 1 791 9,521 3,730 11 54 3,687 Total mortgage-backed securities 135,073 2 17,154 117,921 113,602 1,412 1,013 114,001 U.S. Treasury and government agencies 218,614 — 19,502 199,112 185,204 169 2,103 183,270 Obligations of U.S. states and municipalities 19,387 6 1,529 17,864 13,985 453 44 14,394 Asset-backed securities: Collateralized loan obligations 54,566 — 2,049 52,517 48,869 75 22 48,922 Other 2,466 — 102 2,364 2,047 1 7 2,041 Total held-to-maturity securities 430,106 8 40,336 389,778 363,707 2,110 3,189 362,628 Total investment securities, net of allowance for credit losses $ 631,025 $ 528 $ 53,635 $ 577,918 $ 671,961 $ 4,724 $ 5,532 $ 671,153 (a) The Firm purchased $1.8 billion and $29.3 billion of HTM securities for the three and nine months ended September 30, 2022, respectively, and $15.9 billion and $79.0 billion for the three and nine months ended September 30, 2021, respectively. (b) The amortized cost of investment securities is reported net of allowance for credit losses of $61 million and $42 million at September 30, 2022 and December 31, 2021, respectively. (c) Excludes $2.1 billion and $1.9 billion of accrued interest receivables at September 30, 2022 and December 31, 2021, respectively. The Firm did not reverse through interest income any accrued interest receivables for the three and nine months ended September 30, 2022 and 2021. Refer to Note 10 of JPMorgan Chase’s 2021 Form 10-K for further discussion of accounting policies for accrued interest receivables on investment securities. AFS securities impairment The following tables present the fair value and gross unrealized losses by aging category for AFS securities at September 30, 2022 and December 31, 2021. The tables exclude U.S. Treasury and government agency securities and U.S. GSE and government agency MBS with unrealized losses of $11.5 billion and $2.2 billion, at September 30, 2022 and December 31, 2021, respectively; changes in the value of these securities are generally driven by changes in interest rates rather than changes in their credit profile given the explicit or implicit guarantees provided by the U.S. government. Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2022 (in millions) Fair value Gross Fair value Gross Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 1,426 $ 88 $ 103 $ 15 $ 1,529 $ 103 Non-U.S. 2,953 19 68 1 3,021 20 Commercial 1,674 106 263 30 1,937 136 Total mortgage-backed securities 6,053 213 434 46 6,487 259 Obligations of U.S. states and municipalities 4,243 493 61 33 4,304 526 Non-U.S. government debt securities 9,847 475 1,474 141 11,321 616 Corporate debt securities 174 4 125 30 299 34 Asset-backed securities: Collateralized loan obligations 8,271 244 2,510 80 10,781 324 Other 2,468 49 148 5 2,616 54 Total available-for-sale securities with gross unrealized losses $ 31,056 $ 1,478 $ 4,752 $ 335 $ 35,808 $ 1,813 Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2021 (in millions) Fair value Gross Fair value Gross Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 303 $ 1 $ 45 $ 1 $ 348 $ 2 Non-U.S. 133 1 — — 133 1 Commercial 2,557 5 349 12 2,906 17 Total mortgage-backed securities 2,993 7 394 13 3,387 20 Obligations of U.S. states and municipalities 120 2 — — 120 2 Non-U.S. government debt securities 5,060 37 510 9 5,570 46 Corporate debt securities 166 1 46 18 212 19 Asset-backed securities: Collateralized loan obligations 8,110 18 208 — 8,318 18 Other 89 — 178 2 267 2 Total available-for-sale securities with gross unrealized losses $ 16,538 $ 65 $ 1,336 $ 42 $ 17,874 $ 107 HTM securities – credit risk Credit quality indicator The primary credit quality indicator for HTM securities is the risk rating assigned to each security. At both September 30, 2022 and December 31, 2021, all HTM securities were rated investment grade and were current and accruing, with approximately 98% rated at least AA+. Allowance for credit losses on investment securities The allowance for credit losses on investment securities was $61 million and $73 million as of September 30, 2022 and 2021, respectively. Refer to Note 10 of JPMorgan Chase’s 2021 Form 10-K for further discussion of accounting policies for AFS and HTM securities. Selected impacts of investment securities on the Consolidated statements of income Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Realized gains $ 88 $ 60 $ 170 $ 481 Realized losses (1,047) (316) (1,676) (878) Investment securities losses $ (959) $ (256) $ (1,506) $ (397) Provision for credit losses $ 14 $ (14) $ 19 $ (5) Contractual maturities and yields The following table presents the amortized cost and estimated fair value at September 30, 2022, of JPMorgan Chase’s investment securities portfolio by contractual maturity. By remaining maturity Due in one Due after one year through five years Due after five years through 10 years Due after 10 years (b) Total Available-for-sale securities Mortgage-backed securities Amortized cost $ 1 $ 3,213 $ 4,107 $ 59,969 $ 67,290 Fair value 1 3,023 4,137 52,869 60,030 Average yield (a) 0.50 % 2.23 % 3.80 % 2.89 % 2.92 % U.S. Treasury and government agencies Amortized cost $ 20,409 $ 58,159 $ 9,753 $ 6,237 $ 94,558 Fair value 19,913 55,378 8,958 6,238 90,487 Average yield (a) 1.08 % 1.56 % 2.17 % 3.90 % 1.67 % Obligations of U.S. states and municipalities Amortized cost $ 18 $ 75 $ 622 $ 8,323 $ 9,038 Fair value 18 74 623 7,867 8,582 Average yield (a) 5.13 % 4.46 % 5.35 % 5.18 % 5.18 % Non-U.S. government debt securities Amortized cost $ 7,465 $ 3,475 $ 3,951 $ 309 $ 15,200 Fair value 7,456 3,340 3,492 313 14,601 Average yield (a) 2.83 % 2.76 % 1.24 % 2.10 % 2.39 % Corporate debt securities Amortized cost $ — $ 329 $ 13 $ — $ 342 Fair value — 286 13 — 299 Average yield (a) — % 12.88 % 4.09 % — % 12.54 % Asset-backed securities Amortized cost $ 104 $ 1,618 $ 3,512 $ 9,266 $ 14,500 Fair value 101 1,587 3,437 9,016 14,141 Average yield (a) 3.51 % 3.06 % 3.35 % 3.84 % 3.63 % Total available-for-sale securities Amortized cost $ 27,997 $ 66,869 $ 21,958 $ 84,104 $ 200,928 Fair value 27,489 63,688 20,660 76,303 188,140 Average yield (a) 1.56 % 1.75 % 2.59 % 3.30 % 2.46 % Held-to-maturity securities Mortgage-backed securities Amortized cost $ — $ 1,759 $ 11,828 $ 121,498 $ 135,085 Fair value — 1,616 10,235 106,070 117,921 Average yield (a) — % 2.19 % 2.43 % 2.84 % 2.80 % U.S. Treasury and government agencies Amortized cost $ 31,247 $ 120,211 $ 67,156 $ — $ 218,614 Fair value 30,802 112,245 56,065 — 199,112 Average yield (a) 0.53 % 0.69 % 1.27 % — % 0.84 % Obligations of U.S. states and municipalities Amortized cost $ — $ 84 $ 2,523 $ 16,821 $ 19,428 Fair value — 78 2,470 15,316 17,864 Average yield (a) — % 3.06 % 4.01 % 4.18 % 4.16 % Asset-backed securities Amortized cost $ — $ — $ 17,229 $ 39,802 $ 57,031 Fair value — — 16,867 38,014 54,881 Average yield (a) — % — % 3.26 % 3.25 % 3.25 % Total held-to-maturity securities Amortized cost $ 31,247 $ 122,054 $ 98,736 $ 178,121 $ 430,158 Fair value 30,802 113,939 85,637 159,400 389,778 Average yield (a) 0.53 % 0.71 % 1.83 % 3.06 % 1.93 % (a) 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. However, for certain callable debt securities, the average yield is calculated to the earliest call date. (b) Substantially all of the Firm’s U.S. residential MBS 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 nine years for agency residential MBS, and six years for both agency residential collateralized mortgage obligations and nonagency residential collateralized mortgage obligations.

Securities Financing Activities

Securities Financing Activities	9 Months Ended
	Sep. 30, 2022
Securities Financing Transactions Disclosures [Abstract]
Securities Financing Activities	Securities financing activities Refer to Note 11 of JPMorgan Chase’s 2021 Form 10-K for a discussion of accounting policies relating to securities financing activities. Refer to Note 3 for further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected. Refer to Note 23 for further information regarding assets pledged and collateral received in securities financing agreements. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2022 and December 31, 2021. When the Firm has obtained an appropriate legal opinion with respect to a 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 counterparty to reduce the economic exposure with the counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. September 30, 2022 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets (b) Net amounts (c) Assets Securities purchased under resale agreements $ 574,775 $ (272,911) $ 301,864 $ (289,549) $ 12,315 Securities borrowed 233,381 (40,165) 193,216 (139,178) 54,038 Liabilities Securities sold under repurchase agreements $ 505,755 $ (272,911) $ 232,844 $ (200,011) $ 32,833 Securities loaned and other (a) 51,645 (40,165) 11,480 (11,383) 97 December 31, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets (b) Net amounts (c) Assets Securities purchased under resale agreements $ 604,724 $ (343,093) $ 261,631 $ (245,588) $ 16,043 Securities borrowed 250,333 (44,262) 206,071 (154,599) 51,472 Liabilities Securities sold under repurchase agreements $ 532,899 $ (343,093) $ 189,806 $ (166,456) $ 23,350 Securities loaned and other (a) 52,610 (44,262) 8,348 (8,133) 215 (a) Includes securities-for-securities lending agreements of $5.9 billion and $5.6 billion at September 30, 2022 and December 31, 2021, respectively, accounted for at fair value, where the Firm is acting as lender. (b) 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 net asset or liability with that counterparty. (c) 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 September 30, 2022 and December 31, 2021, included $7.4 billion and $13.9 billion, respectively, of securities purchased under resale agreements; $48.3 billion and $46.4 billion, respectively, of securities borrowed; $31.3 billion and $21.6 billion, respectively, of securities sold under repurchase agreements; and $21 million and $198 million, respectively, of securities loaned and other. The tables below present as of September 30, 2022, and December 31, 2021 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance September 30, 2022 December 31, 2021 (in millions) Securities sold under repurchase agreements Securities loaned and other Securities sold under repurchase agreements Securities loaned and other Mortgage-backed securities U.S. GSEs and government agencies $ 52,178 $ — $ 37,046 $ — Residential - nonagency 1,871 — 1,508 — Commercial - nonagency 1,439 — 1,463 — U.S. Treasury, GSEs and government agencies 216,942 1,096 241,578 358 Obligations of U.S. states and municipalities 2,213 24 1,916 7 Non-U.S. government debt 158,424 1,383 174,971 1,572 Corporate debt securities 37,938 1,766 38,180 1,619 Asset-backed securities 2,524 — 1,211 — Equity securities 32,226 47,376 35,026 49,054 Total $ 505,755 $ 51,645 $ 532,899 $ 52,610 Remaining contractual maturity of the agreements Overnight and continuous Greater than September 30, 2022 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 209,161 $ 172,220 $ 43,427 $ 80,947 $ 505,755 Total securities loaned and other 50,090 476 3 1,076 51,645 Remaining contractual maturity of the agreements Overnight and continuous Greater than December 31, 2021 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 195,035 $ 231,171 $ 47,201 $ 59,492 $ 532,899 Total securities loaned and other 50,034 1,701 — 875 52,610 Transfers not qualifying for sale accounting At September 30, 2022, and December 31, 2021, the Firm held $295 million and $440 million, 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 short-term borrowings on the Consolidated balance sheets.

Loans

Loans	9 Months Ended
	Sep. 30, 2022
Receivables [Abstract]
Loans	Loans Loan accounting framework The accounting for a loan depends on management’s strategy for the loan. The Firm accounts for loans based on the following categories: • Originated or purchased loans held-for-investment (i.e., “retained”) • Loans held-for-sale • Loans at fair value Refer to Note 12 of JPMorgan Chase's 2021 Form 10-K for a detailed discussion of loans, including accounting policies. Refer to Note 3 of this Form 10-Q for further information on the Firm's elections of fair value accounting under the fair value option. Refer to Note 2 of this Form 10-Q for information on loans carried at fair value and classified as trading assets. Loan portfolio The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class. Consumer, excluding Credit card Wholesale (c)(d) • Residential real estate (a) • Auto and other (b) • Credit card loans • Secured by real estate • Commercial and industrial • Other (e) (a) Includes scored mortgage and home equity loans held in CCB and AWM, and scored mortgage loans held in CIB and Corporate. (b) Includes scored auto and business banking loans and overdrafts. (c) Includes loans held in CIB, CB, AWM, Corporate as well as risk-rated loans held in CCB, including business banking and auto dealer loans for which the wholesale methodology is applied when determining the allowance for loan losses. (d) The wholesale portfolio segment's classes align with loan classifications as defined by the bank regulatory agencies, based on the loan's collateral, purpose, and type of borrower. (e) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2021 Form 10-K for more information on SPEs. The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2022 Consumer, excluding credit card Credit card Wholesale Total (a)(b) (in millions) Retained $ 301,403 $ 170,462 $ 596,208 $ 1,068,073 Held-for-sale 682 — 2,391 3,073 At fair value 11,711 — 29,776 41,487 Total $ 313,796 $ 170,462 $ 628,375 $ 1,112,633 December 31, 2021 Consumer, excluding credit card Credit card Wholesale Total (a)(b) (in millions) Retained $ 295,556 $ 154,296 $ 560,354 $ 1,010,206 Held-for-sale 1,287 — 7,401 8,688 At fair value 26,463 — 32,357 58,820 Total $ 323,306 $ 154,296 $ 600,112 $ 1,077,714 (a) Excludes $4.0 billion and $2.7 billion of accrued interest receivables at September 30, 2022, and December 31, 2021, respectively. The Firm wrote off accrued interest receivables of $8 million and $10 million for the three months ended September 30, 2022 and 2021, respectively, and $27 million and $30 million for the nine months ended September 30, 2022 and 2021, respectively. Prior-period amounts have been revised to conform with the current presentation. (b) Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2022, and December 31, 2021. The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 2022 2021 Three months ended September 30, Consumer, excluding Credit card Wholesale Total Consumer, excluding Credit card Wholesale Total Purchases $ 447 (b)(c) $ — $ 462 $ 909 $ 101 (b)(c) $ — $ 245 $ 346 Sales 2,755 — 11,226 13,981 — — 7,826 7,826 Retained loans reclassified to held-for-sale (a) 47 — 343 390 522 — 397 919 2022 2021 Nine months ended September 30, Consumer, excluding Credit card Wholesale Total Consumer, excluding Credit card Wholesale Total Purchases $ 1,539 (b)(c) $ — $ 856 $ 2,395 $ 403 (b)(c) $ — $ 772 $ 1,175 Sales 2,884 — 32,938 35,822 181 — 22,307 22,488 Retained loans reclassified to held-for-sale (a) 189 — 1,031 1,220 771 — 2,061 2,832 (a) Reclassifications of loans to held-for-sale are non-cash transactions. (b) Predominantly includes purchases of residential real estate loans, including the Firm’s voluntary repurchases of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines for the three and nine months ended September 30, 2022 and 2021. 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, FHA, RHS, and/or VA. (c) Excludes purchases of retained loans of $2.4 billion and $7.3 billion for the three months ended September 30, 2022 and 2021, respectively, and $11.6 billion and $19.3 billion for the nine months ended September 30, 2022 and 2021, respectively, which are predominantly sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Gains and losses on sales of loans Net gains/(losses) on sales of loans and lending-related commitments (including adjustments to record loans and lending-related commitments held-for-sale at the lower of cost or fair value) recognized in noninterest revenue for the three and nine months ended September 30, 2022 was $68 million and $(246) million, respectively, of which $(48) million and $(80) million, respectively, related to loans. Net gains/(losses) on sales of loans and lending-related commitments for the three and nine months ended September 30, 2021 was $31 million and $225 million, respectively, of which $30 million and $211 million, respectively, related to loans. In addition, the sale of loans may also result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. Consumer, excluding credit card loan portfolio Consumer loans, excluding credit card loans, consist primarily of scored residential mortgages, home equity loans and lines of credit, auto and business banking 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 following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, December 31, Residential real estate $ 237,771 $ 224,795 Auto and other (a) 63,632 70,761 Total retained loans $ 301,403 $ 295,556 (a) At September 30, 2022 and December 31, 2021, included $791 million and $5.4 billion of loans, respectively, in Business Banking under the PPP. Delinquency rates are the primary credit quality indicator for consumer loans. Refer to Note 12 of JPMorgan Chase's 2021 Form 10-K for further information on consumer credit quality indicators. Residential real estate The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. (in millions, except ratios) September 30, 2022 Term loans by origination year (d) Revolving loans Total 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Loan delinquency (a)(b) Current $ 36,439 $ 66,675 $ 43,962 $ 15,683 $ 6,486 $ 51,174 $ 5,747 $ 10,119 $ 236,285 30–149 days past due 8 12 13 18 15 517 12 185 780 150 or more days past due — — 4 11 7 494 4 186 706 Total retained loans $ 36,447 $ 66,687 $ 43,979 $ 15,712 $ 6,508 $ 52,185 $ 5,763 $ 10,490 $ 237,771 % of 30+ days past due to total retained loans (c) 0.02 % 0.02 % 0.04 % 0.18 % 0.34 % 1.89 % 0.28 % 3.54 % 0.61 % (in millions, except ratios) December 31, 2021 Term loans by origination year (d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency (a)(b) Current $ 68,742 $ 48,334 $ 18,428 $ 7,929 $ 11,684 $ 49,147 $ 6,392 $ 11,807 $ 222,463 30–149 days past due 13 23 27 27 22 578 11 182 883 150 or more days past due — 11 21 25 33 1,069 6 284 1,449 Total retained loans $ 68,755 $ 48,368 $ 18,476 $ 7,981 $ 11,739 $ 50,794 $ 6,409 $ 12,273 $ 224,795 % of 30+ days past due to total retained loans (c) 0.02 % 0.07 % 0.26 % 0.65 % 0.47 % 3.18 % 0.27 % 3.80 % 1.02 % (a) At September 30, 2022 and December 31, 2021, individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $27 million and $35 million; 30–149 days past due included $11 million for both periods; and 150 or more days past due included $15 million and $20 million, respectively. (b) At September 30, 2022 and December 31, 2021, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (c) At September 30, 2022 and December 31, 2021, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $26 million and $31 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (d) Purchased loans are included in the year in which they were originated. Approximately 37% of the total revolving loans are senior lien loans; the remaining balance are junior lien loans. The lien position the Firm holds is considered in the Firm’s allowance for credit losses. Revolving loans that have been converted to term loans have higher delinquency rates than those that are still 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 revolving loans within the revolving period. Nonaccrual loans and other credit quality indicators The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. (in millions, except weighted-average data) September 30, 2022 December 31, 2021 Nonaccrual loans (a)(b)(c)(d) $ 3,797 $ 4,759 90 or more days past due and government guaranteed (e) 17 24 Current estimated LTV ratios (f)(g)(h) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 3 $ 2 Less than 660 1 2 101% to 125% and refreshed FICO scores: Equal to or greater than 660 40 37 Less than 660 4 15 80% to 100% and refreshed FICO scores: Equal to or greater than 660 4,047 2,701 Less than 660 63 89 Less than 80% and refreshed FICO scores: Equal to or greater than 660 222,577 209,295 Less than 660 8,736 9,658 No FICO/LTV available 2,247 2,930 U.S. government-guaranteed 53 66 Total retained loans $ 237,771 $ 224,795 Weighted average LTV ratio (f)(i) 48 % 50 % Weighted average FICO (g)(i) 768 765 Geographic region (j) California $ 73,200 $ 71,383 New York 34,518 32,545 Florida 18,727 16,182 Texas 15,011 13,865 Illinois 11,411 11,565 Colorado 9,887 8,885 Washington 9,019 8,292 New Jersey 7,122 6,832 Massachusetts 6,370 6,105 Connecticut 5,465 5,242 All other (k) 47,041 43,899 Total retained loans $ 237,771 $ 224,795 (a) I ncludes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs 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 September 30, 2022, approximately 5% of Chapter 7 residential real estate loans were 30 days or more past due. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral improves subsequent to charge down, the related allowance may be negative. (c) Interest income on nonaccrual loans recognized on a cash basis was $42 million and $41 million and $132 million and $127 million for the three and nine months ended September 30, 2022 and 2021, respectively. (d) Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. (e) These balances are 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 September 30, 2022 and December 31, 2021, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2022 and December 31, 2021. (f) 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. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (g) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (h) Includes residential real estate loans, primarily held in LLCs in AWM that did not have a refreshed FICO score. These loans have been included in a FICO band based on management’s estimation of the borrower’s credit quality. (i) Excludes loans with no FICO and/or LTV data available. (j) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2022. (k) At September 30, 2022 and December 31, 2021, included mortgage loans insured by U.S. government agencies of $53 million and $66 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. Loan modifications Modifications of residential real estate loans where the Firm grants concessions to borrowers who are experiencing financial difficulty are generally accounted for and reported as TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. The carrying value of new TDRs was $80 million and $116 million for the three months ended September 30, 2022 and 2021, respectively, and $313 million and $674 million for the nine months ended September 30, 2022 and 2021, respectively. There were no additional commitments to lend to borrowers whose residential real estate loans have been modified in TDRs. Nature and extent of modifications The Firm’s proprietary modification programs as well as government programs, including U.S. GSE programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and delays 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 were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt and loans with short-term or other insignificant modifications that are not considered concessions. Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Number of loans approved for a trial modification 820 1,448 3,258 4,014 Number of loans permanently modified 784 917 3,615 3,817 Concession granted: (a) Interest rate reduction 47 % 75 % 54 % 74 % Term or payment extension 61 64 65 49 Principal and/or interest deferred 9 19 11 24 Principal forgiveness — 1 1 2 Other (b) 46 24 38 39 (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. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (b) Includes variable interest rate to fixed interest rate modifications and payment delays that meet the definition of a TDR. 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 under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt and loans with short-term or other insignificant modifications that are not considered concessions. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.39 % 4.65 % 4.65 % 4.55 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.52 2.89 3.34 2.91 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 20 23 22 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 37 38 37 Charge-offs recognized upon permanent modification $ — $ — $ 1 $ — Principal deferred 4 5 15 23 Principal forgiven — — 1 1 Balance of loans that redefaulted within one year of permanent modification (a) $ 33 $ 52 $ 103 $ 97 (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 will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. At September 30, 2022, the weighted-average estimated remaining lives of residential real estate loans permanently modified in TDRs were six years. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations). Active and suspended foreclosure At September 30, 2022 and December 31, 2021, the Firm had residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $676 million and $619 million, respectively, that were not included in REO, but were in the process of active or suspended foreclosure. Auto and other The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. September 30, 2022 (in millions, except ratios) Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loan delinquency Current $ 17,530 $ 22,540 (b) $ 12,815 (b) $ 4,687 $ 1,892 $ 862 $ 2,291 $ 66 $ 62,683 30–119 days past due 164 502 86 63 34 21 15 3 888 120 or more days past due — — 53 — — 1 5 2 61 Total retained loans $ 17,694 $ 23,042 $ 12,954 $ 4,750 $ 1,926 $ 884 $ 2,311 $ 71 $ 63,632 % of 30+ days past due to total retained loans (a) 0.93 % 0.87 % 0.63 % 1.33 % 1.77 % 2.49 % 0.87 % 7.04 % 0.93 % December 31, 2021 (in millions, except ratios) Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency Current $ 35,323 (c) $ 18,324 (c) $ 7,443 $ 3,671 $ 1,800 $ 666 $ 2,242 $ 120 $ 69,589 30–119 days past due 192 720 88 53 31 21 12 6 1,123 120 or more days past due — 35 — — 1 1 5 7 49 Total retained loans $ 35,515 $ 19,079 $ 7,531 $ 3,724 $ 1,832 $ 688 $ 2,259 $ 133 $ 70,761 % of 30+ days past due to total retained loans (a) 0.54 % 0.47 % 1.17 % 1.42 % 1.75 % 3.20 % 0.75 % 9.77 % 0.71 % (d) (a) At September 30, 2022 and December 31, 2021, auto and other loans excluded $358 million and $667 million, respectively, of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. (b) Includes $653 million of loans originated in 2021 and $138 million of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (c) Includes $4.4 billion of loans originated in 2021 and $1.0 billion of loans originated in 2020 in Business Banking under the PPP. (d) Prior-period amount has been revised to conform with the current presentation. Nonaccrual and other credit quality indicators The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. (in millions) Total Auto and other September 30, 2022 December 31, 2021 Nonaccrual loans (a)(b)(c) $ 120 $ 119 Geographic region (d) California $ 9,904 $ 11,163 Texas 7,233 7,859 Florida 4,792 4,901 New York 4,401 5,848 Illinois 2,762 2,930 New Jersey 2,219 2,355 Pennsylvania 1,843 2,004 Georgia 1,698 1,748 Louisiana 1,615 1,801 Arizona 1,590 1,887 All other 25,575 28,265 Total retained loans $ 63,632 $ 70,761 (a) At September 30, 2022 and December 31, 2021, nonaccrual loans excluded $57 million and $506 million, respectively, of PPP loans 90 or more days past due and guaranteed by the SBA, of which $53 million and $35 million, respectively, were no longer accruing interest based on the guidelines set by the SBA. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting the guidelines set by the SBA. There were no loans that were not guaranteed by the SBA that are 90 or more days past due and still accruing interest at September 30, 2022 and December 31, 2021. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral improves subsequent to the charge down, the related allowance may be negative. (c) Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2022 and 2021 . (d) The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2022. Loan modifications Certain auto and other loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. Credit card loan portfolio The credit card portfolio segment includes credit card loans originated and purchased by the Firm. Delinquency rates are the primary credit quality indicator for credit card loans. Refer to Note 12 of JPMorgan Chase's 2021 Form 10-K for further information on the credit card loan portfolio, including credit quality indicators. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. (in millions, except ratios) September 30, 2022 Within the revolving period Converted to term loans (a) Total Loan delinquency Current and less than 30 days past due $ 167,654 $ 707 $ 168,361 30–89 days past due and still accruing 1,078 59 1,137 90 or more days past due and still accruing 936 28 964 Total retained loans $ 169,668 $ 794 $ 170,462 Loan delinquency ratios % of 30+ days past due to total retained loans 1.19 % 10.96 % 1.23 % % of 90+ days past due to total retained loans 0.55 3.53 0.57 (in millions, except ratios) December 31, 2021 Within the revolving period Converted to term loans (a) Total Loan delinquency Current and less than 30 days past due $ 151,798 $ 901 $ 152,699 30–89 days past due and still accruing 770 59 829 90 or more days past due and still accruing 741 27 768 Total retained loans $ 153,309 $ 987 $ 154,296 Loan delinquency ratios % of 30+ days past due to total retained loans 0.99 % 8.71 % 1.04 % % of 90+ days past due to total retained loans 0.48 2.74 0.50 (a) Represents TDRs. Other credit quality indicators The following table provides information on other credit quality indicators for retained credit card loans. (in millions, except ratios) September 30, 2022 December 31, 2021 Geographic region (a) California $ 25,811 $ 23,030 Texas 17,672 15,879 New York 14,085 12,652 Florida 11,702 10,412 Illinois 9,402 8,530 New Jersey 7,078 6,367 Ohio 5,325 4,923 Colorado 5,124 4,573 Pennsylvania 5,033 4,708 Michigan 4,112 3,773 All other 65,118 59,449 Total retained loans $ 170,462 $ 154,296 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 87.2 % 88.5 % Less than 660 12.6 11.3 No FICO available 0.2 0.2 (a) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2022. Loan modifications The Firm may offer loan modification programs granting concessions to credit card borrowers who are experiencing financial difficulty. The Firm grants concessions for most of the credit card loans under long-term programs. These modifications involve placing the customer on a fixed payment plan, generally for 60 months, and typically include reducing the interest rate on the credit card. Substantially all modifications under the Firm’s long-term programs are considered to be TDRs. Loans with short-term or other insignificant modifications that are not considered concessions are not TDRs. If the cardholder does not comply with the modified payment terms, then the credit card loan continues to age and will ultimately be charged-off in accordance with the Firm’s standard charge-off policy. In most cases, the Firm does not reinstate the borrower’s line of credit. 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. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. (in millions, except Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Balance of new TDRs (a) $ 111 $ 82 $ 274 $ 315 Weighted-average interest rate of loans – before TDR 20.26 % 17.75 % 19.19 % 17.79 % Weighted-average interest rate of loans – after TDR 3.81 5.15 4.37 5.19 Balance of loans that redefaulted within one year of modification (b) $ 9 $ 13 $ 26 $ 45 (a) Represents the outstanding balance prior to modification. (b) 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 loan portfolio Wholesale loans include loans made to a variety of clients, ranging from large corporate and institutional clients, to small businesses and high-net-worth individuals. The primary credit quality indicator for wholesale loans is the internal risk rating assigned to each loan. Refer to Note 12 of JPMorgan Chase’s 2021 Form 10-K for further information on these risk ratings. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. Secured by real estate Commercial and industrial Other (b) Total retained loans (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loans by risk ratings Investment-grade $ 98,149 $ 92,369 $ 78,303 $ 75,783 $ 246,840 $ 241,859 $ 423,292 $ 410,011 Noninvestment-grade: Noncriticized 23,599 22,495 77,270 62,039 56,962 52,440 157,831 136,974 Criticized performing 3,156 3,645 8,976 6,900 1,071 770 13,203 11,315 Criticized nonaccrual (a) 235 326 944 969 703 759 1,882 2,054 Total noninvestment-grade 26,990 26,466 87,190 69,908 58,736 53,969 172,916 150,343 Total retained loans $ 125,139 $ 118,835 $ 165,493 $ 145,691 $ 305,576 $ 295,828 $ 596,208 $ 560,354 % of investment-grade to total retained loans 78.43 % 77.73 % 47.31 % 52.02 % 80.78 % 81.76 % 71.00 % 73.17 % % of total criticized to total retained loans 2.71 3.34 5.99 5.40 0.58 0.52 2.53 2.39 % of criticized nonaccrual to total retained loans 0.19 0.27 0.57 0.67 0.23 0.26 0.32 0.37 (a) At September 30, 2022 and December 31, 2021 nonaccrual loans excluded $28 million and $127 million, respectively, of PPP loans 90 or more days past due and guaranteed by the SBA, predominantly in commercial and industrial. (b) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2021 Form 10-K for more information on SPEs. Secured by real estate (in millions) September 30, 2022 Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 20,077 $ 22,610 $ 14,930 $ 14,995 $ 5,985 $ 18,503 $ 1,042 $ 7 $ 98,149 Noninvestment-grade 4,862 5,415 3,278 3,763 2,560 6,280 830 2 26,990 Total retained loans $ 24,939 $ 28,025 $ 18,208 $ 18,758 $ 8,545 $ 24,783 $ 1,872 $ 9 $ 125,139 Secured by real estate (in millions) December 31, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 23,346 $ 16,030 $ 17,265 $ 8,103 $ 7,325 $ 19,066 $ 1,226 $ 8 $ 92,369 Noninvestment-grade 5,364 3,826 4,564 3,806 2,834 5,613 458 1 26,466 Total retained loans $ 28,710 $ 19,856 $ 21,829 $ 11,909 $ 10,159 $ 24,679 $ 1,684 $ 9 $ 118,835 Commercial and industrial (in millions) September 30, 2022 Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 18,514 $ 9,621 $ 3,722 $ 2,186 $ 940 $ 1,233 $ 41,991 $ 96 $ 78,303 (a) Noninvestment-grade 19,371 13,289 3,820 3,097 803 975 45,755 80 87,190 Total retained loans $ 37,885 $ 22,910 $ 7,542 $ 5,283 $ 1,743 $ 2,208 $ 87,746 $ 176 $ 165,493 Commercial and industrial (in millions) December 31, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 21,342 $ 6,268 $ 3,609 $ 1,269 $ 1,108 $ 819 $ 41,367 $ 1 $ 75,783 (b) Noninvestment-grade

Allowance for Credit Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2022
Credit Loss [Abstract]
Allowance for Credit Losses	Allowance for credit losses The Firm's allowance for credit losses represents management's estimate of expected credit losses over the remaining expected life of the Firm's financial assets measured at amortized cost and certain off-balance sheet lending-related commitments. Refer to Note 13 of JPMorgan Chase's 2021 Form 10-K for a detailed discussion of the allowance for credit losses and the related accounting policies. Allowance for credit losses and related information The table below summarizes information about the allowances for credit losses and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2021 Form 10-K and Note 9 of this Form 10-Q for further information on the allowance for credit losses on investment securities. 2022 2021 Nine months ended September 30, Consumer, excluding Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 1,765 $ 10,250 $ 4,371 $ 16,386 $ 3,636 $ 17,800 $ 6,892 $ 28,328 Gross charge-offs 590 2,294 232 3,116 452 2,957 187 3,596 Gross recoveries collected (441) (616) (93) (1,150) (470) (724) (87) (1,281) Net charge-offs/(recoveries) 149 1,678 139 1,966 (18) 2,233 100 2,315 Provision for loan losses 202 1,828 1,733 3,763 (1,778) (3,917) (2,162) (7,857) Other 1 — 1 2 (2) — (4) (6) Ending balance at September 30 $ 1,819 $ 10,400 $ 5,966 $ 18,185 $ 1,874 $ 11,650 $ 4,626 $ 18,150 Allowance for lending-related commitments Beginning balance at January 1, $ 113 $ — $ 2,148 $ 2,261 $ 187 $ — $ 2,222 $ 2,409 Provision for lending-related commitments (36) — 325 289 (45) — (61) (106) Other — — 1 1 — — 2 2 Ending balance at September 30 $ 77 $ — $ 2,474 $ 2,551 $ 142 $ — $ 2,163 $ 2,305 Total allowance for investment securities NA NA NA 61 NA NA NA 73 Total allowance for credit losses (a) $ 1,896 $ 10,400 $ 8,440 $ 20,797 $ 2,016 $ 11,650 $ 6,789 $ 20,528 Allowance for loan losses by impairment methodology Asset-specific (b) $ (702) $ 218 $ 450 $ (34) $ (571) $ 383 $ 357 $ 169 Portfolio-based 2,521 10,182 5,516 18,219 2,445 11,267 4,269 17,981 Total allowance for loan losses $ 1,819 $ 10,400 $ 5,966 $ 18,185 $ 1,874 $ 11,650 $ 4,626 $ 18,150 Loans by impairment methodology Asset-specific (b) $ 12,218 $ 794 $ 2,282 $ 15,294 $ 14,464 $ 1,083 $ 2,330 $ 17,877 Portfolio-based 289,185 169,668 593,926 1,052,779 283,844 142,083 530,456 956,383 Total retained loans $ 301,403 $ 170,462 $ 596,208 $ 1,068,073 $ 298,308 $ 143,166 $ 532,786 $ 974,260 Collateral-dependent loans Net charge-offs $ (29) $ — $ 13 $ (16) $ 26 $ — $ 9 $ 35 Loans measured at fair value of collateral less cost to sell 3,718 — 537 4,255 4,460 — 364 4,824 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 84 $ 84 $ — $ — $ 129 $ 129 Portfolio-based 77 — 2,390 2,467 142 — 2,034 2,176 Total allowance for lending-related commitments (c) $ 77 $ — $ 2,474 $ 2,551 $ 142 $ — $ 2,163 $ 2,305 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 470 $ 470 $ — $ — $ 641 $ 641 Portfolio-based (d) 22,259 — 452,530 474,789 36,819 — 457,548 494,367 Total lending-related commitments $ 22,259 $ — $ 453,000 $ 475,259 $ 36,819 $ — $ 458,189 $ 495,008 (a) At September 30, 2022 excludes an allowance for credit losses associated with certain accounts receivable in CIB of $30 million. (b) Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific allowance for credit card loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (c) The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (d) At September 30, 2022 and 2021, lending-related commitments excluded $12.6 billion and $19.9 billion, respectively, for the consumer, excluding credit card portfolio segment; $798.9 billion and $710.6 billion, respectively, for the credit card portfolio segment; and $20.0 billion and $41.0 billion, respectively, for the wholesale portfolio segment, which were not subject to the allowance for lending-related commitments. Discussion of changes in the allowance The allowance for credit losses as of September 30, 2022 was $20.8 billion, reflecting a net addition of $2.1 billion from December 31, 2021, consisting of: $1.9 billion in wholesale and $168 million in consumer. The net addition to the wholesale allowance resulted from: • loan growth predominantly in CB and CIB, and • changes to the Firm's macroeconomic forecast reflecting – updates to the Firm's macroeconomic scenarios including an increasing forecasted unemployment rate and deterioration in the equity market indices, and – the impact of the increased weight placed on the adverse scenarios beginning in the first quarter of 2022, due to the effects associated with higher inflation, changes in monetary policy, and geopolitical risks, including the war in Ukraine. The increase in the consumer allowance was driven by Card, reflecting a net addition to the allowance for loan losses resulting from higher outstanding balances predominantly offset by a reduction related to a decrease in uncertainty associated with borrower behavior as the effects of the pandemic gradually recede. The Firm's allowance for credit losses is estimated using a weighted average of five internally developed macroeconomic scenarios. The adverse scenarios incorporate more punitive macroeconomic factors than the central case assumptions provided in the table below, resulting in a weighted average U.S. unemployment rate peaking at 5.0% in the third quarter of 2023, and a 1.6% lower U.S. real GDP exiting the fourth quarter of 2023. The Firm’s central case assumptions reflected U.S. unemployment rates and U.S. real GDP as follows: Assumptions at September 30, 2022 4Q22 2Q23 4Q23 U.S. unemployment rate (a) 3.8 % 3.9 % 3.9 % YoY growth in U.S. real GDP (b) — % 1.4 % 1.2 % Assumptions at December 31, 2021 2Q22 4Q22 2Q23 U.S. unemployment rate (a) 4.2 % 4.0 % 3.9 % YoY growth in U.S. real GDP (b) 3.1 % 2.8 % 2.1 % (a) Reflects quarterly average of forecasted U.S. unemployment rate. (b) As of September 30, 2022, the year over year growth in U.S. real GDP in the forecast horizon of the central scenario is calculated as the percent change in U.S. real GDP levels from the prior year. Subsequent changes to this forecast and related estimates will be reflected in the provision for credit losses in future periods. Refer to Note 13 and Note 10 of JPMorgan Chase's 2021 Form 10-K for a description of the policies, methodologies and judgments used to determine the Firm’s allowances for credit losses on loans, lending-related commitments, and investment securities. Refer to Consumer Credit Portfolio on pages 59-63, Wholesale Credit Portfolio on pages 64-72 and Note 11 for additional information on the consumer and wholesale credit portfolios. Refer to Critical Accounting Estimates Used by the Firm on pages 85-87 for further information on the allowance for credit losses and related management judgments.

Variable Interest Entities

Variable Interest Entities	9 Months Ended
	Sep. 30, 2022
Variable Interest Entities [Abstract]
Variable Interest Entities	Variable interest entities Refer to Note 1 of JPMorgan Chase’s 2021 Form 10-K for a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs. Refer to Note 14 of JPMorgan Chase's 2021 Form 10-K for a detailed discussion of VIEs, including the Firm’s accounting policies regarding securitizations. The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. The Firm considers a “Firm-sponsored” VIE to include any entity where: (1) JPMorgan Chase is the primary beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit. Line of Business Transaction Type Activity Form 10-Q page references CCB Credit card securitization trusts Securitization of originated credit card receivables 154 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 154-156 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 154-156 Multi-seller conduits Assisting clients in accessing the financial markets in a cost-efficient manner and structuring transactions to meet investor needs 156 Municipal bond vehicles Financing of municipal bond investments 156 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties. Refer to pages 157-159 of this Note for more information on consolidated VIE assets and liabilities as well as the VIEs sponsored by third parties. Significant Firm-sponsored VIEs Credit card securitizations 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 trust, the Chase Issuance Trust. Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer 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. The following tables present 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 (including amounts required to be held pursuant to credit risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) September 30, 2022 (in millions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 56,227 $ 776 $ 47,632 $ 645 $ 1,881 $ — $ 2,526 Subprime 10,063 — 4,589 6 — — 6 Commercial and other (b) 164,009 — 119,387 587 5,282 643 6,512 Total $ 230,299 $ 776 $ 171,608 $ 1,238 $ 7,163 $ 643 $ 9,044 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2021 (in millions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 55,085 $ 942 $ 47,029 $ 974 $ 684 $ 95 $ 1,753 Subprime 10,966 27 10,115 2 — — 2 Commercial and other (b) 150,694 — 93,698 671 3,274 506 4,451 Total $ 216,745 $ 969 $ 150,842 $ 1,647 $ 3,958 $ 601 $ 6,206 (a) Excludes U.S. GSEs and government agency securitizations and re-securitizations, which are not Firm-sponsored. (b) Consists of securities backed by commercial real estate loans and non-mortgage-related consumer receivables. (c) Excludes the following: retained servicing; securities retained from loan sales and securitization activity related to U.S. GSEs and government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities; senior and subordinated securities of $252 million and $159 million, respectively, at September 30, 2022, and $145 million and $36 million, respectively, at December 31, 2021, which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of September 30, 2022 and December 31, 2021, 86% and 79%, respectively, of the Firm’s retained securitization interests, which are predominantly carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $2.5 billion and $1.6 billion of investment-grade retained interests, and $26 million and $131 million of noninvestment-grade retained interests at September 30, 2022, and December 31, 2021, respectively. The retained interests in commercial and other securitization trusts consisted of $5.4 billion and $3.5 billion of investment-grade retained interests, and $1.1 billion and $929 million of noninvestment-grade retained interests at September 30, 2022 and December 31, 2021, respectively. Residential mortgage The Firm securitizes residential mortgage loans originated by CCB, as well as residential mortgage loans purchased from third parties by either CCB or CIB. 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. Re-securitizations The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Transfers of securities to VIEs U.S. GSEs and government agencies $ 1,417 $ 11,258 $ 14,866 $ 43,157 The Firm did not transfer any private label securities to re-securitization VIEs during the three and nine months ended September 30, 2022 and 2021, respectively and retained interests in any such Firm-sponsored VIEs as of September 30, 2022 and December 31, 2021 were not material. The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated (in millions) September 30, 2022 December 31, 2021 U.S. GSEs and government agencies Interest in VIEs $ 2,138 $ 1,947 As of September 30, 2022, and December 31, 2021, the Firm did not consolidate any U.S. GSE and government agency re-securitization VIEs or any Firm-sponsored private-label re-securitization VIEs. Multi-seller conduits 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 $12.5 billion and $13.7 billion of the commercial paper issued by the Firm-administered multi-seller conduits at September 30, 2022, and December 31, 2021, respectively, which have been eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. Other than the amounts required to be held pursuant to credit risk retention rules, 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 commitments were $11.5 billion and $13.4 billion at September 30, 2022, and December 31, 2021, respectively, and are reported as off-balance sheet lending-related commitments in other unfunded commitments to extend credit. Refer to Note 22 for more information on off-balance sheet lending-related commitments. Municipal bond vehicles Municipal bond vehicles or tender option bond (“TOB”) trusts allow institutions to finance their municipal bond investments at short-term rates. TOB transactions are known as customer TOB trusts and non-customer TOB trusts. Customer TOB trusts are sponsored by a third party. The Firm serves as sponsor for all non-customer TOB transactions. Consolidated VIE assets and liabilities The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of September 30, 2022, and December 31, 2021. Assets Liabilities September 30, 2022 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total VIE program type Firm-sponsored credit card trusts $ — $ 9,186 $ 93 $ 9,279 $ 1,996 $ 3 $ 1,999 Firm-administered multi-seller conduits — 20,803 134 20,937 8,500 40 8,540 Municipal bond vehicles 1,991 — 7 1,998 1,436 5 1,441 Mortgage securitization entities (a) — 798 12 810 147 69 216 Other — 810 (b) 316 1,126 — 157 157 Total $ 1,991 $ 31,597 $ 562 $ 34,150 $ 12,079 $ 274 $ 12,353 Assets Liabilities December 31, 2021 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total VIE program type Firm-sponsored credit card trusts $ — $ 11,108 $ 102 $ 11,210 $ 2,397 $ 1 $ 2,398 Firm-administered multi-seller conduits 1 19,883 71 19,955 6,198 41 6,239 Municipal bond vehicles 2,009 — 2 2,011 1,976 — 1,976 Mortgage securitization entities (a) — 955 32 987 179 85 264 Other — 1,078 (b) 283 1,361 — 118 118 Total $ 2,010 $ 33,024 $ 490 $ 35,524 $ 10,750 $ 245 $ 10,995 (a) Includes residential and commercial mortgage securitizations. (b) Primarily includes purchased supply chain finance receivables and purchased auto loan securitizations in CIB. (c) Includes assets classified as cash and other assets on 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 assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (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 VIEs”. The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $2.1 billion and $2.6 billion at September 30, 2022, and December 31, 2021, respectively. (f) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. 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 generally does not consolidate the VIE, but it records and reports these positions on its Consolidated balance sheets in the same manner it would record and report positions in respect of any other third-party transaction. Tax credit vehicles The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that own and operate affordable housing, energy, and other projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $27.6 billion and $26.8 billion, of which $10.0 billion and $9.4 billion was unfunded at September 30, 2022 and December 31, 2021, respectively. The Firm assesses each project and to reduce the risk of loss, may withhold varying amounts of its capital investment until the project qualifies for tax credits. Refer to Note 25 of JPMorgan Chase’s 2021 Form 10-K for further information on affordable housing tax credits and Note 22 of this Form 10-Q for more information on off-balance sheet lending-related commitments. Customer municipal bond vehicles (TOB trusts) The Firm may provide various services to customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third-party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. The Firm’s maximum exposure as a liquidity provider to customer TOB trusts at September 30, 2022 and December 31, 2021 was $6.2 billion and $6.8 billion, respectively. The fair value of assets held by such VIEs at September 30, 2022 and December 31, 2021 was $8.2 billion and $10.5 billion, respectively. Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, commercial mortgages and other consumer loans. Securitization activity The following table provides information related to the Firm’s securitization activities for the three and nine months ended September 30, 2022 and 2021, related to assets held in Firm-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 (in millions) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ 386 $ 1,297 $ 8,245 $ 4,426 $ 9,909 $ 8,355 $ 16,437 $ 9,214 All cash flows during the period: (a) Proceeds received from loan sales as financial instruments (b)(c) $ 375 $ 1,278 $ 8,424 $ 4,456 $ 9,504 $ 8,253 $ 16,876 $ 9,335 Servicing fees collected 12 — 39 — 56 — 121 — Cash flows received on interests 131 71 121 92 413 196 477 215 (a) Excludes re-securitization transactions. (b) Predominantly includes Level 2 assets. (c) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. (d) Represents prime mortgages. Excludes loan securitization activity related to U.S. GSEs and government agencies. (e) Includes commercial mortgage and other consumer loans. Loans and excess MSRs sold to U.S. government-sponsored enterprises and loans in securitization transactions pursuant to Ginnie Mae guidelines 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. Refer to Note 22 of this Form 10-Q for additional information about the Firm’s loan sales- and securitization-related indemnifications and Note 14 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, and loans in securitization transactions pursuant to Ginnie Mae guidelines. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Carrying value of loans sold $ 9,501 $ 29,033 $ 43,890 $ 76,639 Proceeds received from loan sales as cash 2 70 15 110 Proceeds from loan sales as securities (a)(b) 9,352 28,549 43,161 75,331 Total proceeds received from loan sales (c) $ 9,354 $ 28,619 $ 43,176 $ 75,441 Gains/(losses) on loan sales (d)(e) $ (25) $ — $ (25) $ 4 (a) Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (b) Included in level 2 assets. (c) Excludes the value of MSRs retained upon the sale of loans. (d) Gains/(losses) on loan sales include the value of MSRs. (e) 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 22, 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. Refer to Note 11 for additional information. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2022 and December 31, 2021. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) September 30, December 31, Loans repurchased or option to repurchase (a) $ 877 $ 1,022 Real estate owned 9 5 Foreclosed government-guaranteed residential mortgage loans (b) 26 36 (a) Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b) Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. Loan delinquencies and liquidation losses The table below includes information about components of and delinquencies related to nonconsolidated securitized financial assets held in Firm-sponsored private-label securitization entities, in which the Firm has continuing involvement as of September 30, 2022, and December 31, 2021. Net liquidation losses/(recoveries) Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, Dec 31, Sep 30, Dec 31, 2022 2021 2022 2021 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 47,632 $ 47,029 $ 1,384 $ 2,466 $ (5) $ — $ (32) $ 14 Subprime 4,589 10,115 613 1,609 (1) — (4) 18 Commercial and other 119,387 93,698 950 1,456 11 244 22 265 Total loans securitized $ 171,608 $ 150,842 $ 2,947 $ 5,531 $ 5 $ 244 $ (14) $ 297

Goodwill and Mortgage Servicing

Goodwill and Mortgage Servicing Rights	9 Months Ended
	Sep. 30, 2022
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Mortgage Servicing Rights	Goodwill and Mortgage servicing rights Refer to Note 15 of JPMorgan Chase’s 2021 Form 10-K for a discussion of the accounting policies related to goodwill and mortgage servicing rights. Goodwill The following table presents goodwill attributed to the reportable business segments and Corporate. (in millions) September 30, December 31, Consumer & Community Banking $ 32,120 $ 31,474 Corporate & Investment Bank 7,909 7,906 Commercial Banking 2,985 2,986 Asset & Wealth Management 7,847 7,222 Corporate 600 727 Total goodwill $ 51,461 $ 50,315 The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Balance at beginning of period $ 50,697 $ 49,256 $ 50,315 $ 49,248 Changes during the period from: Business combinations (a) 882 1,065 1,352 1,065 Other (b) (118) (8) (206) — Balance at September 30, $ 51,461 $ 50,313 $ 51,461 $ 50,313 (a) For the three and nine months ended September 30, 2022, represents estimated goodwill associated with the acquisitions of Global Shares PLC in AWM and Figg, Inc. in CCB in the third quarter, and Frosch Travel Group, LLC in CCB and Volkswagen Payments S.A. in CIB in the second quarter. For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (b) Primarily foreign currency adjustments and, in 2021, adjustments to goodwill related to prior period acquisitions. Goodwill impairment testing Goodwill is tested for impairment during the fourth quarter of each fiscal year, or more often if events or circumstances, such as adverse changes in the business climate, indicate that there may be an impairment. Refer to Note 15 of JPMorgan Chase’s 2021 Form 10-K for a further discussion of the Firm’s goodwill impairment testing. Unanticipated declines in business performance, increases in credit losses, increases in capital requirements, as well as deterioration in economic or market conditions, adverse regulatory or legislative changes or increases in the estimated market cost of equity, could cause the estimated fair values of the Firm’s reporting units 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. As of September 30, 2022, the Firm reviewed current economic conditions, estimated market cost of equity, as well as actual business results and projections of business performance. Based on such reviews, the Firm has concluded that goodwill was not impaired as of September 30, 2022, or December 31, 2021, nor was goodwill written off due to impairment during the nine months ended September 30, 2022 or 2021. 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. Refer to Notes 2 and 15 of JPMorgan Chase’s 2021 Form 10-K for a further description of the MSR asset, interest rate risk management, and the valuation of MSRs. The following table summarizes MSR activity for the three and nine months ended September 30, 2022 and 2021. As of or for the three months As of or for the nine months (in millions, except where otherwise noted) 2022 2021 2022 2021 Fair value at beginning of period $ 7,439 $ 4,549 $ 5,494 $ 3,276 MSR activity: Originations of MSRs 140 429 736 1,252 Purchase of MSRs 370 584 1,245 1,158 Disposition of MSRs (a) (79) 1 (750) (23) Net additions/(dispositions) 431 1,014 1,231 2,387 Changes due to collection/realization of expected cash flows (234) (201) (702) (570) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) 465 133 2,012 469 Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 36 119 36 96 Discount rates — — — — Prepayment model changes and other (c) 3 (263) 69 (307) Total changes in valuation due to other inputs and assumptions 39 (144) 105 (211) Total changes in valuation due to inputs and assumptions 504 (11) 2,117 258 Fair value at September 30 $ 8,140 $ 5,351 $ 8,140 $ 5,351 Changes in unrealized gains/(losses) included in income related to MSRs held at September 30 $ 504 $ (11) $ 2,117 $ 258 Contractual service fees, late fees and other ancillary fees included in income 391 334 1,156 932 Third-party mortgage loans serviced at September 30, (in billions) 587 510 587 510 Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions) (d) 0.8 1.7 0.8 1.7 (a) Includes 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 the remaining balance of those SMBS as trading securities. (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 and nine months ended September 30, 2022 and 2021. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 CCB mortgage fees and related income Production revenue $ 93 $ 614 $ 454 $ 1,888 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 400 328 1,203 892 Changes in MSR asset fair value due to collection/realization of expected cash flows (234) (201) (702) (570) Total operating revenue 166 127 501 322 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 465 133 2,012 469 Other changes in MSR asset fair value due to other inputs and assumptions in model (b) 39 (144) 105 (211) Changes in derivative fair value and other (450) (134) (1,926) (621) Total risk management 54 (145) 191 (363) Total net mortgage servicing revenue 220 (18) 692 (41) Total CCB mortgage fees and related income 313 596 1,146 1,847 All other 1 4 6 8 Mortgage fees and related income $ 314 $ 600 $ 1,152 $ 1,855 (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). Changes in fair value based on variations 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 the following 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. The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at September 30, 2022, and December 31, 2021, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Sep 30, Dec 31, Weighted-average prepayment speed assumption (constant prepayment rate) 6.27 % 9.90 % Impact on fair value of 10% adverse change $ (187) $ (210) Impact on fair value of 20% adverse change (363) (404) Weighted-average option adjusted spread (a) 5.47 % 6.44 % Impact on fair value of a 100 basis point adverse change $ (344) $ (225) Impact on fair value of a 200 basis point adverse change (660) (433) (a) Includes the impact of operational risk and regulatory capital.

