U.S. Bancorp (USB) 10-Q 6 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 30, 2015
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	FALSE
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Trading Symbol	USB
Entity Registrant Name	US BANCORP \DE\
Entity Central Index Key	36104
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		1,773,034,982

Consolidated_Balance_Sheet_Una

Consolidated Balance Sheet (Unaudited) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Assets
Cash and due from banks	$14,072		$10,654
Investment securities
Held-to-maturity (fair value $46,022 and $45,140, respectively; including $566 and $526 at fair value pledged as collateral, respectively)	45,597	[1]	44,974	[1]
Available-for-sale ($390 and $330 pledged as collateral, respectively)	56,826	[1]	56,069	[1]
Loans held for sale (including $4,977 and $4,774 of mortgage loans carried at fair value, respectively)	8,012		4,792
Loans
Commercial	82,732		80,377
Commercial real estate	42,409		42,795
Residential mortgages	51,089		51,619
Credit card	17,504		18,515
Other retail	46,449		49,264
Total loans, excluding covered loans	240,183		242,570
Covered loans	5,118		5,281
Total loans	245,301		247,851
Less allowance for loan losses	-4,023		-4,039
Net loans	241,278		243,812
Premises and equipment	2,575		2,618
Goodwill	9,363		9,389
Other intangible assets	3,033		3,162
Other assets (including $234 and $157 of trading securities at fair value pledged as collateral, respectively)	29,477	[1]	27,059	[1]
Total assets	410,233		402,529
Deposits
Noninterest-bearing	79,220		77,323
Interest-bearing	179,853		177,452
Time deposits greater than $100,000	27,528	[2]	27,958	[2]
Total deposits	286,601		282,733
Short-term borrowings	28,226		29,893
Long-term debt	35,104		32,260
Other liabilities	15,337		13,475
Total liabilities	365,268		358,361
Shareholders' equity
Preferred stock	4,756		4,756
Common stock, par value $0.01 a share - authorized: 4,000,000,000 shares; issued: 3/31/15 and 12/31/14 - 2,125,725,742 shares	21		21
Capital surplus	8,315		8,313
Retained earnings	43,463		42,530
Less cost of common stock in treasury: 3/31/15 - 345,721,162 shares; 12/31/14 - 339,859,034 shares	-11,564		-11,245
Accumulated other comprehensive income (loss)	-714		-896
Total U.S. Bancorp shareholders' equity	44,277		43,479
Noncontrolling interests	688		689
Total equity	44,965		44,168
Total liabilities and equity	$410,233		$402,529
[1]	Includes only collateral pledged by the Company where counterparties have the right to sell or pledge the collateral.
[2]	Includes domestic time deposit balances greater than $250,000 of $6.0 billion and $5.0 billion at March 31, 2015, and December 31, 2014, respectively.

Consolidated_Balance_Sheet_Una1

Consolidated Balance Sheet (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Held-to-maturity securities, fair value	$46,022,000,000	$45,140,000,000
Securities, pledged as collateral	956,000,000	856,000,000
Mortgage loans, carried at fair value	4,977,000,000	4,774,000,000
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)	345,721,162	339,859,034
Time deposits greater than 250,000	6,000,000,000	5,000,000,000
Held-to-maturity Securities [Member]
Securities, pledged as collateral	526,000,000	526,000,000
Available-for-Sale Securities [Member]
Securities, pledged as collateral	390,000,000	330,000,000
Trading Securities [Member]
Securities, pledged as collateral	$234,000,000	$157,000,000

Consolidated_Statement_of_Inco

Consolidated Statement of Income (Unaudited) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Income
Loans	$2,493	$2,522
Loans held for sale	41	27
Investment securities	495	441
Other interest income	32	32
Total interest income	3,061	3,022
Interest Expense
Deposits	118	119
Short-term borrowings	61	69
Long-term debt	184	184
Total interest expense	363	372
Net interest income	2,698	2,650
Provision for credit losses	264	306
Net interest income after provision for credit losses	2,434	2,344
Noninterest Income
Credit and debit card revenue	241	239
Corporate payment products revenue	170	173
Merchant processing services	359	356
ATM processing services	78	78
Trust and investment management fees	322	304
Deposit service charges	161	157
Treasury management fees	137	133
Commercial products revenue	200	205
Mortgage banking revenue	240	236
Investment products fees	47	46
Realized securities gains (losses), net		5
Other	199	176
Total noninterest income	2,154	2,108
Noninterest Expense
Compensation	1,179	1,115
Employee benefits	317	289
Net occupancy and equipment	247	249
Professional services	77	83
Marketing and business development	70	79
Technology and communications	214	211
Postage, printing and supplies	82	81
Other intangibles	43	49
Other	436	388
Total noninterest expense	2,665	2,544
Income before income taxes	1,923	1,908
Applicable income taxes	479	496
Net income	1,444	1,412
Net (income) loss attributable to noncontrolling interests	-13	-15
Net income attributable to U.S. Bancorp	1,431	1,397
Net income applicable to U.S. Bancorp common shareholders	$1,365	$1,331
Earnings per common share	$0.77	$0.73
Diluted earnings per common share	$0.76	$0.73
Dividends declared per common share	$0.25	$0.23
Average common shares outstanding	1,781	1,818
Average diluted common shares outstanding	1,789	1,828

Consolidated_Statement_of_Comp

Consolidated Statement of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$1,444	$1,412
Other Comprehensive Income (Loss)
Changes in unrealized gains and losses on securities available-for-sale	208	301
Changes in unrealized gains and losses on derivative hedges	-28	-11
Foreign currency translation	17	-4
Reclassification to earnings of realized gains and losses	99	73
Income taxes related to other comprehensive income	-114	-138
Total other comprehensive income (loss)	182	221
Comprehensive income	1,626	1,633
Comprehensive (income) loss attributable to noncontrolling interests	-13	-15
Comprehensive income attributable to U.S. Bancorp	$1,613	$1,618

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, 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)	1,412				1,397			1,397	15
Other comprehensive income (loss)	221						221	221
Preferred stock dividends	-60				-60			-60
Common stock dividends	-420				-420			-420
Issuance of common and treasury stock	245			-20		265		245
Issuance of common and treasury stock, shares		8
Purchase of treasury stock	-482					-482		-482
Purchase of treasury stock, shares		-12
Distributions to noncontrolling interests	-15								-15
Net other changes in noncontrolling interests	-5								-5
Stock option and restricted stock grants	40			40				40
Ending Balance at Mar. 31, 2014	42,743	21	4,756	8,236	39,584	-9,693	-850	42,054	689
Shares, Ending Balance at Mar. 31, 2014		1,821
Beginning Balance at Dec. 31, 2014	44,168	21	4,756	8,313	42,530	-11,245	-896	43,479	689
Shares, Beginning Balance at Dec. 31, 2014		1,786
Net income (loss)	1,444				1,431			1,431	13
Other comprehensive income (loss)	182						182	182
Preferred stock dividends	-60				-60			-60
Common stock dividends	-438				-438			-438
Issuance of common and treasury stock	156			-43		199		156
Issuance of common and treasury stock, shares		6
Purchase of treasury stock	-518					-518		-518
Purchase of treasury stock, shares		-12
Distributions to noncontrolling interests	-14								-14
Net other changes in noncontrolling interests	0							0
Stock option and restricted stock grants	45			45				45
Ending Balance at Mar. 31, 2015	$44,965	$21	$4,756	$8,315	$43,463	($11,564)	($714)	$44,277	$688
Shares, Ending Balance at Mar. 31, 2015		1,780

Consolidated_Statement_of_Cash

Consolidated Statement of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Operating Activities
Net income attributable to U.S. Bancorp	$1,431	$1,397
Adjustments to reconcile net income to net cash provided by operating activities
Provision for credit losses	264	306
Depreciation and amortization of premises and equipment	77	74
Amortization of intangibles	43	49
(Gain) loss on sale of loans held for sale	-259	-174
(Gain) loss on sale of securities and other assets	-63	-24
Loans originated for sale in the secondary market, net of repayments	-10,008	-5,419
Proceeds from sales of loans held for sale	9,885	7,027
Other, net	381	-464
Net cash provided by operating activities	1,751	2,772
Investing Activities
Proceeds from sales of available-for-sale investment securities	123	295
Proceeds from maturities of held-to-maturity investment securities	2,334	2,559
Proceeds from maturities of available-for-sale investment securities	3,100	1,230
Purchases of held-to-maturity investment securities	-2,977	-4,369
Purchases of available-for-sale investment securities	-3,783	-5,062
Net increase in loans outstanding	-843	-3,146
Proceeds from sales of loans	441	174
Purchases of loans	-492	-548
Other, net	-404	222
Net cash (used in) provided by financing activities	-2,501	-8,645
Financing Activities
Net increase (decrease) in deposits	3,868	-1,511
Net increase (decrease) in short-term borrowings	-1,667	3,173
Proceeds from issuance of long-term debt	3,322	4,815
Principal payments or redemption of long-term debt	-543	-994
Proceeds from issuance of common stock	152	236
Repurchase of common stock	-464	-433
Cash dividends paid on preferred stock	-61	-61
Cash dividends paid on common stock	-439	-421
Net cash provided by financing activities	4,168	4,804
Change in cash and due from banks	3,418	-1,069
Cash and due from banks at beginning of period	10,654	8,477
Cash and due from banks at end of period	$14,072	$7,408

Basis_of_Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2015
Basis of Presentation [Abstract]
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, 2014. 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 11 “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	3 Months Ended
	Mar. 31, 2015
Accounting Changes [Abstract]
Accounting Changes	Note 2	Accounting Changes
	Revenue Recognition In May 2014, the Financial Accounting Standards Board (“FASB”) 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.
	Consolidation In February 2015, the FASB issued accounting guidance, effective for the Company on January 1, 2016, with early adoption permitted, related to the analysis required by organizations to evaluate whether they should consolidate certain legal entities. The Company expects the adoption of this guidance will not be material to its financial statements.

Investment_Securities

Investment Securities	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Note 3	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:
			31-Mar-15																		31-Dec-14
									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		$	2,744		$	34		$	–			$	(4	)		$	2,774			$	2,717			$	15	$	–		$	(18	)	$	2,714
	Mortgage-backed securities
	Residential
	Agency			42,800			471			–				(85	)			43,186				42,204				335		–			(176	)		42,363
	Non-agency non-prime (d)			1			–			–				–				1				1				–		–			–			1
	Asset-backed securities
	Collateralized debt obligations/			–			7			–				–				7				–				7		–			–			7
	Collateralized loan obligations
	Other			13			4			(1	)			–				16				13				4		–			–			17
	Obligations of state and political subdivisions			9			1			–				(1	)			9				9				1		–			(1	)		9
	Obligations of foreign governments			9			–			–				–				9				9				–		–			–			9
	Other debt securities			21			–			–				(1	)			20				21				–		–			(1	)		20
	Total held-to-maturity		$	45,597		$	517		$	(1	)		$	(91	)		$	46,022			$	44,974			$	362	$	–		$	(196	)	$	45,140
	Available-for-sale (b)
	U.S. Treasury and agencies		$	2,560		$	32		$	–			$	–			$	2,592			$	2,622			$	14	$	–		$	(4	)	$	2,632
	Mortgage-backed securities
	Residential
	Agency			45,506			658			–				(134	)			46,030				44,668				593		–			(244	)		45,017
	Non-agency
	Prime (c)			380			9			(2	)			(2	)			385				399				9		(2	)		(1	)		405
	Non-prime (d)			254			20			(1	)			–				273				261				20		(1	)		–			280
	Commercial agency			101			2			–				–				103				112				3		–			–			115
	Asset-backed securities
	Collateralized debt obligations/			18			4			–				–				22				18				4		–			–			22
	Collateralized loan obligations
	Other			603			13			–				–				616				607				13		–			(1	)		619
	Obligations of state and political subdivisions			5,477			260			–				(2	)			5,735				5,604				265		–			(1	)		5,868
	Obligations of foreign governments			–			–			–				–				–				6				–		–			–			6
	Corporate debt securities			690			6			–				(68	)			628				690				3		–			(79	)		614
	Perpetual preferred securities			156			29			–				(9	)			176				200				27		–			(10	)		217
	Other investments			236			30			–				–				266				245				29		–			–			274
	Total available-for-sale		$	55,981		$	1,063		$	(3	)		$	(215	)		$	56,826			$	55,432			$	980	$	(3	)	$	(340	)	$	56,069
	(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 4.1 years at March 31, 2015, compared with 4.3 years at December 31, 2014. The corresponding weighted-average yields were 2.29 percent and 2.32 percent, respectively. The weighted-average maturity of the held-to-maturity investment securities was 3.8 years at March 31, 2015, and 4.0 years December 31, 2014. The corresponding weighted-average yields were 1.90 percent and 1.92 percent, respectively.
	For amortized cost, fair value and yield by maturity date of held-to-maturity and available-for-sale investment securities outstanding at March 31, 2015, 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 $12.5 billion at March 31, 2015, and $12.6 billion at December 31, 2014, 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 $956 million at March 31, 2015, and $856 million at December 31, 2014.
	The following table provides information about the amount of interest income from taxable and non-taxable investment securities:
	Three Months Ended March 31,		2015			2014
	(Dollars in Millions)
	Taxable		$	436		$	381
	Non-taxable			59			60
	Total interest income from investment securities		$	495		$	441
	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 March 31,		2015			2014
	(Dollars in Millions)
	Realized gains		$	1		$	5
	Realized losses			(1	)		–
	Net realized gains (losses)		$	–		$	5
	Income tax (benefit) on net realized gains (losses)		$	–		$	2
	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 Company determines 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) is measured as the difference between that discounted amount and the fair value of each investment security. The total amount of other then temporary impairment recorded was immaterial for the three months ended March 31, 2015 and 2014.
	Changes in the credit losses on debt securities are summarized as follows:
	Three Months Ended March 31,		2015			2014
(Dollars in Millions)
Balance at beginning of period		$	101		$	116
Increases in expected cash flows			(2	)		(2	)
Realized losses (a)			(3	)		(3	)
Balance at end of period		$	96		$	111
(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 March 31, 2015, 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 March 31, 2015:
		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		$	439		$	(2	)			$	114			$	(2	)		$	553			$	(4	)
Residential agency mortgage-backed securities			2,907			(9	)				5,171				(76	)			8,078				(85	)
Other asset-backed securities			–			–					6				(1	)			6				(1	)
Obligations of state and political subdivisions			2			(1	)				–				–				2				(1	)
Other debt securities			–			–					20				(1	)			20				(1	)
Total held-to-maturity		$	3,348		$	(12	)			$	5,311			$	(80	)		$	8,659			$	(92	)
Available-for-sale
U.S. Treasury and agencies		$	215		$	–				$	108			$	–			$	323			$	–
Residential mortgage-backed securities
Agency			4,282			(16	)				7,253				(118	)			11,535				(134	)
Non-agency (a)
Prime (b)			82			(1	)				66				(3	)			148				(4	)
Non-prime (c)			17			–					20				(1	)			37				(1	)
Other asset-backed securities			–			–					3				–				3				–
Obligations of state and political subdivisions			92			(2	)				–				–				92				(2	)
Corporate debt securities			–			–					440				(68	)			440				(68	)
Perpetual preferred securities			–			–					76				(9	)			76				(9	)
Total available-for-sale		$	4,688		$	(19	)			$	7,966			$	(199	)		$	12,654			$	(218	)
(a)	The Company has $5 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 March 31, 2015, 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	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loans and Allowance for Credit Losses	Note 4	Loans and Allowance for Credit Losses
	The composition of the loan portfolio, disaggregated by class and underlying specific portfolio type, was as follows:
			March 31, 2015								December 31, 2014
	(Dollars in Millions)		Amount			Percent					Amount				Percent
						of Total									of Total
	Commercial
	Commercial		$	77,394			31.5	%			$	74,996				30.2	%
	Lease financing			5,338			2.2					5,381				2.2
	Total commercial			82,732			33.7					80,377				32.4
	Commercial Real Estate
	Commercial mortgages			32,755			13.4					33,360				13.5
	Construction and development			9,654			3.9					9,435				3.8
	Total commercial real estate			42,409			17.3					42,795				17.3
	Residential Mortgages
	Residential mortgages			38,153			15.5					38,598				15.6
	Home equity loans, first liens			12,936			5.3					13,021				5.2
	Total residential mortgages			51,089			20.8					51,619				20.8
	Credit Card			17,504			7.2					18,515				7.5
	Other Retail
	Retail leasing			5,796			2.3					5,871				2.4
	Home equity and second mortgages			15,859			6.5					15,916				6.4
	Revolving credit			3,233			1.3					3,309				1.3
	Installment			6,345			2.6					6,242				2.5
	Automobile			15,216			6.2					14,822				6
	Student (a)			–			–					3,104				1.3
	Total other retail			46,449			18.9					49,264				19.9
	Total loans, excluding covered loans			240,183			97.9					242,570				97.9
	Covered Loans			5,118			2.1					5,281				2.1
	Total loans		$	245,301			100	%			$	247,851				100	%
	(a)	Effective March 31, 2015, the Company transferred all of its student loans to loans held for sale.
	The Company had loans of $79.1 billion at March 31, 2015, and $79.8 billion at December 31, 2014, pledged at the Federal Home Loan Bank (“FHLB”), and loans of $63.5 billion at March 31, 2015, and $61.8 billion at December 31, 2014, 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 $535 million at March 31, 2015, and $574 million at December 31, 2014. 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.”
	Changes in the accretable balance for purchased impaired loans were as follows:
	Three Months Ended March 31		2015			2014
	(Dollars in Millions)
	Balance at beginning of period		$	1,309		$	1,655
	Accretion			(98	)		(111	)
	Disposals			(27	)		(40	)
	Reclassifications from nonaccretable difference (a)			5			81
	Other			(2	)		(1	)
	Balance at end of period		$	1,187		$	1,584
	(a)	Primarily relates to changes in expected credit performance.
	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 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 14-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:
	(Dollars in Millions)		Commercial			Commercial			Residential				Credit				Other				Total Loans,				Covered				Total
						Real Estate			Mortgages				Card				Retail				Excluding				Loans				Loans
																					Covered Loans
	Balance at December 31, 2014		$	1,146		$	726		$	787			$	880			$	771			$	4,310			$	65			$	4,375
	Add
	Provision for credit losses			98			(23	)		12				154				23				264				–				264
	Deduct
	Loans charged off			74			5			41				182				81				383				–				383
	Less recoveries of loans charged off			(31	)		(23	)		(6	)			(19	)			(25	)			(104	)			–				(104	)
	Net loans charged off			43			(18	)		35				163				56				279				–				279
	Other changes (a)			(1	)		–			–				–				–				(1	)			(8	)			(9	)
	Balance at March 31, 2015		$	1,200		$	721		$	764			$	871			$	738			$	4,294			$	57			$	4,351
	Balance at December 31, 2013		$	1,075		$	776		$	875			$	884			$	781			$	4,391			$	146			$	4,537
	Add
Provision for credit losses			52			(37	)		44				170				80				309				(3	)			306
Deduct
Loans charged off			63			8			61				184				100				416				6				422
Less recoveries of loans charged off			(27	)		(11	)		(4	)			(14	)			(24	)			(80	)			(1	)			(81	)
Net loans charged off			36			(3	)		57				170				76				336				5				341
Other changes (a)			–			–			–				–				–				–				(5	)			(5	)
Balance at March 31, 2014		$	1,091		$	742		$	862			$	884			$	785			$	4,364			$	133			$	4,497
(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 March 31, 2015 Related to
Loans individually evaluated for impairment (a)		$	4		$	3		$	–			$	–			$	–			$	7			$	–			$	7
TDRs collectively evaluated for impairment			10			8			315				58				38				429				2				431
Other loans collectively evaluated for impairment			1,186			683			449				813				700				3,831				2				3,833
Loans acquired with deteriorated credit quality			–			27			–				–				–				27				53				80
Total allowance for credit losses		$	1,200		$	721		$	764			$	871			$	738			$	4,294			$	57			$	4,351
Allowance Balance at December 31, 2014 Related to
Loans individually evaluated for impairment (a)		$	5		$	4		$	–			$	–			$	–			$	9			$	–			$	9
TDRs collectively evaluated for impairment			12			12			319				61				41				445				4				449
Other loans collectively evaluated for impairment			1,129			678			468				819				730				3,824				1				3,825
Loans acquired with deteriorated credit quality			–			32			–				–				–				32				60				92
Total allowance for credit losses		$	1,146		$	726		$	787			$	880			$	771			$	4,310			$	65			$	4,375
(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
March 31, 2015
Loans individually evaluated for impairment (a)		$	124		$	98		$	13			$	–			$	–			$	235			$	–			$	235
TDRs collectively evaluated for impairment			120			282			4,537				226				229				5,394				33				5,427
Other loans collectively evaluated for impairment			82,487			41,608			46,538				17,278				46,220				234,131				2,357				236,488
Loans acquired with deteriorated credit quality			1			421			1				–				–				423				2,728				3,151
Total loans		$	82,732		$	42,409		$	51,089			$	17,504			$	46,449			$	240,183			$	5,118			$	245,301
December 31, 2014
Loans individually evaluated for impairment (a)		$	159		$	128		$	12			$	–			$	–			$	299			$	–			$	299
TDRs collectively evaluated for impairment			124			393			4,653				240				237				5,647				34				5,681
Other loans collectively evaluated for impairment			80,093			41,744			46,953				18,275				49,027				236,092				2,463				238,555
Loans acquired with deteriorated credit quality			1			530			1				–				–				532				2,784				3,316
Total loans		$	80,377		$	42,795		$	51,619			$	18,515			$	49,264			$	242,570			$	5,281			$	247,851
(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 a loan’s carrying amount while a loan is on nonaccrual and are recognized as interest income upon payoff of the loan. However, 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 when 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, and those loans are classified as nonaccrual loans with interest income 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
March 31, 2015
Commercial		$	82,406		$	194		$	45			$	87			$	82,732
Commercial real estate			42,062			101			29				217				42,409
Residential mortgages (a)			49,906			188			170				825				51,089
Credit card			17,070			203			209				22				17,504
Other retail			46,016			178			68				187				46,449
Total loans, excluding covered loans			237,460			864			521				1,338				240,183
Covered loans			4,679			68			359				12				5,118
Total loans		$	242,139		$	932		$	880			$	1,350			$	245,301
December 31, 2014
Commercial		$	79,977		$	247		$	41			$	112			$	80,377
Commercial real estate			42,406			110			20				259				42,795
Residential mortgages (a)			50,330			221			204				864				51,619
Credit card			18,046			229			210				30				18,515
Other retail			48,764			238			75				187				49,264
Total loans, excluding covered loans			239,523			1,045			550				1,452				242,570
Covered loans			4,804			68			395				14				5,281
Total loans		$	244,327		$	1,113		$	945			$	1,466			$	247,851
(a)	At March 31, 2015, $362 million of loans 30–89 days past due and $3.0 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 $431 million and $3.1 billion at December 31, 2014, respectively.
At March 31, 2015, the amount of foreclosed residential real estate held by the Company, and included in other real estate owned, was $282 million ($245 million excluding covered assets), compared with $270 million ($233 million excluding covered assets) at December 31, 2014. This excludes $675 million and $641 million at March 31, 2015 and December 31, 2014, respectively, 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 March 31, 2015 and December 31, 2014, was $2.9 billion, of which $2.1 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
March 31, 2015
Commercial (b)		$	79,837		$	1,956		$	939			$	2,895			$	82,732
Commercial real estate			41,064			382			963				1,345				42,409
Residential mortgages (c)			50,009			6			1,074				1,080				51,089
Credit card			17,273			–			231				231				17,504
Other retail			46,128			12			309				321				46,449
Total loans, excluding covered loans			234,311			2,356			3,516				5,872				240,183
Covered loans			5,010			–			108				108				5,118
Total loans		$	239,321		$	2,356		$	3,624			$	5,980			$	245,301
Total outstanding commitments		$	500,488		$	4,095		$	4,309			$	8,404			$	508,892
December 31, 2014
Commercial (b)		$	78,409		$	1,204		$	764			$	1,968			$	80,377
Commercial real estate			41,322			451			1,022				1,473				42,795
Residential mortgages (c)			50,479			5			1,135				1,140				51,619
Credit card			18,275			–			240				240				18,515
Other retail			48,932			20			312				332				49,264
Total loans, excluding covered loans			237,417			1,680			3,473				5,153				242,570
Covered loans			5,164			–			117				117				5,281
Total loans		$	242,581		$	1,680		$	3,590			$	5,270			$	247,851
Total outstanding commitments		$	501,535		$	2,964		$	4,179			$	7,143			$	508,678
(a)	Classified rating on consumer loans primarily based on delinquency status.
(b)	At March 31, 2015, $946 million of loans to customers in energy related businesses had a special mention or classified rating, compared with $122 million at December 31, 2014.
(c)	At March 31, 2015, $3.0 billion of GNMA loans 90 days or more past due and $2.2 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 $3.1 billion and $2.2 billion at December 31, 2014, 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, which include all nonaccrual and TDR 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
March 31, 2015
Commercial		$	293		$	817		$	19			$	38
Commercial real estate			476			1,104			17				14
Residential mortgages			2,676			3,423			270				–
Credit card			226			226			57				–
Other retail			351			553			41				4
Total impaired loans, excluding GNMA and covered loans			4,022			6,123			404				56
Loans purchased from GNMA mortgage pools			2,157			2,157			49				–
Covered loans			41			52			3				1
Total		$	6,220		$	8,332		$	456			$	57
December 31, 2014
Commercial		$	329		$	769		$	21			$	51
Commercial real estate			624			1,250			23				18
Residential mortgages			2,730			3,495			273				–
Credit card			240			240			61				–
Other retail			361			570			44				4
Total impaired loans, excluding GNMA and covered loans			4,284			6,324			422				73
Loans purchased from GNMA mortgage pools			2,244			2,244			50				–
Covered loans			43			55			4				1
Total		$	6,571		$	8,623		$	476			$	74
(a)	Substantially all loans classified as impaired at March 31, 2015 and December 31, 2014, had an associated allowance for credit losses.
Additional information on impaired loans follows:
		2015								2014
Three Months Ended March 31		Average			Interest					Average				Interest
(Dollars in Millions)		Recorded			Income					Recorded				Income
		Investment			Recognized					Investment				Recognized
Commercial		$	311		$	2				$	417			$	2
Commercial real estate			550			3					660				9
Residential mortgages			2,703			33					2,753				35
Credit card			233			2					300				3
Other retail			355			4					388				4
Total impaired loans, excluding GNMA and covered loans			4,152			44					4,518				53
Loans purchased from GNMA mortgage pools			2,201			25					2,662				33
Covered loans			42			–					435				5
Total		$	6,395		$	69				$	7,615			$	91
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, which is generally six months or greater. 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:
		2015												2014
Three Months Ended March 31		Number			Pre-Modification			Post-Modification						Number				Pre-Modification				Post-Modification
(Dollars in Millions)		of Loans			Outstanding			Outstanding						of Loans				Outstanding				Outstanding
					Loan			Loan										Loan				Loan
					Balance			Balance										Balance				Balance
Commercial			359		$	23		$	23						619			$	79			$	77
Commercial real estate			25			13			13						15				11				8
Residential mortgages			374			51			51						528				70				70
Credit card			6,337			33			33						6,816				40				40
Other retail			622			11			11						787				21				20
Total loans, excluding GNMA and covered loans			7,717			131			131						8,765				221				215
Loans purchased from GNMA mortgage pools			2,024			246			245						2,563				257				246
Covered loans			1			–			–						13				9				8
Total loans			9,742		$	377		$	376						11,341			$	487			$	469
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 first quarter of 2015, at March 31, 2015, 177 residential mortgages, 53 home equity and second mortgage loans and 1,750 loans purchased from GNMA mortgage pools with outstanding balances of $24 million, $3 million and $224 million, respectively, were in a trial period and have estimated post-modification balances of $25 million, $3 million and $226 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 all of the above 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 and continues to report them as TDRs after the trial period.
Credit card and other retail loan TDRs 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 accounting and disclosure purposes 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:
		2015								2014
Three Months Ended March 31		Number			Amount					Number				Amount
(Dollars in Millions)		of Loans			Defaulted					of Loans				Defaulted
Commercial			164		$	2					145			$	5
Commercial real estate			5			2					6				7
Residential mortgages			106			13					148				22
Credit card			1,578			8					1,461				8
Other retail			131			3					185				6
Total loans, excluding GNMA and covered loans			1,984			28					1,945				48
Loans purchased from GNMA mortgage pools			198			26					71				10
Covered loans			–			–					8				3
Total loans			2,182		$	54					2,024			$	61
In addition to the defaults in the table above, for the three months ended March 31, 2015, the Company had a total of 775 residential mortgage loans, home equity and second mortgage loans and loans purchased from GNMA mortgage pools with aggregate outstanding balances of $101 million 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. The carrying amount of the covered assets consisted of purchased impaired loans, purchased nonimpaired loans and other assets as shown in the following table:
		March 31, 2015																December 31, 2014
(Dollars in Millions)		Purchased			Purchased			Other				Total						Purchased				Purchased				Other				Total
		Impaired			Nonimpaired			Assets										Impaired				Nonimpaired				Assets
		Loans			Loans													Loans				Loans
Residential mortgage loans		$	2,728		$	707		$	–			$	3,435					$	2,784			$	738			$	–			$	3,522
Other retail loans			–			560			–				560						–				584				–				584
Losses reimbursable by the FDIC (a)			–			–			703				703						–				–				717				717
Unamortized changes in FDIC asset (b)			–			–			420				420						–				–				458				458
Covered loans			2,728			1,267			1,123				5,118						2,784				1,322				1,175				5,281
Foreclosed real estate			–			–			37				37						–				–				37				37
Total covered assets		$	2,728		$	1,267		$	1,160			$	5,155					$	2,784			$	1,322			$	1,212			$	5,318
(a)	Relates to loss sharing agreements with remaining terms up to four 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.
Interest income is recognized on 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	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Accounting for Transfers and Servicing of Financial Assets and Variable Interest Entities	Note 5	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 15.
	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 6. 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. The Company recognized federal and state income tax credits related to its affordable housing and other tax-advantaged investments in tax expense of $168 million and $178 million for the three months ended March 31, 2015 and 2014, respectively. The Company also recognized $114 million and $103 million of investment tax credits for the three months ended March 31, 2015 and 2014, respectively. The Company recognized $146 million and $164 million of expenses related to all of these investments for the three months ended March 31, 2015 and 2014, respectively, of which $66 million and $71 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, 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)		March 31,		December 31,
			2015		2014
	Investment carrying amount		$	4,659	$	4,259
	Unfunded capital and other commitments			2,034		1,743
	Maximum exposure to loss			8,478		8,393
	The Company also has noncontrolling financial investments in private investment funds and partnerships considered to be VIEs, which are not consolidated. The Company’s recorded investment in these entities, carried in other assets on the Consolidated Balance Sheet, was approximately $92 million at March 31, 2015, compared with $94 million at December 31, 2014. The maximum exposure to loss related to these VIEs was $103 million at March 31, 2015 and $105 million at December 31, 2014, representing the Company’s investment balance and its unfunded commitments to invest additional amounts.
	The Company’s individual net investments in unconsolidated VIEs, which exclude any unfunded capital commitments, ranged from less than $1 million to $51 million at March 31, 2015, compared with less than $1 million to $53 million at December 31, 2014.
	The Company is required to consolidate VIEs in which it has concluded it has a controlling financial interest. The Company sponsors entities to which it transfers its interests in tax-advantaged investments to third parties. At March 31, 2015, approximately $2.7 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 $2.7 billion and $2.0 billion, respectively, at December 31, 2014. 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 March 31, 2015, $34 million of the held-to-maturity investment securities on the Company’s Consolidated Balance Sheet were related to the conduit, compared with $35 million at December 31, 2014.
	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 March 31, 2015, $2.5 billion of available-for-sale investment securities and $2.4 billion of short-term borrowings on the Consolidated Balance Sheet were related to the tender option bond program, compared with $2.9 billion of available-for-sale investment securities and $2.7 billion of short-term borrowings at December 31, 2014.

