U.S. Bancorp (USB) 10-Q 6 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	6 Months Ended
	Jun. 30, 2014	Jul. 31, 2014
Document And Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Jun-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q2	'
Trading Symbol	'USB	'
Entity Registrant Name	'US BANCORP \DE\	'
Entity Central Index Key	'0000036104	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	1,801,927,087

Consolidated_Balance_Sheet_Una

Consolidated Balance Sheet (Unaudited) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets	'		'
Cash and due from banks	$12,636		$8,477
Investment securities	'		'
Held-to-maturity (fair value $41,964 and $38,368, respectively; including $528 and $994 at fair value pledged as collateral, respectively)	41,995	[1]	38,920	[1]
Available-for-sale ($149 and $1,106 pledged as collateral, respectively)	48,389	[1]	40,935	[1]
Loans held for sale (including $2,994 and $3,263 of mortgage loans carried at fair value, respectively)	3,018		3,268
Loans	'		'
Commercial	77,454		70,033
Commercial real estate	40,797		39,885
Residential mortgages	51,965		51,156
Credit Card	17,642		18,021
Other retail	48,568		47,678
Total loans, excluding covered loans	236,426		226,773
Covered loans	7,448		8,462
Total loans	243,874		235,235
Less allowance for loan losses	-4,132		-4,250
Net loans	239,742		230,985
Premises and equipment	2,614		2,606
Goodwill	9,422		9,205
Other intangible assets	3,337		3,529
Other assets (including $265 and $111 of trading securities at fair value pledged as collateral, respectively)	27,912	[1]	26,096	[1]
Total assets	389,065		364,021
Deposits	'		'
Noninterest-bearing	80,266		76,941
Interest-bearing	166,531		156,165
Time deposits greater than $100,000	29,465		29,017
Total deposits	276,262		262,123
Short-term borrowings	29,101		27,608
Long-term debt	25,891		20,049
Other liabilities	14,425		12,434
Total liabilities	345,679		322,214
Shareholders' equity	'		'
Preferred stock	4,756		4,756
Common stock, par value $0.01 a share - authorized: 4,000,000,000 shares; issued: 6/30/14 and 12/31/13 -2,125,725,742 shares	21		21
Capital surplus	8,264		8,216
Retained earnings	40,573		38,667
Less cost of common stock in treasury: 6/30/14 - 316,910,538 shares; 12/31/13 - 300,977,274 shares	-10,232		-9,476
Accumulated other comprehensive income (loss)	-682		-1,071
Total U.S. Bancorp shareholders' equity	42,700		41,113
Noncontrolling interests	686		694
Total equity	43,386		41,807
Total liabilities and equity	$389,065		$364,021
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.

Consolidated_Balance_Sheet_Una1

Consolidated Balance Sheet (Unaudited) (Parenthetical) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Held-to-maturity securities, fair value	$41,964,000,000	$38,368,000,000
Securities, pledged as collateral	677,000,000	2,100,000,000
Mortgage loans, carried at fair value	2,994,000,000	3,263,000,000
Time deposits	100,000	100,000
Common stock, par value	$0.01	$0.01
Common stock, share - authorized (actual number of shares)	4,000,000,000	4,000,000,000
Common stock, shares issued (actual number of shares)	2,125,725,742	2,125,725,742
Treasury stock, shares (actual number of shares)	316,910,538	300,977,274
Held-to-maturity Securities [Member]	'	'
Securities, pledged as collateral	528,000,000	994,000,000
Available-for-Sale Securities [Member]	'	'
Securities, pledged as collateral	149,000,000	1,106,000,000
Trading Securities [Member]	'	'
Securities, pledged as collateral	$265,000,000	$111,000,000

Consolidated_Statement_of_Inco

Consolidated Statement of Income (Unaudited) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Interest Income	'	'	'	'
Loans	$2,532	$2,552	$5,054	$5,114
Loans held for sale	24	54	51	126
Investment securities	461	392	902	802
Other interest income	30	40	62	107
Total interest income	3,047	3,038	6,069	6,149
Interest Expense	'	'	'	'
Deposits	114	144	233	299
Short-term borrowings	63	87	132	172
Long-term debt	181	191	365	409
Total interest expense	358	422	730	880
Net interest income	2,689	2,616	5,339	5,269
Provision for credit losses	324	362	630	765
Net interest income after provision for credit losses	2,365	2,254	4,709	4,504
Noninterest Income	'	'	'	'
Credit and debit card revenue	259	244	498	458
Corporate payment products revenue	182	176	355	348
Merchant processing services	384	373	740	720
ATM processing services	82	83	160	165
Trust and investment management fees	311	284	615	562
Deposit service charges	171	160	328	313
Treasury management fees	140	140	273	274
Commercial products revenue	221	209	426	409
Mortgage banking revenue	278	396	514	797
Investment products fees	47	46	93	87
Securities gains (losses), net	'	'	'	'
Realized gains (losses), net	3	9	8	21
Total other-than-temporary impairment	-2	-2	-2	-3
Portion of other-than-temporary impairment recognized in other comprehensive income	-1	-1	-1	-7
Total securities gains (losses), net	'	6	5	11
Other	369	159	545	297
Total noninterest income	2,444	2,276	4,552	4,441
Noninterest Expense	'	'	'	'
Compensation	1,125	1,098	2,240	2,180
Employee benefits	257	277	546	587
Net occupancy and equipment	241	234	490	469
Professional services	97	91	180	169
Marketing and business development	96	96	175	169
Technology and communications	214	214	425	425
Postage, printing and supplies	80	78	161	154
Other intangibles	48	55	97	112
Other	595	414	983	762
Total noninterest expense	2,753	2,557	5,297	5,027
Income before income taxes	2,056	1,973	3,964	3,918
Applicable income taxes	547	529	1,043	1,087
Net income	1,509	1,444	2,921	2,831
Net (income) loss attributable to noncontrolling interests	-14	40	-29	81
Net income attributable to U.S. Bancorp	1,495	1,484	2,892	2,912
Net income applicable to U.S. Bancorp common shareholders	$1,427	$1,405	$2,758	$2,763
Earnings per common share	$0.79	$0.76	$1.52	$1.49
Diluted earnings per common share	$0.78	$0.76	$1.51	$1.49
Dividends declared per common share	$0.25	$0.23	$0.48	$0.43
Average common shares outstanding	1,811	1,843	1,815	1,851
Average diluted common shares outstanding	1,821	1,853	1,825	1,860

Consolidated_Statement_of_Comp

Consolidated Statement of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Statement Of Income And Comprehensive Income [Abstract]	'	'	'	'
Net income	$1,509	$1,444	$2,921	$2,831
Other Comprehensive Income (Loss)	'	'	'	'
Changes in unrealized gains and losses on securities available-for-sale	206	-675	507	-795
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	1	1	1	7
Changes in unrealized gains and losses on derivative hedges	-24	53	-35	50
Foreign currency translation	18	-23	14	-33
Changes in unrealized gains and losses on retirement plans	'	'	'	-1
Reclassification to earnings of realized gains and losses	72	80	145	171
Income taxes related to other comprehensive income	-105	217	-243	236
Total other comprehensive income (loss)	168	-347	389	-365
Comprehensive income	1,677	1,097	3,310	2,466
Comprehensive (income) loss attributable to noncontrolling interests	-14	40	-29	81
Comprehensive income attributable to U.S. Bancorp	$1,663	$1,137	$3,281	$2,547

Consolidated_Statement_of_Shar

Consolidated Statement of Shareholders' Equity (Unaudited) (USD $)	Total	Common Stock [Member]	Preferred Stock [Member]	Capital Surplus [Member]	Retained Earnings [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Total U.S. Bancorp Shareholders' Equity [Member]	Noncontrolling Interests [Member]
In Millions
Beginning Balance at Dec. 31, 2012	$40,267	$21	$4,769	$8,201	$34,720	($7,790)	($923)	$38,998	$1,269
Shares, Beginning Balance at Dec. 31, 2012	'	1,869	'	'	'	'	'	'	'
Net income (loss)	2,831	'	'	'	'	'	'	'	'
Net (income) loss attributable to noncontrolling interests	-81	'	'	'	'	'	'	'	-81
Net income attributable to U.S. Bancorp	2,912	'	'	'	2,912	'	'	2,912	'
Other comprehensive income (loss)	-365	'	'	'	'	'	-365	-365	'
Redemption of preferred stock	-500	'	-500	8	-8	'	'	-500	'
Preferred stock dividends	-128	'	'	'	-128	'	'	-128	'
Common stock dividends	-789	'	'	'	-789	'	'	-789	'
Issuance of preferred stock	487	'	487	'	'	'	'	487	'
Issuance of common and treasury stock	175	'	'	-119	'	294	'	175	'
Issuance of common and treasury stock, shares	'	10	'	'	'	'	'	'	'
Purchase of treasury stock	-1,184	'	'	'	'	-1,184	'	-1,184	'
Purchase of treasury stock, shares	'	-35	'	'	'	'	'	'	'
Distributions to noncontrolling interests	-30	'	'	'	'	'	'	'	-30
Net other changes in noncontrolling interests	209	'	'	'	'	'	'	'	209
Stock option and restricted stock grants	77	'	'	77	'	'	'	77	'
Ending Balance at Jun. 30, 2013	41,050	21	4,756	8,167	36,707	-8,680	-1,288	39,683	1,367
Shares, Ending Balance at Jun. 30, 2013	'	1,844	'	'	'	'	'	'	'
Beginning Balance at Dec. 31, 2013	41,807	21	4,756	8,216	38,667	-9,476	-1,071	41,113	694
Shares, Beginning Balance at Dec. 31, 2013	'	1,825	'	'	'	'	'	'	'
Net income (loss)	2,921	'	'	'	'	'	'	'	'
Net (income) loss attributable to noncontrolling interests	29	'	'	'	'	'	'	'	29
Net income attributable to U.S. Bancorp	2,892	'	'	'	2,892	'	'	2,892	'
Other comprehensive income (loss)	389	'	'	'	'	'	389	389	'
Preferred stock dividends	-121	'	'	'	-121	'	'	-121	'
Common stock dividends	-865	'	'	'	-865	'	'	-865	'
Issuance of common and treasury stock	343	'	'	-14	'	357	'	343	'
Issuance of common and treasury stock, shares	'	11	'	'	'	'	'	'	'
Purchase of treasury stock	-1,113	'	'	'	'	-1,113	'	-1,113	'
Purchase of treasury stock, shares	'	-27	'	'	'	'	'	'	'
Distributions to noncontrolling interests	-30	'	'	'	'	'	'	'	-30
Net other changes in noncontrolling interests	-7	'	'	'	'	'	'	'	-7
Stock option and restricted stock grants	62	'	'	62	'	'	'	62	'
Ending Balance at Jun. 30, 2014	$43,386	$21	$4,756	$8,264	$40,573	($10,232)	($682)	$42,700	$686
Shares, Ending Balance at Jun. 30, 2014	'	1,809	'	'	'	'	'	'	'

Consolidated_Statement_of_Cash

Consolidated Statement of Cash Flows (Unaudited) (USD $)	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Operating Activities	'	'
Net income attributable to U.S. Bancorp	$2,892	$2,912
Adjustments to reconcile net income to net cash provided by operating activities	'	'
Provision for credit losses	630	765
Depreciation and amortization of premises and equipment	149	148
Amortization of intangibles	97	112
Provision for deferred income taxes	-35	-106
(Gain) loss on sale of loans held for sale	-347	-874
(Gain) loss on sale of securities and other assets	-303	-26
Loans originated for sale in the secondary market, net of repayments	-12,259	-36,607
Proceeds from sales of loans held for sale	12,864	40,097
Other, net	196	95
Net cash provided by operating activities	3,884	6,516
Investing Activities	'	'
Proceeds from sales of available-for-sale investment securities	361	679
Proceeds from maturities of held-to-maturity investment securities	4,912	4,688
Proceeds from maturities of available-for-sale investment securities	2,832	6,074
Purchases of held-to-maturity investment securities	-8,018	-5,026
Purchases of available-for-sale investment securities	-10,160	-7,731
Net increase in loans outstanding	-7,825	-5,139
Proceeds from sales of loans	500	533
Purchases of loans	-1,143	-1,312
Acquisitions, net of cash acquired	3,691	'
Other, net	338	-109
Net cash used in investing activities	-14,512	-7,343
Financing Activities	'	'
Net increase in deposits	9,346	2,385
Net increase (decrease) in short-term borrowings	1,247	-123
Proceeds from issuance of long-term debt	7,970	131
Principal payments or redemption of long-term debt	-2,089	-1,374
Proceeds from issuance of preferred stock	'	487
Proceeds from issuance of common stock	326	169
Redemption of preferred stock	'	-500
Repurchase of common stock	-1,051	-1,119
Cash dividends paid on preferred stock	-121	-133
Cash dividends paid on common stock	-841	-730
Net cash provided by (used in) financing activities	14,787	-807
Change in cash and due from banks	4,159	-1,634
Cash and due from banks at beginning of period	8,477	8,252
Cash and due from banks at end of period	$12,636	$6,618

Basis_of_Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2014
Basis of Presentation	'
Basis of Presentation	'
	Note 1	Basis of Presentation
	The accompanying consolidated financial statements have been prepared in accordance with the instructions to Form 10-Q and, therefore, do not include all information and notes necessary for a complete presentation of financial position, results of operations and cash flow activity required in accordance with accounting principles generally accepted in the United States. In the opinion of management of U.S. Bancorp (the “Company”), all adjustments (consisting only of normal recurring adjustments) necessary for a fair statement of results for the interim periods have been made. These financial statements and notes should be read in conjunction with the consolidated financial statements and notes included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2013. Certain amounts in prior periods have been reclassified to conform to the current presentation.
	Accounting policies for the lines of business are generally the same as those used in preparation of the consolidated financial statements with respect to activities specifically attributable to each business line. However, the preparation of business line results requires management to establish methodologies to allocate funding costs, expenses and other financial elements to each line of business. Table 10 “Line of Business Financial Performance” included in Management’s Discussion and Analysis provides details of segment results. This information is incorporated by reference into these Notes to Consolidated Financial Statements.

Accounting_Changes

Accounting Changes	6 Months Ended
	Jun. 30, 2014
Accounting Changes	'
Accounting Changes	'
	Note 2	Accounting Changes
	Revenue Recognition In May 2014, the Financial Accounting Standards Board issued accounting guidance, effective for the Company on January 1, 2017, related to revenue recognition from contracts with customers, which amends certain currently existing revenue recognition accounting guidance. The guidance allows for either retrospective application to all periods presented or a modified retrospective approach where the guidance would only be applied to existing contracts in effect at the adoption date and new contracts going forward. The Company is currently evaluating the impact of this guidance under the modified retrospective approach and expects the adoption will not be material to its financial statements.

Business_Combinations

Business Combinations	6 Months Ended
	Jun. 30, 2014
Business Combinations [Abstract]	'
Business Combinations	'
	Note 3	Business Combinations
	In June 2014, the Company acquired the Chicago-area branch banking operations of the Charter One Bank franchise (“Charter One”) owned by RBS Citizens Financial Group. The acquisition included Charter One’s retail branch network, small business operations and select middle market relationships. The Company acquired approximately $969 million of loans and $4.8 billion of deposits with this transaction.

Investment_Securities

Investment Securities	6 Months Ended
	Jun. 30, 2014
Investments Debt And Equity Securities [Abstract]	'
Investment Securities	'
	Note 4	Investment Securities
	The amortized cost, other-than-temporary impairment recorded in other comprehensive income (loss), gross unrealized holding gains and losses, and fair value of held-to-maturity and available-for-sale investment securities were as follows:
			June 30, 2014																				December 31, 2013
									Unrealized Losses																				Unrealized Losses
	(Dollars in Millions)		Amortized			Unrealized			Other-than-				Other (f)				Fair						Amortized				Unrealized		Other-than-			Other (f)			Fair
			Cost			Gains			Temporary (e)								Value						Cost				Gains		Temporary (e)						Value
	Held-to-maturity (a)
	U.S. Treasury and agencies		$	1,982		$	8		$	–			$	(40	)		$	1,950					$	3,114			$	5	$	–		$	(79	)	$	3,040
	Mortgage-backed securities
	Residential
	Agency			39,880			302			–				(311	)			39,871						35,671				187		–			(665	)		35,193
	Non-agency non-prime (d)			1			–			–				–				1						1				–		–			–			1
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			–			8			–				–				8						–				9		–			–			9
	Other			14			4			(1	)			–				17						16				4		(1	)		(1	)		18
	Obligations of state and political subdivisions			10			1			–				–				11						12				–		–			–			12
	Obligations of foreign governments			9			–			–				–				9						7				–		–			–			7
	Other debt securities			99			–			–				(2	)			97						99				–		–			(11	)		88
	Total held-to-maturity		$	41,995		$	323		$	(1	)		$	(353	)		$	41,964					$	38,920			$	205	$	(1	)	$	(756	)	$	38,368
	Available-for-sale (b)
	U.S. Treasury and agencies		$	1,891		$	8		$	–			$	(29	)		$	1,870					$	1,108			$	4	$	–		$	(67	)	$	1,045
	Mortgage-backed securities
	Residential
	Agency			38,147			547			–				(402	)			38,292						31,633				449		–			(529	)		31,553
	Non-agency
	Prime (c)			443			9			(4	)			(1	)			447						486				4		(8	)		(4	)		478
	Non-prime (d)			278			10			(2	)			–				286						297				5		(5	)		–			297
	Commercial agency			130			3			–				–				133						148				4		–			–			152
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			19			4			–				–				23						20				4		–			–			24
	Other			611			14			–				–				625						616				13		–			–			629
	Obligations of state and political subdivisions			5,362			245			–				(9	)			5,598						5,673				116		–			(51	)		5,738
	Obligations of foreign governments			6			–			–				–				6						6				–		–			–			6
	Corporate debt securities			690			3			–				(64	)			629						734				–		–			(94	)		640
	Perpetual preferred securities			205			30			–				(11	)			224						205				24		–			(17	)		212
	Other investments			229			27			–				–				256						133				28		–			–			161
	Total available-for-sale		$	48,011		$	900		$	(6	)		$	(516	)		$	48,389					$	41,059			$	651	$	(13	)	$	(762	)	$	40,935
	(a)	Held-to-maturity investment securities are carried at historical cost or at fair value at the time of transfer from the available-for-sale to held-to-maturity category, adjusted for amortization of premiums and accretion of discounts and credit-related other-than-temporary impairment.
	(b)	Available-for-sale investment securities are carried at fair value with unrealized net gains or losses reported within accumulated other comprehensive income (loss) in shareholders’ equity.
	(c)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
		When the Company determines the designation, prime securities typically have a weighted average credit score of 725 or higher and a loan-to-value of 80 percent or lower; however, other pool characteristics may result in designations that deviate from these credit score and loan-to-value thresholds.
	(d)	Includes all securities not meeting the conditions to be designated as prime.
	(e)	Represents impairment not related to credit for those investment securities that have been determined to be other-than-temporarily impaired.
	(f)	Represents unrealized losses on investment securities that have not been determined to be other-than-temporarily impaired.
	The weighted-average maturity of the available-for-sale investment securities was 4.9 years at June 30, 2014, compared with 6.0 years at December 31, 2013. The corresponding weighted-average yields were 2.43 percent and 2.64 percent, respectively. The weighted-average maturity of the held-to-maturity investment securities was 4.3 years at June 30, 2014, compared with 4.5 years at December 31, 2013. The corresponding weighted-average yields were 1.98 percent and 2.00 percent, respectively.
	For amortized cost, fair value and yield by maturity date of held-to-maturity and available-for-sale investment securities outstanding at June 30, 2014, refer to Table 4 included in Management’s Discussion and Analysis which is incorporated by reference into these Notes to Consolidated Financial Statements.
	Investment securities with a fair value of $14.1 billion at June 30, 2014, and $17.3 billion at December 31, 2013, were pledged to secure public, private and trust deposits, repurchase agreements and for other purposes required by contractual obligation or law. Included in these amounts were securities where the Company and certain counterparties have agreements granting the counterparties the right to sell or pledge the securities. Investment securities delivered under these types of arrangements had a fair value of $677 million at June 30, 2014, and $2.1 billion at December 31, 2013.
	The following table provides information about the amount of interest income from taxable and non-taxable investment securities:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Taxable		$	403		$	328				$	784			$	672
	Non-taxable			58			64					118				130
	Total interest income from investment securities		$	461		$	392				$	902			$	802
	The following table provides information about the amount of gross gains and losses realized through the sales of available-for-sale investment securities:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Realized gains		$	3		$	9				$	8			$	21
	Realized losses			–			–					–				–
	Net realized gains (losses)		$	3		$	9				$	8			$	21
	Income tax (benefit) on net realized gains (losses)		$	1		$	3				$	3			$	8
	The Company conducts a regular assessment of its investment securities with unrealized losses to determine whether investment securities are other-than-temporarily impaired considering, among other factors, the nature of the investment securities, credit ratings or financial condition of the issuer, the extent and duration of the unrealized loss, expected cash flows of underlying collateral, the existence of any government or agency guarantees, market conditions and whether the Company intends to sell or it is more likely than not the Company will be required to sell the investment securities.
The following tables summarize other-than-temporary impairment by investment category:
		2014												2013
Three Months Ended June 30		Losses			Other Gains			Total						Losses				Other Gains				Total
(Dollars in Millions)		Recorded in			(Losses) (c)									Recorded in				(Losses) (c)
		Earnings												Earnings
Available-for-sale
Mortgage-backed securities
Non-agency residential
Prime (a)		$	(1	)	$	1		$	–					$	(3	)		$	1			$	(2	)
Non-prime (b)			(2	)		–			(2	)					–				–				–
Total available-for-sale		$	(3	)	$	1		$	(2	)				$	(3	)		$	1			$	(2	)
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
(c)	Losses represent the non-credit portion of other-than-temporary impairment recorded in other comprehensive income (loss) for investment securities determined to be other-than-temporarily impaired during the period. Gains represent recoveries in the fair value of securities that had non-credit other-than-temporary impairment during the period.
		2014												2013
Six Months Ended June 30		Losses			Other Gains			Total						Losses				Other Gains				Total
(Dollars in Millions)		Recorded in			(Losses) (c)									Recorded in				(Losses) (c)
		Earnings												Earnings
Available-for-sale
Mortgage-backed securities
Non-agency residential
Prime (a)		$	(1	)	$	1		$	–					$	(4	)		$	2			$	(2	)
Non-prime (b)			(2	)		–			(2	)					(6	)			5				(1	)
Total available-for-sale		$	(3	)	$	1		$	(2	)				$	(10	)		$	7			$	(3	)
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
(c)	Losses represent the non-credit portion of other-than-temporary impairment recorded in other comprehensive income (loss) for investment securities determined to be other-than-temporarily impaired during the period. Gains represent recoveries in the fair value of securities that had non-credit other-than-temporary impairment during the period.
The Company determined the other-than-temporary impairment recorded in earnings for debt securities not intended to be sold by estimating the future cash flows of each individual investment security, using market information where available, and discounting the cash flows at the original effective rate of the investment security. Other-than-temporary impairment recorded in other comprehensive income (loss) was measured as the difference between that discounted amount and the fair value of each investment security.
The following table includes the ranges for significant assumptions used for those available-for-sale non-agency mortgage-backed securities determined to be other-than-temporarily impaired during the three months ended June 30, 2014:
		Prime (a)												Non-Prime (b)
		Minimum			Maximum			Average						Minimum				Maximum				Average
Estimated lifetime prepayment rates			15	%		20	%		16	%					1	%			8	%			3	%
Lifetime probability of default rates			4			7			6						8				10				9
Lifetime loss severity rates			15			55			40						40				75				63
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
Changes in the credit losses on debt securities are summarized as follows:
		Three Months Ended								Six Months Ended
		June 30,								June 30,
(Dollars in Millions)		2014			2013					2014				2013
Balance at beginning of period		$	111		$	133				$	116			$	134
Additions to Credit Losses Due to Other-than-temporary Impairments
Decreases in expected cash flows on securities for which other-than-temporary impairment was previously recognized			3			3					3				10
Total other-than-temporary impairment on debt securities			3			3					3				10
Other Changes in Credit Losses
Increases in expected cash flows			–			(1	)				(2	)			(1	)
Realized losses (a)			(3	)		(6	)				(6	)			(14	)
Credit losses on security sales and securities expected to be sold			–			(5	)				–				(5	)
Balance at end of period		$	111		$	124				$	111			$	124
(a)	Primarily represents principal losses allocated to mortgage and asset-backed securities in the Company’s portfolio under the terms of the securitization transaction documents.
At June 30, 2014, certain investment securities had a fair value below amortized cost. The following table shows the gross unrealized losses and fair value of the Company’s investment securities with unrealized losses, aggregated by investment category and length of time the individual investment securities have been in continuous unrealized loss positions, at June 30, 2014:
		Less Than 12 Months								12 Months or Greater										Total
(Dollars in Millions)		Fair			Unrealized					Fair				Unrealized						Fair				Unrealized
		Value			Losses					Value				Losses						Value				Losses
Held-to-maturity
U.S. Treasury and agencies		$	–		$	–				$	968			$	(40	)				$	968			$	(40	)
Residential agency mortgage-backed securities			8,419			(38	)				9,556				(273	)					17,975				(311	)
Other asset-backed securities			–			–					10				(1	)					10				(1	)
Other debt securities			–			–					22				(2	)					22				(2	)
Total held-to-maturity		$	8,419		$	(38	)			$	10,556			$	(316	)				$	18,975			$	(354	)
Available-for-sale
U.S. Treasury and agencies		$	109		$	–				$	817			$	(29	)				$	926			$	(29	)
Mortgage-backed securities
Residential
Agency			9,318			(73	)				8,213				(329	)					17,531				(402	)
Non-agency (a)
Prime (b)			16			–					159				(5	)					175				(5	)
Non-prime (c)			59			(1	)				42				(1	)					101				(2	)
Other asset-backed securities			24			–					3				–						27				–
Obligations of state and political subdivisions			7			–					355				(9	)					362				(9	)
Obligations of foreign governments			6			–					–				–						6				–
Corporate debt securities			–			–					443				(64	)					443				(64	)
Perpetual preferred securities			–			–					123				(11	)					123				(11	)
Total available-for-sale		$	9,539		$	(74	)			$	10,155			$	(448	)				$	19,694			$	(522	)
(a)	The Company has $7 million of unrealized losses on residential non-agency mortgage-backed securities. Credit-related other-than-temporary impairment on these securities may occur if there is further deterioration in the underlying collateral pool performance. Borrower defaults may increase if economic conditions worsen. Additionally, deterioration in home prices may increase the severity of projected losses.
(b)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(c)	Includes all securities not meeting the conditions to be designated as prime.
The Company does not consider these unrealized losses to be credit-related. These unrealized losses primarily relate to changes in interest rates and market spreads subsequent to purchase. A substantial portion of investment securities that have unrealized losses are either corporate debt issued with high investment grade credit ratings or agency mortgage-backed securities. In general, the issuers of the investment securities are contractually prohibited from prepayment at less than par, and the Company did not pay significant purchase premiums for these investment securities. At June 30, 2014, the Company had no plans to sell investment securities with unrealized losses, and believes it is more likely than not it would not be required to sell such investment securities before recovery of their amortized cost.

Loans_and_Allowance_for_Credit

Loans and Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Loans and Allowance for Credit Losses	'
	Note 5	Loans and Allowance for Credit Losses
	The composition of the loan portfolio, disaggregated by class and underlying specific portfolio type, was as follows:
			June 30, 2014								December 31, 2013
	(Dollars in Millions)		Amount			Percent					Amount				Percent
						of Total									of Total
	Commercial
	Commercial		$	72,286			29.7	%			$	64,762				27.5	%
	Lease financing			5,168			2.1					5,271				2.3
	Total commercial			77,454			31.8					70,033				29.8
	Commercial Real Estate
	Commercial mortgages			32,125			13.2					32,183				13.7
	Construction and development			8,672			3.5					7,702				3.3
	Total commercial real estate			40,797			16.7					39,885				17
	Residential Mortgages
	Residential mortgages			38,747			15.9					37,545				15.9
	Home equity loans, first liens			13,218			5.4					13,611				5.8
	Total residential mortgages			51,965			21.3					51,156				21.7
	Credit Card			17,642			7.2					18,021				7.7
	Other Retail
	Retail leasing			6,001			2.5					5,929				2.5
	Home equity and second mortgages			15,668			6.4					15,442				6.6
	Revolving credit			3,216			1.3					3,276				1.4
	Installment			5,978			2.4					5,709				2.4
	Automobile			14,353			5.9					13,743				5.8
	Student			3,352			1.4					3,579				1.5
	Total other retail			48,568			19.9					47,678				20.2
	Total loans, excluding covered loans			236,426			96.9					226,773				96.4
	Covered Loans			7,448			3.1					8,462				3.6
	Total loans		$	243,874			100	%			$	235,235				100	%
	The Company had loans of $78.0 billion at June 30, 2014, and $77.2 billion at December 31, 2013, pledged at the Federal Home Loan Bank (“FHLB”), and loans of $60.5 billion at June 30, 2014, and $53.0 billion at December 31, 2013, pledged at the Federal Reserve Bank.
	Originated loans are reported at the principal amount outstanding, net of unearned interest and deferred fees and costs. Net unearned interest and deferred fees and costs amounted to $574 million at June 30, 2014, and $556 million at December 31, 2013. All purchased loans and related indemnification assets are recorded at fair value at the date of purchase. The Company evaluates purchased loans for impairment at the date of purchase in accordance with applicable authoritative accounting guidance. Purchased loans with evidence of credit deterioration since origination for which it is probable that all contractually required payments will not be collected are considered “purchased impaired loans.” All other purchased loans are considered “purchased nonimpaired loans.”
	On the acquisition date, the estimate of the contractually required payments receivable for all purchased nonimpaired loans acquired in the Charter One acquisition were $1.5 billion. The contractual cash flows not expected to be collected on these loans of $247 million and the estimated fair value of the loans of $969 million were determined based upon the estimated remaining life of the underlying loans, which includes the effects of estimated prepayments. The contractual cash flows not expected to be collected primarily reflect a reduction in contractual interest payments resulting from these estimated prepayments. There were no purchased impaired loans acquired in the Charter One acquisition.
	Changes in the accretable balance for purchased impaired loans were as follows:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Balance at beginning of period		$	1,584		$	1,921				$	1,655			$	1,709
	Accretion			(120	)		(125	)				(231	)			(261	)
	Disposals			(29	)		(31	)				(69	)			(69	)
	Reclassifications from nonaccretable difference (a)			53			48					134				58
	Other (b)			(1	)		(11	)				(2	)			365
	Balance at end of period		$	1,487		$	1,802				$	1,487			$	1,802
	(a)	Primarily relates to changes in expected credit performance.
	(b)	The amount for the six months ended June 30, 2013, primarily represents the reclassification of unamortized decreases in the FDIC asset (which are presented as a separate component within the covered assets table on page 55 beginning in 2013), partially offset by the impact of changes in expectations about retaining covered single-family loans beyond the term of the indemnification agreements.
	Allowance for Credit Losses The allowance for credit losses reserves for probable and estimable losses incurred in the Company’s loan and lease portfolio, including unfunded credit commitments, and includes certain amounts that do not represent loss exposure to the Company because those losses are recoverable under loss sharing agreements with the Federal Deposit Insurance Corporation (“FDIC”). The allowance for credit losses is increased through provisions charged to operating earnings and reduced by net charge-offs. Management evaluates the allowance each quarter to ensure it appropriately reserves for incurred losses.
	The allowance recorded for loans in the commercial lending segment is based on reviews of individual credit relationships and considers the migration analysis of commercial lending segment loans and actual loss experience. In the migration analysis applied to risk rated loan portfolios, the Company currently examines up to a 13-year period of loss experience. For each loan type, this historical loss experience is adjusted as necessary to consider any relevant changes in portfolio composition, lending policies, underwriting standards, risk management practices or economic conditions. The results of the analysis are evaluated quarterly to confirm an appropriate historical time frame is selected for each commercial loan type. The allowance recorded for impaired loans greater than $5 million in the commercial lending segment is based on an individual loan analysis utilizing expected cash flows discounted using the original effective interest rate, the observable market price of the loan, or the fair value of the collateral for collateral-dependent loans, rather than the migration analysis. The allowance recorded for all other commercial lending segment loans is determined on a homogenous pool basis and includes consideration of product mix, risk characteristics of the portfolio, bankruptcy experience, portfolio growth and historical losses, adjusted for current trends. The Company also considers the impacts of any loan modifications made to commercial lending segment loans and any subsequent payment defaults to its expectations of cash flows, principal balance, and current expectations about the borrower’s ability to pay in determining the allowance for credit losses.
	The allowance recorded for Troubled Debt Restructuring (“TDR”) loans and purchased impaired loans in the consumer lending segment is determined on a homogenous pool basis utilizing expected cash flows discounted using the original effective interest rate of the pool, or the prior quarter effective rate, respectively. The allowance for collateral-dependent loans in the consumer lending segment is determined based on the fair value of the collateral less costs to sell. The allowance recorded for all other consumer lending segment loans is determined on a homogenous pool basis and includes consideration of product mix, risk characteristics of the portfolio, bankruptcy experience, delinquency status, refreshed loan-to-value ratios when possible, portfolio growth and historical losses, adjusted for current trends. The Company also considers any modifications made to consumer lending segment loans including the impacts of any subsequent payment defaults since modification in determining the allowance for credit losses, such as the borrower’s ability to pay under the restructured terms, and the timing and amount of payments.
	The allowance for the covered loan segment is evaluated each quarter in a manner similar to that described for non-covered loans and reflects decreases in expected cash flows of those loans after the acquisition date. The provision for credit losses for covered loans considers the indemnification provided by the FDIC.
	In addition, subsequent payment defaults on loan modifications considered TDRs are considered in the underlying factors used in the determination of the appropriateness of the allowance for credit losses. For each loan segment, the Company estimates future loan charge-offs through a variety of analysis, trends and underlying assumptions. With respect to the commercial lending segment, TDRs may be collectively evaluated for impairment where observed performance history, including defaults, is a primary driver of the loss allocation. For commercial TDRs individually evaluated for impairment, attributes of the borrower are the primary factors in determining the allowance for credit losses. However, historical loss experience is also incorporated into the allowance methodology applied to this category of loans. With respect to the consumer lending segment, performance of the portfolio, including defaults on TDRs, is considered when estimating future cash flows.
	The Company’s methodology for determining the appropriate allowance for credit losses for all the loan segments also considers the imprecision inherent in the methodologies used. As a result, in addition to the amounts determined under the methodologies described above, management also considers the potential impact of other qualitative factors which include, but are not limited to, economic factors; geographic and other concentration risks; delinquency and nonaccrual trends; current business conditions; changes in lending policy, underwriting standards, internal review and other relevant business practices; and the regulatory environment. The consideration of these items results in adjustments to allowance amounts included in the Company’s allowance for credit losses for each of the above loan segments.
	The Company also assesses the credit risk associated with off-balance sheet loan commitments, letters of credit, and derivatives. Credit risk associated with derivatives is reflected in the fair values recorded for those positions. The liability for off-balance sheet credit exposure related to loan commitments and other credit guarantees is included in other liabilities. Because business processes and credit risks associated with unfunded credit commitments are essentially the same as for loans, the Company utilizes similar processes to estimate its liability for unfunded credit commitments.
	Activity in the allowance for credit losses by portfolio class was as follows:
	Three Months Ended June 30		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
	(Dollars in Millions)					Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																					Covered Loans
	2014
	Balance at beginning of period		$	1,091		$	742		$	862			$	884			$	785			$	4,364			$	133			$	4,497
	Add
	Provision for credit losses			75			(21	)		43				163				63				323				1				324
	Deduct
	Loans charged off			76			9			62				188				95				430				2				432
	Less recoveries of loans charged off			(21	)		(13	)		(5	)			(18	)			(26	)			(83	)			–				(83	)
	Net loans charged off			55			(4	)		57				170				69				347				2				349
Other changes (a)			–			–			–				(3	)			–				(3	)			(20	)			(23	)
Balance at end of period		$	1,111		$	725		$	848			$	874			$	779			$	4,337			$	112			$	4,449
2013
Balance at beginning of period		$	1,012		$	798		$	926			$	895			$	854			$	4,485			$	223			$	4,708
Add
Provision for credit losses			49			(38	)		69				152				89				321				41				362
Deduct
Loans charged off			63			16			81				191				134				485				21				506
Less recoveries of loans charged off			(25	)		(33	)		(7	)			(18	)			(29	)			(112	)			(2	)			(114	)
Net loans charged off			38			(17	)		74				173				105				373				19				392
Other changes (a)			–			–			–				–				–				–				(66	)			(66	)
Balance at end of period		$	1,023		$	777		$	921			$	874			$	838			$	4,433			$	179			$	4,612
(a)	Includes net changes in credit losses to be reimbursed by the FDIC and reductions in the allowance for covered loans where the reversal of a previously recorded allowance was offset by an associated decrease in the indemnification asset, and the impact of any loan sales.
Six Months Ended June 30		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
(Dollars in Millions)					Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																				Covered Loans
2014
Balance at beginning of period		$	1,075		$	776		$	875			$	884			$	781			$	4,391			$	146			$	4,537
Add
Provision for credit losses			127			(58	)		87				333				143				632				(2	)			630
Deduct
Loans charged off			139			17			123				372				195				846				8				854
Less recoveries of loans charged off			(48	)		(24	)		(9	)			(32	)			(50	)			(163	)			(1	)			(164	)
Net loans charged off			91			(7	)		114				340				145				683				7				690
Other changes (a)			–			–			–				(3	)			–				(3	)			(25	)			(28	)
Balance at end of period		$	1,111		$	725		$	848			$	874			$	779			$	4,337			$	112			$	4,449
2013
Balance at beginning of period		$	1,051		$	857		$	935			$	863			$	848			$	4,554			$	179			$	4,733
Add
Provision for credit losses			45			(78	)		152				344				221				684				81				765
Deduct
Loans charged off			119			59			181				384				290				1,033				22				1,055
Less recoveries of loans charged off			(46	)		(57	)		(15	)			(51	)			(59	)			(228	)			(2	)			(230	)
Net loans charged off			73			2			166				333				231				805				20				825
Other changes (a)			–			–			–				–				–				–				(61	)			(61	)
Balance at end of period		$	1,023		$	777		$	921			$	874			$	838			$	4,433			$	179			$	4,612
(a)	Includes net changes in credit losses to be reimbursed by the FDIC and reductions in the allowance for covered loans where the reversal of a previously recorded allowance was offset by an associated decrease in the indemnification asset, and the impact of any loan sales.
Additional detail of the allowance for credit losses by portfolio class was as follows:
(Dollars in Millions)		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
					Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																				Covered Loans
Allowance Balance at June 30, 2014 Related to
Loans individually evaluated for impairment (a)		$	19		$	7		$	–			$	–			$	–			$	26			$	–			$	26
TDRs collectively evaluated for impairment			15			17			326				69				52				479				3				482
Other loans collectively evaluated for impairment			1,077			669			522				805				727				3,800				4				3,804
Loans acquired with deteriorated credit quality			–			32			–				–				–				32				105				137
Total allowance for credit losses		$	1,111		$	725		$	848			$	874			$	779			$	4,337			$	112			$	4,449
Allowance Balance at December 31, 2013 Related to
Loans individually evaluated for impairment (a)		$	15		$	17		$	–			$	–			$	–			$	32			$	–			$	32
TDRs collectively evaluated for impairment			19			26			329				87				55				516				4				520
Other loans collectively evaluated for impairment			1,041			700			546				797				726				3,810				5				3,815
Loans acquired with deteriorated credit quality			–			33			–				–				–				33				137				170
Total allowance for credit losses		$	1,075		$	776		$	875			$	884			$	781			$	4,391			$	146			$	4,537
(a)	Represents the allowance for credit losses related to loans greater than $5 million classified as nonperforming or TDRs.
Additional detail of loan balances by portfolio class was as follows:
(Dollars in Millions)		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
					Real Estate			Mortgages				Card				Retail				Excluding				Loans (b)				Loans
																				Covered Loans
June 30, 2014
Loans individually evaluated for impairment (a)		$	273		$	159		$	–			$	–			$	–			$	432			$	70			$	502
TDRs collectively evaluated for impairment			133			301			5,260				272				252				6,218				82				6,300
Other loans collectively evaluated for impairment			77,047			40,206			46,704				17,370				48,316				229,643				3,833				233,476
Loans acquired with deteriorated credit quality			1			131			1				–				–				133				3,463				3,596
Total loans		$	77,454		$	40,797		$	51,965			$	17,642			$	48,568			$	236,426			$	7,448			$	243,874
December 31, 2013
Loans individually evaluated for impairment (a)		$	197		$	237		$	–			$	–			$	–			$	434			$	62			$	496
TDRs collectively evaluated for impairment			155			358			5,064				310				269				6,156				87				6,243
Other loans collectively evaluated for impairment			69,680			39,129			46,090				17,711				47,409				220,019				4,538				224,557
Loans acquired with deteriorated credit quality			1			161			2				–				–				164				3,775				3,939
Total loans		$	70,033		$	39,885		$	51,156			$	18,021			$	47,678			$	226,773			$	8,462			$	235,235
(a)	Represents loans greater than $5 million classified as nonperforming or TDRs.
(b)	Includes expected reimbursements from the FDIC under loss sharing agreements.
Credit Quality The quality of the Company’s loan portfolios is assessed as a function of net credit losses, levels of nonperforming assets and delinquencies, and credit quality ratings as defined by the Company.
For all loan classes, loans are considered past due based on the number of days delinquent except for monthly amortizing loans which are classified delinquent based upon the number of contractually required payments not made (for example, two missed payments is considered 30 days delinquent). When a loan is placed on nonaccrual status, unpaid accrued interest is reversed.
Commercial lending segment loans are generally placed on nonaccrual status when the collection of principal and interest has become 90 days past due or is otherwise considered doubtful. Commercial lending segment loans are generally fully or partially charged down to the fair value of the collateral securing the loan, less costs to sell, when the loan is considered uncollectible.
Consumer lending segment loans are generally charged-off at a specific number of days or payments past due. Residential mortgages and other retail loans secured by 1-4 family properties are generally charged down to the fair value of the collateral securing the loan, less costs to sell, at 180 days past due, and placed on nonaccrual status in instances where a partial charge-off occurs unless the loan is well secured and in the process of collection. Loans and lines in a junior lien position secured by 1-4 family properties are placed on nonaccrual status at 120 days past due or when behind a first lien that has become 180 days or greater past due or placed on nonaccrual status. Any secured consumer lending segment loan whose borrower has had debt discharged through bankruptcy, for which the loan amount exceeds the fair value of the collateral, is charged down to the fair value of the related collateral and the remaining balance is placed on nonaccrual status. Credit card loans continue to accrue interest until the account is charged off. Credit cards are charged off at 180 days past due. Other retail loans not secured by 1-4 family properties are charged-off at 120 days past due; and revolving consumer lines are charged off at 180 days past due. Similar to credit cards, other retail loans are generally not placed on nonaccrual status because of the relative short period of time to charge-off. Certain retail customers having financial difficulties may have the terms of their credit card and other loan agreements modified to require only principal payments and, as such, are reported as nonaccrual.
For all loan classes, interest payments received on nonaccrual loans are generally recorded as a reduction to the loan carrying amount. Interest payments are generally recorded as reductions to a loan’s carrying amount while a loan is on nonaccrual and are recognized as interest income upon payoff of the loan. Interest income may be recognized for interest payments if the remaining carrying amount of the loan is believed to be collectible. In certain circumstances, loans in any class may be restored to accrual status, such as when a loan has demonstrated sustained repayment performance or no amounts are past due and prospects for future payment are no longer in doubt; or the loan becomes well secured and is in the process of collection. Loans where there has been a partial charge-off may be returned to accrual status if all principal and interest (including amounts previously charged-off) is expected to be collected and the loan is current.
Covered loans not considered to be purchased impaired are evaluated for delinquency, nonaccrual status and charge-off consistent with the class of loan they would be included in had the loss share coverage not been in place. Generally, purchased impaired loans are considered accruing loans. However, the timing and amount of future cash flows for some loans is not reasonably estimable. Those loans are classified as nonaccrual loans and interest income is not recognized until the timing and amount of the future cash flows can be reasonably estimated.
The following table provides a summary of loans by portfolio class, including the delinquency status of those that continue to accrue interest, and those that are nonperforming:
		Accruing
(Dollars in Millions)		Current			30-89 Days			90 Days or				Nonperforming				Total
					Past Due			More Past Due
June 30, 2014
Commercial		$	77,018		$	202		$	44			$	190			$	77,454
Commercial real estate			40,489			56			26				226				40,797
Residential mortgages (a)			50,643			251			253				818				51,965
Credit card			17,204			199			187				52				17,642
Other retail			48,093			213			71				191				48,568
Total loans, excluding covered loans			233,447			921			581				1,477				236,426
Covered loans			6,781			91			457				119				7,448
Total loans		$	240,228		$	1,012		$	1,038			$	1,596			$	243,874
December 31, 2013
Commercial		$	69,587		$	257		$	55			$	134			$	70,033
Commercial real estate			39,459			94			29				303				39,885
Residential mortgages (a)			49,695			358			333				770				51,156
Credit card			17,507			226			210				78				18,021
Other retail			47,156			245			86				191				47,678
Total loans, excluding covered loans			223,404			1,180			713				1,476				226,773
Covered loans			7,693			166			476				127				8,462
Total loans		$	231,097		$	1,346		$	1,189			$	1,603			$	235,235
(a)	At June 30, 2014, $407 million of loans 30–89 days past due and $3.1 billion of loans 90 days or more past due purchased from Government National Mortgage Association (“GNMA”) mortgage pools whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs, were classified as current, compared with $440 million and $3.7 billion at December 31, 2013, respectively.
At June 30, 2014, the amount of foreclosed residential real estate held by the Company, and included in other real estate owned, was $265 million ($235 million excluding covered assets). This excludes $583 million of foreclosed residential real estate related to mortgage loans whose payments are primarily insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs. In addition, the amount of residential mortgage loans secured by residential real estate in the process of foreclosure at June 30, 2014, was $3.4 billion, of which $2.2 billion related to loans purchased from Government National Mortgage Association (“GNMA”) mortgage pools whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs.
The Company classifies its loan portfolios using internal credit quality ratings on a quarterly basis. These ratings include: pass, special mention and classified, and are an important part of the Company’s overall credit risk management process and evaluation of the allowance for credit losses. Loans with a pass rating represent those not classified on the Company’s rating scale for problem credits, as minimal credit risk has been identified. Special mention loans are those that have a potential weakness deserving management’s close attention. Classified loans are those where a well-defined weakness has been identified that may put full collection of contractual cash flows at risk. It is possible that others, given the same information, may reach different reasonable conclusions regarding the credit quality rating classification of specific loans.
The following table provides a summary of loans by portfolio class and the Company’s internal credit quality rating:
					Criticized
(Dollars in Millions)		Pass			Special			Classified (a)				Total				Total
					Mention							Criticized
June 30, 2014
Commercial		$	75,426		$	1,044		$	984			$	2,028			$	77,454
Commercial real estate			39,313			547			937				1,484				40,797
Residential mortgages (b)			50,801			7			1,157				1,164				51,965
Credit card			17,403			–			239				239				17,642
Other retail			48,210			18			340				358				48,568
Total loans, excluding covered loans			231,153			1,616			3,657				5,273				236,426
Covered loans			7,210			3			235				238				7,448
Total loans		$	238,363		$	1,619		$	3,892			$	5,511			$	243,874
Total outstanding commitments		$	488,159		$	2,949		$	4,606			$	7,555			$	495,714
December 31, 2013
Commercial		$	68,075		$	1,013		$	945			$	1,958			$	70,033
Commercial real estate			38,113			616			1,156				1,772				39,885
Residential mortgages (b)			50,152			5			999				1,004				51,156
Credit card			17,733			–			288				288				18,021
Other retail			47,313			27			338				365				47,678
Total loans, excluding covered loans			221,386			1,661			3,726				5,387				226,773
Covered loans			8,160			18			284				302				8,462
Total loans		$	229,546		$	1,679		$	4,010			$	5,689			$	235,235
Total outstanding commitments		$	470,046		$	2,939		$	4,812			$	7,751			$	477,797
(a)	Classified rating on consumer loans primarily based on delinquency status.
(b)	At June 30, 2014, $3.1 billion of GNMA loans 90 days or more past due and $2.8 billion of restructured GNMA loans whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs were classified with a pass rating, compared with $3.7 billion and $2.6 billion at December 31, 2013, respectively.
For all loan classes, a loan is considered to be impaired when, based on current events or information, it is probable the Company will be unable to collect all amounts due per the contractual terms of the loan agreement. Impaired loans include all nonaccrual and TDR loans. For all loan classes, interest income on TDR loans is recognized under the modified terms and conditions if the borrower has demonstrated repayment performance at a level commensurate with the modified terms over several payment cycles. Interest income is generally not recognized on other impaired loans until the loan is paid off. However, interest income may be recognized for interest payments if the remaining carrying amount of the loan is believed to be collectible.
Factors used by the Company in determining whether all principal and interest payments due on commercial and commercial real estate loans will be collected and therefore whether those loans are impaired include, but are not limited to, the financial condition of the borrower, collateral and/or guarantees on the loan, and the borrower’s estimated future ability to pay based on industry, geographic location and certain financial ratios. The evaluation of impairment on residential mortgages, credit card loans and other retail loans is primarily driven by delinquency status of individual loans or whether a loan has been modified, and considers any government guarantee where applicable. Individual covered loans, whose future losses are covered by loss sharing agreements with the FDIC that substantially reduce the risk of credit losses to the Company, are evaluated for impairment and accounted for in a manner consistent with the class of loan they would have been included in had the loss sharing coverage not been in place.
A summary of impaired loans by portfolio class was as follows:
(Dollars in Millions)		Period-end			Unpaid			Valuation				Commitments
		Recorded			Principal			Allowance				to Lend
		Investment (a)			Balance							Additional
												Funds
June 30, 2014
Commercial		$	442		$	883		$	36			$	102
Commercial real estate			556			1,113			30				24
Residential mortgages			2,740			3,670			276				–
Credit card			272			272			69				–
Other retail			378			410			56				4
Total impaired loans, excluding GNMA and covered loans			4,388			6,348			467				130
Loans purchased from GNMA mortgage pools			2,816			2,816			54				–
Covered loans			375			810			20				1
Total		$	7,579		$	9,974		$	541			$	131
December 31, 2013
Commercial		$	382		$	804		$	36			$	54
Commercial real estate			693			1,322			51				40
Residential mortgages			2,767			3,492			308				–
Credit card			310			310			87				–
Other retail			391			593			59				14
Total impaired loans, excluding GNMA and covered loans			4,543			6,521			541				108
Loans purchased from GNMA mortgage pools			2,607			2,607			28				–
Covered loans			452			1,008			30				4
Total		$	7,602		$	10,136		$	599			$	112
(a)	Substantially all loans classified as impaired at June 30, 2014 and December 31, 2013, had an associated allowance for credit losses.
Additional information on impaired loans follows:
		2014								2013
(Dollars in Millions)		Average			Interest					Average				Interest
		Recorded			Income					Recorded				Income
		Investment			Recognized					Investment				Recognized
Three Months Ended June 30
Commercial		$	447		$	2				$	381			$	9
Commercial real estate			592			4					975				10
Residential mortgages			2,739			37					2,738				33
Credit card			281			3					376				5
Other retail			381			4					435				6
Total impaired loans, excluding GNMA and covered loans			4,440			50					4,905				63
Loans purchased from GNMA mortgage pools			2,766			33					1,880				23
Covered loans			397			5					564				8
Total		$	7,603		$	88				$	7,349			$	94
Six Months Ended June 30
Commercial		$	432		$	4				$	386			$	19
Commercial real estate			626			13					1,015				21
Residential mortgages			2,746			72					2,733				67
Credit card			290			6					397				9
Other retail			385			8					439				12
Total impaired loans, excluding GNMA and covered loans			4,479			103					4,970				128
Loans purchased from GNMA mortgage pools			2,714			66					1,862				46
Covered loans			416			10					623				15
Total		$	7,609		$	179				$	7,455			$	189
Troubled Debt Restructurings In certain circumstances, the Company may modify the terms of a loan to maximize the collection of amounts due when a borrower is experiencing financial difficulties or is expected to experience difficulties in the near-term. Concessionary modifications are classified as TDRs unless the modification results in only an insignificant delay in payments to be received. The Company recognizes interest on TDRs if the borrower complies with the revised terms and conditions as agreed upon with the Company and has demonstrated repayment performance at a level commensurate with the modified terms over several payment cycles. To the extent a previous restructuring was insignificant, the Company considers the cumulative effect of past restructurings related to the receivable when determining whether a current restructuring is a TDR. Loans classified as TDRs are considered impaired loans for reporting and measurement purposes.
The following table provides a summary of loans modified as TDRs during the periods presented by portfolio class:
		2014												2013
(Dollars in Millions)		Number			Pre-Modification			Post-Modification						Number				Pre-Modification				Post-Modification
		of Loans			Outstanding			Outstanding						of Loans				Outstanding				Outstanding
					Loan Balance			Loan Balance										Loan Balance				Loan Balance
Three Months Ended June 30
Commercial			566		$	74		$	66						596			$	54			$	47
Commercial real estate			12			8			7						36				37				35
Residential mortgages			679			91			91						430				62				63
Credit card			6,516			36			36						5,882				35				36
Other retail			649			13			14						807				16				15
Total loans, excluding GNMA and covered loans			8,422			222			214						7,751				204				196
Loans purchased from GNMA mortgage pools			2,362			281			279						2,879				345				316
Covered loans			7			2			2						21				13				12
Total loans			10,791		$	505		$	495						10,651			$	562			$	524
Six Months Ended June 30
Commercial			1,185		$	153		$	143						1,411			$	88			$	80
Commercial real estate			27			19			15						99				117				113
Residential mortgages			1,207			161			161						1,237				172				168
Credit card			13,332			76			76						13,700				83				84
Other retail			1,436			34			34						2,672				65				64
Total loans, excluding GNMA and covered loans			17,187			443			429						19,119				525				509
Loans purchased from GNMA mortgage pools			4,925			538			525						4,135				522				498
Covered loans			20			11			10						71				66				53
Total loans			22,132		$	992		$	964						23,325			$	1,113			$	1,060
Residential mortgages, home equity and second mortgages, and loans purchased from GNMA mortgage pools in the table above include trial period arrangements offered to customers during the periods presented. The post-modification balances for these loans reflect the current outstanding balance until a permanent modification is made. In addition, the post-modification balances typically include capitalization of unpaid accrued interest and/or fees under the various modification programs. For those loans modified as TDRs during the second quarter of 2014, at June 30, 2014, 211 residential mortgages, 30 home equity and second mortgage loans and 1,531 loans purchased from GNMA mortgage pools with outstanding balances of $29 million, $1 million and $187 million, respectively, were in a trial period and have estimated post-modification balances of $33 million, $1 million and $185 million, respectively, assuming permanent modification occurs at the end of the trial period.
The Company has implemented certain restructuring programs that may result in TDRs. However, many of the Company’s TDRs are also determined on a case-by-case basis in connection with ongoing loan collection processes.
For the commercial lending segment, modifications generally result in the Company working with borrowers on a case-by-case basis. Commercial and commercial real estate modifications generally include extensions of the maturity date and may be accompanied by an increase or decrease to the interest rate, which may not be deemed a market rate of interest. In addition, the Company may work with the borrower in identifying other changes that mitigate loss to the Company, which may include additional collateral or guarantees to support the loan. To a lesser extent, the Company may waive contractual principal. The Company classifies these concessions as TDRs to the extent the Company determines that the borrower is experiencing financial difficulty.
Modifications for the consumer lending segment are generally part of programs the Company has initiated. The Company participates in the U.S. Department of Treasury Home Affordable Modification Program (“HAMP”). HAMP gives qualifying homeowners an opportunity to permanently modify residential mortgage loans and achieve more affordable monthly payments, with the U.S. Department of Treasury compensating the Company for a portion of the reduction in monthly amounts due from borrowers participating in this program. The Company also modifies residential mortgage loans under Federal Housing Administration, Department of Veterans Affairs, or its own internal programs. Under these programs, the Company provides concessions to qualifying borrowers experiencing financial difficulties. The concessions may include adjustments to interest rates, conversion of adjustable rates to fixed rates, extension of maturity dates or deferrals of payments, capitalization of accrued interest and/or outstanding advances, or in limited situations, partial forgiveness of loan principal. In most instances, participation in residential mortgage loan restructuring programs requires the customer to complete a short-term trial period. A permanent loan modification is contingent on the customer successfully completing the trial period arrangement and the loan documents are not modified until that time. The Company reports loans in a trial period arrangement as TDRs.
Credit card and other retail loan modifications are generally part of distinct restructuring programs providing customers experiencing financial difficulty with modifications whereby balances may be amortized up to 60 months, and generally include waiver of fees and reduced interest rates.
In addition, the Company considers secured loans to consumer borrowers that have debt discharged through bankruptcy where the borrower has not reaffirmed the debt to be TDRs.
Modifications to loans in the covered segment are similar in nature to that described above for non-covered loans, and the evaluation and determination of TDR status is similar, except that acquired loans restructured after acquisition are not considered TDRs for purposes of the Company’s accounting and disclosure if the loans evidenced credit deterioration as of the acquisition date and are accounted for in pools. Losses associated with the modification on covered loans, including the economic impact of interest rate reductions, are generally eligible for reimbursement under loss sharing agreements with the FDIC.
The following table provides a summary of TDR loans that defaulted (fully or partially charged-off or became 90 days or more past due) during the periods presented that were modified as TDRs within 12 months previous to default:
		2014								2013
(Dollars in Millions)		Number			Amount					Number				Amount
		of Loans			Defaulted					of Loans				Defaulted
Three Months Ended June 30
Commercial			150		$	3					172			$	3
Commercial real estate			6			3					23				44
Residential mortgages			129			17					187				28
Credit card			1,460			8					1,638				10
Other retail			158			4					369				15
Total loans, excluding GNMA and covered loans			1,903			35					2,389				100
Loans purchased from GNMA mortgage pools			105			12					481				68
Covered loans			2			1					15				9
Total loans			2,010		$	48					2,885			$	177
Six Months Ended June 30
Commercial			295		$	8					340			$	5
Commercial real estate			12			10					42				72
Residential mortgages			277			39					370				59
Credit card			2,921			16					3,624				21
Other retail			343			10					886				43
Total loans, excluding GNMA and covered loans			3,848			83					5,262				200
Loans purchased from GNMA mortgage pools			176			22					4,303				546
Covered loans			10			4					25				12
Total loans			4,034		$	109					9,590			$	758
In addition to the defaults in the table above, for the three and six months ended June 30, 2014, the Company had a total of 702 and 878 residential mortgage loans, home equity and second mortgage loans and loans purchased from GNMA mortgage pools with aggregate outstanding balances of $79 million and $102 million, respectively, where borrowers did not successfully complete the trial period arrangement and therefore are no longer eligible for a permanent modification under the applicable modification program.
Covered Assets Covered assets represent loans and other assets acquired from the FDIC, subject to loss sharing agreements, and include expected reimbursements from the FDIC. Effective December 31, 2014, the loss sharing coverage provided by the FDIC expires on all covered assets, except for single family residential mortgages that remain covered under loss sharing agreements with remaining terms up to five years. The carrying amount of the covered assets consisted of purchased impaired loans, purchased nonimpaired loans and other assets as shown in the following table:
		June 30, 2014																December 31, 2013
(Dollars in Millions)		Purchased			Purchased			Other				Total						Purchased				Purchased				Other				Total
		Impaired			Nonimpaired			Assets										Impaired				Nonimpaired				Assets
		Loans			Loans													Loans				Loans
Commercial loans		$	–		$	27		$	–			$	27					$	–			$	32			$	–			$	32
Commercial real estate loans			533			1,206			–				1,739						738				1,494				–				2,232
Residential mortgage loans			2,930			811			–				3,741						3,037				890				–				3,927
Credit card loans			–			5			–				5						–				5				–				5
Other retail loans			–			627			–				627						–				666				–				666
Losses reimbursable by the FDIC (a)			–			–			731				731						–				–				798				798
Unamortized changes in FDIC asset (b)			–			–			578				578						–				–				802				802
Covered loans			3,463			2,676			1,309				7,448						3,775				3,087				1,600				8,462
Foreclosed real estate			–			–			58				58						–				–				97				97
Total covered assets		$	3,463		$	2,676		$	1,367			$	7,506					$	3,775			$	3,087			$	1,697			$	8,559
(a)	Relates to loss sharing agreements with remaining terms up to five years.
(b)	Represents decreases in expected reimbursements by the FDIC as a result of decreases in expected losses on the covered loans. These amounts are amortized as a reduction in interest income on covered loans over the shorter of the expected life of the respective covered loans or the remaining contractual term of the indemnification agreements.
At June 30, 2014 and December 31, 2013, $5 million of the purchased impaired loans included in covered loans were classified as nonperforming assets, because the expected cash flows are primarily based on the liquidation of underlying collateral and the timing and amount of the cash flows could not be reasonably estimated. Interest income is recognized on other purchased impaired loans through accretion of the difference between the carrying amount of those loans and their expected cash flows. The initial determination of the fair value of the purchased loans includes the impact of expected credit losses and, therefore, no allowance for credit losses is recorded at the purchase date. To the extent credit deterioration occurs after the date of acquisition, the Company records an allowance for credit losses.