Deposits

Deposits	9 Months Ended
	Sep. 30, 2022
Deposits [Abstract]
Deposits	Deposits Refer to Note 17 of JPMorgan Chase’s 2021 Form 10-K for further information on deposits. At September 30, 2022 and December 31, 2021, noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, December 31, 2021 U.S. offices Noninterest-bearing (included $18,476 and $8,115 at fair value) (a) $ 688,292 $ 711,525 (b) Interest-bearing (included $565 and $629 at fair value) (a) 1,304,012 1,359,932 (b) Total deposits in U.S. offices 1,992,304 2,071,457 Non-U.S. offices Noninterest-bearing (included $1,296 and $2,420 at fair value) (a) 26,629 26,229 Interest-bearing (included $598 and $169 at fair value) (a) 389,682 364,617 Total deposits in non-U.S. offices 416,311 390,846 Total deposits $ 2,408,615 $ 2,462,303 (a) Includes structured notes classified as deposits for which the fair value option has been elected. Refer to Note 3 for further information. (b) Prior-period amount has been revised to conform with the current presentation.

Leases

Leases	9 Months Ended
	Sep. 30, 2022
Leases [Abstract]
Leases	Leases Refer to Note 18 of JPMorgan Chase’s 2021 Form 10-K for a further discussion on leases. Firm as lessee At September 30, 2022, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. Operating lease liabilities and right-of-use (“ROU”) assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2022 December 31, 2021 Right-of-use assets $ 7,905 $ 7,888 Lease liabilities 8,234 8,328 The Firm’s net rental expense was $496 million and $490 million for the three months ended September 30, 2022 and 2021 and $1.5 billion for both the nine months ended September 30, 2022 and 2021, respectively. Firm as lessor The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The following table presents the Firm’s operating lease income, included within other income Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Operating lease income $ 870 $ 1,190 $ 2,863 $ 3,792 Depreciation expense 620 785 1,998 2,595
Leases	Leases Refer to Note 18 of JPMorgan Chase’s 2021 Form 10-K for a further discussion on leases. Firm as lessee At September 30, 2022, JPMorgan Chase and its subsidiaries were obligated under a number of noncancellable leases, predominantly operating leases for premises and equipment used primarily for business purposes. Operating lease liabilities and right-of-use (“ROU”) assets are recognized at the lease commencement date based on the present value of the future minimum lease payments over the lease term. The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2022 December 31, 2021 Right-of-use assets $ 7,905 $ 7,888 Lease liabilities 8,234 8,328 The Firm’s net rental expense was $496 million and $490 million for the three months ended September 30, 2022 and 2021 and $1.5 billion for both the nine months ended September 30, 2022 and 2021, respectively. Firm as lessor The Firm’s lease financings are predominantly auto operating leases, and are included in other assets on the Firm’s Consolidated balance sheets. The following table presents the Firm’s operating lease income, included within other income Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Operating lease income $ 870 $ 1,190 $ 2,863 $ 3,792 Depreciation expense 620 785 1,998 2,595

Preferred Stock

Preferred Stock	9 Months Ended
	Sep. 30, 2022
Stockholders' Equity Note [Abstract]
Preferred Stock	Preferred stock Refer to Note 21 of JPMorgan Chase’s 2021 Form 10-K for a further discussion on preferred stock. The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of September 30, 2022 and December 31, 2021, and the quarterly dividend declarations for the three and nine months ended September 30, 2022 and 2021. Shares Carrying value (in millions) Contractual rate in effect at September 30, 2022 Earliest redemption date Floating annualized rate (a) Dividend declared September 30, 2022 December 31, 2021 September 30, 2022 December 31, 2021 Issue date Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Fixed-rate: Series AA — — $ — $ — 6/4/2015 — % 9/1/2020 NA $— $— $— $305.00 Series BB — — — — 7/29/2015 — 9/1/2020 NA — — — 307.50 Series DD 169,625 169,625 1,696 1,696 9/21/2018 5.750 12/1/2023 NA 143.75 143.75 431.25 431.25 Series EE 185,000 185,000 1,850 1,850 1/24/2019 6.000 3/1/2024 NA 150.00 150.00 450.00 450.00 Series GG 90,000 90,000 900 900 11/7/2019 4.750 12/1/2024 NA 118.75 118.75 356.25 356.25 Series JJ 150,000 150,000 1,500 1,500 3/17/2021 4.550 6/1/2026 NA 113.75 113.75 341.25 207.28 (b) Series LL 185,000 185,000 1,850 1,850 5/20/2021 4.625 6/1/2026 NA 115.63 129.76 346.89 129.76 (b) Series MM 200,000 200,000 2,000 2,000 7/29/2021 4.200 9/1/2026 NA 105.00 — 315.00 — (c) Fixed-to-floating-rate: Series I 293,375 293,375 $ 2,934 $ 2,934 4/23/2008 LIBOR + 3.47% 4/30/2018 LIBOR + 3.47% $163.87 $90.96 $375.03 $276.42 Series Q 150,000 150,000 1,500 1,500 4/23/2013 5.150 5/1/2023 LIBOR + 3.25 128.75 128.75 386.25 386.25 Series R 150,000 150,000 1,500 1,500 7/29/2013 6.000 8/1/2023 LIBOR + 3.30 150.00 150.00 450.00 450.00 Series S 200,000 200,000 2,000 2,000 1/22/2014 6.750 2/1/2024 LIBOR + 3.78 168.75 168.75 506.25 506.25 Series U 100,000 100,000 1,000 1,000 3/10/2014 6.125 4/30/2024 LIBOR + 3.33 153.13 153.13 459.38 459.38 Series V 250,000 250,000 2,500 2,500 6/9/2014 LIBOR + 3.32% 7/1/2019 LIBOR + 3.32 146.15 88.55 340.91 263.54 Series X 160,000 160,000 1,600 1,600 9/23/2014 6.100 10/1/2024 LIBOR + 3.33 152.50 152.50 457.50 457.50 Series Z — 200,000 — 2,000 4/21/2015 — 5/1/2020 LIBOR + 3.80 — 99.23 — 300.97 Series CC 125,750 125,750 1,258 1,258 10/20/2017 4.625 11/1/2022 LIBOR + 2.58 115.63 115.63 346.88 346.88 Series FF 225,000 225,000 2,250 2,250 7/31/2019 5.000 8/1/2024 SOFR + 3.38 125.00 125.00 375.00 375.00 Series HH 300,000 300,000 3,000 3,000 1/23/2020 4.600 2/1/2025 SOFR + 3.125 115.00 115.00 345.00 345.00 Series II 150,000 150,000 1,500 1,500 2/24/2020 4.000 4/1/2025 SOFR + 2.745 100.00 100.00 300.00 300.00 Series KK 200,000 200,000 2,000 2,000 5/12/2021 3.650 6/1/2026 CMT + 2.85 91.25 110.51 273.75 110.51 (b) Total preferred stock 3,283,750 3,483,750 $ 32,838 $ 34,838 (a) Floating annualized rate includes three-month LIBOR, three-month term SOFR or five-year Constant Maturity Treasury (“CMT”) rate, as applicable, plus the spreads noted above. (b) The initial dividend declared is prorated based on the number of days outstanding for the period. Dividends were declared quarterly thereafter at the contractual rate. (c) No dividends were declared from the original issue date through September 30, 2021. Each series of preferred stock has a liquidation value and redemption price per share of $10,000, plus accrued but unpaid dividends. The aggregate liquidation value was $33.2 billion at September 30, 2022. Redemptions On October 31, 2022, the Firm redeemed all $2.93 billion of its fixed to floating rate non-cumulative perpetual preferred stock, Series I. On October 3, 2022, the Firm redeemed all $2.5 billion of its fixed-to-floating rate non-cumulative preferred stock, Series V. On February 1, 2022, the Firm redeemed all $2.0 billion of its fixed-to-floating rate non-cumulative preferred stock, Series Z. On June 1, 2021, the Firm redeemed all $1.43 billion of its 6.10% non-cumulative preferred stock, Series AA and all $1.15 billion of its 6.15% non-cumulative preferred stock, Series BB.

Earnings per Share

Earnings per Share	9 Months Ended
	Sep. 30, 2022
Earnings Per Share [Abstract]
Earnings per Share	Earnings per share Refer to Note 23 of JPMorgan Chase’s 2021 Form 10-K for a discussion of the computation of basic and diluted earnings per share (“EPS”). The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2022 and 2021. (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Basic earnings per share Net income $ 9,737 $ 11,687 $ 26,668 $ 37,935 Less: Preferred stock dividends 432 402 1,239 1,174 Net income applicable to common equity 9,305 11,285 25,429 36,761 Less: Dividends and undistributed earnings allocated to participating securities 50 56 134 185 Net income applicable to common stockholders $ 9,255 $ 11,229 $ 25,295 $ 36,576 Total weighted-average basic shares outstanding 2,961.2 2,999.9 2,966.8 3,036.4 Net income per share $ 3.13 $ 3.74 $ 8.53 $ 12.05 Diluted earnings per share Net income applicable to common stockholders $ 9,255 $ 11,229 $ 25,295 $ 36,576 Total weighted-average basic shares outstanding 2,961.2 2,999.9 2,966.8 3,036.4 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 4.2 5.2 4.1 5.3 Total weighted-average diluted shares outstanding 2,965.4 3,005.1 2,970.9 3,041.7 Net income per share $ 3.12 $ 3.74 $ 8.51 $ 12.02

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income/(Loss)	9 Months Ended
	Sep. 30, 2022
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), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). As of or for the three months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2022 $ (8,844) $ (1,675) $ 30 $ (4,435) $ (123) $ 678 $ (14,369) Net change (2,145) (581) 38 (1,698) (1,004) 625 (4,765) Balance at September 30, 2022 $ (10,989) (a) $ (2,256) $ 68 $ (6,133) $ (1,127) $ 1,303 $ (19,134) As of or for the three months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2022 $ 2,640 $ (934) $ (131) $ (296) $ (210) $ (1,153) $ (84) Net change (13,629) (1,322) 199 (5,837) (917) 2,456 (19,050) Balance at September 30, 2022 $ (10,989) (a) $ (2,256) $ 68 $ (6,133) $ (1,127) $ 1,303 $ (19,134) As of or for the nine months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 (a) As of September 30, 2022 and 2021 includes after-tax net unamortized unrealized gains/(losses) of $(1.3) billion and $2.7 billion, related to AFS securities that have been transferred to HTM, respectively. Refer to Note 10 of JPMorgan Chase's 2021 Form 10-K for further information. The following table presents the pre-tax and after-tax changes in the components of OCI. 2022 2021 Three months ended September 30, Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (3,785) $ 912 $ (2,873) $ (826) $ 197 $ (629) Reclassification adjustment for realized (gains)/losses included in net income (a) 959 (231) 728 256 (61) 195 Net change (2,826) 681 (2,145) (570) 136 (434) Translation adjustments (b) : Translation (3,017) 164 (2,853) (1,030) 63 (967) Hedges 2,992 (720) 2,272 1,028 (248) 780 Net change (25) (556) (581) (2) (185) (187) Fair value hedges, net change (c) : 50 (12) 38 12 (3) 9 Cash flow hedges: Net unrealized gains/(losses) arising during the period (2,511) 602 (1,909) (267) 65 (202) Reclassification adjustment for realized (gains)/losses included in net income (d) 278 (67) 211 (326) 78 (248) Net change (2,233) 535 (1,698) (593) 143 (450) Defined benefit pension and OPEB plans, net change (e) : (1,320) 316 (1,004) 8 (2) 6 DVA on fair value option elected liabilities, net change: 823 (198) 625 (729) 178 (551) Total other comprehensive loss $ (5,531) $ 766 $ (4,765) $ (1,874) $ 267 $ (1,607) 2022 2021 Nine month ended September 30, Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (19,443) $ 4,670 $ (14,773) $ (5,792) $ 1,391 $ (4,401) Reclassification adjustment for realized (gains)/losses included in net income (a) 1,506 (362) 1,144 397 (95) 302 Net change (17,937) 4,308 (13,629) (5,395) 1,296 (4,099) Translation adjustments (b) : Translation (6,908) 381 (6,527) (1,950) 92 (1,858) Hedges 6,854 (1,649) 5,205 1,958 (473) 1,485 Net change (54) (1,268) (1,322) 8 (381) (373) Fair value hedges, net change (c) : 262 (63) 199 (56) 14 (42) Cash flow hedges: Net unrealized gains/(losses) arising during the period (7,697) 1,847 (5,850) (1,844) 443 (1,401) Reclassification adjustment for realized (gains)/losses included in net income (d) 17 (4) 13 (930) 223 (707) Net change (7,680) 1,843 (5,837) (2,774) 666 (2,108) Defined benefit pension and OPEB plans, net change (e) : (1,197) 280 (917) 101 (18) 83 DVA on fair value option elected liabilities, net change: 3,240 (784) 2,456 (642) 158 (484) Total other comprehensive loss $ (23,366) $ 4,316 $ (19,050) $ (8,758) $ 1,735 $ (7,023) (a) The pre-tax amount is reported in Investment securities gains/(losses) in the Consolidated statements of income. (b) Reclassifications of pre-tax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income.The amounts reclassified for the nine months ended September 30, 2022 and three and nine months ended September 30, 2021 were not material. (c) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swaps. (d) The pre-tax amounts are primarily recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. (e) During the period ended September 30, 2022, a remeasurement of the Firm’s U.S. principal defined benefit plan was required as a result of a pension settlement. The remeasurement resulted in a decrease of $1.4 billion in accumulated other comprehensive income (pre-tax). Refer to Note 7 for further information.

Restricted Cash and Other Restr

Restricted Cash and Other Restricted Assets	9 Months Ended
	Sep. 30, 2022
Cash and Cash Equivalents [Abstract]
Restricted Cash and Other Restricted Assets	Restricted cash and other restricted assets Refer to Note 26 of JPMorgan Chase’s 2021 Form 10-K for a detailed discussion of the Firm’s restricted cash and other restricted assets. Certain of the Firm’s cash and other assets are restricted as to withdrawal or usage. These restrictions are imposed by various regulatory authorities based on the particular activities of the Firm’s subsidiaries. The Firm is also subject to rules and regulations established by other U.S. and non-U.S. regulators. As part of its compliance with the respective regulatory requirements, the Firm’s broker-dealer activities are subject to certain restrictions on cash and other assets. The following table presents the components of the Firm’s restricted cash: (in billions) September 30, December 31, 2021 Segregated for the benefit of securities and cleared derivative customers $ 19.8 $ 14.6 Cash reserves at non-U.S. central banks and held for other general purposes 7.3 5.1 Total restricted cash (a) $ 27.1 $ 19.7 (a) Comprises $25.8 billion and $18.4 billion in deposits with banks, and $1.3 billion and $1.3 billion in cash and due from banks on the Consolidated balance sheet as of September 30, 2022 and December 31, 2021, respectively. Also, as of September 30, 2022 and December 31, 2021, the Firm had the following other restricted assets: • Cash and securities pledged with clearing organizations for the benefit of customers of $39.1 billion and $47.5 billion, respectively. • Securities with a fair value of $33.8 billion and $30.0 billion, respectively, were also restricted in relation to customer activity.

Regulatory Capital

Regulatory Capital	9 Months Ended
	Sep. 30, 2022
Banking Regulation [Abstract]
Regulatory Capital	Regulatory capital Refer to Note 27 of JPMorgan Chase’s 2021 Form 10-K for a detailed discussion on regulatory capital. The Federal Reserve establishes capital requirements, including well-capitalized requirements, for the consolidated financial holding company. The OCC establishes similar minimum capital requirements and standards for the Firm’s principal IDI subsidiary, JPMorgan Chase Bank, N.A. Under the risk-based capital and leverage-based guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios for CET1 capital, Tier 1 capital, Total capital, Tier 1 leverage and the SLR. Failure to meet these minimum requirements could cause the Federal Reserve to take action. IDI subsidiaries are also subject to these capital requirements established by their respective primary regulators. The following table presents the risk-based regulatory capital ratio requirements and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2022 and December 31, 2021. Standardized capital ratio requirements Advanced Well-capitalized ratios BHC (a) IDI (b) BHC (a) IDI (b) BHC (c) IDI (d) Risk-based capital ratios CET1 capital 11.2 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.7 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.7 10.5 14.0 10.5 10.0 10.0 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 IDI subsidiaries are subject. (a) Represents the regulatory capital ratio requirements applicable to the Firm. The CET1, Tier 1 and Total capital ratio requirements each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.2% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (b) Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital ratio requirements include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI 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 IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. The following table presents the leverage-based regulatory capital ratio requirements and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2022 and December 31, 2021. Capital ratio requirements (a) Well-capitalized ratios BHC IDI BHC (b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 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 IDI subsidiaries are subject. (a) Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (b) The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. CECL regulatory capital transition On December 31, 2021, the CECL capital transition provisions , which delayed the effects of CECL on regulatory capital for two years, expired. Beginning January 1, 2022, the $2.9 billion CECL capital benefit recognized as of December 31, 2021, is being phased out at 25% per year over a three-year period. As of September 30, 2022, CET1 capital reflected the remaining $2.2 billion benefit associated with the CECL capital transition provisions. Additionally, effective January 1, 2022, the Firm phased out 25% of the other relevant CECL capital transition provisions recognized as of December 31, 2021, from Tier 2 capital, adjusted average assets, total leverage exposure and RWA, as applicable. Refer to Note 27 of JPMorgan Chase’s 2021 Form 10-K for further information on CECL capital transition provisions. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2022 and December 31, 2021, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. September 30, 2022 Basel III Standardized Basel III Advanced JPMorgan JPMorgan JPMorgan JPMorgan Risk-based capital metrics: (a) CET1 capital $ 209,661 $ 264,466 $ 209,661 $ 264,466 Tier 1 capital 236,363 264,470 236,363 264,470 Total capital 268,076 282,192 256,157 269,897 Risk-weighted assets 1,678,498 1,614,628 1,609,968 1,471,019 CET1 capital ratio 12.5 % 16.4 % 13.0 % 18.0 % Tier 1 capital ratio 14.1 16.4 14.7 18.0 Total capital ratio 16.0 17.5 15.9 18.3 December 31, 2021 Basel III Standardized Basel III Advanced JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Risk-based capital metrics: (a) CET1 capital $ 213,942 $ 266,907 $ 213,942 $ 266,907 Tier 1 capital 246,162 266,910 246,162 266,910 Total capital 274,900 281,826 265,796 272,299 Risk-weighted assets 1,638,900 1,582,280 1,547,920 1,392,847 CET1 capital ratio 13.1 % 16.9 % 13.8 % 19.2 % Tier 1 capital ratio 15.0 16.9 15.9 19.2 Total capital ratio 16.8 17.8 17.2 19.5 (a) The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. Three months ended September 30, 2022 December 31, 2021 JPMorgan JPMorgan JPMorgan JPMorgan Leverage-based capital metrics: (a) Adjusted average assets (b) $ 3,791,804 $ 3,327,201 $ 3,782,035 $ 3,334,925 Tier 1 leverage ratio 6.2 % 7.9 % 6.5 % 8.0 % Total leverage exposure $ 4,460,636 $ 4,002,580 $ 4,571,789 $ 4,119,286 SLR 5.3 % 6.6 % 5.4 % 6.5 % (a) The capital metrics reflect the CECL capital transition provisions. (b) Adjusted average assets, for purposes of calculating the leverage ratios, includes quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill, inclusive of estimated equity method goodwill, and other intangible assets.

Off-balance Sheet Lending-relat

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments	9 Months Ended
	Sep. 30, 2022
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 address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees have historically been refinanced, extended, cancelled, or expired 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 expected future credit exposure or funding requirements. Refer to Note 28 of JPMorgan Chase’s 2021 Form 10-K for a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies. To provide for expected credit losses in wholesale and certain consumer lending-related commitments, an allowance for credit losses on lending-related commitments is maintained. Refer to Note 12 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 September 30, 2022, and December 31, 2021. The amounts in the table below for credit card, home equity and certain scored business banking 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 and certain scored business banking 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 HELOCs 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) September 30, 2022 Dec 31, Sep 30, Dec 31, By remaining maturity Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate (a) $ 6,546 $ 3,133 $ 6,447 $ 6,735 $ 22,861 $ 32,996 $ 91 $ 100 Auto and other 10,687 — — 1,320 12,007 12,338 — 2 Total consumer, excluding credit card 17,233 3,133 6,447 8,055 34,868 45,334 91 102 Credit card (b) 798,855 — — — 798,855 730,534 — — Total consumer (c) 816,088 3,133 6,447 8,055 833,723 775,868 91 102 Wholesale: Other unfunded commitments to extend credit (d) 92,849 135,571 190,735 22,144 441,299 453,467 2,498 2,037 Standby letters of credit and other financial guarantees (d) 13,829 8,328 4,590 1,066 27,813 28,530 456 476 Other letters of credit (d) 3,357 385 96 — 3,838 4,448 13 9 Total wholesale (c) 110,035 144,284 195,421 23,210 472,950 486,445 2,967 2,522 Total lending-related $ 926,123 $ 147,417 $ 201,868 $ 31,265 $ 1,306,673 $ 1,262,313 $ 3,058 $ 2,624 Other guarantees and commitments Securities lending indemnification agreements and guarantees (e) $ 309,553 $ — $ — $ — $ 309,553 $ 337,770 $ — $ — Derivatives qualifying as guarantees 4,244 310 12,737 41,074 58,365 55,730 1,006 475 Unsettled resale and securities borrowed agreements 137,055 445 — — 137,500 103,681 (9) 1 Unsettled repurchase and securities loaned agreements 88,455 490 — — 88,945 74,263 (10) — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 54 61 Loans sold with recourse NA NA NA NA 826 827 28 19 Exchange & clearing house guarantees and commitments (f) 105,501 — — — 105,501 182,701 — — Other guarantees and commitments (g) 7,343 602 298 2,204 10,447 10,490 60 69 (a) Includes certain commitments to purchase loans from correspondents. (b) Also includes commercial card lending-related commitments primarily in CB and CIB. (c) Predominantly all consumer and wholesale lending-related commitments are in the U.S. (d) At September 30, 2022, and December 31, 2021, reflected the contractual amount net of risk participations totaling $29 million and $44 million, respectively, for other unfunded commitments to extend credit; $8.5 billion and $7.9 billion, respectively, for standby letters of credit and other financial guarantees; and $502 million and $451 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e) At September 30, 2022, and December 31, 2021, collateral held by the Firm in support of securities lending indemnification agreements was $326.0 billion and $357.4 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (f) At September 30, 2022, and December 31, 2021, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (g) At September 30, 2022, and December 31, 2021, primarily includes unfunded commitments related to certain tax-oriented equity investments, unfunded commitments to purchase secondary market loans, and other equity investment commitments. (h) For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, and lending-related commitments for which the fair value option was elected, the carrying value represents the fair value. At September 30, 2022, includes net markdowns on held-for-sale positions related to unfunded commitments in the bridge financing portfolio. 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. Standby letters of credit and other financial guarantees Standby letters of credit and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a client or customer to a third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade financings and similar transactions. The following table summarizes the contractual amount and carrying value of standby letters of credit and other financial guarantees and other letters of credit arrangements as of September 30, 2022, and December 31, 2021. Standby letters of credit, other financial guarantees and other letters of credit September 30, 2022 December 31, 2021 (in millions) Standby letters of Other letters Standby letters of Other letters Investment-grade (a) $ 19,632 $ 2,846 $ 19,998 $ 3,087 Noninvestment-grade (a) 8,181 992 8,532 1,361 Total contractual amount $ 27,813 $ 3,838 $ 28,530 $ 4,448 Allowance for lending-related commitments $ 89 $ 13 $ 123 $ 9 Guarantee liability 367 — 353 — Total carrying value $ 456 $ 13 $ 476 $ 9 Commitments with collateral $ 15,137 $ 660 $ 14,511 $ 999 (a) The ratings scale is based on the Firm’s internal risk ratings. Refer to Note 11 for further information on internal risk ratings. Derivatives qualifying as guarantees The Firm transacts in certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. Refer to Note 28 of JPMorgan Chase’s 2021 Form 10-K for further information on these derivatives. The following table summarizes the derivatives qualifying as guarantees as of September 30, 2022, and December 31, 2021. (in millions) September 30, 2022 December 31, 2021 Notional amounts Derivative guarantees $ 58,365 $ 55,730 Stable value contracts with contractually limited exposure 31,567 29,778 Maximum exposure of stable value contracts with contractually limited exposure 2,943 2,882 Fair value Derivative payables 1,006 475 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. Refer to Note 4 for a further discussion of credit derivatives. Merchant charge-backs Under the rules of payment networks, the Firm, in its role as a merchant acquirer, retains a contingent liability for disputed processed credit and debit card transactions that result in a charge-back to the merchant. If a dispute is resolved in the cardholder’s favor, Merchant Services will (through the cardholder’s issuing bank) credit or refund the amount to the cardholder and will charge back the transaction to the merchant. If Merchant Services is unable to collect the amount from the merchant, Merchant Services will bear the loss for the amount credited or refunded to the cardholder. Merchant Services mitigates this risk by withholding future settlements, retaining cash reserve accounts or obtaining other collateral. In addition, Merchant Services recognizes a valuation allowance that covers the payment or performance risk to the Firm related to charge-backs. Loan sales- and securitization-related indemnifications In connection with the Firm’s mortgage loan sale and securitization activities with GSEs the Firm has made representations and warranties that the loans sold meet certain requirements, and that may require the Firm to repurchase mortgage loans and/or indemnify the loan purchaser if such representations and warranties are breached by the Firm. The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves. Refer to Note 24 of this Form 10-Q and Note 30 of JPMorgan Chase’s 2021 Form 10-K for additional information regarding litigation. Sponsored member repo program The Firm acts as a sponsoring member to clear eligible overnight and term resale and repurchase agreements through the Government Securities Division of the Fixed Income Clearing Corporation (“FICC”) on behalf of clients that become sponsored members under the FICC’s rules. The Firm also guarantees to the FICC the prompt and full payment and performance of its sponsored member clients’ respective obligations under the FICC’s rules. The Firm minimizes its liability under these guarantees by obtaining a security interest in the cash or high-quality securities collateral that the clients place with the clearing house therefore the Firm expects the risk of loss to be remote. The Firm’s maximum possible exposure, without taking into consideration the associated collateral, is included in the Exchange & clearing house guarantees and commitments line on page 172. Refer to Note 11 of JPMorgan Chase’s 2021 Form 10-K for additional information on credit risk mitigation practices on resale agreements and the types of collateral pledged under repurchase agreements. Guarantees of subsidiaries The Parent Company has guaranteed certain long-term debt and structured notes of its subsidiaries, including JPMorgan Chase Financial Company LLC (“JPMFC”), a 100%-owned finance subsidiary. All securities issued by JPMFC are fully and unconditionally guaranteed by the Parent Company and no other subsidiary of the Parent Company guarantees these securities. These guarantees, which rank on a parity with the Firm’s unsecured and unsubordinated indebtedness, are not included in the table on page 172 of this Note. Refer to Note 20 of JPMorgan Chase’s 2021 Form 10-K for additional information.

Pledged Assets and Collateral

Pledged Assets and Collateral	9 Months Ended
	Sep. 30, 2022
Commitments and Contingencies Disclosure [Abstract]
Pledged Assets and Collateral	Pledged assets and collateral Refer to Note 29 of JPMorgan Chase’s 2021 Form 10-K for a discussion of the Firm’s pledged assets and collateral. Pledged assets The Firm pledges financial assets that it owns to maintain potential borrowing capacity at discount windows with Federal Reserve banks, various other central banks and FHLBs. Additionally, the Firm pledges assets for other purposes, including to collateralize repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. Certain of these pledged assets may be sold or repledged or otherwise used by the secured parties and are parenthetically identified on the Consolidated balance sheets as assets pledged. The following table presents the Firm’s pledged assets. (in billions) September 30, 2022 December 31, 2021 Assets that may be sold or repledged or otherwise used by secured parties $ 121.7 $ 126.3 Assets that may not be sold or repledged or otherwise used by secured parties 105.8 112.0 Assets pledged at Federal Reserve banks and FHLBs 539.7 476.4 Total pledged assets $ 767.2 $ 714.7 Total pledged assets do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. Refer to Note 13 for additional information on assets and liabilities of consolidated VIEs. Refer to Note 10 for additional information on the Firm’s securities financing activities. Refer to Note 20 of JPMorgan Chase’s 2021 Form 10-K for additional information on the Firm’s long-term debt. Collateral The Firm accepts financial assets as collateral that it is permitted to sell or repledge, deliver or otherwise use. This collateral is generally obtained under resale and other securities financing agreements, prime brokerage-related held-for-investment customer receivables and derivative contracts. Collateral is generally used under repurchase and other securities financing agreements, to cover short sales and to collateralize derivative contracts and deposits. The following table presents the fair value of collateral accepted. (in billions) September 30, 2022 December 31, 2021 Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,340.7 $ 1,471.3 Collateral sold, repledged, delivered or otherwise used 1,040.1 1,111.0

Litigation

Litigation	9 Months Ended
	Sep. 30, 2022
Litigation [Abstract]
Litigation	Litigation Contingencies As of September 30, 2022, the Firm and its subsidiaries and affiliates are defendants or respondents in numerous legal proceedings, including private, civil litigations, government investigations or regulatory enforcement matters. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations and regulatory enforcement matters 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 several 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 $1.2 billion at September 30, 2022. This estimated aggregate range of reasonably possible losses was based upon information available as of that date 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 (if any) 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, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. Set forth below are descriptions of the Firm’s material legal proceedings. 1MDB Litigation . J.P. Morgan (Suisse) SA was named as a defendant in a civil litigation filed in May 2021 in Malaysia by 1Malaysia Development Berhad (“1MDB”), a Malaysian state-owned and controlled investment fund. J.P. Morgan (Suisse) SA was served in August 2022. The claim alleges “dishonest assistance” against J.P. Morgan (Suisse) SA in relation to payments of $300 million and $500 million, from 2009 and 2010, respectively, received from 1MDB and paid into an account at J.P. Morgan Suisse (SA) held by 1MDB PetroSaudi Limited, a joint venture company between 1MDB and PetroSaudi Holdings (Cayman) Limited. In September 2022, the Firm filed an application challenging the validity of service and the Malaysian court’s jurisdiction to hear the claim. Amrapali . India’s Enforcement Directorate (“ED”) is investigating J.P. Morgan India Private Limited in connection with investments made in 2010 and 2012 by two offshore funds formerly managed by JPMorgan Chase entities into residential housing projects developed by the Amrapali Group (“Amrapali”). In 2017, numerous creditors filed civil claims against Amrapali, including petitions brought by home buyers relating to delays in delivering or failure to deliver residential units. The home buyers’ petitions have been overseen by the Supreme Court of India and are ongoing. In August 2021, the ED issued an order fining J.P. Morgan India Private Limited approximately $31.5 million. The Firm is appealing the order and the fine. Relatedly, in July 2019, the Supreme Court of India issued an order making preliminary findings that Amrapali and other parties, including unspecified JPMorgan Chase entities and the offshore funds that had invested in the projects, violated certain currency control and money laundering provisions, and ordering the ED to conduct a further inquiry under India’s Prevention of Money Laundering Act (“PMLA”) and Foreign Exchange Management Act (“FEMA”). In May 2020, the ED attached approximately $25 million from J.P. Morgan India Private Limited in connection with the criminal PMLA investigation. The Firm is responding to and cooperating with the PMLA investigation. Federal Republic of Nigeria Litigation. JPMorgan Chase Bank, N.A. operated an escrow and depository account for the Federal Government of Nigeria (“FGN”) and two major international oil companies. The account held approximately $1.1 billion in connection with a dispute among the clients over rights to an oil field. Following the settlement of the dispute, JPMorgan Chase Bank, N.A. paid out the monies in the account in 2011 and 2013 in accordance with directions received from its clients. In November 2017, the Federal Republic of Nigeria (“FRN”) commenced a claim in the English High Court for approximately $875 million in payments made out of the accounts. The FRN alleged that the payments were instructed as part of a complex fraud not involving JPMorgan Chase Bank, N.A., but that JPMorgan Chase Bank, N.A. was or should have been on notice that the payments may be fraudulent. A trial was held between February and April 2022. In June 2022, the Court decided the case in favor of JPMorgan Chase Bank, N.A. and dismissed it in full. The FRN has requested permission to appeal the decision relating solely to the 2013 payment of approximately $75 million. 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. Among those resolutions, in May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. The Department of Labor ("DOL") granted the Firm a five-year exemption of disqualification that allows the Firm and its affiliates to continue to rely on the Qualified Professional Asset Manager exemption under the Employee Retirement Income Security Act (“ERISA”) until January 2023. The Firm will need the DOL to approve a further exemption to cover the remainder of the ten-year disqualification period following the antitrust plea. In October 2022, the DOL published a proposed exemption for the remainder of the disqualification period. This proposal will be open for public comment until December 2022. The only remaining FX-related governmental inquiry is a South Africa Competition Commission matter which is currently pending before the South Africa Competition Tribunal. With respect to civil litigation matters, in August 2018, the United States District Court for the Southern District of New York granted final approval to the Firm’s settlement of a consolidated class action brought by U.S.-based plaintiffs, which principally alleged violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates and also sought damages on behalf of persons who transacted in FX futures and options on futures. Certain members of the settlement class filed requests to the Court to be excluded from the class, and certain of them filed a complaint against the Firm and other foreign exchange dealers in November 2018. A number of these actions remain pending. Further, a putative class action has been filed against the Firm and other foreign exchange dealers on behalf of certain consumers who purchased foreign currencies at allegedly inflated rates. Another putative class action was brought against the Firm and other foreign exchange dealers on behalf of purported indirect purchasers of FX instruments. In 2020, the Court approved a settlement by the Firm and 11 other defendants of that class action for a total of $10 million. In addition, some FX-related individual and putative class actions based on similar alleged underlying conduct have been filed outside the U.S., including in the U.K., Israel, the Netherlands, Brazil and Australia. In a putative class action pending before the U.K. Competition Appeal Tribunal, proposed class representatives have appealed the tribunal's denial of a request for class certification on an opt-out basis. In Israel, a settlement in principle has been reached in the putative class action, which remains subject to court approval. Inquiries Concerning Preservation Requirements . In December 2021 certain of the Firm’s subsidiaries entered into resolutions with the U.S. Securities and Exchange Commission (“SEC”) and the U.S. Commodity Futures Trading Commission (“CFTC”) to resolve their respective civil investigations of compliance with records preservation requirements applicable to broker-dealer firms, swap dealers and futures commission merchants. The SEC and CFTC found that J.P. Morgan Securities LLC did not maintain copies of certain communications required to be maintained under their respective record keeping rules, where such communications were sent or received by employees over electronic messaging channels that had not been approved for employee use by the Firm. The CFTC resolution also included JPMorgan Chase Bank, N.A. and J.P. Morgan Securities plc as swap dealers. The SEC and CFTC also found related supervision failures. Under these resolutions, J.P. Morgan Securities LLC paid a $125 million civil monetary penalty to the SEC, and J.P. Morgan Securities LLC, JPMorgan Chase Bank, N.A. and J.P. Morgan Securities plc paid a total $75 million civil monetary penalty to the CFTC. The Firm continues to respond to requests for information and other material from certain authorities concerning its compliance with records preservation requirements in connection with business communications sent over electronic messaging channels that have not been approved by the Firm. The Firm is cooperating with these inquiries. In March 2022, a shareholder derivative action was filed in the United States District Court for the Eastern District of New York against the Firm’s Board of Directors asserting breaches of fiduciary duty and violation of federal securities laws based on the Board’s alleged failure to exercise adequate oversight over compliance with records preservation requirements. The complaint seeks damages, restitution, disgorgement and corporate governance reforms. The plaintiff filed an amended complaint in August 2022, which defendants have moved to dismiss. Interchange Litigation. Groups 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 and enacted related rules in violation of antitrust laws. In 2012, the parties initially settled the cases for a cash payment, a temporary reduction of credit card interchange, and modifications to certain credit card network rules. In 2017, after the approval of that settlement was reversed on appeal, the case was remanded to the United States District Court for the Eastern District of New York for further proceedings consistent with the appellate decision. The original class action was divided into two separate actions, one seeking primarily monetary relief and the other seeking primarily injunctive relief. In September 2018, the parties to the monetary class action finalized an agreement which amends and supersedes the prior settlement agreement. Pursuant to this settlement, the defendants collectively contributed an additional $900 million to the approximately $5.3 billion previously held in escrow from the original settlement. In December 2019, the amended settlement agreement was approved by the District Court. Certain merchants appealed the District Court’s approval order, and those appeals are pending. Based on the percentage of merchants that opted out of the amended class settlement, $700 million has been returned to the defendants from the settlement escrow in accordance with the settlement agreement. The injunctive class action continues separately, and in September 2021, the District Court granted plaintiffs’ motion for class certification in part, and denied the motion in part. In addition, certain merchants have filed individual actions raising similar allegations against Visa and Mastercard, as well as against the Firm and other banks, and some of those actions remain pending. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has responded to inquiries from various governmental agencies and entities around the world relating primarily to the British Bankers Association’s (“BBA”) London Interbank Offered Rate (“LIBOR”) for various currencies and the European Banking Federation’s Euro Interbank Offered Rate (“EURIBOR”). The Swiss Competition Commission’s investigation relating to EURIBOR, to which the Firm and one other bank remain subject, continues. In December 2016, the European Commission issued a decision against the Firm and other banks finding an infringement of European antitrust rules relating to EURIBOR. The Firm has filed an appeal of that decision with the European General Court, and that appeal is pending. In addition, the Firm has been named as a defendant along with other banks in various individual and putative class actions related to benchmark rates, including U.S. dollar LIBOR. In actions related to U.S. dollar LIBOR during the period that it was administered by the BBA, the Firm has obtained dismissal of certain actions and resolved certain other actions, and others are in various stages of litigation. The United States District Court for the Southern District of New York has granted class certification of antitrust claims related to bonds and interest rate swaps sold directly by the defendants, including the Firm. A consolidated putative class action related to the period that U.S. dollar LIBOR was administered by ICE Benchmark Administration has been dismissed. In addition, a group of individual plaintiffs filed a lawsuit asserting antitrust claims, alleging that the Firm and other defendants were engaged in an unlawful agreement to set U.S. dollar LIBOR and conspired to monopolize the market for LIBOR-based consumer loans and credit cards. Defendants moved to dismiss plaintiffs’ complaint. In December 2021, the court denied plaintiffs’ motions for a preliminary injunction seeking to enjoin defendants from setting U.S. dollar LIBOR and enforcing any financial instruments that rely on U.S. dollar LIBOR. In September 2022, the Court dismissed plaintiffs' complaint in its entirety, and plaintiffs filed an amended complaint asserting similar antitrust claims in October 2022. The Firm’s settlements of putative class actions related to Swiss franc LIBOR, the Singapore Interbank Offered Rate and the Singapore Swap Offer Rate, and the Australian Bank Bill Swap Reference Rate remain subject to court approval. Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries. The Firm previously reported that it and/or certain of its subsidiaries had entered into resolutions with the U.S. Department of Justice (“DOJ”), the U.S. Commodity Futures Trading Commission (“CFTC”) and the U.S. Securities and Exchange Commission (“SEC”), which, collectively, resolved those agencies’ respective investigations relating to historical trading practices by former employees in the precious metals and U.S. treasuries markets and related conduct from 2008 to 2016. The Firm entered into a Deferred Prosecution Agreement (“DPA”) with the DOJ in which it agreed to the filing of a criminal information charging JPMorgan Chase & Co. with two counts of wire fraud and agreed, along with JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC, to certain terms and obligations as set forth therein. Under the terms of the DPA, the criminal information will be dismissed after three years, provided that JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC fully comply with all of their obligations. Across the three resolutions with the DOJ, CFTC and SEC, JPMorgan Chase & Co., JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to pay a total monetary amount of approximately $920 million. A portion of the total monetary amount includes victim compensation payments. Several putative class action complaints have been filed in the United States District Court for the Southern District of New York against the Firm and certain former employees, alleging a precious metals futures and options price manipulation scheme in violation of the Commodity Exchange Act. Some of the complaints also allege unjust enrichment and deceptive acts or practices under the General Business Law of the State of New York. The Court consolidated these putative class actions, and, in July 2022, the Court granted final approval of a settlement among the parties. In addition, several putative class actions were filed in the United States District Courts for the Northern District of Illinois and Southern District of New York against the Firm, alleging manipulation of U.S. Treasury futures and options, and bringing claims under the Commodity Exchange Act. The actions in the Northern District of Illinois were transferred to the Southern District of New York. The Court consolidated these putative class actions, and, in June 2022, the Court granted final approval of a settlement among the parties. In Canada, plaintiffs have commenced putative class action proceedings based on similar alleged underlying conduct related to precious metals. In October 2020, two putative class action complaints were filed under the Securities Exchange Act of 1934 in the United States District Court for the Eastern District of New York against the Firm and certain individual defendants on behalf of shareholders who acquired shares during the putative class period alleging that certain SEC filings of the Firm were materially false or misleading in that they did not disclose certain information relating to the above-referenced investigations. The Court consolidated these putative class actions in January 2021. Plaintiffs filed their second amended complaint in May 2021, which additionally alleged that certain orders in precious metals futures contracts placed by precious metals futures traders during the putative class period were materially false and misleading. Defendants have moved to dismiss. In May 2022, a shareholder derivative suit purporting to act on behalf of the Firm, was filed in the Supreme Court of the State of New York asserting breach of fiduciary duty and unjust enrichment claims against certain current and former officers and directors of the Firm. The complaint claims the Firm’s Board of Directors wrongfully rejected the shareholder’s demand to commence litigation and seeks damages, disgorgement and corporate governance reforms on the basis of alleged supervisory failures with regard to certain historical spoofing-related conduct that was the subject of the Firm’s resolutions with the DOJ, CFTC and SEC in September 2020, as well as certain fiduciary activities that were separately the subject of a resolution between JPMorgan Chase Bank, N.A. and the OCC in November 2020. Defendants have moved to dismiss. Securities Lending Antitrust Litigation . JPMorgan Chase Bank, N.A., J.P. Morgan Securities LLC, J.P. Morgan Prime, Inc., and J.P. Morgan Strategic Securities Lending Corp. are named as defendants in a putative class action filed in the United States District Court for the Southern District of New York. The complaint asserts violations of federal antitrust law and New York State common law in connection with an alleged conspiracy to prevent the emergence of anonymous exchange trading for securities lending transactions. Defendants’ motion to dismiss the complaint was denied. Plaintiffs have moved to certify a class in this action, which defendants are opposing. * * * In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously. Additional legal proceedings may be initiated from time to time in the future. The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upward or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm’s legal expense was $47 million and $76 million for the three months ended September 30, 2022 and 2021, respectively, and $239 million and $289 million for the nine months ended September 30, 2022 and 2021, respectively. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future. In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fines, penalties or consequences related to those matters. JPMorgan Chase believes, based upon its current knowledge and after consultation with counsel, consideration of the material legal proceedings described above and after taking into account its current litigation reserves and its estimated aggregate range of possible losses, that the other legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued or that a matter will not have material reputational consequences. As a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan Chase’s income for that period.

Business Segments

Business Segments	9 Months Ended
	Sep. 30, 2022
Segment Reporting [Abstract]
Business Segments	Business segments The Firm is managed on an LOB basis. There are four major reportable business segments - Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset & Wealth 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 the Firm’s Operating Committee. Segment results are presented on a managed basis. Refer to Segment results below, and Note 32 of JPMorgan Chase’s 2021 Form 10-K for a further discussion of JPMorgan Chase’s business segments. Segment results The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2022 and 2021, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) on an 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. Refer to Note 32 of JPMorgan Chase’s 2021 Form 10-K for additional information on the Firm’s managed basis. Capital allocation The amount of capital assigned to each business segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 93 of JPMorgan Chase’s 2021 Form 10-K for additional information on capital allocation. Segment results and reconciliation (a) As of or for the three months Consumer & Corporate & Commercial Banking Asset & Wealth Management 2022 2021 2022 2021 2022 2021 2022 2021 Noninterest revenue $ 3,762 $ 4,138 $ 9,231 $ 9,061 $ 836 $ 988 $ 3,126 $ 3,312 Net interest income 10,569 8,383 2,644 3,335 2,212 1,532 1,413 988 Total net revenue 14,331 12,521 11,875 12,396 3,048 2,520 4,539 4,300 Provision for credit losses 529 (459) 513 (638) 618 (363) (102) (60) Noninterest expense 8,047 7,238 6,618 5,871 1,180 1,032 3,028 2,762 Income/(loss) before income tax expense/(benefit) 5,755 5,742 4,744 7,163 1,250 1,851 1,613 1,598 Income tax expense/(benefit) 1,421 1,391 (b) 1,212 1,516 (b) 304 442 (b) 394 402 (b) Net income/(loss) $ 4,334 $ 4,351 (b) $ 3,532 $ 5,647 (b) $ 946 $ 1,409 (b) $ 1,219 $ 1,196 (b) Average equity $ 50,000 $ 50,000 $ 103,000 $ 83,000 $ 25,000 $ 24,000 $ 17,000 $ 14,000 Total assets 500,752 493,169 1,384,618 1,355,752 247,485 227,670 232,303 221,702 ROE 33 % 34 % 13 % 26 % 14 % 22 % 28 % 33 % Overhead ratio 56 58 56 47 39 41 67 64 As of or for the three months Corporate Reconciling Items (a) Total 2022 2021 2022 2021 2022 2021 Noninterest revenue $ (1,094) $ (242) $ (663) $ (690) $ 15,198 $ 16,567 Net interest income 792 (1,054) (112) (104) 17,518 13,080 Total net revenue (302) (1,296) (775) (794) 32,716 29,647 Provision for credit losses (21) (7) — — 1,537 (1,527) Noninterest expense 305 160 — — 19,178 17,063 Income/(loss) before income tax expense/(benefit) (586) (1,449) (775) (794) 12,001 14,111 Income tax expense/(benefit) (292) (533) (b) (775) (794) 2,264 2,424 Net income/(loss) $ (294) $ (916) (b) $ — $ — $ 9,737 $ 11,687 Average equity $ 57,944 $ 82,556 $ — $ — $ 252,944 $ 253,556 Total assets 1,408,726 1,459,283 NA NA 3,773,884 3,757,576 ROE NM NM NM NM 15 % 18 % Overhead ratio NM NM NM NM 59 58 (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) In the first quarter of 2022, the Firm changed its methodology for allocating income taxes to the LOBs, with no impact to Firmwide net income. Prior-period amounts have been revised to conform with the current presentation. Segment results and reconciliation (a) As of or for the nine months Consumer & Corporate & Commercial Banking Asset & Wealth Management 2022 2021 2022 2021 2022 2021 2022 2021 Noninterest revenue $ 11,570 $ 13,452 $ 27,937 $ 30,061 $ 2,607 $ 2,855 $ 9,449 $ 9,623 Net interest income 27,604 24,346 9,414 10,154 5,522 4,541 3,711 2,861 Total net revenue 39,174 37,798 37,351 40,215 8,129 7,396 13,160 12,484 Provision for credit losses 1,968 (5,929) 1,017 (1,048) 984 (858) 96 (191) Noninterest expense 23,490 21,502 20,661 19,498 3,465 2,982 8,807 7,922 Income/(loss) before income tax expense/(benefit) 13,716 22,225 15,673 21,765 3,680 5,272 4,257 4,753 Income tax expense/(benefit) 3,387 5,442 (b) 4,031 5,174 (b) 890 1,260 (b) 1,026 1,141 (b) Net income/(loss) $ 10,329 $ 16,783 (b) $ 11,642 $ 16,591 (b) $ 2,790 $ 4,012 (b) $ 3,231 $ 3,612 (b) Average equity $ 50,000 $ 50,000 $ 103,000 $ 83,000 $ 25,000 $ 24,000 $ 17,000 $ 14,000 Total assets 500,752 493,169 1,384,618 1,355,752 247,485 227,670 232,303 221,702 ROE 27 % 44 % 14 % 26 % (b) 14 % 21 % 25 % 34 % Overhead ratio 60 57 55 48 43 40 67 63 As of or for the nine months Corporate Reconciling Items (a) Total 2022 2021 2022 2021 2022 2021 Noninterest revenue $ (1,683) $ (68) $ (2,250) $ (2,241) $ 47,630 $ 53,682 Net interest income 580 (2,870) (313) (322) 46,518 38,710 Total net revenue (1,103) (2,938) (2,563) (2,563) 94,148 92,392 Provision for credit losses 36 58 — — 4,101 (7,968) Noninterest expense 695 1,551 — — 57,118 53,455 Income/(loss) before income tax expense/(benefit) (1,834) (4,547) (2,563) (2,563) 32,929 46,905 Income tax expense/(benefit) (510) (1,484) (b) (2,563) (2,563) 6,261 8,970 Net income/(loss) $ (1,324) $ (3,063) (b) $ — $ — $ 26,668 $ 37,935 Average equity $ 56,147 $ 79,011 $ — $ — $ 251,147 $ 250,011 Total assets 1,408,726 1,459,283 NA NA 3,773,884 3,757,576 ROE NM NM NM NM 14 % 20 % Overhead ratio NM NM NM NM 61 58 (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) In the first quarter of 2022, the Firm changed its methodology for allocating income taxes to the LOBs, with no impact to Firmwide net income. Prior-period amounts have been revised to conform with the current presentation.