Mortgage_Servicing_Rights

Mortgage Servicing Rights	3 Months Ended
	Mar. 31, 2015
Text Block [Abstract]
Mortgage Servicing Rights	Note 6	Mortgage Servicing Rights
	The Company serviced $225.2 billion of residential mortgage loans for others at March 31, 2015, and $225.0 billion at December 31, 2014, 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 was a net loss of $1 million and a net gain of $58 million for the three months ended March 31, 2015 and 2014, respectively. Loan servicing fees, not including valuation changes, included in mortgage banking revenue, were $178 million and $188 million for the three months ended March 31, 2015 and 2014, respectively.
	Changes in fair value of capitalized MSRs are summarized as follows:
	Three Months Ended March 31		2015			2014
	(Dollars in Millions)
	Balance at beginning of period		$	2,338		$	2,680
	Rights purchased			6			1
	Rights capitalized			145			84
	Changes in fair value of MSRs
	Due to fluctuations in market interest rates (a)			(131	)		(76	)
	Due to revised assumptions or models (b)			—			12
	Other changes in fair value (c)			(108	)		(83	)
	Balance at end of period		$	2,250		$	2,618
	(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 market interest rates of the fair value of the MSRs portfolio and the related derivative instruments was as follows:
			31-Mar-15																					31-Dec-14
	(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		$	(557	)	$	(264	)	$	(127	)	$	111		$	207			$	385				$	(540	)	$	(242	)	$	(114	)	$	100		$	185		$	346
	Derivative instrument hedges			505			254			123			(116	)		(224	)			(432	)				441			223			109			(102	)		(197	)		(375	)
	Net sensitivity		$	(52	)	$	(10	)	$	(4	)	$	(5	)	$	(17	)		$	(47	)			$	(99	)	$	(19	)	$	(5	)	$	(2	)	$	(12	)	$	(29	)
	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 Housing Finance Agency (“HFA”) mortgages (formerly Mortgage Revenue Bond Programs). The servicing portfolios are predominantly comprised of fixed-rate agency loans with limited adjustable-rate or jumbo mortgage loans. The HFA 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:
			31-Mar-15														31-Dec-14
	(Dollars in Millions)		HFA			Government			Conventional (b)			Total					HFA				Government			Conventional (b)			Total
	Servicing portfolio		$	21,055		$	40,539		$	161,371		$	222,965				$	19,706			$	40,471		$	162,620		$	222,797
	Fair value		$	228		$	411		$	1,611		$	2,250				$	213			$	426		$	1,699		$	2,338
	Value (bps) (a)			108			101			100			101					108				105			104			105
	Weighted-average servicing fees (bps)			36			33			27			29					37				33			27			29
	Multiple (value/servicing fees)			3			3.06			3.7			3.48					2.92				3.18			3.85			3.62
	Weighted-average note rate			4.54	%		4.16	%		4.14	%		4.18	%				4.58	%			4.18	%		4.14	%		4.19	%
	Weighted-average age (in years)			3.5			3.3			3.3			3.3					3.6				3.2			3.1			3.2
	Weighted-average expected prepayment (constant prepayment rate)			13	%		16	%		12.5	%		13.2	%				12.8	%			14.8	%		11.4	%		12.1	%
	Weighted-average expected life (in years)			6.1			5.1			6			5.8					6.2				5.5			6.5			6.3
	Weighted-average discount rate			11.8	%		11.3	%		9.6	%		10.1	%				11.9	%			11.2	%		9.6	%		10.1	%
	(a)	Value is calculated as fair value divided by the servicing portfolio.
	(b)	Represents loans sold primarily to GSEs.

Preferred_Stock

Preferred Stock	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Preferred Stock	Note 7	Preferred Stock
	At March 31, 2015 and December 31, 2014, 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:
			March 31, 2015								December 31, 2014
	(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 March 31, 2015 and December 31, 2014, was $1.00 per share.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Accumulated Other Comprehensive Income (Loss)	Note 8	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 for the three months ended March 31, is as follows:
	(Dollars in Millions)		Unrealized Gains			Unrealized Gains			Unrealized Gains			Unrealized Gains			Foreign			Total
			(Losses) on			(Losses) on			(Losses) on			(Losses) on			Currency
			Securities			Securities			Derivative Hedges			Retirement Plans			Translation
			Available-For-			Transferred  From
			Sale			Available-For-Sale
						to Held-To-
						Maturity
	2015
	Balance at beginning of period		$	392		$	52		$	(172	)	$	(1,106	)	$	(62	)	$	(896	)
	Changes in unrealized gains and losses			208			—			(28	)		—			—			180
	Foreign currency translation adjustment			—			—			—			—			17			17
	Reclassification to earnings of realized gains and losses			—			(7	)		50			56			—			99
	Applicable income taxes			(80	)		3			(8	)		(22	)		(7	)		(114	)
	Balance at end of period		$	520		$	48		$	(158	)	$	(1,072	)	$	(52	)	$	(714	)
	2014
	Balance at beginning of period		$	(77	)	$	70		$	(261	)	$	(743	)	$	(60	)	$	(1,071	)
	Changes in unrealized gains and losses			301			—			(11	)		—			—			290
	Foreign currency translation adjustment			—			—			—			—			(4	)		(4	)
	Reclassification to earnings of realized gains and losses			(5	)		(7	)		49			36			—			73
	Applicable income taxes			(113	)		3			(15	)		(14	)		1			(138	)
	Balance at end of period		$	106		$	66		$	(238	)	$	(721	)	$	(63	)	$	(850	)
	Additional detail about the impact to net income for items reclassified out of accumulated other comprehensive income (loss) and into earnings for the three months ended March 31, is as follows:
			Impact to Net Income						Affected Line Item in the
	(Dollars in Millions)		2015			2014			Consolidated Statement of Income
	Unrealized gains (losses) on securities available-for-sale
	Realized gains (losses) on sale of securities		$	—		$	5		Total securities gains (losses), net
				—			(2	)	Applicable income taxes
				—			3		Net-of-tax
	Unrealized gains (losses) on securities transferred from available-for-sale to held-to-maturity
	Amortization of unrealized gains			7			7		Interest income
				(3	)		(3	)	Applicable income taxes
				4			4		Net-of-tax
	Unrealized gains (losses) on derivative hedges
	Realized gains (losses) on derivative hedges			(50	)		(49	)	Net interest income
				19			19		Applicable income taxes
				(31	)		(30	)	Net-of-tax
	Unrealized gains (losses) on retirement plans
	Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization			(56	)		(36	)	Employee benefits expense
				22			14		Applicable income taxes
				(34	)		(22	)	Net-of-tax
	Total impact to net income		$	(61	)	$	(45	)

Earnings_Per_Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Earnings Per Share	Note 9	Earnings Per Share
	The components of earnings per share were:
			Three Months Ended
			March 31,
	(Dollars and Shares in Millions, Except Per Share Data)		2015			2014
	Net income attributable to U.S. Bancorp		$	1,431		$	1,397
	Preferred dividends			(60	)		(60	)
	Earnings allocated to participating stock awards			(6	)		(6	)
	Net income applicable to U.S. Bancorp common shareholders		$	1,365		$	1,331
	Average common shares outstanding			1,781			1,818
	Net effect of the exercise and assumed purchase of stock awards			8			10
	Average diluted common shares outstanding			1,789			1,828
	Earnings per common share		$	0.77		$	0.73
	Diluted earnings per common share		$	0.76		$	0.73
	Options outstanding at March 31, 2015, to purchase 1 million common shares were not included in the computation of diluted earnings per share for the three months ended March 31, 2015, because they were antidilutive.

Employee_Benefits

Employee Benefits	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
Employee Benefits	Note 10	Employee Benefits
	The components of net periodic benefit cost for the Company’s retirement plans were:
			Three Months Ended March 31,
			Pension Plans						Postretirement
									Welfare Plan
	(Dollars in Millions)		2015			2014			2015			2014
	Service cost		$	47		$	38		$	–		$	–
	Interest cost			48			49			1			1
	Expected return on plan assets			(56	)		(52	)		–			–
	Prior service cost (credit) amortization			(1	)		(1	)		(1	)		(1	)
	Actuarial loss (gain) amortization			59			40			(1	)		(2	)
	Net periodic benefit cost		$	97		$	74		$	(1	)	$	(2	)

Income_Taxes

Income Taxes	3 Months Ended
	Mar. 31, 2015
Income Tax Disclosure [Abstract]
Income Taxes	Note 11	Income Taxes
	The components of income tax expense were:
			Three Months Ended
			March 31,
	(Dollars in Millions)		2015			2014
	Federal
	Current		$	380		$	490
	Deferred			20			(67	)
	Federal income tax			400			423
	State
	Current			84			83
	Deferred			(5	)		(10	)
	State income tax			79			73
	Total income tax provision		$	479		$	496
	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
			March 31,
	(Dollars in Millions)		2015			2014
	Tax at statutory rate		$	673		$	668
	State income tax, at statutory rates, net of federal tax benefit			51			43
	Tax effect of
	Tax credits and benefits, net of related expenses			(164	)		(165	)
	Tax-exempt income			(52	)		(52	)
	Noncontrolling interests			(4	)		(5	)
	Other items (a)			(25	)		7
	Applicable income taxes		$	479		$	496
	(a)	Includes the resolution of certain tax matters with taxing authorities.
	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 March 31, 2015, 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 $1.9 billion at March 31, 2015, and $1.7 billion at December 31, 2014.

Derivative_Instruments

Derivative Instruments	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments	Note 12	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 three months ended March 31, 2015, 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 March 31, 2015, the Company had $158 million (net-of-tax) of realized and unrealized losses on derivatives classified as cash flow hedges recorded in other comprehensive income (loss), compared with $172 million (net-of-tax) at December 31, 2014. The estimated amount to be reclassified from other comprehensive income (loss) into earnings during the remainder of 2015 and the next 12 months are losses of $86 million (net-of-tax) and $107 million (net-of-tax), respectively. This amount includes 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 three months ended March 31, 2015, 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 three months ended March 31, 2015. There were no non-derivative debt instruments designated as net investment hedges at March 31, 2015 or December 31, 2014.
	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. The Company mitigates the market and liquidity risk associated with these customer derivatives by entering into similar offsetting positions with broker-dealers, or 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 swap agreements related to the sale of a portion of its Class B common shares of Visa Inc. Refer to Note 14 for further information on these swap agreements.
	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
	March 31, 2015
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	3,050		$	95			5.19				$	–		$	–		–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			92			–			7.59					5,888			285		1.88
	Net investment hedges
	Foreign exchange forward contracts			–			–			–					908			14		0.04
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			6,550			62			0.08					223			3		0.06
	Sell			892			18			0.09					7,993			61		0.1
	Options
	Purchased			2,800			–			0.07					–			–		–
	Written			3,690			64			0.08					5			–		0.13
	Receive fixed/pay floating swaps			4,115			74			10.22					–			–		–
	Foreign exchange forward contracts			1,434			5			0.02					5,965			60		0.01
	Equity contracts			21			–			0.22					68			–		0.39
	Credit contracts			1,246			3			2.89					2,390			5		2.65
	Other (a)			297			2			0.03					668			48		1.96
	Total		$	24,187		$	323							$	24,108		$	476
	December 31, 2014
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	2,750		$	65			5.69				$	–		$	–		–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			272			6			7.76					5,748			315		1.94
	Receive fixed/pay floating swaps			250			–			0.16					–			–		–
	Net investment hedges
	Foreign exchange forward contracts			1,047			31			0.04					–			–		–
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			4,839			45			0.07					60			–		0.08
	Sell			448			10			0.13					6,713			62		0.09
	Options
	Purchased			2,500			–			0.06					–			–		–
	Written			2,643			31			0.08					4			–		0.11
	Receive fixed/pay floating swaps			3,552			14			10.22					250			1		10.22
	Pay fixed/receive floating swaps			15			–			10.22					–			–		–
	Foreign exchange forward contracts			510			3			0.03					6,176			41		0.02
	Equity contracts			86			3			0.6					–			–		–
	Credit contracts			1,247			3			3.29					2,282			5		2.85
	Other (a)			58			4			0.03					390			48		3.2
	Total		$	20,217		$	215							$	21,623		$	472
	(a)	Includes short-term underwriting purchase and sale commitments with total asset and liability notional values of $297 million and $58 million at March 31, 2015 and December 31, 2014, respectively, and derivative liability swap agreements related to the sale of a portion of the Company’s Class B common shares of Visa Inc. The Visa swap agreements had a total notional value, fair value and weighted average remaining maturity of $371 million, $46 million and 3.51 years at March 31, 2015, respectively, compared to $332 million, $44 million and 3.75 years at December 31, 2014, respectively.
	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
March 31, 2015
Interest rate contracts
Receive fixed/pay floating swaps		$	29,287		$	1,140			5.66				$	3,634		$	10		5.44
Pay fixed/receive floating swaps			2,773			8			4.97					27,960			1,166		5.71
Options
Purchased			4,114			8			3.91					23			–		2.17
Written			23			–			2.17					4,080			7		3.91
Futures
Buy			1,796			–			0.25					–			–		–
Sell			–			–			–					807			–		1.24
Foreign exchange rate contracts
Forwards, spots and swaps			17,250			1,327			0.68					16,920			1,208		0.69
Options
Purchased			1,452			91			1.02					–			–		–
Written			–			–			–					1,452			91		1.02
Total		$	56,695		$	2,574							$	54,876		$	2,482
December 31, 2014
Interest rate contracts
Receive fixed/pay floating swaps		$	21,724		$	888			6.09				$	5,880		$	24		3.79
Pay fixed/receive floating swaps			4,622			26			3.27					21,821			892		6.08
Options
Purchased			4,409			10			3.79					24			–		2.42
Written			24			–			2.42					4,375			10		3.79
Futures
Buy			1,811			–			0.22					226			–		0.45
Sell			152			–			1.08					46			–		1.73
Foreign exchange rate contracts
Forwards, spots and swaps			17,062			890			0.52					14,645			752		0.59
Options
Purchased			976			39			0.44					–			–		–
Written			–			–			–					976			39		0.44
Total		$	50,780		$	1,853							$	47,993		$	1,717
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) for the three months ended March 31:
		Gains (Losses)								Gains (Losses)
		Recognized in								Reclassified from
		Other								Other
		Comprehensive								Comprehensive
		Income								Income
		(Loss)								(Loss) into Earnings
(Dollars in Millions)		2015			2014					2015			2014
Asset and Liability Management Positions
Cash flow hedges
Interest rate contracts (a)		$	(17	)	$	(7	)			$	(31	)	$	(30	)
Net investment hedges
Foreign exchange forward contracts			115			–					–			–
Note:	Ineffectiveness on cash flow and net investment hedges was not material for the three months ended March 31, 2015 and 2014.
(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 for the three months ended March 31:
(Dollars in Millions)		Location of			2015			2014
		Gains (Losses)
		Recognized in Earnings
Asset and Liability Management Positions
Fair value hedges (a)
Interest rate contracts			Other noninterest income		$	34		$	(2	)
Other economic hedges
Interest rate contracts
Futures and forwards			Mortgage banking revenue			41			(49	)
Purchased and written options			Mortgage banking revenue			59			66
Receive fixed/pay floating swaps			Mortgage banking revenue			115			109
Foreign exchange forward contracts			Commercial products revenue			20			(5	)
Customer-Related Positions
Interest rate contracts
Receive fixed/pay floating swaps			Other noninterest income			358			134
Pay fixed/receive floating swaps			Other noninterest income			(350	)		(129	)
Foreign exchange rate contracts
Forwards, spots and swaps			Commercial products revenue			20			16
Purchased and written options			Commercial products revenue			1			–
(a)	Gains (Losses) on items hedged by interest rate contracts included in noninterest income (expense), were $(33) million and $2 million for the three months ended March 31, 2015 and 2014, respectively. The ineffective portion was immaterial for the three months ended March 31, 2015 and 2014.
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 March 31, 2015, was $1.0 billion. At March 31, 2015, the Company had $879 million of cash posted as collateral against this net liability position.

Netting_Arrangements_for_Certa

Netting Arrangements for Certain Financial Instruments and Securities Financing Activities	3 Months Ended
	Mar. 31, 2015
Text Block [Abstract]
Netting Arrangements for Certain Financial Instruments and Securities Financing Activities	Note 13	Netting Arrangements for Certain Financial Instruments and Securities Financing Activities
	The majority of the Company’s derivative portfolio consists of bilateral over-the-counter trades. However, current regulations require that 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 $159.9 billion total notional amount of derivative positions at March 31, 2015, $42.4 billion related to those centrally cleared through clearinghouses and $4.7 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 arrangements, 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 12 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. The securities transferred under repurchase and reverse repurchase transactions typically are U.S. Treasury and agency securities or residential agency mortgage-backed securities. The securities loaned or borrowed typically are corporate debt securities 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. Repurchase/reverse repurchase and securities loaned/borrowed transactions expose the Company to counterparty risk. The Company manages this risk by performing assessments, independent of business line managers, and establishing concentration limits on each counterparty. Additionally, these transactions include collateral arrangements that require the fair values of the underlying securities to be determined daily, resulting in cash being obtained or refunded to counterparties to maintain specified collateral levels.
	The following table summarizes the maturities by category of collateral pledged for repurchase agreements and securities loaned transactions at March 31, 2015:
	(Dollars in Millions)		Overnight and		Less Than			Total
			Continuous		30 Days
	Repurchase Agreements
	U.S. Treasury and agencies		$	40	$	12		$	52
	Residential agency mortgage-backed securities			654		259			913
	Total repurchase agreements			694		271			965
	Securities Loaned
	Corporate debt securities			199		—			199
	Total securities loaned			199		—			199
	Gross amount of recognized liabilities for repurchase agreements and securities loaned		$	893	$	271		$	1,164
	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 Amounts Not Offset on the
			Gross		Gross Amounts			Net Amounts		Consolidated Balance Sheet						Net Amount
			Recognized		Offset on the			Presented on the
			Assets		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral
										Instruments (b)			Received (c)
	March 31, 2015
	Derivative assets (d)		$	2,469	$	(1,209	)	$	1,260	$	(73	)	$	—		$	1,187
	Reverse repurchase agreements			136		—			136		(37	)		(99	)		–
	Securities borrowed			666		—			666		—			(648	)		18
	Total		$	3,271	$	(1,209	)	$	2,062	$	(110	)	$	(747	)	$	1,205
	December 31, 2014
	Derivative assets (d)		$	1,847	$	(870	)	$	977	$	(58	)	$	—		$	919
	Reverse repurchase agreements			40		—			40		(40	)		—			—
	Securities borrowed			638		—			638		—			(620	)		18
	Total		$	2,525	$	(870	)	$	1,655	$	(98	)	$	(620	)	$	937
	(a)	Includes $292 million and $258 million of cash collateral related payables that were netted against derivative assets at March 31, 2015 and December 31, 2014, 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 $428 million and $221 million of derivative assets centrally cleared or otherwise not subject to netting arrangements at March 31, 2015 and December 31, 2014, respectively.
			Gross		Gross Amounts			Net Amounts		Gross Amounts Not Offset on the						Net Amount
			Recognized		Offset on the			Presented on the		Consolidated Balance Sheet
			Liabilities		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral
										Instruments (b)			Pledged (c)
	March 31, 2015
	Derivative liabilities (d)		$	2,436	$	(1,645	)	$	791	$	(73	)	$	—		$	718
	Repurchase agreements			965		—			965		(37	)		(928	)		—
	Securities loaned			199		—			199		—			(197	)		2
	Total		$	3,600	$	(1,645	)	$	1,955	$	(110	)	$	(1,125	)	$	720
	December 31, 2014
	Derivative liabilities (d)		$	1,847	$	(1,317	)	$	530	$	(58	)	$	—		$	472
	Repurchase agreements			948		—			948		(40	)		(908	)		—
	Securities loaned			47		—			47		—			(46	)		1
	Total		$	2,842	$	(1,317	)	$	1,525	$	(98	)	$	(954	)	$	473
	(a)	Includes $727 million and $705 million of cash collateral related receivables that were netted against derivative liabilities at March 31, 2015 and December 31, 2014, 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 $522 million and $342 million of derivative liabilities centrally cleared or otherwise not subject to netting arrangements at March 31, 2015 and December 31, 2014, respectively.