Accounting_for_Transfers_and_S

Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities	6 Months Ended
	Jun. 30, 2014
Transfers And Servicing [Abstract]	'
Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities	'
	Note 6	Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities
	The Company transfers financial assets in the normal course of business. The majority of the Company’s financial asset transfers are residential mortgage loan sales primarily to government-sponsored enterprises (“GSEs”), transfers of tax-advantaged investments, commercial loan sales through participation agreements, and other individual or portfolio loan and securities sales. In accordance with the accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. Guarantees provided to certain third-parties in connection with the transfer of assets are further discussed in Note 16.
	For loans sold under participation agreements, the Company also considers whether the terms of the loan participation agreement meet the accounting definition of a participating interest. With the exception of servicing and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and generally limited to market customary representation and warranty clauses. Any gain or loss on sale depends on the previous carrying amount of the transferred financial assets, the consideration received, and any liabilities incurred in exchange for the transferred assets. Upon transfer, any servicing assets and other interests that continue to be held by the Company are initially recognized at fair value. For further information on mortgage servicing rights (“MSRs”), refer to Note 7. On a limited basis, the Company may acquire and package high-grade corporate bonds for select corporate customers, in which the Company generally has no continuing involvement with these transactions. Additionally, the Company is an authorized GNMA issuer and issues GNMA securities on a regular basis. The Company has no other asset securitizations or similar asset-backed financing arrangements that are off-balance sheet.
	The Company is involved in various entities that are considered to be variable interest entities (“VIEs”). The Company’s investments in VIEs are primarily related to investments promoting affordable housing, community development and renewable energy sources. Some of these tax-advantaged investments support the Company’s regulatory compliance with the Community Reinvestment Act. The Company’s investments in these entities generate a return primarily through the realization of federal and state income tax credits, and other tax benefits, such as tax deductions from operating losses of the investments, over specified time periods. These tax credits are recognized as a reduction of tax expense or, for investments qualifying as investment tax credits, as a reduction to the related investment asset. In January 2014, the Financial Accounting Standards Board issued accounting guidance for qualified affordable housing projects. This new guidance permits the Company to present the expense on certain qualified affordable housing investments in tax expense rather than noninterest expense. The Company adopted this guidance January 1, 2014, on a prospective basis, because the impact on prior financial statements was not material. The Company recognized federal and state income tax credits related to its affordable housing and other tax-advantaged investments in tax expense of $179 million and $173 million for the three months ended June 30, 2014 and 2013, respectively, and $357 million and $340 million for the six months ended June 30, 2014 and 2013, respectively. The Company also recognized $217 million and $131 million of investment tax credits for the three months ended June 30, 2014 and 2013, respectively, and $320 million and $200 million for the six months ended June 30, 2014 and 2013, respectively. The Company recognized $166 million and $227 million of expenses related to all of these investments for the three months ended June 30, 2014 and 2013, respectively, of which $59 million and $100 million, respectively, was included in tax expense and the remainder was included in noninterest expense. The Company recognized $330 million and $439 million of expenses related to all of these investments for the six months ended June 30, 2014 and 2013, respectively, of which $130 million and $180 million, respectively, was included in tax expense and the remainder was included in noninterest expense.
	The Company is not required to consolidate VIEs in which it has concluded it does not have a controlling financial interest, and thus is not the primary beneficiary. In such cases, the Company does not have both the power to direct the entities’ most significant activities and the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIEs. The Company’s investments in these unconsolidated VIEs, including funded and unfunded capital commitments, are carried in other assets on the Consolidated Balance Sheet. The Company’s unfunded capital and other commitments related to these unconsolidated VIEs are generally carried in other liabilities on the Consolidated Balance Sheet. The Company’s maximum exposure to loss from these unconsolidated VIEs include the investment recorded on the Company’s Consolidated Balance Sheet, net of unfunded capital commitments, and previously recorded tax credits which remain subject to recapture by taxing authorities based on compliance features required to be met at the project level. While the Company believes potential losses from these investments are remote, the maximum exposure was determined by assuming a scenario where the community-based business and housing projects completely fail and do not meet certain government compliance requirements resulting in recapture of the related tax credits.
	The following table provides a summary of investments in community development and tax-advantaged VIEs that the Company has not consolidated:
	(Dollars in Millions)		June 30, 2014		December 31, 2013
	Investment carrying amount		$	4,291	$	4,178
	Unfunded capital and other commitments			1,824		1,661
	Maximum exposure to loss			7,663		7,390
	The Company’s individual net investments in these unconsolidated VIEs, which exclude any unfunded capital commitments, ranged from less than $1 million to $43 million at June 30, 2014, compared with less than $1 million to $37 million at December 31, 2013.
	In addition, the Company sponsors entities to which it transfers tax-advantaged investments to third parties. At June 30, 2014, approximately $2.5 billion of the Company’s assets and $1.9 billion of its liabilities included on the Consolidated Balance Sheet were related to community development and tax-advantaged investment VIEs which the Company has consolidated, primarily related to these transfers. These amounts compared to $2.5 billion and $1.8 billion, respectively, at December 31, 2013. The majority of the assets of these consolidated VIEs are reported in other assets, and the liabilities are reported in long-term debt and other liabilities. The assets of a particular VIE are the primary source of funds to settle its obligations. The creditors of the VIEs do not have recourse to the general credit of the Company. The Company’s exposure to the consolidated VIEs is generally limited to the carrying value of its variable interests plus any related tax credits previously recognized or transferred to others with a guarantee.
	The Company also sponsors a conduit to which it previously transferred high-grade investment securities. The Company consolidates the conduit because of its ability to manage the activities of the conduit. At June 30, 2014, $114 million of the held-to-maturity investment securities on the Company’s Consolidated Balance Sheet were related to the conduit, compared with $116 million at December 31, 2013.
	In addition, the Company sponsors a municipal bond securities tender option bond program. The Company controls the activities of the program’s entities, is entitled to the residual returns and provides credit, liquidity and remarketing arrangements to the program. As a result, the Company has consolidated the program’s entities. At June 30, 2014, $4.5 billion of available-for-sale securities and $4.3 billion of short-term borrowings on the Consolidated Balance Sheet were related to the tender option bond program, compared with $4.6 billion of available-for-sale securities and $4.6 billion of short-term borrowings at December 31, 2013.
	The Company also has noncontrolling financial investments in private investment funds and partnerships considered VIEs, which are not consolidated. The Company’s recorded investment in these entities, carried in other assets on the Consolidated Balance Sheet, was approximately $99 million at June 30, 2014, compared with $98 million at December 31, 2013. The maximum exposure to loss related to these VIEs was $106 million at June 30, 2014 and $107 million at December 31, 2013, representing the Company’s investment balance and its unfunded commitments to invest additional amounts.

Mortgage_Servicing_Rights

Mortgage Servicing Rights	6 Months Ended
	Jun. 30, 2014
Text Block [Abstract]	'
Mortgage Servicing Rights	'
	Note 7	Mortgage Servicing Rights
	The Company serviced $224.7 billion of residential mortgage loans for others at June 30, 2014, and $226.8 billion at December 31, 2013, which include subserviced mortgages with no corresponding MSRs asset. The net impact included in mortgage banking revenue of fair value changes of MSRs due to changes in valuation assumptions and derivatives used to economically hedge MSRs were net gains of $93 million (of which $44 million related to excess servicing rights sold during the second quarter of 2014) and $13 million for the three months ended June 30, 2014 and 2013, respectively, and net gains of $151 million and $54 million for the six months ended June 30, 2014 and 2013, respectively. Loan servicing fees, not including valuation changes, included in mortgage banking revenue, were $185 million and $187 million for the three months ended June 30, 2014 and 2013, respectively, and $373 million and $374 million for the six months ended June 30, 2014 and 2013, respectively.
	Changes in fair value of capitalized MSRs are summarized as follows:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Balance at beginning of period		$	2,618		$	1,955				$	2,680			$	1,700
	Rights purchased			1			3					2				5
	Rights capitalized			71			233					155				487
	Rights sold			(141	)		–					(141	)			–
	Changes in fair value of MSRs
	Due to fluctuations in market interest rates (a)			(82	)		305					(158	)			432
	Due to revised assumptions or models (b)			44			(3	)				56				(9	)
	Other changes in fair value (c)			(99	)		(116	)				(182	)			(238	)
	Balance at end of period		$	2,412		$	2,377				$	2,412			$	2,377
	(a)	Includes changes in MSR value associated with changes in market interest rates, including estimated prepayment rates and anticipated earnings on escrow deposits.
	(b)	Includes changes in MSR value not caused by changes in market interest rates, such as changes in cost to service, ancillary income, and discount rate, as well as the impact of any model changes.
	(c)	Primarily represents changes due to realization of expected cash flows over time (decay).
	The estimated sensitivity to changes in interest rates of the fair value of the MSRs portfolio and the related derivative instruments was as follows:
			June 30, 2014																							December 31, 2013
	(Dollars in Millions)		Down			Down			Down				Up				Up				Up					Down			Down			Down			Up			Up			Up
			100 bps			50 bps			25 bps				25 bps				50 bps				100 bps					100 bps			50 bps			25 bps			25 bps			50 bps			100 bps
	MSR portfolio		$	(508	)	$	(232	)	$	(110	)		$	94			$	175			$	324				$	(435	)	$	(199	)	$	(93	)	$	82		$	154		$	287
	Derivative instrument hedges			409			209			103				(96	)			(181	)			(335	)				399			194			91			(82	)		(157	)		(301	)
	Net sensitivity		$	(99	)	$	(23	)	$	(7	)		$	(2	)		$	(6	)		$	(11	)			$	(36	)	$	(5	)	$	(2	)	$	–		$	(3	)	$	(14	)
	The fair value of MSRs and their sensitivity to changes in interest rates is influenced by the mix of the servicing portfolio and characteristics of each segment of the portfolio. The Company’s servicing portfolio consists of the distinct portfolios of government-insured mortgages, conventional mortgages and Mortgage Revenue Bond Programs (“MRBP”). The servicing portfolios are predominantly comprised of fixed-rate agency loans with limited adjustable-rate or jumbo mortgage loans. The MRBP division specializes in servicing loans made under state and local housing authority programs. These programs provide mortgages to low-income and moderate-income borrowers and are generally government-insured programs with a favorable rate subsidy, down payment and/or closing cost assistance.
	A summary of the Company’s MSRs and related characteristics by portfolio was as follows:
			June 30, 2014																December 31, 2013
	(Dollars in Millions)		MRBP			Government			Conventional (b)				Total						MRBP				Government			Conventional (b)			Total
	Servicing portfolio		$	16,835		$	40,632		$	165,030			$	222,497					$	15,896			$	41,659		$	169,287		$	226,842
	Fair value		$	191		$	469		$	1,752			$	2,412					$	180			$	500		$	2,000		$	2,680
	Value (bps) (a)			113			115			106				108						113				120			118			118
	Weighted-average servicing fees (bps)			38			32			27				29						39				32			29			30
	Multiple (value/servicing fees)			2.97			3.59			3.93				3.72						2.9				3.75			4.07			3.93
	Weighted-average note rate			4.65	%		4.21	%		4.15	%			4.2	%					4.7	%			4.24	%		4.17	%		4.22	%
	Weighted-average age (in years)			3.8			2.9			2.8				2.9						3.8				2.6			2.5			2.6
	Weighted-average expected prepayment (constant prepayment rate)			13	%		12.7	%		12	%			12.2	%					13.5	%			11.5	%		10.9	%		11.2	%
	Weighted-average expected life (in years)			6.2			6.3			6.7				6.6						6.2				6.9			7.2			7.1
	Weighted-average discount rate			11.9	%		11.2	%		9.6	%			10.1	%					11.9	%			11.2	%		9.8	%		10.2	%
	(a)	Value is calculated as fair value divided by the servicing portfolio.
	(b)	Represents loans sold primarily to GSEs.

Preferred_Stock

Preferred Stock	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Preferred Stock	'
	Note 8	Preferred Stock
	At June 30, 2014 and December 31, 2013, the Company had authority to issue 50 million shares of preferred stock. The number of shares issued and outstanding and the carrying amount of each outstanding series of the Company’s preferred stock were as follows:
			June 30, 2014								December 31, 2013
	(Dollars in Millions)		Shares		Liquidation		Discount		Carrying		Shares		Liquidation		Discount		Carrying
			Issued and		Preference				Amount		Issued and		Preference				Amount
			Outstanding								Outstanding
	Series A			12,510	$	1,251	$	145	$	1,106		12,510	$	1,251	$	145	$	1,106
	Series B			40,000		1,000		–		1,000		40,000		1,000		–		1,000
	Series F			44,000		1,100		12		1,088		44,000		1,100		12		1,088
	Series G			43,400		1,085		10		1,075		43,400		1,085		10		1,075
	Series H			20,000		500		13		487		20,000		500		13		487
	Total preferred stock (a)			159,910	$	4,936	$	180	$	4,756		159,910	$	4,936	$	180	$	4,756
	(a)	The par value of all shares issued and outstanding at June 30, 2014 and December 31, 2013, was $1.00 per share.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Accumulated Other Comprehensive Income (Loss)	'
	Note 9	Accumulated Other Comprehensive Income (Loss)
	Shareholders’ equity is affected by transactions and valuations of asset and liability positions that require adjustments to accumulated other comprehensive income (loss). The reconciliation of the transactions affecting accumulated other comprehensive income (loss) included in shareholders’ equity is as follows:
	Three Months Ended June 30		Unrealized Gains			Unrealized Gains			Unrealized Gains				Unrealized Gains				Foreign			Total
	(Dollars in Millions)		(Losses) on			(Losses) on			(Losses) on				(Losses) on				Currency
			Securities			Securities			Derivative				Retirement Plans				Translation
			Available-For-			Transferred From			Hedges
			Sale			Available-For-Sale
						to Held-To-
						Maturity
	2014
	Balance at beginning of period		$	106		$	66		$	(238	)		$	(721	)		$	(63	)	$	(850	)
	Changes in unrealized gains and losses			206			–			(24	)			–				–			182
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale			1			–			–				–				–			1
	Foreign currency translation adjustment			–			–			–				–				18			18
	Reclassification to earnings of realized gains and losses			–			(9	)		45				36				–			72
	Applicable income taxes			(80	)		3			(8	)			(14	)			(6	)		(105	)
	Balance at end of period		$	233		$	60		$	(225	)		$	(699	)		$	(51	)	$	(682	)
	2013
	Balance at beginning of period		$	603		$	94		$	(371	)		$	(1,221	)		$	(46	)	$	(941	)
	Changes in unrealized gains and losses			(675	)		–			53				–				–			(622	)
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale			1			–			–				–				–			1
	Foreign currency translation adjustment			–			–			–				–				(23	)		(23	)
	Reclassification to earnings of realized gains and losses			(6	)		(17	)		41				62				–			80
	Applicable income taxes			262			7			(36	)			(25	)			9			217
	Balance at end of period		$	185		$	84		$	(313	)		$	(1,184	)		$	(60	)	$	(1,288	)
	Six Months Ended June 30		Unrealized Gains			Unrealized Gains			Unrealized Gains				Unrealized Gains				Foreign			Total
	(Dollars in Millions)		(Losses) on			(Losses) on			(Losses) on				(Losses) on				Currency
			Securities			Securities			Derivative				Retirement Plans				Translation
			Available-For-			Transferred From			Hedges
			Sale			Available-For-Sale
						to Held-To-
						Maturity
	2014
	Balance at beginning of period		$	(77	)	$	70		$	(261	)		$	(743	)		$	(60	)	$	(1,071	)
	Changes in unrealized gains and losses			507			–			(35	)			–				–			472
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale			1			–			–				–				–			1
	Foreign currency translation adjustment			–			–			–				–				14			14
	Reclassification to earnings of realized gains and losses			(5	)		(16	)		94				72				–			145
	Applicable income taxes			(193	)		6			(23	)			(28	)			(5	)		(243	)
	Balance at end of period		$	233		$	60		$	(225	)		$	(699	)		$	(51	)	$	(682	)
	2013
	Balance at beginning of period		$	679		$	107		$	(404	)		$	(1,265	)		$	(40	)	$	(923	)
	Changes in unrealized gains and losses			(795	)		–			50				(1	)			–			(746	)
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale			7			–			–				–				–			7
	Foreign currency translation adjustment			–			–			–				–				(33	)		(33	)
	Reclassification to earnings of realized gains and losses			(11	)		(37	)		95				124				–			171
	Applicable income taxes			305			14			(54	)			(42	)			13			236
	Balance at end of period		$	185		$	84		$	(313	)		$	(1,184	)		$	(60	)	$	(1,288	)
	Additional detail about the impact to net income for items reclassified out of accumulated other comprehensive income (loss) and into earnings, is as follows:
			Impact to Net Income
			Three Months Ended June 30,								Six Months Ended June 30,								Affected Line Item in the
	(Dollars in Millions)		2014			2013					2014				2013				Consolidated Statement of Income
	Unrealized gains (losses) on securities available-for-sale
	Realized gains (losses) on sale of securities		$	3		$	9				$	8			$	21			Total securities gains (losses), net
	Other-than-temporary impairment recognized in earnings			(3	)		(3	)				(3	)			(10	)
				–			6					5				11			Total before tax
				–			(2	)				(2	)			(4	)		Applicable income taxes
				–			4					3				7			Net-of-tax
	Unrealized gains (losses) on securities transferred from available-for-sale to held-to-maturity
	Amortization of unrealized gains			9			17					16				37			Interest income
				(3	)		(7	)				(6	)			(14	)		Applicable income taxes
				6			10					10				23			Net-of-tax
	Unrealized gains (losses) on derivative hedges
Realized gains (losses) on derivative hedges			(45	)		(41	)				(94	)			(95	)		Net interest income
			17			16					36				37			Applicable income taxes
			(28	)		(25	)				(58	)			(58	)		Net-of-tax
Unrealized gains (losses) on retirement plans
Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization			(36	)		(62	)				(72	)			(124	)		Employee benefits expense
			14			24					28				48			Applicable income taxes
			(22	)		(38	)				(44	)			(76	)		Net-of-tax
Total impact to net income		$	(44	)	$	(49	)			$	(89	)		$	(104	)

Earnings_Per_Share

Earnings Per Share	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Earnings Per Share	'
	Note 10	Earnings Per Share
	The components of earnings per share were:
			Three Months Ended						Six Months Ended
			June 30,						June 30,
	(Dollars and Shares in Millions, Except Per Share Data)		2014			2013			2014			2013
	Net income attributable to U.S. Bancorp		$	1,495		$	1,484		$	2,892		$	2,912
	Preferred dividends			(61	)		(64	)		(121	)		(128	)
	Impact of preferred stock redemption (a)			–			(8	)		–			(8	)
	Earnings allocated to participating stock awards			(7	)		(7	)		(13	)		(13	)
	Net income applicable to U.S. Bancorp common shareholders		$	1,427		$	1,405		$	2,758		$	2,763
	Average common shares outstanding			1,811			1,843			1,815			1,851
	Net effect of the exercise and assumed purchase of stock awards			10			10			10			9
	Average diluted common shares outstanding			1,821			1,853			1,825			1,860
	Earnings per common share		$	0.79		$	0.76		$	1.52		$	1.49
	Diluted earnings per common share		$	0.78		$	0.76		$	1.51		$	1.49
	(a)	Represents stock issuance costs originally recorded in capital surplus upon the issuance of the Company’s Series D Non-Cumulative Perpetual Preferred Stock that were reclassified to retained earnings on the redemption date.
	Options outstanding at June 30, 2013, to purchase 10 million and 11 million common shares were not included in the computation of diluted earnings per share for the three months and six months ended June 30, 2013, respectively, because they were antidilutive.

Employee_Benefits

Employee Benefits	6 Months Ended
	Jun. 30, 2014
Compensation And Retirement Disclosure [Abstract]	'
Employee Benefits	'
	Note 11	Employee Benefits
	The components of net periodic benefit cost for the Company’s retirement plans were:
			Three Months Ended June 30,												Six Months Ended June 30,
			Pension Plans						Postretirement						Pension Plans						Postretirement
									Welfare Plan												Welfare Plan
	(Dollars in Millions)		2014			2013			2014			2013			2014			2013			2014			2013
	Service cost		$	38		$	42		$	–		$	1		$	76		$	84		$	–		$	2
	Interest cost			49			43			1			1			98			85			2			2
	Expected return on plan assets			(52	)		(44	)		–			(1	)		(104	)		(88	)		–			(1	)
	Prior service cost (credit) and transition obligation (asset) amortization			(1	)		(2	)		(1	)		–			(2	)		(3	)		(2	)		–
	Actuarial loss (gain) amortization			39			66			(1	)		(2	)		79			132			(3	)		(5	)
	Net periodic benefit cost		$	73		$	105		$	(1	)	$	(1	)	$	147		$	210		$	(3	)	$	(2	)

Income_Taxes

Income Taxes	6 Months Ended
	Jun. 30, 2014
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	Note 12	Income Taxes
	The components of income tax expense were:
			Three Months Ended						Six Months Ended
			June 30,						June 30,
	(Dollars in Millions)		2014			2013			2014			2013
	Federal
	Current		$	421		$	626		$	911		$	1,116
	Deferred			38			(104	)		(29	)		(92	)
	Federal income tax			459			522			882			1,024
	State
	Current			84			19			167			77
	Deferred			4			(12	)		(6	)		(14	)
	State income tax			88			7			161			63
	Total income tax provision		$	547		$	529		$	1,043		$	1,087
	A reconciliation of expected income tax expense at the federal statutory rate of 35 percent to the Company’s applicable income tax expense follows:
			Three Months Ended						Six Months Ended
			June 30,						June 30,
	(Dollars in Millions)		2014			2013			2014			2013
	Tax at statutory rate		$	719		$	690		$	1,387		$	1,371
	State income tax, at statutory rates, net of federal tax benefit			58			4			101			40
	Tax effect of
	Tax credits and benefits, net of related expenses			(184	)		(112	)		(349	)		(218	)
	Tax-exempt income			(51	)		(53	)		(103	)		(107	)
	Noncontrolling interests			(5	)		15			(10	)		29
	Other items			10			(15	)		17			(28	)
	Applicable income taxes		$	547		$	529		$	1,043		$	1,087
	The Company’s income tax returns are subject to review and examination by federal, state, local and foreign government authorities. On an ongoing basis, numerous federal, state, local and foreign examinations are in progress and cover multiple tax years. As of June 30, 2014, the federal taxing authority has completed its examination of the Company through the fiscal year ended December 31, 2010. The years open to examination by foreign, state and local government authorities vary by jurisdiction.
	The Company’s net deferred tax liability was $1.6 billion at June 30, 2014, and $1.3 billion at December 31, 2013.

Derivative_Instruments

Derivative Instruments	6 Months Ended
	Jun. 30, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Derivative Instruments	'
	Note 13	Derivative Instruments
	In the ordinary course of business, the Company enters into derivative transactions to manage various risks and to accommodate the business requirements of its customers. The Company recognizes all derivatives on the Consolidated Balance Sheet at fair value in other assets or in other liabilities. On the date the Company enters into a derivative contract, the derivative is designated as either a hedge of the fair value of a recognized asset or liability (“fair value hedge”); a hedge of a forecasted transaction or the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedge”); a hedge of the volatility of an investment in foreign operations driven by changes in foreign currency exchange rates (“net investment hedge”); or a designation is not made as it is a customer-related transaction, an economic hedge for asset/liability risk management purposes or another stand-alone derivative created through the Company’s operations (“free-standing derivative”). When a derivative is designated as a fair value, cash flow or net investment hedge, the Company performs an assessment, at inception and, at a minimum, quarterly thereafter, to determine the effectiveness of the derivative in offsetting changes in the value or cash flows of the hedged item(s).
	Fair Value Hedges These derivatives are interest rate swaps the Company uses to hedge the change in fair value related to interest rate changes of its underlying fixed-rate debt. Changes in the fair value of derivatives designated as fair value hedges, and changes in the fair value of the hedged items, are recorded in earnings. All fair value hedges were highly effective for the six months ended June 30, 2014, and the change in fair value attributed to hedge ineffectiveness was not material.
	Cash Flow Hedges These derivatives are interest rate swaps the Company uses to hedge the forecasted cash flows from its underlying variable-rate loans and debt. Changes in the fair value of derivatives designated as cash flow hedges are recorded in other comprehensive income (loss) until the cash flows of the hedged items are realized. If a derivative designated as a cash flow hedge is terminated or ceases to be highly effective, the gain or loss in other comprehensive income (loss) is amortized to earnings over the period the forecasted hedged transactions impact earnings. If a hedged forecasted transaction is no longer probable, hedge accounting is ceased and any gain or loss included in other comprehensive income (loss) is reported in earnings immediately, unless the forecasted transaction is at least reasonably possible of occurring, whereby the amounts remain within other comprehensive income (loss). At June 30, 2014, the Company had $225 million (net-of-tax) of realized and unrealized losses on derivatives classified as cash flow hedges recorded in other comprehensive income (loss), compared with $261 million (net-of-tax) at December 31, 2013. The estimated amount to be reclassified from other comprehensive income (loss) into earnings during the remainder of 2014 and the next 12 months are losses of $59 million (net-of-tax) and $121 million (net-of-tax), respectively. These amounts include gains and losses related to hedges that were terminated early for which the forecasted transactions are still probable. All cash flow hedges were highly effective for the six months ended June 30, 2014, and the change in fair value attributed to hedge ineffectiveness was not material.
	Net Investment Hedges The Company uses forward commitments to sell specified amounts of certain foreign currencies, and occasionally non-derivative debt instruments, to hedge the volatility of its investment in foreign operations driven by fluctuations in foreign currency exchange rates. The ineffectiveness on all net investment hedges was not material for the six months ended June 30, 2014. There were no non-derivative debt instruments designated as net investment hedges at June 30, 2014 or December 31, 2013.
	Other Derivative Positions The Company enters into free-standing derivatives to mitigate interest rate risk and for other risk management purposes. These derivatives include forward commitments to sell to-be-announced securities (“TBAs”) and other commitments to sell residential mortgage loans, which are used to economically hedge the interest rate risk related to residential mortgage loans held for sale (“MLHFS”) and unfunded mortgage loan commitments. The Company also enters into interest rate swaps, forward commitments to buy TBAs, U.S. Treasury futures and options on U.S. Treasury futures to economically hedge the change in the fair value of the Company’s MSRs. The Company also enters into foreign currency forwards to economically hedge remeasurement gains and losses the Company recognizes on foreign currency denominated assets and liabilities. In addition, the Company acts as a seller and buyer of interest rate derivatives and foreign exchange contracts for its customers. To mitigate the market and liquidity risk associated with these customer derivatives, the Company historically has entered into similar offsetting positions with broker-dealers. In 2014, the Company began to actively manage the risks from its exposure to customer-related interest rate positions on a portfolio basis by entering into other derivative or non-derivative financial instruments that partially or fully offset the exposure from these customer-related positions. The Company’s customer derivatives and related hedges are monitored and reviewed by the Company’s Market Risk Committee, which establishes policies for market risk management, including exposure limits for each portfolio. The Company also has derivative contracts that are created through its operations, including commitments to originate MLHFS and a swap agreement related to the sale of a portion of its Class B common shares of Visa Inc. Refer to Note 16 for further information on the Visa restructuring and related card association litigation.
	For additional information on the Company’s purpose for entering into derivative transactions and its overall risk management strategies, refer to “Management Discussion and Analysis — Use of Derivatives to Manage Interest Rate and Other Risks” which is incorporated by reference into these Notes to Consolidated Financial Statements.
	The following table summarizes the asset and liability management derivative positions of the Company:
			Asset Derivatives													Liability Derivatives
	(Dollars in Millions)		Notional				Fair				Weighted-					Notional				Fair			Weighted-
			Value				Value				Average					Value				Value			Average
											Remaining												Remaining
											Maturity												Maturity
											In Years												In Years
	June 30, 2014
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	1,750			$	32				3.9				$	–			$	–		$	–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			272				12				8.27					5,371				415			2.32
	Receive fixed/pay floating swaps			7,000				14				0.35					–				–			–
	Net investment hedges
	Foreign exchange forward contracts			–				–				–					1,069				7			0.05
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			4,813				49				0.08					62				–			0.09
	Sell			404				3				0.11					5,583				64			0.1
	Options
	Purchased			2,320				–				0.07					–				–			–
	Written			2,135				38				0.08					8				1			0.09
	Receive fixed/pay floating swaps			3,520				49				10.23					–				–			–
	Foreign exchange forward contracts			3,848				12				0.01					1,334				10			0.03
	Equity contracts			80				1				1.11					–				–			–
	Credit contracts			1,303				4				3.59					2,247				6			3.22
	Other (a)			–				–				–					265				43			4.26
	Total		$	27,445			$	214								$	15,939			$	546
	December 31, 2013
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	500			$	22				2.09				$	–			$	–			–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			772				26				6.25					4,288				498			2.46
	Receive fixed/pay floating swaps			7,000				26				0.84					–				–			–
	Net investment hedges
	Foreign exchange forward contracts			–				–				–					1,056				4			0.04
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			2,310				9				0.07					1,025				7			0.06
	Sell			5,234				58				0.08					346				4			0.17
	Options
	Purchased			2,300				–				0.07					–				–			–
	Written			1,902				17				0.07					2				–			0.08
	Receive fixed/pay floating swaps			–				–				–					3,540				56			10.22
	Foreign exchange forward contracts			6,813				24				0.02					2,121				4			0.02
	Equity contracts			79				3				1.62					–				–			–
	Credit contracts			1,209				4				4.04					2,352				7			3.08
	Total		$	28,119			$	189								$	14,730			$	580
	(a)	Represents a swap agreement related to the sale of a portion of the Company’s Class B common shares of Visa Inc. The swap requires payments by either party when there are changes in the conversion rate of Visa Inc. Class B common shares to Visa Inc. Class A common shares, as well as quarterly payments to the purchaser based on specified terms of the agreement.
	The following table summarizes the customer-related derivative positions of the Company:
		Asset Derivatives													Liability Derivatives
(Dollars in Millions)		Notional				Fair				Weighted-					Notional				Fair			Weighted-
		Value				Value				Average					Value				Value			Average
										Remaining												Remaining
										Maturity												Maturity
										In Years												In Years
June 30, 2014
Interest rate contracts
Receive fixed/pay floating swaps		$	18,487			$	733				5.58				$	4,072			$	25			5.4
Pay fixed/receive floating swaps			3,375				29				4.58					18,530				709			5.61
Options
Purchased			3,417				13				4.5					25				–			2.92
Written			25				–				2.92					3,417				13			4.5
Futures
Buy			832				–				0.55					1,131				–			0.21
Sell			–				–				–					456				–			1.36
Foreign exchange rate contracts
Forwards, spots and swaps			12,528				346				0.55					11,681				317			0.58
Options
Purchased			698				11				0.59					–				–			–
Written			–				–				–					698				11			0.59
Total		$	39,362			$	1,132								$	40,010			$	1,075
December 31, 2013
Interest rate contracts
Receive fixed/pay floating swaps		$	11,717			$	600				5.11				$	7,291			$	106			5.57
Pay fixed/receive floating swaps			6,746				114				6.03					12,361				560			4.9
Options
Purchased			3,489				33				4.53					–				–			–
Written			–				–				–					3,489				33			4.53
Foreign exchange rate contracts
Forwards, spots and swaps			10,970				457				0.59					9,975				427			0.62
Options
Purchased			364				11				0.53					–				–			–
Written			–				–				–					364				11			0.53
Total		$	33,286			$	1,215								$	33,480			$	1,137
The table below shows the effective portion of the gains (losses) recognized in other comprehensive income (loss) and the gains (losses) reclassified from other comprehensive income (loss) into earnings (net-of-tax):
		Three Months Ended June 30,																	Six Months Ended June 30,
		Gains (Losses)								Gains (Losses)									Gains (Losses)					Gains (Losses)
		Recognized in								Reclassified from									Recognized in					Reclassified from
		Other								Other									Other					Other
		Comprehensive								Comprehensive									Comprehensive					Comprehensive
		Income								Income									Income					Income
		(Loss)								(Loss) into Earnings									(Loss)					(Loss) into Earnings
(Dollars in Millions)		2014				2013				2014			2013						2014			2013		2014			2013
Asset and Liability Management Positions
Cash flow hedges
Interest rate contracts (a)		$	(15	)		$	33			$	(28	)	$	(25	)				$	(22	)	$	33	$	(58	)	$	(58	)
Net investment hedges
Foreign exchange forward contracts		$	9				(17	)			–			–					$	9			6		–			–
Note: Ineffectiveness on cash flow and net investment hedges was not material for the three and six months ended June 30, 2014 and 2013.
(a)	Gains (Losses) reclassified from other comprehensive income (loss) into interest income on loans and interest expense on long-term debt.
The table below shows the gains (losses) recognized in earnings for fair value hedges, other economic hedges and the customer-related positions:
		Location of		Three Months									Six Months
		Gains (Losses)		Ended June 30,									Ended June 30,
(Dollars in Millions)		Recognized in Earnings		2014				2013					2014				2013
Asset and Liability Management Positions
Fair value hedges (a)
Interest rate contracts		Other noninterest income		$	8			$	(5	)			$	6			$	(7	)
Other economic hedges
Interest rate contracts
Futures and forwards		Mortgage banking revenue			(26	)			300					(75	)			536
Purchased and written options		Mortgage banking revenue			80				17					146				146
Receive fixed/pay floating swaps		Mortgage banking revenue			112				(219	)				221				(259	)
Foreign exchange forward contracts		Commercial products revenue			(12	)			26					(17	)			34
Equity contracts		Compensation expense			1				1					1				1
Credit contracts		Other noninterest income/expense			–				–					–				(1	)
Other		Other noninterest income			(43	)			–					(43	)			–
Customer-Related Positions
Interest rate contracts
Receive fixed/pay floating swaps		Other noninterest income			215				(205	)				349				(301	)
Pay fixed/receive floating swaps		Other noninterest income			(206	)			212					(335	)			308
Foreign exchange rate contracts
Forwards, spots and swaps		Commercial products revenue			16				14					32				21
(a)	Gains (Losses) on items hedged by interest rate contracts included in noninterest income (expense), were $(8) million and $5 million for the three months ended June 30, 2014 and 2013, respectively, and $(6) million and $7 million for the six months ended June 30, 2014 and 2013, respectively. The ineffective portion was immaterial for the three and six months ended June 30, 2014 and 2013.
Derivatives are subject to credit risk associated with counterparties to the derivative contracts. The Company measures that credit risk using a credit valuation adjustment and includes it within the fair value of the derivative. The Company manages counterparty credit risk through diversification of its derivative positions among various counterparties, by entering into master netting arrangements and, where possible, by requiring collateral arrangements. A master netting arrangement allows two counterparties, who have multiple derivative contracts with each other, the ability to net settle amounts under all contracts, including any related collateral, through a single payment and in a single currency. Collateral arrangements require the counterparty to deliver collateral (typically cash or U.S. Treasury and agency securities) equal to the Company’s net derivative receivable, subject to minimum transfer and credit rating requirements.
The Company’s collateral arrangements are predominately bilateral and, therefore, contain provisions that require collateralization of the Company’s net liability derivative positions. Required collateral coverage is based on certain net liability thresholds and contingent upon the Company’s credit rating from two of the nationally recognized statistical rating organizations. If the Company’s credit rating were to fall below credit ratings thresholds established in the collateral arrangements, the counterparties to the derivatives could request immediate additional collateral coverage up to and including full collateral coverage for derivatives in a net liability position. The aggregate fair value of all derivatives under collateral arrangements that were in a net liability position at June 30, 2014, was $952 million. At June 30, 2014, the Company had $838 million of cash posted as collateral against this net liability position.