Basis of Presentation (Policies

Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2022
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 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 such that this interim financial information is fairly stated.
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.
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 financing activities to be presented on a net basis when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances where it has determined that the specified conditions are met. Refer to Note 1 of JPMorgan Chase’s 2021
Allowance for credit losses policy	The Firm's allowance for credit losses represents management's estimate of expected credit losses over the remaining expected life of the Firm's financial assets measured at amortized cost and certain off-balance sheet lending-related commitments.
Loan securitizations policy	The Firm has securitized and sold a variety of loans, including residential mortgages, credit card receivables, commercial mortgages and other consumer loans.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	9 Months Ended
	Sep. 30, 2022
Fair Value Disclosures [Abstract]
Assets and liabilities measured at fair value on a recurring basis	The following table presents the assets and liabilities reported at fair value as of September 30, 2022, and December 31, 2021, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative (f) September 30, 2022 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 299,242 $ 1 $ — $ 299,243 Securities borrowed — 67,281 — — 67,281 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies (a) — 82,050 776 — 82,826 Residential – nonagency — 2,188 9 — 2,197 Commercial – nonagency — 1,432 11 — 1,443 Total mortgage-backed securities — 85,670 796 — 86,466 U.S. Treasury, GSEs and government agencies (a) 76,042 7,557 — — 83,599 Obligations of U.S. states and municipalities — 6,960 7 — 6,967 Certificates of deposit, bankers’ acceptances and commercial paper — 1,216 — — 1,216 Non-U.S. government debt securities 28,727 44,693 166 — 73,586 Corporate debt securities — 26,427 348 — 26,775 Loans — 5,210 865 — 6,075 Asset-backed securities — 2,627 26 — 2,653 Total debt instruments 104,769 180,360 2,208 — 287,337 Equity securities 91,572 2,109 580 — 94,261 Physical commodities (b) 2,336 13,596 2 — 15,934 Other — 16,296 84 — 16,380 Total debt and equity instruments (c) 198,677 212,361 2,874 — 413,912 Derivative receivables: Interest rate 12,023 263,527 3,582 (253,300) 25,832 Credit — 13,215 719 (12,063) 1,871 Foreign exchange 886 353,603 1,344 (318,966) 36,867 Equity — 80,920 4,881 (74,175) 11,626 Commodity — 38,348 606 (22,616) 16,338 Total derivative receivables 12,909 749,613 11,132 (681,120) 92,534 Total trading assets (d) 211,586 961,974 14,006 (681,120) 506,446 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies (a) — 53,331 — — 53,331 Residential – nonagency — 4,762 — — 4,762 Commercial – nonagency — 1,937 — — 1,937 Total mortgage-backed securities — 60,030 — — 60,030 U.S. Treasury and government agencies 90,487 — — — 90,487 Obligations of U.S. states and municipalities — 8,582 — — 8,582 Non-U.S. government debt securities 6,547 8,054 — — 14,601 Corporate debt securities — 119 180 — 299 Asset-backed securities: Collateralized loan obligations — 10,920 — — 10,920 Other — 3,221 — — 3,221 Total available-for-sale securities 97,034 90,926 180 — 188,140 Loans (e) — 39,913 1,574 — 41,487 Mortgage servicing rights — — 8,140 — 8,140 Other assets (d) 7,605 6,011 376 — 13,992 Total assets measured at fair value on a recurring basis $ 316,225 $ 1,465,347 $ 24,277 $ (681,120) $ 1,124,729 Deposits $ — $ 19,109 $ 1,826 $ — $ 20,935 Federal funds purchased and securities loaned or sold under repurchase agreements — 180,535 — — 180,535 Short-term borrowings — 14,059 1,584 — 15,643 Trading liabilities: Debt and equity instruments (c) 103,932 29,172 71 — 133,175 Derivative payables: Interest rate 7,373 255,680 3,027 (248,681) 17,399 Credit — 10,814 376 (10,456) 734 Foreign exchange 727 351,568 837 (330,302) 22,830 Equity — 74,707 5,207 (71,775) 8,139 Commodity — 31,415 407 (24,221) 7,601 Total derivative payables 8,100 724,184 9,854 (685,435) 56,703 Total trading liabilities 112,032 753,356 9,925 (685,435) 189,878 Accounts payable and other liabilities 4,445 1,423 69 — 5,937 Beneficial interests issued by consolidated VIEs — 5 — — 5 Long-term debt — 43,517 22,428 — 65,945 Total liabilities measured at fair value on a recurring basis $ 116,477 $ 1,012,004 $ 35,832 $ (685,435) $ 478,878 Fair value hierarchy Derivative (f) December 31, 2021 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 252,720 $ — $ — $ 252,720 Securities borrowed — 81,463 — — 81,463 Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies (a) — 38,944 265 — 39,209 Residential – nonagency — 2,358 28 — 2,386 Commercial – nonagency — 1,506 10 — 1,516 Total mortgage-backed securities — 42,808 303 — 43,111 U.S. Treasury, GSEs and government agencies (a) 68,527 9,181 — — 77,708 Obligations of U.S. states and municipalities — 7,068 7 — 7,075 Certificates of deposit, bankers’ acceptances and commercial paper — 852 — — 852 Non-U.S. government debt securities 26,982 44,581 81 — 71,644 Corporate debt securities — 24,491 332 — 24,823 Loans — 7,366 708 — 8,074 Asset-backed securities — 2,668 26 — 2,694 Total debt instruments 95,509 139,015 1,457 — 235,981 Equity securities 86,904 1,741 662 — 89,307 Physical commodities (b) 5,357 20,788 — — 26,145 Other — 24,850 160 — 25,010 Total debt and equity instruments (c) 187,770 186,394 2,279 — 376,443 Derivative receivables: Interest rate 1,072 267,493 2,020 (248,611) 21,974 Credit — 9,321 518 (8,808) 1,031 Foreign exchange 134 168,590 855 (156,954) 12,625 Equity — 65,139 3,492 (58,650) 9,981 Commodity — 26,232 421 (15,183) 11,470 Total derivative receivables 1,206 536,775 7,306 (488,206) 57,081 Total trading assets (d) 188,976 723,169 9,585 (488,206) 433,524 Available-for-sale securities: Mortgage-backed securities: U.S. GSEs and government agencies (a) 4 72,539 — — 72,543 Residential – nonagency — 6,070 — — 6,070 Commercial – nonagency — 4,949 — — 4,949 Total mortgage-backed securities 4 83,558 — — 83,562 U.S. Treasury and government agencies 177,463 — — — 177,463 Obligations of U.S. states and municipalities — 15,860 — — 15,860 Non-U.S. government debt securities 5,430 10,779 — — 16,209 Corporate debt securities — 160 161 — 321 Asset-backed securities: Collateralized loan obligations — 9,662 — — 9,662 Other — 5,448 — — 5,448 Total available-for-sale securities 182,897 125,467 161 — 308,525 Loans (e) — 56,887 1,933 — 58,820 Mortgage servicing rights — — 5,494 — 5,494 Other assets (d) 9,558 4,139 306 — 14,003 Total assets measured at fair value on a recurring basis $ 381,431 $ 1,243,845 $ 17,479 $ (488,206) $ 1,154,549 Deposits $ — $ 9,016 $ 2,317 $ — $ 11,333 Federal funds purchased and securities loaned or sold under repurchase agreements — 126,435 — — 126,435 Short-term borrowings — 17,534 2,481 — 20,015 Trading liabilities: Debt and equity instruments (c) 87,831 26,716 30 — 114,577 Derivative payables: Interest rate 981 237,714 2,036 (232,537) 8,194 Credit — 10,468 444 (10,032) 880 Foreign exchange 123 174,349 1,274 (161,649) 14,097 Equity — 72,609 7,118 (62,494) 17,233 Commodity — 26,600 1,328 (18,216) 9,712 Total derivative payables 1,104 521,740 12,200 (484,928) 50,116 Total trading liabilities 88,935 548,456 12,230 (484,928) 164,693 Accounts payable and other liabilities 5,115 467 69 — 5,651 Beneficial interests issued by consolidated VIEs — 12 — — 12 Long-term debt — 50,560 24,374 — 74,934 Total liabilities measured at fair value on a recurring basis $ 94,050 $ 752,480 $ 41,471 $ (484,928) $ 403,073 (a) At September 30, 2022, and December 31, 2021, included total U.S. GSE obligations of $90.1 billion and $73.9 billion, respectively, which were mortgage-related. (b) Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” 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, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value 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. Refer to Note 4 for a further discussion of the Firm’s hedge accounting relationships. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (c) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (d) 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 September 30, 2022, and December 31, 2021, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $882 million and $801 million, respectively. Included in these balances at September 30, 2022, and December 31, 2021, were trading assets of $41 million and $51 million, respectively, and other assets of $841 million and $750 million, respectively. (e) At September 30, 2022, and December 31, 2021, included $11.4 billion and $26.2 billion, respectively, of residential first-lien mortgages, and $7.5 billion and $8.2 billion, respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. GSEs and government agencies of $3.4 billion and $13.6 billion, respectively. (f) 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. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) September 30, 2022 Product/Instrument Fair value (in millions) Principal valuation technique Unobservable inputs (g) Range of input values Average (i) Residential mortgage-backed securities and loans (b) $ 1,685 Discounted cash flows Yield 3% 20% 7% Prepayment speed 3% 11% 8% Conditional default rate 0% 5% 0% Loss severity 0% 110% 4% Commercial mortgage-backed securities and loans (c) 413 Market comparables Price $0 $100 $83 Corporate debt securities 528 Market comparables Price $0 $110 $95 Loans (d) 1,137 Market comparables Price $0 $356 $83 Non-U.S. government debt securities 166 Market comparables Price $6 $100 $90 Net interest rate derivatives 580 Option pricing Interest rate volatility 28 bps 682 bps 131 bps Interest rate spread volatility 23 bps 35 bps 26 bps Bermudan switch value 8% 58% 18% Interest rate correlation (85)% 89% 16% IR-FX correlation (35)% 60% 7% (25) Discounted cash flows Prepayment speed 0% 21% 7% Net credit derivatives 320 Discounted cash flows Credit correlation 30% 60% 44% Credit spread 1 bps 6,152 bps 678 bps Recovery rate 15% 67% 46% 23 Market comparables Price $15 $104 $82 Net foreign exchange derivatives 595 Option pricing IR-FX correlation (40)% 60% 20% (88) Discounted cash flows Prepayment speed 9% 9% Interest rate curve 2% 32% 8% Net equity derivatives (326) Option pricing Forward equity price (h) 84% 146% 101% Equity volatility 5% 146% 38% Equity correlation 17% 99% 55% Equity-FX correlation (86)% 60% (28)% Equity-IR correlation 15% 50% 27% Net commodity derivatives 199 Option pricing Oil commodity forward $65 / BBL $319 / BBL $192 / BBL Natural gas commodity forward $2 / MMBTU $18 / MMBTU $10 / MMBTU Commodity volatility 4% 144% 74% Commodity correlation (30)% 77% 24% MSRs 8,140 Discounted cash flows Refer to Note 14 Long-term debt, short-term borrowings, and deposits (e) 24,723 Option pricing Interest rate volatility 28 bps 682 bps 131 bps Interest rate correlation (85)% 89% 16% IR-FX correlation (35)% 60% 7% Equity correlation 17% 99% 55% Equity-FX correlation (86)% 60% (28)% Equity-IR correlation 15% 50% 27% 1,115 Discounted cash flows Credit correlation 30% 60% 44% Other level 3 assets and liabilities, net (f) 936 (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. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (b) Comprises U.S. GSE and government agency securities of $776 million, nonagency securities of $9 million and non-trading loans of $900 million. (c) Comprises nonagency securities of $11 million, trading loans of $40 million and non-trading loans of $362 million. (d) Comprises trading loans of $825 million and non-trading loans of $312 million. (e) Long-term debt, short-term borrowings and deposits include structured notes issued by the Firm that are financial instruments that typically contain embedded derivatives. The estimation of the fair value of structured notes includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (f) Includes equity securities of $807 million including $227 million in Other Assets, for which quoted prices are not readily available and the fair value is generally based on internal valuation techniques such as EBITDA multiples and comparable analysis. All other level 3 assets and liabilities are insignificant both individually and in aggregate. (g) Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100. (h) Forward equity price is expressed as a percentage of the current equity price. (i) Amounts represent weighted averages except for derivative related inputs where arithmetic averages are used.
Changes in level 3 recurring fair value measurements	The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and nine months ended September 30, 2022 and 2021. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable inputs 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 September 30, 2022 Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ 1 $ — $ 1 $ — $ (1) $ — $ — $ 1 $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 803 5 5 — (32) — (5) 776 5 Residential – nonagency 14 — 1 (5) — — (1) 9 — Commercial – nonagency 10 (1) — (1) — 3 — 11 (1) Total mortgage-backed securities 827 4 6 (6) (32) 3 (6) 796 4 Obligations of U.S. states and municipalities 7 1 — (1) — — — 7 1 Non-U.S. government debt securities 205 (11) 21 (22) (4) 8 (31) 166 (11) Corporate debt securities 574 2 45 (75) (28) 66 (236) 348 11 Loans 898 (15) 103 (144) (43) 252 (186) 865 (16) Asset-backed securities 20 5 15 (13) — — (1) 26 1 Total debt instruments 2,531 (14) 190 (261) (107) 329 (460) 2,208 (10) Equity securities 661 (43) 16 (60) (2) 18 (10) 580 (46) Physical commodities 2 (1) 1 — — — — 2 (1) Other 87 19 10 — (32) 1 (1) 84 15 Total trading assets – debt and equity instruments 3,281 (39) (c) 217 (321) (141) 348 (471) 2,874 (42) (c) Net derivative receivables: (b) Interest rate 420 (574) 60 (108) (38) 848 (53) 555 (552) Credit 249 56 6 (1) 41 2 (10) 343 69 Foreign exchange 245 217 31 (43) 43 (1) 15 507 166 Equity (1,234) 904 272 (424) 385 (134) (95) (326) 902 Commodity 26 116 14 (51) 29 4 61 199 141 Total net derivative receivables (294) 719 (c) 383 (627) 460 719 (82) 1,278 726 (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities 186 (6) — — — — — 180 (6) Total available-for-sale securities 186 (6) (d) — — — — — 180 (6) (d) Loans 2,020 (53) (c) 37 (85) (102) 213 (456) 1,574 (52) (c) Mortgage servicing rights 7,439 504 (e) 510 (79) (234) — — 8,140 504 (e) Other assets 408 11 (c) 2 (1) (44) — — 376 11 (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2022 Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,032 $ (152) (c)(f) $ — $ — $ 24 $ (18) $ — $ (60) $ 1,826 $ (154) (c)(f) Short-term borrowings 2,101 (22) (c)(f) — — 863 (1,354) — (4) 1,584 (51) (c)(f) Trading liabilities – debt and equity instruments 56 3 (c) (5) 14 — — 7 (4) 71 7 (c) Accounts payable and other liabilities 73 (4) (c) — — — — — — 69 (4) (c) Long-term debt 23,077 (1,037) (c)(f) — — 2,943 (2,404) 297 (448) 22,428 (1,075) (c)(f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ — $ — $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 329 (12) 13 (6) (25) — — 299 (12) Residential – nonagency 16 — 9 — (1) — — 24 (1) Commercial – nonagency 10 7 1 — (13) 14 — 19 6 Total mortgage-backed securities 355 (5) 23 (6) (39) 14 — 342 (7) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 183 (2) 128 (98) — — (107) 104 (1) Corporate debt securities 487 (33) 38 (115) (3) 25 (29) 370 (25) Loans 795 — 219 (197) (130) 409 (114) 982 2 Asset-backed securities 35 1 3 (4) — — (7) 28 — Total debt instruments 1,863 (39) 411 (420) (173) 448 (257) 1,833 (31) Equity securities 690 (41) 5 (44) — 62 (38) 634 (34) Other 47 26 17 — (31) — (1) 58 26 Total trading assets – debt and equity instruments 2,600 (54) (c) 433 (464) (204) 510 (296) 2,525 (39) (c) Net derivative receivables: (b) Interest rate (22) 618 21 (44) (683) 13 (16) (113) 246 Credit (17) (9) 4 (7) 59 (4) (32) (6) (1) Foreign exchange (583) 2 28 (44) 41 (5) 4 (557) 15 Equity (4,936) 723 192 (1,001) 912 214 59 (3,837) 397 Commodity (1,167) 88 130 (88) 156 (2) 11 (872) 178 Total net derivative receivables (6,725) 1,422 (c) 375 (1,184) 485 216 26 (5,385) 835 (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 1,734 (13) (c) 209 (1) (180) 427 (105) 2,071 (11) (c) Mortgage servicing rights 4,549 (11) (e) 1,013 1 (201) — — 5,351 (11) (e) Other assets 518 (35) (c) 3 — (165) — — 321 (34) (c) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,684 $ (11) (c)(f) $ — $ — $ 33 $ (172) $ — $ (157) $ 2,377 $ (7) (c)(f) Short-term borrowings 3,075 (699) (c)(f) — — 1,166 (1,121) — (10) 2,411 (124) (c)(f) Trading liabilities – debt and equity instruments 36 (2) (c) (8) 2 — — 3 (1) 30 1 (c) Accounts payable and other liabilities 51 — — — — — — — 51 1 (c) Long-term debt 23,527 (216) (c)(f) — — 2,950 (2,512) 11 (246) 23,514 (242) (c)(f) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2022 Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ — $ — $ 1 $ — $ (1) $ 1 $ — $ 1 $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 265 31 670 (125) (60) — (5) 776 29 Residential – nonagency 28 — 6 (5) (12) — (8) 9 (1) Commercial – nonagency 10 (1) — (1) — 3 — 11 (1) Total mortgage-backed securities 303 30 676 (131) (72) 3 (13) 796 27 Obligations of U.S. states and municipalities 7 1 — (1) — — — 7 2 Non-U.S. government debt securities 81 (53) 426 (288) (4) 51 (47) 166 (50) Corporate debt securities 332 (33) 378 (146) (65) 164 (282) 348 (27) Loans 708 (52) 522 (406) (202) 777 (482) 865 (25) Asset-backed securities 26 5 17 (23) — 5 (4) 26 1 Total debt instruments 1,457 (102) 2,019 (995) (343) 1,000 (828) 2,208 (72) Equity securities 662 (955) 337 (361) (2) 977 (78) 580 (407) Physical Commodities — (1) 3 — — — — 2 (1) Other 160 86 36 — (195) 1 (4) 84 58 Total trading assets – debt and equity instruments 2,279 (972) (c) 2,395 (1,356) (540) 1,978 (910) 2,874 (422) (c) Net derivative receivables: (b) Interest rate (16) (181) 285 (337) 218 865 (279) 555 25 Credit 74 387 14 (8) (120) — (4) 343 367 Foreign exchange (419) 755 178 (86) 75 17 (13) 507 716 Equity (3,626) 3,472 932 (1,449) 688 (692) 349 (326) 3,106 Commodity (907) 920 82 (257) 297 3 61 199 878 Total net derivative receivables (4,894) 5,353 (c) 1,491 (2,137) 1,158 193 114 1,278 5,092 (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities 161 2 17 — — — — 180 2 Total available-for-sale securities 161 2 (d) 17 — — — — 180 2 (d) Loans 1,933 (37) (c) 431 (185) (633) 829 (764) 1,574 79 (c) Mortgage servicing rights 5,494 2,117 (e) 1,981 (750) (702) — — 8,140 2,117 (e) Other assets 306 136 (c) 48 (29) (81) 2 (6) 376 131 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2022 Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,317 $ (454) (c)(f) $ — $ — $ 270 $ (87) $ — $ (220) $ 1,826 $ (446) (c)(f) Short-term borrowings 2,481 (409) (c)(f) — — 3,249 (3,737) 15 (15) 1,584 17 (c)(f) Trading liabilities – debt and equity instruments 30 (13) (c) (39) 48 — — 51 (6) 71 14 (c) Accounts payable and other liabilities 69 (10) (c) (28) 43 — — 1 (6) 69 (9) (c) Long-term debt 24,374 (5,345) (c)(f) — — 10,463 (6,925) 739 (878) 22,428 (5,097) (c)(f) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 Fair value at Total realized/unrealized gains/(losses) Transfers into Transfers (out of) level 3 Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: (a) Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ — $ — $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. GSEs and government agencies 449 (22) 20 (62) (86) 1 (1) 299 (25) Residential – nonagency 28 1 24 (24) (4) — (1) 24 (2) Commercial – nonagency 3 7 12 (1) (16) 14 — 19 6 Total mortgage-backed securities 480 (14) 56 (87) (106) 15 (2) 342 (21) Obligations of U.S. states and municipalities 8 — — — (1) — — 7 — Non-U.S. government debt securities 182 (10) 330 (284) (7) — (107) 104 (2) Corporate debt securities 507 (18) 357 (415) (3) 138 (196) 370 (3) Loans 893 6 785 (434) (256) 584 (596) 982 — Asset-backed securities 28 8 41 (43) (1) 2 (7) 28 — Total debt instruments 2,098 (28) 1,569 (1,263) (374) 739 (908) 1,833 (26) Equity securities 476 (38) 258 (114) — 140 (88) 634 (92) Other 49 74 118 — (86) 3 (100) 58 37 Total trading assets – debt and equity instruments 2,623 8 (c) 1,945 (1,377) (460) 882 (1,096) 2,525 (81) (c) Net derivative receivables: (b) Interest rate 258 1,587 92 (146) (1,874) 68 (98) (113) 212 Credit (224) 140 6 (11) 103 (13) (7) (6) 143 Foreign exchange (434) (196) 67 (98) 140 6 (42) (557) (44) Equity (3,862) (195) 667 (2,246) 1,638 233 (72) (3,837) (187) Commodity (731) (505) 140 (382) 600 (3) 9 (872) (223) Total net derivative receivables (4,993) 831 (c) 972 (2,883) 607 291 (210) (5,385) (99) (c) Available-for-sale securities: Mortgage-backed securities — — — — — — — — — Corporate debt securities — — 95 — — — — 95 — Total available-for-sale securities — — 95 — — — — 95 — Loans 2,305 (79) (c) 516 (326) (699) 1,027 (673) 2,071 (92) (c) Mortgage servicing rights 3,276 258 (e) 2,410 (23) (570) — — 5,351 258 (e) Other assets 538 9 (c) 10 (18) (217) — (1) 321 22 (c) Fair value measurements using significant unobservable inputs Nine months ended September 30, 2021 Fair value at Total realized/unrealized (gains)/losses Transfers into Transfers (out of) level 3 Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (a) Deposits $ 2,913 $ (67) (c)(f) $ — $ — $ 252 $ (360) $ 2 $ (363) $ 2,377 $ (60) (c)(f) Short-term borrowings 2,420 (1,095) (c)(f) — — 5,479 (4,333) 9 (69) 2,411 (117) (c)(f) Trading liabilities – debt and equity instruments 51 (6) (c) (100) 36 — — 62 (13) 30 (2) (c) Accounts payable and other liabilities 68 (10) (c) — 1 — — — (8) 51 (9) (c) Long-term debt 23,397 190 (c)(f) — — 9,884 (9,250) 29 (736) 23,514 48 (c)(f) (a) Level 3 assets at fair value as a percentage of total Firm assets at fair value (including assets measured at fair value on a nonrecurring basis) were 2% at both September 30, 2022 and December 31, 2021. Level 3 liabilities at fair value as a percentage of total Firm liabilities at fair value (including liabilities measured at fair value on a nonrecurring basis) were 8% and 10% at September 30, 2022 and December 31, 2021, respectively. (b) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (c) Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d) Realized gains/(losses) on AFS securities are reported in investment securities gains/(losses). Unrealized gains/(losses) are reported in OCI. There were no realized gains/(losses) recorded in income on AFS securities for the three and nine months ended September 30, 2022 and 2021. Unrealized gains/(losses) recorded on AFS securities in OCI were $(6) million and zero for the three months ended September 30, 2022 and 2021, respectively and $2 million and zero for the nine months ended September 30, 2022 and 2021, respectively. (e) Changes in fair value for MSRs are reported in mortgage fees and related income. (f) Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue, and were not material for the three and nine months ended September 30, 2022 and 2021. Unrealized (gains)/losses are reported in OCI, and were $(256) million and $318 million for the three months ended September 30, 2022 and 2021, respectively and $(829) million and $300 million for the nine months ended September 30, 2022 and 2021, respectively. (g) Loan originations are included in purchases. (h) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidations associated with beneficial interests in VIEs and other items.
Impact of credit adjustments on earnings	The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. The FVA presented below includes 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 September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Credit and funding adjustments: Derivatives CVA $ (6) $ 60 $ (171) $ 343 Derivatives FVA 5 38 (46) 99
Assets and liabilities measured at fair value on a nonrecurring basis	The following tables present the assets and liabilities held as of September 30, 2022 and 2021 , for which nonrecurring fair value adjustments were recorded during the nine months ended September 30, 2022 and 2021 , by major product category and fair value hierarchy. Fair value hierarchy Total fair value September 30, 2022 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,142 $ 927 (b) $ 2,069 Other assets (a) — 37 1,119 1,156 Total assets measured at fair value on a nonrecurring basis $ — $ 1,179 $ 2,046 $ 3,225 Accounts payable and other liabilities — — 112 112 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 112 $ 112 Fair value hierarchy Total fair value September 30, 2021 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 1,175 $ 314 $ 1,489 Other assets — 7 1,202 1,209 Total assets measured at fair value on a nonrecurring basis $ — $ 1,182 $ 1,516 $ 2,698 Accounts payable and other liabilities — — 2 2 Total liabilities measured at fair value on a nonrecurring basis $ — $ — $ 2 $ 2 (a) Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative). Of the $1.1 billion in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2022, $1.0 billion related to equity securities adjusted based on the measurement alternative. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. (b) Of the $927 million in level 3 assets measured at fair value on a nonrecurring basis as of September 30, 2022, $65 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., collateral-dependent loans). These amounts are classified as level 3 as they are valued using information from broker’s price opinions, appraisals and automated valuation models and discounted based upon the Firm’s experience with actual liquidation values. These discounts ranged from 9% to 56% with a weighted average of 23%. The following table presents the total change in value of assets and liabilities for which fair value adjustments have been recognized for the three and nine months ended September 30, 2022 and 2021 , related to assets and liabilities held at those dates. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Loans $ (28) $ (10) $ (77) $ (40) Other assets (a) (76) 84 (122) 177 Accounts payable and other liabilities 52 — (108) 6 Total nonrecurring fair value gains/(losses) $ (52) $ 74 $ (307) $ 143
Schedule of equity securities without readily determinable fair values measured under the measurement alternative and related adjustments	The following table presents the carrying value of equity securities without readily determinable fair values held as of September 30, 2022 and 2021 , that are measured under the measurement alternative and the related adjustments recorded during the periods presented for those securities with observable price changes. These securities are included in the nonrecurring fair value tables when applicable price changes are observable. Three months ended September 30, Nine months ended September 30, As of or for the period ended, (in millions) 2022 2021 2022 2021 Other assets Carrying value (a) $ 4,229 $ 3,207 $ 4,229 $ 3,207 Upward carrying value changes (b) 40 100 486 216 Downward carrying value changes/impairment (c) (116) (10) (591) (18) (a) The carrying value as of December 31, 2021 was $3.6 billion. The period-end carrying values reflect cumulative purchases and sales in addition to upward and downward carrying value changes. (b) The cumulative upward carrying value changes between January 1, 2018 and September 30, 2022 were $1.5 billion. (c) The cumulative downward carrying value changes/impairment between January 1, 2018 and September 30, 2022 were $(781) million.
Carrying value and estimated fair value of financial assets and liabilities	The following table presents, by fair value hierarchy classification, the carrying values and estimated fair values at September 30, 2022, and December 31, 2021, of financial assets and liabilities, excluding financial instruments that are carried at fair value on a recurring basis, and their classification within the fair value hierarchy. September 30, 2022 December 31, 2021 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying Level 1 Level 2 Level 3 Total estimated Carrying Level 1 Level 2 Level 3 Total estimated Financial assets Cash and due from banks $ 24.7 $ 24.7 $ — $ — $ 24.7 $ 26.4 $ 26.4 $ — $ — $ 26.4 Deposits with banks 619.5 619.1 0.4 — 619.5 714.4 714.4 — — 714.4 Accrued interest and accounts receivable 143.5 — 143.3 0.2 143.5 102.1 — 102.0 0.1 102.1 Federal funds sold and securities purchased under resale agreements 2.6 — 2.6 — 2.6 9.0 — 9.0 — 9.0 Securities borrowed 125.9 — 125.9 — 125.9 124.6 — 124.6 — 124.6 Investment securities, held-to-maturity 430.1 199.1 190.7 — 389.8 363.7 183.3 179.3 — 362.6 Loans, net of allowance for loan losses (a) 1,052.9 — 190.0 834.9 1,024.9 1,002.5 — 202.1 821.1 1,023.2 Other 106.4 — 104.7 1.8 106.5 98.7 — 97.4 1.4 98.8 Financial liabilities Deposits $ 2,387.7 $ — $ 2,387.9 $ — $ 2,387.9 $ 2,451.0 $ — $ 2,451.0 $ — $ 2,451.0 Federal funds purchased and securities loaned or sold under repurchase agreements 59.4 — 59.4 — 59.4 67.9 — 67.9 — 67.9 Short-term borrowings 32.2 — 32.2 — 32.2 33.6 — 33.6 — 33.6 Accounts payable and other liabilities 260.3 — 254.4 5.4 259.8 217.6 — 212.1 4.9 217.0 Beneficial interests issued by consolidated VIEs 12.1 — 12.0 — 12.0 10.7 — 10.8 — 10.8 Long-term debt 221.5 — 210.1 3.0 213.1 226.0 — 229.5 3.1 232.6
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. The carrying value and the estimated fair value of these wholesale lending-related commitments were as follows for the periods indicated. September 30, 2022 December 31, 2021 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value (a) (b) Level 1 Level 2 Level 3 Total estimated fair value Carrying value (a) (b) Level 1 Level 2 Level 3 Total estimated fair value Wholesale lending-related commitments $ 2.5 $ — $ — $ 3.4 $ 3.4 $ 2.1 $ — $ — $ 2.9 $ 2.9 (a) Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which is recognized at fair value at the inception of the guarantees. (b) Includes the wholesale allowance for lending-related commitments.

Fair Value Option (Tables)

Fair Value Option (Tables)	9 Months Ended
	Sep. 30, 2022
Fair Value Disclosures [Abstract]
Changes in fair value under the fair value option election	The following table presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2022 and 2021, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended September 30, 2022 2021 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (185) $ — $ (185) $ (19) $ — $ (19) Securities borrowed (209) — (209) (22) — (22) Trading assets: Debt and equity instruments, excluding loans (1,782) — (1,782) (2,255) — (2,255) Loans reported as trading assets: Changes in instrument-specific credit risk 34 — 34 66 — 66 Other changes in fair value (36) — (36) 1 — 1 Loans: Changes in instrument-specific credit risk (133) 3 (c) (130) 119 (7) (c) 112 Other changes in fair value (340) (107) (c) (447) 25 609 (c) 634 Other assets 12 (7) (d) 5 (22) — (22) Deposits (a) 364 — 364 38 — 38 Federal funds purchased and securities loaned or sold under repurchase agreements 104 — 104 11 — 11 Short-term borrowings (a) 85 — 85 388 — 388 Trading liabilities 9 — 9 (1) — (1) Beneficial interests issued by consolidated VIEs — — — — — — Other liabilities (2) — (2) (1) — (1) Long-term debt (a)(b) 1,828 125 (c)(d) 1,953 643 11 (c)(d) 654 Nine months ended September 30, 2022 2021 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (560) $ — $ (560) $ (33) $ — $ (33) Securities borrowed (508) — (508) (119) — (119) Trading assets: Debt and equity instruments, excluding loans (2,693) — (2,693) (1,188) (1) (c) (1,189) Loans reported as trading assets: — — Changes in instrument-specific credit risk (109) — (109) 342 — 342 Other changes in fair value (58) — (58) (7) — (7) Loans: Changes in instrument-specific credit risk (210) 26 (c) (184) 540 (9) (c) 531 Other changes in fair value (1,560) (881) (c) (2,441) (82) 1,733 (c) 1,651 Other assets 21 (6) (d) 15 6 (23) (d) (17) Deposits (a) 1,148 — 1,148 (53) — (53) Federal funds purchased and securities loaned or sold under repurchase agreements 310 — 310 42 — 42 Short-term borrowings (a) 858 — 858 (223) — (223) Trading liabilities (3) — (3) (2) — (2) Beneficial interests issued by consolidated VIEs (1) — (1) — — — Other liabilities (6) — (6) 1 — 1 Long-term debt (a)(b) 11,193 158 (c)(d) 11,351 (262) 6 (c)(d) (256) (a) Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected are recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue were zero and $(6) million for the three months ended September 30, 2022 and 2021, respectively, and $(9) million and $(8) million for the nine months ended September 30, 2022 and 2021, respectively. (b) Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c) Reported in mortgage fees and related income. (d) Reported in other income. (e) Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than certain hybrid financial instruments in CIB. Refer to Note 6 for further information regarding interest income and interest expense.
Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding	The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of September 30, 2022, and December 31, 2021, for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2022 December 31, 2021 (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 Nonaccrual loans Loans reported as trading assets $ 2,704 $ 357 $ (2,347) $ 3,263 $ 546 $ (2,717) Loans 962 814 (148) 918 797 (121) Subtotal 3,666 1,171 (2,495) 4,181 1,343 (2,838) 90 or more days past due and government guaranteed Loans (a) 152 144 (8) 293 281 (12) All other performing loans (b) Loans reported as trading assets 7,093 5,718 (1,375) 8,594 7,528 (1,066) Loans 42,236 40,529 (1,707) 57,695 57,742 47 Subtotal 49,329 46,247 (3,082) 66,289 65,270 (1,019) Total loans $ 53,147 $ 47,562 $ (5,585) $ 70,763 $ 66,894 $ (3,869) Long-term debt Principal-protected debt $ 36,523 (d) $ 27,422 $ (9,101) $ 35,957 (d) $ 33,799 $ (2,158) Nonprincipal-protected debt (c) NA 38,523 NA NA 41,135 NA Total long-term debt NA $ 65,945 NA NA $ 74,934 NA Long-term beneficial interests Nonprincipal-protected debt (c) NA $ 5 NA NA $ 12 NA Total long-term beneficial interests NA $ 5 NA NA $ 12 NA (a) These balances are excluded from nonaccrual loans as the loans are insured and/or guaranteed by U.S. government agencies. (b) There were no performing loans that were ninety days or more past due as of September 30, 2022, and December 31, 2021, respectively. (c) Remaining contractual principal is not applicable to nonprincipal-protected structured notes and long-term beneficial interests. Unlike principal-protected structured notes and long-term beneficial interests, for which the Firm is obligated to return a stated amount of principal at maturity, nonprincipal-protected structured notes and long-term beneficial interests do not obligate the Firm to return a stated amount of principal at maturity, but for structured notes 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. (d) 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 following table presents the fair value of structured notes, by balance sheet classification and the primary risk type. September 30, 2022 December 31, 2021 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 29,043 $ 295 $ 16,563 $ 45,901 $ 34,127 $ 1 $ 4,860 $ 38,988 Credit 3,909 246 — 4,155 6,352 858 — 7,210 Foreign exchange 2,616 838 42 3,496 3,386 315 1,066 4,767 Equity 27,941 5,711 3,616 37,268 29,317 6,827 5,125 41,269 Commodity 1,257 12 2 (a) 1,271 405 — 3 (a) 408 Total structured notes $ 64,766 $ 7,102 $ 20,223 $ 92,091 $ 73,587 $ 8,001 $ 11,054 $ 92,642 (a) Excludes deposits linked to precious metals for which the fair value option has not been elected of $600 million and $692 million for the periods ended September 30, 2022 and December 31, 2021, respectively.

Derivative Instruments (Tables)

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of uses and disclosure of derivatives	The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: • Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 121-122 • Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 123 • Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 121-122 • Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 123 • Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 124 • Commodity Hedge commodity inventory Fair value hedge CIB, AWM 121-122 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: • Interest rate Manage the risk associated with mortgage commitments, warehouse loans and MSRs Specified risk management CCB 125 • Credit Manage the credit risk associated with wholesale lending exposures Specified risk management CIB 125 • Interest rate and foreign exchange Manage the risk associated with certain other specified assets and liabilities Specified risk management Corporate 125 Market-making derivatives and other activities: • Various Market-making and related risk management Market-making and other CIB 125 • Various Other derivatives Market-making and other CIB, AWM, Corporate 125
Notional amount of derivative contracts	The following table summarizes the notional amount of free-standing derivative contracts outstanding as of September 30, 2022, and December 31, 2021. Notional amounts (b) (in billions) September 30, 2022 December 31, 2021 Interest rate contracts Swaps $ 26,999 $ 24,075 Futures and forwards 3,692 2,520 Written options 2,905 3,018 Purchased options 2,879 3,188 Total interest rate contracts 36,475 32,801 Credit derivatives (a) 1,307 1,053 Foreign exchange contracts Cross-currency swaps 3,843 4,112 Spot, futures and forwards 8,829 7,679 Written options 873 741 Purchased options 856 727 Total foreign exchange contracts 14,401 13,259 Equity contracts Swaps 608 612 Futures and forwards 110 139 Written options 713 654 Purchased options 660 598 Total equity contracts 2,091 2,003 Commodity contracts Swaps 148 185 Spot, futures and forwards 149 188 Written options 133 135 Purchased options 100 111 Total commodity contracts 530 619 Total derivative notional amounts $ 54,804 $ 49,735 (a) Refer to the Credit derivatives discussion on page 126 for more information on volumes and types of credit derivative contracts. (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 September 30, 2022, and December 31, 2021, 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 September 30, 2022 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 $ 279,132 $ — $ 279,132 $ 25,832 $ 266,080 $ — $ 266,080 $ 17,399 Credit 13,934 — 13,934 1,871 11,190 — 11,190 734 Foreign exchange 353,791 2,042 355,833 36,867 351,385 1,747 353,132 22,830 Equity 85,801 — 85,801 11,626 79,914 — 79,914 8,139 Commodity 34,532 4,422 38,954 16,338 27,238 4,584 31,822 7,601 Total fair value of trading assets and liabilities $ 767,190 $ 6,464 $ 773,654 $ 92,534 $ 735,807 $ 6,331 $ 742,138 $ 56,703 Gross derivative receivables Gross derivative payables December 31, 2021 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 $ 270,562 $ 23 $ 270,585 $ 21,974 $ 240,731 $ — $ 240,731 $ 8,194 Credit 9,839 — 9,839 1,031 10,912 — 10,912 880 Foreign exchange 169,186 393 169,579 12,625 174,622 1,124 175,746 14,097 Equity 68,631 — 68,631 9,981 79,727 — 79,727 17,233 Commodity 21,233 5,420 26,653 11,470 20,837 7,091 27,928 9,712 Total fair value of trading assets and liabilities $ 539,451 $ 5,836 $ 545,287 $ 57,081 $ 526,829 $ 8,215 $ 535,044 $ 50,116 (a) Balances exclude structured notes for which the fair value option has been elected. Refer to Note 3 for further information. (b) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
Offsetting assets	The following tables present, as of September 30, 2022, and December 31, 2021, 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 liquid securities and other 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. For the purpose of this disclosure, the definition of liquid securities is consistent with the definition of high quality liquid assets as defined in the LCR rule; • 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; and • 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. September 30, 2022 December 31, 2021 (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 U.S. GAAP nettable derivative receivables Interest rate contracts: Over-the-counter (“OTC”) $ 207,083 $ (185,451) $ 21,632 $ 251,953 $ (234,283) $ 17,670 OTC–cleared 67,743 (67,282) 461 14,144 (13,839) 305 Exchange-traded (a) 1,061 (567) 494 498 (489) 9 Total interest rate contracts 275,887 (253,300) 22,587 266,595 (248,611) 17,984 Credit contracts: OTC 11,181 (9,685) 1,496 8,035 (7,177) 858 OTC–cleared 2,520 (2,378) 142 1,671 (1,631) 40 Total credit contracts 13,701 (12,063) 1,638 9,706 (8,808) 898 Foreign exchange contracts: OTC 348,675 (317,060) 31,615 166,185 (156,251) 9,934 OTC–cleared 1,968 (1,904) 64 789 (703) 86 Exchange-traded (a) 11 (2) 9 6 — 6 Total foreign exchange contracts 350,654 (318,966) 31,688 166,980 (156,954) 10,026 Equity contracts: OTC 44,162 (38,061) 6,101 25,704 (23,977) 1,727 Exchange-traded (a) 38,230 (36,114) 2,116 36,095 (34,673) 1,422 Total equity contracts 82,392 (74,175) 8,217 61,799 (58,650) 3,149 Commodity contracts: OTC 23,803 (9,815) 13,988 15,063 (6,868) 8,195 OTC–cleared 132 (127) 5 49 (49) — Exchange-traded (a) 12,743 (12,674) 69 8,279 (8,266) 13 Total commodity contracts 36,678 (22,616) 14,062 23,391 (15,183) 8,208 Derivative receivables with appropriate legal opinion 759,312 (681,120) 78,192 (d) 528,471 (488,206) 40,265 (d) Derivative receivables where an appropriate legal opinion has not been either sought or obtained 14,342 14,342 16,816 16,816 Total derivative receivables recognized on the Consolidated balance sheets $ 773,654 $ 92,534 $ 545,287 $ 57,081 Collateral not nettable on the Consolidated balance sheets (b)(c) (25,068) (10,102) Net amounts $ 67,466 $ 46,979
Offsetting liabilities	September 30, 2022 December 31, 2021 (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 U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 193,084 $ (178,657) $ 14,427 $ 223,576 $ (216,757) $ 6,819 OTC–cleared 69,890 (69,517) 373 15,695 (15,492) 203 Exchange-traded (a) 507 (507) — 292 (288) 4 Total interest rate contracts 263,481 (248,681) 14,800 239,563 (232,537) 7,026 Credit contracts: OTC 8,347 (7,965) 382 9,021 (8,421) 600 OTC–cleared 2,628 (2,491) 137 1,679 (1,611) 68 Total credit contracts 10,975 (10,456) 519 10,700 (10,032) 668 Foreign exchange contracts: OTC 346,765 (328,364) 18,401 171,610 (160,946) 10,664 OTC–cleared 1,985 (1,934) 51 706 (703) 3 Exchange-traded (a) 13 (4) 9 7 — 7 Total foreign exchange contracts 348,763 (330,302) 18,461 172,323 (161,649) 10,674 Equity contracts: OTC 39,131 (35,650) 3,481 31,379 (27,830) 3,549 Exchange-traded (a) 36,293 (36,125) 168 40,621 (34,664) 5,957 Total equity contracts 75,424 (71,775) 3,649 72,000 (62,494) 9,506 Commodity contracts: OTC 15,885 (11,378) 4,507 14,874 (9,667) 5,207 OTC–cleared 126 (126) — 73 (73) — Exchange-traded (a) 13,484 (12,717) 767 8,954 (8,476) 478 Total commodity contracts 29,495 (24,221) 5,274 23,901 (18,216) 5,685 Derivative payables with appropriate legal opinion 728,138 (685,435) 42,703 (d) 518,487 (484,928) 33,559 (d) Derivative payables where an appropriate legal opinion has not been either sought or obtained 14,000 14,000 16,557 16,557 Total derivative payables recognized on the Consolidated balance sheets $ 742,138 $ 56,703 $ 535,044 $ 50,116 Collateral not nettable on the Consolidated balance sheets (b)(c) (4,259) (5,872) Net amounts $ 52,444 $ 44,244 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Includes liquid securities and other 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. (c) Derivative collateral relates only to OTC and OTC-cleared derivative instruments. (d) Net derivatives receivable included cash collateral netted of $77.4 billion and $67.6 billion at September 30, 2022, and December 31, 2021, respectively. Net derivatives payable included cash collateral netted of $81.7 billion and $64.3 billion at September 30, 2022, and December 31, 2021, respectively. Derivative cash collateral relates to OTC and OTC-cleared 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 September 30, 2022, and December 31, 2021. OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2022 December 31, 2021 Aggregate fair value of net derivative payables $ 20,153 $ 20,114 Collateral posted 20,090 19,402 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, N.A., at September 30, 2022, and December 31, 2021, 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 September 30, 2022 December 31, 2021 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 228 $ 1,531 $ 219 $ 1,577 Amount required to settle contracts with termination triggers upon downgrade (b) 83 1,070 98 787 (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 pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2022 and 2021, respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in income Income statement impact of (e) OCI impact Three months ended September 30, 2022 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (2,947) $ 2,819 $ (128) $ — $ (93) $ — Foreign exchange (c) (1,044) 1,082 38 (170) 39 50 Commodity (d) 5,000 (4,992) 8 — 26 — Total $ 1,009 $ (1,091) $ (82) $ (170) $ (28) $ 50 Gains/(losses) recorded in income Income statement impact of excluded components (e) OCI impact Three months ended September 30, 2021 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (812) $ 720 $ (92) $ — $ (89) $ — Foreign exchange (c) (363) 367 4 (71) 3 12 Commodity (d) (732) 754 22 — 14 — Total $ (1,907) $ 1,841 $ (66) $ (71) $ (72) $ 12 Gains/(losses) recorded in income Income statement impact of (e) OCI impact Nine months ended September 30, 2022 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (14,484) $ 14,167 $ (317) $ — $ (238) $ — Foreign exchange (c) (2,552) 2,600 48 (350) 49 262 Commodity (d) 3,288 (3,381) (93) — (84) — Total $ (13,748) $ 13,386 $ (362) $ (350) $ (273) $ 262 Gains/(losses) recorded in income Income statement impact of excluded components (e) OCI impact Nine months ended September 30, 2021 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (f) Contract type Interest rate (a)(b) $ (3,749) $ 3,291 $ (458) $ — $ (353) $ — Foreign exchange (c) (915) (g) 946 (g) 31 (221) 30 (56) Commodity (d) (5,119) 5,197 78 — 46 — Total $ (9,783) $ 9,434 $ (349) $ (221) $ (277) $ (56) (a) Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate (“LIBOR”), Secured Overnight Financing Rate (“SOFR”)) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (b) Effective January 1, 2022, the Firm updated its presentation in the table above to include the amortization of income/expense associated with the inception hedge accounting adjustment applied to the hedged item; prior-period amounts have been revised to conform with the current presentation. Excludes the accrual of interest on interest rate swaps and the related hedged items. (c) 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 and the income statement impact of excluded components were recorded primarily in principal transactions revenue and net interest income. (d) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (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, time values and cross-currency basis spreads. Excluded components may impact earnings either through amortization of the initial amount over the life of the derivative, or through fair value changes recognized in the current period. (f) Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. (g) Prior-period amounts have been revised to conform with the current presentation.
Schedule of amounts recorded on Consolidated Balance Sheets related to certain cumulative fair value hedge basis adjustments	As of September 30, 2022 and December 31, 2021, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to reverse through the income statement in future periods as an adjustment to yield. Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: September 30, 2022 Active hedging relationships (d) Discontinued hedging relationships (d)(e) Total Assets Investment securities - AFS $ 83,829 (c) $ (6,391) $ 489 $ (5,902) Liabilities Long-term debt $ 168,982 $ (15,968) $ 406 $ (15,562) Beneficial interests issued by consolidated VIEs — — — — Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: December 31, 2021 Active hedging relationships (d) Discontinued hedging relationships (d)(e) Total Assets Investment securities - AFS $ 65,746 (c) $ 417 $ 661 $ 1,078 Liabilities Long-term debt $ 195,642 $ (1,999) $ 8,834 $ 6,835 Beneficial interests issued by consolidated VIEs 749 — (1) (1) (a) Excludes physical commodities with a carrying value of $15.0 billion and $25.7 billion at September 30, 2022 and December 31, 2021, respectively, to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Since the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (b) Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges will not reverse through the income statement in future periods. At September 30, 2022 and December 31, 2021, the carrying amount excluded for AFS securities is $15.2 billion and $14.0 billion, respectively, and for long-term debt is $208 million and $9.7 billion, respectively. Prior-period amount has been revised to conform with the current presentation. (c) Carrying amount represents the amortized cost, net of allowance if applicable. Refer to Note 9 for additional information. (d) Positive (negative) amounts related to assets represent cumulative fair value hedge basis adjustments that will reduce (increase) net interest income in future periods. Positive (negative) amounts related to liabilities represent cumulative fair value hedge basis adjustments that will increase (reduce) net interest income in future periods. (e) Represents basis adjustments existing on the balance sheet date associated with hedged items that have been de-designated from qualifying fair value hedging relationships.
Cash flow hedge gains and losses	The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2022 and 2021, respectively. The Firm includes the gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item. Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2022 Amounts reclassified Amounts recorded Total change Contract type Interest rate (a) $ (160) $ (2,279) $ (2,119) Foreign exchange (b) (118) (232) (114) Total $ (278) $ (2,511) $ (2,233) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2021 Amounts reclassified Amounts recorded Total change in OCI for period Contract type Interest rate (a) $ 272 $ (232) $ (504) Foreign exchange (b) 54 (35) (89) Total $ 326 $ (267) $ (593) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2022 Amounts reclassified Amounts recorded Total change Contract type Interest rate (a) $ 169 $ (7,149) $ (7,318) Foreign exchange (b) (186) (548) (362) Total $ (17) $ (7,697) $ (7,680) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2021 Amounts reclassified Amounts recorded Total change Contract type Interest rate (a) $ 771 $ (1,871) $ (2,642) Foreign exchange (b) 159 27 (132) Total $ 930 $ (1,844) $ (2,774) (a) Primarily consists of hedges of LIBOR-indexed and SOFR-indexed floating-rate assets. Gains and losses were recorded in net interest income.
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 pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2022 and 2021. Gains/(losses) recorded in income and other comprehensive income/(loss) 2022 2021 Three months ended September 30, Amounts recorded in income (a)(b) Amounts recorded in OCI Amounts recorded in income (a)(b) Amounts recorded in OCI Foreign exchange derivatives $ 26 $ 2,992 $ (73) $ 1,028 Gains/(losses) recorded in income and other comprehensive income/(loss) 2022 2021 Nine months ended September 30, Amounts recorded in income (a)(b) Amounts recorded in OCI Amounts recorded in income (a)(b) Amounts recorded in OCI Foreign exchange derivatives $ (221) $ 6,850 $ (180) $ 1,958 (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. The Firm elects to record changes in fair value of these amounts directly in other income. (b) Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. The amounts reclassified for the nine months ended September 30, 2022 and three and nine months ended September 30, 2021 were not material. Refer to Note 19 for further information.
Risk management derivatives gains and losses (not designated as hedging instruments)	The following table presents pre-tax 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 mortgage commitments, warehouse loans, MSRs, wholesale lending exposures, and foreign currency-denominated assets and liabilities. Derivatives gains/(losses) Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Contract type Interest rate (a) $ (215) $ 320 $ (753) $ 822 Credit (b) (17) (14) 105 (81) Foreign exchange (c) (3) 14 (79) 82 Total $ (235) $ 320 $ (727) $ 823 (a) Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in mortgage commitments, 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 derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue.
Credit derivatives table	Refer to Note 5 of JPMorgan Chase’s 2021 Form 10-K for a more detailed discussion of credit derivatives. The following tables present a summary of the notional amounts of credit derivatives and credit-related notes the Firm sold and purchased as of September 30, 2022 and December 31, 2021. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notes Maximum payout/Notional amount September 30, 2022 (in millions) Protection sold Protection purchased with identical underlyings (c) Net protection (sold)/purchased (d) Other protection purchased (e) Credit derivatives Credit default swaps $ (558,532) $ 572,446 $ 13,914 $ 1,486 Other credit derivatives (a) (69,476) 87,111 17,635 17,761 Total credit derivatives (628,008) 659,557 31,549 19,247 Credit-related notes (b) — — — 7,691 Total $ (628,008) $ 659,557 $ 31,549 $ 26,938 Maximum payout/Notional amount December 31, 2021 (in millions) Protection sold Protection purchased with identical underlyings (c) Net protection (sold)/purchased (d) Other protection purchased (e) Credit derivatives Credit default swaps $ (443,481) $ 458,180 $ 14,699 $ 2,269 Other credit derivatives (a) (56,130) 79,586 23,456 13,435 Total credit derivatives (499,611) 537,766 38,155 15,704 Credit-related notes (b) — — — 9,437 Total $ (499,611) $ 537,766 $ 38,155 $ 25,141 (a) Other credit derivatives predominantly consist of credit swap options and total return swaps. (b) Represents Other protection purchased by CIB, primarily in its market-making businesses. (c) Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (d) Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (e) Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument.
Protection sold - credit derivatives ratings/maturity profile	The following tables summarize the notional amounts by the ratings, maturity profile, and total fair value, of credit derivatives as of September 30, 2022, and December 31, 2021, 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 where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold — credit derivatives ratings (a) /maturity profile September 30, 2022 <1 year 1–5 years >5 years Total Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (101,892) $ (303,752) $ (77,175) $ (482,819) $ 1,598 $ (3,143) $ (1,545) Noninvestment-grade (30,272) (94,086) (20,831) (145,189) 815 (4,614) (3,799) Total $ (132,164) $ (397,838) $ (98,006) $ (628,008) $ 2,413 $ (7,757) $ (5,344) December 31, 2021 <1 year 1–5 years >5 years Total Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (91,155) $ (255,106) $ (29,035) $ (375,296) $ 3,645 $ (623) $ 3,022 Noninvestment-grade (32,175) (84,851) (7,289) (124,315) 2,630 (2,003) 627 Total $ (123,330) $ (339,957) $ (36,324) $ (499,611) $ 6,275 $ (2,626) $ 3,649 (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (b) Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements including cash collateral netting.

Noninterest Revenue and Nonin_2

Noninterest Revenue and Noninterest Expense (Tables)	9 Months Ended
	Sep. 30, 2022
Noninterest Income (Expense) [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Underwriting Equity $ 271 $ 1,034 $ 743 $ 3,169 Debt 578 1,019 2,263 3,713 Total underwriting 849 2,053 3,006 6,882 Advisory 825 1,229 2,262 2,840 Total investment banking fees $ 1,674 $ 3,282 $ 5,268 $ 9,722
Principal transactions revenue	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities in CIB and fund deployment activities in Treasury and CIO. Refer to Note 6 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 LOB. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Trading revenue by instrument type Interest rate (a) $ 1,092 $ 339 $ 1,937 $ 1,726 Credit (b) 488 496 1,224 (c) 2,525 Foreign exchange 1,398 648 4,147 2,287 Equity 1,868 1,863 6,426 6,449 Commodity 562 315 1,808 1,165 Total trading revenue 5,408 3,661 15,542 14,152 Private equity (losses) (25) (115) (64) (30) Principal transactions $ 5,383 $ 3,546 $ 15,478 $ 14,122 (a) Includes the impact of changes in funding valuation adjustments on derivatives. (b) Includes the impact of changes in credit valuation adjustments on derivatives, net of the associated hedging activities. (c) Includes net markdowns on held-for-sale positions, primarily unfunded commitments, in the bridge financing portfolio.
Components of lending and deposit-related fees	The following table presents the components of lending- and deposit-related fees. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Lending-related fees $ 379 $ 374 $ 1,103 $ 1,102 Deposit-related fees 1,352 1,427 4,340 4,146 Total lending- and deposit-related fees $ 1,731 $ 1,801 $ 5,443 $ 5,248
Components of asset management, administration and commissions	The following table presents the components of asset management, administration and commissions. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Asset management fees Investment management fees (a) $ 3,420 $ 3,554 $ 10,407 $ 10,232 All other asset management fees (b) 75 94 257 283 Total asset management fees 3,495 3,648 10,664 10,515 Total administration fees (c) 558 642 1,781 1,925 Commissions and other fees Brokerage commissions (d) 648 719 2,196 2,280 All other commissions and fees 368 248 1,030 760 Total commissions and fees 1,016 967 3,226 3,040 Total asset management, administration and commissions $ 5,069 $ 5,257 $ 15,671 $ 15,480 (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. (d) Represents commissions earned when the Firm acts as a broker, by facilitating its clients’ purchases and sales of securities and other financial instruments.
Schedule of components of card income	The following table presents the components of card income. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Interchange and merchant processing income $ 7,166 $ 6,117 $ 20,615 $ 16,959 Rewards costs and partner payments (5,747) (4,860) (16,258) (12,676) Other card income (a) (333) (252) (1,163) (281) Total card income $ 1,086 $ 1,005 $ 3,194 $ 4,002 (a) Predominantly represents the amortization of account origination costs and annual fees.
Components of noninterest expense	Other expense on the Firm’s Consolidated statements of income includes the following: Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Legal expense $ 47 $ 76 $ 239 $ 289

Interest Income and Interest _2

Interest Income and Interest Expense (Tables)	9 Months Ended
	Sep. 30, 2022
Interest Income (Expense), Net [Abstract]
Details of interest income and interest expense	The following table presents the components of interest income and interest expense. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Interest income Loans (a) $ 13,985 $ 10,445 $ 36,244 $ 30,777 Taxable securities 2,696 1,553 6,964 4,735 Non-taxable securities (b) 236 262 726 809 Total investment securities (a) 2,932 1,815 7,690 5,544 Trading assets - debt instruments 2,390 1,682 6,206 5,175 Federal funds sold and securities purchased under resale agreements 1,413 231 2,353 639 Securities borrowed (c) 772 (73) 858 (240) Deposits with banks 3,015 174 4,332 342 All other interest-earning assets (d) 1,104 206 2,070 608 Total interest income $ 25,611 $ 14,480 $ 59,753 $ 42,845 Interest expense Interest-bearing deposits $ 3,159 $ 126 $ 4,239 $ 404 Federal funds purchased and securities loaned or sold under repurchase agreements 1,267 119 1,852 194 Short-term borrowings (e) 155 31 285 97 Trading liabilities – debt and all other interest-bearing liabilities (c)(f) 1,045 52 1,707 130 Long-term debt 2,405 1,054 5,042 3,244 Beneficial interest issued by consolidated VIEs 62 18 110 66 Total interest expense $ 8,093 $ 1,400 $ 13,235 $ 4,135 Net interest income $ 17,518 $ 13,080 $ 46,518 $ 38,710 Provision for credit losses 1,537 (1,527) 4,101 (7,968) Net interest income after provision for credit losses $ 15,981 $ 14,607 $ 42,417 $ 46,678 (a) Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts and net deferred fees/costs). (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c) Negative interest income is related to the impact of interest rates combined with the fees paid on client-driven securities borrowed balances. The negative interest expense related to prime brokerage customer payables is recognized in interest expense and reported within trading liabilities - debt and all other interest-bearing liabilities. (d) Includes interest earned on brokerage-related held-for-investment customer receivables, which are classified in accrued interest and accounts receivable, and all other interest-earning assets which are classified in other assets on the Consolidated balance sheets. (e) Includes commercial paper. (f) All other interest-bearing liabilities includes interest expense on brokerage-related customer payables.

Pension and Other Postretirem_2

Pension and Other Postretirement Employee Benefit Plans (Tables)	9 Months Ended
	Sep. 30, 2022
Retirement Benefits [Abstract]
Components of net periodic benefit costs reported in the Consolidated Statements of Income	The following table presents the net periodic benefit costs reported in the Consolidated statements of income for the Firm’s defined benefit pension, defined contribution and OPEB plans. (in millions) Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Pension and OPEB plans Pension and OPEB plans Total net periodic defined benefit plan cost/(credit) $ (11) (a) $ (65) $ (150) (a) $ (184) Total defined contribution plans 353 327 1,054 998 Total pension and OPEB cost included in noninterest expense $ 342 $ 262 $ 904 $ 814 (a) Includes a $58 million pension settlement loss.