Fair_Values_of_Assets_and_Liab

Fair Values of Assets and Liabilities	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	Note 14	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 securities, as well as exchange-traded instruments, including certain perpetual preferred and corporate debt securities.
		•		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 three months ended March 31, 2015 and 2014, 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 three months ended March 31, 2015 and 2014, 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 include U.S. Treasury and exchange-traded 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 certain 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 $49 million and a $52 million net gain for the three months ended March 31, 2015 and 2014, 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 is 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 are 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, and 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 6 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 swap agreements executed in conjunction with the sale of a portion of its Class B common shares of Visa Inc. (“the Visa swaps”). 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 swaps require payments by either the Company or the purchaser of the Visa Inc. Class B common shares when there are changes in the conversion rate of the 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 agreements. Management reviews and updates the Visa swaps fair value in conjunction with its review of Visa related litigation contingencies, and the associated escrow funding. The fair value of the Visa swaps are calculated by the Company’s corporate development department 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. 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 swaps. Accordingly, the Visa swaps are classified within Level 3. Refer to Note 15 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 other equity and 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 5 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 March 31, 2015:
			Minimum				Maximum				Average
	Residential Prime Non-Agency Mortgage-Backed Securities (a)
	Estimated lifetime prepayment rates			6	%			22	%			14	%
	Lifetime probability of default rates			–				7				4
	Lifetime loss severity rates			15				60				34
	Discount margin			1				5				3
	Residential Non-Prime Non-Agency Mortgage-Backed Securities (b)
	Estimated lifetime prepayment rates			3	%			10	%			7	%
	Lifetime probability of default rates			4				12				7
	Lifetime loss severity rates			20				70				53
	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 March 31, 2015:
			Minimum				Maximum				Average
	Expected prepayment			12	%			22	%			13	%
	Discount rate			9				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 swaps are 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 March 31, 2015:
			Minimum				Maximum				Average
	Expected loan close rate			23	%			100	%			75	%
	Inherent MSR value (basis points per loan)			48				204				125
	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 March 31, 2015, the minimum, maximum and average credit valuation adjustment as a percentage of the derivative contract fair value prior to adjustment was 0 percent, 98 percent and 6 percent, respectively.
	The significant unobservable inputs used in the fair value measurement of the Visa swaps 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
	March 31, 2015
Available-for-sale securities
U.S. Treasury and agencies		$	1,613			$	979			$	–			$	–			$	2,592
Mortgage-backed securities
Residential
Agency			–				46,030				–				–				46,030
Non-agency
Prime (a)			–				–				385				–				385
Non-prime (b)			–				–				273				–				273
Commercial
Agency			–				103				–				–				103
Asset-backed securities
Collateralized debt obligations/Collateralized loan obligations			–				22				–				–				22
Other			–				555				61				–				616
Obligations of state and political subdivisions			–				5,735				–				–				5,735
Corporate debt securities			102				517				9				–				628
Perpetual preferred securities			57				119				–				–				176
Other investments			242				24				–				–				266
Total available-for-sale			2,014				54,084				728				–				56,826
Mortgage loans held for sale			–				4,977				–				–				4,977
Mortgage servicing rights			–				–				2,250				–				2,250
Derivative assets			–				2,074				823				(1,209	)			1,688
Other assets			131				969				–				–				1,100
Total		$	2,145			$	62,104			$	3,801			$	(1,209	)		$	66,841
Derivative liabilities		$	–			$	2,864			$	94			$	(1,645	)		$	1,313
Short-term borrowings (c)			179				636				–				–				815
Total		$	179			$	3,500			$	94			$	(1,645	)		$	2,128
December 31, 2014
Available-for-sale securities
U.S. Treasury and agencies		$	1,351			$	1,281			$	–			$	–			$	2,632
Mortgage-backed securities
Residential
Agency			–				45,017				–				–				45,017
Non-agency
Prime (a)			–				–				405				–				405
Non-prime (b)			–				–				280				–				280
Commercial
Agency			–				115				–				–				115
Asset-backed securities
Collateralized debt obligations/Collateralized loan obligations			–				22				–				–				22
Other			–				557				62				–				619
Obligations of state and political subdivisions			–				5,868				–				–				5,868
Obligations of foreign governments			–				6				–				–				6
Corporate debt securities			101				504				9				–				614
Perpetual preferred securities			55				162				–				–				217
Other investments			251				23				–				–				274
Total available-for-sale			1,758				53,555				756				–				56,069
Mortgage loans held for sale			–				4,774				–				–				4,774
Mortgage servicing rights			–				–				2,338				–				2,338
Derivative assets			–				1,408				660				(870	)			1,198
Other assets			231				641				–				–				872
Total		$	1,989			$	60,378			$	3,754			$	(870	)		$	65,251
Derivative liabilities		$	–			$	2,103			$	86			$	(1,317	)		$	872
Short-term borrowings (c)			101				608				–				–				709
Total		$	101			$	2,711			$	86			$	(1,317	)		$	1,581
(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 March 31:
(Dollars in Millions)		Beginning				Net Gains				Net Gains				Purchases				Sales				Principal				Issuances				Settlements				End				Net Change in
		of Period				(Losses)				(Losses)												Payments												of Period				Unrealized
		Balance				Included in				Included in																								Balance				Gains (Losses)
						Net Income				Other																												Relating to Assets
										Comprehensive																												and Liabilities Still
										Income (Loss)																												Held at End of Period
2015
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	405			$	–			$	(1	)		$	–			$	–			$	(19	)		$	–			$	–			$	385			$	(1	)
Non-prime (b)			280				–				–				–				–				(7	)			–				–				273				–
Asset-backed securities
Other			62				1				2				–				–				(4	)			–				–				61				2
Corporate debt securities			9				–				–				–				–				–				–				–				9				–
Total available-for-sale			756				1	(c)			1	(f)			–				–				(30	)			–				–				728				1
Mortgage servicing rights			2,338				(239	) (d)			–				6				–				–				145	(g)			–				2,250				(239	) (d)
Net derivative assets and liabilities			574				371	(e)			–				–				(1	)			–				–				(215	)			729				243	(h)
2014
Available-for-sale securities
Mortgage-backed securities
Residential non-agency
Prime (a)		$	478			$	–			$	7			$	–			$	–			$	(20	)		$	–			$	–			$	465			$	7
Non-prime (b)			297				(1	)			7				–				–				(6	)			–				–				297				7
Asset-backed securities
Other			63				1				1				2				–				(2	)			–				–				65				1
Corporate debt securities			9				–				–				–				–				–				–				–				9				–
Total available-for-sale			847				–				15	(f)			2				–				(28	)			–				–				836				15
Mortgage servicing rights			2,680				(147	) (d)			–				1				–				–				84	(g)			–				2,618				(147	) (d)
Net derivative assets and liabilities			445				185	(i)			–				1				–				–				–				(149	)			482				60	(j)
(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 interest income.
(d)	Included in mortgage banking revenue.
(e)	Approximately $207 million included in other noninterest income and $164 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 $139 million included in other noninterest income and $104 million included in mortgage banking revenue.
(i)	Approximately $81 million included in other noninterest income and $104 million included in mortgage banking revenue.
(j)	Approximately $21 million included in other noninterest income and $39 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:
		31-Mar-15																		31-Dec-14
(Dollars in Millions)		Level 1				Level 2				Level 3				Total						Level 1				Level 2				Level 3				Total
Loans (a)		$	–			$	–			$	14			$	14					$	–			$	–			$	77			$	77
Other assets (b)			–				–				40				40						–				–				90				90
(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 for the three months ended March 31:
(Dollars in Millions)				2015				2014
Loans (a)				$	25			$	16
Other assets (b)					9				19
(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:
		31-Mar-15														31-Dec-14
(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		$	4,977			$	4,804			$	173					$	4,774			$	4,582			$	192
Nonaccrual loans			5				8				(3	)					6				9				(3	)
Loans 90 days or more past due			1				1				–						1				1				–
Disclosures About Fair Value of Financial Instruments
The following table summarizes the estimated fair value for financial instruments as of March 31, 2015 and December 31, 2014, 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:
		March 31, 2015																								December 31, 2014
		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		$	14,072					$	14,072			$	–			$	–			$	14,072					$	10,654					$	10,654			$	–			$	–	$	10,654
Federal funds sold and securities purchased under resale agreements			157						–				157				–				157						118						–				118				–		118
Investment securities held-to-maturity			45,597						2,004				43,932				86				46,022						44,974						1,928				43,124				88		45,140
Loans held for sale (a)			3,035						–				–				3,040				3,040						18						–				–				18		18
Loans (b)			241,264						–				–				243,651				243,651						243,735						–				–				245,424		245,424
Other financial instruments			2,195						–				924				1,278				2,202						2,187						–				924				1,269		2,193
Financial Liabilities
Deposits			286,601						–				286,618				–				286,618						282,733						–				282,708				–		282,708
Short-term borrowings (c)			27,411						–				27,235				–				27,235						29,184						–				28,973				–		28,973
Long-term debt			35,104						–				35,678				–				35,678						32,260						–				32,659				–		32,659
Other liabilities			1,191						–				–				1,191				1,191						1,231						–				–				1,231		1,231
(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, deferred non-yield related loans fees, standby letters of credit and other guarantees is approximately equal to their carrying value. The carrying value of unfunded commitments, deferred non-yield related loan fees and standby letters of credit was $399 million and $413 million at March 31, 2015 and December 31, 2014, respectively. The carrying value of other guarantees was $215 million and $211 million at March 31, 2015 and December 31, 2014, respectively.

Guarantees_and_Contingent_Liab

Guarantees and Contingent Liabilities	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Guarantees and Contingent Liabilities	Note 15	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 March 31, 2015, 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 three months ended March 31, 2015, the Company sold 0.4 million of its Class B shares. This sale, and any previous sales of its Class B shares, do not impact the Company’s liability for the Visa Litigation matters or the receivable related to the escrow account. The remaining 8.5 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 14.
	Other Guarantees and Contingent Liabilities
	The following table is a summary of other guarantees and contingent liabilities of the Company at March 31, 2015:
	(Dollars in Millions)		Collateral			Carrying			Maximum
			Held			Amount			Potential
									Future
									Payments
	Standby letters of credit		$	–		$	53		$	13,997
	Third-party borrowing arrangements			–			–			17
	Securities lending indemnifications			4,614			–			4,465
	Asset sales			–			140			4,391	(a)
	Merchant processing			678			68			90,829
	Contingent consideration arrangements			–			2			2
	Tender option bond program guarantee			2,539			–			2,405
	Minimum revenue guarantees			–			5			15
	Other			–			–			414
	(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 March 31, 2015, the value of airline tickets purchased to be delivered at a future date was $8.8 billion. The Company held collateral of $563 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 representations 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 March 31, 2015 and December 31, 2014, the Company had reserved $46 million for potential losses from representation and warranty obligations. 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
			March 31,
	(Dollars in Millions)		2015			2014
	Balance at beginning of period		$	46		$	83
	Net realized losses			(2	)		(10	)
	Change in reserve			2			2
	Balance at end of period		$	46		$	75
	As of March 31, 2015 and December 31, 2014, the Company had $22 million and $19 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.
	Litigation Matters In the last several years, the Company and other large financial institutions have been sued in their capacity as trustee for residential mortgage–backed securities trusts. Among these lawsuits are actions brought in June 2014 by a group of institutional investors against six bank trustees, including the Company. In BlackRock Allocation Target Shares: Series S Portfolio, et al. v. U.S. Bank National Association, et al. filed on June 18, 2014 in the Supreme Court of the State of New York, New York County, and then refiled on November 24, 2014 in the United States District Court for the Southern District of New York (where it is now pending), the investors allege that U.S. Bank National Association as trustee caused them to incur losses by failing to enforce loan repurchase obligations and failing to abide by appropriate standards of care after events of default allegedly occurred. In the lawsuit, the plaintiffs seek monetary damages in an unspecified amount and also seek equitable relief.
	Regulatory Matters The Company is currently subject to investigations and examinations by government agencies and bank regulators concerning mortgage-related practices, including those related to compliance with selling guidelines relating to residential home loans sold to GSEs, foreclosure-related expenses submitted to the Federal Housing Administration or GSEs for reimbursement, and various practices related to lender-placed insurance. The Company is also regularly subject to examinations and inquiries in areas of increasing regulatory scrutiny, such as compliance, risk management, third party risk management, consumer protection, anti-money laundering, and Bank Secrecy Act and Office of Foreign Assets Control requirements. The Company is cooperating fully with these examinations, inquiries 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 and decrease its revenue).
	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).
	In April 2011, the Company and certain other large financial institutions entered into Consent Orders with U.S. federal banking regulators relating to residential mortgage servicing and foreclosure practices. These regulators will determine whether any of the institutions will be released from the Consent Orders, based on their compliance with the Consent Orders’ provisions. If the federal regulators determine that the Company has not appropriately addressed the requirements of the Consent Orders, the Company could be required to enter into further orders and settlements, pay additional fines or penalties, make restitution or further modify the Company’s business practices (which may increase the Company’s operating expenses and decrease its revenue).
	Outlook 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, 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 condition, results of operations or cash flows. 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 23 in the Company’s Annual Report on Form 10-K for the year ended December 31, 2014.

Subsequent_Events

Subsequent Events	3 Months Ended
	Mar. 31, 2015
Subsequent Events [Abstract]
Subsequent Events	Note 16	Subsequent Events
	The Company has evaluated the impact of events that have occurred subsequent to March 31, 2015 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)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
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, 2014. 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 11 “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	Revenue Recognition In May 2014, the Financial Accounting Standards Board (“FASB”) 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.
	Consolidation In February 2015, the FASB issued accounting guidance, effective for the Company on January 1, 2016, with early adoption permitted, related to the analysis required by organizations to evaluate whether they should consolidate certain legal entities. The Company expects the adoption of this guidance will not be material to its financial statements.
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 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 14-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 a loan’s carrying amount while a loan is on nonaccrual and are recognized as interest income upon payoff of the loan. However, 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 when 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, and those loans are classified as nonaccrual loans with interest income 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, which is generally six months or greater. 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 all of the above 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 and continues to report them as TDRs after the trial period.
	Credit card and other retail loan TDRs 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 accounting and disclosure purposes 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.
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. Guarantees provided to certain third parties in connection with the transfer of assets are further discussed in Note 15.
	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 6. 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	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, 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 Company is required to consolidate VIEs in which it has concluded it has a controlling financial interest. The Company sponsors entities to which it transfers its interests in 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 arrangements, 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 12 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. The securities transferred under repurchase and reverse repurchase transactions typically are U.S. Treasury and agency securities or residential agency mortgage-backed securities. The securities loaned or borrowed typically are corporate debt securities 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. Repurchase/reverse repurchase and securities loaned/borrowed transactions expose the Company to counterparty risk. The Company manages this risk by performing assessments, independent of business line managers, and establishing concentration limits on each counterparty. Additionally, these transactions include collateral arrangements that require the fair values of the underlying securities to be determined daily, resulting in cash being obtained or refunded to counterparties to maintain specified collateral levels.
	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.
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 securities, as well as exchange-traded instruments, including certain perpetual preferred and corporate debt securities.
		•	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 three months ended March 31, 2015 and 2014, 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.

Basis_of_Presentation_Tables

Basis of Presentation (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Line of Business Financial Performance	Table 11	Line of Business Financial Performance
			Wholesale Banking and									Consumer and Small
			Commercial Real Estate									Business Banking
	Three Months Ended March 31		2015			2014			Percent			2015			2014			Percent
	(Dollars in Millions)								Change									Change
	Condensed Income Statement
	Net interest income (taxable-equivalent basis)		$	513		$	484			6	%	$	1,047		$	1,088			(3.8	)%
	Noninterest income			221			244			(9.4	)		623			618			0.8
	Securities gains (losses), net			–			–			–			–			–			–
	Total net revenue			734			728			0.8			1,670			1,706			(2.1	)
	Noninterest expense			330			312			5.8			1,173			1,113			5.4
	Other intangibles			1			1			–			10			8			25
	Total noninterest expense			331			313			5.8			1,183			1,121			5.5
	Income before provision and income taxes			403			415			(2.9	)		487			585			(16.8	)
	Provision for credit losses			59			(18	)		*			12			133			(91.0	)
	Income before income taxes			344			433			(20.6	)		475			452			5.1
	Income taxes and taxable-equivalent adjustment			125			158			(20.9	)		173			164			5.5
	Net income			219			275			(20.4	)		302			288			4.9
	Net (income) loss attributable to noncontrolling interests			–			–			–			–			–			–
	Net income attributable to U.S. Bancorp		$	219		$	275			(20.4	)	$	302		$	288			4.9
	Average Balance Sheet
	Commercial		$	62,831		$	54,485			15.3	%	$	9,649		$	8,333			15.8	%
	Commercial real estate			21,697			20,573			5.5			19,198			18,622			3.1
	Residential mortgages			17			22			(22.7	)		49,796			50,294			(1.0	)
	Credit card			–			–			–			–			–			–
	Other retail			3			4			(25.0	)		47,241			45,482			3.9
	Total loans, excluding covered loans			84,548			75,084			12.6			125,884			122,731			2.6
	Covered loans			–			245			*			5,163			6,049			(14.6	)
	Total loans			84,548			75,329			12.2			131,047			128,780			1.8
	Goodwill			1,648			1,604			2.7			3,681			3,515			4.7
	Other intangible assets			21			21			–			2,493			2,741			(9.0	)
	Assets			93,045			82,243			13.1			146,556			141,689			3.4
	Noninterest-bearing deposits			34,794			32,183			8.1			24,863			21,981			13.1
	Interest checking			7,706			10,464			(26.4	)		39,019			34,880			11.9
	Savings products			25,857			17,098			51.2			52,544			48,093			9.3
	Time deposits			17,149			18,385			(6.7	)		16,954			18,710			(9.4	)
	Total deposits			85,506			78,130			9.4			133,380			123,664			7.9
	Total U.S. Bancorp shareholders’ equity			8,225			7,526			9.3			11,530			11,569			(.3	)
	*	Not meaningful
			Wealth Management and									Payment									Treasury and									Consolidated
			Securities Services									Services									Corporate Support									Company
			2015			2014			Percent			2015			2014			Percent			2015			2014			Percent			2015			2014			Percent
									Change									Change									Change									Change
			$	92		$	80			15	%	$	465		$	414			12.3	%	$	635		$	640			(.8	)%	$	2,752		$	2,706			1.7	%
				356			339			5			777			775			0.3			177			127			39.4			2,154			2,103			2.4
				–			–			–			–			–			–			–			5			*			–			5			*
				448			419			6.9			1,242			1,189			4.5			812			772			5.2			4,906			4,814			1.9
				350			333			5.1			595			569			4.6			174			168			3.6			2,622			2,495			5.1
				7			9			(22.2	)		25			31			(19.4	)		–			–			–			43			49			(12.2	)
				357			342			4.4			620			600			3.3			174			168			3.6			2,665			2,544			4.8
				91			77			18.2			622			589			5.6			638			604			5.6			2,241			2,270			(1.3	)
				(2	)		(4	)		50			197			201			(2.0	)		(2	)		(6	)		66.7			264			306			(13.7	)
				93			81			14.8			425			388			9.5			640			610			4.9			1,977			1,964			0.7
				34			29			17.2			155			141			9.9			46			60			(23.3	)		533			552			(3.4	)
				59			52			13.5			270			247			9.3			594			550			8			1,444			1,412			2.3
				–			–			–			(8	)		(9	)		11.1			(5	)		(6	)		16.7			(13	)		(15	)		13.3
			$	59		$	52			13.5		$	262		$	238			10.1		$	589		$	544			8.3		$	1,431		$	1,397			2.4
			$	2,292		$	1,848			24	%	$	6,595		$	5,997			10	%	$	141		$	171			(17.5	)%	$	81,508		$	70,834			15.1	%
				590			616			(4.2	)		–			–			–			1,186			239			*			42,671			40,050			6.5
				1,609			1,266			27.1			–			–			–			4			2			*			51,426			51,584			(.3	)
				–			–			–			17,823			17,407			2.4			–			–			–			17,823			17,407			2.4
				1,449			1,474			(1.7	)		627			697			(10.0	)		–			–			–			49,320			47,657			3.5
				5,940			5,204			14.1			25,045			24,101			3.9			1,331			412			*			242,748			227,532			6.7
				1			8			(87.5	)		–			5			*			38			2,020			(98.1	)		5,202			8,327			(37.5	)
			5,941			5,212			14			25,045			24,106			3.9			1,369			2,432			(43.7	)		247,950			235,859			5.1
			1,568			1,565			0.2			2,481			2,519			(1.5	)		–			–			–			9,378			9,203			1.9
			137			171			(19.9	)		425			507			(16.2	)		–			1			*			3,076			3,441			(10.6	)
			9,178			8,227			11.6			30,988			30,370			2			122,069			101,783			19.9			401,836			364,312			10.3
			12,714			14,716			(13.6	)		892			698			27.8			1,248			1,246			0.2			74,511			70,824			5.2
			7,345			5,420			35.5			587			540			8.7			1			1			–			54,658			51,305			6.5
			31,318			27,080			15.6			87			70			24.3			116			103			12.6			109,922			92,444			18.9
			2,996			4,163			(28.0	)		–			–			–			2,270			1,648			37.7			39,369			42,906			(8.2	)
			54,373			51,379			5.8			1,566			1,308			19.7			3,635			2,998			21.2			278,460			257,479			8.1
			2,298			2,296			0.1			5,780			5,668			2			16,245			14,702			10.5			44,078			41,761			5.5