Netting_Arrangements_for_Certa

Netting Arrangements for Certain Financial Instruments	6 Months Ended
	Jun. 30, 2014
Text Block [Abstract]	'
Netting Arrangements for Certain Financial Instruments	'
	Note 14	Netting Arrangements for Certain Financial Instruments
	The majority of the Company’s derivative portfolio consists of bilateral over-the-counter trades. However, per current regulations, certain interest rate swaps and forwards and credit contracts need to be centrally cleared through clearinghouses. In addition, a portion of the Company’s derivative positions are exchange-traded. These are predominately U.S. Treasury futures or options on U.S. Treasury futures. Of the Company’s $122.8 billion total notional amount of derivative positions at June 30, 2014, $23.3 billion related to those centrally cleared through clearinghouses and $3.4 billion related to those that were exchange-traded. Irrespective of how derivatives are traded, the Company’s derivative contracts include offsetting rights (referred to as netting arrangements), and depending on expected volume, credit risk, and counterparty preference, collateral maintenance may be required. For all derivatives under collateral support agreements, fair value is determined daily and, depending on the collateral maintenance requirements, the Company and a counterparty may receive or deliver collateral, based upon the net fair value of all derivative positions between the Company and the counterparty. Collateral is typically cash, but securities may be allowed under collateral arrangements with certain counterparties. Receivables and payables related to cash collateral are included in other assets and other liabilities on the Consolidated Balance Sheet, along with the related derivative asset and liability fair values. Any securities pledged to counterparties as collateral remain on the Consolidated Balance Sheet. Securities received from counterparties as collateral are not recognized on the Consolidated Balance Sheet, unless the counterparty defaults. In general, securities used as collateral can be sold, repledged or otherwise used by the party in possession. No restrictions exist on the use of cash collateral by either party. Refer to Note 13 for further discussion of the Company’s derivatives, including collateral arrangements.
	As part of the Company’s treasury and broker-dealer operations, the Company executes transactions that are treated as securities sold under agreements to repurchase or securities purchased under agreements to resell, both of which are accounted for as collateralized financings. Securities sold under agreements to repurchase include repurchase agreements and securities loaned transactions. Securities purchased under agreements to resell include reverse repurchase agreements and securities borrowed transactions. For securities sold under agreements to repurchase, the Company records a liability for the cash received, which is included in short-term borrowings on the Consolidated Balance Sheet. For securities purchased under agreements to resell, the Company records a receivable for the cash paid, which is included in other assets on the Consolidated Balance Sheet.
	Securities transferred to counterparties under repurchase agreements and securities loaned transactions continue to be recognized on the Consolidated Balance Sheet, are measured at fair value, and are included in investment securities or other assets. Securities received from counterparties under reverse repurchase agreements and securities borrowed transactions are not recognized on the Consolidated Balance Sheet unless the counterparty defaults. In connection with all of these transactions, the fair values of the securities are determined daily, and additional cash is obtained or refunded to counterparties where appropriate. The securities transferred under repurchase and reverse repurchase transactions typically are U.S. Treasury securities or agency mortgage-backed securities. The securities loaned or borrowed typically are high-grade corporate bonds traded by the Company’s broker-dealer. In general, the securities transferred can be sold, repledged or otherwise used by the party in possession. No restrictions exist on the use of cash collateral by either party.
	The Company executes its derivative, repurchase/reverse repurchase and securities loaned/borrowed transactions under the respective industry standard agreements. These agreements include master netting arrangements that allow for multiple contracts executed with the same counterparty to be viewed as a single arrangement. This allows for net settlement of a single amount on a daily basis. In the event of default, the master netting arrangement provides for close-out netting, which allows all of these positions with the defaulting counterparty to be terminated and net settled with a single payment amount.
	The Company has elected to offset the assets and liabilities under netting arrangements for the balance sheet presentation of the majority of its derivative counterparties, excluding centrally cleared derivative contracts due to current uncertainty about the legal enforceability of netting arrangements with the clearinghouses. The netting occurs at the counterparty level, and includes all assets and liabilities related to the derivative contracts, including those associated with cash collateral received or delivered. The Company has not elected to offset the assets and liabilities under netting arrangements for the balance sheet presentation of repurchase/reverse repurchase and securities loaned/borrowed transactions.
	The following tables provide information on the Company’s netting adjustments, and items not offset on the Consolidated Balance Sheet but available for offset in the event of default:
			Gross		Gross Amounts			Net Amounts		Gross Amounts Not Offset on the
			Recognized		Offset on the			Presented on the		Consolidated Balance Sheet
			Assets		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral			Net Amount
										Instruments (b)			Received (c)
	June 30, 2014
	Derivative assets (d)		$	1,167	$	(411	)	$	756	$	(31	)	$	–		$	725
	Reverse repurchase agreements			180		–			180		(10	)		(170	)		–
	Securities borrowed			499		–			499		(91	)		(395	)		13
	Total		$	1,846	$	(411	)	$	1,435	$	(132	)	$	(565	)	$	738
	December 31, 2013
	Derivative assets (d)		$	1,349	$	(599	)	$	750	$	(21	)	$	–		$	729
	Reverse repurchase agreements			87		–			87		(59	)		(28	)		–
	Securities borrowed			723		–			723		–			(698	)		25
	Total		$	2,159	$	(599	)	$	1,560	$	(80	)	$	(726	)	$	754
	(a)	Includes $76 million and $124 million of cash collateral related payables that were netted against derivative assets at June 30, 2014 and December 31, 2013, respectively.
	(b)	For derivative assets this includes any derivative liability fair values that could be offset in the event of counterparty default; for reverse repurchase agreements this includes any repurchase agreement payables that could be offset in the event of counterparty default; for securities borrowed this includes any securities loaned payables that could be offset in the event of counterparty default.
	(c)	Includes the fair value of securities received by the Company from the counterparty. These securities are not included on the Consolidated Balance Sheet unless the counterparty defaults.
	(d)	Excludes $179 million and $55 million of derivative assets centrally cleared or otherwise not subject to netting arrangements at June 30, 2014 and December 31, 2013, respectively.
			Gross		Gross Amounts			Net Amounts		Gross Amounts Not Offset on the
			Recognized		Offset on the			Presented on the		Consolidated Balance Sheet
			Liabilities		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral			Net Amount
										Instruments (b)			Pledged (c)
	June 30, 2014
	Derivative liabilities (d)		$	1,432	$	(1,127	)	$	305	$	(31	)	$	–		$	274
	Repurchase agreements			677		–			677		(10	)		(667	)		–
	Securities loaned			259		–			259		(91	)		(166	)		2
	Total		$	2,368	$	(1,127	)	$	1,241	$	(132	)	$	(833	)	$	276
	December 31, 2013
	Derivative liabilities (d)		$	1,598	$	(1,192	)	$	406	$	(21	)	$	–		$	385
	Repurchase agreements			2,059		–			2,059		(59	)		(2,000	)		–
	Securities loaned			–		–			–		–			–			–
	Total		$	3,657	$	(1,192	)	$	2,465	$	(80	)	$	(2,000	)	$	385
	(a)	Includes $791 million and $717 million of cash collateral related receivables that were netted against derivative liabilities at June 30, 2014 and December 31, 2013, respectively.
	(b)	For derivative liabilities this includes any derivative asset fair values that could be offset in the event of counterparty default; for repurchase agreements this includes any reverse repurchase agreement receivables that could be offset in the event of counterparty default; for securities loaned this includes any securities borrowed receivables that could be offset in the event of counterparty default.
	(c)	Includes the fair value of securities pledged by the Company to the counterparty. These securities are included on the Consolidated Balance Sheet unless the Company defaults.
	(d)	Excludes $189 million and $119 million of derivative liabilities centrally cleared or otherwise not subject to netting arrangements at June 30, 2014 and December 31, 2013, respectively.

Fair_Values_of_Assets_and_Liab

Fair Values of Assets and Liabilities	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Values of Assets and Liabilities	'
	Note 15	Fair Values of Assets and Liabilities
	The Company uses fair value measurements for the initial recording of certain assets and liabilities, periodic remeasurement of certain assets and liabilities, and disclosures. Derivatives, trading and available-for-sale investment securities, MSRs and substantially all MLHFS are recorded at fair value on a recurring basis. Additionally, from time to time, the Company may be required to record at fair value other assets on a nonrecurring basis, such as loans held for sale, loans held for investment and certain other assets. These nonrecurring fair value adjustments typically involve application of lower-of-cost-or-fair value accounting or impairment write-downs of individual assets.
	Fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. A fair value measurement reflects all of the assumptions that market participants would use in pricing the asset or liability, including assumptions about the risk inherent in a particular valuation technique, the effect of a restriction on the sale or use of an asset and the risk of nonperformance.
	The Company groups its assets and liabilities measured at fair value into a three-level hierarchy for valuation techniques used to measure financial assets and financial liabilities at fair value. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
		•		Level 1 — Quoted prices in active markets for identical assets or liabilities. Level 1 includes U.S. Treasury and exchange-traded instruments.
		•		Level 2 — Observable inputs other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Level 2 includes debt securities that are traded less frequently than exchange-traded instruments and which are typically valued using third party pricing services; derivative contracts and other assets and liabilities, including securities, whose value is determined using a pricing model with inputs that are observable in the market or can be derived principally from or corroborated by observable market data; and MLHFS whose values are determined using quoted prices for similar assets or pricing models with inputs that are observable in the market or can be corroborated by observable market data.
		•		Level 3 — Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. Level 3 assets and liabilities include financial instruments whose values are determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation. This category includes MSRs, certain debt securities and certain derivative contracts.
	When the Company changes its valuation inputs for measuring financial assets and financial liabilities at fair value, either due to changes in current market conditions or other factors, it may need to transfer those assets or liabilities to another level in the hierarchy based on the new inputs used. The Company recognizes these transfers at the end of the reporting period in which the transfers occur. During the six months ended June 30, 2014 and 2013, there were no transfers of financial assets or financial liabilities between the hierarchy levels.
	The Company has processes and controls in place to increase the reliability of estimates it makes in determining fair value measurements. Items quoted on an exchange are verified to the quoted price. Items provided by a third party pricing service are subject to price verification procedures as described in more detail in the specific valuation discussions below. For fair value measurements modeled internally, the Company’s valuation models are subject to the Company’s Model Risk Governance Policy and Program, as maintained by the Company’s risk management department. The purpose of model validation is to assess the accuracy of the models’ input, processing, and reporting components. All models are required to be independently reviewed and approved prior to being placed in use, and are subject to formal change control procedures. Under the Company’s Model Risk Governance Policy, models are required to be reviewed at least annually to ensure they are operating as intended. Inputs into the models are market observable inputs whenever available. When market observable inputs are not available, the inputs are developed based upon analysis of historical experience and evaluation of other relevant market data. Significant unobservable model inputs are subject to review by senior management in corporate functions, who are independent from the modeling. Significant unobservable model inputs are also compared to actual results, typically on a quarterly basis. Significant Level 3 fair value measurements are also subject to corporate-level review and are benchmarked to market transactions or other market data, when available. Additional discussion of processes and controls are provided in the valuation methodologies section that follows.
	The following section describes the valuation methodologies used by the Company to measure financial assets and liabilities at fair value and for estimating fair value for financial instruments not recorded at fair value as required under disclosure guidance related to the fair value of financial instruments. In addition, the following section includes an indication of the level of the fair value hierarchy in which the assets or liabilities are classified. Where appropriate, the description includes information about the valuation models and key inputs to those models. During the six months ended June 30, 2014 and 2013, there were no significant changes to the valuation techniques used by the Company to measure fair value.
	Cash and Due From Banks The carrying value of cash and due from banks approximate fair value and are classified within Level 1. Fair value is provided for disclosure purposes only.
	Federal Funds Sold and Securities Purchased Under Resale Agreements The carrying value of federal funds sold and securities purchased under resale agreements approximate fair value because of the relatively short time between the origination of the instrument and its expected realization and are classified within Level 2. Fair value is provided for disclosure purposes only.
	Investment Securities When quoted market prices for identical securities are available in an active market, these prices are used to determine fair value and these securities are classified within Level 1 of the fair value hierarchy. Level 1 investment securities are predominantly U.S. Treasury securities.
	For other securities, quoted market prices may not be readily available for the specific securities. When possible, the Company determines fair value based on market observable information, including quoted market prices for similar securities, inactive transaction prices, and broker quotes. These securities are classified within Level 2 of the fair value hierarchy. Level 2 valuations are generally provided by a third party pricing service. The Company reviews the valuation methodologies utilized by the pricing service and, on a quarterly basis, reviews the security level prices provided by the pricing service against management’s expectation of fair value, based on changes in various benchmarks and market knowledge from recent trading activity. Additionally, each quarter, the Company validates the fair value provided by the pricing services by comparing them to recent observable market trades (where available), broker provided quotes, or other independent secondary pricing sources. Prices obtained from the pricing service are adjusted if they are found to be inconsistent with observable market data. Level 2 investment securities are predominantly agency mortgage-backed securities, certain other asset-backed securities, municipal securities, corporate debt securities, agency debt securities and perpetual preferred securities.
	The fair value of securities for which there are no market trades, or where trading is inactive as compared to normal market activity, are classified within Level 3 of the fair value hierarchy. The Company determines the fair value of these securities by using a discounted cash flow methodology and incorporating observable market information, where available. These valuations are modeled by a unit within the Company’s treasury department. The valuations use assumptions regarding housing prices, interest rates and borrower performance. Inputs are refined and updated at least quarterly to reflect market developments and actual performance. The primary valuation drivers of these securities are the prepayment rates, default rates and default severities associated with the underlying collateral, as well as the discount rate used to calculate the present value of the projected cash flows. Level 3 fair values, including the assumptions used, are subject to review by senior management in corporate functions, who are independent from the modeling. The fair value measurements are also compared to fair values provided by third party pricing services, where available. Securities classified within Level 3 include non-agency mortgage-backed securities, non-agency commercial mortgage-backed securities, certain asset-backed securities, certain collateralized debt obligations and collateralized loan obligations and certain corporate debt securities.
	Mortgage Loans Held For Sale MLHFS measured at fair value, for which an active secondary market and readily available market prices exist, are initially valued at the transaction price and are subsequently valued by comparison to instruments with similar collateral and risk profiles. MLHFS are classified within Level 2. Included in mortgage banking revenue was a $46 million net gain and a $146 million net loss for the three months ended June 30, 2014 and 2013, respectively, and a $98 million net gain and a $321 million net loss for the six months ended June 30, 2014 and 2013, respectively, from the changes to fair value of these MLHFS under fair value option accounting guidance. Changes in fair value due to instrument specific credit risk were immaterial. Interest income for MLHFS is measured based on contractual interest rates and reported as interest income on the Consolidated Statement of Income. Electing to measure MLHFS at fair value reduces certain timing differences and better matches changes in fair value of these assets with changes in the value of the derivative instruments used to economically hedge them without the burden of complying with the requirements for hedge accounting.
	Loans The loan portfolio includes adjustable and fixed-rate loans, the fair value of which was estimated using discounted cash flow analyses and other valuation techniques. The expected cash flows of loans consider historical prepayment experiences and estimated credit losses and were discounted using current rates offered to borrowers with similar credit characteristics. Generally, loan fair values reflect Level 3 information. Fair value is provided for disclosure purposes only, with the exception of impaired collateral-based loans that are measured at fair value on a non-recurring basis utilizing the underlying collateral fair value.
	Mortgage Servicing Rights MSRs are valued using a discounted cash flow methodology. Accordingly, MSRs are classified within Level 3. The Company determines fair value by estimating the present value of the asset’s future cash flows using prepayment rates, discount rates, and other assumptions. The MSR valuations, as well as the assumptions used, are developed by the mortgage banking division and are subject to review by senior management in corporate functions, who are independent from the modeling. The MSR valuations and assumptions are validated through comparison to trade information, publicly available data and industry surveys when available, and are also compared to independent third party valuations each quarter. Risks inherent in MSR valuation include higher than expected prepayment rates and/or delayed receipt of cash flows. There is minimal observable market activity for MSRs on comparable portfolios, and, therefore the determination of fair value requires significant management judgment. Refer to Note 7 for further information on MSR valuation assumptions.
	Derivatives The majority of derivatives held by the Company are executed over-the-counter and are valued using standard cash flow, Black-Derman-Toy and Monte Carlo valuation techniques. The models incorporate inputs, depending on the type of derivative, including interest rate curves, foreign exchange rates and volatility. In addition, all derivative values incorporate an assessment of the risk of counterparty nonperformance, measured based on the Company’s evaluation of credit risk as well as external assessments of credit risk, where available. The Company monitors and manages its nonperformance risk by considering its ability to net derivative positions under master netting arrangements, as well as collateral received or provided under collateral arrangements. Accordingly, the Company has elected to measure the fair value of derivatives, at a counterparty level, on a net basis. The majority of the derivatives are classified within Level 2 of the fair value hierarchy, as the significant inputs to the models, including nonperformance risk, are observable. However, certain derivative transactions are with counterparties where risk of nonperformance cannot be observed in the market, and therefore the credit valuation adjustments result in these derivatives being classified within Level 3 of the fair value hierarchy. The credit valuation adjustments for nonperformance risk are determined by the Company’s treasury department using credit assumptions provided by the risk management department. The credit assumptions are compared to actual results quarterly and are recalibrated as appropriate.
	The Company also has other derivative contracts that are created through its operations, including commitments to purchase and originate mortgage loans and a swap agreement executed in conjunction with the sale of a portion of its Class B common shares of Visa Inc. (“the Visa swap”). The mortgage loan commitments are valued by pricing models that include market observable and unobservable inputs, which result in the commitments being classified within Level 3 of the fair value hierarchy. The unobservable inputs include assumptions about the percentage of commitments that actually become a closed loan and the MSR value that is inherent in the underlying loan value, both of which are developed by the Company’s mortgage banking division. The closed loan percentages for the mortgage loan commitments are monitored on an on-going basis, as these percentages are also used for the Company’s economic hedging activities. The inherent MSR value for the commitments are generated by the same models used for the Company’s MSRs and thus are subject to the same processes and controls as described for the MSRs above. The Visa swap requires payments by either party when there are changes in the conversion rate of Visa Inc. Class B common shares to Visa Inc. Class A common shares, as well as quarterly payments to the purchaser based on specified terms of the agreement. The fair value of the Visa swap is calculated using a discounted cash flow methodology which includes unobservable inputs about the timing and settlement amounts related to the resolution of certain Visa related litigation, as the expected litigation resolution impacts the Visa Inc. Class B common share to Visa Inc. Class A common share conversion rate, as well as the ultimate termination date for the Visa swap. Accordingly, the Visa swap is classified within Level 3. The Company’s corporate development department determines the valuation for the Visa swap. Management reviews and updates the Visa swap fair value in conjunction with its review of Visa related litigation contingencies, and the associated escrow funding. Refer to Note 16 for further information on the Visa restructuring and related card association litigation.
	Other Financial Instruments Other financial instruments include cost method equity investments and certain community development and tax-advantaged related assets and liabilities. The majority of the Company’s cost method equity investments are in Federal Home Loan Bank and Federal Reserve Bank stock, for which the carrying amounts approximate fair value and are classified within Level 2. Investments in private equity and other limited partnership funds are estimated using fund provided net asset values. These equity investments are classified within Level 3. The community development and tax-advantaged related asset balances primarily represent the underlying assets of consolidated community development and tax-advantaged entities. The community development and tax-advantaged related liabilities represent the underlying liabilities of the consolidated entities (included in long-term debt) and liabilities related to other third party interests (included in other liabilities). The carrying value of the community development and tax-advantaged related asset and other liability balances are a reasonable estimate of fair value and are classified within Level 3. Refer to Note 6 for further information on community development and tax-advantaged related assets and liabilities. Fair value is provided for disclosure purposes only.
	Deposit Liabilities The fair value of demand deposits, savings accounts and certain money market deposits is equal to the amount payable on demand. The fair value of fixed-rate certificates of deposit was estimated by discounting the contractual cash flow using current market rates. Deposit liabilities are classified within Level 2. Fair value is provided for disclosure purposes only.
	Short-term Borrowings Federal funds purchased, securities sold under agreements to repurchase, commercial paper and other short-term funds borrowed have floating rates or short-term maturities. The fair value of short-term borrowings was determined by discounting contractual cash flows using current market rates. Short-term borrowings are classified within Level 2. Included in short-term borrowings is the Company’s obligation on securities sold short, which is required to be accounted for at fair value per applicable accounting guidance. Fair value for other short-term borrowings is provided for disclosure purposes only.
	Long-term Debt The fair value for most long-term debt was determined by discounting contractual cash flows using current market rates. Junior subordinated debt instruments were valued using market quotes. Long-term debt is classified within Level 2. Fair value is provided for disclosure purposes only.
	Loan Commitments, Letters of Credit and Guarantees The fair value of commitments, letters of credit and guarantees represents the estimated costs to terminate or otherwise settle the obligations with a third party. Other loan commitments, letters of credit and guarantees are not actively traded, and the Company estimates their fair value based on the related amount of unamortized deferred commitment fees adjusted for the probable losses for these arrangements. These arrangements are classified within Level 3. Fair value is provided for disclosure purposes only.
	Significant Unobservable Inputs of Level 3 Assets and Liabilities
	The following section provides information on the significant inputs used by the Company to determine the fair value measurements of Level 3 assets and liabilities recorded at fair value on the Consolidated Balance Sheet. In addition, the following section includes a discussion of the sensitivity of the fair value measurements to changes in the significant inputs and a description of any interrelationships between these inputs for Level 3 assets and liabilities recorded at fair value on a recurring basis. The discussion below excludes nonrecurring fair value measurements of collateral value used for impairment measures for loans and other real estate owned. These valuations utilize third party appraisal or broker price opinions, and are classified as Level 3 due to the significant judgment involved.
	Available-For-Sale Investment Securities The significant unobservable inputs used in the fair value measurement of the Company’s modeled Level 3 available-for-sale investment securities are prepayment rates, probability of default and loss severities associated with the underlying collateral, as well as the discount margin used to calculate the present value of the projected cash flows. Increases in prepayment rates for Level 3 securities will typically result in higher fair values, as increased prepayment rates accelerate the receipt of expected cash flows and reduce exposure to credit losses. Increases in the probability of default and loss severities will result in lower fair values, as these increases reduce expected cash flows. Discount margin is the Company’s estimate of the current market spread above the respective benchmark rate. Higher discount margin will result in lower fair values, as it reduces the present value of the expected cash flows.
	Prepayment rates generally move in the opposite direction of market interest rates. In the current environment, an increase in the probability of default will generally be accompanied with an increase in loss severity, as both are impacted by underlying collateral values. Discount margins are influenced by market expectations about the security’s collateral performance, and therefore may directionally move with probability and severity of default; however, discount margins are also impacted by broader market forces, such as competing investment yields, sector liquidity, economic news, and other macroeconomic factors.
	The following table shows the significant valuation assumption ranges for Level 3 available-for-sale investment securities at June 30, 2014:
			Minimum			Maximum				Average
	Residential Prime Non-Agency Mortgage-Backed Securities (a)
	Estimated lifetime prepayment rates			6	%		20	%			14	%
	Lifetime probability of default rates			–			7				4
	Lifetime loss severity rates			15			75				38
	Discount margin			2			5				3
	Residential Non-Prime Non-Agency Mortgage-Backed Securities (b)
	Estimated lifetime prepayment rates			1	%		10	%			6	%
	Lifetime probability of default rates			4			12				8
	Lifetime loss severity rates			15			75				54
	Discount margin			1			5				2
	Other Asset-Backed Securities
	Estimated lifetime prepayment rates			6	%		6	%			6	%
	Lifetime probability of default rates			5			5				5
	Lifetime loss severity rates			40			40				40
	Discount margin			6			6				6
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
	Mortgage Servicing Rights The significant unobservable inputs used in the fair value measurement of the Company’s MSRs are expected prepayments and the discount rate used to calculate the present value of the projected cash flows. Significant increases in either of these inputs in isolation would result in a significantly lower fair value measurement. Significant decreases in either of these inputs in isolation would result in a significantly higher fair value measurement. There is no direct interrelationship between prepayments and discount rate. Prepayment rates generally move in the opposite direction of market interest rates. Discount rates are generally impacted by changes in market return requirements.
	The following table shows the significant valuation assumption ranges for MSRs at June 30, 2014:
			Minimum			Maximum				Average
	Expected prepayment			11	%		22	%			12	%
	Discount rate			10			13				10
	Derivatives The Company has two distinct Level 3 derivative portfolios: (i) the Company’s commitments to purchase and originate mortgage loans that meet the requirements of a derivative and (ii) the Company’s asset/liability and customer-related derivatives that are Level 3 due to unobservable inputs related to measurement of risk of nonperformance by the counterparty. In addition, the Company’s Visa swap is classified within Level 3.
	The significant unobservable inputs used in the fair value measurement of the Company’s derivative commitments to purchase and originate mortgage loans are the percentage of commitments that actually become a closed loan and the MSR value that is inherent in the underlying loan value. A significant increase in the rate of loans that close would result in a larger derivative asset or liability. A significant increase in the inherent MSR value would result in an increase in the derivative asset or a reduction in the derivative liability. Expected loan close rates and the inherent MSR values are directly impacted by changes in market rates and will generally move in the same direction as interest rates.
	The following table shows the significant valuation assumption ranges for the Company’s derivative commitments to purchase and originate mortgage loans at June 30, 2014:
			Minimum			Maximum				Average
	Expected loan close rate			39	%		100	%			77	%
	Inherent MSR value (basis points per loan)			48			209				123
	The significant unobservable input used in the fair value measurement of certain of the Company’s asset/liability and customer-related derivatives is the credit valuation adjustment related to the risk of counterparty nonperformance. A significant increase in the credit valuation adjustment would result in a lower fair value measurement. A significant decrease in the credit valuation adjustment would result in a higher fair value measurement. The credit valuation adjustment is impacted by changes in the Company’s assessment of the counterparty’s credit position. At June 30, 2014, the minimum, maximum and average credit valuation adjustment as a percentage of the derivative contract fair value prior to adjustment was 0 percent, 99 percent and 7 percent, respectively.
	The significant unobservable inputs used in the fair value measurement of the Visa swap are management’s estimate of the probability of certain litigation scenarios, and the timing of the resolution of the related litigation loss estimates in excess, or shortfall, of the Company’s proportional share of escrow funds. An increase in the loss estimate or a delay in the resolution of the related litigation would result in an increase in the derivative liability. A decrease in the loss estimate or an acceleration of the resolution of the related litigation would result in a decrease in the derivative liability.
	The following table summarizes the balances of assets and liabilities measured at fair value on a recurring basis:
	(Dollars in Millions)		Level 1			Level 2				Level 3				Netting				Total
June 30, 2014
Available-for-sale securities
U.S. Treasury and agencies		$	755		$	1,115			$	–			$	–			$	1,870
Mortgage-backed securities
Residential
Agency			–			38,292				–				–				38,292
Non-agency
Prime (a)			–			–				447				–				447
Non-prime (b)			–			–				286				–				286
Commercial
Agency			–			133				–				–				133
Asset-backed securities
Collateralized debt obligations/Collateralized loan obligations			–			23				–				–				23
Other			–			559				66				–				625
Obligations of state and political subdivisions			–			5,598				–				–				5,598
Obligations of foreign governments			–			6				–				–				6
Corporate debt securities			–			620				9				–				629
Perpetual preferred securities			–			224				–				–				224
Other investments			237			19				–				–				256
Total available-for-sale			992			46,589				808				–				48,389
Mortgage loans held for sale			–			2,994				–				–				2,994
Mortgage servicing rights			–			–				2,412				–				2,412
Derivative assets			–			708				638				(411	)			935
Other assets			99			817				–				–				916
Total		$	1,091		$	51,108			$	3,858			$	(411	)		$	55,646
Derivative liabilities		$	–		$	1,541			$	80			$	(1,127	)		$	494
Short-term borrowings (c)			214			458				–				–				672
Total		$	214		$	1,999			$	80			$	(1,127	)		$	1,166
December 31, 2013
Available-for-sale securities
U.S. Treasury and agencies		$	7		$	1,038			$	–			$	–			$	1,045
Mortgage-backed securities
Residential
Agency			–			31,553				–				–				31,553
Non-agency
Prime (a)			–			–				478				–				478
Non-prime (b)			–			–				297				–				297
Commercial
Agency			–			152				–				–				152
Asset-backed securities
Collateralized debt obligations/Collateralized loan obligations			–			24				–				–				24
Other			–			566				63				–				629
Obligations of state and political subdivisions			–			5,738				–				–				5,738
Obligations of foreign governments			–			6				–				–				6
Corporate debt securities			–			631				9				–				640
Perpetual preferred securities			–			212				–				–				212
Other investments			141			20				–				–				161
Total available-for-sale			148			39,940				847				–				40,935
Mortgage loans held for sale			–			3,263				–				–				3,263
Mortgage servicing rights			–			–				2,680				–				2,680
Derivative assets			–			889				515				(599	)			805
Other assets			143			588				–				–				731
Total		$	291		$	44,680			$	4,042			$	(599	)		$	48,414
Derivative liabilities		$	–		$	1,647			$	70			$	(1,192	)		$	525
Short-term borrowings (c)			112			551				–				–				663
Total		$	112		$	2,198			$	70			$	(1,192	)		$	1,188
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
(c)	Represents the Company’s obligation on securities sold short required to be accounted for at fair value per applicable accounting guidance.
The following table presents the changes in fair value for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended June 30:
(Dollars in Millions)		Beginning			Net				Net				Pur-				Sales				Principal				Issu-				Settle-				End				Net
		of Period			Gains				Gains				chases								Pay-				ances				ments				of				Change in
		Balance			(Losses)				(Losses)												ments												Period				Unrealized
					Included				Included																								Balance				Gains
					in Net				in																												(Losses)
					Income				Other																												Relating
									Compre-																												to Assets
									hensive																												and
									Income																												Liabilities
									(Loss)																												Still
																																					Held at
																																					End of
																																					Period
2014
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	465		$	–			$	5			$	–			$	–			$	(23	)		$	–			$	–			$	447			$	5
Non-prime (b)			297			(3	)			1				–				–				(9	)			–				–				286				–
Asset-backed securities
Other			65			1				–				2				–				(2	)			–				–				66				–
Corporate debt securities			9			–				–				–				–				–				–				–				9				–
Total available-			836			(2	) (c)			6	(f)			2				–				(34	)			–				–				808				5
for-sale
Mortgage servicing rights			2,618			(137	) (d)			–				1				(141	)			–				71	(g)			–				2,412				(137	) (d)
Net derivative assets and liabilities			482			288	(e)			–				–				–				–				–				(212	)			558				123	(h)
2013
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	599		$	(2	)		$	(3	)		$	–			$	–			$	(47	)		$	–			$	–			$	547			$	(3	)
Non-prime (b)			350			(1	)			3				–				(20	)			(13	)			–				–				319				5
Asset-backed securities
Other			40			–				1				–				–				(1	)			–				–				40				1
Corporate debt securities			9			–				–				–				–				–				–				–				9				–
Total available-			998			(3	) (i)			1	(f)			–				(20	)			(61	)			–				–				915				3
for-sale
Mortgage servicing rights			1,955			186	(d)			–				3				–				–				233	(g)			–				2,377				186	(d)
Net derivative assets and liabilities			986			(363	) (j)			–				–				(1	)			–				–				(199	)			423				(286	) (k)
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
(c)	Included in securities gains (losses).
(d)	Included in mortgage banking revenue.
(e)	Approximately $127 million included in other noninterest income and $161 million included in mortgage banking revenue.
(f)	Included in changes in unrealized gains and losses on securities available-for-sale.
(g)	Represents MSRs capitalized during the period.
(h)	Approximately $47 million included in other noninterest income and $76 million included in mortgage banking revenue.
(i)	Included in securities gains (losses)
(j)	Approximately $(207) million included in other noninterest income and $(156) million included in mortgage banking revenue.
(k)	Approximately $(185) million included in other noninterest income and $(101) million included in mortgage banking revenue.
The following table presents the changes in fair value for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the six months ended June 30:
(Dollars in Millions)		Beginning			Net				Net Gains				Pur-chases				Sales				Principal				Issu-				Settle-				End				Net
		of Period			Gains				(Losses)												Payments				ances				ments				of Period				Change in
		Balance			(Losses)				Included in																								Balance				Unrealized
					Included				Other																												Gains
					in Net				Compre-																												(Losses)
					Income				hensive																												Relating
									Income																												to Assets
									(Loss)																												and
																																					Liabilities
																																					Still
																																					Held at
																																					End of
																																					Period
2014
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	478		$	–			$	12			$	–			$	–			$	(43	)		$	–			$	–			$	447			$	12
Non-prime (b)			297			(4	)			8				–				–				(15	)			–				–				286				7
Asset-backed securities
Other			63			2				1				4				–				(4	)			–				–				66				1
Corporate debt securities			9			–				–				–				–				–				–				–				9				–
Total available-			847			(2	) (c)			21	(f)			4				–				(62	)			–				–				808				20
for-sale
Mortgage servicing rights			2,680			(284	) (d)			–				2				(141	)			–				155	(g)			–				2,412				(284	) (d)
Net derivative assets and liabilities			445			473	(e)			–				1				–				–				–				(361	)			558				161	(h)
2013
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	624		$	(4	)		$	8			$	–			$	–			$	(81	)		$	–			$	–			$	547			$	8
Non-prime (b)			355			(8	)			17				–				(20	)			(25	)			–				–				319				18
Asset-backed securities
Other			15			1				1				25				–				(2	)			–				–				40				1
Corporate debt securities			9			–				–				–				–				–				–				–				9				–
Total available-			1,003			(11	) (i)			26	(f)			25				(20	)			(108	)			–				–				915				27
for-sale
Mortgage servicing rights			1,700			185	(d)			–				5				–				–				487	(g)			–				2,377				185	(d)
Net derivative assets and liabilities			1,179			(216	) (j)			–				1				(2	)			–				–				(539	)			423				(374	) (k)
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
(c)	Included in securities gains (losses).
(d)	Included in mortgage banking revenue.
(e)	Approximately $208 million included in other noninterest income and $265 million included in mortgage banking revenue.
(f)	Included in changes in unrealized gains and losses on securities available-for-sale.
(g)	Represents MSRs capitalized during the period.
(h)	Approximately $85 million included in other noninterest income and $76 million included in mortgage banking revenue.
(i)	Approximately $(10) million included in securities gains (losses) and $(1) million included in interest income.
(j)	Approximately $(210) million included in other noninterest income and $(6) million included in mortgage banking revenue.
(k)	Approximately $(273) million included in other noninterest income and $(101) million included in mortgage banking revenue.
The Company is also required periodically to measure certain other financial assets at fair value on a nonrecurring basis. These measurements of fair value usually result from the application of lower-of-cost-or-fair value accounting or write-downs of individual assets.
The following table summarizes the balances of assets measured at fair value on a nonrecurring basis:
		June 30, 2014																	December 31, 2013
(Dollars in Millions)		Level 1			Level 2				Level 3				Total						Level 1				Level 2				Level 3				Total
Loans (a)		$	–		$	–			$	102			$	102					$	–			$	–			$	128			$	128
Other assets (b)			–			–				71				71						–				–				150				150
(a)	Represents the carrying value of loans for which adjustments were based on the fair value of the collateral, excluding loans fully charged-off.
(b)	Primarily represents the fair value of foreclosed properties that were measured at fair value based on an appraisal or broker price opinion of the collateral subsequent to their initial acquisition.
The following table summarizes losses recognized related to nonrecurring fair value measurements of individual assets or portfolios:
		Three Months									Six Months
		Ended June 30,									Ended June 30,
(Dollars in Millions)		2014			2013						2014				2013
Loans (a)		$	31		$	12					$	47			$	33
Other assets (b)			15			20						34				59
(a)	Represents write-downs of loans which were based on the fair value of the collateral, excluding loans fully charged-off.
(b)	Primarily represents related losses of foreclosed properties that were measured at fair value subsequent to their initial acquisition.
Fair Value Option
The following table summarizes the differences between the aggregate fair value carrying amount of MLHFS for which the fair value option has been elected and the aggregate unpaid principal amount that the Company is contractually obligated to receive at maturity:
		June 30, 2014													December 31, 2013
(Dollars in Millions)		Fair Value			Aggregate				Carrying						Fair Value				Aggregate				Carrying
		Carrying			Unpaid				Amount Over						Carrying				Unpaid				Amount Over
		Amount			Principal				(Under) Unpaid						Amount				Principal				(Under) Unpaid
									Principal														Principal
Total loans		$	2,994		$	2,864			$	130					$	3,263			$	3,195			$	68
Nonaccrual loans			7			11				(4	)					9				14				(5	)
Loans 90 days or more past due			3			4				(1	)					–				–				–
Disclosures about Fair Value of Financial Instruments
The following table summarizes the estimated fair value for financial instruments as of June 30, 2014 and December 31, 2013, and includes financial instruments that are not accounted for at fair value. In accordance with disclosure guidance related to fair values of financial instruments, the Company did not include assets and liabilities that are not financial instruments, such as the value of goodwill, long-term relationships with deposit, credit card, merchant processing and trust customers, other purchased intangibles, premises and equipment, deferred taxes and other liabilities. Additionally, in accordance with the disclosure guidance, insurance contracts and investments accounted for under the equity method are excluded.
The estimated fair values of the Company’s financial instruments are shown in the table below:
		June 30, 2014																							December 31, 2013
		Carrying					Fair Value																		Carrying						Fair Value
(Dollars in Millions)		Amount					Level 1				Level 2				Level 3				Total						Amount						Level 1				Level 2				Level 3		Total
Financial Assets
Cash and due from banks		$	12,636				$	12,636			$	–			$	–			$	12,636					$	8,477					$	8,477			$	–			$	–	$	8,477
Federal funds sold and securities purchased under resale agreements			271					–				271				–				271						163						–				163				–		163
Investment securities held-to-maturity			41,995					1,413				40,454				97				41,964						38,920						2,589				35,678				101		38,368
Loans held for sale (a)			24					–				–				24				24						5						–				–				5		5
Loans (b)			239,640					–				–				242,067				242,067						230,857						–				–				231,480		231,480
Other financial instruments			2,247					–				946				1,311				2,257						2,443						–				1,080				1,383		2,463
Financial Liabilities
Deposits			276,262					–				276,150				–				276,150						262,123						–				262,200				–		262,200
Short-term borrowings (c)			28,429					–				28,296				–				28,296						26,945						–				26,863				–		26,863
Long-term debt			25,891					–				26,331				–				26,331						20,049						–				20,391				–		20,391
Other liabilities			1,294					–				–				1,294				1,294						1,263						–				–				1,263		1,263
(a)	Excludes mortgages held for sale for which the fair value option under applicable accounting guidance was elected.
(b)	Excludes loans measured at fair value on a nonrecurring basis.
(c)	Excludes the Company’s obligation on securities sold short required to be accounted for at fair value per applicable accounting guidance.
The fair value of unfunded commitments, standby letters of credit and other guarantees is approximately equal to their carrying value. The carrying value of unfunded commitments and standby letters of credit was $405 million and $382 million at June 30, 2014 and December 31, 2013, respectively. The carrying value of other guarantees was $262 million and $278 million at June 30, 2014 and December 31, 2013, respectively.

Guarantees_and_Contingent_Liab

Guarantees and Contingent Liabilities	6 Months Ended
	Jun. 30, 2014
Commitments And Contingencies Disclosure [Abstract]	'
Guarantees and Contingent Liabilities	'
	Note 16	Guarantees and Contingent Liabilities
	Visa Restructuring and Card Association Litigation The Company’s payment services business issues and acquires credit and debit card transactions through the Visa U.S.A. Inc. card association or its affiliates (collectively “Visa”). In 2007, Visa completed a restructuring and issued shares of Visa Inc. common stock to its financial institution members in contemplation of its initial public offering (“IPO”) completed in the first quarter of 2008 (the “Visa Reorganization”). As a part of the Visa Reorganization, the Company received its proportionate number of shares of Visa Inc. common stock, which were subsequently converted to Class B shares of Visa Inc. (“Class B shares”). Visa U.S.A. Inc. (“Visa U.S.A.”) and MasterCard International (collectively, the “Card Associations”) are defendants in antitrust lawsuits challenging the practices of the Card Associations (the “Visa Litigation”). Visa U.S.A. member banks have a contingent obligation to indemnify Visa Inc. under the Visa U.S.A. bylaws (which were modified at the time of the restructuring in October 2007) for potential losses arising from the Visa Litigation. The indemnification by the Visa U.S.A. member banks has no specific maximum amount.
	Using proceeds from its IPO and through reductions to the conversion ratio applicable to the Class B shares held by Visa U.S.A. member banks, Visa Inc. has funded an escrow account for the benefit of member financial institutions to fund their indemnification obligations associated with the Visa Litigation. The receivable related to the escrow account is classified in other liabilities as a direct offset to the related Visa Litigation contingent liability. On October 19, 2012, Visa signed a settlement agreement to resolve class action claims associated with the multi-district interchange litigation, the largest of the remaining Visa Litigation matters. The settlement has been approved by the court, but has been challenged by some class members and is being appealed. In addition, a number of class members opted out of the settlement and have filed actions against the Card Associations. At June 30, 2014, the carrying amount of the Company’s liability related to the Visa Litigation matters, net of its share of the escrow fundings, was $19 million. During the second quarter of 2014, the Company sold 3.0 million of its Class B shares. This sale does not impact the Company’s liability for the Visa Litigation matters or the receivable related to the escrow account. The remaining 9.6 million Class B shares held by the Company will be eligible for conversion to Class A shares of Visa Inc., and thereby become marketable, upon final settlement of the Visa Litigation. These shares are excluded from the Company’s financial instruments disclosures included in Note 15.
	Other Guarantees and Contingent Liabilities
	The following table is a summary of other guarantees and contingent liabilities of the Company at June 30, 2014:
	(Dollars in Millions)		Collateral			Carrying			Maximum
			Held			Amount			Potential
									Future
									Payments
	Standby letters of credit		$	–		$	66		$	15,913
	Third-party borrowing arrangements			–			–			14
	Securities lending indemnifications			4,957			–			4,824
	Asset sales			–			172			3,931	(a)
	Merchant processing			796			80			93,179
	Contingent consideration arrangements			–			2			2
	Tender option bond program guarantee			4,470			–			4,293
	Minimum revenue guarantees			–			8			9
	Other			–			–			466
	(a)	The maximum potential future payments do not include loan sales where the Company provides standard representation and warranties to the buyer against losses related to loan underwriting documentation defects that may have existed at the time of sale that generally are identified after the occurrence of a triggering event such as delinquency. For these types of loan sales, the maximum potential future payments is generally the unpaid principal balance of loans sold measured at the end of the current reporting period. Actual losses will be significantly less than the maximum exposure, as only a fraction of loans sold will have a representation and warranty breach, and any losses on repurchase would generally be mitigated by any collateral held against the loans.
	Merchant Processing The Company, through its subsidiaries, provides merchant processing services. Under the rules of credit card associations, a merchant processor retains a contingent liability for credit card transactions processed. This contingent liability arises in the event of a billing dispute between the merchant and a cardholder that is ultimately resolved in the cardholder’s favor. In this situation, the transaction is “charged-back” to the merchant and the disputed amount is credited or otherwise refunded to the cardholder. If the Company is unable to collect this amount from the merchant, it bears the loss for the amount of the refund paid to the cardholder.
	The Company currently processes card transactions in the United States, Canada, Europe, Mexico and Brazil through wholly-owned subsidiaries and joint ventures with other financial institutions. In the event a merchant was unable to fulfill product or services subject to delayed delivery, such as airline tickets, the Company could become financially liable for refunding tickets purchased through the credit card associations under the charge-back provisions. Charge-back risk related to these merchants is evaluated in a manner similar to credit risk assessments and, as such, merchant processing contracts contain various provisions to protect the Company in the event of default. At June 30, 2014, the value of airline tickets purchased to be delivered at a future date was $8.7 billion. The Company held collateral of $707 million in escrow deposits, letters of credit and indemnities from financial institutions, and liens on various assets.
	Asset Sales The Company regularly sells loans to GSEs as part of its mortgage banking activities. The Company provides customary representation and warranties to the GSEs in conjunction with these sales. These representations and warranties generally require the Company to repurchase assets if it is subsequently determined that a loan did not meet specified criteria, such as a documentation deficiency or rescission of mortgage insurance. If the Company is unable to cure or refute a repurchase request, the Company is generally obligated to repurchase the loan or otherwise reimburse the counterparty for losses. At June 30, 2014, the Company had reserved $69 million for potential losses from representation and warranty obligations, compared with $83 million at December 31, 2013. The Company’s reserve reflects management’s best estimate of losses for representation and warranty obligations. The Company’s repurchase reserve is modeled at the loan level, taking into consideration the individual credit quality and borrower activity that has transpired since origination. The model applies credit quality and economic risk factors to derive a probability of default and potential repurchase that are based on the Company’s historical loss experience, and estimates loss severity based on expected collateral value. The Company also considers qualitative factors that may result in anticipated losses differing from historical loss trends.
	The following table is a rollforward of the Company’s representation and warranty reserve:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014			2013
	Balance at beginning of period		$	75		$	233				$	83		$	240
	Net realized losses			(2	)		(16	)				(12	)		(39	)
	Change in reserve			(4	)		(27	)				(2	)		(11	)
	Balance at end of period		$	69		$	190				$	69		$	190
	As of June 30, 2014 and December 31, 2013, the Company had $35 million and $89 million, respectively, of unresolved representation and warranty claims from the GSEs. The Company does not have a significant amount of unresolved claims from investors other than the GSEs.
	Litigation and Regulatory Matters The Company is subject to various litigation and regulatory matters that arise in the ordinary course of its business. The Company establishes reserves for such matters when potential losses become probable and can be reasonably estimated. The Company believes the ultimate resolution of existing legal and regulatory matters will not have a material adverse effect on the financial condition, results of operations or cash flows of the Company. However, changes in circumstances or additional information could result in additional accruals or resolution in excess of established accruals, which could adversely affect the Company’s results from operations, potentially materially.
	In June 2014, the Company entered into a settlement agreement with the U.S. Department of Justice (“DOJ”), agreeing to pay $200 million without any admission of liability, to resolve an investigation by the DOJ and the U.S. Department of Housing and Urban Development Office of Inspector General into the Company’s compliance with Federal Housing Administration (“FHA”) insurance program requirements.
	The Company is currently subject to other investigations and examinations by government agencies and bank regulators concerning mortgage-related practices, including those related to servicing practices for FHA insured residential home loans, compliance with selling guidelines relating to residential home loans sold to GSEs, foreclosure-related expenses submitted to the FHA or GSEs for reimbursement, and various practices related to lender-placed insurance. The Company is cooperating fully with these examinations and investigations, any of which could lead to administrative or legal proceedings or settlements. Remedies in these proceedings or settlements may include fines, penalties, restitution or alterations in the Company’s business practices (which may increase the Company’s operating expenses).
	Certain federal and state governmental authorities reached settlement agreements in 2012 and 2013 with other major financial institutions regarding their mortgage origination, servicing, and foreclosure activities. Those governmental authorities have had settlement discussions with other financial institutions, including the Company. The Company has not agreed to any settlement; however, if a settlement were reached it would likely include an agreement to comply with specified servicing standards, and settlement payments to governmental authorities as well as a monetary commitment that could be satisfied under various loan modification programs (in addition to the programs the Company already has in place).
	Due to their complex nature, it can be years before litigation and regulatory matters are resolved. For those litigation and regulatory matters where the Company has information to develop an estimate or range of loss, including some of the matters described above, the Company believes the upper end of reasonably possible losses in aggregate, in excess of any reserves established for matters where a loss is considered probable, will not be material to its financial statements. The Company’s estimates are subject to significant judgment and uncertainties, and the matters underlying the estimates will change from time to time. Actual results may vary significantly from the current estimates.
	For additional information on the nature of the Company’s guarantees and contingent liabilities, refer to Note 22 in the Company’s Annual Report on Form 10-K for the year ended December 31, 2013.