Employee Share-based Incentiv_2

Employee Share-based Incentives (Tables)	9 Months Ended
	Sep. 30, 2022
Share-Based Payment Arrangement [Abstract]
Noncash compensation expense related to employee stock-based incentive plans	The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Cost of prior grants of restricted stock units (“RSUs”), performance share units (“PSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods $ 292 $ 283 $ 941 $ 919 Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees 392 335 1,368 1,346 Total noncash compensation expense related to employee share-based incentive plans $ 684 $ 618 $ 2,309 $ 2,265

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2022
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. September 30, 2022 December 31, 2021 (in millions) Amortized cost (b)(c) Gross unrealized gains Gross unrealized losses Fair value Amortized cost (b)(c) Gross unrealized gains Gross unrealized losses Fair value Available-for-sale securities Mortgage-backed securities: U.S. GSEs and government agencies $ 60,338 $ 204 $ 7,211 $ 53,331 $ 72,800 $ 736 $ 993 $ 72,543 Residential: U.S. 1,644 — 103 1,541 2,128 38 2 2,164 Non-U.S. 3,235 6 20 3,221 3,882 25 1 3,906 Commercial 2,073 — 136 1,937 4,944 22 17 4,949 Total mortgage-backed securities 67,290 210 7,470 60,030 83,754 821 1,013 83,562 U.S. Treasury and government agencies 94,558 204 4,275 90,487 178,038 668 1,243 177,463 Obligations of U.S. states and municipalities 9,038 70 526 8,582 14,890 972 2 15,860 Non-U.S. government debt securities 15,200 17 616 14,601 16,163 92 46 16,209 Corporate debt securities 333 — 34 299 332 8 19 321 Asset-backed securities: Collateralized loan obligations 11,244 — 324 10,920 9,674 6 18 9,662 Other 3,256 19 54 3,221 5,403 47 2 5,448 Total available-for-sale securities 200,919 520 13,299 188,140 308,254 2,614 2,343 308,525 Held-to-maturity securities (a) Mortgage-backed securities: U.S. GSEs and government agencies 114,012 — 15,112 98,900 102,556 1,400 853 103,103 U.S. Residential 10,750 1 1,251 9,500 7,316 1 106 7,211 Commercial 10,311 1 791 9,521 3,730 11 54 3,687 Total mortgage-backed securities 135,073 2 17,154 117,921 113,602 1,412 1,013 114,001 U.S. Treasury and government agencies 218,614 — 19,502 199,112 185,204 169 2,103 183,270 Obligations of U.S. states and municipalities 19,387 6 1,529 17,864 13,985 453 44 14,394 Asset-backed securities: Collateralized loan obligations 54,566 — 2,049 52,517 48,869 75 22 48,922 Other 2,466 — 102 2,364 2,047 1 7 2,041 Total held-to-maturity securities 430,106 8 40,336 389,778 363,707 2,110 3,189 362,628 Total investment securities, net of allowance for credit losses $ 631,025 $ 528 $ 53,635 $ 577,918 $ 671,961 $ 4,724 $ 5,532 $ 671,153 (a) The Firm purchased $1.8 billion and $29.3 billion of HTM securities for the three and nine months ended September 30, 2022, respectively, and $15.9 billion and $79.0 billion for the three and nine months ended September 30, 2021, respectively. (b) The amortized cost of investment securities is reported net of allowance for credit losses of $61 million and $42 million at September 30, 2022 and December 31, 2021, respectively. (c) Excludes $2.1 billion and $1.9 billion of accrued interest receivables at September 30, 2022 and December 31, 2021, respectively. The Firm did not reverse through interest income any accrued interest receivables for the three and nine months ended September 30, 2022 and 2021. Refer to Note 10 of JPMorgan Chase’s 2021 Form 10-K for further discussion of accounting policies for accrued interest receivables on investment securities.
Securities impairment	The following tables present the fair value and gross unrealized losses by aging category for AFS securities at September 30, 2022 and December 31, 2021. The tables exclude U.S. Treasury and government agency securities and U.S. GSE and government agency MBS with unrealized losses of $11.5 billion and $2.2 billion, at September 30, 2022 and December 31, 2021, respectively; changes in the value of these securities are generally driven by changes in interest rates rather than changes in their credit profile given the explicit or implicit guarantees provided by the U.S. government. Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2022 (in millions) Fair value Gross Fair value Gross Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 1,426 $ 88 $ 103 $ 15 $ 1,529 $ 103 Non-U.S. 2,953 19 68 1 3,021 20 Commercial 1,674 106 263 30 1,937 136 Total mortgage-backed securities 6,053 213 434 46 6,487 259 Obligations of U.S. states and municipalities 4,243 493 61 33 4,304 526 Non-U.S. government debt securities 9,847 475 1,474 141 11,321 616 Corporate debt securities 174 4 125 30 299 34 Asset-backed securities: Collateralized loan obligations 8,271 244 2,510 80 10,781 324 Other 2,468 49 148 5 2,616 54 Total available-for-sale securities with gross unrealized losses $ 31,056 $ 1,478 $ 4,752 $ 335 $ 35,808 $ 1,813 Available-for-sale securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2021 (in millions) Fair value Gross Fair value Gross Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: Residential: U.S. $ 303 $ 1 $ 45 $ 1 $ 348 $ 2 Non-U.S. 133 1 — — 133 1 Commercial 2,557 5 349 12 2,906 17 Total mortgage-backed securities 2,993 7 394 13 3,387 20 Obligations of U.S. states and municipalities 120 2 — — 120 2 Non-U.S. government debt securities 5,060 37 510 9 5,570 46 Corporate debt securities 166 1 46 18 212 19 Asset-backed securities: Collateralized loan obligations 8,110 18 208 — 8,318 18 Other 89 — 178 2 267 2 Total available-for-sale securities with gross unrealized losses $ 16,538 $ 65 $ 1,336 $ 42 $ 17,874 $ 107
Securities gains and losses and provision for credit loss	Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Realized gains $ 88 $ 60 $ 170 $ 481 Realized losses (1,047) (316) (1,676) (878) Investment securities losses $ (959) $ (256) $ (1,506) $ (397) Provision for credit losses $ 14 $ (14) $ 19 $ (5)
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at September 30, 2022, of JPMorgan Chase’s investment securities portfolio by contractual maturity. By remaining maturity Due in one Due after one year through five years Due after five years through 10 years Due after 10 years (b) Total Available-for-sale securities Mortgage-backed securities Amortized cost $ 1 $ 3,213 $ 4,107 $ 59,969 $ 67,290 Fair value 1 3,023 4,137 52,869 60,030 Average yield (a) 0.50 % 2.23 % 3.80 % 2.89 % 2.92 % U.S. Treasury and government agencies Amortized cost $ 20,409 $ 58,159 $ 9,753 $ 6,237 $ 94,558 Fair value 19,913 55,378 8,958 6,238 90,487 Average yield (a) 1.08 % 1.56 % 2.17 % 3.90 % 1.67 % Obligations of U.S. states and municipalities Amortized cost $ 18 $ 75 $ 622 $ 8,323 $ 9,038 Fair value 18 74 623 7,867 8,582 Average yield (a) 5.13 % 4.46 % 5.35 % 5.18 % 5.18 % Non-U.S. government debt securities Amortized cost $ 7,465 $ 3,475 $ 3,951 $ 309 $ 15,200 Fair value 7,456 3,340 3,492 313 14,601 Average yield (a) 2.83 % 2.76 % 1.24 % 2.10 % 2.39 % Corporate debt securities Amortized cost $ — $ 329 $ 13 $ — $ 342 Fair value — 286 13 — 299 Average yield (a) — % 12.88 % 4.09 % — % 12.54 % Asset-backed securities Amortized cost $ 104 $ 1,618 $ 3,512 $ 9,266 $ 14,500 Fair value 101 1,587 3,437 9,016 14,141 Average yield (a) 3.51 % 3.06 % 3.35 % 3.84 % 3.63 % Total available-for-sale securities Amortized cost $ 27,997 $ 66,869 $ 21,958 $ 84,104 $ 200,928 Fair value 27,489 63,688 20,660 76,303 188,140 Average yield (a) 1.56 % 1.75 % 2.59 % 3.30 % 2.46 % Held-to-maturity securities Mortgage-backed securities Amortized cost $ — $ 1,759 $ 11,828 $ 121,498 $ 135,085 Fair value — 1,616 10,235 106,070 117,921 Average yield (a) — % 2.19 % 2.43 % 2.84 % 2.80 % U.S. Treasury and government agencies Amortized cost $ 31,247 $ 120,211 $ 67,156 $ — $ 218,614 Fair value 30,802 112,245 56,065 — 199,112 Average yield (a) 0.53 % 0.69 % 1.27 % — % 0.84 % Obligations of U.S. states and municipalities Amortized cost $ — $ 84 $ 2,523 $ 16,821 $ 19,428 Fair value — 78 2,470 15,316 17,864 Average yield (a) — % 3.06 % 4.01 % 4.18 % 4.16 % Asset-backed securities Amortized cost $ — $ — $ 17,229 $ 39,802 $ 57,031 Fair value — — 16,867 38,014 54,881 Average yield (a) — % — % 3.26 % 3.25 % 3.25 % Total held-to-maturity securities Amortized cost $ 31,247 $ 122,054 $ 98,736 $ 178,121 $ 430,158 Fair value 30,802 113,939 85,637 159,400 389,778 Average yield (a) 0.53 % 0.71 % 1.83 % 3.06 % 1.93 % (a) 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. However, for certain callable debt securities, the average yield is calculated to the earliest call date. (b) Substantially all of the Firm’s U.S. residential MBS 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 nine years for agency residential MBS, and six years for both agency residential collateralized mortgage obligations and nonagency residential collateralized mortgage obligations.

Securities Financing Activiti_2

Securities Financing Activities (Tables)	9 Months Ended
	Sep. 30, 2022
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities sold under repurchase agreements, netting & securities loaned	The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2022 and December 31, 2021. When the Firm has obtained an appropriate legal opinion with respect to a 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 counterparty to reduce the economic exposure with the counterparty, but such collateral is not eligible for net Consolidated balance sheet presentation. Where the Firm has obtained an appropriate legal opinion with respect to the counterparty master netting agreement, such collateral, along with securities financing balances that do not meet all these relevant netting criteria under U.S. GAAP, is presented in the table below as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below. In transactions where the Firm is acting as the lender in a securities-for-securities lending agreement and receives securities that can be pledged or sold as collateral, the Firm recognizes the securities received at fair value within other assets and the obligation to return those securities within accounts payable and other liabilities on the Consolidated balance sheets. September 30, 2022 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets (b) Net amounts (c) Assets Securities purchased under resale agreements $ 574,775 $ (272,911) $ 301,864 $ (289,549) $ 12,315 Securities borrowed 233,381 (40,165) 193,216 (139,178) 54,038 Liabilities Securities sold under repurchase agreements $ 505,755 $ (272,911) $ 232,844 $ (200,011) $ 32,833 Securities loaned and other (a) 51,645 (40,165) 11,480 (11,383) 97 December 31, 2021 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets Amounts not nettable on the Consolidated balance sheets (b) Net amounts (c) Assets Securities purchased under resale agreements $ 604,724 $ (343,093) $ 261,631 $ (245,588) $ 16,043 Securities borrowed 250,333 (44,262) 206,071 (154,599) 51,472 Liabilities Securities sold under repurchase agreements $ 532,899 $ (343,093) $ 189,806 $ (166,456) $ 23,350 Securities loaned and other (a) 52,610 (44,262) 8,348 (8,133) 215 (a) Includes securities-for-securities lending agreements of $5.9 billion and $5.6 billion at September 30, 2022 and December 31, 2021, respectively, accounted for at fair value, where the Firm is acting as lender. (b) 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 net asset or liability with that counterparty.
Schedule of types of assets pledged in secured financing transactions	The tables below present as of September 30, 2022, and December 31, 2021 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance September 30, 2022 December 31, 2021 (in millions) Securities sold under repurchase agreements Securities loaned and other Securities sold under repurchase agreements Securities loaned and other Mortgage-backed securities U.S. GSEs and government agencies $ 52,178 $ — $ 37,046 $ — Residential - nonagency 1,871 — 1,508 — Commercial - nonagency 1,439 — 1,463 — U.S. Treasury, GSEs and government agencies 216,942 1,096 241,578 358 Obligations of U.S. states and municipalities 2,213 24 1,916 7 Non-U.S. government debt 158,424 1,383 174,971 1,572 Corporate debt securities 37,938 1,766 38,180 1,619 Asset-backed securities 2,524 — 1,211 — Equity securities 32,226 47,376 35,026 49,054 Total $ 505,755 $ 51,645 $ 532,899 $ 52,610 Remaining contractual maturity of the agreements Overnight and continuous Greater than September 30, 2022 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 209,161 $ 172,220 $ 43,427 $ 80,947 $ 505,755 Total securities loaned and other 50,090 476 3 1,076 51,645 Remaining contractual maturity of the agreements Overnight and continuous Greater than December 31, 2021 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 195,035 $ 231,171 $ 47,201 $ 59,492 $ 532,899 Total securities loaned and other 50,034 1,701 — 875 52,610

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2022
Receivables [Abstract]
Loan portfolio segment descriptions	The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class. Consumer, excluding Credit card Wholesale (c)(d) • Residential real estate (a) • Auto and other (b) • Credit card loans • Secured by real estate • Commercial and industrial • Other (e) (a) Includes scored mortgage and home equity loans held in CCB and AWM, and scored mortgage loans held in CIB and Corporate. (b) Includes scored auto and business banking loans and overdrafts. (c) Includes loans held in CIB, CB, AWM, Corporate as well as risk-rated loans held in CCB, including business banking and auto dealer loans for which the wholesale methodology is applied when determining the allowance for loan losses. (d) The wholesale portfolio segment's classes align with loan classifications as defined by the bank regulatory agencies, based on the loan's collateral, purpose, and type of borrower. (e) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2021 Form 10-K for more information on SPEs.
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2022 Consumer, excluding credit card Credit card Wholesale Total (a)(b) (in millions) Retained $ 301,403 $ 170,462 $ 596,208 $ 1,068,073 Held-for-sale 682 — 2,391 3,073 At fair value 11,711 — 29,776 41,487 Total $ 313,796 $ 170,462 $ 628,375 $ 1,112,633 December 31, 2021 Consumer, excluding credit card Credit card Wholesale Total (a)(b) (in millions) Retained $ 295,556 $ 154,296 $ 560,354 $ 1,010,206 Held-for-sale 1,287 — 7,401 8,688 At fair value 26,463 — 32,357 58,820 Total $ 323,306 $ 154,296 $ 600,112 $ 1,077,714 (a) Excludes $4.0 billion and $2.7 billion of accrued interest receivables at September 30, 2022, and December 31, 2021, respectively. The Firm wrote off accrued interest receivables of $8 million and $10 million for the three months ended September 30, 2022 and 2021, respectively, and $27 million and $30 million for the nine months ended September 30, 2022 and 2021, respectively. Prior-period amounts have been revised to conform with the current presentation. (b) Loans (other than those for which the fair value option has been elected) are presented net of unamortized discounts and premiums and net deferred loan fees or costs. These amounts were not material as of September 30, 2022, and December 31, 2021. The following table provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, December 31, Residential real estate $ 237,771 $ 224,795 Auto and other (a) 63,632 70,761 Total retained loans $ 301,403 $ 295,556 (a) At September 30, 2022 and December 31, 2021, included $791 million and $5.4 billion of loans, respectively, in Business Banking under the PPP.
Schedule of retained loans purchased, sold and reclassified to held-for-sale	The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 2022 2021 Three months ended September 30, Consumer, excluding Credit card Wholesale Total Consumer, excluding Credit card Wholesale Total Purchases $ 447 (b)(c) $ — $ 462 $ 909 $ 101 (b)(c) $ — $ 245 $ 346 Sales 2,755 — 11,226 13,981 — — 7,826 7,826 Retained loans reclassified to held-for-sale (a) 47 — 343 390 522 — 397 919 2022 2021 Nine months ended September 30, Consumer, excluding Credit card Wholesale Total Consumer, excluding Credit card Wholesale Total Purchases $ 1,539 (b)(c) $ — $ 856 $ 2,395 $ 403 (b)(c) $ — $ 772 $ 1,175 Sales 2,884 — 32,938 35,822 181 — 22,307 22,488 Retained loans reclassified to held-for-sale (a) 189 — 1,031 1,220 771 — 2,061 2,832 (a) Reclassifications of loans to held-for-sale are non-cash transactions. (b) Predominantly includes purchases of residential real estate loans, including the Firm’s voluntary repurchases of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines for the three and nine months ended September 30, 2022 and 2021. 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, FHA, RHS, and/or VA. (c) Excludes purchases of retained loans of $2.4 billion and $7.3 billion for the three months ended September 30, 2022 and 2021, respectively, and $11.6 billion and $19.3 billion for the nine months ended September 30, 2022 and 2021, respectively, which are predominantly sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards.
Schedule of financing receivable credit quality indicators	The following tables provide information on delinquency, which is the primary credit quality indicator for retained residential real estate loans. (in millions, except ratios) September 30, 2022 Term loans by origination year (d) Revolving loans Total 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Loan delinquency (a)(b) Current $ 36,439 $ 66,675 $ 43,962 $ 15,683 $ 6,486 $ 51,174 $ 5,747 $ 10,119 $ 236,285 30–149 days past due 8 12 13 18 15 517 12 185 780 150 or more days past due — — 4 11 7 494 4 186 706 Total retained loans $ 36,447 $ 66,687 $ 43,979 $ 15,712 $ 6,508 $ 52,185 $ 5,763 $ 10,490 $ 237,771 % of 30+ days past due to total retained loans (c) 0.02 % 0.02 % 0.04 % 0.18 % 0.34 % 1.89 % 0.28 % 3.54 % 0.61 % (in millions, except ratios) December 31, 2021 Term loans by origination year (d) Revolving loans Total 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Loan delinquency (a)(b) Current $ 68,742 $ 48,334 $ 18,428 $ 7,929 $ 11,684 $ 49,147 $ 6,392 $ 11,807 $ 222,463 30–149 days past due 13 23 27 27 22 578 11 182 883 150 or more days past due — 11 21 25 33 1,069 6 284 1,449 Total retained loans $ 68,755 $ 48,368 $ 18,476 $ 7,981 $ 11,739 $ 50,794 $ 6,409 $ 12,273 $ 224,795 % of 30+ days past due to total retained loans (c) 0.02 % 0.07 % 0.26 % 0.65 % 0.47 % 3.18 % 0.27 % 3.80 % 1.02 % (a) At September 30, 2022 and December 31, 2021, individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $27 million and $35 million; 30–149 days past due included $11 million for both periods; and 150 or more days past due included $15 million and $20 million, respectively. (b) At September 30, 2022 and December 31, 2021, loans under payment deferral programs offered in response to the COVID-19 pandemic which are still within their deferral period and performing according to their modified terms are generally not considered delinquent. (c) At September 30, 2022 and December 31, 2021, residential real estate loans excluded mortgage loans insured by U.S. government agencies of $26 million and $31 million, respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (d) Purchased loans are included in the year in which they were originated. The following table provides information on nonaccrual and other credit quality indicators for retained residential real estate loans. (in millions, except weighted-average data) September 30, 2022 December 31, 2021 Nonaccrual loans (a)(b)(c)(d) $ 3,797 $ 4,759 90 or more days past due and government guaranteed (e) 17 24 Current estimated LTV ratios (f)(g)(h) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 3 $ 2 Less than 660 1 2 101% to 125% and refreshed FICO scores: Equal to or greater than 660 40 37 Less than 660 4 15 80% to 100% and refreshed FICO scores: Equal to or greater than 660 4,047 2,701 Less than 660 63 89 Less than 80% and refreshed FICO scores: Equal to or greater than 660 222,577 209,295 Less than 660 8,736 9,658 No FICO/LTV available 2,247 2,930 U.S. government-guaranteed 53 66 Total retained loans $ 237,771 $ 224,795 Weighted average LTV ratio (f)(i) 48 % 50 % Weighted average FICO (g)(i) 768 765 Geographic region (j) California $ 73,200 $ 71,383 New York 34,518 32,545 Florida 18,727 16,182 Texas 15,011 13,865 Illinois 11,411 11,565 Colorado 9,887 8,885 Washington 9,019 8,292 New Jersey 7,122 6,832 Massachusetts 6,370 6,105 Connecticut 5,465 5,242 All other (k) 47,041 43,899 Total retained loans $ 237,771 $ 224,795 (a) I ncludes collateral-dependent residential real estate loans that are charged down to the fair value of the underlying collateral less costs 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 September 30, 2022, approximately 5% of Chapter 7 residential real estate loans were 30 days or more past due. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral improves subsequent to charge down, the related allowance may be negative. (c) Interest income on nonaccrual loans recognized on a cash basis was $42 million and $41 million and $132 million and $127 million for the three and nine months ended September 30, 2022 and 2021, respectively. (d) Generally excludes loans under payment deferral programs offered in response to the COVID-19 pandemic. (e) These balances are 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 September 30, 2022 and December 31, 2021, these balances were no longer accruing interest based on the agreed-upon servicing guidelines. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2022 and December 31, 2021. (f) 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. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (g) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (h) Includes residential real estate loans, primarily held in LLCs in AWM that did not have a refreshed FICO score. These loans have been included in a FICO band based on management’s estimation of the borrower’s credit quality. (i) Excludes loans with no FICO and/or LTV data available. (j) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2022. (k) At September 30, 2022 and December 31, 2021, included mortgage loans insured by U.S. government agencies of $53 million and $66 million, respectively. These amounts have been excluded from the geographic regions presented based upon the government guarantee. The following tables provide information on delinquency, which is the primary credit quality indicator for retained auto and other consumer loans. September 30, 2022 (in millions, except ratios) Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loan delinquency Current $ 17,530 $ 22,540 (b) $ 12,815 (b) $ 4,687 $ 1,892 $ 862 $ 2,291 $ 66 $ 62,683 30–119 days past due 164 502 86 63 34 21 15 3 888 120 or more days past due — — 53 — — 1 5 2 61 Total retained loans $ 17,694 $ 23,042 $ 12,954 $ 4,750 $ 1,926 $ 884 $ 2,311 $ 71 $ 63,632 % of 30+ days past due to total retained loans (a) 0.93 % 0.87 % 0.63 % 1.33 % 1.77 % 2.49 % 0.87 % 7.04 % 0.93 % December 31, 2021 (in millions, except ratios) Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loan delinquency Current $ 35,323 (c) $ 18,324 (c) $ 7,443 $ 3,671 $ 1,800 $ 666 $ 2,242 $ 120 $ 69,589 30–119 days past due 192 720 88 53 31 21 12 6 1,123 120 or more days past due — 35 — — 1 1 5 7 49 Total retained loans $ 35,515 $ 19,079 $ 7,531 $ 3,724 $ 1,832 $ 688 $ 2,259 $ 133 $ 70,761 % of 30+ days past due to total retained loans (a) 0.54 % 0.47 % 1.17 % 1.42 % 1.75 % 3.20 % 0.75 % 9.77 % 0.71 % (d) (a) At September 30, 2022 and December 31, 2021, auto and other loans excluded $358 million and $667 million, respectively, of PPP loans guaranteed by the SBA that are 30 or more days past due. These amounts have been excluded based upon the SBA guarantee. (b) Includes $653 million of loans originated in 2021 and $138 million of loans originated in 2020 in Business Banking under the PPP. PPP loans are guaranteed by the SBA. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (c) Includes $4.4 billion of loans originated in 2021 and $1.0 billion of loans originated in 2020 in Business Banking under the PPP. (d) Prior-period amount has been revised to conform with the current presentation. The following table provides information on nonaccrual and other credit quality indicators for retained auto and other consumer loans. (in millions) Total Auto and other September 30, 2022 December 31, 2021 Nonaccrual loans (a)(b)(c) $ 120 $ 119 Geographic region (d) California $ 9,904 $ 11,163 Texas 7,233 7,859 Florida 4,792 4,901 New York 4,401 5,848 Illinois 2,762 2,930 New Jersey 2,219 2,355 Pennsylvania 1,843 2,004 Georgia 1,698 1,748 Louisiana 1,615 1,801 Arizona 1,590 1,887 All other 25,575 28,265 Total retained loans $ 63,632 $ 70,761 (a) At September 30, 2022 and December 31, 2021, nonaccrual loans excluded $57 million and $506 million, respectively, of PPP loans 90 or more days past due and guaranteed by the SBA, of which $53 million and $35 million, respectively, were no longer accruing interest based on the guidelines set by the SBA. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting the guidelines set by the SBA. There were no loans that were not guaranteed by the SBA that are 90 or more days past due and still accruing interest at September 30, 2022 and December 31, 2021. (b) Generally, all consumer nonaccrual loans have an allowance. In accordance with regulatory guidance, certain nonaccrual loans that are considered collateral-dependent have been charged down to the lower of amortized cost or the fair value of their underlying collateral less costs to sell. If the value of the underlying collateral improves subsequent to the charge down, the related allowance may be negative. (c) Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2022 and 2021 . (d) The geographic regions presented in this table are ordered based on the magnitude of the corresponding loan balances at September 30, 2022. The following tables provide information on delinquency, which is the primary credit quality indicator for retained credit card loans. (in millions, except ratios) September 30, 2022 Within the revolving period Converted to term loans (a) Total Loan delinquency Current and less than 30 days past due $ 167,654 $ 707 $ 168,361 30–89 days past due and still accruing 1,078 59 1,137 90 or more days past due and still accruing 936 28 964 Total retained loans $ 169,668 $ 794 $ 170,462 Loan delinquency ratios % of 30+ days past due to total retained loans 1.19 % 10.96 % 1.23 % % of 90+ days past due to total retained loans 0.55 3.53 0.57 (in millions, except ratios) December 31, 2021 Within the revolving period Converted to term loans (a) Total Loan delinquency Current and less than 30 days past due $ 151,798 $ 901 $ 152,699 30–89 days past due and still accruing 770 59 829 90 or more days past due and still accruing 741 27 768 Total retained loans $ 153,309 $ 987 $ 154,296 Loan delinquency ratios % of 30+ days past due to total retained loans 0.99 % 8.71 % 1.04 % % of 90+ days past due to total retained loans 0.48 2.74 0.50 (a) Represents TDRs. The following table provides information on other credit quality indicators for retained credit card loans. (in millions, except ratios) September 30, 2022 December 31, 2021 Geographic region (a) California $ 25,811 $ 23,030 Texas 17,672 15,879 New York 14,085 12,652 Florida 11,702 10,412 Illinois 9,402 8,530 New Jersey 7,078 6,367 Ohio 5,325 4,923 Colorado 5,124 4,573 Pennsylvania 5,033 4,708 Michigan 4,112 3,773 All other 65,118 59,449 Total retained loans $ 170,462 $ 154,296 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 87.2 % 88.5 % Less than 660 12.6 11.3 No FICO available 0.2 0.2 (a) The geographic regions presented in the table are ordered based on the magnitude of the corresponding loan balances at September 30, 2022. The following tables provide information on internal risk rating, which is the primary credit quality indicator for retained wholesale loans. Secured by real estate Commercial and industrial Other (b) Total retained loans (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loans by risk ratings Investment-grade $ 98,149 $ 92,369 $ 78,303 $ 75,783 $ 246,840 $ 241,859 $ 423,292 $ 410,011 Noninvestment-grade: Noncriticized 23,599 22,495 77,270 62,039 56,962 52,440 157,831 136,974 Criticized performing 3,156 3,645 8,976 6,900 1,071 770 13,203 11,315 Criticized nonaccrual (a) 235 326 944 969 703 759 1,882 2,054 Total noninvestment-grade 26,990 26,466 87,190 69,908 58,736 53,969 172,916 150,343 Total retained loans $ 125,139 $ 118,835 $ 165,493 $ 145,691 $ 305,576 $ 295,828 $ 596,208 $ 560,354 % of investment-grade to total retained loans 78.43 % 77.73 % 47.31 % 52.02 % 80.78 % 81.76 % 71.00 % 73.17 % % of total criticized to total retained loans 2.71 3.34 5.99 5.40 0.58 0.52 2.53 2.39 % of criticized nonaccrual to total retained loans 0.19 0.27 0.57 0.67 0.23 0.26 0.32 0.37 (a) At September 30, 2022 and December 31, 2021 nonaccrual loans excluded $28 million and $127 million, respectively, of PPP loans 90 or more days past due and guaranteed by the SBA, predominantly in commercial and industrial. (b) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2021 Form 10-K for more information on SPEs. Secured by real estate (in millions) September 30, 2022 Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 20,077 $ 22,610 $ 14,930 $ 14,995 $ 5,985 $ 18,503 $ 1,042 $ 7 $ 98,149 Noninvestment-grade 4,862 5,415 3,278 3,763 2,560 6,280 830 2 26,990 Total retained loans $ 24,939 $ 28,025 $ 18,208 $ 18,758 $ 8,545 $ 24,783 $ 1,872 $ 9 $ 125,139 Secured by real estate (in millions) December 31, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 23,346 $ 16,030 $ 17,265 $ 8,103 $ 7,325 $ 19,066 $ 1,226 $ 8 $ 92,369 Noninvestment-grade 5,364 3,826 4,564 3,806 2,834 5,613 458 1 26,466 Total retained loans $ 28,710 $ 19,856 $ 21,829 $ 11,909 $ 10,159 $ 24,679 $ 1,684 $ 9 $ 118,835 Commercial and industrial (in millions) September 30, 2022 Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 18,514 $ 9,621 $ 3,722 $ 2,186 $ 940 $ 1,233 $ 41,991 $ 96 $ 78,303 (a) Noninvestment-grade 19,371 13,289 3,820 3,097 803 975 45,755 80 87,190 Total retained loans $ 37,885 $ 22,910 $ 7,542 $ 5,283 $ 1,743 $ 2,208 $ 87,746 $ 176 $ 165,493 Commercial and industrial (in millions) December 31, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 21,342 $ 6,268 $ 3,609 $ 1,269 $ 1,108 $ 819 $ 41,367 $ 1 $ 75,783 (b) Noninvestment-grade 19,314 7,112 4,559 2,177 930 430 35,312 74 69,908 Total retained loans $ 40,656 $ 13,380 $ 8,168 $ 3,446 $ 2,038 $ 1,249 $ 76,679 $ 75 $ 145,691 (a) At September 30, 2022, $188 million of the $215 million total PPP loans in the wholesale portfolio were commercial and industrial. Of the $188 million, $82 million were originated in 2021 and $106 million were originated in 2020. PPP loans are guaranteed by the SBA and considered investment-grade. Other than in certain limited circumstances, the Firm typically does not recognize charge-offs, classify as nonaccrual nor record an allowance for loan losses on these loans. (b) At December 31, 2021, $1.1 billion of the $1.3 billion total PPP loans in the wholesale portfolio were commercial and industrial. Of the $1.1 billion, $698 million were originated in 2021 and $396 million were originated in 2020. Other (a) (in millions) September 30, 2022 Term loans by origination year Revolving loans 2022 2021 2020 2019 2018 Prior to 2018 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 29,605 $ 16,432 $ 13,933 $ 4,935 $ 2,422 $ 8,097 $ 170,329 $ 1,087 $ 246,840 Noninvestment-grade 12,693 7,571 2,229 698 521 504 34,503 17 58,736 Total retained loans $ 42,298 $ 24,003 $ 16,162 $ 5,633 $ 2,943 $ 8,601 $ 204,832 $ 1,104 $ 305,576 Other (a) (in millions) December 31, 2021 Term loans by origination year Revolving loans 2021 2020 2019 2018 2017 Prior to 2017 Within the revolving period Converted to term loans Total Loans by risk ratings Investment-grade $ 26,782 $ 17,829 $ 6,125 $ 2,885 $ 3,868 $ 7,651 $ 176,118 $ 601 $ 241,859 Noninvestment-grade 16,905 2,399 1,455 935 218 467 31,585 5 53,969 Total retained loans $ 43,687 $ 20,228 $ 7,580 $ 3,820 $ 4,086 $ 8,118 $ 207,703 $ 606 $ 295,828 (a) Includes loans to financial institutions, states and political subdivisions, SPEs, nonprofits, personal investment companies and trusts, as well as loans to individuals and individual entities (predominantly Global Private Bank clients within AWM). Refer to Note 14 of JPMorgan Chase’s 2021 Form 10-K for more information on SPEs. The following table presents additional information on retained loans secured by real estate, which consists of loans secured wholly or substantially by a lien or liens on real property at origination. (in millions, except ratios) Multifamily Other commercial Total retained loans secured by real estate Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Retained loans secured by real estate $ 78,566 $ 73,801 $ 46,573 $ 45,034 $ 125,139 $ 118,835 Criticized 1,560 1,671 1,831 2,300 3,391 3,971 % of criticized to total retained loans secured by real estate 1.99 % 2.26 % 3.93 % 5.11 % 2.71 % 3.34 % Criticized nonaccrual $ 53 $ 91 $ 182 $ 235 $ 235 $ 326 % of criticized nonaccrual loans to total retained loans secured by real estate 0.07 % 0.12 % 0.39 % 0.52 % 0.19 % 0.27 % Geographic distribution and delinquency The following table provides information on the geographic distribution and delinquency for retained wholesale loans. Secured by real estate Commercial Other Total (in millions) Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loans by geographic distribution (a) Total U.S. $ 122,226 $ 115,732 $ 125,010 $ 106,449 $ 225,444 $ 215,750 $ 472,680 $ 437,931 Total non-U.S. 2,913 3,103 40,483 39,242 80,132 80,078 123,528 122,423 Total retained loans $ 125,139 $ 118,835 $ 165,493 $ 145,691 $ 305,576 $ 295,828 $ 596,208 $ 560,354 Loan delinquency Current and less than 30 days past due and still accruing $ 124,744 $ 118,163 $ 162,738 $ 143,459 $ 303,274 $ 293,358 $ 590,756 $ 554,980 30–89 days past due and still accruing 144 331 1,529 1,193 1,395 1,590 3,068 3,114 90 or more days past due and still accruing (b) 16 15 282 70 204 121 502 206 Criticized nonaccrual (c) 235 326 944 969 703 759 1,882 2,054 Total retained loans $ 125,139 $ 118,835 $ 165,493 $ 145,691 $ 305,576 $ 295,828 $ 596,208 $ 560,354 (a) The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b) Represents loans that are considered well-collateralized and therefore still accruing interest. (c) At September 30, 2022 and December 31, 2021 nonaccrual loans excluded $28 million and $127 million, respectively, of PPP loans 90 or more days past due and guaranteed by the SBA, predominantly in commercial and industrial.
Troubled debt restructuring on financing receivables nature and extent of modifications	The following table provides information about how residential real estate loans were modified in TDRs under the Firm’s loss mitigation programs described above during the periods presented. This table excludes Chapter 7 loans where the sole concession granted is the discharge of debt and loans with short-term or other insignificant modifications that are not considered concessions. Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Number of loans approved for a trial modification 820 1,448 3,258 4,014 Number of loans permanently modified 784 917 3,615 3,817 Concession granted: (a) Interest rate reduction 47 % 75 % 54 % 74 % Term or payment extension 61 64 65 49 Principal and/or interest deferred 9 19 11 24 Principal forgiveness — 1 1 2 Other (b) 46 24 38 39 (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. Concessions offered on trial modifications are generally consistent with those granted on permanent 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 under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and do not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt and loans with short-term or other insignificant modifications that are not considered concessions. (in millions, except weighted-average data) Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.39 % 4.65 % 4.65 % 4.55 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.52 2.89 3.34 2.91 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 20 23 22 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 37 38 37 Charge-offs recognized upon permanent modification $ — $ — $ 1 $ — Principal deferred 4 5 15 23 Principal forgiven — — 1 1 Balance of loans that redefaulted within one year of permanent modification (a) $ 33 $ 52 $ 103 $ 97 (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 will generally be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last twelve months may not be representative of ultimate redefault levels. 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. For all periods disclosed, new enrollments were less than 1% of total retained credit card loans. (in millions, except Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Balance of new TDRs (a) $ 111 $ 82 $ 274 $ 315 Weighted-average interest rate of loans – before TDR 20.26 % 17.75 % 19.19 % 17.79 % Weighted-average interest rate of loans – after TDR 3.81 5.15 4.37 5.19 Balance of loans that redefaulted within one year of modification (b) $ 9 $ 13 $ 26 $ 45 (a) Represents the outstanding balance prior to modification. (b) 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.
Schedule of nonaccrual loans	The following table provides information on retained wholesale nonaccrual loans. Secured by real estate Commercial Other Total Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Nonaccrual loans With an allowance $ 164 $ 254 $ 699 $ 604 $ 403 $ 286 $ 1,266 $ 1,144 Without an allowance (a) 71 72 245 365 300 473 616 910 Total nonaccrual loans (b) $ 235 $ 326 $ 944 $ 969 $ 703 $ 759 $ 1,882 $ 2,054 (a) When the discounted cash flows or collateral value equals or exceeds the amortized cost of the loan, the loan does not require an allowance. This typically occurs when the loans have been partially charged off and/or there have been interest payments received and applied to the loan balance. (b) Interest income on nonaccrual loans recognized on a cash basis was not material for the three and nine months ended September 30, 2022 and 2021.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2022
Credit Loss [Abstract]
Allowance for credit losses on financing receivables	The table below summarizes information about the allowances for credit losses and includes a breakdown of loans and lending-related commitments by impairment methodology. Refer to Note 10 of JPMorgan Chase’s 2021 Form 10-K and Note 9 of this Form 10-Q for further information on the allowance for credit losses on investment securities. 2022 2021 Nine months ended September 30, Consumer, excluding Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 1,765 $ 10,250 $ 4,371 $ 16,386 $ 3,636 $ 17,800 $ 6,892 $ 28,328 Gross charge-offs 590 2,294 232 3,116 452 2,957 187 3,596 Gross recoveries collected (441) (616) (93) (1,150) (470) (724) (87) (1,281) Net charge-offs/(recoveries) 149 1,678 139 1,966 (18) 2,233 100 2,315 Provision for loan losses 202 1,828 1,733 3,763 (1,778) (3,917) (2,162) (7,857) Other 1 — 1 2 (2) — (4) (6) Ending balance at September 30 $ 1,819 $ 10,400 $ 5,966 $ 18,185 $ 1,874 $ 11,650 $ 4,626 $ 18,150 Allowance for lending-related commitments Beginning balance at January 1, $ 113 $ — $ 2,148 $ 2,261 $ 187 $ — $ 2,222 $ 2,409 Provision for lending-related commitments (36) — 325 289 (45) — (61) (106) Other — — 1 1 — — 2 2 Ending balance at September 30 $ 77 $ — $ 2,474 $ 2,551 $ 142 $ — $ 2,163 $ 2,305 Total allowance for investment securities NA NA NA 61 NA NA NA 73 Total allowance for credit losses (a) $ 1,896 $ 10,400 $ 8,440 $ 20,797 $ 2,016 $ 11,650 $ 6,789 $ 20,528 Allowance for loan losses by impairment methodology Asset-specific (b) $ (702) $ 218 $ 450 $ (34) $ (571) $ 383 $ 357 $ 169 Portfolio-based 2,521 10,182 5,516 18,219 2,445 11,267 4,269 17,981 Total allowance for loan losses $ 1,819 $ 10,400 $ 5,966 $ 18,185 $ 1,874 $ 11,650 $ 4,626 $ 18,150 Loans by impairment methodology Asset-specific (b) $ 12,218 $ 794 $ 2,282 $ 15,294 $ 14,464 $ 1,083 $ 2,330 $ 17,877 Portfolio-based 289,185 169,668 593,926 1,052,779 283,844 142,083 530,456 956,383 Total retained loans $ 301,403 $ 170,462 $ 596,208 $ 1,068,073 $ 298,308 $ 143,166 $ 532,786 $ 974,260 Collateral-dependent loans Net charge-offs $ (29) $ — $ 13 $ (16) $ 26 $ — $ 9 $ 35 Loans measured at fair value of collateral less cost to sell 3,718 — 537 4,255 4,460 — 364 4,824 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 84 $ 84 $ — $ — $ 129 $ 129 Portfolio-based 77 — 2,390 2,467 142 — 2,034 2,176 Total allowance for lending-related commitments (c) $ 77 $ — $ 2,474 $ 2,551 $ 142 $ — $ 2,163 $ 2,305 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 470 $ 470 $ — $ — $ 641 $ 641 Portfolio-based (d) 22,259 — 452,530 474,789 36,819 — 457,548 494,367 Total lending-related commitments $ 22,259 $ — $ 453,000 $ 475,259 $ 36,819 $ — $ 458,189 $ 495,008 (a) At September 30, 2022 excludes an allowance for credit losses associated with certain accounts receivable in CIB of $30 million. (b) Includes collateral dependent loans, including those considered TDRs and those for which foreclosure is deemed probable, modified PCD loans and non-collateral dependent loans that have been modified or are reasonably expected to be modified in a TDR. Also includes risk-rated loans that have been placed on nonaccrual status for the wholesale portfolio segment. The asset-specific allowance for credit card loans modified, or reasonably expected to be modified, in a TDR is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates. (c) The allowance for lending-related commitments is reported in accounts payable and other liabilities on the Consolidated balance sheets. (d) At September 30, 2022 and 2021, lending-related commitments excluded $12.6 billion and $19.9 billion, respectively, for the consumer, excluding credit card portfolio segment; $798.9 billion and $710.6 billion, respectively, for the credit card portfolio segment; and $20.0 billion and $41.0 billion, respectively, for the wholesale portfolio segment, which were not subject to the allowance for lending-related commitments.
U.S. unemployment rates and cumulative change in U.S. real GDP	The Firm’s central case assumptions reflected U.S. unemployment rates and U.S. real GDP as follows: Assumptions at September 30, 2022 4Q22 2Q23 4Q23 U.S. unemployment rate (a) 3.8 % 3.9 % 3.9 % YoY growth in U.S. real GDP (b) — % 1.4 % 1.2 % Assumptions at December 31, 2021 2Q22 4Q22 2Q23 U.S. unemployment rate (a) 4.2 % 4.0 % 3.9 % YoY growth in U.S. real GDP (b) 3.1 % 2.8 % 2.1 % (a) Reflects quarterly average of forecasted U.S. unemployment rate.

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2022
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. The Firm considers a “Firm-sponsored” VIE to include any entity where: (1) JPMorgan Chase is the primary beneficiary of the structure; (2) the VIE is used by JPMorgan Chase to securitize Firm assets; (3) the VIE issues financial instruments with the JPMorgan Chase name; or (4) the entity is a JPMorgan Chase–administered asset-backed commercial paper conduit. Line of Business Transaction Type Activity Form 10-Q page references CCB Credit card securitization trusts Securitization of originated credit card receivables 154 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 154-156 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 154-156 Multi-seller conduits Assisting clients in accessing the financial markets in a cost-efficient manner and structuring transactions to meet investor needs 156 Municipal bond vehicles Financing of municipal bond investments 156
Firm-sponsored mortgage and other consumer securitization trusts	The following tables present 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 (including amounts required to be held pursuant to credit risk retention rules), recourse or guarantee arrangements, and derivative contracts. In certain instances, the Firm’s only continuing involvement is servicing the loans. The Firm’s maximum loss exposure from retained and purchased interests is the carrying value of these interests. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) September 30, 2022 (in millions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 56,227 $ 776 $ 47,632 $ 645 $ 1,881 $ — $ 2,526 Subprime 10,063 — 4,589 6 — — 6 Commercial and other (b) 164,009 — 119,387 587 5,282 643 6,512 Total $ 230,299 $ 776 $ 171,608 $ 1,238 $ 7,163 $ 643 $ 9,044 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2021 (in millions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 55,085 $ 942 $ 47,029 $ 974 $ 684 $ 95 $ 1,753 Subprime 10,966 27 10,115 2 — — 2 Commercial and other (b) 150,694 — 93,698 671 3,274 506 4,451 Total $ 216,745 $ 969 $ 150,842 $ 1,647 $ 3,958 $ 601 $ 6,206 (a) Excludes U.S. GSEs and government agency securitizations and re-securitizations, which are not Firm-sponsored. (b) Consists of securities backed by commercial real estate loans and non-mortgage-related consumer receivables. (c) Excludes the following: retained servicing; securities retained from loan sales and securitization activity related to U.S. GSEs and government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities; senior and subordinated securities of $252 million and $159 million, respectively, at September 30, 2022, and $145 million and $36 million, respectively, at December 31, 2021, which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions.
Schedule of re-securitizations	The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Transfers of securities to VIEs U.S. GSEs and government agencies $ 1,417 $ 11,258 $ 14,866 $ 43,157 The following table presents information on the Firm's interests in nonconsolidated re-securitization VIEs. Nonconsolidated (in millions) September 30, 2022 December 31, 2021 U.S. GSEs and government agencies Interest in VIEs $ 2,138 $ 1,947
Information on assets and liabilities related to VIEs that are consolidated by the Firm	The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of September 30, 2022, and December 31, 2021. Assets Liabilities September 30, 2022 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total VIE program type Firm-sponsored credit card trusts $ — $ 9,186 $ 93 $ 9,279 $ 1,996 $ 3 $ 1,999 Firm-administered multi-seller conduits — 20,803 134 20,937 8,500 40 8,540 Municipal bond vehicles 1,991 — 7 1,998 1,436 5 1,441 Mortgage securitization entities (a) — 798 12 810 147 69 216 Other — 810 (b) 316 1,126 — 157 157 Total $ 1,991 $ 31,597 $ 562 $ 34,150 $ 12,079 $ 274 $ 12,353 Assets Liabilities December 31, 2021 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total VIE program type Firm-sponsored credit card trusts $ — $ 11,108 $ 102 $ 11,210 $ 2,397 $ 1 $ 2,398 Firm-administered multi-seller conduits 1 19,883 71 19,955 6,198 41 6,239 Municipal bond vehicles 2,009 — 2 2,011 1,976 — 1,976 Mortgage securitization entities (a) — 955 32 987 179 85 264 Other — 1,078 (b) 283 1,361 — 118 118 Total $ 2,010 $ 33,024 $ 490 $ 35,524 $ 10,750 $ 245 $ 10,995 (a) Includes residential and commercial mortgage securitizations. (b) Primarily includes purchased supply chain finance receivables and purchased auto loan securitizations in CIB. (c) Includes assets classified as cash and other assets on 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 assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (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 VIEs”. The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. Included in beneficial interests in VIE assets are long-term beneficial interests of $2.1 billion and $2.6 billion at September 30, 2022, and December 31, 2021, respectively. (f) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets.
Securitization activities	The following table provides information related to the Firm’s securitization activities for the three and nine months ended September 30, 2022 and 2021, related to assets held in Firm-sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 (in millions) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ 386 $ 1,297 $ 8,245 $ 4,426 $ 9,909 $ 8,355 $ 16,437 $ 9,214 All cash flows during the period: (a) Proceeds received from loan sales as financial instruments (b)(c) $ 375 $ 1,278 $ 8,424 $ 4,456 $ 9,504 $ 8,253 $ 16,876 $ 9,335 Servicing fees collected 12 — 39 — 56 — 121 — Cash flows received on interests 131 71 121 92 413 196 477 215 (a) Excludes re-securitization transactions. (b) Predominantly includes Level 2 assets. (c) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale. (d) Represents prime mortgages. Excludes loan securitization activity related to U.S. GSEs and government agencies. (e) Includes commercial mortgage and other consumer loans.
Summary of loan sale activities	The following table summarizes the activities related to loans sold to the U.S. GSEs, and loans in securitization transactions pursuant to Ginnie Mae guidelines. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Carrying value of loans sold $ 9,501 $ 29,033 $ 43,890 $ 76,639 Proceeds received from loan sales as cash 2 70 15 110 Proceeds from loan sales as securities (a)(b) 9,352 28,549 43,161 75,331 Total proceeds received from loan sales (c) $ 9,354 $ 28,619 $ 43,176 $ 75,441 Gains/(losses) on loan sales (d)(e) $ (25) $ — $ (25) $ 4 (a) Includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt or retained as part of the Firm’s investment securities portfolio. (b) Included in level 2 assets. (c) Excludes the value of MSRs retained upon the sale of loans. (d) Gains/(losses) on loan sales include the value of MSRs. (e) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.
Schedule options to repurchase delinquent loans	The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of September 30, 2022 and December 31, 2021. Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) September 30, December 31, Loans repurchased or option to repurchase (a) $ 877 $ 1,022 Real estate owned 9 5 Foreclosed government-guaranteed residential mortgage loans (b) 26 36 (a) Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b) Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable.
Information about loan delinquencies and liquidation losses	The table below includes information about components of and delinquencies related to nonconsolidated securitized financial assets held in Firm-sponsored private-label securitization entities, in which the Firm has continuing involvement as of September 30, 2022, and December 31, 2021. Net liquidation losses/(recoveries) Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, Dec 31, Sep 30, Dec 31, 2022 2021 2022 2021 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 47,632 $ 47,029 $ 1,384 $ 2,466 $ (5) $ — $ (32) $ 14 Subprime 4,589 10,115 613 1,609 (1) — (4) 18 Commercial and other 119,387 93,698 950 1,456 11 244 22 265 Total loans securitized $ 171,608 $ 150,842 $ 2,947 $ 5,531 $ 5 $ 244 $ (14) $ 297

Goodwill and Mortgage Servici_2

Goodwill and Mortgage Servicing Rights (Tables)	9 Months Ended
	Sep. 30, 2022
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill attributed to the business segments and corporate	The following table presents goodwill attributed to the reportable business segments and Corporate. (in millions) September 30, December 31, Consumer & Community Banking $ 32,120 $ 31,474 Corporate & Investment Bank 7,909 7,906 Commercial Banking 2,985 2,986 Asset & Wealth Management 7,847 7,222 Corporate 600 727 Total goodwill $ 51,461 $ 50,315 The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Balance at beginning of period $ 50,697 $ 49,256 $ 50,315 $ 49,248 Changes during the period from: Business combinations (a) 882 1,065 1,352 1,065 Other (b) (118) (8) (206) — Balance at September 30, $ 51,461 $ 50,313 $ 51,461 $ 50,313 (a) For the three and nine months ended September 30, 2022, represents estimated goodwill associated with the acquisitions of Global Shares PLC in AWM and Figg, Inc. in CCB in the third quarter, and Frosch Travel Group, LLC in CCB and Volkswagen Payments S.A. in CIB in the second quarter. For the three and nine months ended September 30, 2021, represents estimated goodwill associated with the acquisitions of Nutmeg in Corporate, OpenInvest and Campbell Global in AWM and Frank in CCB. (b) Primarily foreign currency adjustments and, in 2021, adjustments to goodwill related to prior period acquisitions.
Mortgage servicing rights activity	The following table summarizes MSR activity for the three and nine months ended September 30, 2022 and 2021. As of or for the three months As of or for the nine months (in millions, except where otherwise noted) 2022 2021 2022 2021 Fair value at beginning of period $ 7,439 $ 4,549 $ 5,494 $ 3,276 MSR activity: Originations of MSRs 140 429 736 1,252 Purchase of MSRs 370 584 1,245 1,158 Disposition of MSRs (a) (79) 1 (750) (23) Net additions/(dispositions) 431 1,014 1,231 2,387 Changes due to collection/realization of expected cash flows (234) (201) (702) (570) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) 465 133 2,012 469 Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 36 119 36 96 Discount rates — — — — Prepayment model changes and other (c) 3 (263) 69 (307) Total changes in valuation due to other inputs and assumptions 39 (144) 105 (211) Total changes in valuation due to inputs and assumptions 504 (11) 2,117 258 Fair value at September 30 $ 8,140 $ 5,351 $ 8,140 $ 5,351 Changes in unrealized gains/(losses) included in income related to MSRs held at September 30 $ 504 $ (11) $ 2,117 $ 258 Contractual service fees, late fees and other ancillary fees included in income 391 334 1,156 932 Third-party mortgage loans serviced at September 30, (in billions) 587 510 587 510 Servicer advances, net of an allowance for uncollectible amounts, at September 30, (in billions) (d) 0.8 1.7 0.8 1.7 (a) Includes 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 the remaining balance of those SMBS as trading securities. (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.
Mortgage fees and related income	The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and nine months ended September 30, 2022 and 2021. Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 CCB mortgage fees and related income Production revenue $ 93 $ 614 $ 454 $ 1,888 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 400 328 1,203 892 Changes in MSR asset fair value due to collection/realization of expected cash flows (234) (201) (702) (570) Total operating revenue 166 127 501 322 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 465 133 2,012 469 Other changes in MSR asset fair value due to other inputs and assumptions in model (b) 39 (144) 105 (211) Changes in derivative fair value and other (450) (134) (1,926) (621) Total risk management 54 (145) 191 (363) Total net mortgage servicing revenue 220 (18) 692 (41) Total CCB mortgage fees and related income 313 596 1,146 1,847 All other 1 4 6 8 Mortgage fees and related income $ 314 $ 600 $ 1,152 $ 1,855 (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 September 30, 2022, and December 31, 2021, and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Sep 30, Dec 31, Weighted-average prepayment speed assumption (constant prepayment rate) 6.27 % 9.90 % Impact on fair value of 10% adverse change $ (187) $ (210) Impact on fair value of 20% adverse change (363) (404) Weighted-average option adjusted spread (a) 5.47 % 6.44 % Impact on fair value of a 100 basis point adverse change $ (344) $ (225) Impact on fair value of a 200 basis point adverse change (660) (433) (a) Includes the impact of operational risk and regulatory capital.

Deposits (Tables)

Deposits (Tables)	9 Months Ended
	Sep. 30, 2022
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At September 30, 2022 and December 31, 2021, noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, December 31, 2021 U.S. offices Noninterest-bearing (included $18,476 and $8,115 at fair value) (a) $ 688,292 $ 711,525 (b) Interest-bearing (included $565 and $629 at fair value) (a) 1,304,012 1,359,932 (b) Total deposits in U.S. offices 1,992,304 2,071,457 Non-U.S. offices Noninterest-bearing (included $1,296 and $2,420 at fair value) (a) 26,629 26,229 Interest-bearing (included $598 and $169 at fair value) (a) 389,682 364,617 Total deposits in non-U.S. offices 416,311 390,846 Total deposits $ 2,408,615 $ 2,462,303 (a) Includes structured notes classified as deposits for which the fair value option has been elected. Refer to Note 3 for further information. (b) Prior-period amount has been revised to conform with the current presentation.