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Table 4	Investment Securities
			Available-for-Sale																Held-to-Maturity
	At March 31, 2015 (Dollars in Millions)		Amortized			Fair			Weighted-				Weighted-						Amortized				Fair				Weighted-		Weighted-
			Cost			Value			Average				Average						Cost				Value				Average		Average
									Maturity in				Yield (e)														Maturity in		Yield (e)
									Years																		Years
	U.S. Treasury and Agencies
	Maturing in one year or less		$	421		$	421			0.7				2.39	%				$	80			$	80				0.2		1.36	%
	Maturing after one year through five years			1,384			1,403			3.2				1.39						1,097				1,112				3.4		1.42
	Maturing after five years through ten years			654			667			7.2				2.51						1,510				1,525				7.5		2.2
	Maturing after ten years			101			101			18.1				1.41						57				57				10.4		1.76
	Total		$	2,560		$	2,592			4.4				1.84	%				$	2,744			$	2,774				5.7		1.86	%
	Mortgage-Backed Securities (a)
	Maturing in one year or less		$	1,373		$	1,378			0.7				1.43	%				$	757			$	758				0.7		1.35	%
	Maturing after one year through five years			38,616			39,090			3.7				1.84						38,155				38,508				3.6		1.97
	Maturing after five years through ten years			5,737			5,807			5.9				1.78						3,777				3,810				5.7		1.33
	Maturing after ten years			515			516			11.5				1.24						112				111				11.6		1.2
	Total		$	46,241		$	46,791			4				1.81	%				$	42,801			$	43,187				3.7		1.9	%
	Asset-Backed Securities (a)
	Maturing in one year or less		$	–		$	–			–				–	%				$	1			$	1				0.3		0.79	%
	Maturing after one year through five years			266			276			3.2				1.52						7				10				3.1		0.86
	Maturing after five years through ten years			355			362			6.5				2.1						5				6				6.4		0.87
	Maturing after ten years			–			–			–				–						–				6				19.1		0.79
	Total		$	621		$	638			5.1				1.86	%				$	13			$	23				4.3		0.86	%
	Obligations of State and Political Subdivisions (b) (c)
	Maturing in one year or less		$	1,160		$	1,181			0.5				6.69	%				$	–			$	–				0.5		9.64	%
	Maturing after one year through five years			3,737			3,956			2				6.7						1				1				2.9		8.49
	Maturing after five years through ten years			480			489			6.9				4.5						1				1				7.3		7.92
	Maturing after ten years			100			109			14.5				7.07						7				7				10.9		2.52
	Total		$	5,477		$	5,735			2.3				6.51	%				$	9			$	9				9.2		4.08	%
	Other Debt Securities
	Maturing in one year or less		$	–		$	–			–				–	%				$	–			$	–				–		–	%
	Maturing after one year through five years			–			–			–				–						9				9				2		1.44
	Maturing after five years through ten years			–			–			–				–						21				20				5.6		1
	Maturing after ten years			690			628			18.2				2.48						–				–				–		–
	Total		$	690		$	628			18.2				2.48	%				$	30			$	29				4.5		1.13	%
	Other Investments		$	392		$	442			11.5				2.36	%				$	–			$	–				–		–	%
	Total investment securities (d)		$	55,981		$	56,826			4.1				2.29	%				$	45,597			$	46,022				3.8		1.9	%
	(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 4.3 years at December 31, 2014, with a corresponding weighted-average yield of 2.32 percent. The weighted-average maturity of the held-to-maturity investment securities was 4.0 years at December 31, 2014, with a corresponding weighted-average yield of 1.92 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.
			31-Mar-15								31-Dec-14
	(Dollars in Millions)		Amortized			Percent					Amortized				Percent
			Cost			of Total					Cost				of Total
	U.S. Treasury and agencies		$	5,304			5.2	%			$	5,339				5.3	%
	Mortgage-backed securities			89,042			87.7					87,645				87.3
	Asset-backed securities			634			0.6					638				0.6
	Obligations of state and political subdivisions			5,486			5.4					5,613				5.6
	Other debt securities and investments			1,112			1.1					1,171				1.2
	Total investment securities		$	101,578			100	%			$	100,406				100	%
Investment Securities Held to Maturity	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 investment securities were as follows:
			31-Mar-15																				31-Dec-14
									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		$	2,744		$	34		$	–			$	(4	)		$	2,774					$	2,717			$	15	$	–		$	(18	)	$	2,714
	Mortgage-backed securities
	Residential
	Agency			42,800			471			–				(85	)			43,186						42,204				335		–			(176	)		42,363
	Non-agency non-prime (d)			1			–			–				–				1						1				–		–			–			1
	Asset-backed securities
	Collateralized debt obligations/			–			7			–				–				7						–				7		–			–			7
	Collateralized loan obligations
	Other			13			4			(1	)			–				16						13				4		–			–			17
	Obligations of state and political subdivisions			9			1			–				(1	)			9						9				1		–			(1	)		9
	Obligations of foreign governments			9			–			–				–				9						9				–		–			–			9
	Other debt securities			21			–			–				(1	)			20						21				–		–			(1	)		20
	Total held-to-maturity		$	45,597		$	517		$	(1	)		$	(91	)		$	46,022					$	44,974			$	362	$	–		$	(196	)	$	45,140
	(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.
Investment Securities 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 available-for-sale investment securities were as follows:
			31-Mar-15																				31-Dec-14
									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
	Available-for-sale (b)
	U.S. Treasury and agencies		$	2,560		$	32		$	–			$	–			$	2,592					$	2,622			$	14	$	–		$	(4	)	$	2,632
	Mortgage-backed securities
	Residential
	Agency			45,506			658			–				(134	)			46,030						44,668				593		–			(244	)		45,017
	Non-agency
	Prime (c)			380			9			(2	)			(2	)			385						399				9		(2	)		(1	)		405
	Non-prime (d)			254			20			(1	)			–				273						261				20		(1	)		–			280
	Commercial agency			101			2			–				–				103						112				3		–			–			115
	Asset-backed securities
	Collateralized debt obligations/			18			4			–				–				22						18				4		–			–			22
	Collateralized loan obligations
	Other			603			13			–				–				616						607				13		–			(1	)		619
	Obligations of state and political subdivisions			5,477			260			–				(2	)			5,735						5,604				265		–			(1	)		5,868
	Obligations of foreign governments			–			–			–				–				–						6				–		–			–			6
	Corporate debt securities			690			6			–				(68	)			628						690				3		–			(79	)		614
	Perpetual preferred securities			156			29			–				(9	)			176						200				27		–			(10	)		217
	Other investments			236			30			–				–				266						245				29		–			–			274
	Total available-for-sale		$	55,981		$	1,063		$	(3	)		$	(215	)		$	56,826					$	55,432			$	980	$	(3	)	$	(340	)	$	56,069
	(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 March 31,		2015			2014
	(Dollars in Millions)
	Taxable		$	436		$	381
	Non-taxable			59			60
	Total interest income from investment securities		$	495		$	441
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 March 31		2015			2014
	(Dollars in Millions)
	Realized gains		$	1		$	5
	Realized losses			(1	)		–
	Net realized gains (losses)		$	–		$	5
	Income tax (benefit) on net realized gains (losses)		$	–		$	2
Changes in Credit Losses on Debt Securities Excluding Perpetual Preferred Securities	Changes in the credit losses on debt securities are summarized as follows:
	Three Months Ended March 31		2015			2014
	(Dollars in Millions)
	Balance at beginning of period		$	101		$	116
	Increases in expected cash flows			(2	)		(2	)
	Realized losses (a)			(3	)		(3	)
	Balance at end of period		$	96		$	111
	(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.
Gross Unrealized Losses and Fair Value of Company's Investment Securities	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 March 31, 2015:
			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		$	439		$	(2	)			$	114			$	(2	)				$	553			$	(4	)
	Residential agency mortgage-backed securities			2,907			(9	)				5,171				(76	)					8,078				(85	)
	Other asset-backed securities			–			–					6				(1	)					6				(1	)
	Obligations of state and political subdivisions			2			(1	)				–				–						2				(1	)
	Other debt securities			–			–					20				(1	)					20				(1	)
	Total held-to-maturity		$	3,348		$	(12	)			$	5,311			$	(80	)				$	8,659			$	(92	)
	Available-for-sale
	U.S. Treasury and agencies		$	215		$	–				$	108			$	–					$	323			$	–
	Residential mortgage-backed securities
	Agency			4,282			(16	)				7,253				(118	)					11,535				(134	)
	Non-agency (a)
	Prime (b)			82			(1	)				66				(3	)					148				(4	)
	Non-prime (c)			17			–					20				(1	)					37				(1	)
	Other asset-backed securities			–			–					3				–						3				–
	Obligations of state and political subdivisions			92			(2	)				–				–						92				(2	)
	Corporate debt securities			–			–					440				(68	)					440				(68	)
	Perpetual preferred securities			–			–					76				(9	)					76				(9	)
	Total available-for-sale		$	4,688		$	(19	)			$	7,966			$	(199	)				$	12,654			$	(218	)
	(a)	The Company has $5 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)	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Composition of Loan Portfolio	The composition of the loan portfolio, disaggregated by class and underlying specific portfolio type, was as follows:
			March 31, 2015								December 31, 2014
	(Dollars in Millions)		Amount			Percent					Amount				Percent
						of Total									of Total
	Commercial
	Commercial		$	77,394			31.5	%			$	74,996				30.2	%
	Lease financing			5,338			2.2					5,381				2.2
	Total commercial			82,732			33.7					80,377				32.4
	Commercial Real Estate
	Commercial mortgages			32,755			13.4					33,360				13.5
	Construction and development			9,654			3.9					9,435				3.8
	Total commercial real estate			42,409			17.3					42,795				17.3
	Residential Mortgages
	Residential mortgages			38,153			15.5					38,598				15.6
	Home equity loans, first liens			12,936			5.3					13,021				5.2
	Total residential mortgages			51,089			20.8					51,619				20.8
	Credit Card			17,504			7.2					18,515				7.5
	Other Retail
	Retail leasing			5,796			2.3					5,871				2.4
	Home equity and second mortgages			15,859			6.5					15,916				6.4
	Revolving credit			3,233			1.3					3,309				1.3
	Installment			6,345			2.6					6,242				2.5
	Automobile			15,216			6.2					14,822				6
	Student (a)			–			–					3,104				1.3
	Total other retail			46,449			18.9					49,264				19.9
	Total loans, excluding covered loans			240,183			97.9					242,570				97.9
	Covered Loans			5,118			2.1					5,281				2.1
	Total loans		$	245,301			100	%			$	247,851				100	%
	(a)	Effective March 31, 2015, the Company transferred all of its student loans to loans held for sale.
Changes in Accretable Balance for Purchased Impaired Loans	Changes in the accretable balance for purchased impaired loans were as follows:
	Three Months Ended March 31		2015			2014
	(Dollars in Millions)
	Balance at beginning of period		$	1,309		$	1,655
	Accretion			(98	)		(111	)
	Disposals			(27	)		(40	)
	Reclassifications from nonaccretable difference (a)			5			81
	Other			(2	)		(1	)
	Balance at end of period		$	1,187		$	1,584
	(a)	Primarily relates to changes in expected credit performance.
Activity in Allowance for Credit Losses by Portfolio Type	Activity in 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
	Balance at December 31, 2014		$	1,146		$	726		$	787			$	880			$	771			$	4,310			$	65			$	4,375
	Add
	Provision for credit losses			98			(23	)		12				154				23				264				–				264
	Deduct
	Loans charged off			74			5			41				182				81				383				–				383
	Less recoveries of loans charged off			(31	)		(23	)		(6	)			(19	)			(25	)			(104	)			–				(104	)
	Net loans charged off			43			(18	)		35				163				56				279				–				279
	Other changes (a)			(1	)		–			–				–				–				(1	)			(8	)			(9	)
	Balance at March 31, 2015		$	1,200		$	721		$	764			$	871			$	738			$	4,294			$	57			$	4,351
	Balance at December 31, 2013		$	1,075		$	776		$	875			$	884			$	781			$	4,391			$	146			$	4,537
	Add
	Provision for credit losses			52			(37	)		44				170				80				309				(3	)			306
	Deduct
	Loans charged off			63			8			61				184				100				416				6				422
	Less recoveries of loans charged off			(27	)		(11	)		(4	)			(14	)			(24	)			(80	)			(1	)			(81	)
	Net loans charged off			36			(3	)		57				170				76				336				5				341
	Other changes (a)			–			–			–				–				–				–				(5	)			(5	)
	Balance at March 31, 2014		$	1,091		$	742		$	862			$	884			$	785			$	4,364			$	133			$	4,497
	(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 March 31, 2015 Related to
	Loans individually evaluated for impairment (a)		$	4		$	3		$	–			$	–			$	–			$	7			$	–			$	7
	TDRs collectively evaluated for impairment			10			8			315				58				38				429				2				431
	Other loans collectively evaluated for impairment			1,186			683			449				813				700				3,831				2				3,833
	Loans acquired with deteriorated credit quality			–			27			–				–				–				27				53				80
	Total allowance for credit losses		$	1,200		$	721		$	764			$	871			$	738			$	4,294			$	57			$	4,351
	Allowance Balance at December 31, 2014 Related to
	Loans individually evaluated for impairment (a)		$	5		$	4		$	–			$	–			$	–			$	9			$	–			$	9
	TDRs collectively evaluated for impairment			12			12			319				61				41				445				4				449
	Other loans collectively evaluated for impairment			1,129			678			468				819				730				3,824				1				3,825
	Loans acquired with deteriorated credit quality			–			32			–				–				–				32				60				92
	Total allowance for credit losses		$	1,146		$	726		$	787			$	880			$	771			$	4,310			$	65			$	4,375
	(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
	March 31, 2015
	Loans individually evaluated for impairment (a)		$	124		$	98		$	13			$	–			$	–			$	235			$	–			$	235
	TDRs collectively evaluated for impairment			120			282			4,537				226				229				5,394				33				5,427
	Other loans collectively evaluated for impairment			82,487			41,608			46,538				17,278				46,220				234,131				2,357				236,488
	Loans acquired with deteriorated credit quality			1			421			1				–				–				423				2,728				3,151
	Total loans		$	82,732		$	42,409		$	51,089			$	17,504			$	46,449			$	240,183			$	5,118			$	245,301
	December 31, 2014
	Loans individually evaluated for impairment (a)		$	159		$	128		$	12			$	–			$	–			$	299			$	–			$	299
	TDRs collectively evaluated for impairment			124			393			4,653				240				237				5,647				34				5,681
	Other loans collectively evaluated for impairment			80,093			41,744			46,953				18,275				49,027				236,092				2,463				238,555
	Loans acquired with deteriorated credit quality			1			530			1				–				–				532				2,784				3,316
	Total loans		$	80,377		$	42,795		$	51,619			$	18,515			$	49,264			$	242,570			$	5,281			$	247,851
	(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, Including Delinquency Status of those that Continue to Accrue Interest and are Nonperforming	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
	March 31, 2015
	Commercial		$	82,406		$	194		$	45			$	87			$	82,732
	Commercial real estate			42,062			101			29				217				42,409
	Residential mortgages (a)			49,906			188			170				825				51,089
	Credit card			17,070			203			209				22				17,504
	Other retail			46,016			178			68				187				46,449
	Total loans, excluding covered loans			237,460			864			521				1,338				240,183
	Covered loans			4,679			68			359				12				5,118
	Total loans		$	242,139		$	932		$	880			$	1,350			$	245,301
	December 31, 2014
	Commercial		$	79,977		$	247		$	41			$	112			$	80,377
	Commercial real estate			42,406			110			20				259				42,795
	Residential mortgages (a)			50,330			221			204				864				51,619
	Credit card			18,046			229			210				30				18,515
	Other retail			48,764			238			75				187				49,264
	Total loans, excluding covered loans			239,523			1,045			550				1,452				242,570
	Covered loans			4,804			68			395				14				5,281
	Total loans		$	244,327		$	1,113		$	945			$	1,466			$	247,851
	(a)	At March 31, 2015, $362 million of loans 30–89 days past due and $3.0 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 $431 million and $3.1 billion at December 31, 2014, 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
	March 31, 2015
	Commercial (b)		$	79,837		$	1,956		$	939			$	2,895			$	82,732
	Commercial real estate			41,064			382			963				1,345				42,409
	Residential mortgages (c)			50,009			6			1,074				1,080				51,089
	Credit card			17,273			–			231				231				17,504
	Other retail			46,128			12			309				321				46,449
	Total loans, excluding covered loans			234,311			2,356			3,516				5,872				240,183
	Covered loans			5,010			–			108				108				5,118
	Total loans		$	239,321		$	2,356		$	3,624			$	5,980			$	245,301
	Total outstanding commitments		$	500,488		$	4,095		$	4,309			$	8,404			$	508,892
	December 31, 2014
	Commercial (b)		$	78,409		$	1,204		$	764			$	1,968			$	80,377
	Commercial real estate			41,322			451			1,022				1,473				42,795
	Residential mortgages (c)			50,479			5			1,135				1,140				51,619
	Credit card			18,275			–			240				240				18,515
	Other retail			48,932			20			312				332				49,264
	Total loans, excluding covered loans			237,417			1,680			3,473				5,153				242,570
	Covered loans			5,164			–			117				117				5,281
	Total loans		$	242,581		$	1,680		$	3,590			$	5,270			$	247,851
	Total outstanding commitments		$	501,535		$	2,964		$	4,179			$	7,143			$	508,678
	(a)	Classified rating on consumer loans primarily based on delinquency status.
	(b)	At March 31, 2015, $946 million of loans to customers in energy related businesses had a special mention or classified rating, compared with $122 million at December 31, 2014.
	(c)	At March 31, 2015, $3.0 billion of GNMA loans 90 days or more past due and $2.2 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 $3.1 billion and $2.2 billion at December 31, 2014, respectively.
Summary of Impaired Loans, which Include Nonaccrual and TDR Loans, by Portfolio Class	A summary of impaired loans, which include all nonaccrual and TDR 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
	March 31, 2015
	Commercial		$	293		$	817		$	19			$	38
	Commercial real estate			476			1,104			17				14
	Residential mortgages			2,676			3,423			270				–
	Credit card			226			226			57				–
	Other retail			351			553			41				4
	Total impaired loans, excluding GNMA and covered loans			4,022			6,123			404				56
	Loans purchased from GNMA mortgage pools			2,157			2,157			49				–
	Covered loans			41			52			3				1
	Total		$	6,220		$	8,332		$	456			$	57
	December 31, 2014
	Commercial		$	329		$	769		$	21			$	51
	Commercial real estate			624			1,250			23				18
	Residential mortgages			2,730			3,495			273				–
	Credit card			240			240			61				–
	Other retail			361			570			44				4
	Total impaired loans, excluding GNMA and covered loans			4,284			6,324			422				73
	Loans purchased from GNMA mortgage pools			2,244			2,244			50				–
	Covered loans			43			55			4				1
	Total		$	6,571		$	8,623		$	476			$	74
	(a)	Substantially all loans classified as impaired at March 31, 2015 and December 31, 2014, had an associated allowance for credit losses.
Impaired Loans Average Recorded Investment and Interest Income	Additional information on impaired loans follows:
			2015								2014
	Three Months Ended March 31		Average			Interest					Average				Interest
	(Dollars in Millions)		Recorded			Income					Recorded				Income
			Investment			Recognized					Investment				Recognized
	Commercial		$	311		$	2				$	417			$	2
	Commercial real estate			550			3					660				9
	Residential mortgages			2,703			33					2,753				35
	Credit card			233			2					300				3
	Other retail			355			4					388				4
	Total impaired loans, excluding GNMA and covered loans			4,152			44					4,518				53
	Loans purchased from GNMA mortgage pools			2,201			25					2,662				33
	Covered loans			42			–					435				5
	Total		$	6,395		$	69				$	7,615			$	91
Summary of Loans Modified as TDRs	The following table provides a summary of loans modified as TDRs during the periods presented by portfolio class:
			2015												2014
	Three Months Ended March 31		Number			Pre-Modification			Post-Modification						Number				Pre-Modification				Post-Modification
	(Dollars in Millions)		of Loans			Outstanding			Outstanding						of Loans				Outstanding				Outstanding
						Loan			Loan										Loan				Loan
						Balance			Balance										Balance				Balance
	Commercial			359		$	23		$	23						619			$	79			$	77
	Commercial real estate			25			13			13						15				11				8
	Residential mortgages			374			51			51						528				70				70
	Credit card			6,337			33			33						6,816				40				40
	Other retail			622			11			11						787				21				20
	Total loans, excluding GNMA and covered loans			7,717			131			131						8,765				221				215
	Loans purchased from GNMA mortgage pools			2,024			246			245						2,563				257				246
	Covered loans			1			–			–						13				9				8
	Total loans			9,742		$	377		$	376						11,341			$	487			$	469
Summary of Loans Modified as TDRs in the Past Twelve Months that have Subsequently Defaulted	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:
			2015								2014
	Three Months Ended March 31		Number			Amount					Number				Amount
	(Dollars in Millions)		of Loans			Defaulted					of Loans				Defaulted
	Commercial			164		$	2					145			$	5
	Commercial real estate			5			2					6				7
	Residential mortgages			106			13					148				22
	Credit card			1,578			8					1,461				8
	Other retail			131			3					185				6
	Total loans, excluding GNMA and covered loans			1,984			28					1,945				48
	Loans purchased from GNMA mortgage pools			198			26					71				10
	Covered loans			–			–					8				3
	Total loans			2,182		$	54					2,024			$	61
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:
			March 31, 2015																December 31, 2014
	(Dollars in Millions)		Purchased			Purchased			Other				Total						Purchased				Purchased				Other				Total
			Impaired			Nonimpaired			Assets										Impaired				Nonimpaired				Assets
			Loans			Loans													Loans				Loans
	Residential mortgage loans		$	2,728		$	707		$	–			$	3,435					$	2,784			$	738			$	–			$	3,522
	Other retail loans			–			560			–				560						–				584				–				584
	Losses reimbursable by the FDIC (a)			–			–			703				703						–				–				717				717
	Unamortized changes in FDIC asset (b)			–			–			420				420						–				–				458				458
	Covered loans			2,728			1,267			1,123				5,118						2,784				1,322				1,175				5,281
	Foreclosed real estate			–			–			37				37						–				–				37				37
	Total covered assets		$	2,728		$	1,267		$	1,160			$	5,155					$	2,784			$	1,322			$	1,212			$	5,318
	(a)	Relates to loss sharing agreements with remaining terms up to four 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)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [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)	March 31,		December 31,
		2015		2014
	Investment carrying amount	$	4,659	$	4,259
	Unfunded capital and other commitments		2,034		1,743
	Maximum exposure to loss		8,478		8,393

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	3 Months Ended
	Mar. 31, 2015
Text Block [Abstract]
Changes in Fair Value of Capitalized MSRs	Changes in fair value of capitalized MSRs are summarized as follows:
	Three Months Ended March 31		2015			2014
	(Dollars in Millions)
	Balance at beginning of period		$	2,338		$	2,680
	Rights purchased			6			1
	Rights capitalized			145			84
	Changes in fair value of MSRs
	Due to fluctuations in market interest rates (a)			(131	)		(76	)
	Due to revised assumptions or models (b)			—			12
	Other changes in fair value (c)			(108	)		(83	)
	Balance at end of period		$	2,250		$	2,618
	(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 Market Interest Rates to Fair Value of MSRs Portfolio and Related Derivative Instruments	The estimated sensitivity to changes in market interest rates of the fair value of the MSRs portfolio and the related derivative instruments was as follows:
			31-Mar-15																					31-Dec-14
	(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		$	(557	)	$	(264	)	$	(127	)	$	111		$	207			$	385				$	(540	)	$	(242	)	$	(114	)	$	100		$	185		$	346
	Derivative instrument hedges			505			254			123			(116	)		(224	)			(432	)				441			223			109			(102	)		(197	)		(375	)
	Net sensitivity		$	(52	)	$	(10	)	$	(4	)	$	(5	)	$	(17	)		$	(47	)			$	(99	)	$	(19	)	$	(5	)	$	(2	)	$	(12	)	$	(29	)
MSRs and Related Characteristics by Portfolio	A summary of the Company’s MSRs and related characteristics by portfolio was as follows:
			31-Mar-15														31-Dec-14
	(Dollars in Millions)		HFA			Government			Conventional (b)			Total					HFA				Government			Conventional (b)			Total
	Servicing portfolio		$	21,055		$	40,539		$	161,371		$	222,965				$	19,706			$	40,471		$	162,620		$	222,797
	Fair value		$	228		$	411		$	1,611		$	2,250				$	213			$	426		$	1,699		$	2,338
	Value (bps) (a)			108			101			100			101					108				105			104			105
	Weighted-average servicing fees (bps)			36			33			27			29					37				33			27			29
	Multiple (value/servicing fees)			3			3.06			3.7			3.48					2.92				3.18			3.85			3.62
	Weighted-average note rate			4.54	%		4.16	%		4.14	%		4.18	%				4.58	%			4.18	%		4.14	%		4.19	%
	Weighted-average age (in years)			3.5			3.3			3.3			3.3					3.6				3.2			3.1			3.2
	Weighted-average expected prepayment (constant prepayment rate)			13	%		16	%		12.5	%		13.2	%				12.8	%			14.8	%		11.4	%		12.1	%
	Weighted-average expected life (in years)			6.1			5.1			6			5.8					6.2				5.5			6.5			6.3
	Weighted-average discount rate			11.8	%		11.3	%		9.6	%		10.1	%				11.9	%			11.2	%		9.6	%		10.1	%
	(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)	3 Months Ended
	Mar. 31, 2015
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:
			March 31, 2015								December 31, 2014
	(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 March 31, 2015 and December 31, 2014, was $1.00 per share.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	3 Months Ended
	Mar. 31, 2015
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 for the three months ended March 31, is as follows:
	(Dollars in Millions)	Unrealized Gains			Unrealized Gains			Unrealized Gains			Unrealized Gains			Foreign			Total
		(Losses) on			(Losses) on			(Losses) on			(Losses) on			Currency
		Securities			Securities			Derivative Hedges			Retirement Plans			Translation
		Available-For-			Transferred  From
		Sale			Available-For-Sale
					to Held-To-
					Maturity
	2015
	Balance at beginning of period	$	392		$	52		$	(172	)	$	(1,106	)	$	(62	)	$	(896	)
	Changes in unrealized gains and losses		208			—			(28	)		—			—			180
	Foreign currency translation adjustment		—			—			—			—			17			17
	Reclassification to earnings of realized gains and losses		—			(7	)		50			56			—			99
	Applicable income taxes		(80	)		3			(8	)		(22	)		(7	)		(114	)
	Balance at end of period	$	520		$	48		$	(158	)	$	(1,072	)	$	(52	)	$	(714	)
	2014
	Balance at beginning of period	$	(77	)	$	70		$	(261	)	$	(743	)	$	(60	)	$	(1,071	)
	Changes in unrealized gains and losses		301			—			(11	)		—			—			290
	Foreign currency translation adjustment		—			—			—			—			(4	)		(4	)
	Reclassification to earnings of realized gains and losses		(5	)		(7	)		49			36			—			73
	Applicable income taxes		(113	)		3			(15	)		(14	)		1			(138	)
	Balance at end of period	$	106		$	66		$	(238	)	$	(721	)	$	(63	)	$	(850	)
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 for the three months ended March 31, is as follows:
		Impact to Net Income						Affected Line Item in the
	(Dollars in Millions)	2015			2014			Consolidated Statement of Income
	Unrealized gains (losses) on securities available-for-sale
	Realized gains (losses) on sale of securities	$	—		$	5		Total securities gains (losses), net
			—			(2	)	Applicable income taxes
			—			3		Net-of-tax
	Unrealized gains (losses) on securities transferred from available-for-sale to held-to-maturity
	Amortization of unrealized gains		7			7		Interest income
			(3	)		(3	)	Applicable income taxes
			4			4		Net-of-tax
	Unrealized gains (losses) on derivative hedges
	Realized gains (losses) on derivative hedges		(50	)		(49	)	Net interest income
			19			19		Applicable income taxes
			(31	)		(30	)	Net-of-tax
	Unrealized gains (losses) on retirement plans
	Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization		(56	)		(36	)	Employee benefits expense
			22			14		Applicable income taxes
			(34	)		(22	)	Net-of-tax
	Total impact to net income	$	(61	)	$	(45	)

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Components of Earnings Per Share	The components of earnings per share were:
		Three Months Ended
		March 31,
	(Dollars and Shares in Millions, Except Per Share Data)	2015			2014
	Net income attributable to U.S. Bancorp	$	1,431		$	1,397
	Preferred dividends		(60	)		(60	)
	Earnings allocated to participating stock awards		(6	)		(6	)
	Net income applicable to U.S. Bancorp common shareholders	$	1,365		$	1,331
	Average common shares outstanding		1,781			1,818
	Net effect of the exercise and assumed purchase of stock awards		8			10
	Average diluted common shares outstanding		1,789			1,828
	Earnings per common share	$	0.77		$	0.73
	Diluted earnings per common share	$	0.76		$	0.73

Employee_Benefits_Tables

Employee Benefits (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31,
		Pension Plans						Postretirement
								Welfare Plan
	(Dollars in Millions)	2015			2014			2015			2014
	Service cost	$	47		$	38		$	–		$	–
	Interest cost		48			49			1			1
	Expected return on plan assets		(56	)		(52	)		–			–
	Prior service cost (credit) amortization		(1	)		(1	)		(1	)		(1	)
	Actuarial loss (gain) amortization		59			40			(1	)		(2	)
	Net periodic benefit cost	$	97		$	74		$	(1	)	$	(2	)

Income_Taxes_Tables

Income Taxes (Tables)	3 Months Ended
	Mar. 31, 2015
Income Tax Disclosure [Abstract]
Components of Income Tax Expense	The components of income tax expense were:
			Three Months Ended
			March 31,
	(Dollars in Millions)		2015			2014
	Federal
	Current		$	380		$	490
	Deferred			20			(67	)
	Federal income tax			400			423
	State
	Current			84			83
	Deferred			(5	)		(10	)
	State income tax			79			73
	Total income tax provision		$	479		$	496
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
			March 31,
	(Dollars in Millions)		2015			2014
	Tax at statutory rate		$	673		$	668
	State income tax, at statutory rates, net of federal tax benefit			51			43
	Tax effect of
	Tax credits and benefits, net of related expenses			(164	)		(165	)
	Tax-exempt income			(52	)		(52	)
	Noncontrolling interests			(4	)		(5	)
	Other items (a)			(25	)		7
	Applicable income taxes		$	479		$	496
	(a)	Includes the resolution of certain tax matters with taxing authorities.

Derivative_Instruments_Tables

Derivative Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
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
	March 31, 2015
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	3,050		$	95			5.19				$	–		$	–		–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			92			–			7.59					5,888			285		1.88
	Net investment hedges
	Foreign exchange forward contracts			–			–			–					908			14		0.04
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			6,550			62			0.08					223			3		0.06
	Sell			892			18			0.09					7,993			61		0.1
	Options
	Purchased			2,800			–			0.07					–			–		–
	Written			3,690			64			0.08					5			–		0.13
	Receive fixed/pay floating swaps			4,115			74			10.22					–			–		–
	Foreign exchange forward contracts			1,434			5			0.02					5,965			60		0.01
	Equity contracts			21			–			0.22					68			–		0.39
	Credit contracts			1,246			3			2.89					2,390			5		2.65
	Other (a)			297			2			0.03					668			48		1.96
	Total		$	24,187		$	323							$	24,108		$	476
	December 31, 2014
	Fair value hedges
	Interest rate contracts
	Receive fixed/pay floating swaps		$	2,750		$	65			5.69				$	–		$	–		–
	Cash flow hedges
	Interest rate contracts
	Pay fixed/receive floating swaps			272			6			7.76					5,748			315		1.94
	Receive fixed/pay floating swaps			250			–			0.16					–			–		–
	Net investment hedges
	Foreign exchange forward contracts			1,047			31			0.04					–			–		–
	Other economic hedges
	Interest rate contracts
	Futures and forwards
	Buy			4,839			45			0.07					60			–		0.08
	Sell			448			10			0.13					6,713			62		0.09
	Options
	Purchased			2,500			–			0.06					–			–		–
	Written			2,643			31			0.08					4			–		0.11
	Receive fixed/pay floating swaps			3,552			14			10.22					250			1		10.22
	Pay fixed/receive floating swaps			15			–			10.22					–			–		–
	Foreign exchange forward contracts			510			3			0.03					6,176			41		0.02
	Equity contracts			86			3			0.6					–			–		–
	Credit contracts			1,247			3			3.29					2,282			5		2.85
	Other (a)			58			4			0.03					390			48		3.2
	Total		$	20,217		$	215							$	21,623		$	472
	(a)	Includes short-term underwriting purchase and sale commitments with total asset and liability notional values of $297 million and $58 million at March 31, 2015 and December 31, 2014, respectively, and derivative liability swap agreements related to the sale of a portion of the Company’s Class B common shares of Visa Inc. The Visa swap agreements had a total notional value, fair value and weighted average remaining maturity of $371 million, $46 million and 3.51 years at March 31, 2015, respectively, compared to $332 million, $44 million and 3.75 years at December 31, 2014, respectively.
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
	March 31, 2015
	Interest rate contracts
	Receive fixed/pay floating swaps		$	29,287		$	1,140			5.66				$	3,634		$	10		5.44
	Pay fixed/receive floating swaps			2,773			8			4.97					27,960			1,166		5.71
	Options
	Purchased			4,114			8			3.91					23			–		2.17
	Written			23			–			2.17					4,080			7		3.91
	Futures
	Buy			1,796			–			0.25					–			–		–
	Sell			–			–			–					807			–		1.24
	Foreign exchange rate contracts
	Forwards, spots and swaps			17,250			1,327			0.68					16,920			1,208		0.69
	Options
	Purchased			1,452			91			1.02					–			–		–
	Written			–			–			–					1,452			91		1.02
	Total		$	56,695		$	2,574							$	54,876		$	2,482
	December 31, 2014
	Interest rate contracts
	Receive fixed/pay floating swaps		$	21,724		$	888			6.09				$	5,880		$	24		3.79
	Pay fixed/receive floating swaps			4,622			26			3.27					21,821			892		6.08
	Options
	Purchased			4,409			10			3.79					24			–		2.42
	Written			24			–			2.42					4,375			10		3.79
	Futures
	Buy			1,811			–			0.22					226			–		0.45
	Sell			152			–			1.08					46			–		1.73
	Foreign exchange rate contracts
	Forwards, spots and swaps			17,062			890			0.52					14,645			752		0.59
	Options
	Purchased			976			39			0.44					–			–		–
	Written			–			–			–					976			39		0.44
	Total		$	50,780		$	1,853							$	47,993		$	1,717
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) for the three months ended March 31:
			Gains (Losses)								Gains (Losses)
			Recognized in								Reclassified from
			Other								Other
			Comprehensive								Comprehensive
			Income								Income
			(Loss)								(Loss) into Earnings
	(Dollars in Millions)		2015			2014					2015			2014
	Asset and Liability Management Positions
	Cash flow hedges
	Interest rate contracts (a)		$	(17	)	$	(7	)			$	(31	)	$	(30	)
	Net investment hedges
	Foreign exchange forward contracts			115			–					–			–
	Note:	Ineffectiveness on cash flow and net investment hedges was not material for the three months ended March 31, 2015 and 2014.
	(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 for the three months ended March 31:
	(Dollars in Millions)		Location of			2015			2014
			Gains (Losses)
			Recognized in Earnings
	Asset and Liability Management Positions
	Fair value hedges (a)
	Interest rate contracts			Other noninterest income		$	34		$	(2	)
	Other economic hedges
	Interest rate contracts
	Futures and forwards			Mortgage banking revenue			41			(49	)
	Purchased and written options			Mortgage banking revenue			59			66
	Receive fixed/pay floating swaps			Mortgage banking revenue			115			109
	Foreign exchange forward contracts			Commercial products revenue			20			(5	)
	Customer-Related Positions
	Interest rate contracts
	Receive fixed/pay floating swaps			Other noninterest income			358			134
	Pay fixed/receive floating swaps			Other noninterest income			(350	)		(129	)
	Foreign exchange rate contracts
	Forwards, spots and swaps			Commercial products revenue			20			16
	Purchased and written options			Commercial products revenue			1			–
	(a)	Gains (Losses) on items hedged by interest rate contracts included in noninterest income (expense), were $(33) million and $2 million for the three months ended March 31, 2015 and 2014, respectively. The ineffective portion was immaterial for the three months ended March 31, 2015 and 2014.

Netting_Arrangements_for_Certa1

Netting Arrangements for Certain Financial Instruments and Securities Financing Activities (Tables)	3 Months Ended
	Mar. 31, 2015
Text Block [Abstract]
Summary of Maturities by Category of Collateral Pledged for Repurchase Agreements and Securities Loaned Transactions	The following table summarizes the maturities by category of collateral pledged for repurchase agreements and securities loaned transactions at March 31, 2015:
	(Dollars in Millions)		Overnight and		Less Than			Total
			Continuous		30 Days
	Repurchase Agreements
	U.S. Treasury and agencies		$	40	$	12		$	52
	Residential agency mortgage-backed securities			654		259			913
	Total repurchase agreements			694		271			965
	Securities Loaned
	Corporate debt securities			199		—			199
	Total securities loaned			199		—			199
	Gross amount of recognized liabilities for repurchase agreements and securities loaned		$	893	$	271		$	1,164
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 Amounts Not Offset on the
			Gross		Gross Amounts			Net Amounts		Consolidated Balance Sheet						Net Amount
			Recognized		Offset on the			Presented on the
			Assets		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral
										Instruments (b)			Received (c)
	March 31, 2015
	Derivative assets (d)		$	2,469	$	(1,209	)	$	1,260	$	(73	)	$	—		$	1,187
	Reverse repurchase agreements			136		—			136		(37	)		(99	)		–
	Securities borrowed			666		—			666		—			(648	)		18
	Total		$	3,271	$	(1,209	)	$	2,062	$	(110	)	$	(747	)	$	1,205
	December 31, 2014
	Derivative assets (d)		$	1,847	$	(870	)	$	977	$	(58	)	$	—		$	919
	Reverse repurchase agreements			40		—			40		(40	)		—			—
	Securities borrowed			638		—			638		—			(620	)		18
	Total		$	2,525	$	(870	)	$	1,655	$	(98	)	$	(620	)	$	937
	(a)	Includes $292 million and $258 million of cash collateral related payables that were netted against derivative assets at March 31, 2015 and December 31, 2014, 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 $428 million and $221 million of derivative assets centrally cleared or otherwise not subject to netting arrangements at March 31, 2015 and December 31, 2014, respectively.
			Gross		Gross Amounts			Net Amounts		Gross Amounts Not Offset on the						Net Amount
			Recognized		Offset on the			Presented on the		Consolidated Balance Sheet
			Liabilities		Consolidated			Consolidated
	(Dollars in Millions)				Balance Sheet (a)			Balance Sheet		Financial			Collateral
										Instruments (b)			Pledged (c)
	March 31, 2015
	Derivative liabilities (d)		$	2,436	$	(1,645	)	$	791	$	(73	)	$	—		$	718
	Repurchase agreements			965		—			965		(37	)		(928	)		—
	Securities loaned			199		—			199		—			(197	)		2
	Total		$	3,600	$	(1,645	)	$	1,955	$	(110	)	$	(1,125	)	$	720
	December 31, 2014
	Derivative liabilities (d)		$	1,847	$	(1,317	)	$	530	$	(58	)	$	—		$	472
	Repurchase agreements			948		—			948		(40	)		(908	)		—
	Securities loaned			47		—			47		—			(46	)		1
	Total		$	2,842	$	(1,317	)	$	1,525	$	(98	)	$	(954	)	$	473
	(a)	Includes $727 million and $705 million of cash collateral related receivables that were netted against derivative liabilities at March 31, 2015 and December 31, 2014, 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 $522 million and $342 million of derivative liabilities centrally cleared or otherwise not subject to netting arrangements at March 31, 2015 and December 31, 2014, respectively.