Subsequent_Events

Subsequent Events	6 Months Ended
	Jun. 30, 2014
Subsequent Events [Abstract]	'
Subsequent Events	'
	Note 17	Subsequent Events
	The Company has evaluated the impact of events that have occurred subsequent to June 30, 2014 through the date the consolidated financial statements were filed with the United States Securities and Exchange Commission. Based on this evaluation, the Company has determined none of these events were required to be recognized or disclosed in the consolidated financial statements and related notes.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	6 Months Ended
	Jun. 30, 2014
Accounting Policies [Abstract]	'
Loans and Allowance for Credit Losses	'
	Allowance for Credit Losses The allowance for credit losses reserves for probable and estimable losses incurred in the Company’s loan and lease portfolio, including unfunded credit commitments, and includes certain amounts that do not represent loss exposure to the Company because those losses are recoverable under loss sharing agreements with the Federal Deposit Insurance Corporation (“FDIC”). The allowance for credit losses is increased through provisions charged to operating earnings and reduced by net charge-offs. Management evaluates the allowance each quarter to ensure it appropriately reserves for incurred losses.
	The allowance recorded for loans in the commercial lending segment is based on reviews of individual credit relationships and considers the migration analysis of commercial lending segment loans and actual loss experience. In the migration analysis applied to risk rated loan portfolios, the Company currently examines up to a 13-year period of loss experience. For each loan type, this historical loss experience is adjusted as necessary to consider any relevant changes in portfolio composition, lending policies, underwriting standards, risk management practices or economic conditions. The results of the analysis are evaluated quarterly to confirm an appropriate historical time frame is selected for each commercial loan type. The allowance recorded for impaired loans greater than $5 million in the commercial lending segment is based on an individual loan analysis utilizing expected cash flows discounted using the original effective interest rate, the observable market price of the loan, or the fair value of the collateral for collateral-dependent loans, rather than the migration analysis. The allowance recorded for all other commercial lending segment loans is determined on a homogenous pool basis and includes consideration of product mix, risk characteristics of the portfolio, bankruptcy experience, portfolio growth and historical losses, adjusted for current trends. The Company also considers the impacts of any loan modifications made to commercial lending segment loans and any subsequent payment defaults to its expectations of cash flows, principal balance, and current expectations about the borrower’s ability to pay in determining the allowance for credit losses.
	The allowance recorded for Troubled Debt Restructuring (“TDR”) loans and purchased impaired loans in the consumer lending segment is determined on a homogenous pool basis utilizing expected cash flows discounted using the original effective interest rate of the pool, or the prior quarter effective rate, respectively. The allowance for collateral-dependent loans in the consumer lending segment is determined based on the fair value of the collateral less costs to sell. The allowance recorded for all other consumer lending segment loans is determined on a homogenous pool basis and includes consideration of product mix, risk characteristics of the portfolio, bankruptcy experience, delinquency status, refreshed loan-to-value ratios when possible, portfolio growth and historical losses, adjusted for current trends. The Company also considers any modifications made to consumer lending segment loans including the impacts of any subsequent payment defaults since modification in determining the allowance for credit losses, such as the borrower’s ability to pay under the restructured terms, and the timing and amount of payments.
	The allowance for the covered loan segment is evaluated each quarter in a manner similar to that described for non-covered loans and reflects decreases in expected cash flows of those loans after the acquisition date. The provision for credit losses for covered loans considers the indemnification provided by the FDIC.
	In addition, subsequent payment defaults on loan modifications considered TDRs are considered in the underlying factors used in the determination of the appropriateness of the allowance for credit losses. For each loan segment, the Company estimates future loan charge-offs through a variety of analysis, trends and underlying assumptions. With respect to the commercial lending segment, TDRs may be collectively evaluated for impairment where observed performance history, including defaults, is a primary driver of the loss allocation. For commercial TDRs individually evaluated for impairment, attributes of the borrower are the primary factors in determining the allowance for credit losses. However, historical loss experience is also incorporated into the allowance methodology applied to this category of loans. With respect to the consumer lending segment, performance of the portfolio, including defaults on TDRs, is considered when estimating future cash flows.
	The Company’s methodology for determining the appropriate allowance for credit losses for all the loan segments also considers the imprecision inherent in the methodologies used. As a result, in addition to the amounts determined under the methodologies described above, management also considers the potential impact of other qualitative factors which include, but are not limited to, economic factors; geographic and other concentration risks; delinquency and nonaccrual trends; current business conditions; changes in lending policy, underwriting standards, internal review and other relevant business practices; and the regulatory environment. The consideration of these items results in adjustments to allowance amounts included in the Company’s allowance for credit losses for each of the above loan segments.
	The Company also assesses the credit risk associated with off-balance sheet loan commitments, letters of credit, and derivatives. Credit risk associated with derivatives is reflected in the fair values recorded for those positions. The liability for off-balance sheet credit exposure related to loan commitments and other credit guarantees is included in other liabilities. Because business processes and credit risks associated with unfunded credit commitments are essentially the same as for loans, the Company utilizes similar processes to estimate its liability for unfunded credit commitments.
	Credit Quality The quality of the Company’s loan portfolios is assessed as a function of net credit losses, levels of nonperforming assets and delinquencies, and credit quality ratings as defined by the Company.
	For all loan classes, loans are considered past due based on the number of days delinquent except for monthly amortizing loans which are classified delinquent based upon the number of contractually required payments not made (for example, two missed payments is considered 30 days delinquent). When a loan is placed on nonaccrual status, unpaid accrued interest is reversed.
	Commercial lending segment loans are generally placed on nonaccrual status when the collection of principal and interest has become 90 days past due or is otherwise considered doubtful. Commercial lending segment loans are generally fully or partially charged down to the fair value of the collateral securing the loan, less costs to sell, when the loan is considered uncollectible.
	Consumer lending segment loans are generally charged-off at a specific number of days or payments past due. Residential mortgages and other retail loans secured by 1-4 family properties are generally charged down to the fair value of the collateral securing the loan, less costs to sell, at 180 days past due, and placed on nonaccrual status in instances where a partial charge-off occurs unless the loan is well secured and in the process of collection. Loans and lines in a junior lien position secured by 1-4 family properties are placed on nonaccrual status at 120 days past due or when behind a first lien that has become 180 days or greater past due or placed on nonaccrual status. Any secured consumer lending segment loan whose borrower has had debt discharged through bankruptcy, for which the loan amount exceeds the fair value of the collateral, is charged down to the fair value of the related collateral and the remaining balance is placed on nonaccrual status. Credit card loans continue to accrue interest until the account is charged off. Credit cards are charged off at 180 days past due. Other retail loans not secured by 1-4 family properties are charged-off at 120 days past due; and revolving consumer lines are charged off at 180 days past due. Similar to credit cards, other retail loans are generally not placed on nonaccrual status because of the relative short period of time to charge-off. Certain retail customers having financial difficulties may have the terms of their credit card and other loan agreements modified to require only principal payments and, as such, are reported as nonaccrual.
	For all loan classes, interest payments received on nonaccrual loans are generally recorded as a reduction to the loan carrying amount. Interest payments are generally recorded as reductions to a loan’s carrying amount while a loan is on nonaccrual and are recognized as interest income upon payoff of the loan. Interest income may be recognized for interest payments if the remaining carrying amount of the loan is believed to be collectible. In certain circumstances, loans in any class may be restored to accrual status, such as when a loan has demonstrated sustained repayment performance or no amounts are past due and prospects for future payment are no longer in doubt; or the loan becomes well secured and is in the process of collection. Loans where there has been a partial charge-off may be returned to accrual status if all principal and interest (including amounts previously charged-off) is expected to be collected and the loan is current.
	Covered loans not considered to be purchased impaired are evaluated for delinquency, nonaccrual status and charge-off consistent with the class of loan they would be included in had the loss share coverage not been in place. Generally, purchased impaired loans are considered accruing loans. However, the timing and amount of future cash flows for some loans is not reasonably estimable. Those loans are classified as nonaccrual loans and interest income is not recognized until the timing and amount of the future cash flows can be reasonably estimated.
	The Company classifies its loan portfolios using internal credit quality ratings on a quarterly basis. These ratings include: pass, special mention and classified, and are an important part of the Company’s overall credit risk management process and evaluation of the allowance for credit losses. Loans with a pass rating represent those not classified on the Company’s rating scale for problem credits, as minimal credit risk has been identified. Special mention loans are those that have a potential weakness deserving management’s close attention. Classified loans are those where a well-defined weakness has been identified that may put full collection of contractual cash flows at risk. It is possible that others, given the same information, may reach different reasonable conclusions regarding the credit quality rating classification of specific loans.
	For all loan classes, a loan is considered to be impaired when, based on current events or information, it is probable the Company will be unable to collect all amounts due per the contractual terms of the loan agreement. Impaired loans include all nonaccrual and TDR loans. For all loan classes, interest income on TDR loans is recognized under the modified terms and conditions if the borrower has demonstrated repayment performance at a level commensurate with the modified terms over several payment cycles. Interest income is generally not recognized on other impaired loans until the loan is paid off. However, interest income may be recognized for interest payments if the remaining carrying amount of the loan is believed to be collectible.
	Factors used by the Company in determining whether all principal and interest payments due on commercial and commercial real estate loans will be collected and therefore whether those loans are impaired include, but are not limited to, the financial condition of the borrower, collateral and/or guarantees on the loan, and the borrower’s estimated future ability to pay based on industry, geographic location and certain financial ratios. The evaluation of impairment on residential mortgages, credit card loans and other retail loans is primarily driven by delinquency status of individual loans or whether a loan has been modified, and considers any government guarantee where applicable. Individual covered loans, whose future losses are covered by loss sharing agreements with the FDIC that substantially reduce the risk of credit losses to the Company, are evaluated for impairment and accounted for in a manner consistent with the class of loan they would have been included in had the loss sharing coverage not been in place.
	Troubled Debt Restructurings In certain circumstances, the Company may modify the terms of a loan to maximize the collection of amounts due when a borrower is experiencing financial difficulties or is expected to experience difficulties in the near-term. Concessionary modifications are classified as TDRs unless the modification results in only an insignificant delay in payments to be received. The Company recognizes interest on TDRs if the borrower complies with the revised terms and conditions as agreed upon with the Company and has demonstrated repayment performance at a level commensurate with the modified terms over several payment cycles. To the extent a previous restructuring was insignificant, the Company considers the cumulative effect of past restructurings related to the receivable when determining whether a current restructuring is a TDR. Loans classified as TDRs are considered impaired loans for reporting and measurement purposes.
	The Company has implemented certain restructuring programs that may result in TDRs. However, many of the Company’s TDRs are also determined on a case-by-case basis in connection with ongoing loan collection processes.
	For the commercial lending segment, modifications generally result in the Company working with borrowers on a case-by-case basis. Commercial and commercial real estate modifications generally include extensions of the maturity date and may be accompanied by an increase or decrease to the interest rate, which may not be deemed a market rate of interest. In addition, the Company may work with the borrower in identifying other changes that mitigate loss to the Company, which may include additional collateral or guarantees to support the loan. To a lesser extent, the Company may waive contractual principal. The Company classifies these concessions as TDRs to the extent the Company determines that the borrower is experiencing financial difficulty.
	Modifications for the consumer lending segment are generally part of programs the Company has initiated. The Company participates in the U.S. Department of Treasury Home Affordable Modification Program (“HAMP”). HAMP gives qualifying homeowners an opportunity to permanently modify residential mortgage loans and achieve more affordable monthly payments, with the U.S. Department of Treasury compensating the Company for a portion of the reduction in monthly amounts due from borrowers participating in this program. The Company also modifies residential mortgage loans under Federal Housing Administration, Department of Veterans Affairs, or its own internal programs. Under these programs, the Company provides concessions to qualifying borrowers experiencing financial difficulties. The concessions may include adjustments to interest rates, conversion of adjustable rates to fixed rates, extension of maturity dates or deferrals of payments, capitalization of accrued interest and/or outstanding advances, or in limited situations, partial forgiveness of loan principal. In most instances, participation in residential mortgage loan restructuring programs requires the customer to complete a short-term trial period. A permanent loan modification is contingent on the customer successfully completing the trial period arrangement and the loan documents are not modified until that time. The Company reports loans in a trial period arrangement as TDRs.
	Credit card and other retail loan modifications are generally part of distinct restructuring programs providing customers experiencing financial difficulty with modifications whereby balances may be amortized up to 60 months, and generally include waiver of fees and reduced interest rates.
	In addition, the Company considers secured loans to consumer borrowers that have debt discharged through bankruptcy where the borrower has not reaffirmed the debt to be TDRs.
	Modifications to loans in the covered segment are similar in nature to that described above for non-covered loans, and the evaluation and determination of TDR status is similar, except that acquired loans restructured after acquisition are not considered TDRs for purposes of the Company’s accounting and disclosure if the loans evidenced credit deterioration as of the acquisition date and are accounted for in pools. Losses associated with the modification on covered loans, including the economic impact of interest rate reductions, are generally eligible for reimbursement under loss sharing agreements with the FDIC.
Basis of Presentation	'
	The accompanying consolidated financial statements have been prepared in accordance with the instructions to Form 10-Q and, therefore, do not include all information and notes necessary for a complete presentation of financial position, results of operations and cash flow activity required in accordance with accounting principles generally accepted in the United States. In the opinion of management of U.S. Bancorp (the “Company”), all adjustments (consisting only of normal recurring adjustments) necessary for a fair statement of results for the interim periods have been made. These financial statements and notes should be read in conjunction with the consolidated financial statements and notes included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2013. Certain amounts in prior periods have been reclassified to conform to the current presentation.
	Accounting policies for the lines of business are generally the same as those used in preparation of the consolidated financial statements with respect to activities specifically attributable to each business line. However, the preparation of business line results requires management to establish methodologies to allocate funding costs, expenses and other financial elements to each line of business. Table 10 “Line of Business Financial Performance” included in Management’s Discussion and Analysis provides details of segment results. This information is incorporated by reference into these Notes to Consolidated Financial Statements.
Accounting for Transfers and Servicing of Financial Assets	'
	In accordance with the accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet.
	For loans sold under participation agreements, the Company also considers whether the terms of the loan participation agreement meet the accounting definition of a participating interest. With the exception of servicing and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and generally limited to market customary representation and warranty clauses. Any gain or loss on sale depends on the previous carrying amount of the transferred financial assets, the consideration received, and any liabilities incurred in exchange for the transferred assets. Upon transfer, any servicing assets and other interests that continue to be held by the Company are initially recognized at fair value. For further information on mortgage servicing rights (“MSRs”), refer to Note 7. On a limited basis, the Company may acquire and package high-grade corporate bonds for select corporate customers, in which the Company generally has no continuing involvement with these transactions. Additionally, the Company is an authorized GNMA issuer and issues GNMA securities on a regular basis. The Company has no other asset securitizations or similar asset-backed financing arrangements that are off-balance sheet.
Variable Interest Entities	'
	In January 2014, the Financial Accounting Standards Board issued accounting guidance for qualified affordable housing projects. This new guidance permits the Company to present the expense on certain qualified affordable housing investments in tax expense rather than noninterest expense. The Company adopted this guidance January 1, 2014, on a prospective basis, because the impact on prior financial statements was not material.
	The Company is not required to consolidate VIEs in which it has concluded it does not have a controlling financial interest, and thus is not the primary beneficiary. In such cases, the Company does not have both the power to direct the entities’ most significant activities and the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIEs. The Company’s investments in these unconsolidated VIEs, including funded and unfunded capital commitments, are carried in other assets on the Consolidated Balance Sheet. The Company’s unfunded capital and other commitments related to these unconsolidated VIEs are generally carried in other liabilities on the Consolidated Balance Sheet. The Company’s maximum exposure to loss from these unconsolidated VIEs include the investment recorded on the Company’s Consolidated Balance Sheet, net of unfunded capital commitments, and previously recorded tax credits which remain subject to recapture by taxing authorities based on compliance features required to be met at the project level. While the Company believes potential losses from these investments are remote, the maximum exposure was determined by assuming a scenario where the community-based business and housing projects completely fail and do not meet certain government compliance requirements resulting in recapture of the related tax credits.
	In addition, the Company sponsors entities to which it transfers tax-advantaged investments to third parties.
	The majority of the assets of these consolidated VIEs are reported in other assets, and the liabilities are reported in long-term debt and other liabilities. The assets of a particular VIE are the primary source of funds to settle its obligations. The creditors of the VIEs do not have recourse to the general credit of the Company. The Company’s exposure to the consolidated VIEs is generally limited to the carrying value of its variable interests plus any related tax credits previously recognized or transferred to others with a guarantee.
Netting Arrangements for Certain Financial Instruments	'
	Irrespective of how derivatives are traded, the Company’s derivative contracts include offsetting rights (referred to as netting arrangements), and depending on expected volume, credit risk, and counterparty preference, collateral maintenance may be required. For all derivatives under collateral support agreements, fair value is determined daily and, depending on the collateral maintenance requirements, the Company and a counterparty may receive or deliver collateral, based upon the net fair value of all derivative positions between the Company and the counterparty. Collateral is typically cash, but securities may be allowed under collateral arrangements with certain counterparties. Receivables and payables related to cash collateral are included in other assets and other liabilities on the Consolidated Balance Sheet, along with the related derivative asset and liability fair values. Any securities pledged to counterparties as collateral remain on the Consolidated Balance Sheet. Securities received from counterparties as collateral are not recognized on the Consolidated Balance Sheet, unless the counterparty defaults. In general, securities used as collateral can be sold, repledged or otherwise used by the party in possession. No restrictions exist on the use of cash collateral by either party.
	As part of the Company’s treasury and broker-dealer operations, the Company executes transactions that are treated as securities sold under agreements to repurchase or securities purchased under agreements to resell, both of which are accounted for as collateralized financings. Securities sold under agreements to repurchase include repurchase agreements and securities loaned transactions. Securities purchased under agreements to resell include reverse repurchase agreements and securities borrowed transactions. For securities sold under agreements to repurchase, the Company records a liability for the cash received, which is included in short-term borrowings on the Consolidated Balance Sheet. For securities purchased under agreements to resell, the Company records a receivable for the cash paid, which is included in other assets on the Consolidated Balance Sheet.
	Securities transferred to counterparties under repurchase agreements and securities loaned transactions continue to be recognized on the Consolidated Balance Sheet, are measured at fair value, and are included in investment securities or other assets. Securities received from counterparties under reverse repurchase agreements and securities borrowed transactions are not recognized on the Consolidated Balance Sheet unless the counterparty defaults. In connection with all of these transactions, the fair values of the securities are determined daily, and additional cash is obtained or refunded to counterparties where appropriate. The securities transferred under repurchase and reverse repurchase transactions typically are U.S. Treasury securities or agency mortgage-backed securities. The securities loaned or borrowed typically are high-grade corporate bonds traded by the Company’s broker-dealer. In general, the securities transferred can be sold, repledged or otherwise used by the party in possession. No restrictions exist on the use of cash collateral by either party.
	The Company executes its derivative, repurchase/reverse repurchase and securities loaned/borrowed transactions under the respective industry standard agreements. These agreements include master netting arrangements that allow for multiple contracts executed with the same counterparty to be viewed as a single arrangement. This allows for net settlement of a single amount on a daily basis. In the event of default, the master netting arrangement provides for close-out netting, which allows all these positions with the defaulting counterparty to be terminated and net settled with a single payment amount.
	The Company has elected to offset the assets and liabilities under netting arrangements for the balance sheet presentation of the majority of its derivative counterparties, excluding centrally cleared derivative contracts due to current uncertainty about the legal enforceability of netting arrangements with the clearinghouses. The netting occurs at the counterparty level, and includes all assets and liabilities related to the derivative contracts, including those associated with cash collateral received or delivered. The Company has not elected to offset the assets and liabilities under netting arrangements for the balance sheet presentation of repurchase/reverse repurchase and securities loaned/borrowed transactions.
Fair Values of Assets and Liabilities	'
	The Company uses fair value measurements for the initial recording of certain assets and liabilities, periodic remeasurement of certain assets and liabilities, and disclosures. Derivatives, trading and available-for-sale investment securities, MSRs and substantially all MLHFS are recorded at fair value on a recurring basis. Additionally, from time to time, the Company may be required to record at fair value other assets on a nonrecurring basis, such as loans held for sale, loans held for investment and certain other assets. These nonrecurring fair value adjustments typically involve application of lower-of-cost-or-fair value accounting or impairment write-downs of individual assets.
	Fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. A fair value measurement reflects all of the assumptions that market participants would use in pricing the asset or liability, including assumptions about the risk inherent in a particular valuation technique, the effect of a restriction on the sale or use of an asset and the risk of nonperformance.
	The Company groups its assets and liabilities measured at fair value into a three-level hierarchy for valuation techniques used to measure financial assets and financial liabilities at fair value. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
		•	Level 1 — Quoted prices in active markets for identical assets or liabilities. Level 1 includes U.S. Treasury and exchange-traded instruments.
		•	Level 2 — Observable inputs other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Level 2 includes debt securities that are traded less frequently than exchange-traded instruments and which are typically valued using third party pricing services; derivative contracts and other assets and liabilities, including securities, whose value is determined using a pricing model with inputs that are observable in the market or can be derived principally from or corroborated by observable market data; and MLHFS whose values are determined using quoted prices for similar assets or pricing models with inputs that are observable in the market or can be corroborated by observable market data.
		•	Level 3 — Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. Level 3 assets and liabilities include financial instruments whose values are determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation. This category includes MSRs, certain debt securities and certain derivative contracts.
	When the Company changes its valuation inputs for measuring financial assets and financial liabilities at fair value, either due to changes in current market conditions or other factors, it may need to transfer those assets or liabilities to another level in the hierarchy based on the new inputs used. The Company recognizes these transfers at the end of the reporting period in which the transfers occur. During the six months ended June 30, 2014 and 2013, there were no transfers of financial assets or financial liabilities between the hierarchy levels.
	The Company has processes and controls in place to increase the reliability of estimates it makes in determining fair value measurements. Items quoted on an exchange are verified to the quoted price. Items provided by a third party pricing service are subject to price verification procedures as described in more detail in the specific valuation discussions below. For fair value measurements modeled internally, the Company’s valuation models are subject to the Company’s Model Risk Governance Policy and Program, as maintained by the Company’s risk management department. The purpose of model validation is to assess the accuracy of the models’ input, processing, and reporting components. All models are required to be independently reviewed and approved prior to being placed in use, and are subject to formal change control procedures. Under the Company’s Model Risk Governance Policy, models are required to be reviewed at least annually to ensure they are operating as intended. Inputs into the models are market observable inputs whenever available. When market observable inputs are not available, the inputs are developed based upon analysis of historical experience and evaluation of other relevant market data. Significant unobservable model inputs are subject to review by senior management in corporate functions, who are independent from the modeling. Significant unobservable model inputs are also compared to actual results, typically on a quarterly basis. Significant Level 3 fair value measurements are also subject to corporate-level review and are benchmarked to market transactions or other market data, when available.
Revenue Recognition	'
	Revenue Recognition In May 2014, the Financial Accounting Standards Board issued accounting guidance, effective for the Company on January 1, 2017, related to revenue recognition from contracts with customers, which amends certain currently existing revenue recognition accounting guidance. The guidance allows for either retrospective application to all periods presented or a modified retrospective approach where the guidance would only be applied to existing contracts in effect at the adoption date and new contracts going forward. The Company is currently evaluating the impact of this guidance under the modified retrospective approach and expects the adoption will not be material to its financial statements.

Basis_of_Presentation_Tables

Basis of Presentation (Tables)	6 Months Ended
	Jun. 30, 2014
Basis of Presentation (Tables)	'
Line of Business Financial Performance	'
		Line of Business Financial Performance
			Wholesale Banking and									Consumer and Small
			Commercial Real Estate									Business Banking
	Three Months Ended June 30		2014			2013			Percent			2014			2013			Percent
	(Dollars in Millions)								Change									Change
	Condensed Income Statement
	Net interest income (taxable-equivalent basis)		$	513		$	501			2.4	%	$	1,077		$	1,143			(5.8	)%
	Noninterest income			260			275			(5.5	)		678			771			(12.1	)
	Securities gains (losses), net			–			–			–			–			–			–
	Total net revenue			773			776			(.4	)		1,755			1,914			(8.3	)
	Noninterest expense			316			310			1.9			1,134			1,123			1
	Other intangibles			1			2			(50.0	)		8			10			(20.0	)
	Total noninterest expense			317			312			1.6			1,142			1,133			0.8
	Income before provision and income taxes			456			464			(1.7	)		613			781			(21.5	)
	Provision for credit losses			15			(37	)		*			120			182			(34.1	)
	Income before income taxes			441			501			(12.0	)		493			599			(17.7	)
	Income taxes and taxable-equivalent adjustment			160			182			(12.1	)		179			218			(17.9	)
	Net income			281			319			(11.9	)		314			381			(17.6	)
	Net (income) loss attributable to noncontrolling interests			–			–			–			–			–			–
	Net income attributable to U.S. Bancorp		$	281		$	319			(11.9	)	$	314		$	381			(17.6	)
	Average Balance Sheet
	Commercial		$	57,472		$	50,238			14.4	%	$	8,947		$	8,616			3.8	%
	Commercial real estate			20,884			19,435			7.5			18,800			17,690			6.3
	Residential mortgages			20			28			(28.6	)		50,485			46,085			9.5
	Credit card			–			–			–			–			–			–
	Other retail			4			7			(42.9	)		45,804			44,570			2.8
	Total loans, excluding covered loans			78,380			69,708			12.4			124,036			116,961			6
	Covered loans			196			377			(48.0	)		5,882			6,713			(12.4	)
	Total loans			78,576			70,085			12.1			129,918			123,674			5
	Goodwill			1,604			1,604			–			3,539			3,515			0.7
	Other intangible assets			21			26			(19.2	)		2,690			2,208			21.8
	Assets			85,794			76,900			11.6			142,708			139,313			2.4
	Noninterest-bearing deposits			31,258			30,199			3.5			22,900			21,886			4.6
	Interest checking			11,379			10,233			11.2			35,683			33,041			8
	Savings products			17,607			12,986			35.6			49,103			46,145			6.4
	Time deposits			18,309			16,448			11.3			17,720			21,626			(18.1	)
	Total deposits			78,553			69,866			12.4			125,406			122,698			2.2
	Total U.S. Bancorp shareholders’ equity			7,656			7,288			5			11,380			12,112			(6.0	)
			Wholesale Banking and									Consumer and Small
			Commercial Real Estate									Business Banking
	Six Months Ended June 30		2014			2013			Percent			2014			2013			Percent
	(Dollars in Millions)								Change									Change
	Condensed Income Statement
	Net interest income (taxable-equivalent basis)		$	1,003		$	995			0.8	%	$	2,167		$	2,306			(6.0	)%
	Noninterest income			505			555			(9.0	)		1,295			1,549			(16.4	)
	Securities gains (losses), net			–			–			–			–			–			–
	Total net revenue			1,508			1,550			(2.7	)		3,462			3,855			(10.2	)
	Noninterest expense			626			618			1.3			2,259			2,269			(.4	)
	Other intangibles			2			4			(50.0	)		16			21			(23.8	)
	Total noninterest expense			628			622			1			2,275			2,290			(.7	)
	Income before provision and income taxes			880			928			(5.2	)		1,187			1,565			(24.2	)
	Provision for credit losses			(3	)		(73	)		95.9			253			410			(38.3	)
	Income before income taxes			883			1,001			(11.8	)		934			1,155			(19.1	)
	Income taxes and taxable-equivalent adjustment			321			364			(11.8	)		339			420			(19.3	)
	Net income			562			637			(11.8	)		595			735			(19.0	)
	Net (income) loss attributable to noncontrolling interests			–			–			–			–			–			–
	Net income attributable to U.S. Bancorp		$	562		$	637			(11.8	)	$	595		$	735			(19.0	)
	Average Balance Sheet
	Commercial		$	55,989		$	49,688			12.7	%	$	8,642		$	8,558			1	%
	Commercial real estate			20,729			19,216			7.9			18,712			17,577			6.5
	Residential mortgages			21			28			(25.0	)		50,391			45,297			11.2
	Credit card			–			–			–			–			–			–
	Other retail			4			8			(50.0	)		45,644			44,744			2
Total loans, excluding covered loans			76,743			68,940			11.3			123,389			116,176			6.2
Covered loans			220			422			(47.9	)		5,965			6,820			(12.5	)
Total loans			76,963			69,362			11			129,354			122,996			5.2
Goodwill			1,604			1,604			–			3,527			3,515			0.3
Other intangible assets			21			27			(22.2	)		2,715			2,113			28.5
Assets			84,029			75,816			10.8			142,203			139,769			1.7
Noninterest-bearing deposits			31,737			30,057			5.6			22,425			21,623			3.7
Interest checking			10,925			10,555			3.5			35,270			32,716			7.8
Savings products			17,373			12,445			39.6			48,578			45,859			5.9
Time deposits			18,347			16,461			11.5			18,211			22,033			(17.3	)
Total deposits			78,382			69,518			12.8			124,484			122,231			1.8
Total U.S. Bancorp shareholders’ equity			7,591			7,219			5.2			11,474			12,076			(5.0	)
		Wealth Management and									Payment									Treasury and									Consolidated
		Securities Services									Services									Corporate Support									Company
		2014			2013			Percent			2014			2013			Percent			2014			2013			Percent			2014			2013		Percent
								Change									Change									Change								Change
		$	91		$	87			4.6	%	$	415		$	387			7.2	%	$	648		$	554			17	%	$	2,744		$	2,672		2.7	%
			347			318			9.1			832			828			0.5			327			78			*			2,444			2,270		7.7
			–			–			–			–			–			–			–			6			*			–			6		*
			438			405			8.1			1,247			1,215			2.6			975			638			52.8			5,188			4,948		4.9
			335			320			4.7			574			566			1.4			346			183			89.1			2,705			2,502		8.1
			9			9			–			30			34			(11.8	)		–			–			–			48			55		(12.7	)
			344			329			4.6			604			600			0.7			346			183			89.1			2,753			2,557		7.7
			94			76			23.7			643			615			4.6			629			455			38.2			2,435			2,391		1.8
			6			1			*			182			176			3.4			1			40			(97.5	)		324			362		(10.5	)
			88			75			17.3			461			439			5			628			415			51.3			2,111			2,029		4
			32			27			18.5			168			160			5			63			(2	)		*			602			585		2.9
			56			48			16.7			293			279			5			565			417			35.5			1,509			1,444		4.5
			–			–			–			(9	)		(10	)		10			(5	)		50			*			(14	)		40		*
		$	56		$	48			16.7		$	284		$	269			5.6		$	560		$	467			19.9		$	1,495		$	1,484		0.7
		$	1,918		$	1,667			15.1	%	$	6,522		$	6,035			8.1	%	$	161		$	206			(21.8	)%	$	75,020		$	66,762		12.4	%
			608			658			(7.6	)		–			–			–			205			101			*			40,497			37,884		6.9
			1,309			759			72.5			–			–			–			1			1			–			51,815			46,873		10.5
			–			–			–			17,384			16,416			5.9			–			–			–			17,384			16,416		5.9
			1,442			1,548			(6.8	)		678			741			(8.5	)		–			–			–			47,928			46,866		2.3
			5,277			4,632			13.9			24,584			23,192			6			367			308			19.2			232,644			214,801		8.3
			6			15			(60.0	)		5			5			–			1,747			3,275			(46.7	)		7,836			10,385		(24.5	)
			5,283			4,647			13.7			24,589			23,197			6			2,114			3,583			(41.0	)		240,480			225,186		6.8
			1,565			1,527			2.5			2,520			2,508			0.5			–			–			–			9,228			9,154		0.8
			164			173			(5.2	)		490			585			(16.2	)		–			2			*			3,365			2,994		12.4
			8,327			7,501			11			30,913			29,402			5.1			107,027			96,473			10.9			374,769			349,589		7.2
			15,674			13,812			13.5			711			675			5.3			1,294			294			*			71,837			66,866		7.4
			5,363			4,680			14.6			563			448			25.7			1			1			–			52,989			48,403		9.5
			28,469			28,031			1.6			76			54			40.7			106			81			30.9			95,361			87,297		9.2
			4,238			5,592			(24.2	)		–			–			–			1,897			1,153			64.5			42,164			44,819		(5.9	)
			53,744			52,115			3.1			1,350			1,177			14.7			3,298			1,529			*			262,351			247,385		6
			2,285			2,368			(3.5	)		5,664			6,033			(6.1	)		15,601			12,103			28.9			42,586			39,904		6.7
		Wealth Management and									Payment									Treasury and									Consolidated
		Securities Services									Services									Corporate Support									Company
		2014			2013			Percent			2014			2013			Percent			2014			2013			Percent			2014			2013		Percent
								Change									Change									Change								Change
		$	174		$	175			(.6	)%	$	829		$	775			7	%	$	1,277		$	1,130			13	%	$	5,450		$	5,381		1.3	%
			686			621			10.5			1,607			1,575			2			454			130			*			4,547			4,430		2.6
			–			–			–			–			–			–			5			11			(54.5	)		5			11		(54.5	)
			860			796			8			2,436			2,350			3.7			1,736			1,271			36.6			10,002			9,822		1.8
			670			644			4			1,145			1,117			2.5			500			267			87.3			5,200			4,915		5.8
			18			18			–			61			69			(11.6	)		–			–			–			97			112		(13.4	)
			688			662			3.9			1,206			1,186			1.7			500			267			87.3			5,297			5,027		5.4
			172			134			28.4			1,230			1,164			5.7			1,236			1,004			23.1			4,705			4,795		(1.9	)
			2			1			*			383			381			0.5			(5	)		46			*			630			765		(17.6	)
			170			133			27.8			847			783			8.2			1,241			958			29.5			4,075			4,030		1.1
			62			48			29.2			308			285			8.1			124			82			51.2			1,154			1,199		(3.8	)
			108			85			27.1			539			498			8.2			1,117			876			27.5			2,921			2,831		3.2
			–			–			–			(18	)		(19	)		5.3			(11	)		100			*			(29	)		81		*
		$	108		$	85			27.1		$	521		$	479			8.8		$	1,106		$	976			13.3		$	2,892		$	2,912		(.7	)
		$	1,881		$	1,642			14.6	%	$	6,261		$	5,948			5.3	%	$	166		$	198			(16.2	)%	$	72,939		$	66,034		10.5	%
			613			657			(6.7	)		–			–			–			221			103			*			40,275			37,553		7.2
			1,287			670			92.1			–			–			–			1			1			–			51,700			45,996		12.4
			–			–			–			17,395			16,472			5.6			–			–			–			17,395			16,472		5.6
			1,457			1,551			(6.1	)		688			752			(8.5	)		–			–			–			47,793			47,055		1.6
			5,238			4,520			15.9			24,344			23,172			5.1			388			302			28.5			230,102			213,110		8
			6			12			(50.0	)		5			5			–			1,884			3,442			(45.3	)		8,080			10,701		(24.5	)
			5,244			4,532			15.7			24,349			23,177			5.1			2,272			3,744			(39.3	)		238,182			223,811		6.4
			1,566			1,527			2.6			2,519			2,508			0.4			–			–			–			9,216			9,154		0.7
			167			177			(5.6	)		499			598			(16.6	)		1			2			(50.0	)		3,403			2,917		16.7
			8,274			7,394			11.9			30,643			29,422			4.1			104,420			98,082			6.5			369,569			350,483		5.4
			15,196			13,957			8.9			704			683			3.1			1,271			314			*			71,333			66,634		7.1
			5,405			4,693			15.2			551			439			25.5			1			1			–			52,152			48,404		7.7
			27,782			27,466			1.2			73			50			46			104			88			18.2			93,910			85,908		9.3
			4,202			5,775			(27.2	)		–			–			–			1,773			993			78.5			42,533			45,262		(6.0	)
			52,585			51,891			1.3			1,328			1,172			13.3			3,149			1,396			*			259,928			246,208		5.6
			2,290			2,364			(3.1	)		5,660			5,997			(5.6	)		15,161			11,887			27.5			42,176			39,543		6.7
*	Not meaningful

Investment_Securities_Tables

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2014
Investments Debt And Equity Securities [Abstract]	'
Investment Securities	'
	Table 4	Investment Securities
			Available-for-Sale																Held-to-Maturity
	At June 30, 2014 (Dollars in Millions)		Amortized			Fair Value			Weighted-				Weighted-						Amortized				Fair Value				Weighted-		Weighted-
			Cost						Average				Average						Cost								Average		Average
									Maturity in				Yield (e)														Maturity in		Yield (e)
									Years																		Years
	U.S. Treasury and Agencies
	Maturing in one year or less		$	32		$	32			0.2				4.36	%				$	180			$	181				0.5		1.15	%
	Maturing after one year through five years			724			728			3.6				1.3						404				406				4		1.41
	Maturing after five years through ten years			1,034			1,009			8.1				2.8						1,340				1,305				7.8		2.09
	Maturing after ten years			101			101			18.8				1.38						58				58				10.9		1.73
	Total		$	1,891		$	1,870			6.8				2.17	%				$	1,982			$	1,950				6.5		1.86	%
	Mortgage-Backed Securities(a)
	Maturing in one year or less		$	699		$	705			0.7				1.84	%				$	134			$	133				0.8		1.16	%
	Maturing after one year through five years			24,383			24,569			3.8				2.04						28,844				28,853				3.6		2.15
	Maturing after five years through ten years			12,680			12,656			5.8				1.63						10,518				10,496				5.5		1.58
	Maturing after ten years			1,236			1,228			12.5				1.21						385				390				12.3		1.19
	Total		$	38,998		$	39,158			4.7				1.88	%				$	39,881			$	39,872				4.2		1.99	%
	Asset-Backed Securities(a)
	Maturing in one year or less		$	–		$	–			–				–	%				$	2			$	2				0.9		0.87	%
	Maturing after one year through five years			273			283			3.7				1.78						7				10				3.7		0.83
	Maturing after five years through ten years			357			365			7.4				1.64						5				6				7		0.84
	Maturing after ten years			–			–			–				–						—				7				15.8		0.48
	Total		$	630		$	648			5.8				1.7	%				$	14			$	25				4.8		0.83	%
	Obligations of State and Political
	Subdivisions(b)(c)
	Maturing in one year or less		$	379		$	389			0.7				6.57	%				$	1			$	1				0.5		10.51	%
	Maturing after one year through five years			4,379			4,598			2.3				6.8						2				2				2.5		8.24
	Maturing after five years through ten years			540			549			6.7				5.07						1				1				7.7		8.08
	Maturing after ten years			64			62			22.2				5.52						6				7				11.7		2.49
	Total		$	5,362		$	5,598			2.9				6.59	%				$	10			$	11				9		4.57	%
	Other Debt Securities
	Maturing in one year or less		$	6		$	6			0.7				1.01	%				$	2			$	2				0.3		1.78	%
	Maturing after one year through five years			–			–			–				–						82				82				2.3		1.13
	Maturing after five years through ten years			–			–			–				–						24				22				6.3		0.96
	Maturing after ten years			690			629			19				2.46						–				–				–		–
	Total		$	696		$	635			18.8				2.45	%				$	108			$	106				3.1		1.1	%
	Other Investments		$	434		$	480			14.6				2.25	%				$	–			$	–				–		–	%
	Total investment securities (d)		$	48,011		$	48,389			4.9				2.43	%				$	41,995			$	41,964				4.3		1.98	%
	(a)	Information related to asset and mortgage-backed securities included above is presented based upon weighted-average maturities anticipating future prepayments.
	(b)	Information related to obligations of state and political subdivisions is presented based upon yield to first optional call date if the security is purchased at a premium, yield to maturity if purchased at par or a discount.
	(c)	Maturity calculations for obligations of state and political subdivisions are based on the first optional call date for securities with a fair value above par and contractual maturity for securities with a fair value equal to or below par.
	(d)	The weighted-average maturity of the available-for-sale investment securities was 6.0 years at December 31, 2013, with a corresponding weighted-average yield of 2.64 percent. The weighted-average maturity of the held-to-maturity investment securities was 4.5 years at December 31, 2013, with a corresponding weighted-average yield of 2.00 percent.
	(e)	Average yields are presented on a fully-taxable equivalent basis under a tax rate of 35 percent. Yields on available-for-sale and held-to-maturity investment securities are computed based on amortized cost balances, excluding any premiums or discounts recorded related to the transfer of investment securities at fair value from available-for-sale to held-to-maturity. Average yield and maturity calculations exclude equity securities that have no stated yield or maturity.
			30-Jun-14						31-Dec-13
	(Dollars in Millions)		Amortized			Percent			Amortized				Percent
			Cost			of Total			Cost				of Total
	U.S. Treasury and agencies		$	3,873			4.3	%	$	4,222				5.3	%
	Mortgage-backed securities			78,879			87.6			68,236				85.3
	Asset-backed securities			644			0.7			652				0.8
	Obligations of state and political subdivisions			5,372			6			5,685				7.1
	Other debt securities and investments			1,238			1.4			1,184				1.5
	Total investment securities		$	90,006			100	%	$	79,979				100	%
Investment Securities Held to Maturity and Available for Sale	'
	The amortized cost, other-than-temporary impairment recorded in other comprehensive income (loss), gross unrealized holding gains and losses, and fair value of held-to-maturity and available-for-sale investment securities were as follows:
			June 30, 2014																				December 31, 2013
									Unrealized Losses																				Unrealized Losses
	(Dollars in Millions)		Amortized			Unrealized			Other-than-				Other (f)				Fair						Amortized				Unrealized		Other-than-			Other (f)			Fair
			Cost			Gains			Temporary (e)								Value						Cost				Gains		Temporary (e)						Value
	Held-to-maturity (a)
	U.S. Treasury and agencies		$	1,982		$	8		$	–			$	(40	)		$	1,950					$	3,114			$	5	$	–		$	(79	)	$	3,040
	Mortgage-backed securities
	Residential
	Agency			39,880			302			–				(311	)			39,871						35,671				187		–			(665	)		35,193
	Non-agency non-prime (d)			1			–			–				–				1						1				–		–			–			1
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			–			8			–				–				8						–				9		–			–			9
	Other			14			4			(1	)			–				17						16				4		(1	)		(1	)		18
	Obligations of state and political subdivisions			10			1			–				–				11						12				–		–			–			12
	Obligations of foreign governments			9			–			–				–				9						7				–		–			–			7
	Other debt securities			99			–			–				(2	)			97						99				–		–			(11	)		88
	Total held-to-maturity		$	41,995		$	323		$	(1	)		$	(353	)		$	41,964					$	38,920			$	205	$	(1	)	$	(756	)	$	38,368
	Available-for-sale (b)
	U.S. Treasury and agencies		$	1,891		$	8		$	–			$	(29	)		$	1,870					$	1,108			$	4	$	–		$	(67	)	$	1,045
	Mortgage-backed securities
	Residential
	Agency			38,147			547			–				(402	)			38,292						31,633				449		–			(529	)		31,553
	Non-agency
	Prime (c)			443			9			(4	)			(1	)			447						486				4		(8	)		(4	)		478
	Non-prime (d)			278			10			(2	)			–				286						297				5		(5	)		–			297
	Commercial agency			130			3			–				–				133						148				4		–			–			152
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			19			4			–				–				23						20				4		–			–			24
	Other			611			14			–				–				625						616				13		–			–			629
	Obligations of state and political subdivisions			5,362			245			–				(9	)			5,598						5,673				116		–			(51	)		5,738
	Obligations of foreign governments			6			–			–				–				6						6				–		–			–			6
	Corporate debt securities			690			3			–				(64	)			629						734				–		–			(94	)		640
	Perpetual preferred securities			205			30			–				(11	)			224						205				24		–			(17	)		212
	Other investments			229			27			–				–				256						133				28		–			–			161
	Total available-for-sale		$	48,011		$	900		$	(6	)		$	(516	)		$	48,389					$	41,059			$	651	$	(13	)	$	(762	)	$	40,935
	(a)	Held-to-maturity investment securities are carried at historical cost or at fair value at the time of transfer from the available-for-sale to held-to-maturity category, adjusted for amortization of premiums and accretion of discounts and credit-related other-than-temporary impairment.
	(b)	Available-for-sale investment securities are carried at fair value with unrealized net gains or losses reported within accumulated other comprehensive income (loss) in shareholders’ equity.
	(c)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
		When the Company determines the designation, prime securities typically have a weighted average credit score of 725 or higher and a loan-to-value of 80 percent or lower; however, other pool characteristics may result in designations that deviate from these credit score and loan-to-value thresholds.
	(d)	Includes all securities not meeting the conditions to be designated as prime.
	(e)	Represents impairment not related to credit for those investment securities that have been determined to be other-than-temporarily impaired.
	(f)	Represents unrealized losses on investment securities that have not been determined to be other-than-temporarily impaired.
Amount of Interest Income from Taxable and Non-Taxable Investment Securities	'
	The following table provides information about the amount of interest income from taxable and non-taxable investment securities:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Taxable		$	403		$	328				$	784			$	672
	Non-taxable			58			64					118				130
	Total interest income from investment securities		$	461		$	392				$	902			$	802
Amount of Gross Gains and Losses Realized through Sales of Available-for-sale Investment Securities	'
	The following table provides information about the amount of gross gains and losses realized through the sales of available-for-sale investment securities:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Realized gains		$	3		$	9				$	8			$	21
	Realized losses			–			–					–				–
	Net realized gains (losses)		$	3		$	9				$	8			$	21
	Income tax (benefit) on net realized gains (losses)		$	1		$	3				$	3			$	8
Summary of Other-than-Temporary Impairment by Investment Category	'
	The following tables summarize other-than-temporary impairment by investment category:
			2014												2013
	Three Months Ended June 30		Losses			Other Gains			Total						Losses				Other Gains				Total
	(Dollars in Millions)		Recorded in			(Losses) (c)									Recorded in				(Losses) (c)
			Earnings												Earnings
	Available-for-sale
	Mortgage-backed securities
	Non-agency residential
	Prime (a)		$	(1	)	$	1		$	–					$	(3	)		$	1			$	(2	)
	Non-prime (b)			(2	)		–			(2	)					–				–				–
	Total available-for-sale		$	(3	)	$	1		$	(2	)				$	(3	)		$	1			$	(2	)
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
	(c)	Losses represent the non-credit portion of other-than-temporary impairment recorded in other comprehensive income (loss) for investment securities determined to be other-than-temporarily impaired during the period. Gains represent recoveries in the fair value of securities that had non-credit other-than-temporary impairment during the period.
			2014												2013
	Six Months Ended June 30		Losses			Other Gains			Total						Losses				Other Gains				Total
	(Dollars in Millions)		Recorded in			(Losses) (c)									Recorded in				(Losses) (c)
			Earnings												Earnings
	Available-for-sale
	Mortgage-backed securities
	Non-agency residential
	Prime (a)		$	(1	)	$	1		$	–					$	(4	)		$	2			$	(2	)
	Non-prime (b)			(2	)		–			(2	)					(6	)			5				(1	)
	Total available-for-sale		$	(3	)	$	1		$	(2	)				$	(10	)		$	7			$	(3	)
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
	(c)	Losses represent the non-credit portion of other-than-temporary impairment recorded in other comprehensive income (loss) for investment securities determined to be other-than-temporarily impaired during the period. Gains represent recoveries in the fair value of securities that had non-credit other-than-temporary impairment during the period.
Summary of Ranges used in Valuation of Non-Agency Mortgage-Backed Securities Other than Temporarily Impaired	'
	The following table includes the ranges for significant assumptions used for those available-for-sale non-agency mortgage-backed securities determined to be other-than-temporarily impaired during the three months ended June 30, 2014:
			Prime (a)												Non-Prime (b)
			Minimum			Maximum			Average						Minimum				Maximum				Average
	Estimated lifetime prepayment rates			15	%		20	%		16	%					1	%			8	%			3	%
	Lifetime probability of default rates			4			7			6						8				10				9
	Lifetime loss severity rates			15			55			40						40				75				63
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
Changes in Credit Losses on Debt Securities	'
	Changes in the credit losses on debt securities are summarized as follows:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Balance at beginning of period		$	111		$	133				$	116			$	134
	Additions to Credit Losses Due to Other-than-temporary Impairments
	Decreases in expected cash flows on securities for which other-than-temporary impairment was previously recognized			3			3					3				10
	Total other-than-temporary impairment on debt securities			3			3					3				10
	Other Changes in Credit Losses
	Increases in expected cash flows			–			(1	)				(2	)			(1	)
	Realized losses (a)			(3	)		(6	)				(6	)			(14	)
	Credit losses on security sales and securities expected to be sold			–			(5	)				–				(5	)
	Balance at end of period		$	111		$	124				$	111			$	124
	(a)	Primarily represents principal losses allocated to mortgage and asset-backed securities in the Company’s portfolio under the terms of the securitization transaction documents.
Schedule of Gross Unrealized Losses and Fair Value of Company's Investment Securities with Unrealized Losses	'
	At June 30, 2014, certain investment securities had a fair value below amortized cost. The following table shows the gross unrealized losses and fair value of the Company’s investment securities with unrealized losses, aggregated by investment category and length of time the individual investment securities have been in continuous unrealized loss positions, at June 30, 2014:
			Less Than 12 Months								12 Months or Greater										Total
	(Dollars in Millions)		Fair			Unrealized					Fair				Unrealized						Fair				Unrealized
			Value			Losses					Value				Losses						Value				Losses
	Held-to-maturity
	U.S. Treasury and agencies		$	–		$	–				$	968			$	(40	)				$	968			$	(40	)
	Residential agency mortgage-backed securities			8,419			(38	)				9,556				(273	)					17,975				(311	)
	Other asset-backed securities			–			–					10				(1	)					10				(1	)
	Other debt securities			–			–					22				(2	)					22				(2	)
	Total held-to-maturity		$	8,419		$	(38	)			$	10,556			$	(316	)				$	18,975			$	(354	)
	Available-for-sale
	U.S. Treasury and agencies		$	109		$	–				$	817			$	(29	)				$	926			$	(29	)
	Mortgage-backed securities
	Residential
	Agency			9,318			(73	)				8,213				(329	)					17,531				(402	)
	Non-agency (a)
	Prime (b)			16			–					159				(5	)					175				(5	)
	Non-prime (c)			59			(1	)				42				(1	)					101				(2	)
	Other asset-backed securities			24			–					3				–						27				–
	Obligations of state and political subdivisions			7			–					355				(9	)					362				(9	)
	Obligations of foreign governments			6			–					–				–						6				–
	Corporate debt securities			–			–					443				(64	)					443				(64	)
	Perpetual preferred securities			–			–					123				(11	)					123				(11	)
	Total available-for-sale		$	9,539		$	(74	)			$	10,155			$	(448	)				$	19,694			$	(522	)
	(a)	The Company has $7 million of unrealized losses on residential non-agency mortgage-backed securities. Credit-related other-than-temporary impairment on these securities may occur if there is further deterioration in the underlying collateral pool performance. Borrower defaults may increase if economic conditions worsen. Additionally, deterioration in home prices may increase the severity of projected losses.
	(b)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(c)	Includes all securities not meeting the conditions to be designated as prime.