Leases (Tables)

Leases (Tables)	9 Months Ended
	Sep. 30, 2022
Leases [Abstract]
Schedule of information related to operating leases	The following table provides information related to the Firm’s operating leases: (in millions) September 30, 2022 December 31, 2021 Right-of-use assets $ 7,905 $ 7,888 Lease liabilities 8,234 8,328
Schedule of operating lease income and related depreciation expense	The following table presents the Firm’s operating lease income, included within other income Three months ended September 30, Nine months ended September 30, (in millions) 2022 2021 2022 2021 Operating lease income $ 870 $ 1,190 $ 2,863 $ 3,792 Depreciation expense 620 785 1,998 2,595

Preferred Stock (Tables)

Preferred Stock (Tables)	9 Months Ended
	Sep. 30, 2022
Stockholders' Equity Note [Abstract]
Schedule of stock by class	The following is a summary of JPMorgan Chase’s non-cumulative preferred stock outstanding as of September 30, 2022 and December 31, 2021, and the quarterly dividend declarations for the three and nine months ended September 30, 2022 and 2021. Shares Carrying value (in millions) Contractual rate in effect at September 30, 2022 Earliest redemption date Floating annualized rate (a) Dividend declared September 30, 2022 December 31, 2021 September 30, 2022 December 31, 2021 Issue date Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Fixed-rate: Series AA — — $ — $ — 6/4/2015 — % 9/1/2020 NA $— $— $— $305.00 Series BB — — — — 7/29/2015 — 9/1/2020 NA — — — 307.50 Series DD 169,625 169,625 1,696 1,696 9/21/2018 5.750 12/1/2023 NA 143.75 143.75 431.25 431.25 Series EE 185,000 185,000 1,850 1,850 1/24/2019 6.000 3/1/2024 NA 150.00 150.00 450.00 450.00 Series GG 90,000 90,000 900 900 11/7/2019 4.750 12/1/2024 NA 118.75 118.75 356.25 356.25 Series JJ 150,000 150,000 1,500 1,500 3/17/2021 4.550 6/1/2026 NA 113.75 113.75 341.25 207.28 (b) Series LL 185,000 185,000 1,850 1,850 5/20/2021 4.625 6/1/2026 NA 115.63 129.76 346.89 129.76 (b) Series MM 200,000 200,000 2,000 2,000 7/29/2021 4.200 9/1/2026 NA 105.00 — 315.00 — (c) Fixed-to-floating-rate: Series I 293,375 293,375 $ 2,934 $ 2,934 4/23/2008 LIBOR + 3.47% 4/30/2018 LIBOR + 3.47% $163.87 $90.96 $375.03 $276.42 Series Q 150,000 150,000 1,500 1,500 4/23/2013 5.150 5/1/2023 LIBOR + 3.25 128.75 128.75 386.25 386.25 Series R 150,000 150,000 1,500 1,500 7/29/2013 6.000 8/1/2023 LIBOR + 3.30 150.00 150.00 450.00 450.00 Series S 200,000 200,000 2,000 2,000 1/22/2014 6.750 2/1/2024 LIBOR + 3.78 168.75 168.75 506.25 506.25 Series U 100,000 100,000 1,000 1,000 3/10/2014 6.125 4/30/2024 LIBOR + 3.33 153.13 153.13 459.38 459.38 Series V 250,000 250,000 2,500 2,500 6/9/2014 LIBOR + 3.32% 7/1/2019 LIBOR + 3.32 146.15 88.55 340.91 263.54 Series X 160,000 160,000 1,600 1,600 9/23/2014 6.100 10/1/2024 LIBOR + 3.33 152.50 152.50 457.50 457.50 Series Z — 200,000 — 2,000 4/21/2015 — 5/1/2020 LIBOR + 3.80 — 99.23 — 300.97 Series CC 125,750 125,750 1,258 1,258 10/20/2017 4.625 11/1/2022 LIBOR + 2.58 115.63 115.63 346.88 346.88 Series FF 225,000 225,000 2,250 2,250 7/31/2019 5.000 8/1/2024 SOFR + 3.38 125.00 125.00 375.00 375.00 Series HH 300,000 300,000 3,000 3,000 1/23/2020 4.600 2/1/2025 SOFR + 3.125 115.00 115.00 345.00 345.00 Series II 150,000 150,000 1,500 1,500 2/24/2020 4.000 4/1/2025 SOFR + 2.745 100.00 100.00 300.00 300.00 Series KK 200,000 200,000 2,000 2,000 5/12/2021 3.650 6/1/2026 CMT + 2.85 91.25 110.51 273.75 110.51 (b) Total preferred stock 3,283,750 3,483,750 $ 32,838 $ 34,838 (a) Floating annualized rate includes three-month LIBOR, three-month term SOFR or five-year Constant Maturity Treasury (“CMT”) rate, as applicable, plus the spreads noted above. (b) The initial dividend declared is prorated based on the number of days outstanding for the period. Dividends were declared quarterly thereafter at the contractual rate. (c) No dividends were declared from the original issue date through September 30, 2021.

Earnings per Share (Tables)

Earnings per Share (Tables)	9 Months Ended
	Sep. 30, 2022
Earnings Per Share [Abstract]
Schedule of earnings per share basic and diluted	The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2022 and 2021. (in millions, except per share amounts) Three months ended September 30, Nine months ended September 30, 2022 2021 2022 2021 Basic earnings per share Net income $ 9,737 $ 11,687 $ 26,668 $ 37,935 Less: Preferred stock dividends 432 402 1,239 1,174 Net income applicable to common equity 9,305 11,285 25,429 36,761 Less: Dividends and undistributed earnings allocated to participating securities 50 56 134 185 Net income applicable to common stockholders $ 9,255 $ 11,229 $ 25,295 $ 36,576 Total weighted-average basic shares outstanding 2,961.2 2,999.9 2,966.8 3,036.4 Net income per share $ 3.13 $ 3.74 $ 8.53 $ 12.05 Diluted earnings per share Net income applicable to common stockholders $ 9,255 $ 11,229 $ 25,295 $ 36,576 Total weighted-average basic shares outstanding 2,961.2 2,999.9 2,966.8 3,036.4 Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs 4.2 5.2 4.1 5.3 Total weighted-average diluted shares outstanding 2,965.4 3,005.1 2,970.9 3,041.7 Net income per share $ 3.12 $ 3.74 $ 8.51 $ 12.02

Accumulated Other Comprehensi_2

Accumulated Other Comprehensive Income/(Loss) (Tables)	9 Months Ended
	Sep. 30, 2022
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), fair value changes of excluded components on fair value hedges, cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and fair value option-elected liabilities arising from changes in the Firm’s own credit risk (DVA). As of or for the three months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2022 $ (8,844) $ (1,675) $ 30 $ (4,435) $ (123) $ 678 $ (14,369) Net change (2,145) (581) 38 (1,698) (1,004) 625 (4,765) Balance at September 30, 2022 $ (10,989) (a) $ (2,256) $ 68 $ (6,133) $ (1,127) $ 1,303 $ (19,134) As of or for the three months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2021 $ 4,515 $ (659) $ (163) $ 725 $ (1,055) $ (793) $ 2,570 Net change (434) (187) 9 (450) 6 (551) (1,607) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963 As of or for the nine months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2022 $ 2,640 $ (934) $ (131) $ (296) $ (210) $ (1,153) $ (84) Net change (13,629) (1,322) 199 (5,837) (917) 2,456 (19,050) Balance at September 30, 2022 $ (10,989) (a) $ (2,256) $ 68 $ (6,133) $ (1,127) $ 1,303 $ (19,134) As of or for the nine months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2021 $ 8,180 $ (473) $ (112) $ 2,383 $ (1,132) $ (860) $ 7,986 Net change (4,099) (373) (42) (2,108) 83 (484) (7,023) Balance at September 30, 2021 $ 4,081 (a) $ (846) $ (154) $ 275 $ (1,049) $ (1,344) $ 963
Changes of the components of accumulated other comprehensive income (loss)	The following table presents the pre-tax and after-tax changes in the components of OCI. 2022 2021 Three months ended September 30, Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (3,785) $ 912 $ (2,873) $ (826) $ 197 $ (629) Reclassification adjustment for realized (gains)/losses included in net income (a) 959 (231) 728 256 (61) 195 Net change (2,826) 681 (2,145) (570) 136 (434) Translation adjustments (b) : Translation (3,017) 164 (2,853) (1,030) 63 (967) Hedges 2,992 (720) 2,272 1,028 (248) 780 Net change (25) (556) (581) (2) (185) (187) Fair value hedges, net change (c) : 50 (12) 38 12 (3) 9 Cash flow hedges: Net unrealized gains/(losses) arising during the period (2,511) 602 (1,909) (267) 65 (202) Reclassification adjustment for realized (gains)/losses included in net income (d) 278 (67) 211 (326) 78 (248) Net change (2,233) 535 (1,698) (593) 143 (450) Defined benefit pension and OPEB plans, net change (e) : (1,320) 316 (1,004) 8 (2) 6 DVA on fair value option elected liabilities, net change: 823 (198) 625 (729) 178 (551) Total other comprehensive loss $ (5,531) $ 766 $ (4,765) $ (1,874) $ 267 $ (1,607) 2022 2021 Nine month ended September 30, Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (19,443) $ 4,670 $ (14,773) $ (5,792) $ 1,391 $ (4,401) Reclassification adjustment for realized (gains)/losses included in net income (a) 1,506 (362) 1,144 397 (95) 302 Net change (17,937) 4,308 (13,629) (5,395) 1,296 (4,099) Translation adjustments (b) : Translation (6,908) 381 (6,527) (1,950) 92 (1,858) Hedges 6,854 (1,649) 5,205 1,958 (473) 1,485 Net change (54) (1,268) (1,322) 8 (381) (373) Fair value hedges, net change (c) : 262 (63) 199 (56) 14 (42) Cash flow hedges: Net unrealized gains/(losses) arising during the period (7,697) 1,847 (5,850) (1,844) 443 (1,401) Reclassification adjustment for realized (gains)/losses included in net income (d) 17 (4) 13 (930) 223 (707) Net change (7,680) 1,843 (5,837) (2,774) 666 (2,108) Defined benefit pension and OPEB plans, net change (e) : (1,197) 280 (917) 101 (18) 83 DVA on fair value option elected liabilities, net change: 3,240 (784) 2,456 (642) 158 (484) Total other comprehensive loss $ (23,366) $ 4,316 $ (19,050) $ (8,758) $ 1,735 $ (7,023) (a) The pre-tax amount is reported in Investment securities gains/(losses) in the Consolidated statements of income. (b) Reclassifications of pre-tax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income.The amounts reclassified for the nine months ended September 30, 2022 and three and nine months ended September 30, 2021 were not material. (c) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swaps. (d) The pre-tax amounts are primarily recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. (e) During the period ended September 30, 2022, a remeasurement of the Firm’s U.S. principal defined benefit plan was required as a result of a pension settlement. The remeasurement resulted in a decrease of $1.4 billion in accumulated other comprehensive income (pre-tax). Refer to Note 7 for further information.

Restricted Cash and Other Res_2

Restricted Cash and Other Restricted Assets (Tables)	9 Months Ended
	Sep. 30, 2022
Cash and Cash Equivalents [Abstract]
Components of restricted cash	The following table presents the components of the Firm’s restricted cash: (in billions) September 30, December 31, 2021 Segregated for the benefit of securities and cleared derivative customers $ 19.8 $ 14.6 Cash reserves at non-U.S. central banks and held for other general purposes 7.3 5.1 Total restricted cash (a) $ 27.1 $ 19.7

Regulatory Capital (Tables)

Regulatory Capital (Tables)	9 Months Ended
	Sep. 30, 2022
Banking Regulation [Abstract]
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios	The following table presents the risk-based regulatory capital ratio requirements and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2022 and December 31, 2021. Standardized capital ratio requirements Advanced Well-capitalized ratios BHC (a) IDI (b) BHC (a) IDI (b) BHC (c) IDI (d) Risk-based capital ratios CET1 capital 11.2 % 7.0 % 10.5 % 7.0 % NA 6.5 % Tier 1 capital 12.7 8.5 12.0 8.5 6.0 % 8.0 Total capital 14.7 10.5 14.0 10.5 10.0 10.0 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 IDI subsidiaries are subject. (a) Represents the regulatory capital ratio requirements applicable to the Firm. The CET1, Tier 1 and Total capital ratio requirements each include a respective minimum requirement plus a GSIB surcharge of 3.5% as calculated under Method 2; plus a 3.2% SCB for Basel III Standardized ratios and a fixed 2.5% capital conservation buffer for Basel III Advanced ratios. The countercyclical buffer is currently set to 0% by the federal banking agencies. (b) Represents requirements for JPMorgan Chase’s IDI subsidiaries. The CET1, Tier 1 and Total capital ratio requirements include a fixed capital conservation buffer requirement of 2.5% that is applicable to the IDI subsidiaries. The IDI 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 IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. The following table presents the leverage-based regulatory capital ratio requirements and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of September 30, 2022 and December 31, 2021. Capital ratio requirements (a) Well-capitalized ratios BHC IDI BHC (b) IDI Leverage-based capital ratios Tier 1 leverage 4.0 % 4.0 % NA 5.0 % SLR 5.0 6.0 NA 6.0 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 IDI subsidiaries are subject. (a) Represents minimum SLR requirement of 3.0%, as well as supplementary leverage buffer requirements of 2.0% and 3.0% for BHC and IDI subsidiaries, respectively. (b) The Federal Reserve's regulations do not establish well-capitalized thresholds for these measures for BHCs. The following tables present risk-based capital metrics under both the Basel III Standardized and Basel III Advanced approaches and leverage-based capital metrics for JPMorgan Chase and JPMorgan Chase Bank, N.A. As of September 30, 2022 and December 31, 2021, JPMorgan Chase and JPMorgan Chase Bank, N.A. were well-capitalized and met all capital requirements to which each was subject. September 30, 2022 Basel III Standardized Basel III Advanced JPMorgan JPMorgan JPMorgan JPMorgan Risk-based capital metrics: (a) CET1 capital $ 209,661 $ 264,466 $ 209,661 $ 264,466 Tier 1 capital 236,363 264,470 236,363 264,470 Total capital 268,076 282,192 256,157 269,897 Risk-weighted assets 1,678,498 1,614,628 1,609,968 1,471,019 CET1 capital ratio 12.5 % 16.4 % 13.0 % 18.0 % Tier 1 capital ratio 14.1 16.4 14.7 18.0 Total capital ratio 16.0 17.5 15.9 18.3 December 31, 2021 Basel III Standardized Basel III Advanced JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Risk-based capital metrics: (a) CET1 capital $ 213,942 $ 266,907 $ 213,942 $ 266,907 Tier 1 capital 246,162 266,910 246,162 266,910 Total capital 274,900 281,826 265,796 272,299 Risk-weighted assets 1,638,900 1,582,280 1,547,920 1,392,847 CET1 capital ratio 13.1 % 16.9 % 13.8 % 19.2 % Tier 1 capital ratio 15.0 16.9 15.9 19.2 Total capital ratio 16.8 17.8 17.2 19.5 (a) The capital metrics reflect the CECL capital transition provisions. Additionally, loans originated under the PPP receive a zero percent risk weight. Three months ended September 30, 2022 December 31, 2021 JPMorgan JPMorgan JPMorgan JPMorgan Leverage-based capital metrics: (a) Adjusted average assets (b) $ 3,791,804 $ 3,327,201 $ 3,782,035 $ 3,334,925 Tier 1 leverage ratio 6.2 % 7.9 % 6.5 % 8.0 % Total leverage exposure $ 4,460,636 $ 4,002,580 $ 4,571,789 $ 4,119,286 SLR 5.3 % 6.6 % 5.4 % 6.5 % (a) The capital metrics reflect the CECL capital transition provisions. (b) Adjusted average assets, for purposes of calculating the leverage ratios, includes quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill, inclusive of estimated equity method goodwill, and other intangible assets.

Off-balance Sheet Lending-rel_2

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Tables)	9 Months Ended
	Sep. 30, 2022
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending related financial instruments, guarantees and other commitments	The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at September 30, 2022, and December 31, 2021. The amounts in the table below for credit card, home equity and certain scored business banking 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 and certain scored business banking 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 HELOCs 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) September 30, 2022 Dec 31, Sep 30, Dec 31, By remaining maturity Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Residential real estate (a) $ 6,546 $ 3,133 $ 6,447 $ 6,735 $ 22,861 $ 32,996 $ 91 $ 100 Auto and other 10,687 — — 1,320 12,007 12,338 — 2 Total consumer, excluding credit card 17,233 3,133 6,447 8,055 34,868 45,334 91 102 Credit card (b) 798,855 — — — 798,855 730,534 — — Total consumer (c) 816,088 3,133 6,447 8,055 833,723 775,868 91 102 Wholesale: Other unfunded commitments to extend credit (d) 92,849 135,571 190,735 22,144 441,299 453,467 2,498 2,037 Standby letters of credit and other financial guarantees (d) 13,829 8,328 4,590 1,066 27,813 28,530 456 476 Other letters of credit (d) 3,357 385 96 — 3,838 4,448 13 9 Total wholesale (c) 110,035 144,284 195,421 23,210 472,950 486,445 2,967 2,522 Total lending-related $ 926,123 $ 147,417 $ 201,868 $ 31,265 $ 1,306,673 $ 1,262,313 $ 3,058 $ 2,624 Other guarantees and commitments Securities lending indemnification agreements and guarantees (e) $ 309,553 $ — $ — $ — $ 309,553 $ 337,770 $ — $ — Derivatives qualifying as guarantees 4,244 310 12,737 41,074 58,365 55,730 1,006 475 Unsettled resale and securities borrowed agreements 137,055 445 — — 137,500 103,681 (9) 1 Unsettled repurchase and securities loaned agreements 88,455 490 — — 88,945 74,263 (10) — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 54 61 Loans sold with recourse NA NA NA NA 826 827 28 19 Exchange & clearing house guarantees and commitments (f) 105,501 — — — 105,501 182,701 — — Other guarantees and commitments (g) 7,343 602 298 2,204 10,447 10,490 60 69 (a) Includes certain commitments to purchase loans from correspondents. (b) Also includes commercial card lending-related commitments primarily in CB and CIB. (c) Predominantly all consumer and wholesale lending-related commitments are in the U.S. (d) At September 30, 2022, and December 31, 2021, reflected the contractual amount net of risk participations totaling $29 million and $44 million, respectively, for other unfunded commitments to extend credit; $8.5 billion and $7.9 billion, respectively, for standby letters of credit and other financial guarantees; and $502 million and $451 million, respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e) At September 30, 2022, and December 31, 2021, collateral held by the Firm in support of securities lending indemnification agreements was $326.0 billion and $357.4 billion, respectively. Securities lending collateral primarily consists of cash, G7 government securities, and securities issued by U.S. GSEs and government agencies. (f) At September 30, 2022, and December 31, 2021, includes guarantees to the Fixed Income Clearing Corporation under the sponsored member repo program and commitments and guarantees associated with the Firm’s membership in certain clearing houses. (g) At September 30, 2022, and December 31, 2021, primarily includes unfunded commitments related to certain tax-oriented equity investments, unfunded commitments to purchase secondary market loans, and other equity investment commitments. (h) For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, and lending-related commitments for which the fair value option was elected, the carrying value represents the fair value. At September 30, 2022, includes net markdowns on held-for-sale positions related to unfunded commitments in the bridge financing portfolio.
Standby letters of credit, other financial guarantees and other letters of credit	The following table summarizes the contractual amount and carrying value of standby letters of credit and other financial guarantees and other letters of credit arrangements as of September 30, 2022, and December 31, 2021. Standby letters of credit, other financial guarantees and other letters of credit September 30, 2022 December 31, 2021 (in millions) Standby letters of Other letters Standby letters of Other letters Investment-grade (a) $ 19,632 $ 2,846 $ 19,998 $ 3,087 Noninvestment-grade (a) 8,181 992 8,532 1,361 Total contractual amount $ 27,813 $ 3,838 $ 28,530 $ 4,448 Allowance for lending-related commitments $ 89 $ 13 $ 123 $ 9 Guarantee liability 367 — 353 — Total carrying value $ 456 $ 13 $ 476 $ 9 Commitments with collateral $ 15,137 $ 660 $ 14,511 $ 999 (a) The ratings scale is based on the Firm’s internal risk ratings. Refer to Note 11 for further information on internal risk ratings.
Derivatives qualifying as guarantees	The following table summarizes the derivatives qualifying as guarantees as of September 30, 2022, and December 31, 2021. (in millions) September 30, 2022 December 31, 2021 Notional amounts Derivative guarantees $ 58,365 $ 55,730 Stable value contracts with contractually limited exposure 31,567 29,778 Maximum exposure of stable value contracts with contractually limited exposure 2,943 2,882 Fair value Derivative payables 1,006 475

Pledged Assets and Collateral (

Pledged Assets and Collateral (Tables)	9 Months Ended
	Sep. 30, 2022
Commitments and Contingencies Disclosure [Abstract]
Schedule of pledged assets	The following table presents the Firm’s pledged assets. (in billions) September 30, 2022 December 31, 2021 Assets that may be sold or repledged or otherwise used by secured parties $ 121.7 $ 126.3 Assets that may not be sold or repledged or otherwise used by secured parties 105.8 112.0 Assets pledged at Federal Reserve banks and FHLBs 539.7 476.4 Total pledged assets $ 767.2 $ 714.7
Schedule of collateral received	The following table presents the fair value of collateral accepted. (in billions) September 30, 2022 December 31, 2021 Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,340.7 $ 1,471.3 Collateral sold, repledged, delivered or otherwise used 1,040.1 1,111.0

Business Segments (Tables)

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2022
Segment Reporting [Abstract]
Segment results and reconciliation	The following table provides a summary of the Firm’s segment results as of or for the three and nine months ended September 30, 2022 and 2021, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) on an 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. Refer to Note 32 of JPMorgan Chase’s 2021 Form 10-K for additional information on the Firm’s managed basis. Capital allocation The amount of capital assigned to each business segment is referred to as equity. Periodically, the assumptions and methodologies used to allocate capital are reassessed and as a result, the capital allocated to the LOBs may change. Refer to Line of business equity on page 93 of JPMorgan Chase’s 2021 Form 10-K for additional information on capital allocation. Segment results and reconciliation (a) As of or for the three months Consumer & Corporate & Commercial Banking Asset & Wealth Management 2022 2021 2022 2021 2022 2021 2022 2021 Noninterest revenue $ 3,762 $ 4,138 $ 9,231 $ 9,061 $ 836 $ 988 $ 3,126 $ 3,312 Net interest income 10,569 8,383 2,644 3,335 2,212 1,532 1,413 988 Total net revenue 14,331 12,521 11,875 12,396 3,048 2,520 4,539 4,300 Provision for credit losses 529 (459) 513 (638) 618 (363) (102) (60) Noninterest expense 8,047 7,238 6,618 5,871 1,180 1,032 3,028 2,762 Income/(loss) before income tax expense/(benefit) 5,755 5,742 4,744 7,163 1,250 1,851 1,613 1,598 Income tax expense/(benefit) 1,421 1,391 (b) 1,212 1,516 (b) 304 442 (b) 394 402 (b) Net income/(loss) $ 4,334 $ 4,351 (b) $ 3,532 $ 5,647 (b) $ 946 $ 1,409 (b) $ 1,219 $ 1,196 (b) Average equity $ 50,000 $ 50,000 $ 103,000 $ 83,000 $ 25,000 $ 24,000 $ 17,000 $ 14,000 Total assets 500,752 493,169 1,384,618 1,355,752 247,485 227,670 232,303 221,702 ROE 33 % 34 % 13 % 26 % 14 % 22 % 28 % 33 % Overhead ratio 56 58 56 47 39 41 67 64 As of or for the three months Corporate Reconciling Items (a) Total 2022 2021 2022 2021 2022 2021 Noninterest revenue $ (1,094) $ (242) $ (663) $ (690) $ 15,198 $ 16,567 Net interest income 792 (1,054) (112) (104) 17,518 13,080 Total net revenue (302) (1,296) (775) (794) 32,716 29,647 Provision for credit losses (21) (7) — — 1,537 (1,527) Noninterest expense 305 160 — — 19,178 17,063 Income/(loss) before income tax expense/(benefit) (586) (1,449) (775) (794) 12,001 14,111 Income tax expense/(benefit) (292) (533) (b) (775) (794) 2,264 2,424 Net income/(loss) $ (294) $ (916) (b) $ — $ — $ 9,737 $ 11,687 Average equity $ 57,944 $ 82,556 $ — $ — $ 252,944 $ 253,556 Total assets 1,408,726 1,459,283 NA NA 3,773,884 3,757,576 ROE NM NM NM NM 15 % 18 % Overhead ratio NM NM NM NM 59 58 (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) In the first quarter of 2022, the Firm changed its methodology for allocating income taxes to the LOBs, with no impact to Firmwide net income. Prior-period amounts have been revised to conform with the current presentation. Segment results and reconciliation (a) As of or for the nine months Consumer & Corporate & Commercial Banking Asset & Wealth Management 2022 2021 2022 2021 2022 2021 2022 2021 Noninterest revenue $ 11,570 $ 13,452 $ 27,937 $ 30,061 $ 2,607 $ 2,855 $ 9,449 $ 9,623 Net interest income 27,604 24,346 9,414 10,154 5,522 4,541 3,711 2,861 Total net revenue 39,174 37,798 37,351 40,215 8,129 7,396 13,160 12,484 Provision for credit losses 1,968 (5,929) 1,017 (1,048) 984 (858) 96 (191) Noninterest expense 23,490 21,502 20,661 19,498 3,465 2,982 8,807 7,922 Income/(loss) before income tax expense/(benefit) 13,716 22,225 15,673 21,765 3,680 5,272 4,257 4,753 Income tax expense/(benefit) 3,387 5,442 (b) 4,031 5,174 (b) 890 1,260 (b) 1,026 1,141 (b) Net income/(loss) $ 10,329 $ 16,783 (b) $ 11,642 $ 16,591 (b) $ 2,790 $ 4,012 (b) $ 3,231 $ 3,612 (b) Average equity $ 50,000 $ 50,000 $ 103,000 $ 83,000 $ 25,000 $ 24,000 $ 17,000 $ 14,000 Total assets 500,752 493,169 1,384,618 1,355,752 247,485 227,670 232,303 221,702 ROE 27 % 44 % 14 % 26 % (b) 14 % 21 % 25 % 34 % Overhead ratio 60 57 55 48 43 40 67 63 As of or for the nine months Corporate Reconciling Items (a) Total 2022 2021 2022 2021 2022 2021 Noninterest revenue $ (1,683) $ (68) $ (2,250) $ (2,241) $ 47,630 $ 53,682 Net interest income 580 (2,870) (313) (322) 46,518 38,710 Total net revenue (1,103) (2,938) (2,563) (2,563) 94,148 92,392 Provision for credit losses 36 58 — — 4,101 (7,968) Noninterest expense 695 1,551 — — 57,118 53,455 Income/(loss) before income tax expense/(benefit) (1,834) (4,547) (2,563) (2,563) 32,929 46,905 Income tax expense/(benefit) (510) (1,484) (b) (2,563) (2,563) 6,261 8,970 Net income/(loss) $ (1,324) $ (3,063) (b) $ — $ — $ 26,668 $ 37,935 Average equity $ 56,147 $ 79,011 $ — $ — $ 251,147 $ 250,011 Total assets 1,408,726 1,459,283 NA NA 3,773,884 3,757,576 ROE NM NM NM NM 14 % 20 % Overhead ratio NM NM NM NM 61 58 (a) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. (b) In the first quarter of 2022, the Firm changed its methodology for allocating income taxes to the LOBs, with no impact to Firmwide net income. Prior-period amounts have been revised to conform with the current presentation.

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($) $ in Millions	Sep. 30, 2022	Jun. 30, 2022	Dec. 31, 2021	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	$ 773,654		$ 545,287
Derivative netting adjustments	(681,120)		(488,206)
Net derivative receivables	92,534		57,081
Trading assets	506,487		433,575
Available-for-sale securities	188,140		308,525
Loans	41,487		58,820
Mortgage servicing rights	8,140	$ 7,439	5,494	$ 5,351	$ 4,549	$ 3,276
Gross derivative payables	742,138		535,044
Derivative netting adjustments	(685,435)		(484,928)
Net derivative payables	56,703		50,116
Interest rate
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	279,132		270,585
Derivative netting adjustments	(253,300)		(248,611)
Net derivative receivables	25,832		21,974
Gross derivative payables	266,080		240,731
Derivative netting adjustments	(248,681)		(232,537)
Net derivative payables	17,399		8,194
Credit
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	13,934		9,839
Derivative netting adjustments	(12,063)		(8,808)
Net derivative receivables	1,871		1,031
Gross derivative payables	11,190		10,912
Derivative netting adjustments	(10,456)		(10,032)
Net derivative payables	734		880
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	355,833		169,579
Derivative netting adjustments	(318,966)		(156,954)
Net derivative receivables	36,867		12,625
Gross derivative payables	353,132		175,746
Derivative netting adjustments	(330,302)		(161,649)
Net derivative payables	22,830		14,097
Equity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	85,801		68,631
Derivative netting adjustments	(74,175)		(58,650)
Net derivative receivables	11,626		9,981
Gross derivative payables	79,914		79,727
Derivative netting adjustments	(71,775)		(62,494)
Net derivative payables	8,139		17,233
Commodity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	38,954		26,653
Derivative netting adjustments	(22,616)		(15,183)
Net derivative receivables	16,338		11,470
Gross derivative payables	31,822		27,928
Derivative netting adjustments	(24,221)		(18,216)
Net derivative payables	7,601		9,712
Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	60,030		83,562
Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	1,937		4,949
U.S. Treasury, GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	90,487		177,463
Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	8,582		15,860
Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	14,601		16,209
Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	299		321
Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	14,141
Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	10,920		9,662
Fair Value Measured at Net Asset Value Per Share
Assets and liabilities measured at fair value on a recurring basis
Trading assets	41		51
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	882		801
Other assets	841		750
Recurring
Assets and liabilities measured at fair value on a recurring basis
Federal funds sold and securities purchased under resale agreements	299,243		252,720
Securities borrowed	67,281		81,463
Trading assets, debt and equity instruments	413,912		376,443
Derivative netting adjustments	(681,120)		(488,206)
Net derivative receivables	92,534		57,081
Trading assets	506,446		433,524
Available-for-sale securities	188,140		308,525
Loans	41,487		58,820
Mortgage servicing rights	8,140		5,494
Total assets measured at fair value on a recurring basis	1,124,729		1,154,549
Deposits	20,935		11,333
Federal funds purchased and securities loaned or sold under repurchase agreements	180,535		126,435
Short-term borrowings	15,643		20,015
Trading liabilities, Debt and equity instruments	133,175		114,577
Derivative netting adjustments	(685,435)		(484,928)
Net derivative payables	56,703		50,116
Trading liabilities	189,878		164,693
Accounts payable and other liabilities	5,937		5,651
Beneficial interests issued by consolidated VIEs	5		12
Long-term debt	65,945		74,934
Total liabilities measured at fair value on a recurring basis	478,878		403,073
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis
Derivative netting adjustments	(253,300)		(248,611)
Net derivative receivables	25,832		21,974
Derivative netting adjustments	(248,681)		(232,537)
Net derivative payables	17,399		8,194
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis
Derivative netting adjustments	(12,063)		(8,808)
Net derivative receivables	1,871		1,031
Derivative netting adjustments	(10,456)		(10,032)
Net derivative payables	734		880
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis
Derivative netting adjustments	(318,966)		(156,954)
Net derivative receivables	36,867		12,625
Derivative netting adjustments	(330,302)		(161,649)
Net derivative payables	22,830		14,097
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis
Derivative netting adjustments	(74,175)		(58,650)
Net derivative receivables	11,626		9,981
Derivative netting adjustments	(71,775)		(62,494)
Net derivative payables	8,139		17,233
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis
Derivative netting adjustments	(22,616)		(15,183)
Net derivative receivables	16,338		11,470
Derivative netting adjustments	(24,221)		(18,216)
Net derivative payables	7,601		9,712
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis
Other assets	13,992		14,003
Fair value assets and liabilities measured on recurring basis - supplemental data
Other assets	14,833		14,753
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	287,337		235,981
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	86,466		43,111
Available-for-sale securities	60,030		83,562
Recurring | Mortgage-backed securities, U.S. GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	82,826		39,209
Available-for-sale securities	53,331		72,543
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,197		2,386
Available-for-sale securities	4,762		6,070
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	1,443		1,516
Available-for-sale securities	1,937		4,949
Recurring | U.S. Treasury, GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	83,599		77,708
Available-for-sale securities	90,487		177,463
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	6,967		7,075
Available-for-sale securities	8,582		15,860
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	1,216		852
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	73,586		71,644
Available-for-sale securities	14,601		16,209
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	26,775		24,823
Available-for-sale securities	299		321
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	6,075		8,074
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,653		2,694
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	94,261		89,307
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	15,934		26,145
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	16,380		25,010
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	10,920		9,662
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	3,221		5,448
Recurring | U.S. GSE obligations
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	90,100		73,900
Recurring | Residential mortgage
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	11,400		26,200
Recurring | Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	7,500		8,200
Recurring | Residential conforming mortgage intended for sale to U.S. GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	3,400		13,600
Recurring | Level 1
Assets and liabilities measured at fair value on a recurring basis
Federal funds sold and securities purchased under resale agreements	0		0
Securities borrowed	0		0
Trading assets, debt and equity instruments	198,677		187,770
Gross derivative receivables	12,909		1,206
Trading assets	211,586		188,976
Available-for-sale securities	97,034		182,897
Loans	0		0
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	316,225		381,431
Deposits	0		0
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Short-term borrowings	0		0
Trading liabilities, Debt and equity instruments	103,932		87,831
Gross derivative payables	8,100		1,104
Trading liabilities	112,032		88,935
Accounts payable and other liabilities	4,445		5,115
Beneficial interests issued by consolidated VIEs	0		0
Long-term debt	0		0
Total liabilities measured at fair value on a recurring basis	116,477		94,050
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	12,023		1,072
Gross derivative payables	7,373		981
Recurring | Level 1 | Credit
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	0		0
Gross derivative payables	0		0
Recurring | Level 1 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	886		134
Gross derivative payables	727		123
Recurring | Level 1 | Equity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	0		0
Gross derivative payables	0		0
Recurring | Level 1 | Commodity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	0		0
Gross derivative payables	0		0
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis
Other assets	7,605		9,558
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	104,769		95,509
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	0		0
Available-for-sale securities	0		4
Recurring | Level 1 | Mortgage-backed securities, U.S. GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	0		0
Available-for-sale securities	0		4
Recurring | Level 1 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	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
Trading assets, debt and equity instruments	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | U.S. Treasury, GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	76,042		68,527
Available-for-sale securities	90,487		177,463
Recurring | Level 1 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	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
Trading assets, debt and equity instruments	0		0
Recurring | Level 1 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	28,727		26,982
Available-for-sale securities	6,547		5,430
Recurring | Level 1 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | Loans
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	0		0
Recurring | Level 1 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	0		0
Recurring | Level 1 | Equity securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	91,572		86,904
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,336		5,357
Recurring | Level 1 | Other
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	0		0
Recurring | Level 1 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	0		0
Recurring | Level 1 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	0		0
Recurring | Level 2
Assets and liabilities measured at fair value on a recurring basis
Federal funds sold and securities purchased under resale agreements	299,242		252,720
Securities borrowed	67,281		81,463
Trading assets, debt and equity instruments	212,361		186,394
Gross derivative receivables	749,613		536,775
Trading assets	961,974		723,169
Available-for-sale securities	90,926		125,467
Loans	39,913		56,887
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	1,465,347		1,243,845
Deposits	19,109		9,016
Federal funds purchased and securities loaned or sold under repurchase agreements	180,535		126,435
Short-term borrowings	14,059		17,534
Trading liabilities, Debt and equity instruments	29,172		26,716
Gross derivative payables	724,184		521,740
Trading liabilities	753,356		548,456
Accounts payable and other liabilities	1,423		467
Beneficial interests issued by consolidated VIEs	5		12
Long-term debt	43,517		50,560
Total liabilities measured at fair value on a recurring basis	1,012,004		752,480
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	263,527		267,493
Gross derivative payables	255,680		237,714
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	13,215		9,321
Gross derivative payables	10,814		10,468
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	353,603		168,590
Gross derivative payables	351,568		174,349
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	80,920		65,139
Gross derivative payables	74,707		72,609
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	38,348		26,232
Gross derivative payables	31,415		26,600
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis
Other assets	6,011		4,139
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	180,360		139,015
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	85,670		42,808
Available-for-sale securities	60,030		83,558
Recurring | Level 2 | Mortgage-backed securities, U.S. GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	82,050		38,944
Available-for-sale securities	53,331		72,539
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,188		2,358
Available-for-sale securities	4,762		6,070
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	1,432		1,506
Available-for-sale securities	1,937		4,949
Recurring | Level 2 | U.S. Treasury, GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	7,557		9,181
Available-for-sale securities	0		0
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	6,960		7,068
Available-for-sale securities	8,582		15,860
Recurring | Level 2 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	1,216		852
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	44,693		44,581
Available-for-sale securities	8,054		10,779
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	26,427		24,491
Available-for-sale securities	119		160
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	5,210		7,366
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,627		2,668
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,109		1,741
Recurring | Level 2 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	13,596		20,788
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	16,296		24,850
Recurring | Level 2 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	10,920		9,662
Recurring | Level 2 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	3,221		5,448
Recurring | Level 3
Assets and liabilities measured at fair value on a recurring basis
Federal funds sold and securities purchased under resale agreements	1		0
Securities borrowed	0		0
Trading assets, debt and equity instruments	2,874		2,279
Gross derivative receivables	11,132		7,306
Trading assets	14,006		9,585
Available-for-sale securities	180		161
Loans	1,574		1,933
Mortgage servicing rights	8,140		5,494
Total assets measured at fair value on a recurring basis	24,277		17,479
Deposits	1,826		2,317
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Short-term borrowings	1,584		2,481
Trading liabilities, Debt and equity instruments	71		30
Gross derivative payables	9,854		12,200
Trading liabilities	9,925		12,230
Accounts payable and other liabilities	69		69
Beneficial interests issued by consolidated VIEs	0		0
Long-term debt	22,428		24,374
Total liabilities measured at fair value on a recurring basis	35,832		41,471
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	3,582		2,020
Gross derivative payables	3,027		2,036
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	719		518
Gross derivative payables	376		444
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	1,344		855
Gross derivative payables	837		1,274
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	4,881		3,492
Gross derivative payables	5,207		7,118
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis
Gross derivative receivables	606		421
Gross derivative payables	407		1,328
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis
Other assets	376		306
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2,208		1,457
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	796		303
Available-for-sale securities	0		0
Recurring | Level 3 | Mortgage-backed securities, U.S. GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	776		265
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
Trading assets, debt and equity instruments	9		28
Available-for-sale securities	0		0
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	11		10
Available-for-sale securities	0		0
Recurring | Level 3 | U.S. Treasury, GSEs and government agencies
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	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
Trading assets, debt and equity instruments	7		7
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
Trading assets, debt and equity instruments	0		0
Recurring | Level 3 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	166		81
Available-for-sale securities	0		0
Recurring | Level 3 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	348		332
Available-for-sale securities	180		161
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	865		708
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	26		26
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	580		662
Recurring | Level 3 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	2		0
Recurring | Level 3 | Other
Assets and liabilities measured at fair value on a recurring basis
Trading assets, debt and equity instruments	84		160
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	0		0
Recurring | Level 3 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis
Available-for-sale securities	$ 0		$ 0

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details) $ in Millions	Sep. 30, 2022 USD ($) $ / shares $ / bbl $ / MMBTU	Jun. 30, 2022 USD ($)	Dec. 31, 2021 USD ($)	Sep. 30, 2021 USD ($)	Jun. 30, 2021 USD ($)	Dec. 31, 2020 USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans	$ 41,487		$ 58,820
MSRs	8,140	$ 7,439	5,494	$ 5,351	$ 4,549	$ 3,276
Equity securities for which quoted prices are not readily available	$ 4,229		3,600	$ 3,207
Assumed par value for price input (in dollars per share) | $ / shares	$ 100
Level 3 | Interest rate volatility | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.0028
Level 3 | Interest rate volatility | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.0682
Level 3 | Interest rate volatility | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.0131
Level 3 | Interest rate correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	(0.85)
Level 3 | Interest rate correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.89
Level 3 | Interest rate correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.16
Level 3 | IR-FX correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	(0.35)
Level 3 | IR-FX correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.60
Level 3 | IR-FX correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.07
Level 3 | Credit correlation | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.30
Level 3 | Credit correlation | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.60
Level 3 | Credit correlation | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.44
Level 3 | Equity correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.17
Level 3 | Equity correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.99
Level 3 | Equity correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.55
Level 3 | Equity-FX correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	(0.86)
Level 3 | Equity-FX correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.60
Level 3 | Equity-FX correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	(0.28)
Level 3 | Equity-IR correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.15
Level 3 | Equity-IR correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.50
Level 3 | Equity-IR correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits, measurement inputs	0.27
Level 3 | Residential mortgage-backed securities and loans | Yield | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.03
Level 3 | Residential mortgage-backed securities and loans | Yield | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.20
Level 3 | Residential mortgage-backed securities and loans | Yield | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.07
Level 3 | Residential mortgage-backed securities and loans | Prepayment speed | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.03
Level 3 | Residential mortgage-backed securities and loans | Prepayment speed | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.11
Level 3 | Residential mortgage-backed securities and loans | Prepayment speed | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.08
Level 3 | Residential mortgage-backed securities and loans | Conditional default rate | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0
Level 3 | Residential mortgage-backed securities and loans | Conditional default rate | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.05
Level 3 | Residential mortgage-backed securities and loans | Conditional default rate | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0
Level 3 | Residential mortgage-backed securities and loans | Loss severity | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0
Level 3 | Residential mortgage-backed securities and loans | Loss severity | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	1.10
Level 3 | Residential mortgage-backed securities and loans | Loss severity | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input	0.04
Level 3 | Commercial mortgage-backed securities and loans | Price | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input | $ / shares	0
Level 3 | Commercial mortgage-backed securities and loans | Price | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input | $ / shares	100
Level 3 | Commercial mortgage-backed securities and loans | Price | Market comparables | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans, measurement input | $ / shares	83
Level 3 | Corporate debt securities | Price | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading, measurement input | $ / shares	0
Level 3 | Corporate debt securities | Price | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading, measurement input | $ / shares	110
Level 3 | Corporate debt securities | Price | Market comparables | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading, measurement input | $ / shares	95
Level 3 | Loans | Price | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans, measurement input | $ / shares	0
Level 3 | Loans | Price | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans, measurement input | $ / shares	356
Level 3 | Loans | Price | Market comparables | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans, measurement input | $ / shares	83
Level 3 | Non-U.S. government debt | Price | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading, measurement input | $ / shares	6
Level 3 | Non-U.S. government debt | Price | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading, measurement input | $ / shares	100
Level 3 | Non-U.S. government debt | Price | Market comparables | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading, measurement input | $ / shares	90
Level 3 | Net interest rate derivatives | Prepayment speed | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0
Level 3 | Net interest rate derivatives | Prepayment speed | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.21
Level 3 | Net interest rate derivatives | Prepayment speed | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.07
Level 3 | Net interest rate derivatives | Interest rate volatility | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0028
Level 3 | Net interest rate derivatives | Interest rate volatility | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0682
Level 3 | Net interest rate derivatives | Interest rate volatility | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0131
Level 3 | Net interest rate derivatives | Interest rate spread volatility | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0023
Level 3 | Net interest rate derivatives | Interest rate spread volatility | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0035
Level 3 | Net interest rate derivatives | Interest rate spread volatility | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0026
Level 3 | Net interest rate derivatives | Bermudan switch value | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.08
Level 3 | Net interest rate derivatives | Bermudan switch value | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.58
Level 3 | Net interest rate derivatives | Bermudan switch value | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.18
Level 3 | Net interest rate derivatives | Interest rate correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	(0.85)
Level 3 | Net interest rate derivatives | Interest rate correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.89
Level 3 | Net interest rate derivatives | Interest rate correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.16
Level 3 | Net interest rate derivatives | IR-FX correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	(0.35)
Level 3 | Net interest rate derivatives | IR-FX correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.60
Level 3 | Net interest rate derivatives | IR-FX correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.07
Level 3 | Net credit derivatives | Price | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / shares	15
Level 3 | Net credit derivatives | Price | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / shares	104
Level 3 | Net credit derivatives | Price | Market comparables | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / shares	82
Level 3 | Net credit derivatives | Credit correlation | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.30
Level 3 | Net credit derivatives | Credit correlation | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.60
Level 3 | Net credit derivatives | Credit correlation | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.44
Level 3 | Net credit derivatives | Credit spread | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0001
Level 3 | Net credit derivatives | Credit spread | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.6152
Level 3 | Net credit derivatives | Credit spread | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.0678
Level 3 | Net credit derivatives | Recovery rate | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.15
Level 3 | Net credit derivatives | Recovery rate | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.67
Level 3 | Net credit derivatives | Recovery rate | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.46
Level 3 | Net foreign exchange derivatives | Prepayment speed | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.09
Level 3 | Net foreign exchange derivatives | Prepayment speed | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.09
Level 3 | Net foreign exchange derivatives | Prepayment speed | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.09
Level 3 | Net foreign exchange derivatives | IR-FX correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	(0.40)
Level 3 | Net foreign exchange derivatives | IR-FX correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.60
Level 3 | Net foreign exchange derivatives | IR-FX correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.20
Level 3 | Net foreign exchange derivatives | Interest rate curve | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.02
Level 3 | Net foreign exchange derivatives | Interest rate curve | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.32
Level 3 | Net foreign exchange derivatives | Interest rate curve | Discounted cash flows | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.08
Level 3 | Net equity derivatives | Forward equity price | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.84
Level 3 | Net equity derivatives | Forward equity price | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	1.46
Level 3 | Net equity derivatives | Forward equity price | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	1.01
Level 3 | Net equity derivatives | Equity volatility | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.05
Level 3 | Net equity derivatives | Equity volatility | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	1.46
Level 3 | Net equity derivatives | Equity volatility | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.38
Level 3 | Net equity derivatives | Equity correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.17
Level 3 | Net equity derivatives | Equity correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.99
Level 3 | Net equity derivatives | Equity correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.55
Level 3 | Net equity derivatives | Equity-FX correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	(0.86)
Level 3 | Net equity derivatives | Equity-FX correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.60
Level 3 | Net equity derivatives | Equity-FX correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	(0.28)
Level 3 | Net equity derivatives | Equity-IR correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.15
Level 3 | Net equity derivatives | Equity-IR correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.50
Level 3 | Net equity derivatives | Equity-IR correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.27
Level 3 | Net commodity derivatives | Oil commodity forward | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / bbl	65
Level 3 | Net commodity derivatives | Oil commodity forward | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / bbl	319
Level 3 | Net commodity derivatives | Oil commodity forward | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / bbl	192
Level 3 | Net commodity derivatives | Natural gas commodity forward | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / MMBTU	2
Level 3 | Net commodity derivatives | Natural gas commodity forward | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / MMBTU	18
Level 3 | Net commodity derivatives | Natural gas commodity forward | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs | $ / MMBTU	10
Level 3 | Net commodity derivatives | Commodity volatility | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.04
Level 3 | Net commodity derivatives | Commodity volatility | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	1.44
Level 3 | Net commodity derivatives | Commodity volatility | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.74
Level 3 | Net commodity derivatives | Commodity correlation | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	(0.30)
Level 3 | Net commodity derivatives | Commodity correlation | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.77
Level 3 | Net commodity derivatives | Commodity correlation | Option pricing | Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability), measurement inputs	0.24
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans	$ 41,487		58,820
MSRs	8,140		5,494
Long-term debt, short-term borrowings, and deposits	478,878		403,073
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans	1,574		1,933
MSRs	8,140		5,494
Long-term debt, short-term borrowings, and deposits	35,832		$ 41,471
Other level 3 asset and liabilities, net	936
Equity securities for which quoted prices are not readily available	807
Recurring | Level 3 | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
MSRs	8,140
Long-term debt, short-term borrowings, and deposits	1,115
Recurring | Level 3 | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Long-term debt, short-term borrowings, and deposits	24,723
Recurring | Level 3 | Residential mortgage-backed securities and loans | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	1,685
Recurring | Level 3 | Commercial mortgage-backed securities and loans | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	413
Recurring | Level 3 | Corporate debt securities | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading	528
Recurring | Level 3 | Loans | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans	1,137
Recurring | Level 3 | Trading loans | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans	825
Recurring | Level 3 | Trading loans | Market comparables | Commercial
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	40
Recurring | Level 3 | Nontrading loans | Discounted cash flows | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	900
Recurring | Level 3 | Nontrading loans | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Loans	312
Recurring | Level 3 | Nontrading loans | Market comparables | Commercial
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	362
Recurring | Level 3 | Non-U.S. government debt | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities, trading	166
Recurring | Level 3 | Net interest rate derivatives | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	(25)
Recurring | Level 3 | Net interest rate derivatives | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	580
Recurring | Level 3 | Net credit derivatives | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	320
Recurring | Level 3 | Net credit derivatives | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	23
Recurring | Level 3 | Net foreign exchange derivatives | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	(88)
Recurring | Level 3 | Net foreign exchange derivatives | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	595
Recurring | Level 3 | Net equity derivatives | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	(326)
Recurring | Level 3 | Net commodity derivatives | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	199
Recurring | Level 3 | Mortgage-backed securities, U.S. GSEs and government agencies | Discounted cash flows | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	776
Recurring | Level 3 | Residential mortgage-backed securities | Discounted cash flows | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	9
Recurring | Level 3 | Commercial | Market comparables | Commercial
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Debt securities and loans	11
Recurring | Level 3 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity securities for which quoted prices are not readily available	$ 227