Fair_Values_of_Assets_and_Liab1

Fair Values of Assets and Liabilities (Tables)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015:
			Minimum				Maximum				Average
	Residential Prime Non-Agency Mortgage-Backed Securities (a)
	Estimated lifetime prepayment rates			6	%			22	%			14	%
	Lifetime probability of default rates			–				7				4
	Lifetime loss severity rates			15				60				34
	Discount margin			1				5				3
	Residential Non-Prime Non-Agency Mortgage-Backed Securities (b)
	Estimated lifetime prepayment rates			3	%			10	%			7	%
	Lifetime probability of default rates			4				12				7
	Lifetime loss severity rates			20				70				53
	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 March 31, 2015:
			Minimum				Maximum				Average
	Expected prepayment			12	%			22	%			13	%
	Discount rate			9				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 March 31, 2015:
			Minimum				Maximum				Average
	Expected loan close rate			23	%			100	%			75	%
	Inherent MSR value (basis points per loan)			48				204				125
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
	March 31, 2015
	Available-for-sale securities
	U.S. Treasury and agencies		$	1,613			$	979			$	–			$	–			$	2,592
	Mortgage-backed securities
	Residential
	Agency			–				46,030				–				–				46,030
	Non-agency
	Prime (a)			–				–				385				–				385
	Non-prime (b)			–				–				273				–				273
	Commercial
	Agency			–				103				–				–				103
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			–				22				–				–				22
	Other			–				555				61				–				616
	Obligations of state and political subdivisions			–				5,735				–				–				5,735
	Corporate debt securities			102				517				9				–				628
	Perpetual preferred securities			57				119				–				–				176
	Other investments			242				24				–				–				266
	Total available-for-sale			2,014				54,084				728				–				56,826
	Mortgage loans held for sale			–				4,977				–				–				4,977
	Mortgage servicing rights			–				–				2,250				–				2,250
	Derivative assets			–				2,074				823				(1,209	)			1,688
	Other assets			131				969				–				–				1,100
	Total		$	2,145			$	62,104			$	3,801			$	(1,209	)		$	66,841
	Derivative liabilities		$	–			$	2,864			$	94			$	(1,645	)		$	1,313
	Short-term borrowings (c)			179				636				–				–				815
	Total		$	179			$	3,500			$	94			$	(1,645	)		$	2,128
	December 31, 2014
	Available-for-sale securities
	U.S. Treasury and agencies		$	1,351			$	1,281			$	–			$	–			$	2,632
	Mortgage-backed securities
	Residential
	Agency			–				45,017				–				–				45,017
	Non-agency
	Prime (a)			–				–				405				–				405
	Non-prime (b)			–				–				280				–				280
	Commercial
	Agency			–				115				–				–				115
	Asset-backed securities
	Collateralized debt obligations/Collateralized loan obligations			–				22				–				–				22
	Other			–				557				62				–				619
	Obligations of state and political subdivisions			–				5,868				–				–				5,868
	Obligations of foreign governments			–				6				–				–				6
	Corporate debt securities			101				504				9				–				614
	Perpetual preferred securities			55				162				–				–				217
	Other investments			251				23				–				–				274
	Total available-for-sale			1,758				53,555				756				–				56,069
	Mortgage loans held for sale			–				4,774				–				–				4,774
	Mortgage servicing rights			–				–				2,338				–				2,338
	Derivative assets			–				1,408				660				(870	)			1,198
	Other assets			231				641				–				–				872
	Total		$	1,989			$	60,378			$	3,754			$	(870	)		$	65,251
	Derivative liabilities		$	–			$	2,103			$	86			$	(1,317	)		$	872
	Short-term borrowings (c)			101				608				–				–				709
	Total		$	101			$	2,711			$	86			$	(1,317	)		$	1,581
	(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 March 31:
	(Dollars in Millions)		Beginning				Net Gains				Net Gains				Purchases				Sales				Principal				Issuances				Settlements				End				Net Change in
			of Period				(Losses)				(Losses)												Payments												of Period				Unrealized
			Balance				Included in				Included in																								Balance				Gains (Losses)
							Net Income				Other																												Relating to Assets
											Comprehensive																												and Liabilities Still
											Income (Loss)																												Held at End of Period
	2015
	Available-for-sale securities
	Mortgage-backed securities
	Residential non-agency
	Prime (a)		$	405			$	–			$	(1	)		$	–			$	–			$	(19	)		$	–			$	–			$	385			$	(1	)
	Non-prime (b)			280				–				–				–				–				(7	)			–				–				273				–
	Asset-backed securities
	Other			62				1				2				–				–				(4	)			–				–				61				2
	Corporate debt securities			9				–				–				–				–				–				–				–				9				–
	Total available-for-sale			756				1	(c)			1	(f)			–				–				(30	)			–				–				728				1
	Mortgage servicing rights			2,338				(239	) (d)			–				6				–				–				145	(g)			–				2,250				(239	) (d)
	Net derivative assets and liabilities			574				371	(e)			–				–				(1	)			–				–				(215	)			729				243	(h)
	2014
	Available-for-sale securities
	Mortgage-backed securities
	Residential non-agency
	Prime (a)		$	478			$	–			$	7			$	–			$	–			$	(20	)		$	–			$	–			$	465			$	7
	Non-prime (b)			297				(1	)			7				–				–				(6	)			–				–				297				7
	Asset-backed securities
	Other			63				1				1				2				–				(2	)			–				–				65				1
	Corporate debt securities			9				–				–				–				–				–				–				–				9				–
	Total available-for-sale			847				–				15	(f)			2				–				(28	)			–				–				836				15
	Mortgage servicing rights			2,680				(147	) (d)			–				1				–				–				84	(g)			–				2,618				(147	) (d)
	Net derivative assets and liabilities			445				185	(i)			–				1				–				–				–				(149	)			482				60	(j)
	(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 interest income.
	(d)	Included in mortgage banking revenue.
	(e)	Approximately $207 million included in other noninterest income and $164 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 $139 million included in other noninterest income and $104 million included in mortgage banking revenue.
	(i)	Approximately $81 million included in other noninterest income and $104 million included in mortgage banking revenue.
	(j)	Approximately $21 million included in other noninterest income and $39 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:
			31-Mar-15																		31-Dec-14
	(Dollars in Millions)		Level 1				Level 2				Level 3				Total						Level 1				Level 2				Level 3				Total
	Loans (a)		$	–			$	–			$	14			$	14					$	–			$	–			$	77			$	77
	Other assets (b)			–				–				40				40						–				–				90				90
	(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 for the three months ended March 31:
	(Dollars in Millions)				2015				2014
	Loans (a)				$	25			$	16
	Other assets (b)					9				19
	(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:
			31-Mar-15														31-Dec-14
	(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		$	4,977			$	4,804			$	173					$	4,774			$	4,582			$	192
	Nonaccrual loans			5				8				(3	)					6				9				(3	)
	Loans 90 days or more past due			1				1				–						1				1				–
Estimated Fair Values of Financial Instruments	The estimated fair values of the Company’s financial instruments are shown in the table below:
			March 31, 2015																								December 31, 2014
			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		$	14,072					$	14,072			$	–			$	–			$	14,072					$	10,654					$	10,654			$	–			$	–	$	10,654
	Federal funds sold and securities purchased under resale agreements			157						–				157				–				157						118						–				118				–		118
	Investment securities held-to-maturity			45,597						2,004				43,932				86				46,022						44,974						1,928				43,124				88		45,140
	Loans held for sale (a)			3,035						–				–				3,040				3,040						18						–				–				18		18
	Loans (b)			241,264						–				–				243,651				243,651						243,735						–				–				245,424		245,424
	Other financial instruments			2,195						–				924				1,278				2,202						2,187						–				924				1,269		2,193
	Financial Liabilities
	Deposits			286,601						–				286,618				–				286,618						282,733						–				282,708				–		282,708
	Short-term borrowings (c)			27,411						–				27,235				–				27,235						29,184						–				28,973				–		28,973
	Long-term debt			35,104						–				35,678				–				35,678						32,260						–				32,659				–		32,659
	Other liabilities			1,191						–				–				1,191				1,191						1,231						–				–				1,231		1,231
	(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)	3 Months Ended
	Mar. 31, 2015
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 March 31, 2015:
	(Dollars in Millions)		Collateral			Carrying			Maximum
			Held			Amount			Potential
									Future
									Payments
	Standby letters of credit		$	–		$	53		$	13,997
	Third-party borrowing arrangements			–			–			17
	Securities lending indemnifications			4,614			–			4,465
	Asset sales			–			140			4,391	(a)
	Merchant processing			678			68			90,829
	Contingent consideration arrangements			–			2			2
	Tender option bond program guarantee			2,539			–			2,405
	Minimum revenue guarantees			–			5			15
	Other			–			–			414
	(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.
Representation and Warranty Reserve Rollforward	The following table is a rollforward of the Company’s representation and warranty reserve:
			Three Months Ended
			March 31,
	(Dollars in Millions)		2015			2014
	Balance at beginning of period		$	46		$	83
	Net realized losses			(2	)		(10	)
	Change in reserve			2			2
	Balance at end of period		$	46		$	75

Investment_Securities_Investme

Investment Securities - Investment Securities (Detail) (USD $)	3 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, total, amortized cost	$55,981		$55,432
Available-for-sale securities, total, fair value	56,826	[1]	56,069	[1]
Available-for-sale securities, total, weighted average yield	2.29%		2.32%
Available-for-sale securities, total, weighted average maturity in years	4 years 1 month 6 days		4 years 3 months 18 days
Held-to-maturity securities, total, amortized cost	45,597	[1]	44,974	[1]
Held-to-maturity securities, total, fair value	46,022		45,140
Held-to-maturity securities, total, weighted average yield	1.90%		1.92%
Held-to-maturity securities, total, weighted average maturity in years	3 years 9 months 18 days		4 years
Amortized Cost of Investment Securities	101,578		100,406
Amortized Cost of Investment Securities, Percentage	100.00%		100.00%
U.S. Treasury and Agencies [Member]
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, maturing in one year or less, amortized cost	421
Available-for-sale securities, maturing after one year through five years, amortized cost	1,384
Available-for-sale securities, maturing after five years through ten years, amortized cost	654
Available-for-sale securities, maturing after ten years, amortized cost	101
Available-for-sale securities, total, amortized cost	2,560		2,622
Available-for-sale securities, maturing in one year or less, fair value	421
Available-for-sale securities, maturing after one year through five years, fair value	1,403
Available-for-sale securities, maturing after five years through ten years, fair value	667
Available-for-sale securities, maturing after ten years, fair value	101
Available-for-sale securities, total, fair value	2,592		2,632
Available-for-sale securities, maturing in one year or less, weighted average yield	2.39%
Available-for-sale securities, maturing in one year or less, weighted average maturity in years	8 months 12 days
Available for sale securities, maturing after one year through five years, weighted average yield	1.39%
Available-for-sale securities, maturing after one year through five years, weighted average maturity in years	3 years 2 months 12 days
Available-for-sale securities, maturing after five years through ten years, weighted average yield	2.51%
Available-for-sale securities, maturing after five years through ten years, weighted average maturity in years	7 years 2 months 12 days
Available-for-sale securities, maturing after ten years, weighted average yield	1.41%
Available-for-sale securities, maturing after ten years, weighted average maturity in years	18 years 1 month 6 days
Available-for-sale securities, total, weighted average yield	1.84%
Available-for-sale securities, total, weighted average maturity in years	4 years 4 months 24 days
Held-to-maturity securities, maturing in one year or less, amortized cost	80
Held-to-maturity securities, maturing in one year or less, fair value	80
Held-to-maturity securities, maturing after one year through five years, amortized cost	1,097
Held to maturity securities, maturing after one year through five years, fair value	1,112
Held-to-maturity securities, maturing after five years through ten years, amortized cost	1,510
Held-to-maturity securities, maturing after five years through ten years, fair value	1,525
Held-to-maturity securities, maturing after ten years, amortized cost	57
Held-to-maturity securities, maturing after ten years, fair value	57
Held-to-maturity securities, total, amortized cost	2,744		2,717
Held-to-maturity securities, total, fair value	2,774		2,714
Held-to-maturity securities, maturing in one year or less, weighted average yield	1.36%
Held-to-maturity securities, maturing in one year or less, weighted average maturity in years	2 months 12 days
Held-to-maturity securities, maturing after one year through five years, weighted average yield	1.42%
Held-to-maturity securities, maturing after one year through five years, weighted average maturity in years	3 years 4 months 24 days
Held-to-maturity securities, maturing after five years through ten years, weighted average yield	2.20%
Held-to-maturity securities, maturing after five years through ten years, weighted average maturity in years	7 years 6 months
Held-to-maturity securities, maturing after ten years, weighted average yield	1.76%
Held-to-maturity securities, maturing after ten years, weighted average maturity in years	10 years 4 months 24 days
Held-to-maturity securities, total, weighted average yield	1.86%
Held-to-maturity securities, total, weighted average maturity in years	5 years 8 months 12 days
Amortized Cost of Investment Securities	5,304		5,339
Amortized Cost of Investment Securities, Percentage	5.20%		5.30%
Mortgage-Backed Securities [Member]
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, maturing in one year or less, amortized cost	1,373
Available-for-sale securities, maturing after one year through five years, amortized cost	38,616
Available-for-sale securities, maturing after five years through ten years, amortized cost	5,737
Available-for-sale securities, maturing after ten years, amortized cost	515
Available-for-sale securities, total, amortized cost	46,241
Available-for-sale securities, maturing in one year or less, fair value	1,378
Available-for-sale securities, maturing after one year through five years, fair value	39,090
Available-for-sale securities, maturing after five years through ten years, fair value	5,807
Available-for-sale securities, maturing after ten years, fair value	516
Available-for-sale securities, total, fair value	46,791
Available-for-sale securities, maturing in one year or less, weighted average yield	1.43%
Available-for-sale securities, maturing in one year or less, weighted average maturity in years	8 months 12 days
Available for sale securities, maturing after one year through five years, weighted average yield	1.84%
Available-for-sale securities, maturing after one year through five years, weighted average maturity in years	3 years 8 months 12 days
Available-for-sale securities, maturing after five years through ten years, weighted average yield	1.78%
Available-for-sale securities, maturing after five years through ten years, weighted average maturity in years	5 years 10 months 24 days
Available-for-sale securities, maturing after ten years, weighted average yield	1.24%
Available-for-sale securities, maturing after ten years, weighted average maturity in years	11 years 6 months
Available-for-sale securities, total, weighted average yield	1.81%
Available-for-sale securities, total, weighted average maturity in years	4 years
Held-to-maturity securities, maturing in one year or less, amortized cost	757
Held-to-maturity securities, maturing in one year or less, fair value	758
Held-to-maturity securities, maturing after one year through five years, amortized cost	38,155
Held to maturity securities, maturing after one year through five years, fair value	38,508
Held-to-maturity securities, maturing after five years through ten years, amortized cost	3,777
Held-to-maturity securities, maturing after five years through ten years, fair value	3,810
Held-to-maturity securities, maturing after ten years, amortized cost	112
Held-to-maturity securities, maturing after ten years, fair value	111
Held-to-maturity securities, total, amortized cost	42,801
Held-to-maturity securities, total, fair value	43,187
Held-to-maturity securities, maturing in one year or less, weighted average yield	1.35%
Held-to-maturity securities, maturing in one year or less, weighted average maturity in years	8 months 12 days
Held-to-maturity securities, maturing after one year through five years, weighted average yield	1.97%
Held-to-maturity securities, maturing after one year through five years, weighted average maturity in years	3 years 7 months 6 days
Held-to-maturity securities, maturing after five years through ten years, weighted average yield	1.33%
Held-to-maturity securities, maturing after five years through ten years, weighted average maturity in years	5 years 8 months 12 days
Held-to-maturity securities, maturing after ten years, weighted average yield	1.20%
Held-to-maturity securities, maturing after ten years, weighted average maturity in years	11 years 7 months 6 days
Held-to-maturity securities, total, weighted average yield	1.90%
Held-to-maturity securities, total, weighted average maturity in years	3 years 8 months 12 days
Amortized Cost of Investment Securities	89,042		87,645
Amortized Cost of Investment Securities, Percentage	87.70%		87.30%
Asset-Backed Securities [Member]
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, maturing in one year or less, amortized cost	0
Available-for-sale securities, maturing after one year through five years, amortized cost	266
Available-for-sale securities, maturing after five years through ten years, amortized cost	355
Available-for-sale securities, total, amortized cost	621
Available-for-sale securities, maturing in one year or less, fair value	0
Available-for-sale securities, maturing after one year through five years, fair value	276
Available-for-sale securities, maturing after five years through ten years, fair value	362
Available-for-sale securities, total, fair value	638
Available-for-sale securities, maturing in one year or less, weighted average yield	0.00%
Available-for-sale securities, maturing in one year or less, weighted average maturity in years	0 years
Available for sale securities, maturing after one year through five years, weighted average yield	1.52%
Available-for-sale securities, maturing after one year through five years, weighted average maturity in years	3 years 2 months 12 days
Available-for-sale securities, maturing after five years through ten years, weighted average yield	2.10%
Available-for-sale securities, maturing after five years through ten years, weighted average maturity in years	6 years 6 months
Available-for-sale securities, maturing after ten years, weighted average yield	0.00%
Available-for-sale securities, maturing after ten years, weighted average maturity in years	0 years
Available-for-sale securities, total, weighted average yield	1.86%
Available-for-sale securities, total, weighted average maturity in years	5 years 1 month 6 days
Held-to-maturity securities, maturing in one year or less, amortized cost	1
Held-to-maturity securities, maturing in one year or less, fair value	1
Held-to-maturity securities, maturing after one year through five years, amortized cost	7
Held to maturity securities, maturing after one year through five years, fair value	10
Held-to-maturity securities, maturing after five years through ten years, amortized cost	5
Held-to-maturity securities, maturing after five years through ten years, fair value	6
Held-to-maturity securities, maturing after ten years, amortized cost	0
Held-to-maturity securities, maturing after ten years, fair value	6
Held-to-maturity securities, total, amortized cost	13
Held-to-maturity securities, total, fair value	23
Held-to-maturity securities, maturing in one year or less, weighted average yield	0.79%
Held-to-maturity securities, maturing in one year or less, weighted average maturity in years	3 months 18 days
Held-to-maturity securities, maturing after one year through five years, weighted average yield	0.86%
Held-to-maturity securities, maturing after one year through five years, weighted average maturity in years	3 years 1 month 6 days
Held-to-maturity securities, maturing after five years through ten years, weighted average yield	0.87%
Held-to-maturity securities, maturing after five years through ten years, weighted average maturity in years	6 years 4 months 24 days
Held-to-maturity securities, maturing after ten years, weighted average yield	0.79%
Held-to-maturity securities, maturing after ten years, weighted average maturity in years	19 years 1 month 6 days
Held-to-maturity securities, total, weighted average yield	0.86%
Held-to-maturity securities, total, weighted average maturity in years	4 years 3 months 18 days
Amortized Cost of Investment Securities	634		638
Amortized Cost of Investment Securities, Percentage	0.60%		0.60%
Obligations of State and Political Subdivisions [Member]
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, maturing in one year or less, amortized cost	1,160
Available-for-sale securities, maturing after one year through five years, amortized cost	3,737
Available-for-sale securities, maturing after five years through ten years, amortized cost	480
Available-for-sale securities, maturing after ten years, amortized cost	100
Available-for-sale securities, total, amortized cost	5,477		5,604
Available-for-sale securities, maturing in one year or less, fair value	1,181
Available-for-sale securities, maturing after one year through five years, fair value	3,956
Available-for-sale securities, maturing after five years through ten years, fair value	489
Available-for-sale securities, maturing after ten years, fair value	109
Available-for-sale securities, total, fair value	5,735		5,868
Available-for-sale securities, maturing in one year or less, weighted average yield	6.69%
Available-for-sale securities, maturing in one year or less, weighted average maturity in years	6 months
Available for sale securities, maturing after one year through five years, weighted average yield	6.70%
Available-for-sale securities, maturing after one year through five years, weighted average maturity in years	2 years
Available-for-sale securities, maturing after five years through ten years, weighted average yield	4.50%
Available-for-sale securities, maturing after five years through ten years, weighted average maturity in years	6 years 10 months 24 days
Available-for-sale securities, maturing after ten years, weighted average yield	7.07%
Available-for-sale securities, maturing after ten years, weighted average maturity in years	14 years 6 months
Available-for-sale securities, total, weighted average yield	6.51%
Available-for-sale securities, total, weighted average maturity in years	2 years 3 months 18 days
Held-to-maturity securities, maturing in one year or less, amortized cost	0
Held-to-maturity securities, maturing in one year or less, fair value	0
Held-to-maturity securities, maturing after one year through five years, amortized cost	1
Held to maturity securities, maturing after one year through five years, fair value	1
Held-to-maturity securities, maturing after five years through ten years, amortized cost	1
Held-to-maturity securities, maturing after five years through ten years, fair value	1
Held-to-maturity securities, maturing after ten years, amortized cost	7
Held-to-maturity securities, maturing after ten years, fair value	7
Held-to-maturity securities, total, amortized cost	9		9
Held-to-maturity securities, total, fair value	9		9
Held-to-maturity securities, maturing in one year or less, weighted average yield	9.64%
Held-to-maturity securities, maturing in one year or less, weighted average maturity in years	6 months
Held-to-maturity securities, maturing after one year through five years, weighted average yield	8.49%
Held-to-maturity securities, maturing after one year through five years, weighted average maturity in years	2 years 10 months 24 days
Held-to-maturity securities, maturing after five years through ten years, weighted average yield	7.92%
Held-to-maturity securities, maturing after five years through ten years, weighted average maturity in years	7 years 3 months 18 days
Held-to-maturity securities, maturing after ten years, weighted average yield	2.52%
Held-to-maturity securities, maturing after ten years, weighted average maturity in years	10 years 10 months 24 days
Held-to-maturity securities, total, weighted average yield	4.08%
Held-to-maturity securities, total, weighted average maturity in years	9 years 2 months 12 days
Amortized Cost of Investment Securities	5,486		5,613
Amortized Cost of Investment Securities, Percentage	5.40%		5.60%
Other Debt Securities and Obligations of Foreign Governments [Member]
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, maturing in one year or less, amortized cost	0
Available-for-sale securities, maturing after one year through five years, amortized cost	0
Available-for-sale securities, maturing after five years through ten years, amortized cost	0
Available-for-sale securities, maturing after ten years, amortized cost	690
Available-for-sale securities, total, amortized cost	690
Available-for-sale securities, maturing in one year or less, fair value	0
Available-for-sale securities, maturing after one year through five years, fair value	0
Available-for-sale securities, maturing after five years through ten years, fair value	0
Available-for-sale securities, maturing after ten years, fair value	628
Available-for-sale securities, total, fair value	628
Available-for-sale securities, maturing in one year or less, weighted average yield	0.00%
Available-for-sale securities, maturing in one year or less, weighted average maturity in years	0 years
Available for sale securities, maturing after one year through five years, weighted average yield	0.00%
Available-for-sale securities, maturing after one year through five years, weighted average maturity in years	0 years
Available-for-sale securities, maturing after five years through ten years, weighted average yield	0.00%
Available-for-sale securities, maturing after five years through ten years, weighted average maturity in years	0 years
Available-for-sale securities, maturing after ten years, weighted average yield	2.48%
Available-for-sale securities, maturing after ten years, weighted average maturity in years	18 years 2 months 12 days
Available-for-sale securities, total, weighted average yield	2.48%
Available-for-sale securities, total, weighted average maturity in years	18 years 2 months 12 days
Held-to-maturity securities, maturing in one year or less, amortized cost	0
Held-to-maturity securities, maturing in one year or less, fair value	0
Held-to-maturity securities, maturing after one year through five years, amortized cost	9
Held to maturity securities, maturing after one year through five years, fair value	9
Held-to-maturity securities, maturing after five years through ten years, amortized cost	21
Held-to-maturity securities, maturing after five years through ten years, fair value	20
Held-to-maturity securities, maturing after ten years, amortized cost	0
Held-to-maturity securities, maturing after ten years, fair value	0
Held-to-maturity securities, total, amortized cost	30
Held-to-maturity securities, total, fair value	29
Held-to-maturity securities, maturing in one year or less, weighted average yield	0.00%
Held-to-maturity securities, maturing in one year or less, weighted average maturity in years	0 years
Held-to-maturity securities, maturing after one year through five years, weighted average yield	1.44%
Held-to-maturity securities, maturing after one year through five years, weighted average maturity in years	2 years
Held-to-maturity securities, maturing after five years through ten years, weighted average yield	1.00%
Held-to-maturity securities, maturing after five years through ten years, weighted average maturity in years	5 years 7 months 6 days
Held-to-maturity securities, maturing after ten years, weighted average yield	0.00%
Held-to-maturity securities, maturing after ten years, weighted average maturity in years	0 years
Held-to-maturity securities, total, weighted average yield	1.13%
Held-to-maturity securities, total, weighted average maturity in years	4 years 6 months
Amortized Cost of Investment Securities	1,112		1,171
Amortized Cost of Investment Securities, Percentage	1.10%		1.20%
Other Investments Including Perpetual Preferred Securities [Member]
Contractual Maturities of Investment Securities [Line Items]
Available-for-sale securities, total, amortized cost	392
Available-for-sale securities, total, fair value	442
Available-for-sale securities, total, weighted average yield	2.36%
Available-for-sale securities, total, weighted average maturity in years	11 years 6 months
Held-to-maturity securities, total, amortized cost	0
Held-to-maturity securities, total, fair value	$0
Held-to-maturity securities, total, weighted average yield	0.00%
Held-to-maturity securities, total, weighted average maturity in years	0 years
[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)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Contractual Maturities of Investment Securities [Abstract]
Federal statutory rate	35.00%	35.00%
Weighted-average maturity of available-for-sale investment securities	4 years 1 month 6 days	4 years 3 months 18 days
Weighted-average yield of available-for-sale investment securities	2.29%	2.32%
Weighted average maturity of held-to-maturity investment securities	3 years 9 months 18 days	4 years
Weighted-average yield of held-to-maturity investment securities	1.90%	1.92%