Loans_and_Allowance_for_Credit1

Loans and Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Composition of Loan Portfolio	'
	The composition of the loan portfolio, disaggregated by class and underlying specific portfolio type, was as follows:
			June 30, 2014								December 31, 2013
	(Dollars in Millions)		Amount			Percent					Amount				Percent
						of Total									of Total
	Commercial
	Commercial		$	72,286			29.7	%			$	64,762				27.5	%
	Lease financing			5,168			2.1					5,271				2.3
	Total commercial			77,454			31.8					70,033				29.8
	Commercial Real Estate
	Commercial mortgages			32,125			13.2					32,183				13.7
	Construction and development			8,672			3.5					7,702				3.3
	Total commercial real estate			40,797			16.7					39,885				17
	Residential Mortgages
	Residential mortgages			38,747			15.9					37,545				15.9
	Home equity loans, first liens			13,218			5.4					13,611				5.8
	Total residential mortgages			51,965			21.3					51,156				21.7
	Credit Card			17,642			7.2					18,021				7.7
	Other Retail
	Retail leasing			6,001			2.5					5,929				2.5
	Home equity and second mortgages			15,668			6.4					15,442				6.6
	Revolving credit			3,216			1.3					3,276				1.4
	Installment			5,978			2.4					5,709				2.4
	Automobile			14,353			5.9					13,743				5.8
	Student			3,352			1.4					3,579				1.5
	Total other retail			48,568			19.9					47,678				20.2
	Total loans, excluding covered loans			236,426			96.9					226,773				96.4
	Covered Loans			7,448			3.1					8,462				3.6
	Total loans		$	243,874			100	%			$	235,235				100	%
Changes in Accretable Balance for Purchased Impaired Loans	'
	Changes in the accretable balance for purchased impaired loans were as follows:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Balance at beginning of period		$	1,584		$	1,921				$	1,655			$	1,709
	Accretion			(120	)		(125	)				(231	)			(261	)
	Disposals			(29	)		(31	)				(69	)			(69	)
	Reclassifications from nonaccretable difference (a)			53			48					134				58
	Other (b)			(1	)		(11	)				(2	)			365
	Balance at end of period		$	1,487		$	1,802				$	1,487			$	1,802
	(a)	Primarily relates to changes in expected credit performance.
	(b)	The amount for the six months ended June 30, 2013, primarily represents the reclassification of unamortized decreases in the FDIC asset (which are presented as a separate component within the covered assets table on page 55 beginning in 2013), partially offset by the impact of changes in expectations about retaining covered single-family loans beyond the term of the indemnification agreements.
Activity in Allowance for Credit Losses	'
	Activity in the allowance for credit losses by portfolio class was as follows:
	Three Months Ended June 30		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
	(Dollars in Millions)					Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																					Covered Loans
	2014
	Balance at beginning of period		$	1,091		$	742		$	862			$	884			$	785			$	4,364			$	133			$	4,497
	Add
	Provision for credit losses			75			(21	)		43				163				63				323				1				324
	Deduct
	Loans charged off			76			9			62				188				95				430				2				432
	Less recoveries of loans charged off			(21	)		(13	)		(5	)			(18	)			(26	)			(83	)			–				(83	)
	Net loans charged off			55			(4	)		57				170				69				347				2				349
	Other changes (a)			–			–			–				(3	)			–				(3	)			(20	)			(23	)
	Balance at end of period		$	1,111		$	725		$	848			$	874			$	779			$	4,337			$	112			$	4,449
	2013
	Balance at beginning of period		$	1,012		$	798		$	926			$	895			$	854			$	4,485			$	223			$	4,708
	Add
	Provision for credit losses			49			(38	)		69				152				89				321				41				362
	Deduct
	Loans charged off			63			16			81				191				134				485				21				506
	Less recoveries of loans charged off			(25	)		(33	)		(7	)			(18	)			(29	)			(112	)			(2	)			(114	)
	Net loans charged off			38			(17	)		74				173				105				373				19				392
	Other changes (a)			–			–			–				–				–				–				(66	)			(66	)
	Balance at end of period		$	1,023		$	777		$	921			$	874			$	838			$	4,433			$	179			$	4,612
	(a)	Includes net changes in credit losses to be reimbursed by the FDIC and reductions in the allowance for covered loans where the reversal of a previously recorded allowance was offset by an associated decrease in the indemnification asset, and the impact of any loan sales.
	Six Months Ended June 30		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
	(Dollars in Millions)					Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																					Covered Loans
	2014
	Balance at beginning of period		$	1,075		$	776		$	875			$	884			$	781			$	4,391			$	146			$	4,537
	Add
	Provision for credit losses			127			(58	)		87				333				143				632				(2	)			630
	Deduct
	Loans charged off			139			17			123				372				195				846				8				854
	Less recoveries of loans charged off			(48	)		(24	)		(9	)			(32	)			(50	)			(163	)			(1	)			(164	)
	Net loans charged off			91			(7	)		114				340				145				683				7				690
	Other changes (a)			–			–			–				(3	)			–				(3	)			(25	)			(28	)
	Balance at end of period		$	1,111		$	725		$	848			$	874			$	779			$	4,337			$	112			$	4,449
	2013
	Balance at beginning of period		$	1,051		$	857		$	935			$	863			$	848			$	4,554			$	179			$	4,733
	Add
	Provision for credit losses			45			(78	)		152				344				221				684				81				765
	Deduct
	Loans charged off			119			59			181				384				290				1,033				22				1,055
	Less recoveries of loans charged off			(46	)		(57	)		(15	)			(51	)			(59	)			(228	)			(2	)			(230	)
	Net loans charged off			73			2			166				333				231				805				20				825
	Other changes (a)			–			–			–				–				–				–				(61	)			(61	)
	Balance at end of period		$	1,023		$	777		$	921			$	874			$	838			$	4,433			$	179			$	4,612
	(a)	Includes net changes in credit losses to be reimbursed by the FDIC and reductions in the allowance for covered loans where the reversal of a previously recorded allowance was offset by an associated decrease in the indemnification asset, and the impact of any loan sales.
Additional Detail of Allowance for Credit Losses and Related Loan Balances by Portfolio Type	'
	Additional detail of the allowance for credit losses by portfolio class was as follows:
	(Dollars in Millions)		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
						Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																					Covered Loans
	Allowance Balance at June 30, 2014 Related to
	Loans individually evaluated for impairment (a)		$	19		$	7		$	–			$	–			$	–			$	26			$	–			$	26
	TDRs collectively evaluated for impairment			15			17			326				69				52				479				3				482
	Other loans collectively evaluated for impairment			1,077			669			522				805				727				3,800				4				3,804
	Loans acquired with deteriorated credit quality			–			32			–				–				–				32				105				137
	Total allowance for credit losses		$	1,111		$	725		$	848			$	874			$	779			$	4,337			$	112			$	4,449
	Allowance Balance at December 31, 2013 Related to
	Loans individually evaluated for impairment (a)		$	15		$	17		$	–			$	–			$	–			$	32			$	–			$	32
	TDRs collectively evaluated for impairment			19			26			329				87				55				516				4				520
	Other loans collectively evaluated for impairment			1,041			700			546				797				726				3,810				5				3,815
	Loans acquired with deteriorated credit quality			–			33			–				–				–				33				137				170
	Total allowance for credit losses		$	1,075		$	776		$	875			$	884			$	781			$	4,391			$	146			$	4,537
	(a)	Represents the allowance for credit losses related to loans greater than $5 million classified as nonperforming or TDRs.
	Additional detail of loan balances by portfolio class was as follows:
	(Dollars in Millions)		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
						Real Estate			Mortgages				Card				Retail				Excluding				Loans (b)				Loans
																					Covered Loans
	June 30, 2014
	Loans individually evaluated for impairment (a)		$	273		$	159		$	–			$	–			$	–			$	432			$	70			$	502
	TDRs collectively evaluated for impairment			133			301			5,260				272				252				6,218				82				6,300
	Other loans collectively evaluated for impairment			77,047			40,206			46,704				17,370				48,316				229,643				3,833				233,476
	Loans acquired with deteriorated credit quality			1			131			1				–				–				133				3,463				3,596
	Total loans		$	77,454		$	40,797		$	51,965			$	17,642			$	48,568			$	236,426			$	7,448			$	243,874
	December 31, 2013
	Loans individually evaluated for impairment (a)		$	197		$	237		$	–			$	–			$	–			$	434			$	62			$	496
	TDRs collectively evaluated for impairment			155			358			5,064				310				269				6,156				87				6,243
	Other loans collectively evaluated for impairment			69,680			39,129			46,090				17,711				47,409				220,019				4,538				224,557
	Loans acquired with deteriorated credit quality			1			161			2				–				–				164				3,775				3,939
	Total loans		$	70,033		$	39,885		$	51,156			$	18,021			$	47,678			$	226,773			$	8,462			$	235,235
	(a)	Represents loans greater than $5 million classified as nonperforming or TDRs.
	(b)	Includes expected reimbursements from the FDIC under loss sharing agreements.
Summary of Loans by Portfolio Type and Delinquency Status	'
	The following table provides a summary of loans by portfolio class, including the delinquency status of those that continue to accrue interest, and those that are nonperforming:
			Accruing
	(Dollars in Millions)		Current			30-89 Days			90 Days or				Nonperforming				Total
						Past Due			More Past Due
	June 30, 2014
	Commercial		$	77,018		$	202		$	44			$	190			$	77,454
	Commercial real estate			40,489			56			26				226				40,797
	Residential mortgages (a)			50,643			251			253				818				51,965
	Credit card			17,204			199			187				52				17,642
	Other retail			48,093			213			71				191				48,568
	Total loans, excluding covered loans			233,447			921			581				1,477				236,426
	Covered loans			6,781			91			457				119				7,448
	Total loans		$	240,228		$	1,012		$	1,038			$	1,596			$	243,874
	December 31, 2013
	Commercial		$	69,587		$	257		$	55			$	134			$	70,033
	Commercial real estate			39,459			94			29				303				39,885
	Residential mortgages (a)			49,695			358			333				770				51,156
	Credit card			17,507			226			210				78				18,021
	Other retail			47,156			245			86				191				47,678
	Total loans, excluding covered loans			223,404			1,180			713				1,476				226,773
	Covered loans			7,693			166			476				127				8,462
	Total loans		$	231,097		$	1,346		$	1,189			$	1,603			$	235,235
	(a)	At June 30, 2014, $407 million of loans 30–89 days past due and $3.1 billion of loans 90 days or more past due purchased from Government National Mortgage Association (“GNMA”) mortgage pools whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs, were classified as current, compared with $440 million and $3.7 billion at December 31, 2013, respectively.
Summary of Loans by Portfolio Type and Company's Internal Credit Quality Rating	'
	The following table provides a summary of loans by portfolio class and the Company’s internal credit quality rating:
						Criticized
	(Dollars in Millions)		Pass			Special			Classified (a)				Total				Total
						Mention							Criticized
	June 30, 2014
	Commercial		$	75,426		$	1,044		$	984			$	2,028			$	77,454
	Commercial real estate			39,313			547			937				1,484				40,797
	Residential mortgages (b)			50,801			7			1,157				1,164				51,965
	Credit card			17,403			–			239				239				17,642
	Other retail			48,210			18			340				358				48,568
	Total loans, excluding covered loans			231,153			1,616			3,657				5,273				236,426
	Covered loans			7,210			3			235				238				7,448
	Total loans		$	238,363		$	1,619		$	3,892			$	5,511			$	243,874
	Total outstanding commitments		$	488,159		$	2,949		$	4,606			$	7,555			$	495,714
	December 31, 2013
	Commercial		$	68,075		$	1,013		$	945			$	1,958			$	70,033
	Commercial real estate			38,113			616			1,156				1,772				39,885
	Residential mortgages (b)			50,152			5			999				1,004				51,156
	Credit card			17,733			–			288				288				18,021
	Other retail			47,313			27			338				365				47,678
	Total loans, excluding covered loans			221,386			1,661			3,726				5,387				226,773
	Covered loans			8,160			18			284				302				8,462
	Total loans		$	229,546		$	1,679		$	4,010			$	5,689			$	235,235
	Total outstanding commitments		$	470,046		$	2,939		$	4,812			$	7,751			$	477,797
	(a)	Classified rating on consumer loans primarily based on delinquency status.
	(b)	At June 30, 2014, $3.1 billion of GNMA loans 90 days or more past due and $2.8 billion of restructured GNMA loans whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs were classified with a pass rating, compared with $3.7 billion and $2.6 billion at December 31, 2013, respectively.
Summary of Impaired Loans by Portfolio Class	'
	A summary of impaired loans by portfolio class was as follows:
	(Dollars in Millions)		Period-end			Unpaid			Valuation				Commitments
			Recorded			Principal			Allowance				to Lend
			Investment (a)			Balance							Additional
													Funds
	June 30, 2014
	Commercial		$	442		$	883		$	36			$	102
	Commercial real estate			556			1,113			30				24
	Residential mortgages			2,740			3,670			276				–
	Credit card			272			272			69				–
	Other retail			378			410			56				4
	Total impaired loans, excluding GNMA and covered loans			4,388			6,348			467				130
	Loans purchased from GNMA mortgage pools			2,816			2,816			54				–
	Covered loans			375			810			20				1
	Total		$	7,579		$	9,974		$	541			$	131
	December 31, 2013
	Commercial		$	382		$	804		$	36			$	54
	Commercial real estate			693			1,322			51				40
	Residential mortgages			2,767			3,492			308				–
	Credit card			310			310			87				–
	Other retail			391			593			59				14
	Total impaired loans, excluding GNMA and covered loans			4,543			6,521			541				108
	Loans purchased from GNMA mortgage pools			2,607			2,607			28				–
	Covered loans			452			1,008			30				4
	Total		$	7,602		$	10,136		$	599			$	112
	(a)	Substantially all loans classified as impaired at June 30, 2014 and December 31, 2013, had an associated allowance for credit losses.
Impaired Loans Average Recorded Investment and Interest Income	'
	Additional information on impaired loans follows:
			2014								2013
	(Dollars in Millions)		Average			Interest					Average				Interest
			Recorded			Income					Recorded				Income
			Investment			Recognized					Investment				Recognized
	Three Months Ended June 30
	Commercial		$	447		$	2				$	381			$	9
	Commercial real estate			592			4					975				10
	Residential mortgages			2,739			37					2,738				33
	Credit card			281			3					376				5
	Other retail			381			4					435				6
	Total impaired loans, excluding GNMA and covered loans			4,440			50					4,905				63
	Loans purchased from GNMA mortgage pools			2,766			33					1,880				23
	Covered loans			397			5					564				8
	Total		$	7,603		$	88				$	7,349			$	94
	Six Months Ended June 30
	Commercial		$	432		$	4				$	386			$	19
	Commercial real estate			626			13					1,015				21
	Residential mortgages			2,746			72					2,733				67
	Credit card			290			6					397				9
	Other retail			385			8					439				12
	Total impaired loans, excluding GNMA and covered loans			4,479			103					4,970				128
	Loans purchased from GNMA mortgage pools			2,714			66					1,862				46
	Covered loans			416			10					623				15
	Total		$	7,609		$	179				$	7,455			$	189
Loans Modified as TDRs	'
	The following table provides a summary of loans modified as TDRs during the periods presented by portfolio class:
			2014												2013
	(Dollars in Millions)		Number			Pre-Modification			Post-Modification						Number				Pre-Modification				Post-Modification
			of Loans			Outstanding			Outstanding						of Loans				Outstanding				Outstanding
						Loan Balance			Loan Balance										Loan Balance				Loan Balance
	Three Months Ended June 30
	Commercial			566		$	74		$	66						596			$	54			$	47
	Commercial real estate			12			8			7						36				37				35
	Residential mortgages			679			91			91						430				62				63
	Credit card			6,516			36			36						5,882				35				36
	Other retail			649			13			14						807				16				15
	Total loans, excluding GNMA and covered loans			8,422			222			214						7,751				204				196
	Loans purchased from GNMA mortgage pools			2,362			281			279						2,879				345				316
	Covered loans			7			2			2						21				13				12
	Total loans			10,791		$	505		$	495						10,651			$	562			$	524
	Six Months Ended June 30
	Commercial			1,185		$	153		$	143						1,411			$	88			$	80
	Commercial real estate			27			19			15						99				117				113
	Residential mortgages			1,207			161			161						1,237				172				168
	Credit card			13,332			76			76						13,700				83				84
	Other retail			1,436			34			34						2,672				65				64
	Total loans, excluding GNMA and covered loans			17,187			443			429						19,119				525				509
	Loans purchased from GNMA mortgage pools			4,925			538			525						4,135				522				498
	Covered loans			20			11			10						71				66				53
	Total loans			22,132		$	992		$	964						23,325			$	1,113			$	1,060
Schedule of Loans Modified as TDRs that have Subsequently been Fully or Partially Charged-Off or Became 90 Days or More Past Due	'
	The following table provides a summary of TDR loans that defaulted (fully or partially charged-off or became 90 days or more past due) during the periods presented that were modified as TDRs within 12 months previous to default:
			2014								2013
	(Dollars in Millions)		Number			Amount					Number				Amount
			of Loans			Defaulted					of Loans				Defaulted
	Three Months Ended June 30
	Commercial			150		$	3					172			$	3
	Commercial real estate			6			3					23				44
	Residential mortgages			129			17					187				28
	Credit card			1,460			8					1,638				10
	Other retail			158			4					369				15
	Total loans, excluding GNMA and covered loans			1,903			35					2,389				100
	Loans purchased from GNMA mortgage pools			105			12					481				68
	Covered loans			2			1					15				9
	Total loans			2,010		$	48					2,885			$	177
	Six Months Ended June 30
	Commercial			295		$	8					340			$	5
	Commercial real estate			12			10					42				72
	Residential mortgages			277			39					370				59
	Credit card			2,921			16					3,624				21
	Other retail			343			10					886				43
	Total loans, excluding GNMA and covered loans			3,848			83					5,262				200
	Loans purchased from GNMA mortgage pools			176			22					4,303				546
	Covered loans			10			4					25				12
	Total loans			4,034		$	109					9,590			$	758
Carrying Amount of Covered Assets	'
	The carrying amount of the covered assets consisted of purchased impaired loans, purchased nonimpaired loans and other assets as shown in the following table:
			June 30, 2014																December 31, 2013
	(Dollars in Millions)		Purchased			Purchased			Other				Total						Purchased				Purchased				Other				Total
			Impaired			Nonimpaired			Assets										Impaired				Nonimpaired				Assets
			Loans			Loans													Loans				Loans
	Commercial loans		$	–		$	27		$	–			$	27					$	–			$	32			$	–			$	32
	Commercial real estate loans			533			1,206			–				1,739						738				1,494				–				2,232
	Residential mortgage loans			2,930			811			–				3,741						3,037				890				–				3,927
	Credit card loans			–			5			–				5						–				5				–				5
	Other retail loans			–			627			–				627						–				666				–				666
	Losses reimbursable by the FDIC (a)			–			–			731				731						–				–				798				798
	Unamortized changes in FDIC asset (b)			–			–			578				578						–				–				802				802
	Covered loans			3,463			2,676			1,309				7,448						3,775				3,087				1,600				8,462
	Foreclosed real estate			–			–			58				58						–				–				97				97
	Total covered assets		$	3,463		$	2,676		$	1,367			$	7,506					$	3,775			$	3,087			$	1,697			$	8,559
	(a)	Relates to loss sharing agreements with remaining terms up to five years.
	(b)	Represents decreases in expected reimbursements by the FDIC as a result of decreases in expected losses on the covered loans. These amounts are amortized as a reduction in interest income on covered loans over the shorter of the expected life of the respective covered loans or the remaining contractual term of the indemnification agreements.

Accounting_for_Transfers_and_S1

Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2014
Transfers And Servicing [Abstract]	'
Summary of Investments in Community Development and Tax-advantaged VIEs	'
	The following table provides a summary of investments in community development and tax-advantaged VIEs that the Company has not consolidated:
	(Dollars in Millions)	June 30, 2014		December 31, 2013
	Investment carrying amount	$	4,291	$	4,178
	Unfunded capital and other commitments		1,824		1,661
	Maximum exposure to loss		7,663		7,390

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	6 Months Ended
	Jun. 30, 2014
Text Block [Abstract]	'
Changes in Fair Value of Capitalized MSRs	'
	Changes in fair value of capitalized MSRs are summarized as follows:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014				2013
	Balance at beginning of period		$	2,618		$	1,955				$	2,680			$	1,700
	Rights purchased			1			3					2				5
	Rights capitalized			71			233					155				487
	Rights sold			(141	)		–					(141	)			–
	Changes in fair value of MSRs
	Due to fluctuations in market interest rates (a)			(82	)		305					(158	)			432
	Due to revised assumptions or models (b)			44			(3	)				56				(9	)
	Other changes in fair value (c)			(99	)		(116	)				(182	)			(238	)
	Balance at end of period		$	2,412		$	2,377				$	2,412			$	2,377
	(a)	Includes changes in MSR value associated with changes in market interest rates, including estimated prepayment rates and anticipated earnings on escrow deposits.
	(b)	Includes changes in MSR value not caused by changes in market interest rates, such as changes in cost to service, ancillary income, and discount rate, as well as the impact of any model changes.
	(c)	Primarily represents changes due to realization of expected cash flows over time (decay).
Sensitivity to Changes in Interest Rates to Fair Value of MSR's Portfolio and Related Derivative Instruments	'
	The estimated sensitivity to changes in interest rates of the fair value of the MSRs portfolio and the related derivative instruments was as follows:
			June 30, 2014																							December 31, 2013
	(Dollars in Millions)		Down			Down			Down				Up				Up				Up					Down			Down			Down			Up			Up			Up
			100 bps			50 bps			25 bps				25 bps				50 bps				100 bps					100 bps			50 bps			25 bps			25 bps			50 bps			100 bps
	MSR portfolio		$	(508	)	$	(232	)	$	(110	)		$	94			$	175			$	324				$	(435	)	$	(199	)	$	(93	)	$	82		$	154		$	287
	Derivative instrument hedges			409			209			103				(96	)			(181	)			(335	)				399			194			91			(82	)		(157	)		(301	)
	Net sensitivity		$	(99	)	$	(23	)	$	(7	)		$	(2	)		$	(6	)		$	(11	)			$	(36	)	$	(5	)	$	(2	)	$	–		$	(3	)	$	(14	)
MSRs and Related Characteristics by Portfolio	'
	A summary of the Company’s MSRs and related characteristics by portfolio was as follows:
			June 30, 2014																December 31, 2013
	(Dollars in Millions)		MRBP			Government			Conventional (b)				Total						MRBP				Government			Conventional (b)			Total
	Servicing portfolio		$	16,835		$	40,632		$	165,030			$	222,497					$	15,896			$	41,659		$	169,287		$	226,842
	Fair value		$	191		$	469		$	1,752			$	2,412					$	180			$	500		$	2,000		$	2,680
	Value (bps) (a)			113			115			106				108						113				120			118			118
	Weighted-average servicing fees (bps)			38			32			27				29						39				32			29			30
	Multiple (value/servicing fees)			2.97			3.59			3.93				3.72						2.9				3.75			4.07			3.93
	Weighted-average note rate			4.65	%		4.21	%		4.15	%			4.2	%					4.7	%			4.24	%		4.17	%		4.22	%
	Weighted-average age (in years)			3.8			2.9			2.8				2.9						3.8				2.6			2.5			2.6
	Weighted-average expected prepayment (constant prepayment rate)			13	%		12.7	%		12	%			12.2	%					13.5	%			11.5	%		10.9	%		11.2	%
	Weighted-average expected life (in years)			6.2			6.3			6.7				6.6						6.2				6.9			7.2			7.1
	Weighted-average discount rate			11.9	%		11.2	%		9.6	%			10.1	%					11.9	%			11.2	%		9.8	%		10.2	%
	(a)	Value is calculated as fair value divided by the servicing portfolio.
	(b)	Represents loans sold primarily to GSEs.

Preferred_Stock_Tables

Preferred Stock (Tables)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Number of Shares Issued and Outstanding and Carrying Amount of Preferred Stock	'
	The number of shares issued and outstanding and the carrying amount of each outstanding series of the Company’s preferred stock were as follows:
			June 30, 2014								December 31, 2013
	(Dollars in Millions)		Shares		Liquidation		Discount		Carrying		Shares		Liquidation		Discount		Carrying
			Issued and		Preference				Amount		Issued and		Preference				Amount
			Outstanding								Outstanding
	Series A			12,510	$	1,251	$	145	$	1,106		12,510	$	1,251	$	145	$	1,106
	Series B			40,000		1,000		–		1,000		40,000		1,000		–		1,000
	Series F			44,000		1,100		12		1,088		44,000		1,100		12		1,088
	Series G			43,400		1,085		10		1,075		43,400		1,085		10		1,075
	Series H			20,000		500		13		487		20,000		500		13		487
	Total preferred stock (a)			159,910	$	4,936	$	180	$	4,756		159,910	$	4,936	$	180	$	4,756
	(a)	The par value of all shares issued and outstanding at June 30, 2014 and December 31, 2013, was $1.00 per share.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Reconciliation of Transactions Affecting Accumulated Other Comprehensive Income (Loss) Included in Shareholders' Equity	'
	The reconciliation of the transactions affecting accumulated other comprehensive income (loss) included in shareholders’ equity is as follows:
	Three Months Ended June 30	Unrealized Gains			Unrealized Gains			Unrealized Gains				Unrealized Gains				Foreign			Total
	(Dollars in Millions)	(Losses) on			(Losses) on			(Losses) on				(Losses) on				Currency
		Securities			Securities			Derivative				Retirement Plans				Translation
		Available-For-			Transferred From			Hedges
		Sale			Available-For-Sale
					to Held-To-
					Maturity
	2014
	Balance at beginning of period	$	106		$	66		$	(238	)		$	(721	)		$	(63	)	$	(850	)
	Changes in unrealized gains and losses		206			–			(24	)			–				–			182
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale		1			–			–				–				–			1
	Foreign currency translation adjustment		–			–			–				–				18			18
	Reclassification to earnings of realized gains and losses		–			(9	)		45				36				–			72
	Applicable income taxes		(80	)		3			(8	)			(14	)			(6	)		(105	)
	Balance at end of period	$	233		$	60		$	(225	)		$	(699	)		$	(51	)	$	(682	)
	2013
	Balance at beginning of period	$	603		$	94		$	(371	)		$	(1,221	)		$	(46	)	$	(941	)
	Changes in unrealized gains and losses		(675	)		–			53				–				–			(622	)
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale		1			–			–				–				–			1
	Foreign currency translation adjustment		–			–			–				–				(23	)		(23	)
	Reclassification to earnings of realized gains and losses		(6	)		(17	)		41				62				–			80
	Applicable income taxes		262			7			(36	)			(25	)			9			217
	Balance at end of period	$	185		$	84		$	(313	)		$	(1,184	)		$	(60	)	$	(1,288	)
	Six Months Ended June 30	Unrealized Gains			Unrealized Gains			Unrealized Gains				Unrealized Gains				Foreign			Total
	(Dollars in Millions)	(Losses) on			(Losses) on			(Losses) on				(Losses) on				Currency
		Securities			Securities			Derivative				Retirement Plans				Translation
		Available-For-			Transferred From			Hedges
		Sale			Available-For-Sale
					to Held-To-
					Maturity
	2014
	Balance at beginning of period	$	(77	)	$	70		$	(261	)		$	(743	)		$	(60	)	$	(1,071	)
	Changes in unrealized gains and losses		507			–			(35	)			–				–			472
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale		1			–			–				–				–			1
	Foreign currency translation adjustment		–			–			–				–				14			14
	Reclassification to earnings of realized gains and losses		(5	)		(16	)		94				72				–			145
	Applicable income taxes		(193	)		6			(23	)			(28	)			(5	)		(243	)
	Balance at end of period	$	233		$	60		$	(225	)		$	(699	)		$	(51	)	$	(682	)
	2013
	Balance at beginning of period	$	679		$	107		$	(404	)		$	(1,265	)		$	(40	)	$	(923	)
	Changes in unrealized gains and losses		(795	)		–			50				(1	)			–			(746	)
	Other-than-temporary impairment not recognized in earnings on securities available-for-sale		7			–			–				–				–			7
	Foreign currency translation adjustment		–			–			–				–				(33	)		(33	)
	Reclassification to earnings of realized gains and losses		(11	)		(37	)		95				124				–			171
	Applicable income taxes		305			14			(54	)			(42	)			13			236
	Balance at end of period	$	185		$	84		$	(313	)		$	(1,184	)		$	(60	)	$	(1,288	)
Impact to Net Income for Items Reclassified out of Accumulated Other Comprehensive Income and into Earnings	'
	Additional detail about the impact to net income for items reclassified out of accumulated other comprehensive income (loss) and into earnings, is as follows:
		Impact to Net Income
		Three Months Ended June 30,								Six Months Ended June 30,								Affected Line Item in the
	(Dollars in Millions)	2014			2013					2014				2013				Consolidated Statement of Income
	Unrealized gains (losses) on securities available-for-sale
	Realized gains (losses) on sale of securities	$	3		$	9				$	8			$	21			Total securities gains (losses), net
	Other-than-temporary impairment recognized in earnings		(3	)		(3	)				(3	)			(10	)
			–			6					5				11			Total before tax
			–			(2	)				(2	)			(4	)		Applicable income taxes
			–			4					3				7			Net-of-tax
	Unrealized gains (losses) on securities transferred from available-for-sale to held-to-maturity
	Amortization of unrealized gains		9			17					16				37			Interest income
			(3	)		(7	)				(6	)			(14	)		Applicable income taxes
			6			10					10				23			Net-of-tax
	Unrealized gains (losses) on derivative hedges
	Realized gains (losses) on derivative hedges		(45	)		(41	)				(94	)			(95	)		Net interest income
			17			16					36				37			Applicable income taxes
			(28	)		(25	)				(58	)			(58	)		Net-of-tax
	Unrealized gains (losses) on retirement plans
	Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization		(36	)		(62	)				(72	)			(124	)		Employee benefits expense
			14			24					28				48			Applicable income taxes
			(22	)		(38	)				(44	)			(76	)		Net-of-tax
	Total impact to net income	$	(44	)	$	(49	)			$	(89	)		$	(104	)

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	6 Months Ended
	Jun. 30, 2014
Earnings Per Share [Abstract]	'
Components of Earnings Per Share	'
	The components of earnings per share were:
			Three Months Ended						Six Months Ended
			June 30,						June 30,
	(Dollars and Shares in Millions, Except Per Share Data)		2014			2013			2014			2013
	Net income attributable to U.S. Bancorp		$	1,495		$	1,484		$	2,892		$	2,912
	Preferred dividends			(61	)		(64	)		(121	)		(128	)
	Impact of preferred stock redemption (a)			–			(8	)		–			(8	)
	Earnings allocated to participating stock awards			(7	)		(7	)		(13	)		(13	)
	Net income applicable to U.S. Bancorp common shareholders		$	1,427		$	1,405		$	2,758		$	2,763
	Average common shares outstanding			1,811			1,843			1,815			1,851
	Net effect of the exercise and assumed purchase of stock awards			10			10			10			9
	Average diluted common shares outstanding			1,821			1,853			1,825			1,860
	Earnings per common share		$	0.79		$	0.76		$	1.52		$	1.49
	Diluted earnings per common share		$	0.78		$	0.76		$	1.51		$	1.49
	(a)	Represents stock issuance costs originally recorded in capital surplus upon the issuance of the Company’s Series D Non-Cumulative Perpetual Preferred Stock that were reclassified to retained earnings on the redemption date.

Employee_Benefits_Tables

Employee Benefits (Tables)	6 Months Ended
	Jun. 30, 2014
Compensation And Retirement Disclosure [Abstract]	'
Components of Net Periodic Benefit Cost	'
	The components of net periodic benefit cost for the Company’s retirement plans were:
		Three Months Ended June 30,												Six Months Ended June 30,
		Pension Plans						Postretirement						Pension Plans						Postretirement
								Welfare Plan												Welfare Plan
	(Dollars in Millions)	2014			2013			2014			2013			2014			2013			2014			2013
	Service cost	$	38		$	42		$	–		$	1		$	76		$	84		$	–		$	2
	Interest cost		49			43			1			1			98			85			2			2
	Expected return on plan assets		(52	)		(44	)		–			(1	)		(104	)		(88	)		–			(1	)
	Prior service cost (credit) and transition obligation (asset) amortization		(1	)		(2	)		(1	)		–			(2	)		(3	)		(2	)		–
	Actuarial loss (gain) amortization		39			66			(1	)		(2	)		79			132			(3	)		(5	)
	Net periodic benefit cost	$	73		$	105		$	(1	)	$	(1	)	$	147		$	210		$	(3	)	$	(2	)

Income_Taxes_Tables

Income Taxes (Tables)	6 Months Ended
	Jun. 30, 2014
Income Tax Disclosure [Abstract]	'
Components of Income Tax Expense	'
	The components of income tax expense were:
		Three Months Ended						Six Months Ended
		June 30,						June 30,
	(Dollars in Millions)	2014			2013			2014			2013
	Federal
	Current	$	421		$	626		$	911		$	1,116
	Deferred		38			(104	)		(29	)		(92	)
	Federal income tax		459			522			882			1,024
	State
	Current		84			19			167			77
	Deferred		4			(12	)		(6	)		(14	)
	State income tax		88			7			161			63
	Total income tax provision	$	547		$	529		$	1,043		$	1,087
Reconciliation of Expected Income Tax Expense at Federal Statutory Rate of 35 Percent to Company's Applicable Income Tax Expense	'
	A reconciliation of expected income tax expense at the federal statutory rate of 35 percent to the Company’s applicable income tax expense follows:
		Three Months Ended						Six Months Ended
		June 30,						June 30,
	(Dollars in Millions)	2014			2013			2014			2013
	Tax at statutory rate	$	719		$	690		$	1,387		$	1,371
	State income tax, at statutory rates, net of federal tax benefit		58			4			101			40
	Tax effect of
	Tax credits and benefits, net of related expenses		(184	)		(112	)		(349	)		(218	)
	Tax-exempt income		(51	)		(53	)		(103	)		(107	)
	Noncontrolling interests		(5	)		15			(10	)		29
	Other items		10			(15	)		17			(28	)
	Applicable income taxes	$	547		$	529		$	1,043		$	1,087

Derivative_Instruments_Tables

Derivative Instruments (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Asset and Liability Management Derivative Positions of Company	'
	The following table summarizes the asset and liability management derivative positions of the Company:
			Asset Derivatives													Liability Derivatives
	(Dollars in Millions)		Notional				Fair				Weighted-					Notional				Fair			Weighted-
			Value				Value				Average					Value				Value			Average
											Remaining												Remaining
											Maturity												Maturity
											In Years												In Years
	June 30, 2014
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	1,750			$	32				3.9				$	–			$	–		$	–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			272				12				8.27					5,371				415			2.32
	Receive fixed/pay floating swaps			7,000				14				0.35					–				–			–
	Net investment hedges
	Foreign exchange forward contracts			–				–				–					1,069				7			0.05
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			4,813				49				0.08					62				–			0.09
	Sell			404				3				0.11					5,583				64			0.1
	Options
	Purchased			2,320				–				0.07					–				–			–
	Written			2,135				38				0.08					8				1			0.09
	Receive fixed/pay floating swaps			3,520				49				10.23					–				–			–
	Foreign exchange forward contracts			3,848				12				0.01					1,334				10			0.03
	Equity contracts			80				1				1.11					–				–			–
	Credit contracts			1,303				4				3.59					2,247				6			3.22
	Other (a)			–				–				–					265				43			4.26
	Total		$	27,445			$	214								$	15,939			$	546
	December 31, 2013
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	500			$	22				2.09				$	–			$	–			–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			772				26				6.25					4,288				498			2.46
	Receive fixed/pay floating swaps			7,000				26				0.84					–				–			–
	Net investment hedges
	Foreign exchange forward contracts			–				–				–					1,056				4			0.04
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			2,310				9				0.07					1,025				7			0.06
	Sell			5,234				58				0.08					346				4			0.17
	Options
	Purchased			2,300				–				0.07					–				–			–
	Written			1,902				17				0.07					2				–			0.08
	Receive fixed/pay floating swaps			–				–				–					3,540				56			10.22
	Foreign exchange forward contracts			6,813				24				0.02					2,121				4			0.02
	Equity contracts			79				3				1.62					–				–			–
	Credit contracts			1,209				4				4.04					2,352				7			3.08
	Total		$	28,119			$	189								$	14,730			$	580
	(a)	Represents a swap agreement related to the sale of a portion of the Company’s Class B common shares of Visa Inc. The swap requires payments by either party when there are changes in the conversion rate of Visa Inc. Class B common shares to Visa Inc. Class A common shares, as well as quarterly payments to the purchaser based on specified terms of the agreement.
Customer-Related Derivative Positions of Company	'
	The following table summarizes the customer-related derivative positions of the Company:
			Asset Derivatives													Liability Derivatives
	(Dollars in Millions)		Notional				Fair				Weighted-					Notional				Fair			Weighted-
			Value				Value				Average					Value				Value			Average
											Remaining												Remaining
											Maturity												Maturity
											In Years												In Years
	June 30, 2014
	Interest rate contracts
	Receive fixed/pay floating swaps		$	18,487			$	733				5.58				$	4,072			$	25			5.4
	Pay fixed/receive floating swaps			3,375				29				4.58					18,530				709			5.61
	Options
	Purchased			3,417				13				4.5					25				–			2.92
	Written			25				–				2.92					3,417				13			4.5
	Futures
	Buy			832				–				0.55					1,131				–			0.21
	Sell			–				–				–					456				–			1.36
	Foreign exchange rate contracts
	Forwards, spots and swaps			12,528				346				0.55					11,681				317			0.58
	Options
	Purchased			698				11				0.59					–				–			–
	Written			–				–				–					698				11			0.59
	Total		$	39,362			$	1,132								$	40,010			$	1,075
	December 31, 2013
	Interest rate contracts
	Receive fixed/pay floating swaps		$	11,717			$	600				5.11				$	7,291			$	106			5.57
	Pay fixed/receive floating swaps			6,746				114				6.03					12,361				560			4.9
	Options
	Purchased			3,489				33				4.53					–				–			–
	Written			–				–				–					3,489				33			4.53
	Foreign exchange rate contracts
	Forwards, spots and swaps			10,970				457				0.59					9,975				427			0.62
	Options
	Purchased			364				11				0.53					–				–			–
	Written			–				–				–					364				11			0.53
	Total		$	33,286			$	1,215								$	33,480			$	1,137
Summary of Effective Portion of Gains (Losses) Recognized in Other Comprehensive Income (Loss) and Gains (Losses) Reclassified from Other Comprehensive Income (Loss) into Earnings	'
	The table below shows the effective portion of the gains (losses) recognized in other comprehensive income (loss) and the gains (losses) reclassified from other comprehensive income (loss) into earnings (net-of-tax):
			Three Months Ended June 30,																	Six Months Ended June 30,
			Gains (Losses)								Gains (Losses)									Gains (Losses)					Gains (Losses)
			Recognized in								Reclassified from									Recognized in					Reclassified from
			Other								Other									Other					Other
			Comprehensive								Comprehensive									Comprehensive					Comprehensive
			Income								Income									Income					Income
			(Loss)								(Loss) into Earnings									(Loss)					(Loss) into Earnings
	(Dollars in Millions)		2014				2013				2014			2013						2014			2013		2014			2013
	Asset and Liability Management Positions
	Cash flow hedges
	Interest rate contracts (a)		$	(15	)		$	33			$	(28	)	$	(25	)				$	(22	)	$	33	$	(58	)	$	(58	)
	Net investment hedges
	Foreign exchange forward contracts		$	9				(17	)			–			–					$	9			6		–			–
	Note: Ineffectiveness on cash flow and net investment hedges was not material for the three and six months ended June 30, 2014 and 2013.
	(a)	Gains (Losses) reclassified from other comprehensive income (loss) into interest income on loans and interest expense on long-term debt.
Summary of Gains (Losses) Recognized in Earnings for Fair Value Hedges, Other Economic Hedges and Customer-Related Positions	'
	The table below shows the gains (losses) recognized in earnings for fair value hedges, other economic hedges and the customer-related positions:
			Location of		Three Months									Six Months
			Gains (Losses)		Ended June 30,									Ended June 30,
	(Dollars in Millions)		Recognized in Earnings		2014				2013					2014				2013
	Asset and Liability Management Positions
	Fair value hedges (a)
	Interest rate contracts		Other noninterest income		$	8			$	(5	)			$	6			$	(7	)
	Other economic hedges
	Interest rate contracts
	Futures and forwards		Mortgage banking revenue			(26	)			300					(75	)			536
	Purchased and written options		Mortgage banking revenue			80				17					146				146
	Receive fixed/pay floating swaps		Mortgage banking revenue			112				(219	)				221				(259	)
	Foreign exchange forward contracts		Commercial products revenue			(12	)			26					(17	)			34
	Equity contracts		Compensation expense			1				1					1				1
	Credit contracts		Other noninterest income/expense			–				–					–				(1	)
	Other		Other noninterest income			(43	)			–					(43	)			–
	Customer-Related Positions
	Interest rate contracts
	Receive fixed/pay floating swaps		Other noninterest income			215				(205	)				349				(301	)
	Pay fixed/receive floating swaps		Other noninterest income			(206	)			212					(335	)			308
	Foreign exchange rate contracts
	Forwards, spots and swaps		Commercial products revenue			16				14					32				21
	(a)	Gains (Losses) on items hedged by interest rate contracts included in noninterest income (expense), were $(8) million and $5 million for the three months ended June 30, 2014 and 2013, respectively, and $(6) million and $7 million for the six months ended June 30, 2014 and 2013, respectively. The ineffective portion was immaterial for the three and six months ended June 30, 2014 and 2013.

Netting_Arrangements_for_Certa1

Netting Arrangements for Certain Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2014
Text Block [Abstract]	'
Information on Company's Accounting Netting Adjustments and Items Not Offset in Consolidated Balance Sheet But Available for Offset in Event of Default	'
	The following tables provide information on the Company’s netting adjustments, and items not offset on the Consolidated Balance Sheet but available for offset in the event of default:
			Gross		Gross Amounts			Net Amounts		Gross Amounts Not Offset on the
			Recognized		Offset on the			Presented on the		Consolidated Balance Sheet
			Assets		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral			Net Amount
										Instruments (b)			Received (c)
	June 30, 2014
	Derivative assets (d)		$	1,167	$	(411	)	$	756	$	(31	)	$	–		$	725
	Reverse repurchase agreements			180		–			180		(10	)		(170	)		–
	Securities borrowed			499		–			499		(91	)		(395	)		13
	Total		$	1,846	$	(411	)	$	1,435	$	(132	)	$	(565	)	$	738
	December 31, 2013
	Derivative assets (d)		$	1,349	$	(599	)	$	750	$	(21	)	$	–		$	729
	Reverse repurchase agreements			87		–			87		(59	)		(28	)		–
	Securities borrowed			723		–			723		–			(698	)		25
	Total		$	2,159	$	(599	)	$	1,560	$	(80	)	$	(726	)	$	754
	(a)	Includes $76 million and $124 million of cash collateral related payables that were netted against derivative assets at June 30, 2014 and December 31, 2013, respectively.
	(b)	For derivative assets this includes any derivative liability fair values that could be offset in the event of counterparty default; for reverse repurchase agreements this includes any repurchase agreement payables that could be offset in the event of counterparty default; for securities borrowed this includes any securities loaned payables that could be offset in the event of counterparty default.
	(c)	Includes the fair value of securities received by the Company from the counterparty. These securities are not included on the Consolidated Balance Sheet unless the counterparty defaults.
	(d)	Excludes $179 million and $55 million of derivative assets centrally cleared or otherwise not subject to netting arrangements at June 30, 2014 and December 31, 2013, respectively.
			Gross		Gross Amounts			Net Amounts		Gross Amounts Not Offset on the
			Recognized		Offset on the			Presented on the		Consolidated Balance Sheet
			Liabilities		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral			Net Amount
										Instruments (b)			Pledged (c)
	June 30, 2014
	Derivative liabilities (d)		$	1,432	$	(1,127	)	$	305	$	(31	)	$	–		$	274
	Repurchase agreements			677		–			677		(10	)		(667	)		–
	Securities loaned			259		–			259		(91	)		(166	)		2
	Total		$	2,368	$	(1,127	)	$	1,241	$	(132	)	$	(833	)	$	276
	December 31, 2013
	Derivative liabilities (d)		$	1,598	$	(1,192	)	$	406	$	(21	)	$	–		$	385
	Repurchase agreements			2,059		–			2,059		(59	)		(2,000	)		–
	Securities loaned			–		–			–		–			–			–
	Total		$	3,657	$	(1,192	)	$	2,465	$	(80	)	$	(2,000	)	$	385
	(a)	Includes $791 million and $717 million of cash collateral related receivables that were netted against derivative liabilities at June 30, 2014 and December 31, 2013, respectively.
	(b)	For derivative liabilities this includes any derivative asset fair values that could be offset in the event of counterparty default; for repurchase agreements this includes any reverse repurchase agreement receivables that could be offset in the event of counterparty default; for securities loaned this includes any securities borrowed receivables that could be offset in the event of counterparty default.
	(c)	Includes the fair value of securities pledged by the Company to the counterparty. These securities are included on the Consolidated Balance Sheet unless the Company defaults.
	(d)	Excludes $189 million and $119 million of derivative liabilities centrally cleared or otherwise not subject to netting arrangements at June 30, 2014 and December 31, 2013, respectively.