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Net derivative receivables:
Fair value, beginning balance	$ (294,000,000)	$ (6,725,000,000)	$ (4,894,000,000)	$ (4,993,000,000)
Total realized/unrealized gains/(losses)	719,000,000	1,422,000,000	5,353,000,000	831,000,000
Purchases	383,000,000	375,000,000	1,491,000,000	972,000,000
Sales	(627,000,000)	(1,184,000,000)	(2,137,000,000)	(2,883,000,000)
Settlements	460,000,000	485,000,000	1,158,000,000	607,000,000
Transfers into level 3	719,000,000	216,000,000	193,000,000	291,000,000
Transfers (out of) level 3	(82,000,000)	26,000,000	114,000,000	(210,000,000)
Fair value, ending balance	1,278,000,000	(5,385,000,000)	1,278,000,000	(5,385,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ 726,000,000	835,000,000	$ 5,092,000,000	(99,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 assets as a percentage of total firm assets at fair value	2%		2%		2%
Level 3 liabilities as a percentage of total firm liabilities at fair value	8%		8%		10%
Deposits
Liabilities:
Fair value, beginning balance	$ 2,032,000,000	2,684,000,000	$ 2,317,000,000	2,913,000,000
Total realized/unrealized (gains)/losses	(152,000,000)	(11,000,000)	(454,000,000)	(67,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	24,000,000	33,000,000	270,000,000	252,000,000
Settlements	(18,000,000)	(172,000,000)	(87,000,000)	(360,000,000)
Transfers into level 3	0	0	0	2,000,000
Transfers (out of) level 3	(60,000,000)	(157,000,000)	(220,000,000)	(363,000,000)
Fair value, ending balance	1,826,000,000	2,377,000,000	1,826,000,000	2,377,000,000
Change in unrealized (gains)/losses related to financials instruments held	(154,000,000)	(7,000,000)	(446,000,000)	(60,000,000)
Short-term borrowings
Liabilities:
Fair value, beginning balance	2,101,000,000	3,075,000,000	2,481,000,000	2,420,000,000
Total realized/unrealized (gains)/losses	(22,000,000)	(699,000,000)	(409,000,000)	(1,095,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	863,000,000	1,166,000,000	3,249,000,000	5,479,000,000
Settlements	(1,354,000,000)	(1,121,000,000)	(3,737,000,000)	(4,333,000,000)
Transfers into level 3	0	0	15,000,000	9,000,000
Transfers (out of) level 3	(4,000,000)	(10,000,000)	(15,000,000)	(69,000,000)
Fair value, ending balance	1,584,000,000	2,411,000,000	1,584,000,000	2,411,000,000
Change in unrealized (gains)/losses related to financials instruments held	(51,000,000)	(124,000,000)	17,000,000	(117,000,000)
Total debt and equity instruments
Liabilities:
Fair value, beginning balance	56,000,000	36,000,000	30,000,000	51,000,000
Total realized/unrealized (gains)/losses	3,000,000	(2,000,000)	(13,000,000)	(6,000,000)
Purchases	(5,000,000)	(8,000,000)	(39,000,000)	(100,000,000)
Sales	14,000,000	2,000,000	48,000,000	36,000,000
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	7,000,000	3,000,000	51,000,000	62,000,000
Transfers (out of) level 3	(4,000,000)	(1,000,000)	(6,000,000)	(13,000,000)
Fair value, ending balance	71,000,000	30,000,000	71,000,000	30,000,000
Change in unrealized (gains)/losses related to financials instruments held	7,000,000	1,000,000	14,000,000	(2,000,000)
Accounts payable and other liabilities
Liabilities:
Fair value, beginning balance	73,000,000	51,000,000	69,000,000	68,000,000
Total realized/unrealized (gains)/losses	(4,000,000)	0	(10,000,000)	(10,000,000)
Purchases	0	0	(28,000,000)	0
Sales	0	0	43,000,000	1,000,000
Issuances	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	0	0	1,000,000	0
Transfers (out of) level 3	0	0	(6,000,000)	(8,000,000)
Fair value, ending balance	69,000,000	51,000,000	69,000,000	51,000,000
Change in unrealized (gains)/losses related to financials instruments held	(4,000,000)	1,000,000	(9,000,000)	(9,000,000)
Long-term debt
Liabilities:
Fair value, beginning balance	23,077,000,000	23,527,000,000	24,374,000,000	23,397,000,000
Total realized/unrealized (gains)/losses	(1,037,000,000)	(216,000,000)	(5,345,000,000)	190,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	2,943,000,000	2,950,000,000	10,463,000,000	9,884,000,000
Settlements	(2,404,000,000)	(2,512,000,000)	(6,925,000,000)	(9,250,000,000)
Transfers into level 3	297,000,000	11,000,000	739,000,000	29,000,000
Transfers (out of) level 3	(448,000,000)	(246,000,000)	(878,000,000)	(736,000,000)
Fair value, ending balance	22,428,000,000	23,514,000,000	22,428,000,000	23,514,000,000
Change in unrealized (gains)/losses related to financials instruments held	(1,075,000,000)	(242,000,000)	(5,097,000,000)	48,000,000
DVA for fair value option elected liabilities
Level 3 Rollforward Supplemental Data [Abstract]
Unrealized (gains)/losses on liabilities recorded in OCI	(256,000,000)	318,000,000	(829,000,000)	300,000,000
Interest rate
Net derivative receivables:
Fair value, beginning balance	420,000,000	(22,000,000)	(16,000,000)	258,000,000
Total realized/unrealized gains/(losses)	(574,000,000)	618,000,000	(181,000,000)	1,587,000,000
Purchases	60,000,000	21,000,000	285,000,000	92,000,000
Sales	(108,000,000)	(44,000,000)	(337,000,000)	(146,000,000)
Settlements	(38,000,000)	(683,000,000)	218,000,000	(1,874,000,000)
Transfers into level 3	848,000,000	13,000,000	865,000,000	68,000,000
Transfers (out of) level 3	(53,000,000)	(16,000,000)	(279,000,000)	(98,000,000)
Fair value, ending balance	555,000,000	(113,000,000)	555,000,000	(113,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(552,000,000)	246,000,000	25,000,000	212,000,000
Credit
Net derivative receivables:
Fair value, beginning balance	249,000,000	(17,000,000)	74,000,000	(224,000,000)
Total realized/unrealized gains/(losses)	56,000,000	(9,000,000)	387,000,000	140,000,000
Purchases	6,000,000	4,000,000	14,000,000	6,000,000
Sales	(1,000,000)	(7,000,000)	(8,000,000)	(11,000,000)
Settlements	41,000,000	59,000,000	(120,000,000)	103,000,000
Transfers into level 3	2,000,000	(4,000,000)	0	(13,000,000)
Transfers (out of) level 3	(10,000,000)	(32,000,000)	(4,000,000)	(7,000,000)
Fair value, ending balance	343,000,000	(6,000,000)	343,000,000	(6,000,000)
Change in unrealized gains/(losses) related to financial instruments held	69,000,000	(1,000,000)	367,000,000	143,000,000
Foreign exchange
Net derivative receivables:
Fair value, beginning balance	245,000,000	(583,000,000)	(419,000,000)	(434,000,000)
Total realized/unrealized gains/(losses)	217,000,000	2,000,000	755,000,000	(196,000,000)
Purchases	31,000,000	28,000,000	178,000,000	67,000,000
Sales	(43,000,000)	(44,000,000)	(86,000,000)	(98,000,000)
Settlements	43,000,000	41,000,000	75,000,000	140,000,000
Transfers into level 3	(1,000,000)	(5,000,000)	17,000,000	6,000,000
Transfers (out of) level 3	15,000,000	4,000,000	(13,000,000)	(42,000,000)
Fair value, ending balance	507,000,000	(557,000,000)	507,000,000	(557,000,000)
Change in unrealized gains/(losses) related to financial instruments held	166,000,000	15,000,000	716,000,000	(44,000,000)
Equity
Net derivative receivables:
Fair value, beginning balance	(1,234,000,000)	(4,936,000,000)	(3,626,000,000)	(3,862,000,000)
Total realized/unrealized gains/(losses)	904,000,000	723,000,000	3,472,000,000	(195,000,000)
Purchases	272,000,000	192,000,000	932,000,000	667,000,000
Sales	(424,000,000)	(1,001,000,000)	(1,449,000,000)	(2,246,000,000)
Settlements	385,000,000	912,000,000	688,000,000	1,638,000,000
Transfers into level 3	(134,000,000)	214,000,000	(692,000,000)	233,000,000
Transfers (out of) level 3	(95,000,000)	59,000,000	349,000,000	(72,000,000)
Fair value, ending balance	(326,000,000)	(3,837,000,000)	(326,000,000)	(3,837,000,000)
Change in unrealized gains/(losses) related to financial instruments held	902,000,000	397,000,000	3,106,000,000	(187,000,000)
Commodity
Net derivative receivables:
Fair value, beginning balance	26,000,000	(1,167,000,000)	(907,000,000)	(731,000,000)
Total realized/unrealized gains/(losses)	116,000,000	88,000,000	920,000,000	(505,000,000)
Purchases	14,000,000	130,000,000	82,000,000	140,000,000
Sales	(51,000,000)	(88,000,000)	(257,000,000)	(382,000,000)
Settlements	29,000,000	156,000,000	297,000,000	600,000,000
Transfers into level 3	4,000,000	(2,000,000)	3,000,000	(3,000,000)
Transfers (out of) level 3	61,000,000	11,000,000	61,000,000	9,000,000
Fair value, ending balance	199,000,000	(872,000,000)	199,000,000	(872,000,000)
Change in unrealized gains/(losses) related to financial instruments held	141,000,000	178,000,000	878,000,000	(223,000,000)
Federal funds sold and securities purchased under resale agreements
Assets:
Fair value, beginning balance	1,000,000	0	0	0
Total realized/unrealized gains/(losses)	0	0	0	0
Purchases	1,000,000	0	1,000,000	0
Sales	0	0	0	0
Settlements	(1,000,000)	0	(1,000,000)	0
Transfers into level 3	0	0	1,000,000	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	1,000,000	0	1,000,000	0
Change in unrealized gains/(losses) related to financial instruments held	0	0	0	0
Total mortgage-backed securities
Assets:
Fair value, beginning balance	827,000,000	355,000,000	303,000,000	480,000,000
Total realized/unrealized gains/(losses)	4,000,000	(5,000,000)	30,000,000	(14,000,000)
Purchases	6,000,000	23,000,000	676,000,000	56,000,000
Sales	(6,000,000)	(6,000,000)	(131,000,000)	(87,000,000)
Settlements	(32,000,000)	(39,000,000)	(72,000,000)	(106,000,000)
Transfers into level 3	3,000,000	14,000,000	3,000,000	15,000,000
Transfers (out of) level 3	(6,000,000)	0	(13,000,000)	(2,000,000)
Fair value, ending balance	796,000,000	342,000,000	796,000,000	342,000,000
Change in unrealized gains/(losses) related to financial instruments held	4,000,000	(7,000,000)	27,000,000	(21,000,000)
Mortgage-backed securities, U.S. GSEs and government agencies
Assets:
Fair value, beginning balance	803,000,000	329,000,000	265,000,000	449,000,000
Total realized/unrealized gains/(losses)	5,000,000	(12,000,000)	31,000,000	(22,000,000)
Purchases	5,000,000	13,000,000	670,000,000	20,000,000
Sales	0	(6,000,000)	(125,000,000)	(62,000,000)
Settlements	(32,000,000)	(25,000,000)	(60,000,000)	(86,000,000)
Transfers into level 3	0	0	0	1,000,000
Transfers (out of) level 3	(5,000,000)	0	(5,000,000)	(1,000,000)
Fair value, ending balance	776,000,000	299,000,000	776,000,000	299,000,000
Change in unrealized gains/(losses) related to financial instruments held	5,000,000	(12,000,000)	29,000,000	(25,000,000)
Mortgage-backed securities, Residential - nonagency
Assets:
Fair value, beginning balance	14,000,000	16,000,000	28,000,000	28,000,000
Total realized/unrealized gains/(losses)	0	0	0	1,000,000
Purchases	1,000,000	9,000,000	6,000,000	24,000,000
Sales	(5,000,000)	0	(5,000,000)	(24,000,000)
Settlements	0	(1,000,000)	(12,000,000)	(4,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	(1,000,000)	0	(8,000,000)	(1,000,000)
Fair value, ending balance	9,000,000	24,000,000	9,000,000	24,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	(1,000,000)	(1,000,000)	(2,000,000)
Mortgage-backed securities, Commercial - nonagency
Assets:
Fair value, beginning balance	10,000,000	10,000,000	10,000,000	3,000,000
Total realized/unrealized gains/(losses)	(1,000,000)	7,000,000	(1,000,000)	7,000,000
Purchases	0	1,000,000	0	12,000,000
Sales	(1,000,000)	0	(1,000,000)	(1,000,000)
Settlements	0	(13,000,000)	0	(16,000,000)
Transfers into level 3	3,000,000	14,000,000	3,000,000	14,000,000
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	11,000,000	19,000,000	11,000,000	19,000,000
Change in unrealized gains/(losses) related to financial instruments held	(1,000,000)	6,000,000	(1,000,000)	6,000,000
Total debt and equity instruments
Assets:
Fair value, beginning balance	3,281,000,000	2,600,000,000	2,279,000,000	2,623,000,000
Total realized/unrealized gains/(losses)	(39,000,000)	(54,000,000)	(972,000,000)	8,000,000
Purchases	217,000,000	433,000,000	2,395,000,000	1,945,000,000
Sales	(321,000,000)	(464,000,000)	(1,356,000,000)	(1,377,000,000)
Settlements	(141,000,000)	(204,000,000)	(540,000,000)	(460,000,000)
Transfers into level 3	348,000,000	510,000,000	1,978,000,000	882,000,000
Transfers (out of) level 3	(471,000,000)	(296,000,000)	(910,000,000)	(1,096,000,000)
Fair value, ending balance	2,874,000,000	2,525,000,000	2,874,000,000	2,525,000,000
Change in unrealized gains/(losses) related to financial instruments held	(42,000,000)	(39,000,000)	(422,000,000)	(81,000,000)
Total debt instruments
Assets:
Fair value, beginning balance	2,531,000,000	1,863,000,000	1,457,000,000	2,098,000,000
Total realized/unrealized gains/(losses)	(14,000,000)	(39,000,000)	(102,000,000)	(28,000,000)
Purchases	190,000,000	411,000,000	2,019,000,000	1,569,000,000
Sales	(261,000,000)	(420,000,000)	(995,000,000)	(1,263,000,000)
Settlements	(107,000,000)	(173,000,000)	(343,000,000)	(374,000,000)
Transfers into level 3	329,000,000	448,000,000	1,000,000,000	739,000,000
Transfers (out of) level 3	(460,000,000)	(257,000,000)	(828,000,000)	(908,000,000)
Fair value, ending balance	2,208,000,000	1,833,000,000	2,208,000,000	1,833,000,000
Change in unrealized gains/(losses) related to financial instruments held	(10,000,000)	(31,000,000)	(72,000,000)	(26,000,000)
Obligations of U.S. states and municipalities
Assets:
Fair value, beginning balance	7,000,000	8,000,000	7,000,000	8,000,000
Total realized/unrealized gains/(losses)	1,000,000	0	1,000,000	0
Purchases	0	0	0	0
Sales	(1,000,000)	0	(1,000,000)	0
Settlements	0	(1,000,000)	0	(1,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	7,000,000	7,000,000	7,000,000	7,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	0	2,000,000	0
Non-U.S. government debt securities
Assets:
Fair value, beginning balance	205,000,000	183,000,000	81,000,000	182,000,000
Total realized/unrealized gains/(losses)	(11,000,000)	(2,000,000)	(53,000,000)	(10,000,000)
Purchases	21,000,000	128,000,000	426,000,000	330,000,000
Sales	(22,000,000)	(98,000,000)	(288,000,000)	(284,000,000)
Settlements	(4,000,000)	0	(4,000,000)	(7,000,000)
Transfers into level 3	8,000,000	0	51,000,000	0
Transfers (out of) level 3	(31,000,000)	(107,000,000)	(47,000,000)	(107,000,000)
Fair value, ending balance	166,000,000	104,000,000	166,000,000	104,000,000
Change in unrealized gains/(losses) related to financial instruments held	(11,000,000)	(1,000,000)	(50,000,000)	(2,000,000)
Corporate debt securities
Assets:
Fair value, beginning balance	574,000,000	487,000,000	332,000,000	507,000,000
Total realized/unrealized gains/(losses)	2,000,000	(33,000,000)	(33,000,000)	(18,000,000)
Purchases	45,000,000	38,000,000	378,000,000	357,000,000
Sales	(75,000,000)	(115,000,000)	(146,000,000)	(415,000,000)
Settlements	(28,000,000)	(3,000,000)	(65,000,000)	(3,000,000)
Transfers into level 3	66,000,000	25,000,000	164,000,000	138,000,000
Transfers (out of) level 3	(236,000,000)	(29,000,000)	(282,000,000)	(196,000,000)
Fair value, ending balance	348,000,000	370,000,000	348,000,000	370,000,000
Change in unrealized gains/(losses) related to financial instruments held	11,000,000	(25,000,000)	(27,000,000)	(3,000,000)
Loans
Assets:
Fair value, beginning balance	898,000,000	795,000,000	708,000,000	893,000,000
Total realized/unrealized gains/(losses)	(15,000,000)	0	(52,000,000)	6,000,000
Purchases	103,000,000	219,000,000	522,000,000	785,000,000
Sales	(144,000,000)	(197,000,000)	(406,000,000)	(434,000,000)
Settlements	(43,000,000)	(130,000,000)	(202,000,000)	(256,000,000)
Transfers into level 3	252,000,000	409,000,000	777,000,000	584,000,000
Transfers (out of) level 3	(186,000,000)	(114,000,000)	(482,000,000)	(596,000,000)
Fair value, ending balance	865,000,000	982,000,000	865,000,000	982,000,000
Change in unrealized gains/(losses) related to financial instruments held	(16,000,000)	2,000,000	(25,000,000)	0
Asset-backed securities
Assets:
Fair value, beginning balance	20,000,000	35,000,000	26,000,000	28,000,000
Total realized/unrealized gains/(losses)	5,000,000	1,000,000	5,000,000	8,000,000
Purchases	15,000,000	3,000,000	17,000,000	41,000,000
Sales	(13,000,000)	(4,000,000)	(23,000,000)	(43,000,000)
Settlements	0	0	0	(1,000,000)
Transfers into level 3	0	0	5,000,000	2,000,000
Transfers (out of) level 3	(1,000,000)	(7,000,000)	(4,000,000)	(7,000,000)
Fair value, ending balance	26,000,000	28,000,000	26,000,000	28,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	0	1,000,000	0
Equity securities
Assets:
Fair value, beginning balance	661,000,000	690,000,000	662,000,000	476,000,000
Total realized/unrealized gains/(losses)	(43,000,000)	(41,000,000)	(955,000,000)	(38,000,000)
Purchases	16,000,000	5,000,000	337,000,000	258,000,000
Sales	(60,000,000)	(44,000,000)	(361,000,000)	(114,000,000)
Settlements	(2,000,000)	0	(2,000,000)	0
Transfers into level 3	18,000,000	62,000,000	977,000,000	140,000,000
Transfers (out of) level 3	(10,000,000)	(38,000,000)	(78,000,000)	(88,000,000)
Fair value, ending balance	580,000,000	634,000,000	580,000,000	634,000,000
Change in unrealized gains/(losses) related to financial instruments held	(46,000,000)	(34,000,000)	(407,000,000)	(92,000,000)
Physical commodities
Assets:
Fair value, beginning balance	2,000,000		0
Total realized/unrealized gains/(losses)	(1,000,000)		(1,000,000)
Purchases	1,000,000		3,000,000
Sales	0		0
Settlements	0		0
Transfers into level 3	0		0
Transfers (out of) level 3	0		0
Fair value, ending balance	2,000,000		2,000,000
Change in unrealized gains/(losses) related to financial instruments held	(1,000,000)		(1,000,000)
Other
Assets:
Fair value, beginning balance	87,000,000	47,000,000	160,000,000	49,000,000
Total realized/unrealized gains/(losses)	19,000,000	26,000,000	86,000,000	74,000,000
Purchases	10,000,000	17,000,000	36,000,000	118,000,000
Sales	0	0	0	0
Settlements	(32,000,000)	(31,000,000)	(195,000,000)	(86,000,000)
Transfers into level 3	1,000,000	0	1,000,000	3,000,000
Transfers (out of) level 3	(1,000,000)	(1,000,000)	(4,000,000)	(100,000,000)
Fair value, ending balance	84,000,000	58,000,000	84,000,000	58,000,000
Change in unrealized gains/(losses) related to financial instruments held	15,000,000	26,000,000	58,000,000	37,000,000
Total available-for-sale securities
Assets:
Fair value, beginning balance	186,000,000	0	161,000,000	0
Total realized/unrealized gains/(losses)	(6,000,000)	0	2,000,000	0
Purchases	0	95,000,000	17,000,000	95,000,000
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	180,000,000	95,000,000	180,000,000	95,000,000
Change in unrealized gains/(losses) related to financial instruments held	(6,000,000)	0	2,000,000	0
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	0	0	0
Unrealized gains/(losses) recorded on AFS securities in OCI	(6,000,000)	0	2,000,000	0
Mortgage-backed securities
Assets:
Fair value, beginning balance	0	0	0	0
Total realized/unrealized gains/(losses)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	0	0	0	0
Change in unrealized gains/(losses) related to financial instruments held	0	0	0	0
Corporate debt securities
Assets:
Fair value, beginning balance	186,000,000	0	161,000,000	0
Total realized/unrealized gains/(losses)	(6,000,000)	0	2,000,000	0
Purchases	0	95,000,000	17,000,000	95,000,000
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	180,000,000	95,000,000	180,000,000	95,000,000
Change in unrealized gains/(losses) related to financial instruments held	(6,000,000)	0	2,000,000	0
Loans
Assets:
Fair value, beginning balance	2,020,000,000	1,734,000,000	1,933,000,000	2,305,000,000
Total realized/unrealized gains/(losses)	(53,000,000)	(13,000,000)	(37,000,000)	(79,000,000)
Purchases	37,000,000	209,000,000	431,000,000	516,000,000
Sales	(85,000,000)	(1,000,000)	(185,000,000)	(326,000,000)
Settlements	(102,000,000)	(180,000,000)	(633,000,000)	(699,000,000)
Transfers into level 3	213,000,000	427,000,000	829,000,000	1,027,000,000
Transfers (out of) level 3	(456,000,000)	(105,000,000)	(764,000,000)	(673,000,000)
Fair value, ending balance	1,574,000,000	2,071,000,000	1,574,000,000	2,071,000,000
Change in unrealized gains/(losses) related to financial instruments held	(52,000,000)	(11,000,000)	79,000,000	(92,000,000)
Mortgage servicing rights
Assets:
Fair value, beginning balance	7,439,000,000	4,549,000,000	5,494,000,000	3,276,000,000
Total realized/unrealized gains/(losses)	504,000,000	(11,000,000)	2,117,000,000	258,000,000
Purchases	510,000,000	1,013,000,000	1,981,000,000	2,410,000,000
Sales	(79,000,000)	1,000,000	(750,000,000)	(23,000,000)
Settlements	(234,000,000)	(201,000,000)	(702,000,000)	(570,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	8,140,000,000	5,351,000,000	8,140,000,000	5,351,000,000
Change in unrealized gains/(losses) related to financial instruments held	504,000,000	(11,000,000)	2,117,000,000	258,000,000
Other assets
Assets:
Fair value, beginning balance	408,000,000	518,000,000	306,000,000	538,000,000
Total realized/unrealized gains/(losses)	11,000,000	(35,000,000)	136,000,000	9,000,000
Purchases	2,000,000	3,000,000	48,000,000	10,000,000
Sales	(1,000,000)	0	(29,000,000)	(18,000,000)
Settlements	(44,000,000)	(165,000,000)	(81,000,000)	(217,000,000)
Transfers into level 3	0	0	2,000,000	0
Transfers (out of) level 3	0	0	(6,000,000)	(1,000,000)
Fair value, ending balance	376,000,000	321,000,000	376,000,000	321,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ 11,000,000	$ (34,000,000)	$ 131,000,000	$ 22,000,000

Fair Value Measurement - Leve_2

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Derivative payables | Equity
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, liabilities				$ 704
Transfers from level 3 into level 2, liabilities				1,600
Long-term debt
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, liabilities	$ 297	$ 11	$ 739	29
Transfers from level 3 into level 2, liabilities	448	246	878	736
Realized/unrealized gains, liabilities	1,037	216	5,345	(190)
Derivative receivables | Equity
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets				937
Transfers from level 3 into level 2, assets				1,700
MSRs
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets	0	0	0	0
Transfers from level 3 into level 2, assets	0	0	0	0
Realized/unrealized gains, assets	504	(11)	2,117	258
Total debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets	348	510	1,978	882
Transfers from level 3 into level 2, assets	471	296	910	1,096
Realized/unrealized gains, assets	(39)	(54)	(972)	8
Equity securities
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets	18	62	977	140
Transfers from level 3 into level 2, assets	10	38	78	88
Realized/unrealized gains, assets	(43)	(41)	(955)	(38)
Trading loans
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets	252	409	777	584
Transfers from level 3 into level 2, assets	186	114	482	596
Realized/unrealized gains, assets	(15)	0	(52)	6
Non-trading loans
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets	213	427	829	1,027
Transfers from level 3 into level 2, assets	456	105	764	673
Realized/unrealized gains, assets	(53)	(13)	(37)	(79)
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	1,124,729		1,124,729		$ 1,154,549
Increase in level 3 assets	2,000		6,800
Recurring | Derivative payables | Interest rate
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, liabilities			639
Transfers from level 3 into level 2, liabilities			758
Recurring | Derivative payables | Equity
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, liabilities			1,800
Transfers from level 3 into level 2, liabilities			1,800
Recurring | Long-term debt
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, liabilities			739
Transfers from level 3 into level 2, liabilities			878
Recurring | Derivative receivables
Level 3 Analysis - Supplemental Data [Abstract]
Increase in level 3 assets	2,200		3,800
Recurring | Derivative receivables | Interest rate
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets	1,100		1,500
Transfers from level 3 into level 2, assets			1,000
Recurring | Derivative receivables | Equity
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets			963
Transfers from level 3 into level 2, assets	524		1,400
Recurring | MSRs
Level 3 Analysis - Supplemental Data [Abstract]
Increase in level 3 assets			2,600
Recurring | Total debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets			2,000
Recurring | Equity securities
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets			977
Recurring | Trading loans
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets			777
Recurring | Non-trading loans
Level 3 Analysis - Supplemental Data [Abstract]
Transfers from level 2 into level 3, assets			829
Transfers from level 3 into level 2, assets			764
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	24,277		24,277		$ 17,479
Realized/unrealized gains, assets	1,100	1,300	6,600	1,000
Realized/unrealized gains, liabilities	$ 1,200	$ 928	$ 6,200	$ 988

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Credit and funding adjustments:
Derivatives CVA	$ (6)	$ 60	$ (171)	$ 343
Derivatives FVA	$ 5	$ 38	$ (46)	$ 99

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity securities adjusted based on the measurement alternative	$ 4,229	$ 3,207	$ 4,229	$ 3,207	$ 3,600
Net (losses) as a result of measurement alternative	(116)	(10)	(591)	(18)
Net gains as a result of measurement alternative	40	100	$ 486	216
Residential mortgage | Broker price opinions | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			9%
Residential mortgage | Broker price opinions | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			56%
Residential mortgage | Broker price opinions | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			23%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	3,225	2,698	$ 3,225	2,698
Total liabilities measured at fair value on a nonrecurring basis	112	2	112	2
Total nonrecurring fair value gains/(losses)	(52)	74	(307)	143
Nonrecurring | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	112	2	112	2
Total nonrecurring fair value gains/(losses)	52	0	(108)	6
Nonrecurring | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	2,069	1,489	2,069	1,489
Total nonrecurring fair value gains/(losses)	(28)	(10)	(77)	(40)
Nonrecurring | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	1,156	1,209	1,156	1,209
Total nonrecurring fair value gains/(losses)	(76)	84	(122)	177
Net (losses) as a result of measurement alternative	(76)		(105)
Net gains as a result of measurement alternative		90		197
Nonrecurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Total liabilities measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	1,179	1,182	1,179	1,182
Total liabilities measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 2 | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 2 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	1,142	1,175	1,142	1,175
Nonrecurring | Level 2 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	37	7	37	7
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	2,046	1,516	2,046	1,516
Total liabilities measured at fair value on a nonrecurring basis	112	2	112	2
Nonrecurring | Level 3 | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	112	2	112	2
Nonrecurring | Level 3 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	927	314	927	314
Nonrecurring | Level 3 | Residential mortgage
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	65		65
Nonrecurring | Level 3 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	1,119	$ 1,202	1,119	$ 1,202
Equity securities adjusted based on the measurement alternative	$ 1,000		$ 1,000

Fair Value Measurement - Equity

Fair Value Measurement - Equity Securities Without Readily Determinable Fair Value (Details) shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022 USD ($) shares	Sep. 30, 2021 USD ($)	Sep. 30, 2022 USD ($) shares	Sep. 30, 2021 USD ($)	Dec. 31, 2021 USD ($)
Fair Value Disclosures [Abstract]
Carrying value	$ 4,229	$ 3,207	$ 4,229	$ 3,207	$ 3,600
Upward carrying value changes	40	100	486	216
Downward carrying value changes/impairment	(116)	$ (10)	(591)	$ (18)
Cumulative upward carrying value changes	1,500		1,500
Cumulative downward carrying value changes/impairment	$ (781)		$ (781)
Common stock | Class B | VISA
Investment Holdings [Line Items]
Interest owned, included in other assets (in shares) | shares	40		40
Conversion rate	1.6059		1.6059

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Financial assets
Cash and due from banks	$ 24,654	$ 26,438
Deposits with banks	619,533	714,396
Federal funds sold and securities purchased under resale agreements	301,878	261,698
Investment securities, held-to-maturity	389,778	362,628
Loans, net of allowance for loan losses	41,487	58,820
Financial liabilities
Beneficial interests issued by consolidated VIEs	12,079	10,750
Carrying value
Financial assets
Cash and due from banks	24,700	26,400
Deposits with banks	619,500	714,400
Accrued interest and accounts receivable	143,500	102,100
Federal funds sold and securities purchased under resale agreements	2,600	9,000
Securities borrowed	125,900	124,600
Investment securities, held-to-maturity	430,100	363,700
Loans, net of allowance for loan losses	1,052,900	1,002,500
Other	106,400	98,700
Financial liabilities
Deposits	2,387,700	2,451,000
Federal funds purchased and securities loaned or sold under repurchase agreements	59,400	67,900
Accounts payable and other liabilities	260,300	217,600
Beneficial interests issued by consolidated VIEs	12,100	10,700
Long-term debt	221,500	226,000
Wholesale lending-related commitments	2,500	2,100
Carrying value | Short-term borrowings
Financial liabilities
Short-term borrowings	32,200	33,600
Total estimated fair value
Financial assets
Cash and due from banks	24,700	26,400
Deposits with banks	619,500	714,400
Accrued interest and accounts receivable	143,500	102,100
Federal funds sold and securities purchased under resale agreements	2,600	9,000
Securities borrowed	125,900	124,600
Investment securities, held-to-maturity	389,800	362,600
Loans, net of allowance for loan losses	1,024,900	1,023,200
Other	106,500	98,800
Financial liabilities
Deposits	2,387,900	2,451,000
Federal funds purchased and securities loaned or sold under repurchase agreements	59,400	67,900
Accounts payable and other liabilities	259,800	217,000
Beneficial interests issued by consolidated VIEs	12,000	10,800
Long-term debt	213,100	232,600
Wholesale lending-related commitments	3,400	2,900
Total estimated fair value | Short-term borrowings
Financial liabilities
Short-term borrowings	32,200	33,600
Total estimated fair value | Level 1
Financial assets
Cash and due from banks	24,700	26,400
Deposits with banks	619,100	714,400
Accrued interest and accounts receivable	0	0
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Investment securities, held-to-maturity	199,100	183,300
Loans, net of allowance for loan losses	0	0
Other	0	0
Financial liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Accounts payable and other liabilities	0	0
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt	0	0
Wholesale lending-related commitments	0	0
Total estimated fair value | Level 1 | Short-term borrowings
Financial liabilities
Short-term borrowings	0	0
Total estimated fair value | Level 2
Financial assets
Cash and due from banks	0	0
Deposits with banks	400	0
Accrued interest and accounts receivable	143,300	102,000
Federal funds sold and securities purchased under resale agreements	2,600	9,000
Securities borrowed	125,900	124,600
Investment securities, held-to-maturity	190,700	179,300
Loans, net of allowance for loan losses	190,000	202,100
Other	104,700	97,400
Financial liabilities
Deposits	2,387,900	2,451,000
Federal funds purchased and securities loaned or sold under repurchase agreements	59,400	67,900
Accounts payable and other liabilities	254,400	212,100
Beneficial interests issued by consolidated VIEs	12,000	10,800
Long-term debt	210,100	229,500
Wholesale lending-related commitments	0	0
Total estimated fair value | Level 2 | Short-term borrowings
Financial liabilities
Short-term borrowings	32,200	33,600
Total estimated fair value | Level 3
Financial assets
Cash and due from banks	0	0
Deposits with banks	0	0
Accrued interest and accounts receivable	200	100
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Investment securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	834,900	821,100
Other	1,800	1,400
Financial liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Accounts payable and other liabilities	5,400	4,900
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt	3,000	3,100
Wholesale lending-related commitments	3,400	2,900
Total estimated fair value | Level 3 | Short-term borrowings
Financial liabilities
Short-term borrowings	$ 0	$ 0

Fair Value Option - Changes in

Fair Value Option - Changes in Fair Value Under the Fair Value Option (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Federal funds sold and securities purchased under resale agreements
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	$ (185,000,000)	$ (19,000,000)	$ (560,000,000)	$ (33,000,000)
Federal funds sold and securities purchased under resale agreements | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(185,000,000)	(19,000,000)	(560,000,000)	(33,000,000)
Federal funds sold and securities purchased under resale agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Securities borrowed
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(209,000,000)	(22,000,000)	(508,000,000)	(119,000,000)
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(209,000,000)	(22,000,000)	(508,000,000)	(119,000,000)
Securities borrowed | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Debt and equity instruments, excluding loans
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(1,782,000,000)	(2,255,000,000)	(2,693,000,000)	(1,189,000,000)
Debt and equity instruments, excluding loans | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(1,782,000,000)	(2,255,000,000)	(2,693,000,000)	(1,188,000,000)
Debt and equity instruments, excluding loans | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	(1,000,000)
Loans reported as trading assets: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	34,000,000	66,000,000	(109,000,000)	342,000,000
Loans reported as trading assets: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	34,000,000	66,000,000	(109,000,000)	342,000,000
Loans reported as trading assets: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Loans reported as trading assets: Other changes in fair value
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(36,000,000)	1,000,000	(58,000,000)	(7,000,000)
Loans reported as trading assets: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(36,000,000)	1,000,000	(58,000,000)	(7,000,000)
Loans reported as trading assets: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(130,000,000)	112,000,000	(184,000,000)	531,000,000
Loans: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(133,000,000)	119,000,000	(210,000,000)	540,000,000
Loans: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	3,000,000	(7,000,000)	26,000,000	(9,000,000)
Loans: Other changes in fair value
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(447,000,000)	634,000,000	(2,441,000,000)	1,651,000,000
Loans: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(340,000,000)	25,000,000	(1,560,000,000)	(82,000,000)
Loans: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(107,000,000)	609,000,000	(881,000,000)	1,733,000,000
Other assets
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	5,000,000	(22,000,000)	15,000,000	(17,000,000)
Other assets | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	12,000,000	(22,000,000)	21,000,000	6,000,000
Other assets | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(7,000,000)	0	(6,000,000)	(23,000,000)
Deposits
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	364,000,000	38,000,000	1,148,000,000	(53,000,000)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	364,000,000	38,000,000	1,148,000,000	(53,000,000)
Realized gains/(losses) due to instrument-specific credit risk recorded in principal transactions revenue	0	(6,000,000)	(9,000,000)	(8,000,000)
Deposits | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	104,000,000	11,000,000	310,000,000	42,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	104,000,000	11,000,000	310,000,000	42,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Short-term borrowings
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	85,000,000	388,000,000	858,000,000	(223,000,000)
Short-term borrowings | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	85,000,000	388,000,000	858,000,000	(223,000,000)
Short-term borrowings | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Trading liabilities
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	9,000,000	(1,000,000)	(3,000,000)	(2,000,000)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	9,000,000	(1,000,000)	(3,000,000)	(2,000,000)
Trading liabilities | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Beneficial interests issued by consolidated variable interest entities [Member]
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	(1,000,000)	0
Beneficial interests issued by consolidated variable interest entities [Member] | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	(1,000,000)	0
Beneficial interests issued by consolidated variable interest entities [Member] | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Other liabilities
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(2,000,000)	(1,000,000)	(6,000,000)	1,000,000
Other liabilities | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(2,000,000)	(1,000,000)	(6,000,000)	1,000,000
Other liabilities | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Long-term debt
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	1,953,000,000	654,000,000	11,351,000,000	(256,000,000)
Long-term debt | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	1,828,000,000	643,000,000	11,193,000,000	(262,000,000)
Long-term debt | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	$ 125,000,000	$ 11,000,000	$ 158,000,000	$ 6,000,000

Fair Value Option - Aggregate D

Fair Value Option - Aggregate Differences (Details) - USD ($)	Sep. 30, 2022	Dec. 31, 2021
Long-term beneficial interests
Performing loans, ninety days or more past due	$ 0	$ 0
Lending-related commitments, fair value option elected
Long-term beneficial interests
Contractual amount of lending-related commitments	8,700,000,000	11,900,000,000
Contractual lending-related commitments, fair value	28,000,000	10,000,000
Contractual principal outstanding
Loans
Nonaccrual loans	3,666,000,000	4,181,000,000
All other performing loans	49,329,000,000	66,289,000,000
Total loans	53,147,000,000	70,763,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Total long-term debt	36,523,000,000	35,957,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	2,704,000,000	3,263,000,000
All other performing loans	7,093,000,000	8,594,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	962,000,000	918,000,000
90 or more days past due and government guaranteed	152,000,000	293,000,000
All other performing loans	42,236,000,000	57,695,000,000
Fair value
Loans
Nonaccrual loans	1,171,000,000	1,343,000,000
All other performing loans	46,247,000,000	65,270,000,000
Total loans	47,562,000,000	66,894,000,000
Long-term debt
Total long-term debt	65,945,000,000	74,934,000,000
Long-term beneficial interests
Total long-term beneficial interests	5,000,000	12,000,000
Fair value | Principal-protected debt
Long-term debt
Total long-term debt	27,422,000,000	33,799,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Total long-term debt	38,523,000,000	41,135,000,000
Long-term beneficial interests
Total long-term beneficial interests	5,000,000	12,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	357,000,000	546,000,000
All other performing loans	5,718,000,000	7,528,000,000
Fair value | Loans
Loans
Nonaccrual loans	814,000,000	797,000,000
90 or more days past due and government guaranteed	144,000,000	281,000,000
All other performing loans	40,529,000,000	57,742,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,495,000,000)	(2,838,000,000)
All other performing loans	(3,082,000,000)	(1,019,000,000)
Total loans	(5,585,000,000)	(3,869,000,000)
Fair value over/(under) contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt, Fair value over/(under) contractual principal outstanding	(9,101,000,000)	(2,158,000,000)
Fair value over/(under) contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,347,000,000)	(2,717,000,000)
All other performing loans	(1,375,000,000)	(1,066,000,000)
Fair value over/(under) contractual principal outstanding | Loans
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(148,000,000)	(121,000,000)
90 or more days past due and government guaranteed, Fair value over/(under) contractual principal outstanding	(8,000,000)	(12,000,000)
All other performing loans	$ (1,707,000,000)	$ 47,000,000

Fair Value Option - Structured

Fair Value Option - Structured Note Products by Balance Sheet Classification and Risk Component (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 92,091	$ 92,642
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	45,901	38,988
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	4,155	7,210
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,496	4,767
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	37,268	41,269
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	1,271	408
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	64,766	73,587
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	29,043	34,127
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,909	6,352
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,616	3,386
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	27,941	29,317
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	1,257	405
Short-term borrowings
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	7,102	8,001
Short-term borrowings | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	295	1
Short-term borrowings | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	246	858
Short-term borrowings | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	838	315
Short-term borrowings | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	5,711	6,827
Short-term borrowings | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	12	0
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	20,223	11,054
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	16,563	4,860
Deposits | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	0	0
Deposits | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	42	1,066
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,616	5,125
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2	3
Excluded amount of deposits linked to precious metals for which fair value option was not elected	$ 600	$ 692

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Sep. 30, 2022	Dec. 31, 2021
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 54,804	$ 49,735
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	36,475	32,801
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	26,999	24,075
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,692	2,520
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	2,905	3,018
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	2,879	3,188
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,307	1,053
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	14,401	13,259
Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,843	4,112
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	8,829	7,679
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	873	741
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	856	727
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	2,091	2,003
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	608	612
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	110	139
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	713	654
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	660	598
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	530	619
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	148	185
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	149	188
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	133	135
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 100	$ 111

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 773,654	$ 545,287
Net derivative receivables	92,534	57,081
Gross derivative payables	742,138	535,044
Net derivative payables	56,703	50,116
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	279,132	270,585
Net derivative receivables	25,832	21,974
Gross derivative payables	266,080	240,731
Net derivative payables	17,399	8,194
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	13,934	9,839
Net derivative receivables	1,871	1,031
Gross derivative payables	11,190	10,912
Net derivative payables	734	880
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	355,833	169,579
Net derivative receivables	36,867	12,625
Gross derivative payables	353,132	175,746
Net derivative payables	22,830	14,097
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	85,801	68,631
Net derivative receivables	11,626	9,981
Gross derivative payables	79,914	79,727
Net derivative payables	8,139	17,233
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	38,954	26,653
Net derivative receivables	16,338	11,470
Gross derivative payables	31,822	27,928
Net derivative payables	7,601	9,712
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	767,190	539,451
Gross derivative payables	735,807	526,829
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	279,132	270,562
Gross derivative payables	266,080	240,731
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	13,934	9,839
Gross derivative payables	11,190	10,912
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	353,791	169,186
Gross derivative payables	351,385	174,622
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	85,801	68,631
Gross derivative payables	79,914	79,727
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	34,532	21,233
Gross derivative payables	27,238	20,837
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	6,464	5,836
Gross derivative payables	6,331	8,215
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	23
Gross derivative payables	0	0
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	2,042	393
Gross derivative payables	1,747	1,124
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	4,422	5,420
Gross derivative payables	$ 4,584	$ 7,091

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 759,312	$ 528,471
Amounts netted on the Consolidated balance sheets	(681,120)	(488,206)
Net derivative receivables	78,192	40,265
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	14,342	16,816
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	773,654	545,287
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	92,534	57,081
Collateral not nettable on the Consolidated balance sheets	(25,068)	(10,102)
Net amounts	67,466	46,979
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	728,138	518,487
Amounts netted on the Consolidated balance sheets	(685,435)	(484,928)
Net derivative payables	42,703	33,559
Derivative payables where an appropriate legal opinion has not been either sought or obtained	14,000	16,557
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	742,138	535,044
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	56,703	50,116
Collateral not nettable on the Consolidated balance sheets	(4,259)	(5,872)
Net amounts	52,444	44,244
Net cash collateral receivables	77,400	67,600
Net cash collateral payables	81,700	64,300
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	275,887	266,595
Amounts netted on the Consolidated balance sheets	(253,300)	(248,611)
Net derivative receivables	22,587	17,984
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	279,132	270,585
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	25,832	21,974
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	263,481	239,563
Amounts netted on the Consolidated balance sheets	(248,681)	(232,537)
Net derivative payables	14,800	7,026
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	266,080	240,731
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	17,399	8,194
Interest rate contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	207,083	251,953
Amounts netted on the Consolidated balance sheets	(185,451)	(234,283)
Net derivative receivables	21,632	17,670
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	193,084	223,576
Amounts netted on the Consolidated balance sheets	(178,657)	(216,757)
Net derivative payables	14,427	6,819
Interest rate contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	67,743	14,144
Amounts netted on the Consolidated balance sheets	(67,282)	(13,839)
Net derivative receivables	461	305
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	69,890	15,695
Amounts netted on the Consolidated balance sheets	(69,517)	(15,492)
Net derivative payables	373	203
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	1,061	498
Amounts netted on the Consolidated balance sheets	(567)	(489)
Net derivative receivables	494	9
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	507	292
Amounts netted on the Consolidated balance sheets	(507)	(288)
Net derivative payables	0	4
Net credit derivatives
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	13,701	9,706
Amounts netted on the Consolidated balance sheets	(12,063)	(8,808)
Net derivative receivables	1,638	898
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	13,934	9,839
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	1,871	1,031
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	10,975	10,700
Amounts netted on the Consolidated balance sheets	(10,456)	(10,032)
Net derivative payables	519	668
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	11,190	10,912
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	734	880
Net credit derivatives | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	11,181	8,035
Amounts netted on the Consolidated balance sheets	(9,685)	(7,177)
Net derivative receivables	1,496	858
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	8,347	9,021
Amounts netted on the Consolidated balance sheets	(7,965)	(8,421)
Net derivative payables	382	600
Net credit derivatives | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	2,520	1,671
Amounts netted on the Consolidated balance sheets	(2,378)	(1,631)
Net derivative receivables	142	40
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	2,628	1,679
Amounts netted on the Consolidated balance sheets	(2,491)	(1,611)
Net derivative payables	137	68
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	350,654	166,980
Amounts netted on the Consolidated balance sheets	(318,966)	(156,954)
Net derivative receivables	31,688	10,026
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	355,833	169,579
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	36,867	12,625
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	348,763	172,323
Amounts netted on the Consolidated balance sheets	(330,302)	(161,649)
Net derivative payables	18,461	10,674
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	353,132	175,746
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	22,830	14,097
Foreign exchange contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	348,675	166,185
Amounts netted on the Consolidated balance sheets	(317,060)	(156,251)
Net derivative receivables	31,615	9,934
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	346,765	171,610
Amounts netted on the Consolidated balance sheets	(328,364)	(160,946)
Net derivative payables	18,401	10,664
Foreign exchange contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	1,968	789
Amounts netted on the Consolidated balance sheets	(1,904)	(703)
Net derivative receivables	64	86
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	1,985	706
Amounts netted on the Consolidated balance sheets	(1,934)	(703)
Net derivative payables	51	3
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	11	6
Amounts netted on the Consolidated balance sheets	(2)	0
Net derivative receivables	9	6
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	13	7
Amounts netted on the Consolidated balance sheets	(4)	0
Net derivative payables	9	7
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	82,392	61,799
Amounts netted on the Consolidated balance sheets	(74,175)	(58,650)
Net derivative receivables	8,217	3,149
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	85,801	68,631
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	11,626	9,981
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	75,424	72,000
Amounts netted on the Consolidated balance sheets	(71,775)	(62,494)
Net derivative payables	3,649	9,506
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	79,914	79,727
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,139	17,233
Equity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	44,162	25,704
Amounts netted on the Consolidated balance sheets	(38,061)	(23,977)
Net derivative receivables	6,101	1,727
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	39,131	31,379
Amounts netted on the Consolidated balance sheets	(35,650)	(27,830)
Net derivative payables	3,481	3,549
Equity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	38,230	36,095
Amounts netted on the Consolidated balance sheets	(36,114)	(34,673)
Net derivative receivables	2,116	1,422
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	36,293	40,621
Amounts netted on the Consolidated balance sheets	(36,125)	(34,664)
Net derivative payables	168	5,957
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	36,678	23,391
Amounts netted on the Consolidated balance sheets	(22,616)	(15,183)
Net derivative receivables	14,062	8,208
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	38,954	26,653
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	16,338	11,470
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	29,495	23,901
Amounts netted on the Consolidated balance sheets	(24,221)	(18,216)
Net derivative payables	5,274	5,685
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	31,822	27,928
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	7,601	9,712
Commodity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	23,803	15,063
Amounts netted on the Consolidated balance sheets	(9,815)	(6,868)
Net derivative receivables	13,988	8,195
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	15,885	14,874
Amounts netted on the Consolidated balance sheets	(11,378)	(9,667)
Net derivative payables	4,507	5,207
Commodity contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	132	49
Amounts netted on the Consolidated balance sheets	(127)	(49)
Net derivative receivables	5	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	126	73
Amounts netted on the Consolidated balance sheets	(126)	(73)
Net derivative payables	0	0
Commodity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	12,743	8,279
Amounts netted on the Consolidated balance sheets	(12,674)	(8,266)
Net derivative receivables	69	13
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	13,484	8,954
Amounts netted on the Consolidated balance sheets	(12,717)	(8,476)
Net derivative payables	$ 767	$ 478

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 20,153	$ 20,114
Collateral posted	20,090	19,402
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	228	219
Amount required to settle contracts with termination triggers upon downgrade	83	98
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	1,531	1,577
Amount required to settle contracts with termination triggers upon downgrade	$ 1,070	$ 787

Derivative Instruments - Impa_2

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Gains/(losses) recorded in income
Derivatives	$ 1,009	$ (1,907)	$ (13,748)	$ (9,783)
Hedged items	(1,091)	1,841	13,386	9,434
Income statement impact	(82)	(66)	(362)	(349)
Income statement impact of excluded components
Amortization approach	(170)	(71)	(350)	(221)
Changes in fair value	(28)	(72)	(273)	(277)
OCI impact
Derivatives - Gains/(losses) recorded in OCI	50	12	262	(56)
Interest rate
Gains/(losses) recorded in income
Derivatives	(2,947)	(812)	(14,484)	(3,749)
Hedged items	2,819	720	14,167	3,291
Income statement impact	(128)	(92)	(317)	(458)
Income statement impact of excluded components
Amortization approach	0	0	0	0
Changes in fair value	(93)	(89)	(238)	(353)
OCI impact
Derivatives - Gains/(losses) recorded in OCI	0	0	0	0
Foreign exchange
Gains/(losses) recorded in income
Derivatives	(1,044)	(363)	(2,552)	(915)
Hedged items	1,082	367	2,600	946
Income statement impact	38	4	48	31
Income statement impact of excluded components
Amortization approach	(170)	(71)	(350)	(221)
Changes in fair value	39	3	49	30
OCI impact
Derivatives - Gains/(losses) recorded in OCI	50	12	262	(56)
Commodity
Gains/(losses) recorded in income
Derivatives	5,000	(732)	3,288	(5,119)
Hedged items	(4,992)	754	(3,381)	5,197
Income statement impact	8	22	(93)	78
Income statement impact of excluded components
Amortization approach	0	0	0	0
Changes in fair value	26	14	(84)	46
OCI impact
Derivatives - Gains/(losses) recorded in OCI	$ 0	$ 0	$ 0	$ 0

Derivative Instruments - Cumula

Derivative Instruments - Cumulative Fair Value Hedging Adjustments (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Commodity contracts
Assets
Carrying amount of the hedged items	$ 15,000	$ 25,700
Long-term debt
Liabilities
Carrying amount of the hedged items	168,982	195,642
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(15,968)	(1,999)
Discontinued hedging relationships	406	8,834
Total	(15,562)	6,835
Long-term debt | Not designated as hedges
Liabilities
Carrying amount of the hedged items	208	9,700
Beneficial interests issued by consolidated VIEs
Liabilities
Carrying amount of the hedged items	0	749
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	0	0
Discontinued hedging relationships	0	(1)
Total	0	(1)
Investment securities
Assets
Carrying amount of the hedged items	83,829	65,746
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(6,391)	417
Discontinued hedging relationships	489	661
Total	(5,902)	1,078
Investment securities | Not designated as hedges
Assets
Carrying amount of the hedged items	$ 15,200	$ 14,000

Derivative Instruments - Impa_3

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Recognition of (after-tax) net losses related to cash flow hedges in Income			$ (1,100)
Maximum length of time hedged in forecasted transactions, terminated cash flow hedges			7 years
Maximum length of time hedged in forecasted transactions, open cash flow hedges			6 years
Cash Flow Hedging
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	$ (278)	$ 326	$ (17)	$ 930
Amounts recorded in OCI	(2,511)	(267)	(7,697)	(1,844)
Total change in OCI for period	(2,233)	(593)	(7,680)	(2,774)
Cash Flow Hedging | Interest rate
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	(160)	272	169	771
Amounts recorded in OCI	(2,279)	(232)	(7,149)	(1,871)
Total change in OCI for period	(2,119)	(504)	(7,318)	(2,642)
Cash Flow Hedging | Foreign exchange
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	(118)	54	(186)	159
Amounts recorded in OCI	(232)	(35)	(548)	27
Total change in OCI for period	$ (114)	$ (89)	$ (362)	$ (132)

Derivative Instruments - Impa_4

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Net foreign exchange derivatives - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts recorded in income	$ 26	$ (73)	$ (221)	$ (180)
Amounts recorded in OCI	$ 2,992	$ 1,028	$ 6,850	$ 1,958

Derivative Instruments - Impa_5

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ (235)	$ 320	$ (727)	$ 823
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(215)	320	(753)	822
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(17)	(14)	105	(81)
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ (3)	$ 14	$ (79)	$ 82

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Maximum payout/Notional amount
Protection sold	$ (628,008)	$ (499,611)
Protection purchased with identical underlyings	659,557	537,766
Net protection (sold)/purchased	31,549	38,155
Other protection purchased	26,938	25,141
Total credit derivatives
Maximum payout/Notional amount
Protection sold	(628,008)	(499,611)
Protection purchased with identical underlyings	659,557	537,766
Net protection (sold)/purchased	31,549	38,155
Other protection purchased	19,247	15,704
Credit default swaps
Maximum payout/Notional amount
Protection sold	(558,532)	(443,481)
Protection purchased with identical underlyings	572,446	458,180
Net protection (sold)/purchased	13,914	14,699
Other protection purchased	1,486	2,269
Other credit derivatives
Maximum payout/Notional amount
Protection sold	(69,476)	(56,130)
Protection purchased with identical underlyings	87,111	79,586
Net protection (sold)/purchased	17,635	23,456
Other protection purchased	17,761	13,435
Credit-related notes
Maximum payout/Notional amount
Protection sold	0	0
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	0	0
Other protection purchased	$ 7,691	$ 9,437

Derivative Instruments - Cred_2

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Protection sold credit derivatives ratings/maturity profile
Protection sold credit derivatives ratings/maturity profile - less than 1 year	$ (132,164)	$ (123,330)
Protection sold credit derivatives ratings/maturity profile - from 1-5 years	(397,838)	(339,957)
Protection sold credit derivatives ratings/maturity profile - more than 5 years	(98,006)	(36,324)
Total notional amount	(628,008)	(499,611)
Fair value of receivables	2,413	6,275
Fair value of payables	(7,757)	(2,626)
Net fair value	(5,344)	3,649
Investment-grade
Protection sold credit derivatives ratings/maturity profile
Protection sold credit derivatives ratings/maturity profile - less than 1 year	(101,892)	(91,155)
Protection sold credit derivatives ratings/maturity profile - from 1-5 years	(303,752)	(255,106)
Protection sold credit derivatives ratings/maturity profile - more than 5 years	(77,175)	(29,035)
Total notional amount	(482,819)	(375,296)
Fair value of receivables	1,598	3,645
Fair value of payables	(3,143)	(623)
Net fair value	(1,545)	3,022
Noninvestment-grade
Protection sold credit derivatives ratings/maturity profile
Protection sold credit derivatives ratings/maturity profile - less than 1 year	(30,272)	(32,175)
Protection sold credit derivatives ratings/maturity profile - from 1-5 years	(94,086)	(84,851)
Protection sold credit derivatives ratings/maturity profile - more than 5 years	(20,831)	(7,289)
Total notional amount	(145,189)	(124,315)
Fair value of receivables	815	2,630
Fair value of payables	(4,614)	(2,003)
Net fair value	$ (3,799)	$ 627

Noninterest Revenue and Nonin_3

Noninterest Revenue and Noninterest Expense - Investment Banking Fees (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 849	$ 2,053	$ 3,006	$ 6,882
Advisory	825	1,229	2,262	2,840
Total investment banking fees	1,674	3,282	5,268	9,722
Equity
Schedule of Noninterest revenue [Line Items]
Underwriting	271	1,034	743	3,169
Debt
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 578	$ 1,019	$ 2,263	$ 3,713

Noninterest Revenue and Nonin_4

Noninterest Revenue and Noninterest Expense - Principal Transactions (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Principal transactions revenue
Total trading revenue	$ 5,408	$ 3,661	$ 15,542	$ 14,152
Private equity (losses)	(25)	(115)	(64)	(30)
Principal transactions	5,383	3,546	15,478	14,122
Interest rate
Principal transactions revenue
Total trading revenue	1,092	339	1,937	1,726
Credit
Principal transactions revenue
Total trading revenue	488	496	1,224	2,525
Foreign exchange
Principal transactions revenue
Total trading revenue	1,398	648	4,147	2,287
Equity
Principal transactions revenue
Total trading revenue	1,868	1,863	6,426	6,449
Commodity
Principal transactions revenue
Total trading revenue	$ 562	$ 315	$ 1,808	$ 1,165

Noninterest Revenue and Nonin_5

Noninterest Revenue and Noninterest Expense - Lending and Deposit-Related Fees (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Noninterest Income (Expense) [Abstract]
Lending-related fees	$ 379	$ 374	$ 1,103	$ 1,102
Deposit-related fees	1,352	1,427	4,340	4,146
Total lending- and deposit-related fees	$ 1,731	$ 1,801	$ 5,443	$ 5,248

Noninterest Revenue and Nonin_6

Noninterest Revenue and Noninterest Expense - Asset Management, Administration and Commissions (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Asset management fees
Investment management fees	$ 3,420	$ 3,554	$ 10,407	$ 10,232
All other asset management fees	75	94	257	283
Total asset management fees	3,495	3,648	10,664	10,515
Total administration fees	558	642	1,781	1,925
Commissions and other fees
Brokerage commissions	648	719	2,196	2,280
All other commissions and fees	368	248	1,030	760
Total commissions and fees	1,016	967	3,226	3,040
Total asset management, administration and commissions	$ 5,069	$ 5,257	$ 15,671	$ 15,480

Noninterest Revenue and Nonin_7

Noninterest Revenue and Noninterest Expense - Card Income (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Disaggregation of Revenue [Line Items]
Total card income	$ 1,086	$ 1,005	$ 3,194	$ 4,002
Interchange and merchant processing income
Disaggregation of Revenue [Line Items]
Total card income	7,166	6,117	20,615	16,959
Rewards costs and partner payments
Disaggregation of Revenue [Line Items]
Total card income	(5,747)	(4,860)	(16,258)	(12,676)
Other card income
Disaggregation of Revenue [Line Items]
Total card income	$ (333)	$ (252)	$ (1,163)	$ (281)

Noninterest Revenue and Nonin_8

Noninterest Revenue and Noninterest Expense - Components of Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Noninterest Income (Expense) [Abstract]
Legal expense	$ 47	$ 76	$ 239	$ 289