Basis_of_Presentation_Line_of_

Basis of Presentation - Line of Business Financial Performance (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Condensed Income Statement
Net interest income (taxable-equivalent basis)	$2,752	$2,706
Net interest income (taxable-equivalent basis), Percent change	1.70%
Noninterest income	2,154	2,103
Noninterest income, Percent change	2.40%
Securities gains (losses), net		5
Securities gains (losses), net, Percent change
Total net revenue	4,906	4,814
Total net revenue, Percent change	1.90%
Noninterest expense, Percent change	5.10%
Other intangibles, Percent change	-12.20%
Total noninterest expense, Percent change	4.80%
Income before provision and income taxes, Percent change	-1.30%
Provision for credit losses, Percent change	-13.70%
Income before income taxes, Percent change	0.70%
Income taxes and taxable-equivalent adjustment, Percent change	-3.40%
Net income, Percent change	2.30%
Net (income) loss attributable to noncontrolling interests, Percent change	13.30%
Net income attributable to U.S. Bancorp, Percent change	2.40%
Noninterest expense	2,622	2,495
Other intangibles	43	49
Total noninterest expense	2,665	2,544
Income before provision and income taxes	2,241	2,270
Provision for credit losses	264	306
Income before income taxes	1,977	1,964
Income taxes and taxable-equivalent adjustment	533	552
Net income	1,444	1,412
Net (income) loss attributable to noncontrolling interests	-13	-15
Net income attributable to U.S. Bancorp	1,431	1,397
Average Balance Sheet
Commercial	81,508	70,834
Commercial, Percent change	15.10%
Commercial real estate	42,671	40,050
Commercial real estate, Percent change	6.50%
Residential mortgages	51,426	51,584
Residential mortgages, Percent change	-0.30%
Credit card	17,823	17,407
Credit card, Percent change	2.40%
Other retail	49,320	47,657
Other retail, Percent change	3.50%
Total loans, excluding covered loans	242,748	227,532
Total loans, excluding covered loans, Percent change	6.70%
Covered loans	5,202	8,327
Covered loans, Percent change	-37.50%
Total loans	247,950	235,859
Total loans, Percent change	5.10%
Goodwill, Percent change	1.90%
Other intangible assets, Percent change	-10.60%
Assets, Percent change	10.30%
Noninterest-bearing deposits, Percent change	5.20%
Interest checking, Percent change	6.50%
Savings products, Percent change	18.90%
Time deposits, Percent change	-8.20%
Total deposits, Percent change	8.10%
Total U.S. Bancorp shareholders' equity, Percent change	5.50%
Goodwill	9,378	9,203
Other intangible assets	3,076	3,441
Assets	401,836	364,312
Noninterest-bearing deposits	74,511	70,824
Interest checking	54,658	51,305
Savings products	109,922	92,444
Time deposits	39,369	42,906
Total deposits	278,460	257,479
Total U.S. Bancorp shareholders' equity	44,078	41,761
Wholesale Banking and Commercial Real Estate [Member]
Condensed Income Statement
Net interest income (taxable-equivalent basis)	513	484
Net interest income (taxable-equivalent basis), Percent change	6.00%
Noninterest income	221	244
Noninterest income, Percent change	-9.40%
Securities gains (losses), net
Securities gains (losses), net, Percent change
Total net revenue	734	728
Total net revenue, Percent change	0.80%
Noninterest expense, Percent change	5.80%
Other intangibles, Percent change
Total noninterest expense, Percent change	5.80%
Income before provision and income taxes, Percent change	-2.90%
Provision for credit losses, Percent change
Income before income taxes, Percent change	-20.60%
Income taxes and taxable-equivalent adjustment, Percent change	-20.90%
Net income, Percent change	-20.40%
Net (income) loss attributable to noncontrolling interests, Percent change
Net income attributable to U.S. Bancorp, Percent change	-20.40%
Noninterest expense	330	312
Other intangibles	1	1
Total noninterest expense	331	313
Income before provision and income taxes	403	415
Provision for credit losses	59	-18
Income before income taxes	344	433
Income taxes and taxable-equivalent adjustment	125	158
Net income	219	275
Net (income) loss attributable to noncontrolling interests
Net income attributable to U.S. Bancorp	219	275
Average Balance Sheet
Commercial	62,831	54,485
Commercial, Percent change	15.30%
Commercial real estate	21,697	20,573
Commercial real estate, Percent change	5.50%
Residential mortgages	17	22
Residential mortgages, Percent change	-22.70%
Credit card
Credit card, Percent change
Other retail	3	4
Other retail, Percent change	-25.00%
Total loans, excluding covered loans	84,548	75,084
Total loans, excluding covered loans, Percent change	12.60%
Covered loans		245
Covered loans, Percent change
Total loans	84,548	75,329
Total loans, Percent change	12.20%
Goodwill, Percent change	2.70%
Other intangible assets, Percent change
Assets, Percent change	13.10%
Noninterest-bearing deposits, Percent change	8.10%
Interest checking, Percent change	-26.40%
Savings products, Percent change	51.20%
Time deposits, Percent change	-6.70%
Total deposits, Percent change	9.40%
Total U.S. Bancorp shareholders' equity, Percent change	9.30%
Goodwill	1,648	1,604
Other intangible assets	21	21
Assets	93,045	82,243
Noninterest-bearing deposits	34,794	32,183
Interest checking	7,706	10,464
Savings products	25,857	17,098
Time deposits	17,149	18,385
Total deposits	85,506	78,130
Total U.S. Bancorp shareholders' equity	8,225	7,526
Consumer and Small Business Banking [Member]
Condensed Income Statement
Net interest income (taxable-equivalent basis)	1,047	1,088
Net interest income (taxable-equivalent basis), Percent change	-3.80%
Noninterest income	623	618
Noninterest income, Percent change	0.80%
Securities gains (losses), net
Securities gains (losses), net, Percent change
Total net revenue	1,670	1,706
Total net revenue, Percent change	-2.10%
Noninterest expense, Percent change	5.40%
Other intangibles, Percent change	25.00%
Total noninterest expense, Percent change	5.50%
Income before provision and income taxes, Percent change	-16.80%
Provision for credit losses, Percent change	-91.00%
Income before income taxes, Percent change	5.10%
Income taxes and taxable-equivalent adjustment, Percent change	5.50%
Net income, Percent change	4.90%
Net (income) loss attributable to noncontrolling interests, Percent change
Net income attributable to U.S. Bancorp, Percent change	4.90%
Noninterest expense	1,173	1,113
Other intangibles	10	8
Total noninterest expense	1,183	1,121
Income before provision and income taxes	487	585
Provision for credit losses	12	133
Income before income taxes	475	452
Income taxes and taxable-equivalent adjustment	173	164
Net income	302	288
Net (income) loss attributable to noncontrolling interests
Net income attributable to U.S. Bancorp	302	288
Average Balance Sheet
Commercial	9,649	8,333
Commercial, Percent change	15.80%
Commercial real estate	19,198	18,622
Commercial real estate, Percent change	3.10%
Residential mortgages	49,796	50,294
Residential mortgages, Percent change	-1.00%
Credit card
Credit card, Percent change
Other retail	47,241	45,482
Other retail, Percent change	3.90%
Total loans, excluding covered loans	125,884	122,731
Total loans, excluding covered loans, Percent change	2.60%
Covered loans	5,163	6,049
Covered loans, Percent change	-14.60%
Total loans	131,047	128,780
Total loans, Percent change	1.80%
Goodwill, Percent change	4.70%
Other intangible assets, Percent change	-9.00%
Assets, Percent change	3.40%
Noninterest-bearing deposits, Percent change	13.10%
Interest checking, Percent change	11.90%
Savings products, Percent change	9.30%
Time deposits, Percent change	-9.40%
Total deposits, Percent change	7.90%
Total U.S. Bancorp shareholders' equity, Percent change	-0.30%
Goodwill	3,681	3,515
Other intangible assets	2,493	2,741
Assets	146,556	141,689
Noninterest-bearing deposits	24,863	21,981
Interest checking	39,019	34,880
Savings products	52,544	48,093
Time deposits	16,954	18,710
Total deposits	133,380	123,664
Total U.S. Bancorp shareholders' equity	11,530	11,569
Wealth Management and Securities Services [Member]
Condensed Income Statement
Net interest income (taxable-equivalent basis)	92	80
Net interest income (taxable-equivalent basis), Percent change	15.00%
Noninterest income	356	339
Noninterest income, Percent change	5.00%
Securities gains (losses), net
Securities gains (losses), net, Percent change
Total net revenue	448	419
Total net revenue, Percent change	6.90%
Noninterest expense, Percent change	5.10%
Other intangibles, Percent change	-22.20%
Total noninterest expense, Percent change	4.40%
Income before provision and income taxes, Percent change	18.20%
Provision for credit losses, Percent change	50.00%
Income before income taxes, Percent change	14.80%
Income taxes and taxable-equivalent adjustment, Percent change	17.20%
Net income, Percent change	13.50%
Net income attributable to U.S. Bancorp, Percent change	13.50%
Noninterest expense	350	333
Other intangibles	7	9
Total noninterest expense	357	342
Income before provision and income taxes	91	77
Provision for credit losses	-2	-4
Income before income taxes	93	81
Income taxes and taxable-equivalent adjustment	34	29
Net income	59	52
Net (income) loss attributable to noncontrolling interests
Net income attributable to U.S. Bancorp	59	52
Average Balance Sheet
Commercial	2,292	1,848
Commercial, Percent change	24.00%
Commercial real estate	590	616
Commercial real estate, Percent change	-4.20%
Residential mortgages	1,609	1,266
Residential mortgages, Percent change	27.10%
Credit card
Credit card, Percent change
Other retail	1,449	1,474
Other retail, Percent change	-1.70%
Total loans, excluding covered loans	5,940	5,204
Total loans, excluding covered loans, Percent change	14.10%
Covered loans	1	8
Covered loans, Percent change	-87.50%
Total loans	5,941	5,212
Total loans, Percent change	14.00%
Goodwill, Percent change	0.20%
Other intangible assets, Percent change	-19.90%
Assets, Percent change	11.60%
Noninterest-bearing deposits, Percent change	-13.60%
Interest checking, Percent change	35.50%
Savings products, Percent change	15.60%
Time deposits, Percent change	-28.00%
Total deposits, Percent change	5.80%
Total U.S. Bancorp shareholders' equity, Percent change	0.10%
Goodwill	1,568	1,565
Other intangible assets	137	171
Assets	9,178	8,227
Noninterest-bearing deposits	12,714	14,716
Interest checking	7,345	5,420
Savings products	31,318	27,080
Time deposits	2,996	4,163
Total deposits	54,373	51,379
Total U.S. Bancorp shareholders' equity	2,298	2,296
Payment Services [Member]
Condensed Income Statement
Net interest income (taxable-equivalent basis)	465	414
Net interest income (taxable-equivalent basis), Percent change	12.30%
Noninterest income	777	775
Noninterest income, Percent change	0.30%
Securities gains (losses), net
Securities gains (losses), net, Percent change
Total net revenue	1,242	1,189
Total net revenue, Percent change	4.50%
Noninterest expense, Percent change	4.60%
Other intangibles, Percent change	-19.40%
Total noninterest expense, Percent change	3.30%
Income before provision and income taxes, Percent change	5.60%
Provision for credit losses, Percent change	-2.00%
Income before income taxes, Percent change	9.50%
Income taxes and taxable-equivalent adjustment, Percent change	9.90%
Net income, Percent change	9.30%
Net (income) loss attributable to noncontrolling interests, Percent change	11.10%
Net income attributable to U.S. Bancorp, Percent change	10.10%
Noninterest expense	595	569
Other intangibles	25	31
Total noninterest expense	620	600
Income before provision and income taxes	622	589
Provision for credit losses	197	201
Income before income taxes	425	388
Income taxes and taxable-equivalent adjustment	155	141
Net income	270	247
Net (income) loss attributable to noncontrolling interests	-8	-9
Net income attributable to U.S. Bancorp	262	238
Average Balance Sheet
Commercial	6,595	5,997
Commercial, Percent change	10.00%
Commercial real estate
Commercial real estate, Percent change
Residential mortgages
Residential mortgages, Percent change
Credit card	17,823	17,407
Credit card, Percent change	2.40%
Other retail	627	697
Other retail, Percent change	-10.00%
Total loans, excluding covered loans	25,045	24,101
Total loans, excluding covered loans, Percent change	3.90%
Covered loans		5
Total loans	25,045	24,106
Total loans, Percent change	3.90%
Goodwill, Percent change	-1.50%
Other intangible assets, Percent change	-16.20%
Assets, Percent change	2.00%
Noninterest-bearing deposits, Percent change	27.80%
Interest checking, Percent change	8.70%
Savings products, Percent change	24.30%
Total deposits, Percent change	19.70%
Total U.S. Bancorp shareholders' equity, Percent change	2.00%
Goodwill	2,481	2,519
Other intangible assets	425	507
Assets	30,988	30,370
Noninterest-bearing deposits	892	698
Interest checking	587	540
Savings products	87	70
Time deposits
Total deposits	1,566	1,308
Total U.S. Bancorp shareholders' equity	5,780	5,668
Treasury and Corporate Support [Member]
Condensed Income Statement
Net interest income (taxable-equivalent basis)	635	640
Net interest income (taxable-equivalent basis), Percent change	-0.80%
Noninterest income	177	127
Noninterest income, Percent change	39.40%
Securities gains (losses), net		5
Securities gains (losses), net, Percent change
Total net revenue	812	772
Total net revenue, Percent change	5.20%
Noninterest expense, Percent change	3.60%
Total noninterest expense, Percent change	3.60%
Income before provision and income taxes, Percent change	5.60%
Provision for credit losses, Percent change	66.70%
Income before income taxes, Percent change	4.90%
Income taxes and taxable-equivalent adjustment, Percent change	-23.30%
Net income, Percent change	8.00%
Net (income) loss attributable to noncontrolling interests, Percent change	16.70%
Net income attributable to U.S. Bancorp, Percent change	8.30%
Noninterest expense	174	168
Other intangibles
Total noninterest expense	174	168
Income before provision and income taxes	638	604
Provision for credit losses	-2	-6
Income before income taxes	640	610
Income taxes and taxable-equivalent adjustment	46	60
Net income	594	550
Net (income) loss attributable to noncontrolling interests	-5	-6
Net income attributable to U.S. Bancorp	589	544
Average Balance Sheet
Commercial	141	171
Commercial, Percent change	-17.50%
Commercial real estate	1,186	239
Commercial real estate, Percent change
Residential mortgages	4	2
Residential mortgages, Percent change
Credit card
Credit card, Percent change
Other retail
Other retail, Percent change
Total loans, excluding covered loans	1,331	412
Total loans, excluding covered loans, Percent change
Covered loans	38	2,020
Covered loans, Percent change	-98.10%
Total loans	1,369	2,432
Total loans, Percent change	-43.70%
Goodwill, Percent change
Other intangible assets, Percent change
Assets, Percent change	19.90%
Noninterest-bearing deposits, Percent change	0.20%
Interest checking, Percent change
Savings products, Percent change	12.60%
Time deposits, Percent change	37.70%
Total deposits, Percent change	21.20%
Total U.S. Bancorp shareholders' equity, Percent change	10.50%
Goodwill
Other intangible assets		1
Assets	122,069	101,783
Noninterest-bearing deposits	1,248	1,246
Interest checking	1	1
Savings products	116	103
Time deposits	2,270	1,648
Total deposits	3,635	2,998
Total U.S. Bancorp shareholders' equity	$16,245	$14,702

Investment_Securities_Investme2

Investment Securities - Investment Securities Held to Maturity (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	$45,597	[1]	$44,974	[1]
Held-to-maturity securities, Unrealized Gains	517		362
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	-1
Held-to-maturity securities, Unrealized Losses Other	-91		-196
Held-to-maturity securities, fair value	46,022		45,140
U.S. Treasury and Agencies [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	2,744		2,717
Held-to-maturity securities, Unrealized Gains	34		15
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	-4		-18
Held-to-maturity securities, fair value	2,774		2,714
Mortgage-Backed Securities Residential [Member] | Agency [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	42,800		42,204
Held-to-maturity securities, Unrealized Gains	471		335
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	-85		-176
Held-to-maturity securities, fair value	43,186		42,363
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	0
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	0
Held-to-maturity securities, fair value	1		1
Asset-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	13
Held-to-maturity securities, fair value	23
Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	0		0
Held-to-maturity securities, Unrealized Gains	7		7
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	0
Held-to-maturity securities, fair value	7		7
Asset-Backed Securities [Member] | Asset-Backed Securities Other [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	13		13
Held-to-maturity securities, Unrealized Gains	4		4
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	-1
Held-to-maturity securities, Unrealized Losses Other	0
Held-to-maturity securities, fair value	16		17
Obligations of State and Political Subdivisions [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	9		9
Held-to-maturity securities, Unrealized Gains	1		1
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	-1		-1
Held-to-maturity securities, fair value	9		9
Obligations of Foreign Governments [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	9		9
Held-to-maturity securities, Unrealized Gains	0
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	0
Held-to-maturity securities, fair value	9		9
Other Debt Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity securities, Amortized Cost	21		21
Held-to-maturity securities, Unrealized Gains	0
Held-to-maturity securities, Unrealized Losses Other-than-Temporary	0
Held-to-maturity securities, Unrealized Losses Other	-1		-1
Held-to-maturity securities, fair value	$20		$20
[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 $)	Mar. 31, 2015		Dec. 31, 2014
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	$55,981		$55,432
Available-for-sale securities, Unrealized Gains	1,063		980
Available-for-sale securities, Unrealized Losses Other-than-Temporary	-3		-3
Available-for-sale securities, Unrealized Losses Other	-215		-340
Available-for-sale securities, Fair Value	56,826	[1]	56,069	[1]
U.S. Treasury and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	2,560		2,622
Available-for-sale securities, Unrealized Gains	32		14
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	0		-4
Available-for-sale securities, Fair Value	2,592		2,632
Mortgage-Backed Securities Residential [Member] | Agency [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	45,506		44,668
Available-for-sale securities, Unrealized Gains	658		593
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	-134		-244
Available-for-sale securities, Fair Value	46,030		45,017
Mortgage-Backed Securities Residential [Member] | Non-Agency Prime [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	380		399
Available-for-sale securities, Unrealized Gains	9		9
Available-for-sale securities, Unrealized Losses Other-than-Temporary	-2		-2
Available-for-sale securities, Unrealized Losses Other	-2		-1
Available-for-sale securities, Fair Value	385		405
Mortgage-Backed Securities Residential [Member] | Non-Agency Non-Prime [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	254		261
Available-for-sale securities, Unrealized Gains	20		20
Available-for-sale securities, Unrealized Losses Other-than-Temporary	-1		-1
Available-for-sale securities, Unrealized Losses Other	0
Available-for-sale securities, Fair Value	273		280
Commercial [Member] | Agency [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	101		112
Available-for-sale securities, Unrealized Gains	2		3
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	0
Available-for-sale securities, Fair Value	103		115
Asset-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	621
Available-for-sale securities, Fair Value	638
Asset-Backed Securities [Member] | Collateralized Loan Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	18		18
Available-for-sale securities, Unrealized Gains	4		4
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	0
Available-for-sale securities, Fair Value	22		22
Asset-Backed Securities [Member] | Asset-Backed Securities Other [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	603		607
Available-for-sale securities, Unrealized Gains	13		13
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	0		-1
Available-for-sale securities, Fair Value	616		619
Obligations of State and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	5,477		5,604
Available-for-sale securities, Unrealized Gains	260		265
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	-2		-1
Available-for-sale securities, Fair Value	5,735		5,868
Obligations of Foreign Governments [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	0		6
Available-for-sale securities, Unrealized Gains	0
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	0
Available-for-sale securities, Fair Value	0		6
Corporate Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	690		690
Available-for-sale securities, Unrealized Gains	6		3
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	-68		-79
Available-for-sale securities, Fair Value	628		614
Perpetual Preferred Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	156		200
Available-for-sale securities, Unrealized Gains	29		27
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	-9		-10
Available-for-sale securities, Fair Value	176		217
Other Investment [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	236		245
Available-for-sale securities, Unrealized Gains	30		29
Available-for-sale securities, Unrealized Losses Other-than-Temporary	0
Available-for-sale securities, Unrealized Losses Other	0
Available-for-sale securities, Fair Value	$266		$274
[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)	Mar. 31, 2015
	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 $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Weighted-average maturity of available-for-sale investment securities	4 years 1 month 6 days	4 years 3 months 18 days
Weighted-average yields of available-for-sale investment securities	2.29%	2.32%
Weighted average maturity of held-to-maturity investment securities	3 years 9 months 18 days	4 years
Weighted-average yields of held-to-maturity investment securities	1.90%	1.92%
Fair value of securities pledged	$12,500,000,000	$12,600,000,000
Fair value of securities pledged as collateral where counterparty has right to repledge or resell	$956,000,000	$856,000,000

Investment_Securities_Amount_o

Investment Securities - Amount of Interest Income from Taxable and Non-Taxable Investment Securities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Income, Securities, Operating, by Taxable Status [Abstract]
Taxable	$436	$381
Non-taxable	59	60
Total interest income from investment securities	$495	$441

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Available-for-sale Securities, Gross Realized Gain (Loss), Excluding Other than Temporary Impairments [Abstract]
Realized gains	$1	$5
Realized losses	-1
Net realized gains (losses)		5
Income tax (benefit) on net realized gains (losses)		$2

Investment_Securities_Changes_

Investment Securities - Changes in Credit Losses on Debt Securities Excluding Perpetual Preferred Securities (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Credit Losses on Debt Securities [RollForward]
Balance at beginning of period	$101	$116
Increases in expected cash flows	-2	-2
Realized losses	-3	-3
Balance at end of period	$96	$111

Investment_Securities_Gross_Un

Investment Securities - Gross Unrealized Losses and Fair Value of Company's Investment Securities (Detail) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months	$3,348
Unrealized Losses Less Than 12 Months	-12
Fair Value 12 Months or Greater	5,311
Unrealized Losses 12 Months or Greater	-80
Fair Value Total	8,659
Unrealized Losses Total	-92
Fair Value Less Than 12 Months	4,688
Unrealized Losses Less Than 12 Months	-19
Fair Value 12 Months or Greater	7,966
Unrealized Losses 12 Months or Greater	-199
Fair Value Total	12,654
Unrealized Losses Total	-218
Mortgage-Backed Securities Residential [Member] | Agency [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months	2,907
Unrealized Losses Less Than 12 Months	-9
Fair Value 12 Months or Greater	5,171
Unrealized Losses 12 Months or Greater	-76
Fair Value Total	8,078
Unrealized Losses Total	-85
Fair Value Less Than 12 Months	4,282
Unrealized Losses Less Than 12 Months	-16
Fair Value 12 Months or Greater	7,253
Unrealized Losses 12 Months or Greater	-118
Fair Value Total	11,535
Unrealized Losses Total	-134
Mortgage-Backed Securities Residential [Member] | Non-Agency Prime [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months	82
Unrealized Losses Less Than 12 Months	-1
Fair Value 12 Months or Greater	66
Unrealized Losses 12 Months or Greater	-3
Fair Value Total	148
Unrealized Losses Total	-4
Mortgage-Backed Securities Residential [Member] | Non-Agency Non-Prime [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months	17
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	20
Unrealized Losses 12 Months or Greater	-1
Fair Value Total	37
Unrealized Losses Total	-1
U.S. Treasury and Agencies [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months	439
Unrealized Losses Less Than 12 Months	-2
Fair Value 12 Months or Greater	114
Unrealized Losses 12 Months or Greater	-2
Fair Value Total	553
Unrealized Losses Total	-4
Fair Value Less Than 12 Months	215
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	108
Unrealized Losses 12 Months or Greater
Fair Value Total	323
Unrealized Losses Total
Asset-Backed Securities [Member] | Asset-Backed Securities Other [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	6
Unrealized Losses 12 Months or Greater	-1
Fair Value Total	6
Unrealized Losses Total	-1
Fair Value Less Than 12 Months
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	3
Unrealized Losses 12 Months or Greater
Fair Value Total	3
Unrealized Losses Total
Obligations of State and Political Subdivisions [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months	2
Unrealized Losses Less Than 12 Months	-1
Fair Value 12 Months or Greater
Unrealized Losses 12 Months or Greater
Fair Value Total	2
Unrealized Losses Total	-1
Fair Value Less Than 12 Months	92
Unrealized Losses Less Than 12 Months	-2
Fair Value 12 Months or Greater
Unrealized Losses 12 Months or Greater
Fair Value Total	92
Unrealized Losses Total	-2
Other Debt Securities [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	20
Unrealized Losses 12 Months or Greater	-1
Fair Value Total	20
Unrealized Losses Total	-1
Corporate Debt Securities [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	440
Unrealized Losses 12 Months or Greater	-68
Fair Value Total	440
Unrealized Losses Total	-68
Perpetual Preferred Securities [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Fair Value Less Than 12 Months
Unrealized Losses Less Than 12 Months
Fair Value 12 Months or Greater	76
Unrealized Losses 12 Months or Greater	-9
Fair Value Total	76
Unrealized Losses Total	($9)

Investment_Securities_Gross_Un1

Investment Securities - Gross Unrealized Losses and Fair Value of Company's Investment Securities (Parenthetical) (Detail) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Residential Non-Agency Mortgage-Backed Securities Unrealized Losses	$218
Non-Agency [Member] | Mortgage-Backed Securities Residential [Member]
Continuous Gross Unrealized Losses And Fair Value [Abstract]
Residential Non-Agency Mortgage-Backed Securities Unrealized Losses	$5

Loans_and_Allowance_for_Credit2

Loans and Allowance for Credit Losses - Composition of Loan Portfolio (Detail) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	$240,183	$242,570
Total loans	245,301	247,851
Total loans, Percentage	100.00%	100.00%
Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	77,394	74,996
Loans, excluding covered loans, percentage	31.50%	30.20%
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	5,338	5,381
Loans, excluding covered loans, percentage	2.20%	2.20%
Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	82,732	80,377
Loans, excluding covered loans, percentage	33.70%	32.40%
Commercial Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	32,755	33,360
Loans, excluding covered loans, percentage	13.40%	13.50%
Construction and Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	9,654	9,435
Loans, excluding covered loans, percentage	3.90%	3.80%
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	42,409	42,795
Loans, excluding covered loans, percentage	17.30%	17.30%
Residential Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	38,153	38,598
Loans, excluding covered loans, percentage	15.50%	15.60%
Home Equity Loans, First Liens [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	12,936	13,021
Loans, excluding covered loans, percentage	5.30%	5.20%
Residential Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	51,089	51,619
Loans, excluding covered loans, percentage	20.80%	20.80%
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	17,504	18,515
Loans, excluding covered loans, percentage	7.20%	7.50%
Retail Leasing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	5,796	5,871
Loans, excluding covered loans, percentage	2.30%	2.40%
Home Equity And Second Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	15,859	15,916
Loans, excluding covered loans, percentage	6.50%	6.40%
Revolving Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	3,233	3,309
Loans, excluding covered loans, percentage	1.30%	1.30%
Installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	6,345	6,242
Loans, excluding covered loans, percentage	2.60%	2.50%
Automobile [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	15,216	14,822
Loans, excluding covered loans, percentage	6.20%	6.00%
Student [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans		3,104
Loans, excluding covered loans, percentage		1.30%
Other Retail [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	46,449	49,264
Loans, excluding covered loans, percentage	18.90%	19.90%
Total Loans, Excluding Covered Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, excluding covered loans	240,183	242,570
Loans, excluding covered loans, percentage	97.90%	97.90%
Covered Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$5,118	$5,281
Total loans, Percentage	2.10%	2.10%

Loans_and_Allowance_for_Credit3

Loans and Allowance for Credit Losses - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Loans and Allowance for Credit Losses [Line Items]
Loans pledged at the Federal Home Loan Bank ("FHLB")	$79,100,000,000	$79,800,000,000
Loans pledged at the Federal Reserve Bank	63,500,000,000	61,800,000,000
Unearned interest and deferred fees and costs on loans	535,000,000	574,000,000
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	282,000,000	270,000,000
Foreclosed residential real estate property included in other real estate owned excluding covered assets	245,000,000	233,000,000
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	675,000,000	641,000,000
Residential mortgage loans secured by residential real estate in process of foreclosure	2,900,000,000	2,900,000,000
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	775
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	101,000,000
Commercial Lending Segment [Member] | Maximum [Member]
Loans and Allowance for Credit Losses [Line Items]
Period of loss experience	14 years
Commercial Lending Segment [Member] | Minimum [Member]
Loans and Allowance for Credit Losses [Line Items]
Impairment loan threshold for allowance in which loans are individually analyzed	5,000,000
Junior Lien [Member]
Loans and Allowance for Credit Losses [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]
Loans and Allowance for Credit Losses [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]
Loans and Allowance for Credit Losses [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	2,100,000,000	2,100,000,000
Residential Mortgages [Member]
Loans and Allowance for Credit Losses [Line Items]
Number of loans in trial period	177
Outstanding balance of loans in trial period	24,000,000
Estimated post-modification balance of loans in trial period	25,000,000
Home Equity and Second Mortgage Loans [Member]
Loans and Allowance for Credit Losses [Line Items]
Number of loans in trial period	53
Outstanding balance of loans in trial period	3,000,000
Estimated post-modification balance of loans in trial period	3,000,000
Loans Purchased from GNMA Mortgage Pools [Member]
Loans and Allowance for Credit Losses [Line Items]
Number of loans in trial period	1,750
Outstanding balance of loans in trial period	224,000,000
Estimated post-modification balance of loans in trial period	$226,000,000

Loans_and_Allowance_for_Credit4

Loans and Allowance for Credit Losses - Changes in Accretable Balance for Purchased Impaired Loans (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Deteriorated Loans Transferred in [Abstract]
Balance at beginning of period	$1,309	$1,655
Accretion	-98	-111
Disposals	-27	-40
Reclassifications from nonaccretable difference	5	81
Other	-2	-1
Balance at end of period	$1,187	$1,584