Fair_Values_of_Assets_and_Liab1

Fair Values of Assets and Liabilities (Tables)	6 Months Ended
	Jun. 30, 2014
Fair Value Disclosures [Abstract]	'
Valuation Assumption Ranges for Level 3 Available-for-Sale Investment Securities	'
	The following table shows the significant valuation assumption ranges for Level 3 available-for-sale investment securities at June 30, 2014:
			Minimum			Maximum				Average
	Residential Prime Non-Agency Mortgage-Backed Securities (a)
	Estimated lifetime prepayment rates			6	%		20	%			14	%
	Lifetime probability of default rates			–			7				4
	Lifetime loss severity rates			15			75				38
	Discount margin			2			5				3
	Residential Non-Prime Non-Agency Mortgage-Backed Securities (b)
	Estimated lifetime prepayment rates			1	%		10	%			6	%
	Lifetime probability of default rates			4			12				8
	Lifetime loss severity rates			15			75				54
	Discount margin			1			5				2
	Other Asset-Backed Securities
	Estimated lifetime prepayment rates			6	%		6	%			6	%
	Lifetime probability of default rates			5			5				5
	Lifetime loss severity rates			40			40				40
	Discount margin			6			6				6
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
Valuation Assumption Ranges for MSRs	'
	The following table shows the significant valuation assumption ranges for MSRs at June 30, 2014:
			Minimum			Maximum				Average
	Expected prepayment			11	%		22	%			12	%
	Discount rate			10			13				10
Valuation Assumption Ranges for Derivative Commitments	'
	The following table shows the significant valuation assumption ranges for the Company’s derivative commitments to purchase and originate mortgage loans at June 30, 2014:
			Minimum			Maximum				Average
	Expected loan close rate			39	%		100	%			77	%
	Inherent MSR value (basis points per loan)			48			209				123
Balances of Assets and Liabilities Measured at Fair Value on Recurring Basis	'
	The following table summarizes the balances of assets and liabilities measured at fair value on a recurring basis:
	(Dollars in Millions)		Level 1			Level 2				Level 3				Netting				Total
	June 30, 2014
	Available-for-sale securities
	U.S. Treasury and agencies		$	755		$	1,115			$	–			$	–			$	1,870
	Mortgage-backed securities
	Residential
	Agency			–			38,292				–				–				38,292
	Non-agency
	Prime (a)			–			–				447				–				447
	Non-prime (b)			–			–				286				–				286
	Commercial
	Agency			–			133				–				–				133
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			–			23				–				–				23
	Other			–			559				66				–				625
	Obligations of state and political subdivisions			–			5,598				–				–				5,598
	Obligations of foreign governments			–			6				–				–				6
	Corporate debt securities			–			620				9				–				629
	Perpetual preferred securities			–			224				–				–				224
	Other investments			237			19				–				–				256
	Total available-for-sale			992			46,589				808				–				48,389
	Mortgage loans held for sale			–			2,994				–				–				2,994
	Mortgage servicing rights			–			–				2,412				–				2,412
	Derivative assets			–			708				638				(411	)			935
	Other assets			99			817				–				–				916
	Total		$	1,091		$	51,108			$	3,858			$	(411	)		$	55,646
	Derivative liabilities		$	–		$	1,541			$	80			$	(1,127	)		$	494
	Short-term borrowings (c)			214			458				–				–				672
	Total		$	214		$	1,999			$	80			$	(1,127	)		$	1,166
	December 31, 2013
	Available-for-sale securities
	U.S. Treasury and agencies		$	7		$	1,038			$	–			$	–			$	1,045
	Mortgage-backed securities
	Residential
	Agency			–			31,553				–				–				31,553
	Non-agency
	Prime (a)			–			–				478				–				478
	Non-prime (b)			–			–				297				–				297
	Commercial
	Agency			–			152				–				–				152
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			–			24				–				–				24
	Other			–			566				63				–				629
	Obligations of state and political subdivisions			–			5,738				–				–				5,738
	Obligations of foreign governments			–			6				–				–				6
	Corporate debt securities			–			631				9				–				640
	Perpetual preferred securities			–			212				–				–				212
	Other investments			141			20				–				–				161
	Total available-for-sale			148			39,940				847				–				40,935
	Mortgage loans held for sale			–			3,263				–				–				3,263
	Mortgage servicing rights			–			–				2,680				–				2,680
	Derivative assets			–			889				515				(599	)			805
	Other assets			143			588				–				–				731
	Total		$	291		$	44,680			$	4,042			$	(599	)		$	48,414
	Derivative liabilities		$	–		$	1,647			$	70			$	(1,192	)		$	525
	Short-term borrowings (c)			112			551				–				–				663
	Total		$	112		$	2,198			$	70			$	(1,192	)		$	1,188
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
	(c)	Represents the Company’s obligation on securities sold short required to be accounted for at fair value per applicable accounting guidance.
Changes in Fair Value for All Assets and Liabilities Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)	'
	The following table presents the changes in fair value for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three months ended June 30:
	(Dollars in Millions)		Beginning			Net				Net				Pur-				Sales				Principal				Issu-				Settle-				End				Net
			of Period			Gains				Gains				chases								Pay-				ances				ments				of				Change in
			Balance			(Losses)				(Losses)												ments												Period				Unrealized
						Included				Included																								Balance				Gains
						in Net				in																												(Losses)
						Income				Other																												Relating
										Compre-																												to Assets
										hensive																												and
										Income																												Liabilities
										(Loss)																												Still
																																						Held at
																																						End of
																																						Period
	2014
	Available-for-sale securities
	Mortgage-backed securities
	Residential non-agency
	Prime (a)		$	465		$	–			$	5			$	–			$	–			$	(23	)		$	–			$	–			$	447			$	5
	Non-prime (b)			297			(3	)			1				–				–				(9	)			–				–				286				–
	Asset-backed securities
	Other			65			1				–				2				–				(2	)			–				–				66				–
	Corporate debt securities			9			–				–				–				–				–				–				–				9				–
	Total available-			836			(2	) (c)			6	(f)			2				–				(34	)			–				–				808				5
	for-sale
	Mortgage servicing rights			2,618			(137	) (d)			–				1				(141	)			–				71	(g)			–				2,412				(137	) (d)
	Net derivative assets and liabilities			482			288	(e)			–				–				–				–				–				(212	)			558				123	(h)
	2013
	Available-for-sale securities
	Mortgage-backed securities
	Residential non-agency
	Prime (a)		$	599		$	(2	)		$	(3	)		$	–			$	–			$	(47	)		$	–			$	–			$	547			$	(3	)
	Non-prime (b)			350			(1	)			3				–				(20	)			(13	)			–				–				319				5
	Asset-backed securities
	Other			40			–				1				–				–				(1	)			–				–				40				1
	Corporate debt securities			9			–				–				–				–				–				–				–				9				–
	Total available-			998			(3	) (i)			1	(f)			–				(20	)			(61	)			–				–				915				3
	for-sale
	Mortgage servicing rights			1,955			186	(d)			–				3				–				–				233	(g)			–				2,377				186	(d)
	Net derivative assets and liabilities			986			(363	) (j)			–				–				(1	)			–				–				(199	)			423				(286	) (k)
	(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
	(b)	Includes all securities not meeting the conditions to be designated as prime.
	(c)	Included in securities gains (losses).
	(d)	Included in mortgage banking revenue.
	(e)	Approximately $127 million included in other noninterest income and $161 million included in mortgage banking revenue.
	(f)	Included in changes in unrealized gains and losses on securities available-for-sale.
	(g)	Represents MSRs capitalized during the period.
	(h)	Approximately $47 million included in other noninterest income and $76 million included in mortgage banking revenue.
	(i)	Included in securities gains (losses)
	(j)	Approximately $(207) million included in other noninterest income and $(156) million included in mortgage banking revenue.
	(k)	Approximately $(185) million included in other noninterest income and $(101) million included in mortgage banking revenue.
	The following table presents the changes in fair value for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the six months ended June 30:
	(Dollars in Millions)		Beginning			Net				Net Gains				Pur-chases				Sales				Principal				Issu-				Settle-				End				Net
			of Period			Gains				(Losses)												Payments				ances				ments				of Period				Change in
			Balance			(Losses)				Included in																								Balance				Unrealized
						Included				Other																												Gains
						in Net				Compre-																												(Losses)
						Income				hensive																												Relating
										Income																												to Assets
										(Loss)																												and
																																						Liabilities
																																						Still
																																						Held at
																																		End of
																																		Period
2014
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	478		$	–			$	12			$	–			$	–			$	(43	)		$	–			$	–			$	447			$	12
Non-prime (b)			297			(4	)			8				–				–				(15	)			–				–				286				7
Asset-backed securities
Other			63			2				1				4				–				(4	)			–				–				66				1
Corporate debt securities			9			–				–				–				–				–				–				–				9				–
Total available-			847			(2	) (c)			21	(f)			4				–				(62	)			–				–				808				20
for-sale
Mortgage servicing rights			2,680			(284	) (d)			–				2				(141	)			–				155	(g)			–				2,412				(284	) (d)
Net derivative assets and liabilities			445			473	(e)			–				1				–				–				–				(361	)			558				161	(h)
2013
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	624		$	(4	)		$	8			$	–			$	–			$	(81	)		$	–			$	–			$	547			$	8
Non-prime (b)			355			(8	)			17				–				(20	)			(25	)			–				–				319				18
Asset-backed securities
Other			15			1				1				25				–				(2	)			–				–				40				1
Corporate debt securities			9			–				–				–				–				–				–				–				9				–
Total available-			1,003			(11	) (i)			26	(f)			25				(20	)			(108	)			–				–				915				27
for-sale
Mortgage servicing rights			1,700			185	(d)			–				5				–				–				487	(g)			–				2,377				185	(d)
Net derivative assets and liabilities			1,179			(216	) (j)			–				1				(2	)			–				–				(539	)			423				(374	) (k)
(a)	Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).
(b)	Includes all securities not meeting the conditions to be designated as prime.
(c)	Included in securities gains (losses).
(d)	Included in mortgage banking revenue.
(e)	Approximately $208 million included in other noninterest income and $265 million included in mortgage banking revenue.
(f)	Included in changes in unrealized gains and losses on securities available-for-sale.
(g)	Represents MSRs capitalized during the period.
(h)	Approximately $85 million included in other noninterest income and $76 million included in mortgage banking revenue.
(i)	Approximately $(10) million included in securities gains (losses) and $(1) million included in interest income.
(j)	Approximately $(210) million included in other noninterest income and $(6) million included in mortgage banking revenue.
(k)	Approximately $(273) million included in other noninterest income and $(101) million included in mortgage banking revenue.
Adjusted Carrying Values for Assets Measured at Fair Value on Nonrecurring Basis	'
	The following table summarizes the balances of assets measured at fair value on a nonrecurring basis:
			June 30, 2014																	December 31, 2013
	(Dollars in Millions)		Level 1			Level 2				Level 3				Total						Level 1				Level 2				Level 3				Total
	Loans (a)		$	–		$	–			$	102			$	102					$	–			$	–			$	128			$	128
	Other assets (b)			–			–				71				71						–				–				150				150
	(a)	Represents the carrying value of loans for which adjustments were based on the fair value of the collateral, excluding loans fully charged-off.
	(b)	Primarily represents the fair value of foreclosed properties that were measured at fair value based on an appraisal or broker price opinion of the collateral subsequent to their initial acquisition.
Losses Recognized Related to Nonrecurring Fair Value Measurements of Individual Assets or Portfolios	'
	The following table summarizes losses recognized related to nonrecurring fair value measurements of individual assets or portfolios:
			Three Months									Six Months
			Ended June 30,									Ended June 30,
	(Dollars in Millions)		2014			2013						2014				2013
	Loans (a)		$	31		$	12					$	47			$	33
	Other assets (b)			15			20						34				59
	(a)	Represents write-downs of loans which were based on the fair value of the collateral, excluding loans fully charged-off.
	(b)	Primarily represents related losses of foreclosed properties that were measured at fair value subsequent to their initial acquisition.
Differences Between Aggregate Fair Value, Carrying Amount of MLHFS and Aggregate Unpaid Principal Amount	'
	The following table summarizes the differences between the aggregate fair value carrying amount of MLHFS for which the fair value option has been elected and the aggregate unpaid principal amount that the Company is contractually obligated to receive at maturity:
			June 30, 2014													December 31, 2013
	(Dollars in Millions)		Fair Value			Aggregate				Carrying						Fair Value				Aggregate				Carrying
			Carrying			Unpaid				Amount Over						Carrying				Unpaid				Amount Over
			Amount			Principal				(Under) Unpaid						Amount				Principal				(Under) Unpaid
										Principal														Principal
	Total loans		$	2,994		$	2,864			$	130					$	3,263			$	3,195			$	68
	Nonaccrual loans			7			11				(4	)					9				14				(5	)
	Loans 90 days or more past due			3			4				(1	)					–				–				–
Estimated Fair Values of Financial Instruments	'
	The estimated fair values of the Company’s financial instruments are shown in the table below:
			June 30, 2014																							December 31, 2013
			Carrying					Fair Value																		Carrying						Fair Value
	(Dollars in Millions)		Amount					Level 1				Level 2				Level 3				Total						Amount						Level 1				Level 2				Level 3		Total
	Financial Assets
	Cash and due from banks		$	12,636				$	12,636			$	–			$	–			$	12,636					$	8,477					$	8,477			$	–			$	–	$	8,477
	Federal funds sold and securities purchased under resale agreements			271					–				271				–				271						163						–				163				–		163
	Investment securities held-to-maturity			41,995					1,413				40,454				97				41,964						38,920						2,589				35,678				101		38,368
	Loans held for sale (a)			24					–				–				24				24						5						–				–				5		5
	Loans (b)			239,640					–				–				242,067				242,067						230,857						–				–				231,480		231,480
	Other financial instruments			2,247					–				946				1,311				2,257						2,443						–				1,080				1,383		2,463
	Financial Liabilities
	Deposits			276,262					–				276,150				–				276,150						262,123						–				262,200				–		262,200
	Short-term borrowings (c)			28,429					–				28,296				–				28,296						26,945						–				26,863				–		26,863
	Long-term debt			25,891					–				26,331				–				26,331						20,049						–				20,391				–		20,391
	Other liabilities			1,294					–				–				1,294				1,294						1,263						–				–				1,263		1,263
	(a)	Excludes mortgages held for sale for which the fair value option under applicable accounting guidance was elected.
	(b)	Excludes loans measured at fair value on a nonrecurring basis.
	(c)	Excludes the Company’s obligation on securities sold short required to be accounted for at fair value per applicable accounting guidance.

Guarantees_and_Contingent_Liab1

Guarantees and Contingent Liabilities (Tables)	6 Months Ended
	Jun. 30, 2014
Commitments And Contingencies Disclosure [Abstract]	'
Summary of Other Guarantees and Contingent Liabilities	'
	The following table is a summary of other guarantees and contingent liabilities of the Company at June 30, 2014:
	(Dollars in Millions)		Collateral			Carrying			Maximum
			Held			Amount			Potential
									Future
									Payments
	Standby letters of credit		$	–		$	66		$	15,913
	Third-party borrowing arrangements			–			–			14
	Securities lending indemnifications			4,957			–			4,824
	Asset sales			–			172			3,931	(a)
	Merchant processing			796			80			93,179
	Contingent consideration arrangements			–			2			2
	Tender option bond program guarantee			4,470			–			4,293
	Minimum revenue guarantees			–			8			9
	Other			–			–			466
	(a)	The maximum potential future payments do not include loan sales where the Company provides standard representation and warranties to the buyer against losses related to loan underwriting documentation defects that may have existed at the time of sale that generally are identified after the occurrence of a triggering event such as delinquency. For these types of loan sales, the maximum potential future payments is generally the unpaid principal balance of loans sold measured at the end of the current reporting period. Actual losses will be significantly less than the maximum exposure, as only a fraction of loans sold will have a representation and warranty breach, and any losses on repurchase would generally be mitigated by any collateral held against the loans.
Company's Representation and Warranty Reserve	'
	The following table is a rollforward of the Company’s representation and warranty reserve:
			Three Months Ended								Six Months Ended
			June 30,								June 30,
	(Dollars in Millions)		2014			2013					2014			2013
	Balance at beginning of period		$	75		$	233				$	83		$	240
	Net realized losses			(2	)		(16	)				(12	)		(39	)
	Change in reserve			(4	)		(27	)				(2	)		(11	)
	Balance at end of period		$	69		$	190				$	69		$	190

Investment_Securities_Investme

Investment Securities - Investment Securities (Detail) (USD $)	6 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014		Dec. 31, 2013
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	$48,011		$41,059
Available-for-sale securities, total, fair value	48,389	[1]	40,935	[1]
Available-for-sale securities, total, weighted average maturity in years	'4 years 10 months 24 days		'6 years
Available-for-sale securities, total, weighted average yield	2.43%		2.64%
Held-to-maturity securities, total, amortized cost	41,995	[1]	38,920	[1]
Held-to-maturity securities, total, fair value	41,964		38,368
Held-to-maturity securities, total, weighted average maturity in years	'4 years 3 months 18 days		'4 years 6 months
Held-to-maturity securities, total, weighted average yield	1.98%		2.00%
Total investment securities amortized cost	90,006		79,979
Total investment securities, percentage	100.00%		100.00%
U.S. Treasury and agencies [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	1,891		1,108
Available-for-sale securities, total, fair value	1,870		1,045
Available-for-sale securities, total, weighted average maturity in years	'6 years 9 months 18 days		'
Available-for-sale securities, total, weighted average yield	2.17%		'
Held-to-maturity securities, total, amortized cost	1,982		3,114
Held-to-maturity securities, total, fair value	1,950		3,040
Held-to-maturity securities, total, weighted average maturity in years	'6 years 6 months		'
Held-to-maturity securities, total, weighted average yield	1.86%		'
Total investment securities amortized cost	3,873		4,222
Total investment securities, percentage	4.30%		5.30%
U.S. Treasury and agencies [Member] | Maturing in one year or less [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing within one year, amortized cost	32		'
Available-for-sale, securities maturing within one year, fair value	32		'
Available-for-sale securities, total, weighted average maturity in years	'2 months 12 days		'
Available-for-sale securities, maturing in one year or less, weighted average yield	4.36%		'
Held-to-maturity securities, maturities within one year, amortized cost	180		'
Held-to-maturity securities, maturities within one year, fair value	181		'
Held-to-maturity securities, total, weighted average maturity in years	'6 months		'
Held-to-maturity securities, maturing in one year or less, weighted average yield	1.15%		'
U.S. Treasury and agencies [Member] | Maturing after one year through five years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after one through five year, amortized cost	724		'
Available-for-sale, securities maturing after one through five year, fair value	728		'
Available-for-sale securities, total, weighted average maturity in years	'3 years 7 months 6 days		'
Available for sale securities, maturing after one year through five years weighted average yield	1.30%		'
Held-to-maturity securities, maturities after one year through five years, amortized cost	404		'
Held to maturity securities, maturities after one year through five years, fair value	406		'
Held-to-maturity securities, total, weighted average maturity in years	'4 years		'
Held-to-maturity securities, maturing after one year through five years, weighted average yield	1.41%		'
U.S. Treasury and agencies [Member] | Maturing after five years through ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after five through ten year, amortized cost	1,034		'
Available-for-sale, securities maturing after five through ten year, fair value	1,009		'
Available-for-sale securities, total, weighted average maturity in years	'8 years 1 month 6 days		'
Available-for-sale securities, maturing after five years through ten years, weighted average yield	2.80%		'
Held-to-maturity securities, maturities after five years through ten years, amortized cost	1,340		'
Held-to-maturity securities, maturities after five year through ten years, fair value	1,305		'
Held-to-maturity securities, total, weighted average maturity in years	'7 years 9 months 18 days		'
Held-to-maturity securities, maturing after five year through ten years, weighted average yield	2.09%		'
U.S. Treasury and agencies [Member] | Maturing after ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after ten years, amortized cost	101		'
Available-for-sale, securities maturing after ten years, fair value	101		'
Available-for-sale securities, total, weighted average maturity in years	'18 years 9 months 18 days		'
Available-for-sale securities, maturing after ten years, weighted average yield	1.38%		'
Held-to-maturity securities, maturities after ten years, amortized cost	58		'
Held-to-maturity securities, maturities after ten years, fair value	58		'
Held-to-maturity securities, total, weighted average maturity in years	'10 years 10 months 24 days		'
Held-to-maturity securities, maturing after ten years, weighted average yield	1.73%		'
Mortgage-Backed Securities [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	38,998		'
Available-for-sale securities, total, fair value	39,158		'
Available-for-sale securities, total, weighted average maturity in years	'4 years 8 months 12 days		'
Available-for-sale securities, total, weighted average yield	1.88%		'
Held-to-maturity securities, total, amortized cost	39,881		'
Held-to-maturity securities, total, fair value	39,872		'
Held-to-maturity securities, total, weighted average maturity in years	'4 years 2 months 12 days		'
Held-to-maturity securities, total, weighted average yield	1.99%		'
Total investment securities amortized cost	78,879		68,236
Total investment securities, percentage	87.60%		85.30%
Mortgage-Backed Securities [Member] | Maturing in one year or less [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing within one year, amortized cost	699		'
Available-for-sale, securities maturing within one year, fair value	705		'
Available-for-sale securities, total, weighted average maturity in years	'8 months 12 days		'
Available-for-sale securities, maturing in one year or less, weighted average yield	1.84%		'
Held-to-maturity securities, maturities within one year, amortized cost	134		'
Held-to-maturity securities, maturities within one year, fair value	133		'
Held-to-maturity securities, total, weighted average maturity in years	'9 months 18 days		'
Held-to-maturity securities, maturing in one year or less, weighted average yield	1.16%		'
Mortgage-Backed Securities [Member] | Maturing after one year through five years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after one through five year, amortized cost	24,383		'
Available-for-sale, securities maturing after one through five year, fair value	24,569		'
Available-for-sale securities, total, weighted average maturity in years	'3 years 9 months 18 days		'
Available for sale securities, maturing after one year through five years weighted average yield	2.04%		'
Held-to-maturity securities, maturities after one year through five years, amortized cost	28,844		'
Held to maturity securities, maturities after one year through five years, fair value	28,853		'
Held-to-maturity securities, total, weighted average maturity in years	'3 years 7 months 6 days		'
Held-to-maturity securities, maturing after one year through five years, weighted average yield	2.15%		'
Mortgage-Backed Securities [Member] | Maturing after five years through ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after five through ten year, amortized cost	12,680		'
Available-for-sale, securities maturing after five through ten year, fair value	12,656		'
Available-for-sale securities, total, weighted average maturity in years	'5 years 9 months 18 days		'
Available-for-sale securities, maturing after five years through ten years, weighted average yield	1.63%		'
Held-to-maturity securities, maturities after five years through ten years, amortized cost	10,518		'
Held-to-maturity securities, maturities after five year through ten years, fair value	10,496		'
Held-to-maturity securities, total, weighted average maturity in years	'5 years 6 months		'
Held-to-maturity securities, maturing after five year through ten years, weighted average yield	1.58%		'
Mortgage-Backed Securities [Member] | Maturing after ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after ten years, amortized cost	1,236		'
Available-for-sale, securities maturing after ten years, fair value	1,228		'
Available-for-sale securities, total, weighted average maturity in years	'12 years 6 months		'
Available-for-sale securities, maturing after ten years, weighted average yield	1.21%		'
Held-to-maturity securities, maturities after ten years, amortized cost	385		'
Held-to-maturity securities, maturities after ten years, fair value	390		'
Held-to-maturity securities, total, weighted average maturity in years	'12 years 3 months 18 days		'
Held-to-maturity securities, maturing after ten years, weighted average yield	1.19%		'
Asset-Backed Securities [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	630		'
Available-for-sale securities, total, fair value	648		'
Available-for-sale securities, total, weighted average maturity in years	'5 years 9 months 18 days		'
Available-for-sale securities, total, weighted average yield	1.70%		'
Held-to-maturity securities, total, amortized cost	14		'
Held-to-maturity securities, total, fair value	25		'
Held-to-maturity securities, total, weighted average maturity in years	'4 years 9 months 18 days		'
Held-to-maturity securities, total, weighted average yield	0.83%		'
Total investment securities amortized cost	644		652
Total investment securities, percentage	0.70%		0.80%
Asset-Backed Securities [Member] | Maturing in one year or less [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing within one year, amortized cost	'		'
Available-for-sale, securities maturing within one year, fair value	'		'
Available-for-sale securities, total, weighted average maturity in years	'0 years		'
Available-for-sale securities, maturing in one year or less, weighted average yield	'		'
Held-to-maturity securities, maturities within one year, amortized cost	2		'
Held-to-maturity securities, maturities within one year, fair value	2		'
Held-to-maturity securities, total, weighted average maturity in years	'10 months 24 days		'
Held-to-maturity securities, maturing in one year or less, weighted average yield	0.87%		'
Asset-Backed Securities [Member] | Maturing after one year through five years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after one through five year, amortized cost	273		'
Available-for-sale, securities maturing after one through five year, fair value	283		'
Available-for-sale securities, total, weighted average maturity in years	'3 years 8 months 12 days		'
Available for sale securities, maturing after one year through five years weighted average yield	1.78%		'
Held-to-maturity securities, maturities after one year through five years, amortized cost	7		'
Held to maturity securities, maturities after one year through five years, fair value	10		'
Held-to-maturity securities, total, weighted average maturity in years	'3 years 8 months 12 days		'
Held-to-maturity securities, maturing after one year through five years, weighted average yield	0.83%		'
Asset-Backed Securities [Member] | Maturing after five years through ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after five through ten year, amortized cost	357		'
Available-for-sale, securities maturing after five through ten year, fair value	365		'
Available-for-sale securities, total, weighted average maturity in years	'7 years 4 months 24 days		'
Available-for-sale securities, maturing after five years through ten years, weighted average yield	1.64%		'
Held-to-maturity securities, maturities after five years through ten years, amortized cost	5		'
Held-to-maturity securities, maturities after five year through ten years, fair value	6		'
Held-to-maturity securities, total, weighted average maturity in years	'7 years		'
Held-to-maturity securities, maturing after five year through ten years, weighted average yield	0.84%		'
Asset-Backed Securities [Member] | Maturing after ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after ten years, amortized cost	'		'
Available-for-sale, securities maturing after ten years, fair value	'		'
Available-for-sale securities, total, weighted average maturity in years	'0 years		'
Available-for-sale securities, maturing after ten years, weighted average yield	'		'
Held-to-maturity securities, maturities after ten years, amortized cost	'		'
Held-to-maturity securities, maturities after ten years, fair value	7		'
Held-to-maturity securities, total, weighted average maturity in years	'15 years 9 months 18 days		'
Held-to-maturity securities, maturing after ten years, weighted average yield	0.48%		'
Obligations of state and political subdivisions [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	5,362		5,673
Available-for-sale securities, total, fair value	5,598		5,738
Available-for-sale securities, total, weighted average maturity in years	'2 years 10 months 24 days		'
Available-for-sale securities, total, weighted average yield	6.59%		'
Held-to-maturity securities, total, amortized cost	10		12
Held-to-maturity securities, total, fair value	11		12
Held-to-maturity securities, total, weighted average maturity in years	'9 years		'
Held-to-maturity securities, total, weighted average yield	4.57%		'
Total investment securities amortized cost	5,372		5,685
Total investment securities, percentage	6.00%		7.10%
Obligations of state and political subdivisions [Member] | Maturing in one year or less [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing within one year, amortized cost	379		'
Available-for-sale, securities maturing within one year, fair value	389		'
Available-for-sale securities, total, weighted average maturity in years	'8 months 12 days		'
Available-for-sale securities, maturing in one year or less, weighted average yield	6.57%		'
Held-to-maturity securities, maturities within one year, amortized cost	1		'
Held-to-maturity securities, maturities within one year, fair value	1		'
Held-to-maturity securities, total, weighted average maturity in years	'6 months		'
Held-to-maturity securities, maturing in one year or less, weighted average yield	10.51%		'
Obligations of state and political subdivisions [Member] | Maturing after one year through five years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after one through five year, amortized cost	4,379		'
Available-for-sale, securities maturing after one through five year, fair value	4,598		'
Available-for-sale securities, total, weighted average maturity in years	'2 years 3 months 18 days		'
Available for sale securities, maturing after one year through five years weighted average yield	6.80%		'
Held-to-maturity securities, maturities after one year through five years, amortized cost	2		'
Held to maturity securities, maturities after one year through five years, fair value	2		'
Held-to-maturity securities, total, weighted average maturity in years	'2 years 6 months		'
Held-to-maturity securities, maturing after one year through five years, weighted average yield	8.24%		'
Obligations of state and political subdivisions [Member] | Maturing after five years through ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after five through ten year, amortized cost	540		'
Available-for-sale, securities maturing after five through ten year, fair value	549		'
Available-for-sale securities, total, weighted average maturity in years	'6 years 8 months 12 days		'
Available-for-sale securities, maturing after five years through ten years, weighted average yield	5.07%		'
Held-to-maturity securities, maturities after five years through ten years, amortized cost	1		'
Held-to-maturity securities, maturities after five year through ten years, fair value	1		'
Held-to-maturity securities, total, weighted average maturity in years	'7 years 8 months 12 days		'
Held-to-maturity securities, maturing after five year through ten years, weighted average yield	8.08%		'
Obligations of state and political subdivisions [Member] | Maturing after ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after ten years, amortized cost	64		'
Available-for-sale, securities maturing after ten years, fair value	62		'
Available-for-sale securities, total, weighted average maturity in years	'22 years 2 months 12 days		'
Available-for-sale securities, maturing after ten years, weighted average yield	5.52%		'
Held-to-maturity securities, maturities after ten years, amortized cost	6		'
Held-to-maturity securities, maturities after ten years, fair value	7		'
Held-to-maturity securities, total, weighted average maturity in years	'11 years 8 months 12 days		'
Held-to-maturity securities, maturing after ten years, weighted average yield	2.49%		'
Other Debt Securities and Obligations of Foreign Government [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	696		'
Available-for-sale securities, total, fair value	635		'
Available-for-sale securities, total, weighted average maturity in years	'18 years 9 months 18 days		'
Available-for-sale securities, total, weighted average yield	2.45%		'
Held-to-maturity securities, total, amortized cost	108		'
Held-to-maturity securities, total, fair value	106		'
Held-to-maturity securities, total, weighted average maturity in years	'3 years 1 month 6 days		'
Held-to-maturity securities, total, weighted average yield	1.10%		'
Total investment securities amortized cost	1,238		1,184
Total investment securities, percentage	1.40%		1.50%
Other Debt Securities and Obligations of Foreign Government [Member] | Maturing in one year or less [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing within one year, amortized cost	6		'
Available-for-sale, securities maturing within one year, fair value	6		'
Available-for-sale securities, total, weighted average maturity in years	'8 months 12 days		'
Available-for-sale securities, maturing in one year or less, weighted average yield	1.01%		'
Held-to-maturity securities, maturities within one year, amortized cost	2		'
Held-to-maturity securities, maturities within one year, fair value	2		'
Held-to-maturity securities, total, weighted average maturity in years	'3 months 18 days		'
Held-to-maturity securities, maturing in one year or less, weighted average yield	1.78%		'
Other Debt Securities and Obligations of Foreign Government [Member] | Maturing after one year through five years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after one through five year, amortized cost	'		'
Available-for-sale, securities maturing after one through five year, fair value	'		'
Available-for-sale securities, total, weighted average maturity in years	'0 years		'
Available for sale securities, maturing after one year through five years weighted average yield	'		'
Held-to-maturity securities, maturities after one year through five years, amortized cost	82		'
Held to maturity securities, maturities after one year through five years, fair value	82		'
Held-to-maturity securities, total, weighted average maturity in years	'2 years 3 months 18 days		'
Held-to-maturity securities, maturing after one year through five years, weighted average yield	1.13%		'
Other Debt Securities and Obligations of Foreign Government [Member] | Maturing after five years through ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after five through ten year, amortized cost	'		'
Available-for-sale, securities maturing after five through ten year, fair value	'		'
Available-for-sale securities, total, weighted average maturity in years	'0 years		'
Available-for-sale securities, maturing after five years through ten years, weighted average yield	'		'
Held-to-maturity securities, maturities after five years through ten years, amortized cost	24		'
Held-to-maturity securities, maturities after five year through ten years, fair value	22		'
Held-to-maturity securities, total, weighted average maturity in years	'6 years 3 months 18 days		'
Held-to-maturity securities, maturing after five year through ten years, weighted average yield	0.96%		'
Other Debt Securities and Obligations of Foreign Government [Member] | Maturing after ten years [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale, securities maturing after ten years, amortized cost	690		'
Available-for-sale, securities maturing after ten years, fair value	629		'
Available-for-sale securities, total, weighted average maturity in years	'19 years		'
Available-for-sale securities, maturing after ten years, weighted average yield	2.46%		'
Held-to-maturity securities, maturities after ten years, amortized cost	'		'
Held-to-maturity securities, maturities after ten years, fair value	'		'
Held-to-maturity securities, total, weighted average maturity in years	'		'
Held-to-maturity securities, maturing after ten years, weighted average yield	'		'
Other Investments Including Perpetual Preferred Securities [Member]	'		'
Investment Securities [Line Items]	'		'
Available-for-sale securities, total, amortized cost	434		'
Available-for-sale securities, total, fair value	480		'
Available-for-sale securities, total, weighted average maturity in years	'14 years 7 months 6 days		'
Available-for-sale securities, total, weighted average yield	2.25%		'
Held-to-maturity securities, total, amortized cost	'		'
Held-to-maturity securities, total, fair value	'		'
Held-to-maturity securities, total, weighted average maturity in years	'		'
Held-to-maturity securities, total, weighted average yield	'		'
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.

Investment_Securities_Investme1

Investment Securities - Investment Securities (Parenthetical) (Detail)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Amortized Cost And Fair Value Debt Securities [Abstract]	'	'
Federal statutory rate	35.00%	'
Weighted-average maturity of available-for-sale investment securities	'4 years 10 months 24 days	'6 years
Weighted-average yield of available-for-sale investment securities	2.43%	2.64%
Weighted average maturity of held-to-maturity investment securities	'4 years 3 months 18 days	'4 years 6 months
Weighted-average yield of held-to-maturity investment securities	1.98%	2.00%

Basis_of_Presentation_Line_of_

Basis of Presentation - Line of Business Financial Performance (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Condensed Income Statement	'	'	'	'
Net interest income (taxable-equivalent basis)	$2,744	$2,672	$5,450	$5,381
Net interest income (taxable-equivalent basis), Percent change	2.70%	'	1.30%	'
Noninterest income	2,444	2,270	4,547	4,430
Noninterest income, Percent change	7.70%	'	2.60%	'
Securities gains (losses), net	'	6	5	11
Securities gains (losses), net, Percent change	'	'	-54.50%	'
Total net revenue	5,188	4,948	10,002	9,822
Total net revenue, Percent change	4.90%	'	1.80%	'
Noninterest expense, Percent change	8.10%	'	5.80%	'
Other intangibles, Percent change	-12.70%	'	-13.40%	'
Total noninterest expense, Percent change	7.70%	'	5.40%	'
Income before provision and income taxes, Percent change	1.80%	'	-1.90%	'
Provision for credit losses, Percent change	-10.50%	'	-17.60%	'
Income before income taxes, Percent change	4.00%	'	1.10%	'
Income taxes and taxable-equivalent adjustment, Percent change	2.90%	'	-3.80%	'
Net income, Percent change	4.50%	'	3.20%	'
Net (income) loss attributable to noncontrolling interests, Percent change	'	'	'	'
Net income attributable to U.S. Bancorp, Percent change	0.70%	'	-0.70%	'
Noninterest expense	2,705	2,502	5,200	4,915
Other intangibles	48	55	97	112
Total noninterest expense	2,753	2,557	5,297	5,027
Income before provision and income taxes	2,435	2,391	4,705	4,795
Provision for credit losses	324	362	630	765
Income before income taxes	2,111	2,029	4,075	4,030
Income taxes and taxable-equivalent adjustment	602	585	1,154	1,199
Net income	1,509	1,444	2,921	2,831
Net (income) loss attributable to noncontrolling interests	-14	40	-29	81
Net income attributable to U.S. Bancorp	1,495	1,484	2,892	2,912
Average Balance Sheet	'	'	'	'
Commercial	75,020	66,762	72,939	66,034
Commercial, Percent change	12.40%	'	10.50%	'
Commercial real estate	40,497	37,884	40,275	37,553
Commercial real estate, Percent change	6.90%	'	7.20%	'
Residential mortgages	51,815	46,873	51,700	45,996
Residential mortgages, Percent change	10.50%	'	12.40%	'
Credit card	17,384	16,416	17,395	16,472
Credit card, Percent change	5.90%	'	5.60%	'
Other retail	47,928	46,866	47,793	47,055
Other retail, Percent change	2.30%	'	1.60%	'
Total loans, excluding covered loans	232,644	214,801	230,102	213,110
Total loans, excluding covered loans, Percent change	8.30%	'	8.00%	'
Covered loans	7,836	10,385	8,080	10,701
Covered loans, Percent change	-24.50%	'	-24.50%	'
Total loans	240,480	225,186	238,182	223,811
Total loans, Percent change	6.80%	'	6.40%	'
Goodwill, Percent change	0.80%	'	0.70%	'
Other intangible assets, Percent change	12.40%	'	16.70%	'
Assets, Percent change	7.20%	'	5.40%	'
Noninterest-bearing deposits, Percent change	7.40%	'	7.10%	'
Interest checking, Percent change	9.50%	'	7.70%	'
Savings products, Percent change	9.20%	'	9.30%	'
Time deposits, Percent change	-5.90%	'	-6.00%	'
Total deposits, Percent change	6.00%	'	5.60%	'
Total U.S. Bancorp shareholders' equity, Percent change	6.70%	'	6.70%	'
Goodwill	9,228	9,154	9,216	9,154
Other intangible assets	3,365	2,994	3,403	2,917
Assets	374,769	349,589	369,569	350,483
Noninterest-bearing deposits	71,837	66,866	71,333	66,634
Interest checking	52,989	48,403	52,152	48,404
Savings products	95,361	87,297	93,910	85,908
Time deposits	42,164	44,819	42,533	45,262
Total deposits	262,351	247,385	259,928	246,208
Total U.S. Bancorp shareholders' equity	42,586	39,904	42,176	39,543
Wholesale Banking and Commercial Real Estate [Member]	'	'	'	'
Condensed Income Statement	'	'	'	'
Net interest income (taxable-equivalent basis)	513	501	1,003	995
Net interest income (taxable-equivalent basis), Percent change	2.40%	'	0.80%	'
Noninterest income	260	275	505	555
Noninterest income, Percent change	-5.50%	'	-9.00%	'
Securities gains (losses), net	'	'	'	'
Securities gains (losses), net, Percent change	'	'	'	'
Total net revenue	773	776	1,508	1,550
Total net revenue, Percent change	-0.40%	'	-2.70%	'
Noninterest expense, Percent change	1.90%	'	1.30%	'
Other intangibles, Percent change	-50.00%	'	-50.00%	'
Total noninterest expense, Percent change	1.60%	'	1.00%	'
Income before provision and income taxes, Percent change	-1.70%	'	-5.20%	'
Provision for credit losses, Percent change	'	'	95.90%	'
Income before income taxes, Percent change	-12.00%	'	-11.80%	'
Income taxes and taxable-equivalent adjustment, Percent change	-12.10%	'	-11.80%	'
Net income, Percent change	-11.90%	'	-11.80%	'
Net (income) loss attributable to noncontrolling interests, Percent change	'	'	'	'
Net income attributable to U.S. Bancorp, Percent change	-11.90%	'	-11.80%	'
Noninterest expense	316	310	626	618
Other intangibles	1	2	2	4
Total noninterest expense	317	312	628	622
Income before provision and income taxes	456	464	880	928
Provision for credit losses	15	-37	-3	-73
Income before income taxes	441	501	883	1,001
Income taxes and taxable-equivalent adjustment	160	182	321	364
Net income	281	319	562	637
Net (income) loss attributable to noncontrolling interests	'	'	'	'
Net income attributable to U.S. Bancorp	281	319	562	637
Average Balance Sheet	'	'	'	'
Commercial	57,472	50,238	55,989	49,688
Commercial, Percent change	14.40%	'	12.70%	'
Commercial real estate	20,884	19,435	20,729	19,216
Commercial real estate, Percent change	7.50%	'	7.90%	'
Residential mortgages	20	28	21	28
Residential mortgages, Percent change	-28.60%	'	-25.00%	'
Credit card	'	'	'	'
Credit card, Percent change	'	'	'	'
Other retail	4	7	4	8
Other retail, Percent change	-42.90%	'	-50.00%	'
Total loans, excluding covered loans	78,380	69,708	76,743	68,940
Total loans, excluding covered loans, Percent change	12.40%	'	11.30%	'
Covered loans	196	377	220	422
Covered loans, Percent change	-48.00%	'	-47.90%	'
Total loans	78,576	70,085	76,963	69,362
Total loans, Percent change	12.10%	'	11.00%	'
Goodwill, Percent change	'	'	'	'
Other intangible assets, Percent change	-19.20%	'	-22.20%	'
Assets, Percent change	11.60%	'	10.80%	'
Noninterest-bearing deposits, Percent change	3.50%	'	5.60%	'
Interest checking, Percent change	11.20%	'	3.50%	'
Savings products, Percent change	35.60%	'	39.60%	'
Time deposits, Percent change	11.30%	'	11.50%	'
Total deposits, Percent change	12.40%	'	12.80%	'
Total U.S. Bancorp shareholders' equity, Percent change	5.00%	'	5.20%	'
Goodwill	1,604	1,604	1,604	1,604
Other intangible assets	21	26	21	27
Assets	85,794	76,900	84,029	75,816
Noninterest-bearing deposits	31,258	30,199	31,737	30,057
Interest checking	11,379	10,233	10,925	10,555
Savings products	17,607	12,986	17,373	12,445
Time deposits	18,309	16,448	18,347	16,461
Total deposits	78,553	69,866	78,382	69,518
Total U.S. Bancorp shareholders' equity	7,656	7,288	7,591	7,219
Consumer and Small Business Banking [Member]	'	'	'	'
Condensed Income Statement	'	'	'	'
Net interest income (taxable-equivalent basis)	1,077	1,143	2,167	2,306
Net interest income (taxable-equivalent basis), Percent change	-5.80%	'	-6.00%	'
Noninterest income	678	771	1,295	1,549
Noninterest income, Percent change	-12.10%	'	-16.40%	'
Securities gains (losses), net	'	'	'	'
Securities gains (losses), net, Percent change	'	'	'	'
Total net revenue	1,755	1,914	3,462	3,855
Total net revenue, Percent change	-8.30%	'	-10.20%	'
Noninterest expense, Percent change	1.00%	'	-0.40%	'
Other intangibles, Percent change	-20.00%	'	-23.80%	'
Total noninterest expense, Percent change	0.80%	'	-0.70%	'
Income before provision and income taxes, Percent change	-21.50%	'	-24.20%	'
Provision for credit losses, Percent change	-34.10%	'	-38.30%	'
Income before income taxes, Percent change	-17.70%	'	-19.10%	'
Income taxes and taxable-equivalent adjustment, Percent change	-17.90%	'	-19.30%	'
Net income, Percent change	-17.60%	'	-19.00%	'
Net (income) loss attributable to noncontrolling interests, Percent change	'	'	'	'
Net income attributable to U.S. Bancorp, Percent change	-17.60%	'	-19.00%	'
Noninterest expense	1,134	1,123	2,259	2,269
Other intangibles	8	10	16	21
Total noninterest expense	1,142	1,133	2,275	2,290
Income before provision and income taxes	613	781	1,187	1,565
Provision for credit losses	120	182	253	410
Income before income taxes	493	599	934	1,155
Income taxes and taxable-equivalent adjustment	179	218	339	420
Net income	314	381	595	735
Net (income) loss attributable to noncontrolling interests	'	'	'	'
Net income attributable to U.S. Bancorp	314	381	595	735
Average Balance Sheet	'	'	'	'
Commercial	8,947	8,616	8,642	8,558
Commercial, Percent change	3.80%	'	1.00%	'
Commercial real estate	18,800	17,690	18,712	17,577
Commercial real estate, Percent change	6.30%	'	6.50%	'
Residential mortgages	50,485	46,085	50,391	45,297
Residential mortgages, Percent change	9.50%	'	11.20%	'
Credit card	'	'	'	'
Credit card, Percent change	'	'	'	'
Other retail	45,804	44,570	45,644	44,744
Other retail, Percent change	2.80%	'	2.00%	'
Total loans, excluding covered loans	124,036	116,961	123,389	116,176
Total loans, excluding covered loans, Percent change	6.00%	'	6.20%	'
Covered loans	5,882	6,713	5,965	6,820
Covered loans, Percent change	-12.40%	'	-12.50%	'
Total loans	129,918	123,674	129,354	122,996
Total loans, Percent change	5.00%	'	5.20%	'
Goodwill, Percent change	0.70%	'	0.30%	'
Other intangible assets, Percent change	21.80%	'	28.50%	'
Assets, Percent change	2.40%	'	1.70%	'
Noninterest-bearing deposits, Percent change	4.60%	'	3.70%	'
Interest checking, Percent change	8.00%	'	7.80%	'
Savings products, Percent change	6.40%	'	5.90%	'
Time deposits, Percent change	-18.10%	'	-17.30%	'
Total deposits, Percent change	2.20%	'	1.80%	'
Total U.S. Bancorp shareholders' equity, Percent change	-6.00%	'	-5.00%	'
Goodwill	3,539	3,515	3,527	3,515
Other intangible assets	2,690	2,208	2,715	2,113
Assets	142,708	139,313	142,203	139,769
Noninterest-bearing deposits	22,900	21,886	22,425	21,623
Interest checking	35,683	33,041	35,270	32,716
Savings products	49,103	46,145	48,578	45,859
Time deposits	17,720	21,626	18,211	22,033
Total deposits	125,406	122,698	124,484	122,231
Total U.S. Bancorp shareholders' equity	11,380	12,112	11,474	12,076
Wealth Management and Securities Services [Member]	'	'	'	'
Condensed Income Statement	'	'	'	'
Net interest income (taxable-equivalent basis)	91	87	174	175
Net interest income (taxable-equivalent basis), Percent change	4.60%	'	-0.60%	'
Noninterest income	347	318	686	621
Noninterest income, Percent change	9.10%	'	10.50%	'
Securities gains (losses), net	'	'	'	'
Securities gains (losses), net, Percent change	'	'	'	'
Total net revenue	438	405	860	796
Total net revenue, Percent change	8.10%	'	8.00%	'
Noninterest expense, Percent change	4.70%	'	4.00%	'
Other intangibles, Percent change	'	'	'	'
Total noninterest expense, Percent change	4.60%	'	3.90%	'
Income before provision and income taxes, Percent change	23.70%	'	28.40%	'
Provision for credit losses, Percent change	'	'	'	'
Income before income taxes, Percent change	17.30%	'	27.80%	'
Income taxes and taxable-equivalent adjustment, Percent change	18.50%	'	29.20%	'
Net income, Percent change	16.70%	'	27.10%	'
Net (income) loss attributable to noncontrolling interests, Percent change	'	'	'	'
Net income attributable to U.S. Bancorp, Percent change	16.70%	'	27.10%	'
Noninterest expense	335	320	670	644
Other intangibles	9	9	18	18
Total noninterest expense	344	329	688	662
Income before provision and income taxes	94	76	172	134
Provision for credit losses	6	1	2	1
Income before income taxes	88	75	170	133
Income taxes and taxable-equivalent adjustment	32	27	62	48
Net income	56	48	108	85
Net (income) loss attributable to noncontrolling interests	'	'	'	'
Net income attributable to U.S. Bancorp	56	48	108	85
Average Balance Sheet	'	'	'	'
Commercial	1,918	1,667	1,881	1,642
Commercial, Percent change	15.10%	'	14.60%	'
Commercial real estate	608	658	613	657
Commercial real estate, Percent change	-7.60%	'	-6.70%	'
Residential mortgages	1,309	759	1,287	670
Residential mortgages, Percent change	72.50%	'	92.10%	'
Credit card	'	'	'	'
Credit card, Percent change	'	'	'	'
Other retail	1,442	1,548	1,457	1,551
Other retail, Percent change	-6.80%	'	-6.10%	'
Total loans, excluding covered loans	5,277	4,632	5,238	4,520
Total loans, excluding covered loans, Percent change	13.90%	'	15.90%	'
Covered loans	6	15	6	12
Covered loans, Percent change	-60.00%	'	-50.00%	'
Total loans	5,283	4,647	5,244	4,532
Total loans, Percent change	13.70%	'	15.70%	'
Goodwill, Percent change	2.50%	'	2.60%	'
Other intangible assets, Percent change	-5.20%	'	-5.60%	'
Assets, Percent change	11.00%	'	11.90%	'
Noninterest-bearing deposits, Percent change	13.50%	'	8.90%	'
Interest checking, Percent change	14.60%	'	15.20%	'
Savings products, Percent change	1.60%	'	1.20%	'
Time deposits, Percent change	-24.20%	'	-27.20%	'
Total deposits, Percent change	3.10%	'	1.30%	'
Total U.S. Bancorp shareholders' equity, Percent change	-3.50%	'	-3.10%	'
Goodwill	1,565	1,527	1,566	1,527
Other intangible assets	164	173	167	177
Assets	8,327	7,501	8,274	7,394
Noninterest-bearing deposits	15,674	13,812	15,196	13,957
Interest checking	5,363	4,680	5,405	4,693
Savings products	28,469	28,031	27,782	27,466
Time deposits	4,238	5,592	4,202	5,775
Total deposits	53,744	52,115	52,585	51,891
Total U.S. Bancorp shareholders' equity	2,285	2,368	2,290	2,364
Payment Services [Member]	'	'	'	'
Condensed Income Statement	'	'	'	'
Net interest income (taxable-equivalent basis)	415	387	829	775
Net interest income (taxable-equivalent basis), Percent change	7.20%	'	7.00%	'
Noninterest income	832	828	1,607	1,575
Noninterest income, Percent change	0.50%	'	2.00%	'
Securities gains (losses), net	'	'	'	'
Securities gains (losses), net, Percent change	'	'	'	'
Total net revenue	1,247	1,215	2,436	2,350
Total net revenue, Percent change	2.60%	'	3.70%	'
Noninterest expense, Percent change	1.40%	'	2.50%	'
Other intangibles, Percent change	-11.80%	'	-11.60%	'
Total noninterest expense, Percent change	0.70%	'	1.70%	'
Income before provision and income taxes, Percent change	4.60%	'	5.70%	'
Provision for credit losses, Percent change	3.40%	'	0.50%	'
Income before income taxes, Percent change	5.00%	'	8.20%	'
Income taxes and taxable-equivalent adjustment, Percent change	5.00%	'	8.10%	'
Net income, Percent change	5.00%	'	8.20%	'
Net (income) loss attributable to noncontrolling interests, Percent change	10.00%	'	5.30%	'
Net income attributable to U.S. Bancorp, Percent change	5.60%	'	8.80%	'
Noninterest expense	574	566	1,145	1,117
Other intangibles	30	34	61	69
Total noninterest expense	604	600	1,206	1,186
Income before provision and income taxes	643	615	1,230	1,164
Provision for credit losses	182	176	383	381
Income before income taxes	461	439	847	783
Income taxes and taxable-equivalent adjustment	168	160	308	285
Net income	293	279	539	498
Net (income) loss attributable to noncontrolling interests	-9	-10	-18	-19
Net income attributable to U.S. Bancorp	284	269	521	479
Average Balance Sheet	'	'	'	'
Commercial	6,522	6,035	6,261	5,948
Commercial, Percent change	8.10%	'	5.30%	'
Commercial real estate	'	'	'	'
Commercial real estate, Percent change	'	'	'	'
Residential mortgages	'	'	'	'
Residential mortgages, Percent change	'	'	'	'
Credit card	17,384	16,416	17,395	16,472
Credit card, Percent change	5.90%	'	5.60%	'
Other retail	678	741	688	752
Other retail, Percent change	-8.50%	'	-8.50%	'
Total loans, excluding covered loans	24,584	23,192	24,344	23,172
Total loans, excluding covered loans, Percent change	6.00%	'	5.10%	'
Covered loans	5	5	5	5
Covered loans, Percent change	'	'	'	'
Total loans	24,589	23,197	24,349	23,177
Total loans, Percent change	6.00%	'	5.10%	'
Goodwill, Percent change	0.50%	'	0.40%	'
Other intangible assets, Percent change	-16.20%	'	-16.60%	'
Assets, Percent change	5.10%	'	4.10%	'
Noninterest-bearing deposits, Percent change	5.30%	'	3.10%	'
Interest checking, Percent change	25.70%	'	25.50%	'
Savings products, Percent change	40.70%	'	46.00%	'
Time deposits, Percent change	'	'	'	'
Total deposits, Percent change	14.70%	'	13.30%	'
Total U.S. Bancorp shareholders' equity, Percent change	-6.10%	'	-5.60%	'
Goodwill	2,520	2,508	2,519	2,508
Other intangible assets	490	585	499	598
Assets	30,913	29,402	30,643	29,422
Noninterest-bearing deposits	711	675	704	683
Interest checking	563	448	551	439
Savings products	76	54	73	50
Time deposits	'	'	'	'
Total deposits	1,350	1,177	1,328	1,172
Total U.S. Bancorp shareholders' equity	5,664	6,033	5,660	5,997
Treasury and Corporate Support [Member]	'	'	'	'
Condensed Income Statement	'	'	'	'
Net interest income (taxable-equivalent basis)	648	554	1,277	1,130
Net interest income (taxable-equivalent basis), Percent change	17.00%	'	13.00%	'
Noninterest income	327	78	454	130
Noninterest income, Percent change	'	'	'	'
Securities gains (losses), net	'	6	5	11
Securities gains (losses), net, Percent change	'	'	-54.50%	'
Total net revenue	975	638	1,736	1,271
Total net revenue, Percent change	52.80%	'	36.60%	'
Noninterest expense, Percent change	89.10%	'	87.30%	'
Other intangibles, Percent change	'	'	'	'
Total noninterest expense, Percent change	89.10%	'	87.30%	'
Income before provision and income taxes, Percent change	38.20%	'	23.10%	'
Provision for credit losses, Percent change	-97.50%	'	'	'
Income before income taxes, Percent change	51.30%	'	29.50%	'
Income taxes and taxable-equivalent adjustment, Percent change	'	'	51.20%	'
Net income, Percent change	35.50%	'	27.50%	'
Net (income) loss attributable to noncontrolling interests, Percent change	'	'	'	'
Net income attributable to U.S. Bancorp, Percent change	19.90%	'	13.30%	'
Noninterest expense	346	183	500	267
Other intangibles	'	'	'	'
Total noninterest expense	346	183	500	267
Income before provision and income taxes	629	455	1,236	1,004
Provision for credit losses	1	40	-5	46
Income before income taxes	628	415	1,241	958
Income taxes and taxable-equivalent adjustment	63	-2	124	82
Net income	565	417	1,117	876
Net (income) loss attributable to noncontrolling interests	-5	50	-11	100
Net income attributable to U.S. Bancorp	560	467	1,106	976
Average Balance Sheet	'	'	'	'
Commercial	161	206	166	198
Commercial, Percent change	-21.80%	'	-16.20%	'
Commercial real estate	205	101	221	103
Commercial real estate, Percent change	'	'	'	'
Residential mortgages	1	1	1	1
Residential mortgages, Percent change	'	'	'	'
Credit card	'	'	'	'
Credit card, Percent change	'	'	'	'
Other retail	'	'	'	'
Other retail, Percent change	'	'	'	'
Total loans, excluding covered loans	367	308	388	302
Total loans, excluding covered loans, Percent change	19.20%	'	28.50%	'
Covered loans	1,747	3,275	1,884	3,442
Covered loans, Percent change	-46.70%	'	-45.30%	'
Total loans	2,114	3,583	2,272	3,744
Total loans, Percent change	-41.00%	'	-39.30%	'
Goodwill, Percent change	'	'	'	'
Other intangible assets, Percent change	'	'	-50.00%	'
Assets, Percent change	10.90%	'	6.50%	'
Noninterest-bearing deposits, Percent change	'	'	'	'
Interest checking, Percent change	'	'	'	'
Savings products, Percent change	30.90%	'	18.20%	'
Time deposits, Percent change	64.50%	'	78.50%	'
Total deposits, Percent change	'	'	'	'
Total U.S. Bancorp shareholders' equity, Percent change	28.90%	'	27.50%	'
Goodwill	'	'	'	'
Other intangible assets	'	2	1	2
Assets	107,027	96,473	104,420	98,082
Noninterest-bearing deposits	1,294	294	1,271	314
Interest checking	1	1	1	1
Savings products	106	81	104	88
Time deposits	1,897	1,153	1,773	993
Total deposits	3,298	1,529	3,149	1,396
Total U.S. Bancorp shareholders' equity	$15,601	$12,103	$15,161	$11,887

Business_Combinations_Addition

Business Combinations - Additional Information (Detail) (USD $)	Jun. 30, 2014
Business Combinations [Abstract]	'
Loans acquired in the Charter One acquisition	$969,000,000
Deposits acquired in the Charter One acquisition	$4,800,000,000

Investment_Securities_Investme2

Investment Securities - Investment Securities Held to Maturity (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	$41,995	[1]	$38,920	[1]
Held-to-maturity securities, Unrealized Gains	323		205
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	-1		-1
Held-to-maturity securities, Unrealized Losses Other	-353		-756
Held-to-maturity securities, Fair Value	41,964		38,368
Mortgage-backed securities Residential [Member] | Agency [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	39,880		35,671
Held-to-maturity securities, Unrealized Gains	302		187
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	-311		-665
Held-to-maturity securities, Fair Value	39,871		35,193
Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	1		1
Held-to-maturity securities, Unrealized Gains	'		'
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	'		'
Held-to-maturity securities, Fair Value	1		1
Collateralized Debt/Loan Obligation Asset-Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	'		'
Held-to-maturity securities, Unrealized Gains	8		9
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	'		'
Held-to-maturity securities, Fair Value	8		9
Asset-backed securities Other [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	14		16
Held-to-maturity securities, Unrealized Gains	4		4
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	-1		-1
Held-to-maturity securities, Unrealized Losses Other	'		-1
Held-to-maturity securities, Fair Value	17		18
Obligations of foreign governments [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	9		7
Held-to-maturity securities, Unrealized Gains	'		'
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	'		'
Held-to-maturity securities, Fair Value	9		7
Other debt securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	99		99
Held-to-maturity securities, Unrealized Gains	'		'
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	-2		-11
Held-to-maturity securities, Fair Value	97		88
U.S. Treasury and agencies [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	1,982		3,114
Held-to-maturity securities, Unrealized Gains	8		5
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	-40		-79
Held-to-maturity securities, Fair Value	1,950		3,040
Obligations of state and political subdivisions [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities, Amortized Cost	10		12
Held-to-maturity securities, Unrealized Gains	1		'
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	'		'
Held-to-maturity securities, Unrealized Losses Other	'		'
Held-to-maturity securities, Fair Value	$11		$12
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.