Interest Income and Interest _3

Interest Income and Interest Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Interest income
Loans	$ 13,985	$ 10,445	$ 36,244	$ 30,777
Taxable securities	2,696	1,553	6,964	4,735
Non-taxable securities	236	262	726	809
Total investment securities	2,932	1,815	7,690	5,544
Trading assets - debt instruments	2,390	1,682	6,206	5,175
Federal funds sold and securities purchased under resale agreements	1,413	231	2,353	639
Securities borrowed	772	(73)	858	(240)
Deposits with banks	3,015	174	4,332	342
All other interest-earning assets	1,104	206	2,070	608
Total interest income	25,611	14,480	59,753	42,845
Interest expense
Interest-bearing deposits	3,159	126	4,239	404
Federal funds purchased and securities loaned or sold under repurchase agreements	1,267	119	1,852	194
Short-term borrowings	155	31	285	97
Trading liabilities – debt and all other interest-bearing liabilities	1,045	52	1,707	130
Long-term debt	2,405	1,054	5,042	3,244
Beneficial interest issued by consolidated VIEs	62	18	110	66
Total interest expense	8,093	1,400	13,235	4,135
Net interest income	17,518	13,080	46,518	38,710
Provision for credit losses	1,537	(1,527)	4,101	(7,968)
Net interest income after provision for credit losses	$ 15,981	$ 14,607	$ 42,417	$ 46,678

Pension and Other Postretirem_3

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs and Fair Value of Plan Assets (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Retirement Benefits [Abstract]
Total net periodic defined benefit plan cost/(credit)	$ (11)	$ (65)	$ (150)	$ (184)
Total defined contribution plans	353	327	1,054	998
Total pension and OPEB cost included in noninterest expense	342	$ 262	904	$ 814
Pension settlement loss	$ 58		$ 58

Pension and Other Postretirem_4

Pension and Other Postretirement Employee Benefit Plans - Narrative (Details) - USD ($) $ in Billions	9 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Retirement Benefits [Abstract]
Fair value of plan assets	$ 19.4	$ 25.7
Decrease in plan assets as a result of settlement and remeasurement of the plan	4
Decrease in benefit obligation as a result of settlement and remeasurement of the plan	2.6
Decrease in accumulated other comprehensive income as a result of settlement and remeasurement of the plan	$ 1.4

Employee Share-based Incentiv_3

Employee Share-based Incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Share-Based Payment Arrangement [Abstract]
Cost of prior grants of restricted stock units (“RSUs”), performance share units (“PSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$ 292	$ 283	$ 941	$ 919
Accrual of estimated costs of share-based awards to be granted in future periods, predominantly those to full-career eligible employees	392	335	1,368	1,346
Total noncash compensation expense related to employee share-based incentive plans	$ 684	$ 618	$ 2,309	$ 2,265

Employee Share-based Incentiv_4

Employee Share-based Incentives - Narrative (Details) shares in Thousands	3 Months Ended
	Mar. 31, 2022 $ / shares shares
RSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	19,000
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 151.06
PSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	720
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 149.99

Investment Securities - Narrati

Investment Securities - Narrative (Details) - USD ($) $ in Millions	3 Months Ended
	Jun. 30, 2022	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Schedule of Held-to-maturity Securities [Line Items]
Amount of investment securities transferred from AFS to HTM for capital management purposes	$ 73,200
Approximate percentage rated at least AA+		98%	98%
Investment securities, allowance for credit losses		$ 61	$ 42	$ 73
Unrealized gains/(losses) on investment securities
Schedule of Held-to-maturity Securities [Line Items]
Pretax unrealized losses included in AOCI on the securities at the date of transfer	$ 4,600

Investment Securities - Amortiz

Investment Securities - Amortized Costs and Estimated Fair Values (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Available-for-sale securities
Amortized cost	$ 200,919,000,000		$ 200,919,000,000		$ 308,254,000,000
Gross unrealized gains	520,000,000		520,000,000		2,614,000,000
Gross unrealized losses	13,299,000,000		13,299,000,000		2,343,000,000
Fair value	188,140,000,000		188,140,000,000		308,525,000,000
Held-to-maturity securities
Amortized cost	430,106,000,000		430,106,000,000		363,707,000,000
Gross unrealized gains	8,000,000		8,000,000		2,110,000,000
Gross unrealized losses	40,336,000,000		40,336,000,000		3,189,000,000
Fair value	389,778,000,000		389,778,000,000		362,628,000,000
Total investment securities, net of allowance for credit losses
Amortized cost	631,025,000,000		631,025,000,000		671,961,000,000
Gross unrealized gains	528,000,000		528,000,000		4,724,000,000
Gross unrealized losses	53,635,000,000		53,635,000,000		5,532,000,000
Fair value	577,918,000,000		577,918,000,000		671,153,000,000
HTM securities purchased	1,800,000,000	$ 15,900,000,000	29,300,000,000	$ 79,000,000,000
Investment securities, allowance for credit losses	61,000,000	73,000,000	61,000,000	73,000,000	42,000,000
Accrued interest receivables on investment securities	2,100,000,000		2,100,000,000		1,900,000,000
Accrued interest receivables reversed through interest income on AFS securities	0	0	0	0
Accrued interest receivables reversed through interest income on HTM securities	0	$ 0	0	$ 0
Total mortgage-backed securities
Available-for-sale securities
Amortized cost	67,290,000,000		67,290,000,000		83,754,000,000
Gross unrealized gains	210,000,000		210,000,000		821,000,000
Gross unrealized losses	7,470,000,000		7,470,000,000		1,013,000,000
Fair value	60,030,000,000		60,030,000,000		83,562,000,000
Held-to-maturity securities
Amortized cost	135,073,000,000		135,073,000,000		113,602,000,000
Gross unrealized gains	2,000,000		2,000,000		1,412,000,000
Gross unrealized losses	17,154,000,000		17,154,000,000		1,013,000,000
Fair value	117,921,000,000		117,921,000,000		114,001,000,000
U.S. GSEs and government agencies
Available-for-sale securities
Amortized cost	60,338,000,000		60,338,000,000		72,800,000,000
Gross unrealized gains	204,000,000		204,000,000		736,000,000
Gross unrealized losses	7,211,000,000		7,211,000,000		993,000,000
Fair value	53,331,000,000		53,331,000,000		72,543,000,000
Held-to-maturity securities
Amortized cost	114,012,000,000		114,012,000,000		102,556,000,000
Gross unrealized gains	0		0		1,400,000,000
Gross unrealized losses	15,112,000,000		15,112,000,000		853,000,000
Fair value	98,900,000,000		98,900,000,000		103,103,000,000
Residential: U.S.
Available-for-sale securities
Amortized cost	1,644,000,000		1,644,000,000		2,128,000,000
Gross unrealized gains	0		0		38,000,000
Gross unrealized losses	103,000,000		103,000,000		2,000,000
Fair value	1,541,000,000		1,541,000,000		2,164,000,000
Held-to-maturity securities
Amortized cost	10,750,000,000		10,750,000,000		7,316,000,000
Gross unrealized gains	1,000,000		1,000,000		1,000,000
Gross unrealized losses	1,251,000,000		1,251,000,000		106,000,000
Fair value	9,500,000,000		9,500,000,000		7,211,000,000
Residential: Non-U.S.
Available-for-sale securities
Amortized cost	3,235,000,000		3,235,000,000		3,882,000,000
Gross unrealized gains	6,000,000		6,000,000		25,000,000
Gross unrealized losses	20,000,000		20,000,000		1,000,000
Fair value	3,221,000,000		3,221,000,000		3,906,000,000
Commercial
Available-for-sale securities
Amortized cost	2,073,000,000		2,073,000,000		4,944,000,000
Gross unrealized gains	0		0		22,000,000
Gross unrealized losses	136,000,000		136,000,000		17,000,000
Fair value	1,937,000,000		1,937,000,000		4,949,000,000
Held-to-maturity securities
Amortized cost	10,311,000,000		10,311,000,000		3,730,000,000
Gross unrealized gains	1,000,000		1,000,000		11,000,000
Gross unrealized losses	791,000,000		791,000,000		54,000,000
Fair value	9,521,000,000		9,521,000,000		3,687,000,000
U.S. Treasury and government agencies
Available-for-sale securities
Amortized cost	94,558,000,000		94,558,000,000		178,038,000,000
Gross unrealized gains	204,000,000		204,000,000		668,000,000
Gross unrealized losses	4,275,000,000		4,275,000,000		1,243,000,000
Fair value	90,487,000,000		90,487,000,000		177,463,000,000
Held-to-maturity securities
Amortized cost	218,614,000,000		218,614,000,000		185,204,000,000
Gross unrealized gains	0		0		169,000,000
Gross unrealized losses	19,502,000,000		19,502,000,000		2,103,000,000
Fair value	199,112,000,000		199,112,000,000		183,270,000,000
Obligations of U.S. states and municipalities
Available-for-sale securities
Amortized cost	9,038,000,000		9,038,000,000		14,890,000,000
Gross unrealized gains	70,000,000		70,000,000		972,000,000
Gross unrealized losses	526,000,000		526,000,000		2,000,000
Fair value	8,582,000,000		8,582,000,000		15,860,000,000
Held-to-maturity securities
Amortized cost	19,387,000,000		19,387,000,000		13,985,000,000
Gross unrealized gains	6,000,000		6,000,000		453,000,000
Gross unrealized losses	1,529,000,000		1,529,000,000		44,000,000
Fair value	17,864,000,000		17,864,000,000		14,394,000,000
Non-U.S. government debt securities
Available-for-sale securities
Amortized cost	15,200,000,000		15,200,000,000		16,163,000,000
Gross unrealized gains	17,000,000		17,000,000		92,000,000
Gross unrealized losses	616,000,000		616,000,000		46,000,000
Fair value	14,601,000,000		14,601,000,000		16,209,000,000
Corporate debt securities
Available-for-sale securities
Amortized cost	333,000,000		333,000,000		332,000,000
Gross unrealized gains	0		0		8,000,000
Gross unrealized losses	34,000,000		34,000,000		19,000,000
Fair value	299,000,000		299,000,000		321,000,000
Asset-backed securities: Collateralized loan obligations
Available-for-sale securities
Amortized cost	11,244,000,000		11,244,000,000		9,674,000,000
Gross unrealized gains	0		0		6,000,000
Gross unrealized losses	324,000,000		324,000,000		18,000,000
Fair value	10,920,000,000		10,920,000,000		9,662,000,000
Held-to-maturity securities
Amortized cost	54,566,000,000		54,566,000,000		48,869,000,000
Gross unrealized gains	0		0		75,000,000
Gross unrealized losses	2,049,000,000		2,049,000,000		22,000,000
Fair value	52,517,000,000		52,517,000,000		48,922,000,000
Asset-backed securities: Other
Available-for-sale securities
Amortized cost	3,256,000,000		3,256,000,000		5,403,000,000
Gross unrealized gains	19,000,000		19,000,000		47,000,000
Gross unrealized losses	54,000,000		54,000,000		2,000,000
Fair value	3,221,000,000		3,221,000,000		5,448,000,000
Held-to-maturity securities
Amortized cost	2,466,000,000		2,466,000,000		2,047,000,000
Gross unrealized gains	0		0		1,000,000
Gross unrealized losses	102,000,000		102,000,000		7,000,000
Fair value	$ 2,364,000,000		$ 2,364,000,000		$ 2,041,000,000

Investment Securities - Fair Va

Investment Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Available-for-sale securities
Less than 12 months, Fair value	$ 31,056	$ 16,538
Less than 12 months, Gross unrealized losses	1,478	65
12 months or more, Fair Value	4,752	1,336
12 months or more, Gross unrealized losses	335	42
Total fair value	35,808	17,874
Total gross unrealized losses	1,813	107
Total mortgage-backed securities
Available-for-sale securities
Less than 12 months, Fair value	6,053	2,993
Less than 12 months, Gross unrealized losses	213	7
12 months or more, Fair Value	434	394
12 months or more, Gross unrealized losses	46	13
Total fair value	6,487	3,387
Total gross unrealized losses	259	20
U.S. GSEs and government agencies
Available-for-sale securities
Total fair value	11,500	2,200
Residential: U.S.
Available-for-sale securities
Less than 12 months, Fair value	1,426	303
Less than 12 months, Gross unrealized losses	88	1
12 months or more, Fair Value	103	45
12 months or more, Gross unrealized losses	15	1
Total fair value	1,529	348
Total gross unrealized losses	103	2
Residential: Non-U.S.
Available-for-sale securities
Less than 12 months, Fair value	2,953	133
Less than 12 months, Gross unrealized losses	19	1
12 months or more, Fair Value	68	0
12 months or more, Gross unrealized losses	1	0
Total fair value	3,021	133
Total gross unrealized losses	20	1
Commercial
Available-for-sale securities
Less than 12 months, Fair value	1,674	2,557
Less than 12 months, Gross unrealized losses	106	5
12 months or more, Fair Value	263	349
12 months or more, Gross unrealized losses	30	12
Total fair value	1,937	2,906
Total gross unrealized losses	136	17
Obligations of U.S. states and municipalities
Available-for-sale securities
Less than 12 months, Fair value	4,243	120
Less than 12 months, Gross unrealized losses	493	2
12 months or more, Fair Value	61	0
12 months or more, Gross unrealized losses	33	0
Total fair value	4,304	120
Total gross unrealized losses	526	2
Non-U.S. government debt securities
Available-for-sale securities
Less than 12 months, Fair value	9,847	5,060
Less than 12 months, Gross unrealized losses	475	37
12 months or more, Fair Value	1,474	510
12 months or more, Gross unrealized losses	141	9
Total fair value	11,321	5,570
Total gross unrealized losses	616	46
Corporate debt securities
Available-for-sale securities
Less than 12 months, Fair value	174	166
Less than 12 months, Gross unrealized losses	4	1
12 months or more, Fair Value	125	46
12 months or more, Gross unrealized losses	30	18
Total fair value	299	212
Total gross unrealized losses	34	19
Asset-backed securities: Collateralized loan obligations
Available-for-sale securities
Less than 12 months, Fair value	8,271	8,110
Less than 12 months, Gross unrealized losses	244	18
12 months or more, Fair Value	2,510	208
12 months or more, Gross unrealized losses	80	0
Total fair value	10,781	8,318
Total gross unrealized losses	324	18
Asset-backed securities: Other
Available-for-sale securities
Less than 12 months, Fair value	2,468	89
Less than 12 months, Gross unrealized losses	49	0
12 months or more, Fair Value	148	178
12 months or more, Gross unrealized losses	5	2
Total fair value	2,616	267
Total gross unrealized losses	$ 54	$ 2

Investment Securities - Realize

Investment Securities - Realized Gains and Losses and Provision for Credit Losses (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Securities gains and losses
Realized gains	$ 88	$ 60	$ 170	$ 481
Realized losses	(1,047)	(316)	(1,676)	(878)
Investment securities losses	(959)	(256)	(1,506)	(397)
Provision for credit losses	$ 14	$ (14)	$ 19	$ (5)

Investment Securities - Amort_2

Investment Securities - Amortized Cost and Estimated Fair Value by Contractual Maturity (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Available-for-sale securities, Amortized cost
Due in one year or less	$ 27,997
Due after one year through five years	66,869
Due after five years through 10 years	21,958
Due after 10 years	84,104
Amortized cost	200,928
Available-for-sale securities, Fair value
Due in one year or less	27,489
Due after one year through five years	63,688
Due after five years through 10 years	20,660
Due after 10 years	76,303
Fair value	$ 188,140	$ 308,525
Available-for-sale securities, Average yield
Due in one year or less	1.56%
Due after one year through five years	1.75%
Due after five years through 10 years	2.59%
Due after 10 years	3.30%
Average yield	2.46%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 31,247
Due after one year through five years	122,054
Due after five years through 10 years	98,736
Due after 10 years	178,121
Amortized cost	430,158
Total held-to-maturity securities, Fair value
Due in one year or less	30,802
Due after one year through five years	113,939
Due after five years through 10 years	85,637
Due after 10 years	159,400
Fair value	$ 389,778	362,628
Total held-to-maturity securities, Average yield
Due in one year or less	0.53%
Due after one year through five years	0.71%
Due after five years through 10 years	1.83%
Due after 10 years	3.06%
Average yield	1.93%
Supplemental information
US government agencies and US government sponsored enterprises residential MBS estimated duration	9 years
US government agencies and US government sponsored enterprises residential collateralized mortgage obligations estimated duration	6 years
U.S. nonagency residential collateralized mortgage obligations estimated duration	6 years
Minimum
Supplemental information
Due period of mortgage-backed securities and collateralized mortgage obligations	10 years
Mortgage-backed securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 1
Due after one year through five years	3,213
Due after five years through 10 years	4,107
Due after 10 years	59,969
Amortized cost	67,290
Available-for-sale securities, Fair value
Due in one year or less	1
Due after one year through five years	3,023
Due after five years through 10 years	4,137
Due after 10 years	52,869
Fair value	$ 60,030	83,562
Available-for-sale securities, Average yield
Due in one year or less	0.50%
Due after one year through five years	2.23%
Due after five years through 10 years	3.80%
Due after 10 years	2.89%
Average yield	2.92%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	1,759
Due after five years through 10 years	11,828
Due after 10 years	121,498
Amortized cost	135,085
Total held-to-maturity securities, Fair value
Due in one year or less	0
Due after one year through five years	1,616
Due after five years through 10 years	10,235
Due after 10 years	106,070
Fair value	$ 117,921	114,001
Total held-to-maturity securities, Average yield
Due in one year or less	0%
Due after one year through five years	2.19%
Due after five years through 10 years	2.43%
Due after 10 years	2.84%
Average yield	2.80%
U.S. Treasury and government agencies
Available-for-sale securities, Amortized cost
Due in one year or less	$ 20,409
Due after one year through five years	58,159
Due after five years through 10 years	9,753
Due after 10 years	6,237
Amortized cost	94,558
Available-for-sale securities, Fair value
Due in one year or less	19,913
Due after one year through five years	55,378
Due after five years through 10 years	8,958
Due after 10 years	6,238
Fair value	$ 90,487	177,463
Available-for-sale securities, Average yield
Due in one year or less	1.08%
Due after one year through five years	1.56%
Due after five years through 10 years	2.17%
Due after 10 years	3.90%
Average yield	1.67%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 31,247
Due after one year through five years	120,211
Due after five years through 10 years	67,156
Due after 10 years	0
Amortized cost	218,614
Total held-to-maturity securities, Fair value
Due in one year or less	30,802
Due after one year through five years	112,245
Due after five years through 10 years	56,065
Due after 10 years	0
Fair value	$ 199,112	183,270
Total held-to-maturity securities, Average yield
Due in one year or less	0.53%
Due after one year through five years	0.69%
Due after five years through 10 years	1.27%
Due after 10 years	0%
Average yield	0.84%
Obligations of U.S. states and municipalities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 18
Due after one year through five years	75
Due after five years through 10 years	622
Due after 10 years	8,323
Amortized cost	9,038
Available-for-sale securities, Fair value
Due in one year or less	18
Due after one year through five years	74
Due after five years through 10 years	623
Due after 10 years	7,867
Fair value	$ 8,582	15,860
Available-for-sale securities, Average yield
Due in one year or less	5.13%
Due after one year through five years	4.46%
Due after five years through 10 years	5.35%
Due after 10 years	5.18%
Average yield	5.18%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	84
Due after five years through 10 years	2,523
Due after 10 years	16,821
Amortized cost	19,428
Total held-to-maturity securities, Fair value
Due in one year or less	0
Due after one year through five years	78
Due after five years through 10 years	2,470
Due after 10 years	15,316
Fair value	$ 17,864	14,394
Total held-to-maturity securities, Average yield
Due in one year or less	0%
Due after one year through five years	3.06%
Due after five years through 10 years	4.01%
Due after 10 years	4.18%
Average yield	4.16%
Non-U.S. government debt securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 7,465
Due after one year through five years	3,475
Due after five years through 10 years	3,951
Due after 10 years	309
Amortized cost	15,200
Available-for-sale securities, Fair value
Due in one year or less	7,456
Due after one year through five years	3,340
Due after five years through 10 years	3,492
Due after 10 years	313
Fair value	$ 14,601	16,209
Available-for-sale securities, Average yield
Due in one year or less	2.83%
Due after one year through five years	2.76%
Due after five years through 10 years	1.24%
Due after 10 years	2.10%
Average yield	2.39%
Corporate debt securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	329
Due after five years through 10 years	13
Due after 10 years	0
Amortized cost	342
Available-for-sale securities, Fair value
Due in one year or less	0
Due after one year through five years	286
Due after five years through 10 years	13
Due after 10 years	0
Fair value	$ 299	$ 321
Available-for-sale securities, Average yield
Due in one year or less	0%
Due after one year through five years	12.88%
Due after five years through 10 years	4.09%
Due after 10 years	0%
Average yield	12.54%
Asset-backed securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 104
Due after one year through five years	1,618
Due after five years through 10 years	3,512
Due after 10 years	9,266
Amortized cost	14,500
Available-for-sale securities, Fair value
Due in one year or less	101
Due after one year through five years	1,587
Due after five years through 10 years	3,437
Due after 10 years	9,016
Fair value	$ 14,141
Available-for-sale securities, Average yield
Due in one year or less	3.51%
Due after one year through five years	3.06%
Due after five years through 10 years	3.35%
Due after 10 years	3.84%
Average yield	3.63%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	0
Due after five years through 10 years	17,229
Due after 10 years	39,802
Amortized cost	57,031
Total held-to-maturity securities, Fair value
Due in one year or less	0
Due after one year through five years	0
Due after five years through 10 years	16,867
Due after 10 years	38,014
Fair value	$ 54,881
Total held-to-maturity securities, Average yield
Due in one year or less	0%
Due after one year through five years	0%
Due after five years through 10 years	3.26%
Due after 10 years	3.25%
Average yield	3.25%

Securities Financing Activiti_3

Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Assets
Securities purchased under resale agreements, Gross amounts	$ 574,775	$ 604,724
Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets	(272,911)	(343,093)
Securities purchased under resale agreements, Amounts presented on the Consolidated balance sheets	301,864	261,631
Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets	(289,549)	(245,588)
Securities purchased under resale agreements, Net amounts	12,315	16,043
Securities borrowed, Gross amounts	233,381	250,333
Securities borrowed, Amounts netted on the Consolidated balance sheets	(40,165)	(44,262)
Securities borrowed, Amounts presented on the Consolidated balance sheets	193,216	206,071
Securities borrowed, Amounts not nettable on the Consolidated balance sheets	(139,178)	(154,599)
Securities borrowed, Net amounts	54,038	51,472
Liabilities
Securities sold under repurchase agreements, Gross amounts	505,755	532,899
Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets	(272,911)	(343,093)
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	232,844	189,806
Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets	(200,011)	(166,456)
Securities sold under repurchase agreements, Net amounts	32,833	23,350
Securities loaned and other, Gross amounts	51,645	52,610
Securities loaned and other, Amounts netted on the Consolidated balance sheets	(40,165)	(44,262)
Securities loaned and other, Amounts presented on the Consolidated balance sheets	11,480	8,348
Securities loaned and other, Amounts not nettable on the Consolidated balance sheets	(11,383)	(8,133)
Securities loaned and other, Net amounts	97	215
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	7,400	13,900
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	48,300	46,400
Securities sold under agreements to repurchase	31,300	21,600
Securities loaned and other	21	198
Securities-for-securities
Liabilities
Securities loaned and other, Amounts presented on the Consolidated balance sheets	$ 5,900	$ 5,600

Securities Financing Activiti_4

Securities Financing Activities - Types of Financial Assets Pledged and Remaining Maturity (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	$ 505,755	$ 532,899
Securities loaned and other	51,645	52,610
Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	209,161	195,035
Securities loaned and other	50,090	50,034
Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	172,220	231,171
Securities loaned and other	476	1,701
30 – 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	43,427	47,201
Securities loaned and other	3	0
Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	80,947	59,492
Securities loaned and other	1,076	875
Mortgage-backed securities, U.S. GSEs and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	52,178	37,046
Securities loaned and other	0	0
Mortgage-backed securities, Residential - nonagency
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,871	1,508
Securities loaned and other	0	0
Mortgage-backed securities, Commercial - nonagency
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,439	1,463
Securities loaned and other	0	0
U.S. Treasury, GSEs and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	216,942	241,578
Securities loaned and other	1,096	358
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	2,213	1,916
Securities loaned and other	24	7
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	158,424	174,971
Securities loaned and other	1,383	1,572
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	37,938	38,180
Securities loaned and other	1,766	1,619
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	2,524	1,211
Securities loaned and other	0	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	32,226	35,026
Securities loaned and other	$ 47,376	$ 49,054

Securities Financing Activiti_5

Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 295	$ 440

Loans - Narrative (Details)

Loans - Narrative (Details) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022 USD ($)	Sep. 30, 2021 USD ($)	Sep. 30, 2022 USD ($) loan_segment	Sep. 30, 2021 USD ($)
Receivables [Abstract]
Number of portfolio segments | loan_segment			3
Net gains/(losses) on sales of loans and lending-related commitments	$ 68	$ 31	$ (246)	$ 225
Net gains/(losses) on sales of loans	$ (48)	$ 30	$ (80)	$ 211

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Loan balances by portfolio segment:
Retained loans	$ 1,068,073	$ 974,260	$ 1,068,073	$ 974,260	$ 1,010,206
Held-for-sale	3,073		3,073		8,688
Loans at fair value	41,487		41,487		58,820
Total	1,112,633		1,112,633		1,077,714
Accrued interest receivables	4,000		4,000		2,700
Accrued interest receivables written off	8	10	27	30
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained loans	301,403	298,308	301,403	298,308	295,556
Held-for-sale	682		682		1,287
Loans at fair value	11,711		11,711		26,463
Total	313,796		313,796		323,306
Credit card
Loan balances by portfolio segment:
Retained loans	170,462		170,462		154,296
Held-for-sale	0		0		0
Loans at fair value	0		0		0
Total	170,462		170,462		154,296
Wholesale
Loan balances by portfolio segment:
Retained loans	596,208	$ 532,786	596,208	$ 532,786	560,354
Held-for-sale	2,391		2,391		7,401
Loans at fair value	29,776		29,776		32,357
Total	$ 628,375		$ 628,375		$ 600,112

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 909	$ 346	$ 2,395	$ 1,175
Sales	13,981	7,826	35,822	22,488
Retained loans reclassified to held-for-sale	390	919	1,220	2,832
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	447	101	1,539	403
Sales	2,755	0	2,884	181
Retained loans reclassified to held-for-sale	47	522	189	771
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	2,400	7,300	11,600	19,300
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	0	0	0	0
Sales	0	0	0	0
Retained loans reclassified to held-for-sale	0	0	0	0
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	462	245	856	772
Sales	11,226	7,826	32,938	22,307
Retained loans reclassified to held-for-sale	$ 343	$ 397	$ 1,031	$ 2,061

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	301,403	295,556	$ 298,308
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	237,771	224,795
Consumer, excluding credit card | Auto and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	63,632	70,761
Consumer, excluding credit card | Auto and other | Paycheck Protection Program (PPP)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 791	$ 5,400

Loans - Consumer, Excluding C_2

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	301,403	295,556	$ 298,308
Consumer, excluding credit card | 30 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	26	31
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	36,447	68,755
Term loans originated in 2021/2020	66,687	48,368
Term loans originated in 2020/2019	43,979	18,476
Term loans originated in 2019/2018	15,712	7,981
Term loans originated in 2018/2017	6,508	11,739
Term loans originated prior to 2018/2017	52,185	50,794
Revolving loans within the revolving period	5,763	6,409
Revolving loans converted to term loans	10,490	12,273
Total retained loans	$ 237,771	$ 224,795
% of 30 plus days past due to total retained loans, Term loans originated in 2022/2021	0.02%	0.02%
% of 30 plus days past due to total retained loans, Term loans originated in 2021/2020	0.02%	0.07%
% of 30 plus days past due to total retained loans, Term loans originated in 2020/2019	0.04%	0.26%
% of 30 plus days past due to total retained loans, Term loans originated in 2019/2018	0.18%	0.65%
% of 30 plus days past due to total retained loans, Term loans originated in 2018/2017	0.34%	0.47%
% of 30 plus days past due to total retained loans, Term loans originated prior to 2018/2017	1.89%	3.18%
% of 30 plus days past due to total retained loans, Revolving loans within the revolving period	0.28%	0.27%
% of 30 plus days past due to total retained loans, Revolving loans converted to term loans	3.54%	3.80%
% of 30 plus days past due to total retained loans	0.61%	1.02%
Consumer, excluding credit card | Residential real estate | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of total revolving loans that are senior lien loans	37%
Consumer, excluding credit card | Residential real estate | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 53	$ 66
Consumer, excluding credit card | Residential real estate | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	36,439	68,742
Term loans originated in 2021/2020	66,675	48,334
Term loans originated in 2020/2019	43,962	18,428
Term loans originated in 2019/2018	15,683	7,929
Term loans originated in 2018/2017	6,486	11,684
Term loans originated prior to 2018/2017	51,174	49,147
Revolving loans within the revolving period	5,747	6,392
Revolving loans converted to term loans	10,119	11,807
Total retained loans	236,285	222,463
Consumer, excluding credit card | Residential real estate | Current | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	27	35
Consumer, excluding credit card | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	8	13
Term loans originated in 2021/2020	12	23
Term loans originated in 2020/2019	13	27
Term loans originated in 2019/2018	18	27
Term loans originated in 2018/2017	15	22
Term loans originated prior to 2018/2017	517	578
Revolving loans within the revolving period	12	11
Revolving loans converted to term loans	185	182
Total retained loans	780	883
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	11	11
Consumer, excluding credit card | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	0	0
Term loans originated in 2021/2020	0	11
Term loans originated in 2020/2019	4	21
Term loans originated in 2019/2018	11	25
Term loans originated in 2018/2017	7	33
Term loans originated prior to 2018/2017	494	1,069
Revolving loans within the revolving period	4	6
Revolving loans converted to term loans	186	284
Total retained loans	706	1,449
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	$ 15	$ 20

Loans - Consumer, Excluding C_3

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Nonaccrual Loans and Other Credit Quality Indicators (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,068,073,000,000	$ 974,260,000,000	$ 1,068,073,000,000	$ 974,260,000,000	$ 1,010,206,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	301,403,000,000	298,308,000,000	301,403,000,000	298,308,000,000	295,556,000,000
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonaccrual loans	3,797,000,000		3,797,000,000		4,759,000,000
Retained loans	$ 237,771,000,000		$ 237,771,000,000		$ 224,795,000,000
Weighted average LTV ratio	48%		48%		50%
Weighted average FICO	$ 768		$ 768		$ 765
Approximate percentage of Chapter 7 loans 30 days or more past due			5%
Interest income on nonaccrual loans recognized on a cash basis	42,000,000	$ 41,000,000	$ 132,000,000	$ 127,000,000
Consumer, excluding credit card | Residential real estate | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
90 or more days past due	17,000,000		17,000,000		24,000,000
Retained loans	53,000,000		53,000,000		66,000,000
Consumer, excluding credit card | Residential real estate | Not U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
90 or more days past due	0		0		0
Consumer, excluding credit card | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	73,200,000,000		73,200,000,000		71,383,000,000
Consumer, excluding credit card | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	34,518,000,000		34,518,000,000		32,545,000,000
Consumer, excluding credit card | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18,727,000,000		18,727,000,000		16,182,000,000
Consumer, excluding credit card | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,011,000,000		15,011,000,000		13,865,000,000
Consumer, excluding credit card | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,411,000,000		11,411,000,000		11,565,000,000
Consumer, excluding credit card | Residential real estate | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,887,000,000		9,887,000,000		8,885,000,000
Consumer, excluding credit card | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,019,000,000		9,019,000,000		8,292,000,000
Consumer, excluding credit card | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,122,000,000		7,122,000,000		6,832,000,000
Consumer, excluding credit card | Residential real estate | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,370,000,000		6,370,000,000		6,105,000,000
Consumer, excluding credit card | Residential real estate | Connecticut
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,465,000,000		5,465,000,000		5,242,000,000
Consumer, excluding credit card | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	47,041,000,000		47,041,000,000		43,899,000,000
Consumer, excluding credit card | Residential real estate | All other | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	53,000,000		53,000,000		66,000,000
Consumer, excluding credit card | Residential real estate | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,247,000,000		2,247,000,000		2,930,000,000
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]
Retained loans	3,000,000		3,000,000		2,000,000
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]
Retained loans	1,000,000		1,000,000		2,000,000
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]
Retained loans	40,000,000		40,000,000		37,000,000
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]
Retained loans	4,000,000		4,000,000		15,000,000
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]
Retained loans	4,047,000,000		4,047,000,000		2,701,000,000
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]
Retained loans	63,000,000		63,000,000		89,000,000
Consumer, excluding credit card | Residential real estate | Lower than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	222,577,000,000		222,577,000,000		209,295,000,000
Consumer, excluding credit card | Residential real estate | Lower than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 8,736,000,000		$ 8,736,000,000		$ 9,658,000,000

Loans - Consumer, Excluding C_4

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - Residential real estate $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022 USD ($) loan	Sep. 30, 2021 USD ($) loan	Sep. 30, 2022 USD ($) loan	Sep. 30, 2021 USD ($) loan
Financing Receivable, Impaired [Line Items]
New TDRs | $	$ 80	$ 116	$ 313	$ 674
Percentage, sum of items by type, may exceed			100%
Trial modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	820	1,448	3,258	4,014
Permanent modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	784	917	3,615	3,817
Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	47%	75%	54%	74%
Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	61%	64%	65%	49%
Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	9%	19%	11%	24%
Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	0%	1%	1%	2%
Other
Financing Receivable, Impaired [Line Items]
Concession granted	46%	24%	38%	39%

Loans - Consumer, Excluding C_5

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022 USD ($)	Sep. 30, 2021 USD ($)	Sep. 30, 2022 USD ($) loan_payment	Sep. 30, 2021 USD ($)	Dec. 31, 2021 USD ($)
Financing Receivable, Impaired [Line Items]
Carrying value	$ 1,068,073	$ 974,260	$ 1,068,073	$ 974,260	$ 1,010,206
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	301,403	$ 298,308	$ 301,403	$ 298,308	295,556
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	237,771		$ 237,771		224,795
Consumer, excluding credit card | Residential real estate | In process of active or suspended foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	$ 676		$ 676		$ 619
Consumer, excluding credit card | Residential real estate | Maximum
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year
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]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.39%	4.65%	4.65%	4.55%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.52%	2.89%	3.34%	2.91%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	20 years	23 years	22 years	23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	37 years	38 years	37 years
Charge-offs recognized upon permanent modification	$ 0	$ 0	$ 1	$ 0
Principal deferred	4	5	15	23
Principal forgiven	0	0	1	1
Balance of loans that redefaulted within one year of permanent modification	$ 33	$ 52	$ 103	$ 97
Modifications, weighted-average remaining life			6 years

Loans - Consumer, Excluding C_6

Loans - Consumer, Excluding Credit Card Loan Portfolio, Auto and Other (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	301,403	295,556	$ 298,308
Consumer, excluding credit card | Auto and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	17,694	35,515
Term loans originated in 2021/2020	23,042	19,079
Term loans originated in 2020/2019	12,954	7,531
Term loans originated in 2019/2018	4,750	3,724
Term loans originated in 2018/2017	1,926	1,832
Term loans originated prior to 2018/2017	884	688
Revolving loans within the revolving period	2,311	2,259
Revolving loans converted to term loans	71	133
Total retained loans	$ 63,632	$ 70,761
% of 30 plus days past due to total retained loans, Term loans originated in 2022/2021	0.93%	0.54%
% of 30 plus days past due to total retained loans, Term loans originated in 2021/2020	0.87%	0.47%
% of 30 plus days past due to total retained loans, Term loans originated in 2020/2019	0.63%	1.17%
% of 30 plus days past due to total retained loans, Term loans originated in 2019/2018	1.33%	1.42%
% of 30 plus days past due to total retained loans, Term loans originated in 2018/2017	1.77%	1.75%
% of 30 plus days past due to total retained loans, Term loans originated prior to 2018/2017	2.49%	3.20%
% of 30 plus days past due to total retained loans, Revolving loans within the revolving period	0.87%	0.75%
% of 30 plus days past due to total retained loans, Revolving loans converted to term loans	7.04%	9.77%
% of 30 plus days past due to total retained loans	0.93%	0.71%
Consumer, excluding credit card | Auto and other | Paycheck Protection Program (PPP)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 791	$ 5,400
Current | Consumer, excluding credit card | Auto and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	17,530	35,323
Term loans originated in 2021/2020	22,540	18,324
Term loans originated in 2020/2019	12,815	7,443
Term loans originated in 2019/2018	4,687	3,671
Term loans originated in 2018/2017	1,892	1,800
Term loans originated prior to 2018/2017	862	666
Revolving loans within the revolving period	2,291	2,242
Revolving loans converted to term loans	66	120
Total retained loans	62,683	69,589
Current | Consumer, excluding credit card | Auto and other | Paycheck Protection Program (PPP)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021		4,400
Term loans originated in 2021/2020	653	1,000
Term loans originated in 2020/2019	138
30 or more days past due | Consumer, excluding credit card | Auto and other | Paycheck Protection Program (PPP)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	358	667
30–119 days past due | Consumer, excluding credit card | Auto and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	164	192
Term loans originated in 2021/2020	502	720
Term loans originated in 2020/2019	86	88
Term loans originated in 2019/2018	63	53
Term loans originated in 2018/2017	34	31
Term loans originated prior to 2018/2017	21	21
Revolving loans within the revolving period	15	12
Revolving loans converted to term loans	3	6
Total retained loans	888	1,123
120 or more days past due | Consumer, excluding credit card | Auto and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Term loans originated in 2022/2021	0	0
Term loans originated in 2021/2020	0	35
Term loans originated in 2020/2019	53	0
Term loans originated in 2019/2018	0	0
Term loans originated in 2018/2017	0	1
Term loans originated prior to 2018/2017	1	1
Revolving loans within the revolving period	5	5
Revolving loans converted to term loans	2	7
Total retained loans	$ 61	$ 49

Loans - Consumer, Excluding C_7

Loans - Consumer, Excluding Credit Card Loan Portfolio, Auto and Other, Nonaccrual Loans and Other Credit Quality Indicators (Details) - USD ($)	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	$ 1,068,073,000,000	$ 1,010,206,000,000	$ 974,260,000,000
Consumer, excluding credit card
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	301,403,000,000	295,556,000,000	$ 298,308,000,000
Consumer, excluding credit card | Auto and other
Financing Receivable, Credit Quality Indicator [Line Items]
Nonaccrual loans	120,000,000	119,000,000
Retained loans	63,632,000,000	70,761,000,000
Consumer, excluding credit card | Auto and other | Paycheck Protection Program (PPP)
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	791,000,000	5,400,000,000
Consumer, excluding credit card | Auto and other | Not U.S. government-guaranteed
Financing Receivable, Credit Quality Indicator [Line Items]
90 or more days past due and still accruing	0	0
Consumer, excluding credit card | Auto and other | 90 or more days past due | Paycheck Protection Program (PPP)
Financing Receivable, Credit Quality Indicator [Line Items]
Nonaccrual loans	53,000,000	35,000,000
Retained loans	57,000,000	506,000,000
Consumer, excluding credit card | Auto and other | California
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	9,904,000,000	11,163,000,000
Consumer, excluding credit card | Auto and other | Texas
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	7,233,000,000	7,859,000,000
Consumer, excluding credit card | Auto and other | Florida
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	4,792,000,000	4,901,000,000
Consumer, excluding credit card | Auto and other | New York
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	4,401,000,000	5,848,000,000
Consumer, excluding credit card | Auto and other | Illinois
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	2,762,000,000	2,930,000,000
Consumer, excluding credit card | Auto and other | New Jersey
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	2,219,000,000	2,355,000,000
Consumer, excluding credit card | Auto and other | Pennsylvania
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	1,843,000,000	2,004,000,000
Consumer, excluding credit card | Auto and other | Georgia
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	1,698,000,000	1,748,000,000
Consumer, excluding credit card | Auto and other | Louisiana
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	1,615,000,000	1,801,000,000
Consumer, excluding credit card | Auto and other | Arizona
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	1,590,000,000	1,887,000,000
Consumer, excluding credit card | Auto and other | All other
Financing Receivable, Credit Quality Indicator [Line Items]
Retained loans	$ 25,575,000,000	$ 28,265,000,000

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio, Delinquency Information (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Revolving loans within the revolving period	169,668	153,309
Revolving loans converted to term loans	794	987
Total retained loans	$ 170,462	$ 154,296
% of 30 plus days past due to total retained loans, Revolving loans within the revolving period	1.19%	0.99%
% of 30 plus days past due to total retained loans, Revolving loans converted to term loans	10.96%	8.71%
% of 30 plus days past due to total retained loans	1.23%	1.04%
% of 90 plus days past due to total retained loans, Revolving loans within the revolving period	0.55%	0.48%
% of 90 plus days past due to total retained loans, Revolving loans converted to term loans	3.53%	2.74%
% of 90 plus days past due to total retained loans	0.57%	0.50%
Credit card | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Revolving loans within the revolving period	$ 167,654	$ 151,798
Revolving loans converted to term loans	707	901
Total retained loans	168,361	152,699
Credit card | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Revolving loans within the revolving period	1,078	770
Revolving loans converted to term loans	59	59
Total retained loans	1,137	829
Credit card | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Revolving loans within the revolving period	936	741
Revolving loans converted to term loans	28	27
Total retained loans	$ 964	$ 768

Loans - Credit Card Loan Port_2

Loans - Credit Card Loan Portfolio, Other Credit Quality Indicators (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 170,462	$ 154,296
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	87.20%	88.50%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	12.60%	11.30%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available	0.20%	0.20%
Credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 25,811	$ 23,030
Credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	17,672	15,879
Credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,085	12,652
Credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,702	10,412
Credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,402	8,530
Credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,078	6,367
Credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,325	4,923
Credit card | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,124	4,573
Credit card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,033	4,708
Credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,112	3,773
Credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 65,118	$ 59,449

Loans - Credit Card Portfolio,

Loans - Credit Card Portfolio, Loan Modifications (Details) - Credit card $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022 USD ($)	Sep. 30, 2021 USD ($)	Sep. 30, 2022 USD ($) loan_payment	Sep. 30, 2021 USD ($)
Financing Receivable, Impaired [Line Items]
Fixed payment plan period			60 months
New enrollments, percent of total retained credit card loans (less than)			1%
Balance of new TDRs	$ 111	$ 82	$ 274	$ 315
Weighted-average interest rate of loans – before TDR	20.26%	17.75%	19.19%	17.79%
Weighted-average interest rate of loans – after TDR	3.81%	5.15%	4.37%	5.19%
Balance of loans that redefaulted within one year of modification	$ 9	$ 13	$ 26	$ 45
Number of years before payment default under a modified loan			1 year
Modified loans, payment default, number of payments past due | loan_payment			2

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio, Internal Risk Ratings (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 596,208	$ 560,354	$ 532,786
% of investment-grade to total retained loans	71%	73.17%
% of total criticized to total retained loans	2.53%	2.39%
% of criticized nonaccrual to total retained loans	0.32%	0.37%
Wholesale | Paycheck Protection Program (PPP) | 90 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 28	$ 127
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	423,292	410,011
Wholesale | Investment-grade | Paycheck Protection Program (PPP)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	215	1,300
Wholesale | Total noninvestment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	172,916	150,343
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	157,831	136,974
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	13,203	11,315
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,882	2,054
Wholesale | Secured by real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 125,139	$ 118,835
% of investment-grade to total retained loans	78.43%	77.73%
% of total criticized to total retained loans	2.71%	3.34%
% of criticized nonaccrual to total retained loans	0.19%	0.27%
Term loans originated in 2022/2021	$ 24,939	$ 28,710
Term loans originated in 2021/2020	28,025	19,856
Term loans originated in 2020/2019	18,208	21,829
Term loans originated in 2019/2018	18,758	11,909
Term loans originated in 2018/2017	8,545	10,159
Term loans originated prior to 2018/2017	24,783	24,679
Revolving loans within the revolving period	1,872	1,684
Revolving loans converted to term loans	9	9
Wholesale | Secured by real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	98,149	92,369
Term loans originated in 2022/2021	20,077	23,346
Term loans originated in 2021/2020	22,610	16,030
Term loans originated in 2020/2019	14,930	17,265
Term loans originated in 2019/2018	14,995	8,103
Term loans originated in 2018/2017	5,985	7,325
Term loans originated prior to 2018/2017	18,503	19,066
Revolving loans within the revolving period	1,042	1,226
Revolving loans converted to term loans	7	8
Wholesale | Secured by real estate | Total noninvestment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	26,990	26,466
Term loans originated in 2022/2021	4,862	5,364
Term loans originated in 2021/2020	5,415	3,826
Term loans originated in 2020/2019	3,278	4,564
Term loans originated in 2019/2018	3,763	3,806
Term loans originated in 2018/2017	2,560	2,834
Term loans originated prior to 2018/2017	6,280	5,613
Revolving loans within the revolving period	830	458
Revolving loans converted to term loans	2	1
Wholesale | Secured by real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	23,599	22,495
Wholesale | Secured by real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,156	3,645
Wholesale | Secured by real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 235	$ 326
% of criticized nonaccrual to total retained loans	0.19%	0.27%
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 165,493	$ 145,691
% of investment-grade to total retained loans	47.31%	52.02%
% of total criticized to total retained loans	5.99%	5.40%
% of criticized nonaccrual to total retained loans	0.57%	0.67%
Term loans originated in 2022/2021	$ 37,885	$ 40,656
Term loans originated in 2021/2020	22,910	13,380
Term loans originated in 2020/2019	7,542	8,168
Term loans originated in 2019/2018	5,283	3,446
Term loans originated in 2018/2017	1,743	2,038
Term loans originated prior to 2018/2017	2,208	1,249
Revolving loans within the revolving period	87,746	76,679
Revolving loans converted to term loans	176	75
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	78,303	75,783
Term loans originated in 2022/2021	18,514	21,342
Term loans originated in 2021/2020	9,621	6,268
Term loans originated in 2020/2019	3,722	3,609
Term loans originated in 2019/2018	2,186	1,269
Term loans originated in 2018/2017	940	1,108
Term loans originated prior to 2018/2017	1,233	819
Revolving loans within the revolving period	41,991	41,367
Revolving loans converted to term loans	96	1
Wholesale | Commercial and industrial | Investment-grade | Paycheck Protection Program (PPP)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	188	1,100
Term loans originated in 2022/2021		698
Term loans originated in 2021/2020	82	396
Term loans originated in 2020/2019	106
Wholesale | Commercial and industrial | Total noninvestment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	87,190	69,908
Term loans originated in 2022/2021	19,371	19,314
Term loans originated in 2021/2020	13,289	7,112
Term loans originated in 2020/2019	3,820	4,559
Term loans originated in 2019/2018	3,097	2,177
Term loans originated in 2018/2017	803	930
Term loans originated prior to 2018/2017	975	430
Revolving loans within the revolving period	45,755	35,312
Revolving loans converted to term loans	80	74
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	77,270	62,039
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,976	6,900
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	944	969
Wholesale | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 305,576	$ 295,828
% of investment-grade to total retained loans	80.78%	81.76%
% of total criticized to total retained loans	0.58%	0.52%
% of criticized nonaccrual to total retained loans	0.23%	0.26%
Term loans originated in 2022/2021	$ 42,298	$ 43,687
Term loans originated in 2021/2020	24,003	20,228
Term loans originated in 2020/2019	16,162	7,580
Term loans originated in 2019/2018	5,633	3,820
Term loans originated in 2018/2017	2,943	4,086
Term loans originated prior to 2018/2017	8,601	8,118
Revolving loans within the revolving period	204,832	207,703
Revolving loans converted to term loans	1,104	606
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	246,840	241,859
Term loans originated in 2022/2021	29,605	26,782
Term loans originated in 2021/2020	16,432	17,829
Term loans originated in 2020/2019	13,933	6,125
Term loans originated in 2019/2018	4,935	2,885
Term loans originated in 2018/2017	2,422	3,868
Term loans originated prior to 2018/2017	8,097	7,651
Revolving loans within the revolving period	170,329	176,118
Revolving loans converted to term loans	1,087	601
Wholesale | Other | Total noninvestment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	58,736	53,969
Term loans originated in 2022/2021	12,693	16,905
Term loans originated in 2021/2020	7,571	2,399
Term loans originated in 2020/2019	2,229	1,455
Term loans originated in 2019/2018	698	935
Term loans originated in 2018/2017	521	218
Term loans originated prior to 2018/2017	504	467
Revolving loans within the revolving period	34,503	31,585
Revolving loans converted to term loans	17	5
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	56,962	52,440
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,071	770
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 703	$ 759

Loans - Wholesale Loan Portfo_2

Loans - Wholesale Loan Portfolio, Loans Secured by Real Estate (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 596,208	$ 560,354	$ 532,786
% of criticized to total retained loans secured by real estate	2.53%	2.39%
% of criticized nonaccrual loans to total retained loans secured by real estate	0.32%	0.37%
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,882	$ 2,054
Wholesale | Secured by real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 125,139	$ 118,835
% of criticized to total retained loans secured by real estate	2.71%	3.34%
% of criticized nonaccrual loans to total retained loans secured by real estate	0.19%	0.27%
Wholesale | Secured by real estate | Criticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 3,391	$ 3,971
% of criticized to total retained loans secured by real estate	2.71%	3.34%
Wholesale | Secured by real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 235	$ 326
% of criticized nonaccrual loans to total retained loans secured by real estate	0.19%	0.27%
Wholesale | Secured by real estate | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 78,566	$ 73,801
Wholesale | Secured by real estate | Multifamily | Criticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,560	$ 1,671
% of criticized to total retained loans secured by real estate	1.99%	2.26%
Wholesale | Secured by real estate | Multifamily | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 53	$ 91
% of criticized nonaccrual loans to total retained loans secured by real estate	0.07%	0.12%
Wholesale | Secured by real estate | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 46,573	$ 45,034
Wholesale | Secured by real estate | Other commercial | Criticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,831	$ 2,300
% of criticized to total retained loans secured by real estate	3.93%	5.11%
Wholesale | Secured by real estate | Other commercial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 182	$ 235
% of criticized nonaccrual loans to total retained loans secured by real estate	0.39%	0.52%

Loans - Wholesale Loan Portfo_3

Loans - Wholesale Loan Portfolio, Geographic Distribution and Delinquency (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021	Sep. 30, 2021
Financing Receivable, Past Due [Line Items]
Retained loans	$ 1,068,073	$ 1,010,206	$ 974,260
Wholesale
Financing Receivable, Past Due [Line Items]
Retained loans	596,208	560,354	$ 532,786
Wholesale | Criticized nonaccrual
Financing Receivable, Past Due [Line Items]
Retained loans	1,882	2,054
Wholesale | Current
Financing Receivable, Past Due [Line Items]
Retained loans	590,756	554,980
Wholesale | 30–89 days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	3,068	3,114
Wholesale | 90 or more days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	502	206
Wholesale | 90 or more days past due | Paycheck Protection Program (PPP)
Financing Receivable, Past Due [Line Items]
Retained loans	28	127
Wholesale | Total U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	472,680	437,931
Wholesale | Total non-U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	123,528	122,423
Wholesale | Secured by real estate
Financing Receivable, Past Due [Line Items]
Retained loans	125,139	118,835
Wholesale | Secured by real estate | Criticized nonaccrual
Financing Receivable, Past Due [Line Items]
Retained loans	235	326
Wholesale | Secured by real estate | Current
Financing Receivable, Past Due [Line Items]
Retained loans	124,744	118,163
Wholesale | Secured by real estate | 30–89 days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	144	331
Wholesale | Secured by real estate | 90 or more days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	16	15
Wholesale | Secured by real estate | Total U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	122,226	115,732
Wholesale | Secured by real estate | Total non-U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	2,913	3,103
Wholesale | Commercial and industrial
Financing Receivable, Past Due [Line Items]
Retained loans	165,493	145,691
Wholesale | Commercial and industrial | Criticized nonaccrual
Financing Receivable, Past Due [Line Items]
Retained loans	944	969
Wholesale | Commercial and industrial | Current
Financing Receivable, Past Due [Line Items]
Retained loans	162,738	143,459
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	1,529	1,193
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	282	70
Wholesale | Commercial and industrial | Total U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	125,010	106,449
Wholesale | Commercial and industrial | Total non-U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	40,483	39,242
Wholesale | Other
Financing Receivable, Past Due [Line Items]
Retained loans	305,576	295,828
Wholesale | Other | Criticized nonaccrual
Financing Receivable, Past Due [Line Items]
Retained loans	703	759
Wholesale | Other | Current
Financing Receivable, Past Due [Line Items]
Retained loans	303,274	293,358
Wholesale | Other | 30–89 days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	1,395	1,590
Wholesale | Other | 90 or more days past due and still accruing
Financing Receivable, Past Due [Line Items]
Retained loans	204	121
Wholesale | Other | Total U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	225,444	215,750
Wholesale | Other | Total non-U.S.
Financing Receivable, Past Due [Line Items]
Retained loans	$ 80,132	$ 80,078

Loans - Wholesale Loan Portfo_4

Loans - Wholesale Loan Portfolio, Nonaccrual (Details) - Wholesale - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Financing Receivable, Nonaccrual [Line Items]
With an allowance	$ 1,266	$ 1,144
Without an allowance	616	910
Total nonaccrual loans	1,882	2,054
Secured by real estate
Financing Receivable, Nonaccrual [Line Items]
With an allowance	164	254
Without an allowance	71	72
Total nonaccrual loans	235	326
Commercial and industrial
Financing Receivable, Nonaccrual [Line Items]
With an allowance	699	604
Without an allowance	245	365
Total nonaccrual loans	944	969
Other
Financing Receivable, Nonaccrual [Line Items]
With an allowance	403	286
Without an allowance	300	473
Total nonaccrual loans	$ 703	$ 759

Loans - Wholesale Loan Portfo_5

Loans - Wholesale Loan Portfolio, Loan Modifications (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Financing Receivable, Impaired [Line Items]
New TDRs	$ 108	$ 180	$ 587	$ 832
Loans modified in TDRs	$ 852		$ 852		$ 607