Loans_and_Allowance_for_Credit5

Loans and Allowance for Credit Losses - Activity in Allowance for Credit Losses by Portfolio Type (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	$4,375	$4,537
Provision for credit losses	264	306
Loans charged off	383	422
Less recoveries of loans charged off	-104	-81
Net loans charged off	279	341
Other changes	-9	-5
Balance at end of period	4,351	4,497
Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	1,146	1,075
Provision for credit losses	98	52
Loans charged off	74	63
Less recoveries of loans charged off	-31	-27
Net loans charged off	43	36
Other changes	-1
Balance at end of period	1,200	1,091
Commercial Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	726	776
Provision for credit losses	-23	-37
Loans charged off	5	8
Less recoveries of loans charged off	-23	-11
Net loans charged off	-18	-3
Balance at end of period	721	742
Residential Mortgages [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	787	875
Provision for credit losses	12	44
Loans charged off	41	61
Less recoveries of loans charged off	-6	-4
Net loans charged off	35	57
Balance at end of period	764	862
Credit Card [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	880	884
Provision for credit losses	154	170
Loans charged off	182	184
Less recoveries of loans charged off	-19	-14
Net loans charged off	163	170
Balance at end of period	871	884
Other Retail [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	771	781
Provision for credit losses	23	80
Loans charged off	81	100
Less recoveries of loans charged off	-25	-24
Net loans charged off	56	76
Balance at end of period	738	785
Total Loans, Excluding Covered Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	4,310	4,391
Provision for credit losses	264	309
Loans charged off	383	416
Less recoveries of loans charged off	-104	-80
Net loans charged off	279	336
Other changes	-1
Balance at end of period	4,294	4,364
Covered Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	65	146
Provision for credit losses		-3
Loans charged off		6
Less recoveries of loans charged off		-1
Net loans charged off		5
Other changes	-8	-5
Balance at end of period	$57	$133

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 $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Allowance Balance at End of Period
Loans individually evaluated for impairment	$7	$9
TDRs collectively evaluated for impairment	431	449
Other loans collectively evaluated for impairment	3,833	3,825
Loans acquired with deteriorated credit quality	80	92
Total allowance for credit losses	4,351	4,375	4,497	4,537
Loan balance at end of period
Loans individually evaluated for impairment	235	299
TDRs collectively evaluated for impairment	5,427	5,681
Other loans collectively evaluated for impairment	236,488	238,555
Loans acquired with deteriorated credit quality	3,151	3,316
Total loans	240,183	242,570
Total loans	245,301	247,851
Commercial [Member]
Allowance Balance at End of Period
Loans individually evaluated for impairment	4	5
TDRs collectively evaluated for impairment	10	12
Other loans collectively evaluated for impairment	1,186	1,129
Total allowance for credit losses	1,200	1,146	1,091	1,075
Loan balance at end of period
Loans individually evaluated for impairment	124	159
TDRs collectively evaluated for impairment	120	124
Other loans collectively evaluated for impairment	82,487	80,093
Loans acquired with deteriorated credit quality	1	1
Total loans	82,732	80,377
Commercial Real Estate [Member]
Allowance Balance at End of Period
Loans individually evaluated for impairment	3	4
TDRs collectively evaluated for impairment	8	12
Other loans collectively evaluated for impairment	683	678
Loans acquired with deteriorated credit quality	27	32
Total allowance for credit losses	721	726	742	776
Loan balance at end of period
Loans individually evaluated for impairment	98	128
TDRs collectively evaluated for impairment	282	393
Other loans collectively evaluated for impairment	41,608	41,744
Loans acquired with deteriorated credit quality	421	530
Total loans	42,409	42,795
Residential Mortgages [Member]
Allowance Balance at End of Period
TDRs collectively evaluated for impairment	315	319
Other loans collectively evaluated for impairment	449	468
Total allowance for credit losses	764	787	862	875
Loan balance at end of period
Loans individually evaluated for impairment	13	12
TDRs collectively evaluated for impairment	4,537	4,653
Other loans collectively evaluated for impairment	46,538	46,953
Loans acquired with deteriorated credit quality	1	1
Total loans	51,089	51,619
Credit Card [Member]
Allowance Balance at End of Period
TDRs collectively evaluated for impairment	58	61
Other loans collectively evaluated for impairment	813	819
Total allowance for credit losses	871	880	884	884
Loan balance at end of period
TDRs collectively evaluated for impairment	226	240
Other loans collectively evaluated for impairment	17,278	18,275
Total loans	17,504	18,515
Other Retail [Member]
Allowance Balance at End of Period
TDRs collectively evaluated for impairment	38	41
Other loans collectively evaluated for impairment	700	730
Total allowance for credit losses	738	771	785	781
Loan balance at end of period
TDRs collectively evaluated for impairment	229	237
Other loans collectively evaluated for impairment	46,220	49,027
Total loans	46,449	49,264
Total Loans, Excluding Covered Loans [Member]
Allowance Balance at End of Period
Loans individually evaluated for impairment	7	9
TDRs collectively evaluated for impairment	429	445
Other loans collectively evaluated for impairment	3,831	3,824
Loans acquired with deteriorated credit quality	27	32
Total allowance for credit losses	4,294	4,310	4,364	4,391
Loan balance at end of period
Loans individually evaluated for impairment	235	299
TDRs collectively evaluated for impairment	5,394	5,647
Other loans collectively evaluated for impairment	234,131	236,092
Loans acquired with deteriorated credit quality	423	532
Total loans	240,183	242,570
Covered Loans [Member]
Allowance Balance at End of Period
TDRs collectively evaluated for impairment	2	4
Other loans collectively evaluated for impairment	2	1
Loans acquired with deteriorated credit quality	53	60
Total allowance for credit losses	57	65	133	146
Loan balance at end of period
TDRs collectively evaluated for impairment	33	34
Other loans collectively evaluated for impairment	2,357	2,463
Loans acquired with deteriorated credit quality	2,728	2,784
Total loans	$5,118	$5,281

Loans_and_Allowance_for_Credit7

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Delinquency Status of those that Continue to Accrue Interest and are Nonperforming (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	$242,139	$244,327
Accruing 30-89 Days Past Due	932	1,113
Accruing 90 Days or More Past Due	880	945
Nonperforming	1,350	1,466
Total loans, excluding covered loans	240,183	242,570
Total loans	245,301	247,851
Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	82,406	79,977
Accruing 30-89 Days Past Due	194	247
Accruing 90 Days or More Past Due	45	41
Nonperforming	87	112
Total loans, excluding covered loans	82,732	80,377
Commercial Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	42,062	42,406
Accruing 30-89 Days Past Due	101	110
Accruing 90 Days or More Past Due	29	20
Nonperforming	217	259
Total loans, excluding covered loans	42,409	42,795
Residential Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	49,906	50,330
Accruing 30-89 Days Past Due	188	221
Accruing 90 Days or More Past Due	170	204
Nonperforming	825	864
Total loans, excluding covered loans	51,089	51,619
Credit Card [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	17,070	18,046
Accruing 30-89 Days Past Due	203	229
Accruing 90 Days or More Past Due	209	210
Nonperforming	22	30
Total loans, excluding covered loans	17,504	18,515
Other Retail [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	46,016	48,764
Accruing 30-89 Days Past Due	178	238
Accruing 90 Days or More Past Due	68	75
Nonperforming	187	187
Total loans, excluding covered loans	46,449	49,264
Total Loans, Excluding Covered Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	237,460	239,523
Accruing 30-89 Days Past Due	864	1,045
Accruing 90 Days or More Past Due	521	550
Nonperforming	1,338	1,452
Total loans, excluding covered loans	240,183	242,570
Covered Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	4,679	4,804
Accruing 30-89 Days Past Due	68	68
Accruing 90 Days or More Past Due	359	395
Nonperforming	12	14
Total loans	$5,118	$5,281

Loans_and_Allowance_for_Credit8

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Delinquency Status of those that Continue to Accrue Interest and are Nonperforming (Parenthetical) (Detail) (Government National Mortgage Association [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
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	$362,000,000	$431,000,000
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	$3,000,000,000	$3,100,000,000

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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	$240,183	$242,570
Total loans	245,301	247,851
Total outstanding commitments	508,892	508,678
Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	239,321	242,581
Total outstanding commitments	500,488	501,535
Special Mention Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	2,356	1,680
Total outstanding commitments	4,095	2,964
Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	3,624	3,590
Total outstanding commitments	4,309	4,179
Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	5,980	5,270
Total outstanding commitments	8,404	7,143
Commercial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	82,732	80,377
Commercial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	79,837	78,409
Commercial [Member] | Special Mention Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	1,956	1,204
Commercial [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	939	764
Commercial [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	2,895	1,968
Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	42,409	42,795
Commercial Real Estate [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	41,064	41,322
Commercial Real Estate [Member] | Special Mention Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	382	451
Commercial Real Estate [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	963	1,022
Commercial Real Estate [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	1,345	1,473
Residential Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	51,089	51,619
Residential Mortgages [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	50,009	50,479
Residential Mortgages [Member] | Special Mention Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	6	5
Residential Mortgages [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	1,074	1,135
Residential Mortgages [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	1,080	1,140
Credit Card [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	17,504	18,515
Credit Card [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	17,273	18,275
Credit Card [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	231	240
Credit Card [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	231	240
Other Retail [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	46,449	49,264
Other Retail [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	46,128	48,932
Other Retail [Member] | Special Mention Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	12	20
Other Retail [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	309	312
Other Retail [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	321	332
Total Loans, Excluding Covered Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	240,183	242,570
Total Loans, Excluding Covered Loans [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	234,311	237,417
Total Loans, Excluding Covered Loans [Member] | Special Mention Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	2,356	1,680
Total Loans, Excluding Covered Loans [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	3,516	3,473
Total Loans, Excluding Covered Loans [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans, excluding covered loans	5,872	5,153
Covered Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	5,118	5,281
Covered Loans [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	5,010	5,164
Covered Loans [Member] | Classified Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	108	117
Covered Loans [Member] | Total Criticized [Member]
Financing Receivable, Recorded Investment [Line Items]
Total loans	$108	$117

Recovered_Sheet1

Loans and Allowance for Credit Losses - Summary of Loans by Portfolio Type and Company's Internal Credit Quality Rating (Parenthetical) (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Trouble Debt Restructure [Member] | Government National Mortgage Association [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	$2,200,000,000	$2,200,000,000
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	3,000,000,000	3,100,000,000
Special Mention or Classified Rating [Member] | Energy Related Businesses [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans to Customers in Energy Related Businesses	$946,000,000	$122,000,000

Recovered_Sheet2

Loans and Allowance for Credit Losses - Summary of Impaired Loans, which Include Nonaccrual and TDR Loans, by Portfolio Class (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	$6,220	$6,571
Unpaid Principal Balance	8,332	8,623
Valuation Allowance	456	476
Commitments to Lend Additional Funds	57	74
Commercial [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	293	329
Unpaid Principal Balance	817	769
Valuation Allowance	19	21
Commitments to Lend Additional Funds	38	51
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	476	624
Unpaid Principal Balance	1,104	1,250
Valuation Allowance	17	23
Commitments to Lend Additional Funds	14	18
Residential Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	2,676	2,730
Unpaid Principal Balance	3,423	3,495
Valuation Allowance	270	273
Credit Card [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	226	240
Unpaid Principal Balance	226	240
Valuation Allowance	57	61
Other Retail [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	351	361
Unpaid Principal Balance	553	570
Valuation Allowance	41	44
Commitments to Lend Additional Funds	4	4
Total Impaired Loans, Excluding GNMA and Covered Loans [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	4,022	4,284
Unpaid Principal Balance	6,123	6,324
Valuation Allowance	404	422
Commitments to Lend Additional Funds	56	73
Loans Purchased from GNMA Mortgage Pools [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	2,157	2,244
Unpaid Principal Balance	2,157	2,244
Valuation Allowance	49	50
Covered Loans [Member]
Financing Receivable, Impaired [Line Items]
Period-end Recorded Investment	41	43
Unpaid Principal Balance	52	55
Valuation Allowance	3	4
Commitments to Lend Additional Funds	$1	$1

Recovered_Sheet3

Loans and Allowance for Credit Losses - Impaired Loans Average Recorded Investment and Interest Income (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	$6,395	$7,615
Interest Income Recognized	69	91
Commercial [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	311	417
Interest Income Recognized	2	2
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	550	660
Interest Income Recognized	3	9
Residential Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	2,703	2,753
Interest Income Recognized	33	35
Credit Card [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	233	300
Interest Income Recognized	2	3
Other Retail [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	355	388
Interest Income Recognized	4	4
Total Impaired Loans, Excluding GNMA and Covered Loans [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	4,152	4,518
Interest Income Recognized	44	53
Loans Purchased from GNMA Mortgage Pools [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	2,201	2,662
Interest Income Recognized	25	33
Covered Loans [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	42	435
Interest Income Recognized		$5

Recovered_Sheet4

Loans and Allowance for Credit Losses - Summary of Loans Modified as TDRs (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	SecurityLoan	SecurityLoan
Financing Receivable, Modifications [Line Items]
Number of Loans	9,742	11,341
Pre-Modification Outstanding Loan Balance	$377	$487
Post-Modification Outstanding Loan Balance	376	469
Commercial [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	359	619
Pre-Modification Outstanding Loan Balance	23	79
Post-Modification Outstanding Loan Balance	23	77
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	25	15
Pre-Modification Outstanding Loan Balance	13	11
Post-Modification Outstanding Loan Balance	13	8
Residential Mortgages [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	374	528
Pre-Modification Outstanding Loan Balance	51	70
Post-Modification Outstanding Loan Balance	51	70
Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	6,337	6,816
Pre-Modification Outstanding Loan Balance	33	40
Post-Modification Outstanding Loan Balance	33	40
Other Retail [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	622	787
Pre-Modification Outstanding Loan Balance	11	21
Post-Modification Outstanding Loan Balance	11	20
Total Loans, Excluding GNMA and Covered Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	7,717	8,765
Pre-Modification Outstanding Loan Balance	131	221
Post-Modification Outstanding Loan Balance	131	215
Loans Purchased from GNMA Mortgage Pools [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	2,024	2,563
Pre-Modification Outstanding Loan Balance	246	257
Post-Modification Outstanding Loan Balance	245	246
Covered Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1	13
Pre-Modification Outstanding Loan Balance		9
Post-Modification Outstanding Loan Balance		$8

Recovered_Sheet5

Loans and Allowance for Credit Losses - Summary of Loans Modified as TDRs in the Past Twelve Months that have Subsequently Defaulted (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
	SecurityLoan	SecurityLoan
Financing Receivable, Modifications [Line Items]
Number of Loans	2,182	2,024
Amount Defaulted	$54	$61
Commercial [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	164	145
Amount Defaulted	2	5
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	5	6
Amount Defaulted	2	7
Residential Mortgages [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	106	148
Amount Defaulted	13	22
Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1,578	1,461
Amount Defaulted	8	8
Other Retail [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	131	185
Amount Defaulted	3	6
Total Loans, Excluding GNMA and Covered Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1,984	1,945
Amount Defaulted	28	48
Loans Purchased from GNMA Mortgage Pools [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	198	71
Amount Defaulted	26	10
Covered Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans		8
Amount Defaulted		$3

Recovered_Sheet6

Loans and Allowance for Credit Losses - Carrying Amount of Covered Assets (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Covered Assets [Line Items]
Purchased Impaired Loans	$2,728	$2,784
Purchased Nonimpaired Loans	1,267	1,322
Other Assets	1,160	1,212
Covered loans	5,118	5,281
Total covered assets	5,155	5,318
Residential Mortgages [Member]
Covered Assets [Line Items]
Purchased Impaired Loans	2,728	2,784
Purchased Nonimpaired Loans	707	738
Other Assets
Covered loans	3,435	3,522
Other Retail [Member]
Covered Assets [Line Items]
Purchased Impaired Loans
Purchased Nonimpaired Loans	560	584
Other Assets
Covered loans	560	584
Losses Reimbursable by FDIC [Member]
Covered Assets [Line Items]
Purchased Impaired Loans
Purchased Nonimpaired Loans
Other Assets	703	717
Covered loans	703	717
Unamortized Changes in FDIC asset [Member]
Covered Assets [Line Items]
Purchased Impaired Loans
Purchased Nonimpaired Loans
Other Assets	420	458
Covered loans	420	458
Covered Loans [Member]
Covered Assets [Line Items]
Purchased Impaired Loans	2,728	2,784
Purchased Nonimpaired Loans	1,267	1,322
Other Assets	1,123	1,175
Covered loans	5,118	5,281
Foreclosed Real Estate [Member]
Covered Assets [Line Items]
Purchased Impaired Loans
Purchased Nonimpaired Loans
Other Assets	37	37
Total covered assets	$37	$37

Recovered_Sheet7

Loans and Allowance for Credit Losses - Carrying Amount of Covered Assets (Parenthetical) (Detail)	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Loss sharing agreement remaining term	4 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
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Minimum [Member]
Variable Interest Entity [Line Items]
Aggregate amount of investments in unconsolidated VIEs	$1,000,000		$1,000,000
Maximum [Member]
Variable Interest Entity [Line Items]
Aggregate amount of investments in unconsolidated VIEs	51,000,000		53,000,000
Conduit [Member]
Variable Interest Entity [Line Items]
Assets related to consolidated VIEs	34,000,000		35,000,000
Tender Option Bond Program [Member]
Variable Interest Entity [Line Items]
Assets related to consolidated VIEs	2,500,000,000		2,900,000,000
Liabilities related to consolidated VIEs	2,400,000,000		2,700,000,000
Community Development and Tax Advantaged Investments [Member]
Variable Interest Entity [Line Items]
Federal and state income tax credits recognized in tax expense	168,000,000	178,000,000
Expense related to investments	146,000,000	164,000,000
Expenses related to investments recognized in tax expense	66,000,000	71,000,000
Investment tax credits	114,000,000	103,000,000
Investment carrying amount	4,659,000,000		4,259,000,000
Maximum exposure to loss	8,478,000,000		8,393,000,000
Assets related to consolidated VIEs	2,700,000,000		2,700,000,000
Liabilities related to consolidated VIEs	1,900,000,000		2,000,000,000
Private Investment Funds and Partnerships [Member]
Variable Interest Entity [Line Items]
Investment carrying amount	92,000,000		94,000,000
Maximum exposure to loss	$103,000,000		$105,000,000

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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Community Development and Tax Advantaged Investments [Member]
Variable Interest Entity [Line Items]
Investment carrying amount	$4,659	$4,259
Unfunded capital and other commitments	2,034	1,743
Maximum exposure to loss	$8,478	$8,393

Mortgage_Servicing_Rights_Addi

Mortgage Servicing Rights - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Transfers and Servicing of Financial Assets [Abstract]
Residential mortgage loans serviced for others including subserviced mortgages with no corresponding MSRs asset	$225,200,000,000		$225,000,000,000
Gain/Loss on fair value changes of MSRs due to changes in valuation assumptions and derivatives used to economically hedge MSRs	-1,000,000	58,000,000
Loan servicing fees	$178,000,000	$188,000,000

Mortgage_Servicing_Rights_Chan

Mortgage Servicing Rights - Changes in Fair Value of Capitalized MSRs (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Transfers and Servicing of Financial Assets [Abstract]
Balance at beginning of period	$2,338	$2,680
Rights purchased	6	1
Rights capitalized	145	84
Changes in fair value of MSRs
Due to fluctuations in market interest rates	-131	-76
Due to revised assumptions or models		12
Other changes in fair value	-108	-83
Balance at end of period	$2,250	$2,618

Mortgage_Servicing_Rights_Sens

Mortgage Servicing Rights - Sensitivity to Changes in Market Interest Rates to Fair Value of MSRs Portfolio and Related Derivative Instruments (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Down Scenario [Member] | Mortgage Servicing Rights [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	($557)	($540)
Net fair value 50 basis points	-264	-242
Net fair value 25 basis points	-127	-114
Down Scenario [Member] | Derivative [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	505	441
Net fair value 50 basis points	254	223
Net fair value 25 basis points	123	109
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	-52	-99
Net fair value 50 basis points	-10	-19
Net fair value 25 basis points	-4	-5
Up Scenario [Member] | Mortgage Servicing Rights [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	385	346
Net fair value 50 basis points	207	185
Net fair value 25 basis points	111	100
Up Scenario [Member] | Derivative [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	-432	-375
Net fair value 50 basis points	-224	-197
Net fair value 25 basis points	-116	-102
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	-47	-29
Net fair value 50 basis points	-17	-12
Net fair value 25 basis points	($5)	($2)

Mortgage_Servicing_Rights_MSRs

Mortgage Servicing Rights - MSRs and Related Characteristics by Portfolio (Detail) (USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
	Multiple	Multiple
	BasisPoint	BasisPoint
Servicing Assets at Fair Value [Line Items]
Fair value	$2,250	$2,338	$2,618	$2,680
Mortgage Servicing Rights [Member]
Servicing Assets at Fair Value [Line Items]
Servicing portfolio	222,965	222,797
Fair value	2,250	2,338
Value (bps)	101	105
Weighted-average servicing fees (bps)	29	29
Multiple (value/servicing fees)	3.48	3.62
Weighted-average note rate	4.18%	4.19%
Weighted-average age (in years)	3 years 3 months 18 days	3 years 2 months 12 days
Weighted-average expected prepayment (constant prepayment rate)	13.20%	12.10%
Weighted-average expected life (in years)	5 years 9 months 18 days	6 years 3 months 18 days
Weighted-average discount rate	10.10%	10.10%
HFA [Member] | Mortgage Servicing Rights [Member]
Servicing Assets at Fair Value [Line Items]
Servicing portfolio	21,055	19,706
Fair value	228	213
Value (bps)	108	108
Weighted-average servicing fees (bps)	36	37
Multiple (value/servicing fees)	3	2.92
Weighted-average note rate	4.54%	4.58%
Weighted-average age (in years)	3 years 6 months	3 years 7 months 6 days
Weighted-average expected prepayment (constant prepayment rate)	13.00%	12.80%
Weighted-average expected life (in years)	6 years 1 month 6 days	6 years 2 months 12 days
Weighted-average discount rate	11.80%	11.90%
Government [Member] | Mortgage Servicing Rights [Member]
Servicing Assets at Fair Value [Line Items]
Servicing portfolio	40,539	40,471
Fair value	411	426
Value (bps)	101	105
Weighted-average servicing fees (bps)	33	33
Multiple (value/servicing fees)	3.06	3.18
Weighted-average note rate	4.16%	4.18%
Weighted-average age (in years)	3 years 3 months 18 days	3 years 2 months 12 days
Weighted-average expected prepayment (constant prepayment rate)	16.00%	14.80%
Weighted-average expected life (in years)	5 years 1 month 6 days	5 years 6 months
Weighted-average discount rate	11.30%	11.20%
Conventional [Member] | Mortgage Servicing Rights [Member]
Servicing Assets at Fair Value [Line Items]
Servicing portfolio	161,371	162,620
Fair value	$1,611	$1,699
Value (bps)	100	104
Weighted-average servicing fees (bps)	27	27
Multiple (value/servicing fees)	3.7	3.85
Weighted-average note rate	4.14%	4.14%
Weighted-average age (in years)	3 years 3 months 18 days	3 years 1 month 6 days
Weighted-average expected prepayment (constant prepayment rate)	12.50%	11.40%
Weighted-average expected life (in years)	6 years	6 years 6 months
Weighted-average discount rate	9.60%	9.60%

Preferred_Stock_Additional_Inf

Preferred Stock - Additional Information (Detail)	Mar. 31, 2015	Dec. 31, 2014
Class of Stock Disclosures [Abstract]
Number of preferred stock, shares authorized	50,000,000	50,000,000

Preferred_Stock_Number_of_Shar

Preferred Stock - Number of Shares Issued and Outstanding and Carrying Amount of Preferred Stock (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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
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 $)	Mar. 31, 2015	Dec. 31, 2014
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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance at beginning of period	($896)	($1,071)
Changes in unrealized gains and losses	208	301
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Derivative Hedges	-28	-11
Changes in unrealized gains and losses	180	290
Foreign currency translation adjustment	17	-4
Reclassification to earnings of realized gains and losses	99	73
Applicable income taxes	-114	-138
Balance at end of period	-714	-850
Foreign Currency Translation [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance at beginning of period	-62	-60
Foreign currency translation adjustment	17	-4
Applicable income taxes	-7	1
Balance at end of period	-52	-63
Unrealized Gains (Losses) on Retirement Plans [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance at beginning of period	-1,106	-743
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Retirement Plans	0	0
Reclassification to earnings of realized gains and losses	56	36
Applicable income taxes	-22	-14
Balance at end of period	-1,072	-721
Unrealized Gains (Losses) on Derivative Hedges [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance at beginning of period	-172	-261
Changes in unrealized gains and losses, Unrealized Gains (Losses) on Derivative Hedges	-28	-11
Reclassification to earnings of realized gains and losses	50	49
Applicable income taxes	-8	-15
Balance at end of period	-158	-238
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	52	70
Reclassification to earnings of realized gains and losses	-7	-7
Applicable income taxes	3	3
Balance at end of period	48	66
Unrealized Gains (Losses) on Securities Available-For-Sale [Member]
Accumulated Other Comprehensive Income (Loss) [Line Items]
Balance at beginning of period	392	-77
Changes in unrealized gains and losses	208	301
Reclassification to earnings of realized gains and losses		-5
Applicable income taxes	-80	-113
Balance at end of period	$520	$106

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Realized gains (losses) on sale of securities		$5
Amortization of unrealized gains on securities transferred from available-for-sale to held-to-maturity, Interest income	3,061	3,022
Gains (Losses) on derivative hedges	2,698	2,650
Actuarial gains (losses), prior service cost (credit) and transition obligation (asset) amortization	-317	-289
Applicable income taxes	-479	-496
Net income	1,444	1,412
Reclassification Out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	-61	-45
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		5
Applicable income taxes		-2
Net income		3
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	7	7
Applicable income taxes	-3	-3
Net income	4	4
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	-50	-49
Applicable income taxes	19	19
Net income	-31	-30
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	-56	-36
Applicable income taxes	22	14
Net income	($34)	($22)

Earnings_Per_Share_Components_

Earnings Per Share - Components of Earnings Per Share (Detail) (USD $)	3 Months Ended
In Millions, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Earnings Per Share [Abstract]
Net income attributable to U.S. Bancorp	$1,431	$1,397
Preferred dividends	-60	-60
Earnings allocated to participating stock awards	-6	-6
Net income applicable to U.S. Bancorp common shareholders	$1,365	$1,331
Average common shares outstanding	1,781	1,818
Net effect of the exercise and assumed purchase of stock awards	8	10
Average diluted common shares outstanding	1,789	1,828
Earnings per common share	$0.77	$0.73
Diluted earnings per common share	$0.76	$0.73

Earnings_Per_Share_Additional_

Earnings Per Share - Additional Information (Detail) (Stock Option [Member])	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015
Stock Option [Member]
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Options outstanding of common shares	1

Employee_Benefits_Components_o

Employee Benefits - Components of Net Periodic Benefit Cost (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Pension Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost	$47	$38
Interest cost	48	49
Expected return on plan assets	-56	-52
Prior service cost (credit) amortization	-1	-1
Actuarial loss (gain) amortization	59	40
Net periodic benefit cost	97	74
Postretirement Welfare Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost
Interest cost	1	1
Expected return on plan assets
Prior service cost (credit) amortization	-1	-1
Actuarial loss (gain) amortization	-1	-2
Net periodic benefit cost	($1)	($2)

Income_Taxes_Components_of_Inc

Income Taxes - Components of Income Tax Expense (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Federal
Current	$380	$490
Deferred	20	-67
Federal income tax	400	423
State
Current	84	83
Deferred	-5	-10
State income tax	79	73
Applicable income taxes	$479	$496

Income_Taxes_Additional_Inform

Income Taxes - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended
In Billions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Income Taxes Additional Information [Abstract]
Federal statutory rate	35.00%	35.00%
Net deferred tax liability	$1.90	$1.70