Investment_Securities_Investme3

Investment Securities - Investment Securities Available for Sale (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	$48,011		$41,059
Available-for-sale securities, Unrealized Gains	900		651
Available-for-sale securities, Unrealized Losses Other-than-Temporary	-6		-13
Available-for-sale securities, Unrealized Losses Other	-516		-762
Available-for-sale securities, Fair Value	48,389	[1]	40,935	[1]
Mortgage-backed securities Residential [Member] | Agency [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	38,147		31,633
Available-for-sale securities, Unrealized Gains	547		449
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	-402		-529
Available-for-sale securities, Fair Value	38,292		31,553
Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	443		486
Available-for-sale securities, Unrealized Gains	9		4
Available-for-sale securities, Unrealized Losses Other-than-Temporary	-4		-8
Available-for-sale securities, Unrealized Losses Other	-1		-4
Available-for-sale securities, Fair Value	447		478
Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	278		297
Available-for-sale securities, Unrealized Gains	10		5
Available-for-sale securities, Unrealized Losses Other-than-Temporary	-2		-5
Available-for-sale securities, Unrealized Losses Other	'		'
Available-for-sale securities, Fair Value	286		297
Commercial [Member] | Agency [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	130		148
Available-for-sale securities, Unrealized Gains	3		4
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	'		'
Available-for-sale securities, Fair Value	133		152
Collateralized Debt/Loan Obligation Asset-Backed Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	19		20
Available-for-sale securities, Unrealized Gains	4		4
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	'		'
Available-for-sale securities, Fair Value	23		24
Asset-backed securities Other [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	611		616
Available-for-sale securities, Unrealized Gains	14		13
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	'		'
Available-for-sale securities, Fair Value	625		629
Obligations of foreign governments [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	6		6
Available-for-sale securities, Unrealized Gains	'		'
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	'		'
Available-for-sale securities, Fair Value	6		6
Corporate debt securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	690		734
Available-for-sale securities, Unrealized Gains	3		'
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	-64		-94
Available-for-sale securities, Fair Value	629		640
Perpetual preferred securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	205		205
Available-for-sale securities, Unrealized Gains	30		24
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	-11		-17
Available-for-sale securities, Fair Value	224		212
Other Investment [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	229		133
Available-for-sale securities, Unrealized Gains	27		28
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	'		'
Available-for-sale securities, Fair Value	256		161
U.S. Treasury and agencies [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	1,891		1,108
Available-for-sale securities, Unrealized Gains	8		4
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	-29		-67
Available-for-sale securities, Fair Value	1,870		1,045
Obligations of state and political subdivisions [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Available-for-sale securities, Amortized Cost	5,362		5,673
Available-for-sale securities, Unrealized Gains	245		116
Available-for-sale securities, Unrealized Losses Other-than-Temporary	'		'
Available-for-sale securities, Unrealized Losses Other	-9		-51
Available-for-sale securities, Fair Value	$5,598		$5,738
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.

Investment_Securities_Investme4

Investment Securities - Investment Securities Available for Sale (Parenthetical) (Detail)	Jun. 30, 2014
	CreditScore
Investments Debt And Equity Securities [Abstract]	'
Minimum weighted average credit score of prime securities	725
Maximum loan-to-value of prime securities	80.00%

Investment_Securities_Addition

Investment Securities - Additional Information (Detail) (USD $)	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Investments Debt And Equity Securities [Abstract]	'	'
Weighted-average maturity of available-for-sale investment securities	'4 years 10 months 24 days	'6 years
Weighted-average yields of available-for-sale investment securities	2.43%	2.64%
Weighted average maturity of held-to-maturity investment securities	'4 years 3 months 18 days	'4 years 6 months
Weighted-average yields of held-to-maturity investment securities	1.98%	2.00%
Fair value of securities pledged	$14,100,000,000	$17,300,000,000
Fair value of securities pledged as collateral where counterparty has right to repledge or resell	$677,000,000	$2,100,000,000

Investment_Securities_Amount_o

Investment Securities - Amount of Interest Income from Taxable and Non-Taxable Investment Securities (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Taxable And Tax Exempt Interest Income [Abstract]	'	'	'	'
Taxable	$403	$328	$784	$672
Non-taxable	58	64	118	130
Total interest income from investment securities	$461	$392	$902	$802

Investment_Securities_Amount_o1

Investment Securities - Amount of Gross Gains and Losses Realized through Sales of Available-for-sale Investment Securities (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Investments Debt And Equity Securities [Abstract]	'	'	'	'
Realized gains	$3	$9	$8	$21
Realized losses	0	'	'	'
Net realized gains (losses)	3	9	8	21
Income tax (benefit) on net realized gains (losses)	$1	$3	$3	$8

Investment_Securities_Summary_

Investment Securities - Summary of Other-than-Temporary Impairment by Investment Category (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'	'
Other Gains (Losses)	$1	$1	$1	$7
Available-for-Sale Securities [Member]	'	'	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'	'
Losses Recorded in Earnings	-3	-3	-3	-10
Other Gains (Losses)	1	1	1	7
Total Available for sale other-than-temporary impairment	-2	-2	-2	-3
Available-for-Sale Securities [Member] | Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'	'	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'	'
Losses Recorded in Earnings	-1	-3	-1	-4
Other Gains (Losses)	1	1	1	2
Total Available for sale other-than-temporary impairment	'	-2	'	-2
Available-for-Sale Securities [Member] | Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'	'	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'	'
Losses Recorded in Earnings	-2	'	-2	-6
Other Gains (Losses)	'	'	'	5
Total Available for sale other-than-temporary impairment	($2)	'	($2)	($1)

Investment_Securities_Summary_1

Investment Securities - Summary of Ranges Used in Valuation of Non-Agency Mortgage-Backed Securities Other Than Temporarily Impaired (Detail)	3 Months Ended
	Jun. 30, 2014
Prime Minimum [Member]	'
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]	'
Estimated lifetime prepayment rates	15.00%
Lifetime probability of default rates	4.00%
Lifetime loss severity rates	15.00%
Prime Maximum [Member]	'
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]	'
Estimated lifetime prepayment rates	20.00%
Lifetime probability of default rates	7.00%
Lifetime loss severity rates	55.00%
Prime Average [Member]	'
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]	'
Estimated lifetime prepayment rates	16.00%
Lifetime probability of default rates	6.00%
Lifetime loss severity rates	40.00%
Non-Prime Minimum [Member]	'
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]	'
Estimated lifetime prepayment rates	1.00%
Lifetime probability of default rates	8.00%
Lifetime loss severity rates	40.00%
Non-Prime Maximum [Member]	'
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]	'
Estimated lifetime prepayment rates	8.00%
Lifetime probability of default rates	10.00%
Lifetime loss severity rates	75.00%
Non-Prime Average [Member]	'
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]	'
Estimated lifetime prepayment rates	3.00%
Lifetime probability of default rates	9.00%
Lifetime loss severity rates	63.00%

Investment_Securities_Changes_

Investment Securities - Changes in Credit Losses on Debt Securities (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Investments Debt And Equity Securities [Abstract]	'	'	'	'
Balance at beginning of period	$111	$133	$116	$134
Decreases in expected cash flows on securities for which other-than-temporary impairment was previously recognized	3	3	3	10
Total other-than-temporary impairment on debt securities	3	3	3	10
Increases in expected cash flows	'	-1	-2	-1
Realized losses	-3	-6	-6	-14
Credit losses on security sales and securities expected to be sold	'	-5	'	-5
Balance at end of period	$111	$124	$111	$124

Investment_Securities_Schedule

Investment Securities - Schedule of Gross Unrealized Losses and Fair Value of Company's Investment Securities with Unrealized Losses (Detail) (USD $)	Jun. 30, 2014
In Millions, unless otherwise specified
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	$8,419
Unrealized Losses Less Than 12 Months	-38
Fair Value 12 Months or Greater	10,556
Unrealized Losses 12 Months or Greater	-316
Fair Value Total	18,975
Unrealized Losses Total	-354
Fair Value Less Than 12 Months	9,539
Unrealized Losses Less Than 12 Months	-74
Fair Value 12 Months or Greater	10,155
Unrealized Losses 12 Months or Greater	-448
Fair Value Total	19,694
Unrealized Losses Total	-522
U.S. Treasury and agencies [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	'
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	968
Unrealized Losses 12 Months or Greater	-40
Fair Value Total	968
Unrealized Losses Total	-40
Fair Value Less Than 12 Months	109
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	817
Unrealized Losses 12 Months or Greater	-29
Fair Value Total	926
Unrealized Losses Total	-29
Mortgage-backed securities Residential [Member] | Agency [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	8,419
Unrealized Losses Less Than 12 Months	-38
Fair Value 12 Months or Greater	9,556
Unrealized Losses 12 Months or Greater	-273
Fair Value Total	17,975
Unrealized Losses Total	-311
Fair Value Less Than 12 Months	9,318
Unrealized Losses Less Than 12 Months	-73
Fair Value 12 Months or Greater	8,213
Unrealized Losses 12 Months or Greater	-329
Fair Value Total	17,531
Unrealized Losses Total	-402
Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	16
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	159
Unrealized Losses 12 Months or Greater	-5
Fair Value Total	175
Unrealized Losses Total	-5
Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	59
Unrealized Losses Less Than 12 Months	-1
Fair Value 12 Months or Greater	42
Unrealized Losses 12 Months or Greater	-1
Fair Value Total	101
Unrealized Losses Total	-2
Asset-backed securities Other [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	'
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	10
Unrealized Losses 12 Months or Greater	-1
Fair Value Total	10
Unrealized Losses Total	-1
Fair Value Less Than 12 Months	24
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	3
Unrealized Losses 12 Months or Greater	'
Fair Value Total	27
Unrealized Losses Total	'
Other debt securities [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	'
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	22
Unrealized Losses 12 Months or Greater	-2
Fair Value Total	22
Unrealized Losses Total	-2
Obligations of state and political subdivisions [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	7
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	355
Unrealized Losses 12 Months or Greater	-9
Fair Value Total	362
Unrealized Losses Total	-9
Obligations of foreign governments [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	6
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	'
Unrealized Losses 12 Months or Greater	'
Fair Value Total	6
Unrealized Losses Total	'
Corporate debt securities [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	'
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	443
Unrealized Losses 12 Months or Greater	-64
Fair Value Total	443
Unrealized Losses Total	-64
Perpetual preferred securities [Member]	'
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Fair Value Less Than 12 Months	'
Unrealized Losses Less Than 12 Months	'
Fair Value 12 Months or Greater	123
Unrealized Losses 12 Months or Greater	-11
Fair Value Total	123
Unrealized Losses Total	($11)

Investment_Securities_Schedule1

Investment Securities - Schedule of Gross Unrealized Losses and Fair Value of Company's Investment Securities with Unrealized Losses (Parenthetical) (Detail) (USD $)	Jun. 30, 2014
In Millions, unless otherwise specified
Schedule Of Fair Value And Gross Unrealized Losses [Abstract]	'
Unrealized Losses Total	$7

Loans_and_Allowance_for_Credit2

Loans and Allowance for Credit Losses - Composition of Loan Portfolio (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Accounts Notes And Loans Receivable Classified [Abstract]	'	'
Commercial	$72,286	$64,762
Lease financing	5,168	5,271
Total commercial	77,454	70,033
Commercial Real Estate	'	'
Commercial mortgages	32,125	32,183
Construction and development	8,672	7,702
Total commercial real estate	40,797	39,885
Residential mortgages	38,747	37,545
Home equity loans, first liens	13,218	13,611
Total residential mortgages	51,965	51,156
Credit Card	17,642	18,021
Retail leasing	6,001	5,929
Home equity and second mortgages	15,668	15,442
Revolving credit	3,216	3,276
Installment	5,978	5,709
Automobile	14,353	13,743
Student	3,352	3,579
Total other retail	48,568	47,678
Total loans, excluding covered loans	236,426	226,773
Covered loans	7,448	8,462
Total loans	$243,874	$235,235
Commercial, Percentage	29.70%	27.50%
Lease financing, Percentage	2.10%	2.30%
Total commercial, Percentage	31.80%	29.80%
Commercial mortgages, Percentage	13.20%	13.70%
Construction and development, Percentage	3.50%	3.30%
Total commercial real estate, Percentage	16.70%	17.00%
Residential mortgages, Percentage	15.90%	15.90%
Home equity loans, first liens, Percentage	5.40%	5.80%
Total residential mortgages, Percentage	21.30%	21.70%
Credit Card, Percentage	7.20%	7.70%
Retail leasing, Percentage	2.50%	2.50%
Home equity and second mortgages, Percentage	6.40%	6.60%
Revolving credit, Percentage	1.30%	1.40%
Installment, Percentage	2.40%	2.40%
Automobile, Percentage	5.90%	5.80%
Student, Percentage	1.40%	1.50%
Total other retail, Percentage	19.90%	20.20%
Total loans, excluding covered loans, Percentage	96.90%	96.40%
Covered Loans, Percentage	3.10%	3.60%
Total loans, Percentage	100.00%	100.00%

Loans_and_Allowance_for_Credit3

Loans and Allowance for Credit Losses - Additional Information (Detail) (USD $)	3 Months Ended	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
	MortgageLoan	MortgageLoan
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Loans pledged at the Federal Home Loan Bank ("FHLB")	$78,000,000,000	$78,000,000,000	$77,200,000,000
Loans pledged at the Federal Reserve Bank	60,500,000,000	60,500,000,000	53,000,000,000
Unearned interest and deferred fees and costs on loans	574,000,000	574,000,000	556,000,000
Contractually required payments receivable for all purchased nonimpaired loans acquired in the Charter One acquisition	1,500,000,000	1,500,000,000	'
Contractual cash flows not expected to be collected in the Charter One acquisition	247,000,000	247,000,000	'
Fair value of loans acquired in the Charter One acquisition	969,000,000	969,000,000	'
Purchased impaired loans acquired in the Charter One acquisition	0	0	'
Minimum period for non collection of principal and interest placed on nonaccrual status for commercial lending segment loans	'	'90 days	'
Minimum period beyond which revolving consumer lines and credit cards are charged off	'	'180 days	'
Minimum period beyond which residential mortgages and other retail loans secured by 1-4 family properties are charged down to fair value of the collateral securing the loan less costs to sell	'	'180 days	'
Minimum period beyond which other retail loans not secured by 1-4 family properties are charged off	'	'120 days	'
Foreclosed residential real estate property included in other real estate owned	265,000,000	265,000,000	'
Foreclosed residential real estate property included in other real estate owned excluding covered assets	235,000,000	235,000,000	'
Foreclosed residential real estate related to mortgage loans whose payments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs	583,000,000	583,000,000	'
Residential mortgage loans secured by residential real estate in process of foreclosure	3,400,000,000	3,400,000,000	'
Maximum restructuring period under credit card and other retail loan financial difficulty modifications	'	'60 months	'
Number of residential mortgage loans, home equity and second mortgage loans, and GNMA loans where trial period arrangement was unsuccessful and no longer eligible for a permanent modification	702	878	'
Outstanding balance of residential mortgage loans, home equity and second mortgage loans, and GNMA loans where trial period was unsuccessful and no longer eligible for a permanent modification	79,000,000	102,000,000	'
Remaining term for single family residential mortgages covered under loss sharing agreements	'	'5 years	'
Purchased impaired loans included in covered loans classified as nonperforming assets	5,000,000	5,000,000	5,000,000
Commercial Lending Segment [Member] | Maximum [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Period for capturing full economic cycle in evaluation	'	'13 years	'
Commercial Lending Segment [Member] | Minimum [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Impairment loan threshold for allowance in which loans are individually analyzed	5,000,000	5,000,000	'
Junior Lien [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Loans and lines in a junior lien position secured by 1-4 family properties placed on nonaccrual status	'	'120 days	'
First Lien [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Loans and lines in a junior lien position placed on nonaccrual status when behind a first lien past due	'	'180 days	'
Government National Mortgage Association [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Residential mortgage loans secured by residential real estate in process of foreclosure purchased from Government National Mortgage Association mortgage pools whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs	'	2,200,000,000	'
Residential Mortgages [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Number of loans in trial period	211	211	'
Outstanding balance of loans in trial period	29,000,000	29,000,000	'
Estimated post-modification balance of loans in trial period	33,000,000	33,000,000	'
Home equity and second mortgage loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Number of loans in trial period	30	30	'
Outstanding balance of loans in trial period	1,000,000	1,000,000	'
Estimated post-modification balance of loans in trial period	1,000,000	1,000,000	'
Loans Purchased from GNMA Mortgage Pools [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Number of loans in trial period	1,531	1,531	'
Outstanding balance of loans in trial period	187,000,000	187,000,000	'
Estimated post-modification balance of loans in trial period	$185,000,000	$185,000,000	'

Loans_and_Allowance_for_Credit4

Loans and Allowance for Credit Losses - Changes in Accretable Balance for Purchased Impaired Loans (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Deteriorated Loans Transferred in [Abstract]	'	'	'	'
Balance at beginning of period	$1,584	$1,921	$1,655	$1,709
Accretion	-120	-125	-231	-261
Disposals	-29	-31	-69	-69
Reclassifications from nonaccretable difference	53	48	134	58
Other	-1	-11	-2	365
Balance at end of period	$1,487	$1,802	$1,487	$1,802

Loans_and_Allowance_for_Credit5

Loans and Allowance for Credit Losses - Activity in Allowance for Credit Losses (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	$4,497	$4,708	$4,537	$4,733
Provision for credit losses	324	362	630	765
Loans charged off	432	506	854	1,055
Less recoveries of loans charged off	-83	-114	-164	-230
Net loans charged off	349	392	690	825
Other changes	-23	-66	-28	-61
Balance at end of period	4,449	4,612	4,449	4,612
Commercial [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	1,091	1,012	1,075	1,051
Provision for credit losses	75	49	127	45
Loans charged off	76	63	139	119
Less recoveries of loans charged off	-21	-25	-48	-46
Net loans charged off	55	38	91	73
Other changes	'	'	'	'
Balance at end of period	1,111	1,023	1,111	1,023
Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	742	798	776	857
Provision for credit losses	-21	-38	-58	-78
Loans charged off	9	16	17	59
Less recoveries of loans charged off	-13	-33	-24	-57
Net loans charged off	-4	-17	-7	2
Other changes	'	'	'	'
Balance at end of period	725	777	725	777
Residential Mortgages [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	862	926	875	935
Provision for credit losses	43	69	87	152
Loans charged off	62	81	123	181
Less recoveries of loans charged off	-5	-7	-9	-15
Net loans charged off	57	74	114	166
Other changes	'	'	'	'
Balance at end of period	848	921	848	921
Credit Card [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	884	895	884	863
Provision for credit losses	163	152	333	344
Loans charged off	188	191	372	384
Less recoveries of loans charged off	-18	-18	-32	-51
Net loans charged off	170	173	340	333
Other changes	-3	'	-3	'
Balance at end of period	874	874	874	874
Other Retail [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	785	854	781	848
Provision for credit losses	63	89	143	221
Loans charged off	95	134	195	290
Less recoveries of loans charged off	-26	-29	-50	-59
Net loans charged off	69	105	145	231
Other changes	'	'	'	'
Balance at end of period	779	838	779	838
Total Loans, Excluding Covered Loans [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	4,364	4,485	4,391	4,554
Provision for credit losses	323	321	632	684
Loans charged off	430	485	846	1,033
Less recoveries of loans charged off	-83	-112	-163	-228
Net loans charged off	347	373	683	805
Other changes	-3	'	-3	'
Balance at end of period	4,337	4,433	4,337	4,433
Covered Loans [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'
Balance at beginning of period	133	223	146	179
Provision for credit losses	1	41	-2	81
Loans charged off	2	21	8	22
Less recoveries of loans charged off	'	-2	-1	-2
Net loans charged off	2	19	7	20
Other changes	-20	-66	-25	-61
Balance at end of period	$112	$179	$112	$179

Loans_and_Allowance_for_Credit6

Loans and Allowance for Credit Losses - Additional Detail of Allowance for Credit Losses and Related Loan Balances by Portfolio Type (Detail) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	$26	'	$32	'	'	'
TDRs collectively evaluated for impairment	482	'	520	'	'	'
Other loans collectively evaluated for impairment	3,804	'	3,815	'	'	'
Loans acquired with deteriorated credit quality	137	'	170	'	'	'
Total allowance for credit losses	4,449	4,497	4,537	4,612	4,708	4,733
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	502	'	496	'	'	'
TDRs collectively evaluated for impairment	6,300	'	6,243	'	'	'
Other loans collectively evaluated for impairment	233,476	'	224,557	'	'	'
Loans acquired with deteriorated credit quality	3,596	'	3,939	'	'	'
Total loans	236,426	'	226,773	'	'	'
Total loans	243,874	'	235,235	'	'	'
Commercial [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	19	'	15	'	'	'
TDRs collectively evaluated for impairment	15	'	19	'	'	'
Other loans collectively evaluated for impairment	1,077	'	1,041	'	'	'
Loans acquired with deteriorated credit quality	'	'	'	'	'	'
Total allowance for credit losses	1,111	1,091	1,075	1,023	1,012	1,051
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	273	'	197	'	'	'
TDRs collectively evaluated for impairment	133	'	155	'	'	'
Other loans collectively evaluated for impairment	77,047	'	69,680	'	'	'
Loans acquired with deteriorated credit quality	1	'	1	'	'	'
Total loans	77,454	'	70,033	'	'	'
Commercial Real Estate [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	7	'	17	'	'	'
TDRs collectively evaluated for impairment	17	'	26	'	'	'
Other loans collectively evaluated for impairment	669	'	700	'	'	'
Loans acquired with deteriorated credit quality	32	'	33	'	'	'
Total allowance for credit losses	725	742	776	777	798	857
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	159	'	237	'	'	'
TDRs collectively evaluated for impairment	301	'	358	'	'	'
Other loans collectively evaluated for impairment	40,206	'	39,129	'	'	'
Loans acquired with deteriorated credit quality	131	'	161	'	'	'
Total loans	40,797	'	39,885	'	'	'
Residential Mortgages [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	326	'	329	'	'	'
Other loans collectively evaluated for impairment	522	'	546	'	'	'
Loans acquired with deteriorated credit quality	'	'	'	'	'	'
Total allowance for credit losses	848	862	875	921	926	935
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	5,260	'	5,064	'	'	'
Other loans collectively evaluated for impairment	46,704	'	46,090	'	'	'
Loans acquired with deteriorated credit quality	1	'	2	'	'	'
Total loans	51,965	'	51,156	'	'	'
Credit Card [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	69	'	87	'	'	'
Other loans collectively evaluated for impairment	805	'	797	'	'	'
Loans acquired with deteriorated credit quality	'	'	'	'	'	'
Total allowance for credit losses	874	884	884	874	895	863
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	272	'	310	'	'	'
Other loans collectively evaluated for impairment	17,370	'	17,711	'	'	'
Loans acquired with deteriorated credit quality	'	'	'	'	'	'
Total loans	17,642	'	18,021	'	'	'
Other Retail [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	52	'	55	'	'	'
Other loans collectively evaluated for impairment	727	'	726	'	'	'
Loans acquired with deteriorated credit quality	'	'	'	'	'	'
Total allowance for credit losses	779	785	781	838	854	848
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	252	'	269	'	'	'
Other loans collectively evaluated for impairment	48,316	'	47,409	'	'	'
Loans acquired with deteriorated credit quality	'	'	'	'	'	'
Total loans	48,568	'	47,678	'	'	'
Total Loans, Excluding Covered Loans [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	26	'	32	'	'	'
TDRs collectively evaluated for impairment	479	'	516	'	'	'
Other loans collectively evaluated for impairment	3,800	'	3,810	'	'	'
Loans acquired with deteriorated credit quality	32	'	33	'	'	'
Total allowance for credit losses	4,337	4,364	4,391	4,433	4,485	4,554
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	432	'	434	'	'	'
TDRs collectively evaluated for impairment	6,218	'	6,156	'	'	'
Other loans collectively evaluated for impairment	229,643	'	220,019	'	'	'
Loans acquired with deteriorated credit quality	133	'	164	'	'	'
Total loans	236,426	'	226,773	'	'	'
Covered Loans [Member]	'	'	'	'	'	'
Allowance Balance at End of Period	'	'	'	'	'	'
Loans individually evaluated for impairment	'	'	'	'	'	'
TDRs collectively evaluated for impairment	3	'	4	'	'	'
Other loans collectively evaluated for impairment	4	'	5	'	'	'
Loans acquired with deteriorated credit quality	105	'	137	'	'	'
Total allowance for credit losses	112	133	146	179	223	179
Loan balance at end of period	'	'	'	'	'	'
Loans individually evaluated for impairment	70	'	62	'	'	'
TDRs collectively evaluated for impairment	82	'	87	'	'	'
Other loans collectively evaluated for impairment	3,833	'	4,538	'	'	'
Loans acquired with deteriorated credit quality	3,463	'	3,775	'	'	'
Total loans	$7,448	'	$8,462	'	'	'

Loans_and_Allowance_for_Credit7

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Deliquency Status (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	$240,228	$231,097
Accruing 30-89 Days Past Due	1,012	1,346
Accruing 90 Days or More Past Due	1,038	1,189
Nonperforming	1,596	1,603
Total loans, excluding covered loans	236,426	226,773
Total loans	243,874	235,235
Commercial [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	77,018	69,587
Accruing 30-89 Days Past Due	202	257
Accruing 90 Days or More Past Due	44	55
Nonperforming	190	134
Total loans, excluding covered loans	77,454	70,033
Commercial Real Estate [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	40,489	39,459
Accruing 30-89 Days Past Due	56	94
Accruing 90 Days or More Past Due	26	29
Nonperforming	226	303
Total loans, excluding covered loans	40,797	39,885
Residential Mortgages [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	50,643	49,695
Accruing 30-89 Days Past Due	251	358
Accruing 90 Days or More Past Due	253	333
Nonperforming	818	770
Total loans, excluding covered loans	51,965	51,156
Credit Card [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	17,204	17,507
Accruing 30-89 Days Past Due	199	226
Accruing 90 Days or More Past Due	187	210
Nonperforming	52	78
Total loans, excluding covered loans	17,642	18,021
Other Retail [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	48,093	47,156
Accruing 30-89 Days Past Due	213	245
Accruing 90 Days or More Past Due	71	86
Nonperforming	191	191
Total loans, excluding covered loans	48,568	47,678
Total Loans, Excluding Covered Loans [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	233,447	223,404
Accruing 30-89 Days Past Due	921	1,180
Accruing 90 Days or More Past Due	581	713
Nonperforming	1,477	1,476
Total loans, excluding covered loans	236,426	226,773
Covered Loans [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Current	6,781	7,693
Accruing 30-89 Days Past Due	91	166
Accruing 90 Days or More Past Due	457	476
Nonperforming	119	127
Total loans	$7,448	$8,462

Loans_and_Allowance_for_Credit8

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Deliquency Status (Parenthetical) (Detail) (Government National Mortgage Association [Member], USD $)	Jun. 30, 2014	Dec. 31, 2013
Government National Mortgage Association [Member]	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'
Loans 30-89 days past due purchased from Government National Mortgage Association mortgage pools whose payments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs, were classified as current	$407,000,000	$440,000,000
Loans 90 days or more past due purchased from Government National Mortgage Association mortgage pools whose payments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs, were classified as current	$3,100,000,000	$3,700,000,000

Loans_and_Allowance_for_Credit9

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Company's Internal Credit Quality Rating (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	$236,426	$226,773
Total loans	243,874	235,235
Total outstanding commitments	495,714	477,797
Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	238,363	229,546
Total outstanding commitments	488,159	470,046
Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	1,619	1,679
Total outstanding commitments	2,949	2,939
Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	3,892	4,010
Total outstanding commitments	4,606	4,812
Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	5,511	5,689
Total outstanding commitments	7,555	7,751
Commercial [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	77,454	70,033
Commercial [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	75,426	68,075
Commercial [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	1,044	1,013
Commercial [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	984	945
Commercial [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	2,028	1,958
Commercial Real Estate [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	40,797	39,885
Commercial Real Estate [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	39,313	38,113
Commercial Real Estate [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	547	616
Commercial Real Estate [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	937	1,156
Commercial Real Estate [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	1,484	1,772
Residential Mortgages [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	51,965	51,156
Residential Mortgages [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	50,801	50,152
Residential Mortgages [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	7	5
Residential Mortgages [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	1,157	999
Residential Mortgages [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	1,164	1,004
Credit Card [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	17,642	18,021
Credit Card [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	17,403	17,733
Credit Card [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	'	'
Credit Card [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	239	288
Credit Card [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	239	288
Other Retail [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	48,568	47,678
Other Retail [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	48,210	47,313
Other Retail [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	18	27
Other Retail [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	340	338
Other Retail [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	358	365
Total Loans, Excluding Covered Loans [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	236,426	226,773
Total Loans, Excluding Covered Loans [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	231,153	221,386
Total Loans, Excluding Covered Loans [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	1,616	1,661
Total Loans, Excluding Covered Loans [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	3,657	3,726
Total Loans, Excluding Covered Loans [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans, excluding covered loans	5,273	5,387
Covered Loans [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	7,448	8,462
Covered Loans [Member] | Pass [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	7,210	8,160
Covered Loans [Member] | Special Mention Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	3	18
Covered Loans [Member] | Classified Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	235	284
Covered Loans [Member] | Total Criticized [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Total loans	$238	$302

Recovered_Sheet1

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Company's Internal Credit Quality Rating (Parenthetical) (Detail) (Government National Mortgage Association [Member], Trouble Debt Restructure [Member], USD $)	Jun. 30, 2014	Dec. 31, 2013
In Billions, unless otherwise specified
Government National Mortgage Association [Member] | Trouble Debt Restructure [Member]	'	'
Financing Receivable, Recorded Investment [Line Items]	'	'
Restructured GNMA loans whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs, were classified with a pass rating	$2.80	$2.60
GNMA loans 90 days or more past due whose repayments are insured by the Federal Housing Administration or guaranteed by the Department of Veterans Affairs, were classified with a pass rating	$3.10	$3.70

Recovered_Sheet2

Loans and Allowance for Credit Losses - Summary of Impaired Loans by Portfolio Class (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	$7,579	$7,602
Unpaid Principal Balance	9,974	10,136
Valuation Allowance	541	599
Commitments to Lend Additional Funds	131	112
Commercial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	442	382
Unpaid Principal Balance	883	804
Valuation Allowance	36	36
Commitments to Lend Additional Funds	102	54
Commercial Real Estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	556	693
Unpaid Principal Balance	1,113	1,322
Valuation Allowance	30	51
Commitments to Lend Additional Funds	24	40
Residential Mortgages [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	2,740	2,767
Unpaid Principal Balance	3,670	3,492
Valuation Allowance	276	308
Commitments to Lend Additional Funds	'	'
Credit Card [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	272	310
Unpaid Principal Balance	272	310
Valuation Allowance	69	87
Commitments to Lend Additional Funds	'	'
Other Retail [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	378	391
Unpaid Principal Balance	410	593
Valuation Allowance	56	59
Commitments to Lend Additional Funds	4	14
Total Impaired Loans, Excluding GNMA and Covered Loans [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	4,388	4,543
Unpaid Principal Balance	6,348	6,521
Valuation Allowance	467	541
Commitments to Lend Additional Funds	130	108
Loans Purchased from GNMA Mortgage Pools [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	2,816	2,607
Unpaid Principal Balance	2,816	2,607
Valuation Allowance	54	28
Commitments to Lend Additional Funds	'	'
Covered Loans [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Period-end Recorded Investment	375	452
Unpaid Principal Balance	810	1,008
Valuation Allowance	20	30
Commitments to Lend Additional Funds	$1	$4

Recovered_Sheet3

Loans and Allowance for Credit Losses - Impaired Loans Average Recorded Investment and Interest Income (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	$7,603	$7,349	$7,609	$7,455
Interest Income Recognized	88	94	179	189
Commercial [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	447	381	432	386
Interest Income Recognized	2	9	4	19
Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	592	975	626	1,015
Interest Income Recognized	4	10	13	21
Residential Mortgages [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	2,739	2,738	2,746	2,733
Interest Income Recognized	37	33	72	67
Credit Card [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	281	376	290	397
Interest Income Recognized	3	5	6	9
Other Retail [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	381	435	385	439
Interest Income Recognized	4	6	8	12
Total Impaired Loans, Excluding GNMA and Covered Loans [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	4,440	4,905	4,479	4,970
Interest Income Recognized	50	63	103	128
Loans Purchased from GNMA Mortgage Pools [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	2,766	1,880	2,714	1,862
Interest Income Recognized	33	23	66	46
Covered Loans [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	397	564	416	623
Interest Income Recognized	$5	$8	$10	$15

Recovered_Sheet4

Loans and Allowance for Credit Losses - Loans Modified as TDRs (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
	SecurityLoan	SecurityLoan	SecurityLoan	SecurityLoan
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	10,791	10,651	22,132	23,325
Pre-Modification Outstanding Loan Balance	$505	$562	$992	$1,113
Post-Modification Outstanding Loan Balance	495	524	964	1,060
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	566	596	1,185	1,411
Pre-Modification Outstanding Loan Balance	74	54	153	88
Post-Modification Outstanding Loan Balance	66	47	143	80
Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	12	36	27	99
Pre-Modification Outstanding Loan Balance	8	37	19	117
Post-Modification Outstanding Loan Balance	7	35	15	113
Residential Mortgages [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	679	430	1,207	1,237
Pre-Modification Outstanding Loan Balance	91	62	161	172
Post-Modification Outstanding Loan Balance	91	63	161	168
Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	6,516	5,882	13,332	13,700
Pre-Modification Outstanding Loan Balance	36	35	76	83
Post-Modification Outstanding Loan Balance	36	36	76	84
Other Retail [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	649	807	1,436	2,672
Pre-Modification Outstanding Loan Balance	13	16	34	65
Post-Modification Outstanding Loan Balance	14	15	34	64
Total Loans, Excluding GNMA and Covered Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	8,422	7,751	17,187	19,119
Pre-Modification Outstanding Loan Balance	222	204	443	525
Post-Modification Outstanding Loan Balance	214	196	429	509
Loans Purchased from GNMA Mortgage Pools [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	2,362	2,879	4,925	4,135
Pre-Modification Outstanding Loan Balance	281	345	538	522
Post-Modification Outstanding Loan Balance	279	316	525	498
Covered Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	7	21	20	71
Pre-Modification Outstanding Loan Balance	2	13	11	66
Post-Modification Outstanding Loan Balance	$2	$12	$10	$53

Recovered_Sheet5

Loans and Allowance for Credit Losses - Schedule of Loans Modified as TDRs that have Subsequently been Fully or Partially Charged-Off or Became 90 Days or More Past Due (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
	SecurityLoan	SecurityLoan	SecurityLoan	SecurityLoan
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	2,010	2,885	4,034	9,590
Amount Defaulted	$48	$177	$109	$758
Commercial [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	150	172	295	340
Amount Defaulted	3	3	8	5
Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	6	23	12	42
Amount Defaulted	3	44	10	72
Residential Mortgages [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	129	187	277	370
Amount Defaulted	17	28	39	59
Credit Card [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	1,460	1,638	2,921	3,624
Amount Defaulted	8	10	16	21
Other Retail [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	158	369	343	886
Amount Defaulted	4	15	10	43
Total Loans, Excluding GNMA and Covered Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	1,903	2,389	3,848	5,262
Amount Defaulted	35	100	83	200
Loans Purchased from GNMA Mortgage Pools [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	105	481	176	4,303
Amount Defaulted	12	68	22	546
Covered Loans [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans	2	15	10	25
Amount Defaulted	$1	$9	$4	$12

Recovered_Sheet6

Loans and Allowance for Credit Losses - Carrying Amount of Covered Assets (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	$3,463	$3,775
Purchased Nonimpaired Loans	2,676	3,087
Other Assets	1,367	1,697
Covered loans	7,448	8,462
Total covered assets	7,506	8,559
Commercial [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	'	'
Purchased Nonimpaired Loans	27	32
Other Assets	'	'
Covered loans	27	32
Commercial Real Estate [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	533	738
Purchased Nonimpaired Loans	1,206	1,494
Other Assets	'	'
Covered loans	1,739	2,232
Residential Mortgages [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	2,930	3,037
Purchased Nonimpaired Loans	811	890
Other Assets	'	'
Covered loans	3,741	3,927
Credit Card [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	'	'
Purchased Nonimpaired Loans	5	5
Other Assets	'	'
Covered loans	5	5
Other Retail [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	'	'
Purchased Nonimpaired Loans	627	666
Other Assets	'	'
Covered loans	627	666
Losses Reimbursable by FDIC [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	'	'
Purchased Nonimpaired Loans	'	'
Other Assets	731	798
Covered loans	731	798
Unamortized Changes in FDIC asset [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	'	'
Purchased Nonimpaired Loans	'	'
Other Assets	578	802
Covered loans	578	802
Covered Loans [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	3,463	3,775
Purchased Nonimpaired Loans	2,676	3,087
Other Assets	1,309	1,600
Covered loans	7,448	8,462
Foreclosed Real Estate [Member]	'	'
Covered Assets [Line Items]	'	'
Purchased Impaired Loans	'	'
Purchased Nonimpaired Loans	'	'
Other Assets	58	97
Total covered assets	$58	$97

Recovered_Sheet7

Loans and Allowance for Credit Losses - Carrying Amount of Covered Assets (Parenthetical) (Detail)	6 Months Ended
	Jun. 30, 2014
Receivables [Abstract]	'
Loss sharing agreement remaining term	'5 years

Accounting_for_Transfers_and_S2

Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities - Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Minimum [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Aggregate amount of investments in unconsolidated VIEs	$1,000,000	'	$1,000,000	'	$1,000,000
Maximum [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Aggregate amount of investments in unconsolidated VIEs	43,000,000	'	43,000,000	'	37,000,000
Conduit [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Assets related to consolidated VIEs	114,000,000	'	114,000,000	'	116,000,000
Tender Option Bond Program [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Assets related to consolidated VIEs	4,500,000,000	'	4,500,000,000	'	4,600,000,000
Liabilities related to consolidated VIEs	4,300,000,000	'	4,300,000,000	'	4,600,000,000
Community Development and Tax Advantaged Investments [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Federal and state income tax credits recognized in tax expense	179,000,000	173,000,000	357,000,000	340,000,000	'
Expense related to investments	166,000,000	227,000,000	330,000,000	439,000,000	'
Expenses related to investments recognized in tax expense	59,000,000	100,000,000	130,000,000	180,000,000	'
Investment tax credits	217,000,000	131,000,000	320,000,000	200,000,000	'
Assets related to consolidated VIEs	2,500,000,000	'	2,500,000,000	'	2,500,000,000
Liabilities related to consolidated VIEs	1,900,000,000	'	1,900,000,000	'	1,800,000,000
Investment carrying amount	4,291,000,000	'	4,291,000,000	'	4,178,000,000
Maximum exposure to loss	7,663,000,000	'	7,663,000,000	'	7,390,000,000
Private Investment Funds And Partnerships [Member]	'	'	'	'	'
Variable Interest Entity [Line Items]	'	'	'	'	'
Investment carrying amount	99,000,000	'	99,000,000	'	98,000,000
Maximum exposure to loss	$106,000,000	'	$106,000,000	'	$107,000,000

Accounting_for_Transfers_and_S3

Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities - Summary of Investments in Community Development and Tax-advantaged VIEs (Detail) (Community Development and Tax Advantaged Investments [Member], USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Community Development and Tax Advantaged Investments [Member]	'	'
Variable Interest Entity [Line Items]	'	'
Investment carrying amount	$4,291	$4,178
Unfunded capital and other commitments	1,824	1,661
Maximum exposure to loss	$7,663	$7,390

Mortgage_Servicing_Rights_Addi

Mortgage Servicing Rights - Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Transfers And Servicing Of Financial Assets [Abstract]	'	'	'	'	'
Residential mortgage loans serviced for others including subserviced mortgages with no corresponding MSRs asset	$224,700,000,000	'	$224,700,000,000	'	$226,800,000,000
Gain/Loss on fair value changes of MSRs due to changes in valuation assumptions and derivatives used to economically hedge MSRs	93,000,000	13,000,000	151,000,000	54,000,000	'
Loan servicing fees	185,000,000	187,000,000	373,000,000	374,000,000	'
Gain related to excess servicing rights sold	$44,000,000	'	'	'	'

Mortgage_Servicing_Rights_Chan

Mortgage Servicing Rights - Changes in Fair Value of Capitalized MSRs (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Transfers And Servicing Of Financial Assets [Abstract]	'	'	'	'
Balance at beginning of period	$2,618	$1,955	$2,680	$1,700
Rights purchased	1	3	2	5
Rights capitalized	71	233	155	487
Rights sold	-141	'	-141	'
Changes in fair value of MSRs	'	'	'	'
Due to fluctuations in market interest rates	-82	305	-158	432
Due to revised assumptions or models	44	-3	56	-9
Other changes in fair value	-99	-116	-182	-238
Balance at end of period	$2,412	$2,377	$2,412	$2,377

Mortgage_Servicing_Rights_Sens

Mortgage Servicing Rights - Sensitivity to Changes in Interest Rates to Fair Value of MSRs Portfolio and Related Derivative Instruments (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Down Scenario [Member] | MSR Portfolio [Member]	'	'
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]	'	'
Net fair value 100 basis points	($508)	($435)
Net fair value 50 basis points	-232	-199
Net fair value 25 basis points	-110	-93
Down Scenario [Member] | Derivative instrument hedges [Member]	'	'
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]	'	'
Net fair value 100 basis points	409	399
Net fair value 50 basis points	209	194
Net fair value 25 basis points	103	91
Down Scenario [Member] | Net sensitivity [Member]	'	'
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]	'	'
Net fair value 100 basis points	-99	-36
Net fair value 50 basis points	-23	-5
Net fair value 25 basis points	-7	-2
Up Scenario [Member] | MSR Portfolio [Member]	'	'
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]	'	'
Net fair value 100 basis points	324	287
Net fair value 50 basis points	175	154
Net fair value 25 basis points	94	82
Up Scenario [Member] | Derivative instrument hedges [Member]	'	'
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]	'	'
Net fair value 100 basis points	-335	-301
Net fair value 50 basis points	-181	-157
Net fair value 25 basis points	-96	-82
Up Scenario [Member] | Net sensitivity [Member]	'	'
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]	'	'
Net fair value 100 basis points	-11	-14
Net fair value 50 basis points	-6	-3
Net fair value 25 basis points	($2)	'