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Allowance for loan losses
Beginning balance	$ 16,386	$ 28,328
Gross charge-offs	3,116	3,596
Gross recoveries collected	(1,150)	(1,281)
Net charge-offs/(recoveries)	1,966	2,315
Provision for loan losses	3,763	(7,857)
Other	2	(6)
Ending balance	18,185	18,150
Allowance for lending-related commitments
Beginning balance	2,261	2,409
Provision for lending-related commitments	289	(106)
Other	1	2
Ending balance	2,551	2,305
Total allowance for investment securities	61	73	$ 42
Total allowance for credit losses	20,797	20,528
Allowance for loan losses by impairment methodology
Asset-specific	(34)	169
Portfolio-based	18,219	17,981
Total allowance for loan losses	18,185	18,150	16,386
Loans by impairment methodology
Asset-specific	15,294	17,877
Portfolio-based	1,052,779	956,383
Total retained loans	1,068,073	974,260	1,010,206
Allowance for lending-related commitments by impairment methodology
Asset-specific	84	129
Portfolio-based	2,467	2,176
Total allowance for lending-related commitments	2,551	2,305	2,261
Lending-related commitments by impairment methodology
Asset-specific	470	641
Portfolio-based	474,789	494,367
Total lending-related commitments	475,259	495,008
Net addition to the allowance for credit losses	2,100
CIB
Lending-related commitments by impairment methodology
Allowance for credit losses associated with accounts receivable	30
Collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)	(16)	35
Collateral-dependent loans
Loans measured at fair value of collateral less cost to sell	4,255	4,824
Consumer-related
Lending-related commitments by impairment methodology
Net addition to the allowance for credit losses	168
Consumer, excluding credit card
Allowance for loan losses
Beginning balance	1,765	3,636
Gross charge-offs	590	452
Gross recoveries collected	(441)	(470)
Net charge-offs/(recoveries)	149	(18)
Provision for loan losses	202	(1,778)
Other	1	(2)
Ending balance	1,819	1,874
Allowance for lending-related commitments
Beginning balance	113	187
Provision for lending-related commitments	(36)	(45)
Other	0	0
Ending balance	77	142
Total allowance for credit losses	1,896	2,016
Allowance for loan losses by impairment methodology
Asset-specific	(702)	(571)
Portfolio-based	2,521	2,445
Total allowance for loan losses	1,819	1,874	1,765
Loans by impairment methodology
Asset-specific	12,218	14,464
Portfolio-based	289,185	283,844
Total retained loans	301,403	298,308	295,556
Allowance for lending-related commitments by impairment methodology
Asset-specific	0	0
Portfolio-based	77	142
Total allowance for lending-related commitments	77	142	113
Lending-related commitments by impairment methodology
Asset-specific	0	0
Portfolio-based	22,259	36,819
Total lending-related commitments	22,259	36,819
Credit card lending-related commitments not permitted to have an allowance for credit losses	12,600	19,900
Consumer, excluding credit card | Collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)	(29)	26
Collateral-dependent loans
Loans measured at fair value of collateral less cost to sell	3,718	4,460
Credit card
Allowance for loan losses
Beginning balance	10,250	17,800
Gross charge-offs	2,294	2,957
Gross recoveries collected	(616)	(724)
Net charge-offs/(recoveries)	1,678	2,233
Provision for loan losses	1,828	(3,917)
Other	0	0
Ending balance	10,400	11,650
Allowance for lending-related commitments
Beginning balance	0	0
Provision for lending-related commitments	0	0
Other	0	0
Ending balance	0	0
Total allowance for credit losses	10,400	11,650
Allowance for loan losses by impairment methodology
Asset-specific	218	383
Portfolio-based	10,182	11,267
Total allowance for loan losses	10,400	11,650	10,250
Loans by impairment methodology
Asset-specific	794	1,083
Portfolio-based	169,668	142,083
Total retained loans	170,462	143,166
Allowance for lending-related commitments by impairment methodology
Asset-specific	0	0
Portfolio-based	0	0
Total allowance for lending-related commitments	0	0	0
Lending-related commitments by impairment methodology
Asset-specific	0	0
Portfolio-based	0	0
Total lending-related commitments	0	0
Credit card lending-related commitments not permitted to have an allowance for credit losses	798,900	710,600
Credit card | Collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)	0	0
Collateral-dependent loans
Loans measured at fair value of collateral less cost to sell	0	0
Wholesale
Allowance for loan losses
Beginning balance	4,371	6,892
Gross charge-offs	232	187
Gross recoveries collected	(93)	(87)
Net charge-offs/(recoveries)	139	100
Provision for loan losses	1,733	(2,162)
Other	1	(4)
Ending balance	5,966	4,626
Allowance for lending-related commitments
Beginning balance	2,148	2,222
Provision for lending-related commitments	325	(61)
Other	1	2
Ending balance	2,474	2,163
Total allowance for credit losses	8,440	6,789
Allowance for loan losses by impairment methodology
Asset-specific	450	357
Portfolio-based	5,516	4,269
Total allowance for loan losses	5,966	4,626	4,371
Loans by impairment methodology
Asset-specific	2,282	2,330
Portfolio-based	593,926	530,456
Total retained loans	596,208	532,786	560,354
Allowance for lending-related commitments by impairment methodology
Asset-specific	84	129
Portfolio-based	2,390	2,034
Total allowance for lending-related commitments	2,474	2,163	$ 2,148
Lending-related commitments by impairment methodology
Asset-specific	470	641
Portfolio-based	452,530	457,548
Total lending-related commitments	453,000	458,189
Credit card lending-related commitments not permitted to have an allowance for credit losses	20,000	41,000
Net addition to the allowance for credit losses	1,900
Wholesale | Collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)	13	9
Collateral-dependent loans
Loans measured at fair value of collateral less cost to sell	$ 537	$ 364

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored VIEs (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Total assets held by securitization VIEs	$ 230,299	$ 216,745
Retained securitization interests, risk-rated 'A' or better, at fair value	86%	79%
Corporate & Investment Bank
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Senior securities purchased in connection with CIB's secondary market-making activities	$ 252	$ 145
Subordinated securities purchased in connection with CIB's secondary market-making activities	159	36
Residential mortgage | Investment-grade
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Fair value of retained interests	2,500	1,600
Residential mortgage | Noninvestment-grade
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Fair value of retained interests	26	131
Residential mortgage | Prime / Alt-A & option ARMs
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Total assets held by securitization VIEs	56,227	55,085
Residential mortgage | Subprime
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Total assets held by securitization VIEs	10,063	10,966
Commercial and other
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Total assets held by securitization VIEs	164,009	150,694
Commercial and other | Investment-grade
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Fair value of retained interests	5,400	3,500
Commercial and other | Noninvestment-grade
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Fair value of retained interests	1,100	929
VIEs consolidated by the Firm
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in consolidated securitization VIEs	776	969
VIEs consolidated by the Firm | Residential mortgage | Prime / Alt-A & option ARMs
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in consolidated securitization VIEs	776	942
VIEs consolidated by the Firm | Residential mortgage | Subprime
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in consolidated securitization VIEs	0	27
VIEs consolidated by the Firm | Commercial and other
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in consolidated securitization VIEs	0	0
Nonconsolidated entities
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in nonconsolidated securitization VIEs with continuing involvement	171,608	150,842
Interest in securitized assets in nonconsolidated VIEs	9,044	6,206
Nonconsolidated entities | Trading assets
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	1,238	1,647
Nonconsolidated entities | Investment securities
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	7,163	3,958
Nonconsolidated entities | Other financial assets
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	643	601
Nonconsolidated entities | Residential mortgage | Prime / Alt-A & option ARMs
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in nonconsolidated securitization VIEs with continuing involvement	47,632	47,029
Interest in securitized assets in nonconsolidated VIEs	2,526	1,753
Nonconsolidated entities | Residential mortgage | Subprime
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in nonconsolidated securitization VIEs with continuing involvement	4,589	10,115
Interest in securitized assets in nonconsolidated VIEs	6	2
Nonconsolidated entities | Residential mortgage | Trading assets | Prime / Alt-A & option ARMs
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	645	974
Nonconsolidated entities | Residential mortgage | Trading assets | Subprime
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	6	2
Nonconsolidated entities | Residential mortgage | Investment securities | Prime / Alt-A & option ARMs
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	1,881	684
Nonconsolidated entities | Residential mortgage | Investment securities | Subprime
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	0	0
Nonconsolidated entities | Residential mortgage | Other financial assets | Prime / Alt-A & option ARMs
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	0	95
Nonconsolidated entities | Residential mortgage | Other financial assets | Subprime
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	0	0
Nonconsolidated entities | Commercial and other
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Assets held in nonconsolidated securitization VIEs with continuing involvement	119,387	93,698
Interest in securitized assets in nonconsolidated VIEs	6,512	4,451
Nonconsolidated entities | Commercial and other | Trading assets
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	587	671
Nonconsolidated entities | Commercial and other | Investment securities
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	5,282	3,274
Nonconsolidated entities | Commercial and other | Other financial assets
Firm sponsored mortgage and other consumer securitization trusts [Abstract]
Interest in securitized assets in nonconsolidated VIEs	$ 643	$ 506

Variable Interest Entities - Re

Variable Interest Entities - Re-securitizations (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Transfers of securities to VIEs
U.S. GSEs and government agencies	$ 1,417	$ 11,258	$ 14,866	$ 43,157
U.S. GSEs and government agencies | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Interest in VIEs	$ 2,138		$ 2,138		$ 1,947

Variable Interest Entities - Mu

Variable Interest Entities - Multi-seller conduits (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 1,306,673	$ 1,262,313
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	12,500	13,700
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 11,500	$ 13,400

Variable Interest Entities - Co

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) - USD ($) $ in Millions		Sep. 30, 2022		Dec. 31, 2021		Sep. 30, 2021
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 506,487		$ 433,575
Loans		1,094,448		1,061,328
Other		183,512		181,498
Total assets		3,773,884	[1]	3,743,567	[1]	$ 3,757,576
Beneficial interests in VIE assets		12,079		10,750
Total liabilities	[1]	3,485,866		3,449,440
VIEs consolidated by the Firm
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		1,991		2,010
Loans		31,597		33,024
Other		562		490
Total assets		34,150		35,524
Beneficial interests in VIE assets		12,079		10,750
Other		274		245
Total liabilities		12,353		10,995
Beneficial interests in VIE assets, long term		2,100		2,600
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]
Trading assets		0		0
Loans		9,186		11,108
Other		93		102
Total assets		9,279		11,210
Beneficial interests in VIE assets		1,996		2,397
Other		3		1
Total liabilities		1,999		2,398
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]
Trading assets		0		1
Loans		20,803		19,883
Other		134		71
Total assets		20,937		19,955
Beneficial interests in VIE assets		8,500		6,198
Other		40		41
Total liabilities		8,540		6,239
VIEs consolidated by the Firm | Municipal bond vehicles
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		1,991		2,009
Loans		0		0
Other		7		2
Total assets		1,998		2,011
Beneficial interests in VIE assets		1,436		1,976
Other		5		0
Total liabilities		1,441		1,976
VIEs consolidated by the Firm | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		0		0
Loans		798		955
Other		12		32
Total assets		810		987
Beneficial interests in VIE assets		147		179
Other		69		85
Total liabilities		216		264
VIEs consolidated by the Firm | Other
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		0		0
Loans		810		1,078
Other		316		283
Total assets		1,126		1,361
Beneficial interests in VIE assets		0		0
Other		157		118
Total liabilities		$ 157		$ 118
[1]The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2022, and December 31, 2021. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. Refer to Note 13 for a further discussion. (in millions) September 30, 2022 December 31, 2021 Assets Trading assets $ 1,991 $ 2,010 Loans 31,597 33,024 All other assets 562 490 Total assets $ 34,150 $ 35,524 Liabilities Beneficial interests issued by consolidated VIEs $ 12,079 $ 10,750 All other liabilities 274 245 Total liabilities $ 12,353 $ 10,995

Variable Interest Entities - VI

Variable Interest Entities - VIEs Sponsored by Third Parties (Details) - USD ($) $ in Millions	Sep. 30, 2022		Dec. 31, 2021		Sep. 30, 2021
Variable Interest Entity [Line Items]
Fair value of assets held by VIE	$ 3,773,884	[1]	$ 3,743,567	[1]	$ 3,757,576
Nonconsolidated entities | Tax credit vehicles
Variable Interest Entity [Line Items]
Maximum exposure	27,600		26,800
Unfunded commitments	10,000		9,400
Nonconsolidated entities | Municipal bond vehicles
Variable Interest Entity [Line Items]
Maximum exposure	6,200		6,800
Fair value of assets held by VIE	$ 8,200		$ 10,500
[1]The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2022, and December 31, 2021. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. Refer to Note 13 for a further discussion. (in millions) September 30, 2022 December 31, 2021 Assets Trading assets $ 1,991 $ 2,010 Loans 31,597 33,024 All other assets 562 490 Total assets $ 34,150 $ 35,524 Liabilities Beneficial interests issued by consolidated VIEs $ 12,079 $ 10,750 All other liabilities 274 245 Total liabilities $ 12,353 $ 10,995

Variable Interest Entities - Se

Variable Interest Entities - Securitization Activity (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Residential mortgage
Securitization activity [Abstract]
Principal securitized	$ 386	$ 8,245	$ 9,909	$ 16,437
All cash flows during the period:
Proceeds received from loan sales as financial instruments	375	8,424	9,504	16,876
Servicing fees collected	12	39	56	121
Cash flows received on interests	131	121	413	477
Commercial and other
Securitization activity [Abstract]
Principal securitized	1,297	4,426	8,355	9,214
All cash flows during the period:
Proceeds received from loan sales as financial instruments	1,278	4,456	8,253	9,335
Servicing fees collected	0	0	0	0
Cash flows received on interests	$ 71	$ 92	$ 196	$ 215

Variable Interest Entities - Lo

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Summary of loan sale activities
Carrying value of loans sold	$ 9,501	$ 29,033	$ 43,890	$ 76,639
Proceeds received from loan sales as cash	2	70	15	110
Proceeds from loans sales as securities	9,352	28,549	43,161	75,331
Total proceeds received from loan sales	9,354	28,619	43,176	75,441
Gains/(losses) on loan sales	$ (25)	$ 0	$ (25)	$ 4

Variable Interest Entities - Sc

Variable Interest Entities - Schedule of Options to Repurchase Delinquent Loans (Details) - Nonconsolidated entities - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Variable Interest Entity [Line Items]
Loans repurchased or option to repurchase	$ 877	$ 1,022
Real estate acquired through foreclosure	9	5
Residential mortgage
Variable Interest Entity [Line Items]
Real estate acquired through foreclosure	$ 26	$ 36

Variable Interest Entities - _2

Variable Interest Entities - Loan Delinquencies and Liquidation Losses (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 or more days past due and still accruing	$ 2,947		$ 2,947		$ 5,531
Net liquidation losses/(recoveries)	5	$ 244	(14)	$ 297
Securitized loans | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 or more days past due and still accruing	950		950		1,456
Net liquidation losses/(recoveries)	11	244	22	265
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	171,608		171,608		150,842
Nonconsolidated entities | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	119,387		119,387		93,698
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 or more days past due and still accruing	1,384		1,384		2,466
Net liquidation losses/(recoveries)	(5)	0	(32)	14
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	47,632		47,632		47,029
Subprime | Securitized loans | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 or more days past due and still accruing	613		613		1,609
Net liquidation losses/(recoveries)	(1)	$ 0	(4)	$ 18
Subprime | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	$ 4,589		$ 4,589		$ 10,115

Goodwill and Mortgage Servici_3

Goodwill and Mortgage Servicing Rights - by Business Segment and Corporate (Details) - USD ($) $ in Millions	Sep. 30, 2022	Jun. 30, 2022	Dec. 31, 2021	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020
Goodwill [Line Items]
Total goodwill	$ 51,461	$ 50,697	$ 50,315	$ 50,313	$ 49,256	$ 49,248
Corporate
Goodwill [Line Items]
Total goodwill	600		727
Consumer & Community Banking
Goodwill [Line Items]
Total goodwill	32,120		31,474
Corporate & Investment Bank
Goodwill [Line Items]
Total goodwill	7,909		7,906
Commercial Banking
Goodwill [Line Items]
Total goodwill	2,985		2,986
Asset & Wealth Management
Goodwill [Line Items]
Total goodwill	$ 7,847		$ 7,222

Goodwill and Mortgage Servici_4

Goodwill and Mortgage Servicing Rights - Goodwill Changes During Period (Details) - USD ($)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Goodwill [Roll Forward]
Balance at beginning of period	$ 50,697,000,000	$ 49,256,000,000	$ 50,315,000,000	$ 49,248,000,000	$ 49,248,000,000
Changes during the period from:
Business combinations	882,000,000	1,065,000,000	1,352,000,000	1,065,000,000
Other	(118,000,000)	(8,000,000)	(206,000,000)	0
Balance at end of period	$ 51,461,000,000	$ 50,313,000,000	51,461,000,000	$ 50,313,000,000	50,315,000,000
Goodwill impairment			$ 0		$ 0

Goodwill and Mortgage Servici_5

Goodwill and Mortgage Servicing Rights - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Mortgage Servicing Rights [Roll Forward]
Fair value at beginning of period	$ 7,439	$ 4,549	$ 5,494	$ 3,276
MSR activity:
Originations of MSRs	140	429	736	1,252
Purchase of MSRs	370	584	1,245	1,158
Disposition of MSRs	(79)	1	(750)	(23)
Net additions/(dispositions)	431	1,014	1,231	2,387
Changes due to collection/realization of expected cash flows	(234)	(201)	(702)	(570)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	465	133	2,012	469
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	36	119	36	96
Discount rates	0	0	0	0
Prepayment model changes and other	3	(263)	69	(307)
Total changes in valuation due to other inputs and assumptions	39	(144)	105	(211)
Total changes in valuation due to inputs and assumptions	504	(11)	2,117	258
Fair value at end of period	8,140	5,351	8,140	5,351
Changes in unrealized gains/(losses) included in income related to MSRs	504	(11)	2,117	258
Contractual service fees, late fees and other ancillary fees included in income	391	334	1,156	932
Third-party mortgage loans serviced	587,000	510,000	587,000	510,000
Servicer advances, net of an allowance for uncollectible amounts	$ 800	$ 1,700	$ 800	$ 1,700

Goodwill and Mortgage Servici_6

Goodwill and Mortgage Servicing Rights - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Risk management:
Mortgage fees and related income	$ 314	$ 600	$ 1,152	$ 1,855
All other	1	4	6	8
Consumer & Community Banking
CCB mortgage fees and related income
Production revenue	93	614	454	1,888
Operating revenue:
Loan servicing revenue	400	328	1,203	892
Changes in MSR asset fair value due to collection/realization of expected cash flows	(234)	(201)	(702)	(570)
Total operating revenue	166	127	501	322
Risk management:
Changes in MSR asset fair value due to market interest rates and other	465	133	2,012	469
Other changes in MSR asset fair value due to other inputs and assumptions in model	39	(144)	105	(211)
Changes in derivative fair value and other	(450)	(134)	(1,926)	(621)
Total risk management	54	(145)	191	(363)
Total net mortgage servicing revenue	220	(18)	692	(41)
Mortgage fees and related income	$ 313	$ 596	$ 1,146	$ 1,847

Goodwill and Mortgage Servici_7

Goodwill and Mortgage Servicing Rights - Key Economic Assumptions (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (constant prepayment rate)	6.27%	9.90%
Impact on fair value of 10% adverse change	$ (187)	$ (210)
Impact on fair value of 20% adverse change	$ (363)	$ (404)
Weighted-average option adjusted spread	5.47%	6.44%
Impact on fair value of a 100 basis point adverse change	$ (344)	$ (225)
Impact on fair value of a 200 basis point adverse change	$ (660)	$ (433)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
U.S. offices
Noninterest-bearing (included $18,476 and $8,115 at fair value)	$ 688,292	$ 711,525
Interest-bearing (included $565 and $629 at fair value)	1,304,012	1,359,932
Total deposits in U.S. offices	1,992,304	2,071,457
Non-U.S. offices
Noninterest-bearing (included $1,296 and $2,420 at fair value)	26,629	26,229
Interest-bearing (included $598 and $169 at fair value)	389,682	364,617
Total deposits in non-U.S. offices	416,311	390,846
Total deposits	2,408,615	2,462,303
Fair value
U.S. offices
Noninterest-bearing (included $18,476 and $8,115 at fair value)	18,476	8,115
Interest-bearing, fair value	565	629
Non-U.S. offices
Noninterest-bearing (included $1,296 and $2,420 at fair value)	1,296	2,420
Interest-bearing, fair value	$ 598	$ 169

Leases - Information Related to

Leases - Information Related to Operating Leases (Details) - USD ($) $ in Millions	Sep. 30, 2022	Dec. 31, 2021
Leases [Abstract]
Right-of-use assets	$ 7,905	$ 7,888
Lease liabilities	$ 8,234	$ 8,328

Leases - Narrative (Details)

Leases - Narrative (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Leases [Abstract]
Net rental expense	$ 496	$ 490	$ 1,500	$ 1,500

Leases - Operating Lease Income

Leases - Operating Lease Income and Related Depreciation Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Leases [Abstract]
Operating Lease, Lease Income, Statement of Income or Comprehensive Income [Extensible Enumeration]	Noninterest Income, Other	Noninterest Income, Other	Noninterest Income, Other	Noninterest Income, Other
Operating lease income	$ 870	$ 1,190	$ 2,863	$ 3,792
Depreciation expense	$ 620	$ 785	$ 1,998	$ 2,595

Preferred Stock (Details)

Preferred Stock (Details) - USD ($) $ / shares in Units, $ in Millions					2 Months Ended	3 Months Ended		9 Months Ended
	Oct. 31, 2022	Oct. 03, 2022	Feb. 01, 2022	Jun. 01, 2021	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						3,283,750		3,283,750		3,483,750
Carrying value						$ 32,838		$ 32,838		$ 34,838
Liquidation value and redemption price per share (in dollars per share)						$ 10,000		$ 10,000
Aggregate liquidation value						$ 33,200		$ 33,200
Series AA
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						0		0		0
Carrying value						$ 0		$ 0		$ 0
Issue date								Jun. 04, 2015
Contractual rate in effect				6.10%				0%
Dividend declared per share (in dollars per share)						$ 0	$ 0	$ 0	$ 305
Preferred stock redeemed				$ 1,430
Series AA | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Sep. 01, 2020
Series BB
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						0		0		0
Carrying value						$ 0		$ 0		$ 0
Issue date								Jul. 29, 2015
Contractual rate in effect				6.15%				0%
Dividend declared per share (in dollars per share)						$ 0	0	$ 0	307.50
Preferred stock redeemed				$ 1,150
Series BB | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Sep. 01, 2020
Series DD
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						169,625		169,625		169,625
Carrying value						$ 1,696		$ 1,696		$ 1,696
Issue date								Sep. 21, 2018
Contractual rate in effect								5.75%
Dividend declared per share (in dollars per share)						$ 143.75	143.75	$ 431.25	431.25
Series DD | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Dec. 01, 2023
Series EE
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						185,000		185,000		185,000
Carrying value						$ 1,850		$ 1,850		$ 1,850
Issue date								Jan. 24, 2019
Contractual rate in effect								6%
Dividend declared per share (in dollars per share)						$ 150	150	$ 450	450
Series EE | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Mar. 01, 2024
Series GG
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						90,000		90,000		90,000
Carrying value						$ 900		$ 900		$ 900
Issue date								Nov. 07, 2019
Contractual rate in effect								4.75%
Dividend declared per share (in dollars per share)						$ 118.75	118.75	$ 356.25	356.25
Series GG | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Dec. 01, 2024
Series JJ
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						150,000		150,000		150,000
Carrying value						$ 1,500		$ 1,500		$ 1,500
Issue date								Mar. 17, 2021
Contractual rate in effect								4.55%
Dividend declared per share (in dollars per share)						$ 113.75	113.75	$ 341.25	207.28
Series JJ | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Jun. 01, 2026
Series LL
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						185,000		185,000		185,000
Carrying value						$ 1,850		$ 1,850		$ 1,850
Issue date								May 20, 2021
Contractual rate in effect								4.625%
Dividend declared per share (in dollars per share)						$ 115.63	129.76	$ 346.89	129.76
Series LL | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Jun. 01, 2026
Series MM
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						200,000		200,000		200,000
Carrying value						$ 2,000		$ 2,000		$ 2,000
Issue date								Jul. 29, 2021
Contractual rate in effect								4.20%
Dividend declared per share (in dollars per share)					$ 0	$ 105		$ 315
Series MM | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Sep. 01, 2026
Series I
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						293,375		293,375		293,375
Carrying value						$ 2,934		$ 2,934		$ 2,934
Issue date								Apr. 23, 2008
Dividend declared per share (in dollars per share)						$ 163.87	90.96	$ 375.03	276.42
Series I | Subsequent Event
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock redeemed	$ 2,930
Series I | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.47%
Series I | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Apr. 30, 2018
Series Q
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						150,000		150,000		150,000
Carrying value						$ 1,500		$ 1,500		$ 1,500
Issue date								Apr. 23, 2013
Contractual rate in effect								5.15%
Dividend declared per share (in dollars per share)						$ 128.75	128.75	$ 386.25	386.25
Series Q | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.25%
Series Q | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								May 01, 2023
Series R
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						150,000		150,000		150,000
Carrying value						$ 1,500		$ 1,500		$ 1,500
Issue date								Jul. 29, 2013
Contractual rate in effect								6%
Dividend declared per share (in dollars per share)						$ 150	150	$ 450	450
Series R | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.30%
Series R | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Aug. 01, 2023
Series S
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						200,000		200,000		200,000
Carrying value						$ 2,000		$ 2,000		$ 2,000
Issue date								Jan. 22, 2014
Contractual rate in effect								6.75%
Dividend declared per share (in dollars per share)						$ 168.75	168.75	$ 506.25	506.25
Series S | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.78%
Series S | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Feb. 01, 2024
Series U
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						100,000		100,000		100,000
Carrying value						$ 1,000		$ 1,000		$ 1,000
Issue date								Mar. 10, 2014
Contractual rate in effect								6.125%
Dividend declared per share (in dollars per share)						$ 153.13	153.13	$ 459.38	459.38
Series U | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.33%
Series U | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Apr. 30, 2024
Series V
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						250,000		250,000		250,000
Carrying value						$ 2,500		$ 2,500		$ 2,500
Issue date								Jun. 09, 2014
Dividend declared per share (in dollars per share)						$ 146.15	88.55	$ 340.91	263.54
Series V | Subsequent Event
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock redeemed		$ 2,500
Series V | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.32%
Series V | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Jul. 01, 2019
Series X
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						160,000		160,000		160,000
Carrying value						$ 1,600		$ 1,600		$ 1,600
Issue date								Sep. 23, 2014
Contractual rate in effect								6.10%
Dividend declared per share (in dollars per share)						$ 152.50	152.50	$ 457.50	457.50
Series X | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.33%
Series X | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Oct. 01, 2024
Series Z
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						0		0		200,000
Carrying value						$ 0		$ 0		$ 2,000
Issue date								Apr. 21, 2015
Contractual rate in effect								0%
Dividend declared per share (in dollars per share)						$ 0	99.23	$ 0	300.97
Preferred stock redeemed			$ 2,000
Series Z | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.80%
Series Z | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								May 01, 2020
Series CC
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						125,750		125,750		125,750
Carrying value						$ 1,258		$ 1,258		$ 1,258
Issue date								Oct. 20, 2017
Contractual rate in effect								4.625%
Dividend declared per share (in dollars per share)						$ 115.63	115.63	$ 346.88	346.88
Series CC | Three-month LIBOR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								2.58%
Series CC | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Nov. 01, 2022
Series FF
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						225,000		225,000		225,000
Carrying value						$ 2,250		$ 2,250		$ 2,250
Issue date								Jul. 31, 2019
Contractual rate in effect								5%
Dividend declared per share (in dollars per share)						$ 125	125	$ 375	375
Series FF | Three-month term SOFR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.38%
Series FF | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Aug. 01, 2024
Series HH
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						300,000		300,000		300,000
Carrying value						$ 3,000		$ 3,000		$ 3,000
Issue date								Jan. 23, 2020
Contractual rate in effect								4.60%
Dividend declared per share (in dollars per share)						$ 115	115	$ 345	345
Series HH | Three-month term SOFR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								3.125%
Series HH | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Feb. 01, 2025
Series II
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						150,000		150,000		150,000
Carrying value						$ 1,500		$ 1,500		$ 1,500
Issue date								Feb. 24, 2020
Contractual rate in effect								4%
Dividend declared per share (in dollars per share)						$ 100	100	$ 300	300
Series II | Three-month term SOFR
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								2.745%
Series II | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Apr. 01, 2025
Series KK
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares (in shares)						200,000		200,000		200,000
Carrying value						$ 2,000		$ 2,000		$ 2,000
Issue date								May 12, 2021
Contractual rate in effect								3.65%
Dividend declared per share (in dollars per share)						$ 91.25	$ 110.51	$ 273.75	$ 110.51
Series KK | Five-year CMT
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Preferred stock dividend rate, variable, basis spread								2.85%
Series KK | Minimum
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Earliest redemption date								Jun. 01, 2026

Earnings per Share (Details)

Earnings per Share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Basic earnings per share
Net income	$ 9,737	$ 11,687	$ 26,668	$ 37,935
Less: Preferred stock dividends	432	402	1,239	1,174
Net income applicable to common equity	9,305	11,285	25,429	36,761
Less: Dividends and undistributed earnings allocated to participating securities	50	56	134	185
Net income applicable to common stockholders	$ 9,255	$ 11,229	$ 25,295	$ 36,576
Total weighted-average basic shares outstanding (in shares)	2,961.2	2,999.9	2,966.8	3,036.4
Net income per share (in dollars per share)	$ 3.13	$ 3.74	$ 8.53	$ 12.05
Diluted earnings per share
Net income applicable to common stockholders	$ 9,255	$ 11,229	$ 25,295	$ 36,576
Total weighted-average basic shares outstanding (in shares)	2,961.2	2,999.9	2,966.8	3,036.4
Add: Dilutive impact of SARs and employee stock options, unvested PSUs and nondividend-earning RSUs (in shares)	4.2	5.2	4.1	5.3
Total weighted-average diluted shares outstanding (in shares)	2,965.4	3,005.1	2,970.9	3,041.7
Net income per share (in dollars per share)	$ 3.12	$ 3.74	$ 8.51	$ 12.02

Accumulated Other Comprehensi_3

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance			$ 294,127
Net change	$ (4,765)	$ (1,607)	(19,050)	$ (7,023)
Ending balance	288,018	290,041	288,018	290,041
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(14,369)	2,570	(84)	7,986
Net change	(4,765)	(1,607)	(19,050)	(7,023)
Ending balance	(19,134)	963	(19,134)	963
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(8,844)	4,515	2,640	8,180
Net change	(2,145)	(434)	(13,629)	(4,099)
Ending balance	(10,989)	4,081	(10,989)	4,081
After-tax unamortized unrealized gains/(losses) related to transfer of AFS securities to HTM			(1,300)	2,700
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(1,675)	(659)	(934)	(473)
Net change	(581)	(187)	(1,322)	(373)
Ending balance	(2,256)	(846)	(2,256)	(846)
Fair value hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	30	(163)	(131)	(112)
Net change	38	9	199	(42)
Ending balance	68	(154)	68	(154)
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(4,435)	725	(296)	2,383
Net change	(1,698)	(450)	(5,837)	(2,108)
Ending balance	(6,133)	275	(6,133)	275
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(123)	(1,055)	(210)	(1,132)
Net change	(1,004)	6	(917)	83
Ending balance	(1,127)	(1,049)	(1,127)	(1,049)
DVA on fair value option elected liabilities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	678	(793)	(1,153)	(860)
Net change	625	(551)	2,456	(484)
Ending balance	$ 1,303	$ (1,344)	$ 1,303	$ (1,344)

Accumulated Other Comprehensi_4

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Unrealized gains/(losses) on investment securities:
Net change, Pre-tax	$ (5,531)	$ (1,874)	$ (23,366)	$ (8,758)
Net change, Tax effect	766	267	4,316	1,735
Total other comprehensive loss, after–tax	(4,765)	(1,607)	(19,050)	(7,023)
Decrease in accumulated other comprehensive income as a result of settlement and remeasurement of the plan			1,400
Unrealized gains/(losses) on investment securities
Unrealized gains/(losses) on investment securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(3,785)	(826)	(19,443)	(5,792)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	912	197	4,670	1,391
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(2,873)	(629)	(14,773)	(4,401)
Reclassification adjustment for realized (gains)/losses included in net income, Pre-tax	959	256	1,506	397
Reclassification adjustment for realized (gains)/losses included in net income, Tax effect	(231)	(61)	(362)	(95)
Reclassification adjustment for realized (gains)/losses included in net income, After-tax	728	195	1,144	302
Net change, Pre-tax	(2,826)	(570)	(17,937)	(5,395)
Net change, Tax effect	681	136	4,308	1,296
Total other comprehensive loss, after–tax	(2,145)	(434)	(13,629)	(4,099)
Translation adjustments
Unrealized gains/(losses) on investment securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(3,017)	(1,030)	(6,908)	(1,950)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	164	63	381	92
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(2,853)	(967)	(6,527)	(1,858)
Reclassification adjustment for realized (gains)/losses included in net income, Pre-tax	2,992	1,028	6,854	1,958
Reclassification adjustment for realized (gains)/losses included in net income, Tax effect	(720)	(248)	(1,649)	(473)
Reclassification adjustment for realized (gains)/losses included in net income, After-tax	2,272	780	5,205	1,485
Net change, Pre-tax	(25)	(2)	(54)	8
Net change, Tax effect	(556)	(185)	(1,268)	(381)
Total other comprehensive loss, after–tax	(581)	(187)	(1,322)	(373)
Fair value hedges, net change
Unrealized gains/(losses) on investment securities:
Net change, Pre-tax	50	12	262	(56)
Net change, Tax effect	(12)	(3)	(63)	14
Total other comprehensive loss, after–tax	38	9	199	(42)
Cash flow hedges
Unrealized gains/(losses) on investment securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(2,511)	(267)	(7,697)	(1,844)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	602	65	1,847	443
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(1,909)	(202)	(5,850)	(1,401)
Reclassification adjustment for realized (gains)/losses included in net income, Pre-tax	278	(326)	17	(930)
Reclassification adjustment for realized (gains)/losses included in net income, Tax effect	(67)	78	(4)	223
Reclassification adjustment for realized (gains)/losses included in net income, After-tax	211	(248)	13	(707)
Net change, Pre-tax	(2,233)	(593)	(7,680)	(2,774)
Net change, Tax effect	535	143	1,843	666
Total other comprehensive loss, after–tax	(1,698)	(450)	(5,837)	(2,108)
Defined benefit pension and OPEB plans, net change
Unrealized gains/(losses) on investment securities:
Net change, Pre-tax	(1,320)	8	(1,197)	101
Net change, Tax effect	316	(2)	280	(18)
Total other comprehensive loss, after–tax	(1,004)	6	(917)	83
DVA on fair value option elected liabilities, net change
Unrealized gains/(losses) on investment securities:
Net change, Pre-tax	823	(729)	3,240	(642)
Net change, Tax effect	(198)	178	(784)	158
Total other comprehensive loss, after–tax	$ 625	$ (551)	$ 2,456	$ (484)

Restricted Cash and Other Res_3

Restricted Cash and Other Restricted Assets (Details) - USD ($) $ in Billions	Sep. 30, 2022	Dec. 31, 2021
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	$ 27.1	$ 19.7
Cash and securities pledged with clearing organizations for the benefit of customers	39.1	47.5
Fair value of securities restricted in relation to customer activity	33.8	30
Deposits with banks
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	25.8	18.4
Cash and due from banks
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	1.3	1.3
Segregated for the benefit of securities and cleared derivative customers
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	19.8	14.6
Cash reserves at non-U.S. central banks and held for other general purposes
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	$ 7.3	$ 5.1

Regulatory Capital (Details)

Regulatory Capital (Details) $ in Millions	Sep. 30, 2022 USD ($)	Dec. 31, 2021 USD ($)
Cumulative effect of change in accounting principles
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Capital transition provisions, CECL capital benefit recognized		$ 2,900
Capital transition provisions, CECL capital benefit recognized, excluding amount phased out	$ 2,200
JPMorgan Chase & Co.
Leverage-based capital metrics:
Adjusted average assets	$ 3,791,804	$ 3,782,035
Tier 1 leverage ratio	0.062	0.065
Total leverage exposure	$ 4,460,636	$ 4,571,789
SLR	0.053	0.054
Basel III Standardized | JPMorgan Chase & Co.
Risk-based capital metrics:
CET1 capital	$ 209,661	$ 213,942
Tier 1 capital	236,363	246,162
Total capital	268,076	274,900
Risk-weighted assets	$ 1,678,498	$ 1,638,900
CET1 capital ratio	12.50%	13.10%
Tier 1 capital ratio	0.141	0.150
Total capital ratio	0.160	0.168
Basel III Advanced | JPMorgan Chase & Co.
Risk-based capital metrics:
CET1 capital	$ 209,661	$ 213,942
Tier 1 capital	236,363	246,162
Total capital	256,157	265,796
Risk-weighted assets	$ 1,609,968	$ 1,547,920
CET1 capital ratio	13%	13.80%
Tier 1 capital ratio	0.147	0.159
Total capital ratio	0.159	0.172
Bank Holding Companies | Basel III
Well capitalized risk-based ratios
Tier 1 capital	0.060	0.060
Total capital	0.100	0.100
Minimum leverage-based capital ratios
Tier 1 leverage	0.040	0.040
SLR	5%	5%
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
GSIB surcharge	3.50%	3.50%
Countercyclical buffer	0	0
SLR, minimum requirement	0.030	0.030
SLR, supplementary leverage buffer requirements	2%	2%
Bank Holding Companies | Basel III Standardized
Minimum risk-based capital ratios
CET1 capital	0.112	0.112
Tier 1 capital	0.127	0.127
Total capital	0.147	0.147
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Stress capital buffer	3.20%	3.20%
Bank Holding Companies | Basel III Advanced
Minimum risk-based capital ratios
CET1 capital	0.105	0.105
Tier 1 capital	0.120	0.120
Total capital	0.140	0.140
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Capital conservation buffer requirement	2.50%	2.50%
Insured Depository Institutions | Basel III
Well capitalized risk-based ratios
CET1 capital	0.065	0.065
Tier 1 capital	0.080	0.080
Total capital	0.100	0.100
Minimum leverage-based capital ratios
Tier 1 leverage	0.040	0.040
SLR	6%	6%
Well capitalized leverage-based capital ratios
Tier 1 leverage	0.050	0.050
SLR	0.060	0.060
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Capital conservation buffer requirement	2.50%	2.50%
SLR, minimum requirement	0.030	0.030
SLR, supplementary leverage buffer requirements	3%	3%
Insured Depository Institutions | Basel III Standardized
Minimum risk-based capital ratios
CET1 capital	0.070	0.070
Tier 1 capital	0.085	0.085
Total capital	0.105	0.105
Insured Depository Institutions | Basel III Advanced
Minimum risk-based capital ratios
CET1 capital	0.070	0.070
Tier 1 capital	0.085	0.085
Total capital	0.105	0.105
JPMorgan Chase Bank, N.A.
Leverage-based capital metrics:
Adjusted average assets	$ 3,327,201	$ 3,334,925
Tier 1 leverage ratio	0.079	0.080
Total leverage exposure	$ 4,002,580	$ 4,119,286
SLR	0.066	0.065
JPMorgan Chase Bank, N.A. | Basel III Standardized
Risk-based capital metrics:
CET1 capital	$ 264,466	$ 266,907
Tier 1 capital	264,470	266,910
Total capital	282,192	281,826
Risk-weighted assets	$ 1,614,628	$ 1,582,280
CET1 capital ratio	16.40%	16.90%
Tier 1 capital ratio	0.164	0.169
Total capital ratio	0.175	0.178
JPMorgan Chase Bank, N.A. | Basel III Advanced
Risk-based capital metrics:
CET1 capital	$ 264,466	$ 266,907
Tier 1 capital	264,470	266,910
Total capital	269,897	272,299
Risk-weighted assets	$ 1,471,019	$ 1,392,847
CET1 capital ratio	18%	19.20%
Tier 1 capital ratio	0.180	0.192
Total capital ratio	0.183	0.195

Off-balance Sheet Lending-rel_3

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 1,306,673	$ 1,262,313
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	926,123
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	147,417
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	201,868
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	31,265
Off-balance sheet lending-related financial commitments, Carrying value	3,058	2,624
Total Consumer
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	833,723	775,868
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	816,088
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	3,133
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	6,447
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	8,055
Off-balance sheet lending-related financial commitments, Carrying value	91	102
Total consumer, excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	34,868	45,334
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	17,233
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	3,133
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	6,447
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	8,055
Off-balance sheet lending-related financial commitments, Carrying value	91	102
Residential real estate
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	22,861	32,996
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	6,546
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	3,133
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	6,447
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	6,735
Off-balance sheet lending-related financial commitments, Carrying value	91	100
Auto and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	12,007	12,338
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	10,687
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	1,320
Off-balance sheet lending-related financial commitments, Carrying value	0	2
Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	798,855	730,534
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	798,855
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	0
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Total wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	472,950	486,445
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	110,035
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	144,284
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	195,421
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	23,210
Off-balance sheet lending-related financial commitments, Carrying value	2,967	2,522
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	441,299	453,467
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	92,849
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	135,571
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	190,735
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	22,144
Off-balance sheet lending-related financial commitments, Carrying value	2,498	2,037
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	29	44
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	27,813	28,530
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	13,829
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	8,328
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	4,590
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	1,066
Off-balance sheet lending-related financial commitments, Carrying value	456	476
Other guarantees and commitments, Carrying value	367	353
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	8,500	7,900
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	3,838	4,448
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	3,357
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	385
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	96
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	0
Off-balance sheet lending-related financial commitments, Carrying value	13	9
Other guarantees and commitments, Carrying value	0	0
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other letters of credit	502	451
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	309,553	337,770
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	309,553
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	0
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	0
Other guarantees and commitments, Contractual amount, Expiring after 5 years	0
Other guarantees and commitments, 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	326,000	357,400
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	58,365	55,730
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	4,244
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	310
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	12,737
Other guarantees and commitments, Contractual amount, Expiring after 5 years	41,074
Other guarantees and commitments, Carrying value	1,006	475
Unsettled resale and securities borrowed agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	137,500	103,681
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	137,055
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	445
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	0
Other guarantees and commitments, Contractual amount, Expiring after 5 years	0
Other guarantees and commitments, Carrying value	(9)	1
Unsettled repurchase and securities loaned agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	88,945	74,263
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	88,455
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	490
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	0
Other guarantees and commitments, Contractual amount, Expiring after 5 years	0
Other guarantees and commitments, Carrying value	(10)	0
Mortgage repurchase liability
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	54	61
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Loans sold with recourse, Contractual amount	826	827
Loan sale and securitization-related indemnifications, Loans sold with recourse, Carrying value	28	19
Exchange & clearing house guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	105,501	182,701
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	105,501
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	0
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	0
Other guarantees and commitments, Contractual amount, Expiring after 5 years	0
Other guarantees and commitments, Carrying value	0	0
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	10,447	10,490
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	7,343
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	602
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	298
Other guarantees and commitments, Contractual amount, Expiring after 5 years	2,204
Other guarantees and commitments, Carrying value	$ 60	$ 69
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-rel_4

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, 2022	Dec. 31, 2021	Sep. 30, 2021	Dec. 31, 2020
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 1,306,673	$ 1,262,313
Allowance for lending-related commitments	2,551	2,261	$ 2,305	$ 2,409
Total carrying value	3,058	2,624
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	19,632	19,998
Noninvestment-grade	8,181	8,532
Total lending-related commitments	27,813	28,530
Allowance for lending-related commitments	89	123
Guarantee liability	367	353
Total carrying value	456	476
Commitments with collateral	15,137	14,511
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	2,846	3,087
Noninvestment-grade	992	1,361
Total lending-related commitments	3,838	4,448
Allowance for lending-related commitments	13	9
Guarantee liability	0	0
Total carrying value	13	9
Commitments with collateral	$ 660	$ 999

Off-balance Sheet Lending-rel_5

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Schedule of Derivatives Qualifying as Guarantees (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2022	Dec. 31, 2021
Notional amounts
Stable value contracts with contractually limited exposure	$ 54,804,000	$ 49,735,000
JPMorgan Chase Financial Company LLC
Fair value
Direct-owned finance subsidiary ownership	100%
Derivatives qualifying as guarantees
Notional amounts
Derivative guarantees	$ 58,365	55,730
Stable value contracts with contractually limited exposure	31,567	29,778
Maximum exposure of stable value contracts with contractually limited exposure	2,943	2,882
Fair value
Derivative payables	$ 1,006	$ 475

Pledged Assets and Collateral -

Pledged Assets and Collateral - Schedule of Pledged Assets (Details) - USD ($) $ in Millions	Sep. 30, 2022		Dec. 31, 2021		Sep. 30, 2021
Pledged assets and Collateral
Pledged assets	$ 3,773,884	[1]	$ 3,743,567	[1]	$ 3,757,576
Assets that may be sold or repledged or otherwise used by secured parties
Pledged assets and Collateral
Pledged assets	121,700		126,300
Assets that may not be sold or repledged or otherwise used by secured parties
Pledged assets and Collateral
Pledged assets	105,800		112,000
Asset pledged
Pledged assets and Collateral
Pledged assets	767,200		714,700
Assets pledged at Federal Reserve banks and FHLBs | Asset pledged
Pledged assets and Collateral
Pledged assets	$ 539,700		$ 476,400
[1]The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2022, and December 31, 2021. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. Refer to Note 13 for a further discussion. (in millions) September 30, 2022 December 31, 2021 Assets Trading assets $ 1,991 $ 2,010 Loans 31,597 33,024 All other assets 562 490 Total assets $ 34,150 $ 35,524 Liabilities Beneficial interests issued by consolidated VIEs $ 12,079 $ 10,750 All other liabilities 274 245 Total liabilities $ 12,353 $ 10,995

Pledged Assets and Collateral_2

Pledged Assets and Collateral - Schedule of Collateral Received (Details) - USD ($) $ in Billions	Sep. 30, 2022	Dec. 31, 2021
Commitments and Contingencies Disclosure [Abstract]
Collateral permitted to be sold or repledged, delivered, or otherwise used	$ 1,340.7	$ 1,471.3
Collateral sold, repledged, delivered or otherwise used	$ 1,040.1	$ 1,111

Litigation (Details)

Litigation (Details) $ in Millions

1 Months Ended

3 Months Ended

9 Months Ended

12 Months Ended

36 Months Ended

Aug. 31, 2022 USD ($)

Jun. 30, 2022 USD ($)

Dec. 31, 2021 USD ($)

Aug. 31, 2021 USD ($)

Oct. 31, 2020 claim

May 31, 2020 USD ($)

Dec. 31, 2019 USD ($)

Sep. 30, 2018 USD ($)

Nov. 30, 2017 USD ($)

Sep. 30, 2022 USD ($)

Sep. 30, 2021 USD ($)

Sep. 30, 2022 USD ($) count claim

Sep. 30, 2021 USD ($)

Dec. 31, 2020 USD ($) defendant

Dec. 31, 2012 USD ($) action

Dec. 31, 2013 USD ($)

Dec. 31, 2012 fund

Loss Contingencies [Line Items]

Legal expense

$ 47

$ 76

$ 239

$ 289

Threatened or Pending Litigation | Minimum

Loss Contingencies [Line Items]

Loss contingency range of possible loss

0

0

Threatened or Pending Litigation | Maximum

Loss Contingencies [Line Items]

Loss contingency range of possible loss

$ 1,200

$ 1,200

1MDB Litigation, 2009 | J.P. Morgan (Suisse) SA

Loss Contingencies [Line Items]

Amount of claim

$ 300

1MDB Litigation, 2010 | J.P. Morgan (Suisse) SA

Loss Contingencies [Line Items]

Amount of claim

$ 500

Amrapali Litigation | JPMorgan India Private Limited

Loss Contingencies [Line Items]

Amount of claim

$ 31.5

$ 25

Number of offshore funds formerly managed by JPMorgan Chase entities | fund

2

Federal Republic of Nigeria Litigation | Federal Government of Nigeria and Two Major International Oil Companies

Loss Contingencies [Line Items]

Amount paid out of monies in account following settlement of dispute

$ 1,100

Federal Republic of Nigeria Litigation | Federal Republic of Nigeria

Loss Contingencies [Line Items]

Amount of claim

$ 75

$ 875

Foreign Exchange Investigations and Litigation

Loss Contingencies [Line Items]

Loss contingency, exemption of disqualification period

5 years

Loss contingency disqualification period

10 years

Number of other defendants that agreed in principle to settle class action | defendant

11

Settlement amount

$ 10

Inquiry Concerning Preservation Requirements | J.P. Morgan Securities LLC | SEC

Loss Contingencies [Line Items]

Penalty paid

$ 125

Inquiry Concerning Preservation Requirements | J.P. Morgan Securities LLC, JPMorgan Chase Bank, N.A. and J.P. Morgan Securities plc | CFTC

Loss Contingencies [Line Items]

Penalty paid

$ 75

Interchange Litigation

Loss Contingencies [Line Items]

Number of claims settled | action

2

Interchange Litigation | The Defendants

Loss Contingencies [Line Items]

Settlement amount

$ 900

$ 5,300

Payments for legal settlement

$ 700

Metals and U.S. Treasuries Investigations and Litigation and Related Inquiries

Loss Contingencies [Line Items]

Settlement amount

$ 920

Number of claims settled | claim

3

Number of counts of wire fraud charged | count

2

Period after which criminal information will be dismissed with full compliance with all obligations

3 years

Number of claims filed | claim

2

Business Segments (Details)

Business Segments (Details) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2022 USD ($)		Sep. 30, 2021 USD ($)	Sep. 30, 2022 USD ($) segment		Sep. 30, 2021 USD ($)	Dec. 31, 2021 USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment				4
Noninterest revenue	$ 15,198		$ 16,567	$ 47,630		$ 53,682
Net interest income	17,518		13,080	46,518		38,710
Total net revenue	32,716		29,647	94,148		92,392
Provision for credit losses	1,537		(1,527)	4,101		(7,968)
Noninterest expense	19,178		17,063	57,118		53,455
Income before income tax expense	12,001		14,111	32,929		46,905
Income tax expense/(benefit)	2,264		2,424	6,261		8,970
Net income	9,737		11,687	26,668		37,935
Average equity	252,944		253,556	251,147		250,011
Total assets	$ 3,773,884	[1]	$ 3,757,576	$ 3,773,884	[1]	$ 3,757,576	$ 3,743,567
ROE	15%		18%	14%		20%
Overhead ratio	59%		58%	61%		58%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,762		$ 4,138	$ 11,570		$ 13,452
Net interest income	10,569		8,383	27,604		24,346
Total net revenue	14,331		12,521	39,174		37,798
Provision for credit losses	529		(459)	1,968		(5,929)
Noninterest expense	8,047		7,238	23,490		21,502
Income before income tax expense	5,755		5,742	13,716		22,225
Income tax expense/(benefit)	1,421		1,391	3,387		5,442
Net income	4,334		4,351	10,329		16,783
Average equity	50,000		50,000	50,000		50,000
Total assets	$ 500,752		$ 493,169	$ 500,752		$ 493,169
ROE	33%		34%	27%		44%
Overhead ratio	56%		58%	60%		57%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 9,231		$ 9,061	$ 27,937		$ 30,061
Net interest income	2,644		3,335	9,414		10,154
Total net revenue	11,875		12,396	37,351		40,215
Provision for credit losses	513		(638)	1,017		(1,048)
Noninterest expense	6,618		5,871	20,661		19,498
Income before income tax expense	4,744		7,163	15,673		21,765
Income tax expense/(benefit)	1,212		1,516	4,031		5,174
Net income	3,532		5,647	11,642		16,591
Average equity	103,000		83,000	103,000		83,000
Total assets	$ 1,384,618		$ 1,355,752	$ 1,384,618		$ 1,355,752
ROE	13%		26%	14%		26%
Overhead ratio	56%		47%	55%		48%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 836		$ 988	$ 2,607		$ 2,855
Net interest income	2,212		1,532	5,522		4,541
Total net revenue	3,048		2,520	8,129		7,396
Provision for credit losses	618		(363)	984		(858)
Noninterest expense	1,180		1,032	3,465		2,982
Income before income tax expense	1,250		1,851	3,680		5,272
Income tax expense/(benefit)	304		442	890		1,260
Net income	946		1,409	2,790		4,012
Average equity	25,000		24,000	25,000		24,000
Total assets	$ 247,485		$ 227,670	$ 247,485		$ 227,670
ROE	14%		22%	14%		21%
Overhead ratio	39%		41%	43%		40%
Operating Segments | Asset & Wealth Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,126		$ 3,312	$ 9,449		$ 9,623
Net interest income	1,413		988	3,711		2,861
Total net revenue	4,539		4,300	13,160		12,484
Provision for credit losses	(102)		(60)	96		(191)
Noninterest expense	3,028		2,762	8,807		7,922
Income before income tax expense	1,613		1,598	4,257		4,753
Income tax expense/(benefit)	394		402	1,026		1,141
Net income	1,219		1,196	3,231		3,612
Average equity	17,000		14,000	17,000		14,000
Total assets	$ 232,303		$ 221,702	$ 232,303		$ 221,702
ROE	28%		33%	25%		34%
Overhead ratio	67%		64%	67%		63%
Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ (1,094)		$ (242)	$ (1,683)		$ (68)
Net interest income	792		(1,054)	580		(2,870)
Total net revenue	(302)		(1,296)	(1,103)		(2,938)
Provision for credit losses	(21)		(7)	36		58
Noninterest expense	305		160	695		1,551
Income before income tax expense	(586)		(1,449)	(1,834)		(4,547)
Income tax expense/(benefit)	(292)		(533)	(510)		(1,484)
Net income	(294)		(916)	(1,324)		(3,063)
Average equity	57,944		82,556	56,147		79,011
Total assets	1,408,726		1,459,283	1,408,726		1,459,283
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(663)		(690)	(2,250)		(2,241)
Net interest income	(112)		(104)	(313)		(322)
Total net revenue	(775)		(794)	(2,563)		(2,563)
Provision for credit losses	0		0	0		0
Noninterest expense	0		0	0		0
Income before income tax expense	(775)		(794)	(2,563)		(2,563)
Income tax expense/(benefit)	(775)		(794)	(2,563)		(2,563)
Net income	0		0	0		0
Average equity	$ 0		$ 0	$ 0		$ 0
[1]The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2022, and December 31, 2021. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. Refer to Note 13 for a further discussion. (in millions) September 30, 2022 December 31, 2021 Assets Trading assets $ 1,991 $ 2,010 Loans 31,597 33,024 All other assets 562 490 Total assets $ 34,150 $ 35,524 Liabilities Beneficial interests issued by consolidated VIEs $ 12,079 $ 10,750 All other liabilities 274 245 Total liabilities $ 12,353 $ 10,995