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Effective Income Tax Rate Reconciliation, Amount [Abstract]
Tax at statutory rate	$673	$668
State income tax, at statutory rates, net of federal tax benefit	51	43
Tax credits and benefits, net of related expenses	-164	-165
Tax-exempt income	-52	-52
Noncontrolling interests	-4	-5
Other items	-25	7
Applicable income taxes	$479	$496

Derivative_Instruments_Additio

Derivative Instruments - Additional Information (Detail) (USD $)	9 Months Ended	12 Months Ended
	Dec. 31, 2015	Mar. 31, 2016	Mar. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Realized and unrealized losses on derivatives classified as cash flow hedges recorded in other comprehensive income (loss)			$158,000,000	$172,000,000
Forward commitments to sell mortgage loans			8,900,000,000
Hedged mortgage loans held for sale			4,000,000,000
Unfunded mortgage loan commitments			6,900,000,000
Non-derivative debt instruments designated as net investment hedges			0	0
Fair value of derivatives under collateral agreements in a net liability position			1,000,000,000
Collateral posted by company netted against net liability position			879,000,000
Scenario, Forecast [Member]
Derivative [Line Items]
Estimated loss to be reclassified from other comprehensive income (loss) into earnings	$86,000,000	$107,000,000

Derivative_Instruments_Asset_a

Derivative Instruments - Asset and Liability Management Derivative Positions of Company (Detail) (Asset and Liability Management Positions [Member], USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Notional Value, Assets	$24,187	$20,217
Fair Value, Assets	323	215
Notional Value, Liabilities	24,108	21,623
Fair Value, Liabilities	476	472
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets	3,050	2,750
Fair Value, Assets	95	65
Derivative Asset Average Remaining Maturity Period	5 years 2 months 9 days	5 years 8 months 9 days
Cash Flow Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets		250
Derivative Asset Average Remaining Maturity Period		1 month 28 days
Cash Flow Hedges [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets	92	272
Fair Value, Assets		6
Derivative Asset Average Remaining Maturity Period	7 years 7 months 2 days	7 years 9 months 4 days
Notional Value, Liabilities	5,888	5,748
Fair Value, Liabilities	285	315
Derivative Liability Average Remaining Maturity Period	1 year 10 months 17 days	1 year 11 months 9 days
Net Investment Hedges [Member] | Foreign Exchange Forward Contracts [Member]
Derivative [Line Items]
Notional Value, Assets		1,047
Fair Value, Assets		31
Derivative Asset Average Remaining Maturity Period		15 days
Notional Value, Liabilities	908
Fair Value, Liabilities	14
Derivative Liability Average Remaining Maturity Period	15 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets	4,115	3,552
Fair Value, Assets	74	14
Derivative Asset Average Remaining Maturity Period	10 years 2 months 19 days	10 years 2 months 19 days
Notional Value, Liabilities		250
Fair Value, Liabilities		1
Derivative Liability Average Remaining Maturity Period		10 years 2 months 19 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets		15
Derivative Asset Average Remaining Maturity Period		10 years 2 months 19 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards [Member] | Purchased [Member]
Derivative [Line Items]
Notional Value, Assets	6,550	4,839
Fair Value, Assets	62	45
Derivative Asset Average Remaining Maturity Period	29 days	26 days
Notional Value, Liabilities	223	60
Fair Value, Liabilities	3
Derivative Liability Average Remaining Maturity Period	22 days	29 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards [Member] | Written [Member]
Derivative [Line Items]
Notional Value, Assets	892	448
Fair Value, Assets	18	10
Derivative Asset Average Remaining Maturity Period	1 month 2 days	1 month 17 days
Notional Value, Liabilities	7,993	6,713
Fair Value, Liabilities	61	62
Derivative Liability Average Remaining Maturity Period	1 month 6 days	1 month 2 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Options [Member] | Purchased [Member]
Derivative [Line Items]
Notional Value, Assets	2,800	2,500
Derivative Asset Average Remaining Maturity Period	26 days	22 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Options [Member] | Written [Member]
Derivative [Line Items]
Notional Value, Assets	3,690	2,643
Fair Value, Assets	64	31
Derivative Asset Average Remaining Maturity Period	29 days	29 days
Notional Value, Liabilities	5	4
Derivative Liability Average Remaining Maturity Period	1 month 17 days	1 month 10 days
Other Economic Hedges [Member] | Foreign Exchange Forward Contracts [Member]
Derivative [Line Items]
Notional Value, Assets	1,434	510
Fair Value, Assets	5	3
Derivative Asset Average Remaining Maturity Period	7 days	11 days
Notional Value, Liabilities	5,965	6,176
Fair Value, Liabilities	60	41
Derivative Liability Average Remaining Maturity Period	4 days	7 days
Other Economic Hedges [Member] | Equity Contracts [Member]
Derivative [Line Items]
Notional Value, Assets	21	86
Fair Value, Assets		3
Derivative Asset Average Remaining Maturity Period	2 months 19 days	7 months 6 days
Notional Value, Liabilities	68
Derivative Liability Average Remaining Maturity Period	4 months 21 days
Other Economic Hedges [Member] | Credit Contracts [Member]
Derivative [Line Items]
Notional Value, Assets	1,246	1,247
Fair Value, Assets	3	3
Derivative Asset Average Remaining Maturity Period	2 years 10 months 21 days	3 years 3 months 15 days
Notional Value, Liabilities	2,390	2,282
Fair Value, Liabilities	5	5
Derivative Liability Average Remaining Maturity Period	2 years 7 months 24 days	2 years 10 months 6 days
Other Derivatives [Member]
Derivative [Line Items]
Notional Value, Assets	297	58
Fair Value, Assets	2	4
Derivative Asset Average Remaining Maturity Period	11 days	11 days
Notional Value, Liabilities	668	390
Fair Value, Liabilities	$48	$48
Derivative Liability Average Remaining Maturity Period	1 year 11 months 16 days	3 years 2 months 12 days

Derivative_Instruments_Asset_a1

Derivative Instruments - Asset and Liability Management Derivative Positions of Company (Parenthetical) (Detail) (Asset and Liability Management Positions [Member], USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Notional Value, Liabilities	$24,108	$21,623
Fair Value, Liabilities	476	472
Notional Value, Assets	24,187	20,217
Underwriting Purchase and Sale Commitments [Member]
Derivative [Line Items]
Notional Value, Liabilities	297	58
Notional Value, Assets	297	58
Swap [Member] | Visa Class B [Member]
Derivative [Line Items]
Notional Value, Liabilities	371	332
Fair Value, Liabilities	$46	$44
Derivative Liability Average Remaining Maturity Period	3 years 6 months 4 days	3 years 9 months

Derivative_Instruments_Custome

Derivative Instruments - Customer-Related Derivative Positions of Company (Detail) (Customer-Related Positions [Member], USD $)	3 Months Ended	12 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Notional Value, Assets	$56,695	$50,780
Fair Value, Assets	2,574	1,853
Notional Value, Liabilities	54,876	47,993
Fair Value, Liabilities	2,482	1,717
Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets	29,287	21,724
Fair Value, Assets	1,140	888
Derivative Asset Average Remaining Maturity Period	5 years 7 months 28 days	6 years 1 month 2 days
Notional Value, Liabilities	3,634	5,880
Fair Value, Liabilities	10	24
Derivative Liability Average Remaining Maturity Period	5 years 5 months 9 days	3 years 9 months 15 days
Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]
Derivative [Line Items]
Notional Value, Assets	2,773	4,622
Fair Value, Assets	8	26
Derivative Asset Average Remaining Maturity Period	4 years 11 months 19 days	3 years 3 months 7 days
Notional Value, Liabilities	27,960	21,821
Fair Value, Liabilities	1,166	892
Derivative Liability Average Remaining Maturity Period	5 years 8 months 16 days	6 years 29 days
Interest Rate Contracts [Member] | Options [Member] | Purchased [Member]
Derivative [Line Items]
Notional Value, Assets	4,114	4,409
Fair Value, Assets	8	10
Derivative Asset Average Remaining Maturity Period	3 years 10 months 28 days	3 years 9 months 15 days
Notional Value, Liabilities	23	24
Derivative Liability Average Remaining Maturity Period	2 years 2 months 1 day	2 years 5 months 1 day
Interest Rate Contracts [Member] | Options [Member] | Written [Member]
Derivative [Line Items]
Notional Value, Assets	23	24
Derivative Asset Average Remaining Maturity Period	2 years 2 months 1 day	2 years 5 months 1 day
Notional Value, Liabilities	4,080	4,375
Fair Value, Liabilities	7	10
Derivative Liability Average Remaining Maturity Period	3 years 10 months 28 days	3 years 9 months 15 days
Interest Rate Contracts [Member] | Futures [Member] | Purchased [Member]
Derivative [Line Items]
Notional Value, Assets	1,796	1,811
Derivative Asset Average Remaining Maturity Period	3 months	2 months 19 days
Notional Value, Liabilities		226
Derivative Liability Average Remaining Maturity Period		5 months 12 days
Interest Rate Contracts [Member] | Futures [Member] | Written [Member]
Derivative [Line Items]
Notional Value, Assets		152
Derivative Asset Average Remaining Maturity Period		1 year 29 days
Notional Value, Liabilities	807	46
Derivative Liability Average Remaining Maturity Period	1 year 2 months 27 days	1 year 8 months 23 days
Foreign Exchange Rate Contracts [Member] | Forwards, Spots and Swaps [Member]
Derivative [Line Items]
Notional Value, Assets	17,250	17,062
Fair Value, Assets	1,327	890
Derivative Asset Average Remaining Maturity Period	8 months 5 days	6 months 7 days
Notional Value, Liabilities	16,920	14,645
Fair Value, Liabilities	1,208	752
Derivative Liability Average Remaining Maturity Period	8 months 9 days	7 months 2 days
Foreign Exchange Option [Member] | Purchased [Member]
Derivative [Line Items]
Notional Value, Assets	1,452	976
Fair Value, Assets	91	39
Derivative Asset Average Remaining Maturity Period	1 year 7 days	5 months 9 days
Foreign Exchange Option [Member] | Written [Member]
Derivative [Line Items]
Notional Value, Liabilities	1,452	976
Fair Value, Liabilities	$91	$39
Derivative Liability Average Remaining Maturity Period	1 year 7 days	5 months 9 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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	($17)	($7)
Derivative Instruments, Gains (Losses) Reclassified from Other Comprehensive Income (Loss) into Earnings	-31	-30
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	115
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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	$34	($2)
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	41	-49
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	59	66
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	115	109
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	20	-5
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	358	134
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	-350	-129
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	20	16
Customer-Related Positions [Member] | Foreign Exchange Rate Contracts [Member] | Commercial Products Revenue [Member] | Purchased and Written Options [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) recognized in earnings	$1

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	($33)	$2

Netting_Arrangements_for_Certa2

Netting Arrangements for Certain Financial Instruments and Securities Financing Activities - Additional Information (Detail) (USD $)	Mar. 31, 2015
In Billions, unless otherwise specified
Derivative [Line Items]
Notional amount of derivative	$159.90
Exchange Cleared [Member]
Derivative [Line Items]
Notional amount of derivative	42.4
Exchange Traded [Member]
Derivative [Line Items]
Notional amount of derivative	$4.70

Netting_Arrangements_for_Certa3

Netting Arrangements for Certain Financial Instruments and Securities Financing Activities - Summary of Maturities by Category of Collateral Pledged for Repurchase Agreements and Securities Loaned Transactions (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	$965	$948
Securities loaned	199	47
Gross amount of recognized liabilities for repurchase agreements and securities loaned	1,164
Overnight and Continuous [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	694
Securities loaned	199
Gross amount of recognized liabilities for repurchase agreements and securities loaned	893
Less Than 30 Days [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	271
Gross amount of recognized liabilities for repurchase agreements and securities loaned	271
U.S. Treasury and Agencies [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	52
U.S. Treasury and Agencies [Member] | Overnight and Continuous [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	40
U.S. Treasury and Agencies [Member] | Less Than 30 Days [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	12
Corporate Debt Securities [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Securities loaned	199
Corporate Debt Securities [Member] | Overnight and Continuous [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Securities loaned	199
Mortgage-Backed Securities Residential [Member] | Agency [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	913
Mortgage-Backed Securities Residential [Member] | Overnight and Continuous [Member] | Agency [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	654
Mortgage-Backed Securities Residential [Member] | Less Than 30 Days [Member] | Agency [Member]
Offsetting Derivatives Financial Assets And Financial Liabilities [Line Items]
Repurchase agreements	$259

Netting_Arrangements_for_Certa4

Netting Arrangements for Certain Financial Instruments and Securities Financing Activities - 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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting [Abstract]
Derivative assets Gross Recognized Assets	$2,469	$1,847
Reverse repurchase agreements Gross Recognized Assets	136	40
Securities borrowed Gross Recognized Assets	666	638
Total Gross Recognized Assets	3,271	2,525
Derivative assets Gross amounts assets offset in consolidated balance sheet	-1,209	-870
Total Gross amounts assets offset in consolidated balance sheet	-1,209	-870
Derivative assets Net Amounts Presented in the Consolidated Balance Sheet	1,260	977
Reverse repurchase agreements Net Amounts Presented in the Consolidated Balance Sheet	136	40
Securities borrowed Net Amounts Presented in the Consolidated Balance Sheet	666	638
Total Net Amounts Presented in the Consolidated Balance Sheet	2,062	1,655
Derivative assets Gross Amounts Not Offset Consolidated Balance Financial Instruments	-73	-58
Reverse repurchase agreements Gross financial instrument asset amounts not offset in consolidated balance sheet	-37	-40
Securities borrowed Gross financial instrument asset amounts not offset in consolidated balance sheet	0	0
Total Gross financial instrument asset amounts not offset in consolidated balance sheet	-110	-98
Reverse repurchase agreements Gross collateral received amounts not offset in consolidated balance sheet	-99
Securities borrowed Gross collateral received amounts not offset in consolidated balance sheet	-648	-620
Total Gross collateral received amounts not offset in consolidated balance sheet	-747	-620
Derivative assets Net Amount	1,187	919
Reverse repurchase agreements Net Amount	0	0
Securities borrowed Net Amount	18	18
Total Net Amount Assets	1,205	937
Derivative liabilities Gross recognized liabilities	2,436	1,847
Repurchase agreements Gross recognized liabilities	965	948
Securities loaned Gross recognized liabilities	199	47
Total Gross recognized liabilities	3,600	2,842
Derivative liabilities Gross amounts liabilities offset in consolidated balance sheet	-1,645	-1,317
Total Gross amounts liabilities offset in consolidated balance sheet	-1,645	-1,317
Derivative liabilities Net amounts liabilities presented in consolidated balance sheet	791	530
Repurchase agreements Net amounts liabilities presented in consolidated balance sheet	965	948
Securities loaned Net amounts liabilities presented in consolidated balance sheet	199	47
Total Net amounts liabilities presented in consolidated balance sheet	1,955	1,525
Derivative liabilities Gross financial instrument liability amounts not offset in consolidated balance sheet	-73	-58
Repurchase agreements Gross financial instrument liability amounts not offset in consolidated balance sheet	-37	-40
Securities loaned Gross financial instruments not offset in consolidated balance sheet	0	0
Total Gross financial instrument liability amounts not offset in consolidated balance sheet	-110	-98
Repurchase agreements Gross collateral pledged amounts not offset in consolidated balance sheet	-928	-908
Securities loaned Gross collateral pledged amounts not offset in consolidated balance sheet	-197	-46
Total Gross collateral pledged amounts not offset in consolidated balance sheet	-1,125	-954
Derivative liabilities Net Amount	718	472
Repurchase agreements Net Amount	0	0
Securities loaned Net amount	2	1
Total Net Amount Liabilities	$720	$473

Netting_Arrangements_for_Certa5

Netting Arrangements for Certain Financial Instruments and Securities Financing Activities - 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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Offsetting [Abstract]
Cash collateral netted against derivative assets	$292	$258
Derivative assets not subject to netting arrangements	428	221
Cash collateral netted against derivative liabilities	727	705
Derivative liabilities not subject to netting arrangements	$522	$342

Fair_Values_of_Assets_and_Liab2

Fair Values of Assets and Liabilities - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair value measurement transfers from one level to another	$0	$0
Significant changes to the valuation techniques to measure fair value during the reporting period	No significant changes to the valuation techniques used by the Company to measure fair value.
Mortgage loans held for sale measured at fair value gain (loss)	49,000,000	52,000,000
Standby Letters Of Credit, Unfunded Commitments and Deferred Non-Yield Loan Fees [Member]
Fair Value Disclosures [Abstract]
Carrying value of guarantee obligations	399,000,000		413,000,000
Other Guarantees [Member]
Fair Value Disclosures [Abstract]
Carrying value of guarantee obligations	$215,000,000		$211,000,000
Minimum [Member]
Fair Value Disclosures [Abstract]
Assumed credit valuation adjustment as percentage of underlying fair value of underlying derivative contracts	0.00%
Maximum [Member]
Fair Value Disclosures [Abstract]
Assumed credit valuation adjustment as percentage of underlying fair value of underlying derivative contracts	98.00%
Average [Member]
Fair Value Disclosures [Abstract]
Assumed credit valuation adjustment as percentage of underlying fair value of underlying derivative contracts	6.00%

Fair_Values_of_Assets_and_Liab3

Fair Values of Assets and Liabilities - Valuation Assumption Ranges for Level 3 Available -for-Sale Investment Securities (Detail) (Level 3 [Member])	3 Months Ended
	Mar. 31, 2015
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 loss severity rates	15.00%
Discount margin	1.00%
Minimum [Member] | Non-Agency Non-Prime [Member] | Mortgage-Backed Securities Residential [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Estimated lifetime prepayment rates	3.00%
Lifetime probability of default rates	4.00%
Lifetime loss severity rates	20.00%
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	22.00%
Lifetime probability of default rates	7.00%
Lifetime loss severity rates	60.00%
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	70.00%
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	34.00%
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	7.00%
Lifetime probability of default rates	7.00%
Lifetime loss severity rates	53.00%
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) (Mortgage Servicing Rights [Member])	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Expected prepayment	13.20%	12.10%
Discount rate	10.10%	10.10%
Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Expected prepayment	12.00%
Discount rate	9.00%
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	13.00%
Discount rate	10.00%

Fair_Values_of_Assets_and_Liab5

Fair Values of Assets and Liabilities - Valuation Assumption Ranges for Derivative Commitments (Detail) (Derivative Mortgage Loans Commitments [Member])	Mar. 31, 2015
Minimum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Expected loan close rate	23.00%
Inherent MSR value (basis points per loan)	48.00%
Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Expected loan close rate	100.00%
Inherent MSR value (basis points per loan)	204.00%
Average [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Expected loan close rate	75.00%
Inherent MSR value (basis points per loan)	125.00%

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 $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liabilities netting	($1,645)		($1,317)
Derivative liabilities total	791		530
Derivative assets netting	-1,209		-870
Derivative assets total	1,260		977
Available-for-sale securities	56,826	[1]	56,069	[1]
Mortgage loans held for sale	4,977		4,774
Mortgage servicing rights	2,250		2,338		2,618	2,680
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liabilities total	1,313		872
Derivative assets total	1,688		1,198
Available-for-sale securities	56,826		56,069
Mortgage loans held for sale	4,977		4,774
Mortgage servicing rights	2,250		2,338
Other assets	1,100		872
Total	66,841		65,251
Short-term borrowings	815		709
Total	2,128		1,581
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	2,592		2,632
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	5,735		5,868
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
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	628		614
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	176		217
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	266		274
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	385		405
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	273		280
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	46,030		45,017
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	103		115
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	616		619
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	22		22
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	2,014		1,758
Other assets	131		231
Total	2,145		1,989
Short-term borrowings	179		101
Total	179		101
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	1,613		1,351
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	102		101
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	57		55
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	242		251
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	2,864		2,103
Derivative assets before netting	2,074		1,408
Available-for-sale securities	54,084		53,555
Mortgage loans held for sale	4,977		4,774
Other assets	969		641
Total	62,104		60,378
Short-term borrowings	636		608
Total	3,500		2,711
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	979		1,281
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	5,735		5,868
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
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	517		504
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	119		162
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	24		23
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	46,030		45,017
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	103		115
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	555		557
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	22		22
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	94		86
Derivative assets before netting	823		660
Available-for-sale securities	728		756
Mortgage servicing rights	2,250		2,338
Total	3,801		3,754
Total	94		86
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] | 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	385		405
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	273		280
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	61		62
Netting and Collateral One [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative liabilities netting	-1,645		-1,317
Derivative assets netting	-1,209		-870
Total	-1,209		-870
Total	($1,645)		($1,317)
[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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	$405	$478
Net Gains (Losses) Included in Net Income
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	-1	7
Purchases
Sales
Principal Payments	-19	-20
Issuances
Settlements
End of Period Balance	385	465
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	-1	7
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	280	297
Net Gains (Losses) Included in Net Income		-1
Net Gains (Losses) Included in Other Comprehensive Income (Loss)		7
Purchases
Sales
Principal Payments	-7	-6
Issuances
Settlements
End of Period Balance	273	297
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period		7
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	62	63
Net Gains (Losses) Included in Net Income	1	1
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	2	1
Purchases		2
Sales
Principal Payments	-4	-2
Issuances
Settlements
End of Period Balance	61	65
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	2	1
Corporate Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning of Period Balance	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
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	2,338	2,680
Net Gains (Losses) Included in Net Income	-239	-147
Net Gains (Losses) Included in Other Comprehensive Income (Loss)
Purchases	6	1
Sales
Principal Payments
Issuances	145	84
Settlements
End of Period Balance	2,250	2,618
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	-239	-147
Derivative [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning of Period Balance	574	445
Net Gains (Losses) Included in Net Income	371	185
Net Gains (Losses) Included in Other Comprehensive Income (Loss)
Purchases		1
Sales	-1
Principal Payments
Issuances
Settlements	-215	-149
End of Period Balance	729	482
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	243	60
Available-for-Sale Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Beginning of Period Balance	756	847
Net Gains (Losses) Included in Net Income	1
Net Gains (Losses) Included in Other Comprehensive Income (Loss)	1	15
Purchases		2
Sales
Principal Payments	-30	-28
Issuances
Settlements
End of Period Balance	728	836
Net Change in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at End of Period	$1	$15

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
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	$207	$81
Net Change in net derivative asset and liability unrealized gains (losses) relating to assets still held at end of period	139	21
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	164	104
Net Change in net derivative asset and liability unrealized gains (losses) relating to assets still held at end of period	$104	$39

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 $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	$14	$77
Other assets	40	90
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	14	77
Other assets	$40	$90

Recovered_Sheet8

Fair Values of Assets and Liabilities - Losses Recognized Related to Nonrecurring Fair Value Measurements of Individual Assets or Portfolios (Detail) (Fair Value, Measurements, Nonrecurring [Member], USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Loans Receivable [Member]
Fair Value Assets Measured On Nonrecurring Basis Losses Recognized [Line Items]
Asset impairment charges	$25	$16
Other Assets [Member]
Fair Value Assets Measured On Nonrecurring Basis Losses Recognized [Line Items]
Asset impairment charges	$9	$19

Recovered_Sheet9

Fair Values of Assets and Liabilities - Differences Between Aggregate Fair Value, Carrying Amount of MLHFS and Aggregate Unpaid Principal Amount (Detail) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Fair Value Disclosures [Abstract]
Fair value carrying amount, total loans	$4,977	$4,774
Fair value carrying amount, nonaccrual loans	5	6
Fair value carrying amount, loans 90 days or more past due	1	1
Aggregate unpaid principal, total loans	4,804	4,582
Aggregate unpaid principal, nonaccrual loans	8	9
Aggregate unpaid principal, loans 90 days or more past due	1	1
Carrying amount over (under) unpaid principal, total loans	173	192
Carrying amount over (under) unpaid principal, nonaccrual loans	-3	-3
Carrying amount over (under) unpaid principal, loans 90 days or more past due	$0	$0

Recovered_Sheet10

Fair Values of Assets and Liabilities - Estimated Fair Values of Financial Instruments (Detail) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financial Assets
Cash and due from banks	$14,072		$10,654		$7,408	$8,477
Investment securities held-to-maturity	45,597	[1]	44,974	[1]
Financial Liabilities
Deposits	286,601		282,733
Long-term debt	35,104		32,260
Carrying Amount [Member]
Financial Assets
Cash and due from banks	14,072		10,654
Federal funds sold and securities purchased under resale agreements	157		118
Investment securities held-to-maturity	45,597		44,974
Loans held for sale	3,035		18
Loans	241,264		243,735
Other financial instruments	2,195		2,187
Financial Liabilities
Deposits	286,601		282,733
Short-term borrowings	27,411		29,184
Long-term debt	35,104		32,260
Other Liabilities	1,191		1,231
Fair Value [Member]
Financial Assets
Cash and due from banks	14,072		10,654
Federal funds sold and securities purchased under resale agreements	157		118
Investment securities held-to-maturity	46,022		45,140
Loans held for sale	3,040		18
Loans	243,651		245,424
Other financial instruments	2,202		2,193
Financial Liabilities
Deposits	286,618		282,708
Short-term borrowings	27,235		28,973
Long-term debt	35,678		32,659
Other Liabilities	1,191		1,231
Fair Value [Member] | Level 1 [Member]
Financial Assets
Cash and due from banks	14,072		10,654
Investment securities held-to-maturity	2,004		1,928
Fair Value [Member] | Level 2 [Member]
Financial Assets
Federal funds sold and securities purchased under resale agreements	157		118
Investment securities held-to-maturity	43,932		43,124
Other financial instruments	924		924
Financial Liabilities
Deposits	286,618		282,708
Short-term borrowings	27,235		28,973
Long-term debt	35,678		32,659
Fair Value [Member] | Level 3 [Member]
Financial Assets
Investment securities held-to-maturity	86		88
Loans held for sale	3,040		18
Loans	243,651		245,424
Other financial instruments	1,278		1,269
Financial Liabilities
Other Liabilities	$1,191		$1,231
[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 $)	3 Months Ended
Share data in Millions, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Guarantees And Contingent Liabilities (Textual) [Abstract]
Liability related to remaining Visa Litigation, carrying amount	19,000,000
Representation and warranty reserve	46,000,000	46,000,000	75,000,000	83,000,000
Merchant Processing [Member]
Guarantees And Contingent Liabilities (Textual) [Abstract]
Value of airline tickets purchased to deliver at future date	8,800,000,000
Company held collateral in escrow deposits, letters of credit and indemnities from financial institutions and liens on various assets	563,000,000
Asset Sales [Member]
Guarantees And Contingent Liabilities (Textual) [Abstract]
Representation and warranty reserve	46,000,000	46,000,000
Unresolved representation and warranty claims	22,000,000	$19,000,000
Visa Class B [Member]
Guarantees And Contingent Liabilities (Textual) [Abstract]
Number of shares sold	0.4
Remaining shares held by the Company	8.5

Guarantees_and_Contingent_Liab3

Guarantees and Contingent Liabilities - Summary of Other Guarantees and Contingent Liabilities (Detail) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Collateral Held
Carrying Amount	53
Maximum Potential Future Payments	13,997
Third-Party Borrowing Arrangements [Member]
Guarantor Obligations [Line Items]
Collateral Held
Carrying Amount
Maximum Potential Future Payments	17
Securities Lending Indemnifications [Member]
Guarantor Obligations [Line Items]
Collateral Held	4,614
Carrying Amount
Maximum Potential Future Payments	4,465
Asset Sales [Member]
Guarantor Obligations [Line Items]
Collateral Held
Carrying Amount	140
Maximum Potential Future Payments	4,391
Merchant Processing [Member]
Guarantor Obligations [Line Items]
Collateral Held	678
Carrying Amount	68
Maximum Potential Future Payments	90,829
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	2,539
Carrying Amount
Maximum Potential Future Payments	2,405
Minimum Revenue Guarantees [Member]
Guarantor Obligations [Line Items]
Collateral Held
Carrying Amount	5
Maximum Potential Future Payments	15
Other [Member]
Guarantor Obligations [Line Items]
Collateral Held
Carrying Amount
Maximum Potential Future Payments	$414

Guarantees_and_Contingent_Liab4

Guarantees and Contingent Liabilities - Representation and Warranty Reserve Rollforward (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Valuation and Qualifying Accounts [Abstract]
Representation and Warranty Reserve, Beginning Balance	$46	$83
Net realized losses	-2	-10
Change in reserve	2	2
Representation and Warranty Reserve, Ending Balance	$46	$75