Mortgage_Servicing_Rights_MSRs

Mortgage Servicing Rights - MSRs and Related Characteristics by Portfolio (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013	Mar. 31, 2014	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
	BasisPoint	BasisPoint
	Multiple	Multiple
Servicing Assets at Fair Value [Line Items]	'	'	'	'	'	'
Servicing portfolio	$222,497	$226,842	'	'	'	'
Fair value	2,412	2,680	2,618	2,377	1,955	1,700
Value (bps)	108	118	'	'	'	'
Weighted-average servicing fees (bps)	29	30	'	'	'	'
Multiple (value/servicing fees)	3.72	3.93	'	'	'	'
Weighted-average note rate	4.20%	4.22%	'	'	'	'
Weighted-average age (in years)	'2 years 10 months 24 days	'2 years 7 months 6 days	'	'	'	'
Weighted-average expected prepayment (constant prepayment rate)	12.20%	11.20%	'	'	'	'
Weighted-average expected life (in years)	'6 years 7 months 6 days	'7 years 1 month 6 days	'	'	'	'
Weighted-average discount rate	10.10%	10.20%	'	'	'	'
MRBP [Member]	'	'	'	'	'	'
Servicing Assets at Fair Value [Line Items]	'	'	'	'	'	'
Servicing portfolio	16,835	15,896	'	'	'	'
Fair value	191	180	'	'	'	'
Value (bps)	113	113	'	'	'	'
Weighted-average servicing fees (bps)	38	39	'	'	'	'
Multiple (value/servicing fees)	2.97	2.9	'	'	'	'
Weighted-average note rate	4.65%	4.70%	'	'	'	'
Weighted-average age (in years)	'3 years 9 months 18 days	'3 years 9 months 18 days	'	'	'	'
Weighted-average expected prepayment (constant prepayment rate)	13.00%	13.50%	'	'	'	'
Weighted-average expected life (in years)	'6 years 2 months 12 days	'6 years 2 months 12 days	'	'	'	'
Weighted-average discount rate	11.90%	11.90%	'	'	'	'
Government [Member]	'	'	'	'	'	'
Servicing Assets at Fair Value [Line Items]	'	'	'	'	'	'
Servicing portfolio	40,632	41,659	'	'	'	'
Fair value	469	500	'	'	'	'
Value (bps)	115	120	'	'	'	'
Weighted-average servicing fees (bps)	32	32	'	'	'	'
Multiple (value/servicing fees)	3.59	3.75	'	'	'	'
Weighted-average note rate	4.21%	4.24%	'	'	'	'
Weighted-average age (in years)	'2 years 10 months 24 days	'2 years 7 months 6 days	'	'	'	'
Weighted-average expected prepayment (constant prepayment rate)	12.70%	11.50%	'	'	'	'
Weighted-average expected life (in years)	'6 years 3 months 18 days	'6 years 10 months 24 days	'	'	'	'
Weighted-average discount rate	11.20%	11.20%	'	'	'	'
Conventional [Member]	'	'	'	'	'	'
Servicing Assets at Fair Value [Line Items]	'	'	'	'	'	'
Servicing portfolio	165,030	169,287	'	'	'	'
Fair value	$1,752	$2,000	'	'	'	'
Value (bps)	106	118	'	'	'	'
Weighted-average servicing fees (bps)	27	29	'	'	'	'
Multiple (value/servicing fees)	3.93	4.07	'	'	'	'
Weighted-average note rate	4.15%	4.17%	'	'	'	'
Weighted-average age (in years)	'2 years 9 months 18 days	'2 years 6 months	'	'	'	'
Weighted-average expected prepayment (constant prepayment rate)	12.00%	10.90%	'	'	'	'
Weighted-average expected life (in years)	'6 years 8 months 12 days	'7 years 2 months 12 days	'	'	'	'
Weighted-average discount rate	9.60%	9.80%	'	'	'	'

Preferred_Stock_Additional_Inf

Preferred Stock - Additional Information (Detail)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Class of Stock Disclosures [Abstract]	'	'
Number of preferred stock, shares authorized	50	50

Preferred_Stock_Number_of_Shar

Preferred Stock - Number of Shares Issued and Outstanding and Carrying Amount of Preferred Stock (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Class of Stock [Line Items]	'	'
Shares Issued and Outstanding	159,910	159,910
Liquidation Preference	$4,936	$4,936
Discount	180	180
Carrying Amount	4,756	4,756
Series A [Member]	'	'
Class of Stock [Line Items]	'	'
Shares Issued and Outstanding	12,510	12,510
Liquidation Preference	1,251	1,251
Discount	145	145
Carrying Amount	1,106	1,106
Series B [Member]	'	'
Class of Stock [Line Items]	'	'
Shares Issued and Outstanding	40,000	40,000
Liquidation Preference	1,000	1,000
Discount	'	'
Carrying Amount	1,000	1,000
Series F [Member]	'	'
Class of Stock [Line Items]	'	'
Shares Issued and Outstanding	44,000	44,000
Liquidation Preference	1,100	1,100
Discount	12	12
Carrying Amount	1,088	1,088
Series G [Member]	'	'
Class of Stock [Line Items]	'	'
Shares Issued and Outstanding	43,400	43,400
Liquidation Preference	1,085	1,085
Discount	10	10
Carrying Amount	1,075	1,075
Series H [Member]	'	'
Class of Stock [Line Items]	'	'
Shares Issued and Outstanding	20,000	20,000
Liquidation Preference	500	500
Discount	13	13
Carrying Amount	$487	$487

Preferred_Stock_Number_of_Shar1

Preferred Stock - Number of Shares Issued and Outstanding and Carrying Amount of Preferred Stock (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Equity [Abstract]	'	'
Preferred stock, par value	$1	$1

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) - Reconciliation of Transactions Affecting Accumulated Other Comprehensive Income (Loss) Included in Shareholders' Equity (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance at beginning of period	($850)	($941)	($1,071)	($923)
Changes in unrealized gains and losses	206	-675	507	-795
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Derivative Hedges	-24	53	-35	50
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Retirement Plans	'	'	'	-1
Changes in unrealized gains and losses	182	-622	472	-746
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	1	1	1	7
Foreign currency translation adjustment	18	-23	14	-33
Reclassification to earnings of realized gains and losses	72	80	145	171
Applicable income taxes	-105	217	-243	236
Balance at end of period	-682	-1,288	-682	-1,288
Foreign Currency Translation [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance at beginning of period	-63	-46	-60	-40
Changes in unrealized gains and losses	'	'	'	'
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	'	'	'	'
Foreign currency translation adjustment	18	-23	14	-33
Reclassification to earnings of realized gains and losses	'	'	'	'
Applicable income taxes	-6	9	-5	13
Balance at end of period	-51	-60	-51	-60
Unrealized Gains (Losses) on Retirement Plans [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance at beginning of period	-721	-1,221	-743	-1,265
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Retirement Plans	'	'	'	-1
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	'	'	'	'
Foreign currency translation adjustment	'	'	'	'
Reclassification to earnings of realized gains and losses	36	62	72	124
Applicable income taxes	-14	-25	-28	-42
Balance at end of period	-699	-1,184	-699	-1,184
Unrealized Gains (Losses) on Derivative Hedges [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance at beginning of period	-238	-371	-261	-404
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Derivative Hedges	-24	53	-35	50
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	'	'	'	'
Foreign currency translation adjustment	'	'	'	'
Reclassification to earnings of realized gains and losses	45	41	94	95
Applicable income taxes	-8	-36	-23	-54
Balance at end of period	-225	-313	-225	-313
Unrealized Gains (Losses) on Securities Transferred From Available For Sale to Held To Maturity [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance at beginning of period	66	94	70	107
Changes in unrealized gains and losses	'	'	'	'
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	'	'	'	'
Foreign currency translation adjustment	'	'	'	'
Reclassification to earnings of realized gains and losses	-9	-17	-16	-37
Applicable income taxes	3	7	6	14
Balance at end of period	60	84	60	84
Unrealized Gains (Losses) on Securities Available-For-Sale [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'
Balance at beginning of period	106	603	-77	679
Changes in unrealized gains and losses	206	-675	507	-795
Other-than-temporary impairment not recognized in earnings on securities available-for-sale	1	1	1	7
Foreign currency translation adjustment	'	'	'	'
Reclassification to earnings of realized gains and losses	'	-6	-5	-11
Applicable income taxes	-80	262	-193	305
Balance at end of period	$233	$185	$233	$185

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income (Loss) - Impact to Net Income for Items Reclassified out of Accumulated Other Comprehensive Income and into Earnings (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Realized gains (losses) on sale of securities	$3	$9	$8	$21
Amortization of unrealized gains on securities transferred from available-for-sale to held-to-maturity, Interest income	3,047	3,038	6,069	6,149
Gains (Losses) on derivative hedges	2,689	2,616	5,339	5,269
Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization	-257	-277	-546	-587
Total securities gains (losses), net	'	6	5	11
Applicable income taxes	-547	-529	-1,043	-1,087
Net income	1,509	1,444	2,921	2,831
Reclassification out of Accumulated Other Comprehensive Income [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Net income	-44	-49	-89	-104
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Securities Available-For-Sale [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Realized gains (losses) on sale of securities	3	9	8	21
Other-than-temporary impairment recognized in earnings	-3	-3	-3	-10
Total securities gains (losses), net	'	6	5	11
Applicable income taxes	'	-2	-2	-4
Net income	'	4	3	7
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Securities Transferred From Available For Sale to Held To Maturity [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Amortization of unrealized gains on securities transferred from available-for-sale to held-to-maturity, Interest income	9	17	16	37
Applicable income taxes	-3	-7	-6	-14
Net income	6	10	10	23
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Derivative Hedges [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Gains (Losses) on derivative hedges	-45	-41	-94	-95
Applicable income taxes	17	16	36	37
Net income	-28	-25	-58	-58
Reclassification out of Accumulated Other Comprehensive Income [Member] | Unrealized Gains (Losses) on Retirement Plans [Member]	'	'	'	'
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization	-36	-62	-72	-124
Applicable income taxes	14	24	28	48
Net income	($22)	($38)	($44)	($76)

Earnings_Per_Share_Components_

Earnings Per Share - Components of Earnings Per Share (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Earnings Per Share [Abstract]	'	'	'	'
Net income attributable to U.S. Bancorp	$1,495	$1,484	$2,892	$2,912
Preferred dividends	-61	-64	-121	-128
Impact of preferred stock redemption	'	-8	'	-8
Earnings allocated to participating stock awards	-7	-7	-13	-13
Net income applicable to U.S. Bancorp common shareholders	$1,427	$1,405	$2,758	$2,763
Average common shares outstanding	1,811	1,843	1,815	1,851
Net effect of the exercise and assumed purchase of stock awards	10	10	10	9
Average diluted common shares outstanding	1,821	1,853	1,825	1,860
Earnings per common share	$0.79	$0.76	$1.52	$1.49
Diluted earnings per common share	$0.78	$0.76	$1.51	$1.49

Earnings_Per_Share_Additional_

Earnings Per Share - Additional Information (Detail) (Stock Option [Member])	3 Months Ended	6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2013	Jun. 30, 2013
Stock Option [Member]	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'	'
Options outstanding of common shares	10	11

Employee_Benefits_Components_o

Employee Benefits - Components of Net Periodic Benefit Cost (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Pension Plans [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	$38	$42	$76	$84
Interest cost	49	43	98	85
Expected return on plan assets	-52	-44	-104	-88
Prior service cost (credit) and transition obligation (asset) amortization	-1	-2	-2	-3
Actuarial loss (gain) amortization	39	66	79	132
Net periodic benefit cost	73	105	147	210
Postretirement Welfare Plan [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	'	1	'	2
Interest cost	1	1	2	2
Expected return on plan assets	'	-1	'	-1
Prior service cost (credit) and transition obligation (asset) amortization	-1	'	-2	'
Actuarial loss (gain) amortization	-1	-2	-3	-5
Net periodic benefit cost	($1)	($1)	($3)	($2)

Income_Taxes_Components_of_Inc

Income Taxes - Components of Income Tax Expense (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Federal	'	'	'	'
Current	$421	$626	$911	$1,116
Deferred	38	-104	-29	-92
Federal income tax	459	522	882	1,024
State	'	'	'	'
Current	84	19	167	77
Deferred	4	-12	-6	-14
State income tax	88	7	161	63
Applicable income taxes	$547	$529	$1,043	$1,087

Income_Taxes_Additional_Inform

Income Taxes - Additional Information (Detail) (USD $)	6 Months Ended
In Billions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Income Taxes Additional Information [Abstract]	'	'
Federal statutory rate	35.00%	'
Net deferred tax liability	$1.60	$1.30

Income_Taxes_Reconciliation_of

Income Taxes - Reconciliation of Expected Income Tax Expense at Federal Statutory Rate of 35 Percent to Company's Applicable Income Tax Expense (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Income Tax Disclosure [Abstract]	'	'	'	'
Tax at statutory rate	$719	$690	$1,387	$1,371
State income tax, at statutory rates, net of federal tax benefit	58	4	101	40
Tax effect of	'	'	'	'
Tax credits and benefits, net of related expenses	-184	-112	-349	-218
Tax-exempt income	-51	-53	-103	-107
Noncontrolling interests	-5	15	-10	29
Other items	10	-15	17	-28
Applicable income taxes	$547	$529	$1,043	$1,087

Derivative_Instruments_Additio

Derivative Instruments - Additional Information (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013	Dec. 31, 2014	Jun. 30, 2015
			Scenario, Forecast [Member]	Scenario, Forecast [Member]
Derivative [Line Items]	'	'	'	'
Realized and unrealized losses on derivatives classified as cash flow hedges recorded in other comprehensive income (loss)	$225,000,000	$261,000,000	'	'
Estimated loss to be reclassified from other comprehensive income (loss) into earnings	'	'	59,000,000	121,000,000
Forward commitments to sell mortgage loans	6,000,000,000	'	'	'
Hedged mortgage loans held for sale	2,300,000,000	'	'	'
Unfunded mortgage loan commitments	4,700,000,000	'	'	'
Fair value of derivatives under collateral agreements in a net liability position	952,000,000	'	'	'
Collateral posted by company netted against net liability position	$838,000,000	'	'	'

Derivative_Instruments_Asset_a

Derivative Instruments - Asset and Liability Management Derivative Positions of Company (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Fair Value, Assets	$1,167	$1,349
Fair Value, Liabilities	1,432	1,598
Asset and Liability Management Positions [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	27,445	28,119
Fair Value, Assets	214	189
Notional Value, Liabilities	15,939	14,730
Fair Value, Liabilities	546	580
Asset and Liability Management Positions [Member] | Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	1,750	500
Fair Value, Assets	32	22
Derivative Asset Average Remaining Maturity Period	'3 years 10 months 24 days	'2 years 1 month 2 days
Notional Value, Liabilities	'	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'	'
Asset and Liability Management Positions [Member] | Cash Flow Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	7,000	7,000
Fair Value, Assets	14	26
Derivative Asset Average Remaining Maturity Period	'4 months 6 days	'10 months 2 days
Notional Value, Liabilities	'	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'	'
Asset and Liability Management Positions [Member] | Cash Flow Hedges [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	272	772
Fair Value, Assets	12	26
Derivative Asset Average Remaining Maturity Period	'8 years 3 months 7 days	'6 years 3 months
Notional Value, Liabilities	5,371	4,288
Fair Value, Liabilities	415	498
Derivative Liability Average Remaining Maturity Period	'2 years 3 months 26 days	'2 years 5 months 16 days
Asset and Liability Management Positions [Member] | Net Investment Hedges [Member] | Foreign Exchange Forward Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	'	'
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'	'
Notional Value, Liabilities	1,069	1,056
Fair Value, Liabilities	7	4
Derivative Liability Average Remaining Maturity Period	'18 days	'15 days
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	3,520	'
Fair Value, Assets	49	'
Derivative Asset Average Remaining Maturity Period	'10 years 2 months 23 days	'
Notional Value, Liabilities	'	3,540
Fair Value, Liabilities	'	56
Derivative Liability Average Remaining Maturity Period	'	'10 years 2 months 19 days
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards [Member] | Purchased [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	4,813	2,310
Fair Value, Assets	49	9
Derivative Asset Average Remaining Maturity Period	'29 days	'26 days
Notional Value, Liabilities	62	1,025
Fair Value, Liabilities	'	7
Derivative Liability Average Remaining Maturity Period	'1 month 2 days	'22 days
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards [Member] | Written [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	404	5,234
Fair Value, Assets	3	58
Derivative Asset Average Remaining Maturity Period	'1 month 10 days	'29 days
Notional Value, Liabilities	5,583	346
Fair Value, Liabilities	64	4
Derivative Liability Average Remaining Maturity Period	'1 month 6 days	'2 months 1 day
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Options [Member] | Purchased [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	2,320	2,300
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'26 days	'26 days
Notional Value, Liabilities	'	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'	'
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Options [Member] | Written [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	2,135	1,902
Fair Value, Assets	38	17
Derivative Asset Average Remaining Maturity Period	'29 days	'26 days
Notional Value, Liabilities	8	2
Fair Value, Liabilities	1	'
Derivative Liability Average Remaining Maturity Period	'1 month 2 days	'29 days
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Foreign Exchange Forward Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	3,848	6,813
Fair Value, Assets	12	24
Derivative Asset Average Remaining Maturity Period	'4 days	'7 days
Notional Value, Liabilities	1,334	2,121
Fair Value, Liabilities	10	4
Derivative Liability Average Remaining Maturity Period	'11 days	'7 days
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Equity Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	80	79
Fair Value, Assets	1	3
Derivative Asset Average Remaining Maturity Period	'1 year 1 month 10 days	'1 year 7 months 13 days
Notional Value, Liabilities	'	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'	'
Asset and Liability Management Positions [Member] | Other Economic Hedges [Member] | Credit Contracts [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	1,303	1,209
Fair Value, Assets	4	4
Derivative Asset Average Remaining Maturity Period	'3 years 7 months 2 days	'4 years 15 days
Notional Value, Liabilities	2,247	2,352
Fair Value, Liabilities	6	7
Derivative Liability Average Remaining Maturity Period	'3 years 2 months 19 days	'3 years 29 days
Asset and Liability Management Positions [Member] | Other Derivatives [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	'	'
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'	'
Notional Value, Liabilities	265	'
Fair Value, Liabilities	$43	'
Derivative Liability Average Remaining Maturity Period	'4 years 3 months 4 days	'

Derivative_Instruments_Custome

Derivative Instruments - Customer-Related Derivative Positions of Company (Detail) (USD $)	6 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Fair Value, Assets	$1,167	$1,349
Fair Value, Liabilities	1,432	1,598
Customer-Related Positions [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	39,362	33,286
Fair Value, Assets	1,132	1,215
Notional Value, Liabilities	40,010	33,480
Fair Value, Liabilities	1,075	1,137
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	18,487	11,717
Fair Value, Assets	733	600
Derivative Asset Average Remaining Maturity Period	'5 years 6 months 29 days	'5 years 1 month 10 days
Notional Value, Liabilities	4,072	7,291
Fair Value, Liabilities	25	106
Derivative Liability Average Remaining Maturity Period	'5 years 4 months 24 days	'5 years 6 months 26 days
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	3,375	6,746
Fair Value, Assets	29	114
Derivative Asset Average Remaining Maturity Period	'4 years 6 months 29 days	'6 years 11 days
Notional Value, Liabilities	18,530	12,361
Fair Value, Liabilities	709	560
Derivative Liability Average Remaining Maturity Period	'5 years 7 months 10 days	'4 years 10 months 24 days
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Options [Member] | Purchased [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	3,417	3,489
Fair Value, Assets	13	33
Derivative Asset Average Remaining Maturity Period	'4 years 6 months	'4 years 6 months 11 days
Notional Value, Liabilities	25	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'2 years 11 months 1 day	'
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Options [Member] | Written [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	25	'
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'2 years 11 months 1 day	'
Notional Value, Liabilities	3,417	3,489
Fair Value, Liabilities	13	33
Derivative Liability Average Remaining Maturity Period	'4 years 6 months	'4 years 6 months 11 days
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Futures [Member] | Purchased [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	832	'
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'6 months 18 days	'
Notional Value, Liabilities	1,131	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'2 months 16 days	'
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Futures [Member] | Written [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	'	'
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'	'
Notional Value, Liabilities	456	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'1 year 4 months 10 days	'
Customer-Related Positions [Member] | Foreign Exchange Rate Contracts [Member] | Options [Member] | Purchased [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	698	364
Fair Value, Assets	11	11
Derivative Asset Average Remaining Maturity Period	'7 months 2 days	'6 months 11 days
Notional Value, Liabilities	'	'
Fair Value, Liabilities	'	'
Derivative Liability Average Remaining Maturity Period	'	'
Customer-Related Positions [Member] | Foreign Exchange Rate Contracts [Member] | Options [Member] | Written [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	'	'
Fair Value, Assets	'	'
Derivative Asset Average Remaining Maturity Period	'	'
Notional Value, Liabilities	698	364
Fair Value, Liabilities	11	11
Derivative Liability Average Remaining Maturity Period	'7 months 2 days	'6 months 11 days
Customer-Related Positions [Member] | Foreign Exchange Rate Contracts [Member] | Forwards, Spots and Swaps [Member]	'	'
Derivative [Line Items]	'	'
Notional Value, Assets	12,528	10,970
Fair Value, Assets	346	457
Derivative Asset Average Remaining Maturity Period	'6 months 18 days	'7 months 2 days
Notional Value, Liabilities	11,681	9,975
Fair Value, Liabilities	$317	$427
Derivative Liability Average Remaining Maturity Period	'6 months 29 days	'7 months 13 days

Derivative_Instruments_Summary

Derivative Instruments - Summary of Effective Portion of Gains (Losses) Recognized in Other Comprehensive Income (Loss) and Gains (Losses) Reclassified from Other Comprehensive Income (Loss) into Earnings (Detail) (Asset and Liability Management Positions [Member], USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Cash Flow Hedges [Member] | Interest Rate Contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments, Gain (Losses) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	($15)	$33	($22)	$33
Derivative Instruments, Gains (Losses) Reclassified from Other Comprehensive Income (Loss) into Earnings	-28	-25	-58	-58
Net Investment Hedges [Member] | Foreign Exchange Forward Contracts [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments, Gain (Losses) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	9	-17	9	6
Derivative Instruments, Gains (Losses) Reclassified from Other Comprehensive Income (Loss) into Earnings	'	'	'	'

Derivative_Instruments_Summary1

Derivative Instruments - Summary of Gains (Losses) Recognized in Earnings for Fair Value Hedges, Other Economic Hedges and Customer-Related Positions (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Asset and Liability Management Positions [Member] | Other noninterest income [Member] | Other Derivatives [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	($43)	'	($43)	'
Asset and Liability Management Positions [Member] | Interest Rate Contracts [Member] | Other noninterest income [Member] | Fair Value Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	8	-5	6	-7
Asset and Liability Management Positions [Member] | Interest Rate Contracts [Member] | Mortgage banking revenue [Member] | Other Economic Hedges [Member] | Futures and Forwards [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	-26	300	-75	536
Asset and Liability Management Positions [Member] | Interest Rate Contracts [Member] | Mortgage banking revenue [Member] | Other Economic Hedges [Member] | Options [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	80	17	146	146
Asset and Liability Management Positions [Member] | Interest Rate Contracts [Member] | Mortgage banking revenue [Member] | Other Economic Hedges [Member] | Receive Fixed/Pay Floating Swaps [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	112	-219	221	-259
Asset and Liability Management Positions [Member] | Foreign Exchange Forward Contracts [Member] | Commercial products revenue [Member] | Other Economic Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	-12	26	-17	34
Asset and Liability Management Positions [Member] | Equity Contracts [Member] | Compensation expense [Member] | Other Economic Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	1	1	1	1
Asset and Liability Management Positions [Member] | Credit Contracts [Member] | Other noninterest income/expense [Member] | Other Economic Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	'	'	'	-1
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Other noninterest income [Member] | Receive Fixed/Pay Floating Swaps [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	215	-205	349	-301
Customer-Related Positions [Member] | Interest Rate Contracts [Member] | Other noninterest income [Member] | Pay Fixed/Receive Floating Swaps [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	-206	212	-335	308
Customer-Related Positions [Member] | Foreign Exchange Rate Contracts [Member] | Commercial products revenue [Member] | Forwards, Spots and Swaps [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gains (losses) recognized in earnings	$16	$14	$32	$21

Derivative_Instruments_Summary2

Derivative Instruments - Summary of Gains (Losses) Recognized in Earnings for Fair Value Hedges, Other Economic Hedges and Customer-Related Positions (Parenthetical) (Detail) (Asset and Liability Management Positions [Member], Interest Rate Contracts [Member], Fair Value Hedges [Member], USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Asset and Liability Management Positions [Member] | Interest Rate Contracts [Member] | Fair Value Hedges [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain losses on items hedged by fair value hedges	($8)	$5	($6)	$7

Netting_Arrangements_for_Certa2

Netting Arrangements for Certain Financial Instruments - Additional Information (Detail) (USD $)	Jun. 30, 2014
In Billions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'
Notional amount of derivative	$122.80
Exchange Cleared [Member]	'
Derivatives, Fair Value [Line Items]	'
Notional amount of derivative	23.3
Exchange Traded [Member]	'
Derivatives, Fair Value [Line Items]	'
Notional amount of derivative	$3.40

Netting_Arrangements_for_Certa3

Netting Arrangements for Certain Financial Instruments - Information on Company's Accounting Netting Adjustments and Items Not Offset in Consolidated Balance Sheet But Available for Offset in Event of Default (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting [Abstract]	'	'
Derivative assets Gross Recognized Assets	$1,167	$1,349
Reverse repurchase agreements Gross Recognized Assets	180	87
Securities borrowed Gross Recognized Assets	499	723
Total Gross Recognized Assets	1,846	2,159
Derivative assets Gross amounts assets offset in consolidated balance sheet	-411	-599
Total Gross amounts assets offset in consolidated balance sheet	-411	-599
Derivative assets Net Amounts Presented in the Consolidated Balance Sheet	756	750
Reverse repurchase agreements Net Amounts Presented in the Consolidated Balance Sheet	180	87
Securities borrowed Net Amounts Presented in the Consolidated Balance Sheet	499	723
Total Net Amounts Presented in the Consolidated Balance Sheet	1,435	1,560
Derivative assets Gross Amounts Not Offset Consolidated Balance Financial Instruments	-31	-21
Reverse repurchase agreements Gross financial instrument asset amounts not offset in consolidated balance sheet	-10	-59
Securities borrowed Gross financial instrument asset amounts not offset in consolidated balance sheet	-91	'
Total Gross financial instrument asset amounts not offset in consolidated balance sheet	-132	-80
Reverse repurchase agreements Gross collateral received amounts not offset in consolidated balance sheet	-170	-28
Securities borrowed Gross collateral received amounts not offset in consolidated balance sheet	-395	-698
Total Gross collateral received amounts not offset in consolidated balance sheet	-565	-726
Derivative assets Net Amount	725	729
Reverse repurchase agreements Net Amount	'	'
Securities borrowed Net Amount	13	25
Total Net Amount Assets	738	754
Derivative liabilities Gross recognized liabilities	1,432	1,598
Repurchase agreements Gross recognized liabilities	677	2,059
Securities loaned Gross recognized liabilities	259	'
Total Gross recognized liabilities	2,368	3,657
Derivative liabilities Gross amounts liabilities offset in consolidated balance sheet	-1,127	-1,192
Total Gross amounts liabilities offset in consolidated balance sheet	-1,127	-1,192
Derivative liabilities Net amounts liabilities presented in consolidated balance sheet	305	406
Repurchase agreements Net amounts liabilities presented in consolidated balance sheet	677	2,059
Securities loaned Net amounts liabilities presented in consolidated balance sheet	259	'
Total Net amounts liabilities presented in consolidated balance sheet	1,241	2,465
Derivative liabilities Gross financial instrument liability amounts not offset in consolidated balance sheet	-31	-21
Repurchase agreements Gross financial instrument liability amounts not offset in consolidated balance sheet	-10	-59
Securities loaned Gross financial instruments not offset in consolidated balance sheet	-91	'
Total Gross financial instrument liability amounts not offset in consolidated balance sheet	-132	-80
Repurchase agreements Gross collateral pledged amounts not offset in consolidated balance sheet	-667	-2,000
Securities loaned Gross collateral pledged amounts not offset in consolidated balance sheet	-166	'
Total Gross collateral pledged amounts not offset in consolidated balance sheet	-833	-2,000
Derivative liabilities Net Amount	274	385
Repurchase agreements Net Amount	'	'
Securities loaned net Amount	2	'
Total Net Amount Liabilities	$276	$385

Netting_Arrangements_for_Certa4

Netting Arrangements for Certain Financial Instruments - Information on Company's Accounting Netting Adjustments and Items Not Offset in Consolidated Balance Sheet But Available for Offset in Event of Default (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Offsetting [Abstract]	'	'
Cash collateral netted against derivative assets	$76	$124
Derivative assets not subject to netting arrangements	179	55
Cash collateral netted against derivative liabilities	791	717
Derivative liabilities not subject to netting arrangements	$189	$119

Fair_Values_of_Assets_and_Liab2

Fair Values of Assets and Liabilities - Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended						6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014
					Standby Letters of Credit and Unfunded Commitments [Member]	Standby Letters of Credit and Unfunded Commitments [Member]	Other Guarantees [Member]	Other Guarantees [Member]	Minimum [Member]	Maximum [Member]	Average [Member]
Fair Value Disclosures [Abstract]	'	'	'	'	'	'	'	'	'	'	'
Fair value measurement transfers from one level to another	'	'	$0	$0	'	'	'	'	'	'	'
Mortgage loans held for sale measured at fair value gain (loss)	46	-146	98	-321	'	'	'	'	'	'	'
Assumed credit valuation adjustment as percentage of underlying fair value of underlying derivative contracts	'	'	'	'	'	'	'	'	0.00%	99.00%	7.00%
Carrying value of guarantee obligations	'	'	'	'	$405	$382	$262	$278	'	'	'

Fair_Values_of_Assets_and_Liab3

Fair Values of Assets and Liabilities - Valuation Assumption Ranges for Level 3 Available -for-Sale Investment Securities (Detail)	Jun. 30, 2014
Minimum [Member] | Non-agency Prime [Member] | Mortgage-backed securities Residential [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	6.00%
Lifetime probability of default rates	0.00%
Lifetime loss severity rates	15.00%
Discount margin	2.00%
Minimum [Member] | Non-agency Non-prime [Member] | Mortgage-backed securities Residential [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	1.00%
Lifetime probability of default rates	4.00%
Lifetime loss severity rates	15.00%
Discount margin	1.00%
Minimum [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	6.00%
Lifetime probability of default rates	5.00%
Lifetime loss severity rates	40.00%
Discount margin	6.00%
Maximum [Member] | Non-agency Prime [Member] | Mortgage-backed securities Residential [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	20.00%
Lifetime probability of default rates	7.00%
Lifetime loss severity rates	75.00%
Discount margin	5.00%
Maximum [Member] | Non-agency Non-prime [Member] | Mortgage-backed securities Residential [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	10.00%
Lifetime probability of default rates	12.00%
Lifetime loss severity rates	75.00%
Discount margin	5.00%
Maximum [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	6.00%
Lifetime probability of default rates	5.00%
Lifetime loss severity rates	40.00%
Discount margin	6.00%
Average [Member] | Non-agency Prime [Member] | Mortgage-backed securities Residential [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	14.00%
Lifetime probability of default rates	4.00%
Lifetime loss severity rates	38.00%
Discount margin	3.00%
Average [Member] | Non-agency Non-prime [Member] | Mortgage-backed securities Residential [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	6.00%
Lifetime probability of default rates	8.00%
Lifetime loss severity rates	54.00%
Discount margin	2.00%
Average [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Estimated lifetime prepayment rates	6.00%
Lifetime probability of default rates	5.00%
Lifetime loss severity rates	40.00%
Discount margin	6.00%

Fair_Values_of_Assets_and_Liab4

Fair Values of Assets and Liabilities - Valuation Assumption Ranges for MSRs (Detail)	Jun. 30, 2014	Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Expected prepayment	12.20%	11.20%
Discount rate	10.10%	10.20%
Minimum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Expected prepayment	11.00%	'
Discount rate	10.00%	'
Maximum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Expected prepayment	22.00%	'
Discount rate	13.00%	'
Average [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Expected prepayment	12.00%	'
Discount rate	10.00%	'

Fair_Values_of_Assets_and_Liab5

Fair Values of Assets and Liabilities - Valuation Assumption Ranges for Derivative Commitments (Detail)	Jun. 30, 2014
Minimum [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Expected loan close rate	39.00%
Inherent MSR value (basis points per loan)	0.48%
Maximum [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Expected loan close rate	100.00%
Inherent MSR value (basis points per loan)	2.09%
Average [Member]	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'
Expected loan close rate	77.00%
Inherent MSR value (basis points per loan)	1.23%

Fair_Values_of_Assets_and_Liab6

Fair Values of Assets and Liabilities - Balances of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Jun. 30, 2014		Mar. 31, 2014	Dec. 31, 2013		Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Derivative liabilities before netting	$1,432		'	$1,598		'	'	'
Derivative liabilities netting	-1,127		'	-1,192		'	'	'
Derivative assets before netting	1,167		'	1,349		'	'	'
Derivative assets netting	-411		'	-599		'	'	'
Available-for-sale securities	48,389	[1]	'	40,935	[1]	'	'	'
Mortgage loans held for sale	2,994		'	3,263		'	'	'
Mortgage servicing rights	2,412		2,618	2,680		2,377	1,955	1,700
Mortgage-backed securities Residential [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	38,292		'	31,553		'	'	'
Commercial [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	133		'	152		'	'	'
Fair Value, Measurements, Recurring [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Derivative liabilities total	494		'	525		'	'	'
Derivative assets total	935		'	805		'	'	'
Available-for-sale securities	48,389		'	40,935		'	'	'
Mortgage loans held for sale	2,994		'	3,263		'	'	'
Mortgage servicing rights	2,412		'	2,680		'	'	'
Other assets	916		'	731		'	'	'
Total	55,646		'	48,414		'	'	'
Short-term borrowings	672		'	663		'	'	'
Total	1,166		'	1,188		'	'	'
Fair Value, Measurements, Recurring [Member] | U.S. Treasury and agencies [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	1,870		'	1,045		'	'	'
Fair Value, Measurements, Recurring [Member] | Obligations of state and political subdivisions [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	5,598		'	5,738		'	'	'
Fair Value, Measurements, Recurring [Member] | Obligations of foreign governments [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	6		'	6		'	'	'
Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	629		'	640		'	'	'
Fair Value, Measurements, Recurring [Member] | Perpetual preferred securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	224		'	212		'	'	'
Fair Value, Measurements, Recurring [Member] | Other Investment [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	256		'	161		'	'	'
Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	447		'	478		'	'	'
Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	286		'	297		'	'	'
Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	38,292		'	31,553		'	'	'
Fair Value, Measurements, Recurring [Member] | Commercial [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	133		'	152		'	'	'
Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	625		'	629		'	'	'
Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	23		'	24		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Derivative liabilities before netting	'		'	'		'	'	'
Derivative assets before netting	'		'	'		'	'	'
Available-for-sale securities	992		'	148		'	'	'
Mortgage loans held for sale	'		'	'		'	'	'
Mortgage servicing rights	'		'	'		'	'	'
Other assets	99		'	143		'	'	'
Total	1,091		'	291		'	'	'
Short-term borrowings	214		'	112		'	'	'
Total	214		'	112		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury and agencies [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	755		'	7		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of state and political subdivisions [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of foreign governments [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Perpetual preferred securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Other Investment [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	237		'	141		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Commercial [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Derivative liabilities before netting	1,541		'	1,647		'	'	'
Derivative assets before netting	708		'	889		'	'	'
Available-for-sale securities	46,589		'	39,940		'	'	'
Mortgage loans held for sale	2,994		'	3,263		'	'	'
Mortgage servicing rights	'		'	'		'	'	'
Other assets	817		'	588		'	'	'
Total	51,108		'	44,680		'	'	'
Short-term borrowings	458		'	551		'	'	'
Total	1,999		'	2,198		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury and agencies [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	1,115		'	1,038		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of state and political subdivisions [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	5,598		'	5,738		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of foreign governments [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	6		'	6		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	620		'	631		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Perpetual preferred securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	224		'	212		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Other Investment [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	19		'	20		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	38,292		'	31,553		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Commercial [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	133		'	152		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	559		'	566		'	'	'
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	23		'	24		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Derivative liabilities before netting	80		'	70		'	'	'
Derivative assets before netting	638		'	515		'	'	'
Available-for-sale securities	808		'	847		'	'	'
Mortgage loans held for sale	'		'	'		'	'	'
Mortgage servicing rights	2,412		'	2,680		'	'	'
Other assets	'		'	'		'	'	'
Total	3,858		'	4,042		'	'	'
Short-term borrowings	'		'	'		'	'	'
Total	80		'	70		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury and agencies [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of state and political subdivisions [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of foreign governments [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	9		'	9		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Perpetual preferred securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Other Investment [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	447		'	478		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	286		'	297		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Commercial [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	66		'	63		'	'	'
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Derivative liabilities netting	-1,127		'	-1,192		'	'	'
Derivative assets netting	-411		'	-599		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Mortgage loans held for sale	'		'	'		'	'	'
Mortgage servicing rights	'		'	'		'	'	'
Other assets	'		'	'		'	'	'
Total	-411		'	-599		'	'	'
Short-term borrowings	'		'	'		'	'	'
Total	-1,127		'	-1,192		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury and agencies [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of state and political subdivisions [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Obligations of foreign governments [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Perpetual preferred securities [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Other Investment [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Non-agency Non-prime [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Mortgage-backed securities Residential [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Commercial [Member] | Agency [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Asset-backed securities Other [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]	'		'	'		'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'	'		'	'	'
Available-for-sale securities	'		'	'		'	'	'
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.

Fair_Values_of_Assets_and_Liab7

Fair Values of Assets and Liabilities - Changes in Fair Value for All Assets and Liabilities Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Non-agency Prime [Member] | Mortgage-backed securities Residential [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	$465	$599	$478	$624
Net Gains (Losses) Included in Net Income	'	-2	'	-4
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	5	-3	12	8
Purchases	'	'	'	'
Sales	'	'	'	'
Principal Payments	-23	-47	-43	-81
Issuances	'	'	'	'
Settlements	'	'	'	'
End of Period Balance	447	547	447	547
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	5	-3	12	8
Non-agency Non-prime [Member] | Mortgage-backed securities Residential [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	297	350	297	355
Net Gains (Losses) Included in Net Income	-3	-1	-4	-8
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	1	3	8	17
Purchases	'	'	'	'
Sales	'	-20	'	-20
Principal Payments	-9	-13	-15	-25
Issuances	'	'	'	'
Settlements	'	'	'	'
End of Period Balance	286	319	286	319
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	'	5	7	18
Asset-backed securities Other [Member] | Asset-Backed Securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	65	40	63	15
Net Gains (Losses) Included in Net Income	1	'	2	1
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	'	1	1	1
Purchases	2	'	4	25
Sales	'	'	'	'
Principal Payments	-2	-1	-4	-2
Issuances	'	'	'	'
Settlements	'	'	'	'
End of Period Balance	66	40	66	40
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	'	1	1	1
Corporate debt securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	9	9	9	9
Net Gains (Losses) Included in Net Income	'	'	'	'
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	'	'	'	'
Purchases	'	'	'	'
Sales	'	'	'	'
Principal Payments	'	'	'	'
Issuances	'	'	'	'
Settlements	'	'	'	'
End of Period Balance	9	9	9	9
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	'	'	'	'
Mortgage servicing rights [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	2,618	1,955	2,680	1,700
Net Gains (Losses) Included in Net Income	-137	186	-284	185
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	'	'	'	'
Purchases	1	3	2	5
Sales	-141	'	-141	'
Principal Payments	'	'	'	'
Issuances	71	233	155	487
Settlements	'	'	'	'
End of Period Balance	2,412	2,377	2,412	2,377
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	-137	186	-284	185
Derivative [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	482	986	445	1,179
Net Gains (Losses) Included in Net Income	288	-363	473	-216
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	'	'	'	'
Purchases	'	'	1	1
Sales	'	-1	'	-2
Principal Payments	'	'	'	'
Issuances	'	'	'	'
Settlements	-212	-199	-361	-539
End of Period Balance	558	423	558	423
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	123	-286	161	-374
Available-for-Sale Securities [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Beginning of Period Balance	836	998	847	1,003
Net Gains (Losses) Included in Net Income	-2	-3	-2	-11
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	6	1	21	26
Purchases	2	'	4	25
Sales	'	-20	'	-20
Principal Payments	-34	-61	-62	-108
Issuances	'	'	'	'
Settlements	'	'	'	'
End of Period Balance	808	915	808	915
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	$5	$3	$20	$27

Fair_Values_of_Assets_and_Liab8

Fair Values of Assets and Liabilities - Changes in Fair Value for All Assets and Liabilities Measured at Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3) (Parenthetical) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Other noninterest income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Net gains and losses on net derivative assets and liabilities included in net income	$127	($207)	$208	($210)
Net Change in net derivative asset and liability unrealized gains (losses) relating to assets still held at end of period	47	-185	85	-273
Mortgage banking revenue [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Net gains and losses on net derivative assets and liabilities included in net income	161	-156	265	-6
Net Change in net derivative asset and liability unrealized gains (losses) relating to assets still held at end of period	76	-101	76	-101
Securities Gains Losses [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Net gains and losses on available for sale securities included in net income	'	'	'	-10
Interest Income [Member]	'	'	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'	'	'
Net gains and losses on available for sale securities included in net income	'	'	'	($1)

Fair_Values_of_Assets_and_Liab9

Fair Values of Assets and Liabilities - Adjusted Carrying Values for Assets Measured at Fair Value on Nonrecurring Basis (Detail) (Fair Value, Measurements, Nonrecurring [Member], USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans	$102	$128
Other assets	71	150
Level 1 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans	'	'
Other assets	'	'
Level 2 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans	'	'
Other assets	'	'
Level 3 [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loans	102	128
Other assets	$71	$150

Recovered_Sheet8

Fair Values of Assets and Liabilities - Losses Recognized Related to Nonrecurring Fair Value Measurements of Individual Assets or Portfolios (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Abstract]	'	'	'	'
Loans	$31	$12	$47	$33
Other assets	$15	$20	$34	$59

Recovered_Sheet9

Fair Values of Assets and Liabilities - Differences Between Aggregate Fair Value, Carrying Amount of MLHFS and Aggregate Unpaid Principal Amount (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]	'	'
Fair value carrying amount, total loans	$2,994	$3,263
Fair value carrying amount, nonaccrual loans	7	9
Fair value carrying amount, loans 90 days or more past due	3	'
Aggregate unpaid principal, total loans	2,864	3,195
Aggregate unpaid principal, nonaccrual loans	11	14
Aggregate unpaid principal, loans 90 days or more past due	4	'
Carrying amount over (under) unpaid principal, total loans	130	68
Carrying amount over (under) unpaid principal, nonaccrual loans	-4	-5
Carrying amount over (under) unpaid principal, loans 90 days or more past due	($1)	'

Recovered_Sheet10

Fair Values of Assets and Liabilities - Estimated Fair Values of Financial Instruments (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financial Assets	'		'		'	'
Cash and due from banks	$12,636		$8,477		$6,618	$8,252
Investment securities held-to-maturity	41,995	[1]	38,920	[1]	'	'
Financial Liabilities	'		'		'	'
Deposits	276,262		262,123		'	'
Long-term debt	25,891		20,049		'	'
Carrying Amount [Member]	'		'		'	'
Financial Assets	'		'		'	'
Cash and due from banks	12,636		8,477		'	'
Federal funds sold and securities purchased under resale agreements	271		163		'	'
Investment securities held-to-maturity	41,995		38,920		'	'
Loans held for sale	24		5		'	'
Loans	239,640		230,857		'	'
Other financial instruments	2,247		2,443		'	'
Financial Liabilities	'		'		'	'
Deposits	276,262		262,123		'	'
Short-term borrowings	28,429		26,945		'	'
Long-term debt	25,891		20,049		'	'
Other Liabilities	1,294		1,263		'	'
Fair Value [Member]	'		'		'	'
Financial Assets	'		'		'	'
Cash and due from banks	12,636		8,477		'	'
Federal funds sold and securities purchased under resale agreements	271		163		'	'
Investment securities held-to-maturity	41,964		38,368		'	'
Loans held for sale	24		5		'	'
Loans	242,067		231,480		'	'
Other financial instruments	2,257		2,463		'	'
Financial Liabilities	'		'		'	'
Deposits	276,150		262,200		'	'
Short-term borrowings	28,296		26,863		'	'
Long-term debt	26,331		20,391		'	'
Other Liabilities	1,294		1,263		'	'
Fair Value [Member] | Level 1 [Member]	'		'		'	'
Financial Assets	'		'		'	'
Cash and due from banks	12,636		8,477		'	'
Federal funds sold and securities purchased under resale agreements	'		'		'	'
Investment securities held-to-maturity	1,413		2,589		'	'
Loans held for sale	'		'		'	'
Loans	'		'		'	'
Other financial instruments	'		'		'	'
Financial Liabilities	'		'		'	'
Deposits	'		'		'	'
Short-term borrowings	'		'		'	'
Long-term debt	'		'		'	'
Other Liabilities	'		'		'	'
Fair Value [Member] | Level 2 [Member]	'		'		'	'
Financial Assets	'		'		'	'
Cash and due from banks	'		'		'	'
Federal funds sold and securities purchased under resale agreements	271		163		'	'
Investment securities held-to-maturity	40,454		35,678		'	'
Loans held for sale	'		'		'	'
Loans	'		'		'	'
Other financial instruments	946		1,080		'	'
Financial Liabilities	'		'		'	'
Deposits	276,150		262,200		'	'
Short-term borrowings	28,296		26,863		'	'
Long-term debt	26,331		20,391		'	'
Other Liabilities	'		'		'	'
Fair Value [Member] | Level 3 [Member]	'		'		'	'
Financial Assets	'		'		'	'
Cash and due from banks	'		'		'	'
Federal funds sold and securities purchased under resale agreements	'		'		'	'
Investment securities held-to-maturity	97		101		'	'
Loans held for sale	24		5		'	'
Loans	242,067		231,480		'	'
Other financial instruments	1,311		1,383		'	'
Financial Liabilities	'		'		'	'
Deposits	'		'		'	'
Short-term borrowings	'		'		'	'
Long-term debt	'		'		'	'
Other Liabilities	$1,294		$1,263		'	'
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.

Guarantees_and_Contingent_Liab2

Guarantees and Contingent Liabilities - Additional Information (Detail) (USD $)	6 Months Ended									3 Months Ended
	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014
							Merchant processing [Member]	Asset sales [Member]	Asset sales [Member]	Visa Class B [Member]
Guarantees And Contingent Liabilities (Textual) [Abstract]	'	'	'	'	'	'	'	'	'	'
Liability related to remaining Visa Litigation, carrying amount	$19,000,000	'	'	'	'	'	'	'	'	'
Number of shares sold	'	'	'	'	'	'	'	'	'	3,000,000
Remaining shares held by the Company	'	'	'	'	'	'	'	'	'	9,600,000
Value of airline tickets purchased to deliver at future date	'	'	'	'	'	'	8,700,000,000	'	'	'
Company held collateral in escrow deposits, letters of credit and indemnities from financial institutions and liens on various assets	'	'	'	'	'	'	707,000,000	'	'	'
Representation and warranty reserve	69,000,000	75,000,000	83,000,000	190,000,000	233,000,000	240,000,000	'	69,000,000	83,000,000	'
Unresolved representation and warranty claims	'	'	'	'	'	'	'	35,000,000	89,000,000	'
Legal settlement with U.S. Department of Justice ("DOJ")	$200,000,000	'	'	'	'	'	'	'	'	'

Guarantees_and_Contingent_Liab3

Guarantees and Contingent Liabilities - Summary of Other Guarantees and Contingent Liabilities (Detail) (USD $)	Jun. 30, 2014
In Millions, unless otherwise specified
Standby letters of credit [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	'
Carrying Amount	66
Maximum Potential Future Payments	15,913
Third-party borrowing arrangements [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	'
Carrying Amount	'
Maximum Potential Future Payments	14
Securities lending indemnifications [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	4,957
Carrying Amount	'
Maximum Potential Future Payments	4,824
Asset sales [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	'
Carrying Amount	172
Maximum Potential Future Payments	3,931
Merchant processing [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	796
Carrying Amount	80
Maximum Potential Future Payments	93,179
Contingent consideration arrangements [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	'
Carrying Amount	2
Maximum Potential Future Payments	2
Tender option bond program guarantee [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	4,470
Carrying Amount	'
Maximum Potential Future Payments	4,293
Minimum revenue guarantees [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	'
Carrying Amount	8
Maximum Potential Future Payments	9
Other [Member]	'
Guarantor Obligations [Line Items]	'
Collateral Held	'
Carrying Amount	'
Maximum Potential Future Payments	$466

Guarantees_and_Contingent_Liab4

Guarantees and Contingent Liabilities - Company's Representation and Warranty Reserve (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Valuation And Qualifying Accounts [Abstract]	'	'	'	'
Representation and Warranty Reserve, Beginning Balance	$75	$233	$83	$240
Net realized losses	-2	-16	-12	-39
Change in reserve	-4	-27	-2	-11
Representation and Warranty Reserve, Ending Balance	$69	$190	$69	$190