Bank of America (BAC) 8-K 29 Apr 15 2014 FY Management’s Discussion and Analysis of Financial Condition and Results of Operation Financial data

Document_and_Entity_Informatio

Document and Entity Information	12 Months Ended
	Dec. 31, 2014
Document and Entity Information [Abstract]
Entity Registrant Name	BANK OF AMERICA CORP /DE/
Entity Central Index Key	70858
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Document Type	8-K
Document Period End Date	31-Dec-14
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	FY
Amendment Flag	FALSE
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes

Consolidated_Statement_of_Inco

Consolidated Statement of Income (USD $)	12 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Interest income
Loans and leases	$34,307	$36,470	$38,880
Debt securities	8,021	9,749	8,908
Federal funds sold and securities borrowed or purchased under agreements to resell	1,039	1,229	1,502
Trading account assets	4,561	4,706	5,094
Other interest income	2,958	2,866	3,016
Total interest income	50,886	55,020	57,400
Interest expense
Deposits	1,080	1,396	1,990
Short-term borrowings	2,578	2,923	3,572
Trading account liabilities	1,576	1,638	1,763
Long-term debt	5,700	6,798	9,419
Total interest expense	10,934	12,755	16,744
Net interest income	39,952	42,265	40,656
Noninterest income
Card income	5,944	5,826	6,121
Service charges	7,443	7,390	7,600
Investment and brokerage services	13,284	12,282	11,393
Investment banking income	6,065	6,126	5,299
Equity investment income	1,130	2,901	2,070
Trading account profits	6,309	7,056	5,870
Mortgage banking income	1,563	3,874	4,750
Gains on sales of debt securities	1,354	1,271	1,662
Other income (loss)	1,203	-49	-2,087
Total noninterest income	44,295	46,677	42,678
Total revenue, net of interest expense	84,247	88,942	83,334
Provision for credit losses	2,275	3,556	8,169
Noninterest expense
Personnel	33,787	34,719	35,648
Occupancy	4,260	4,475	4,570
Equipment	2,125	2,146	2,269
Marketing	1,829	1,834	1,873
Professional fees	2,472	2,884	3,574
Amortization of intangibles	936	1,086	1,264
Data processing	3,144	3,170	2,961
Telecommunications	1,259	1,593	1,660
Other general operating	25,305	17,307	18,274
Total noninterest expense	75,117	69,214	72,093
Income before income taxes	6,855	16,172	3,072
Income tax expense (benefit)	2,022	4,741	-1,116
Net income	4,833	11,431	4,188
Preferred stock dividends	1,044	1,349	1,428
Net income applicable to common shareholders	$3,789	$10,082	$2,760
Per common share information
Earnings (in dollars per share)	$0.36	$0.94	$0.26
Diluted earnings (in dollars per share)	$0.36	$0.90	$0.25
Dividends paid (in dollars per share)	$0.12	$0.04	$0.04
Average common shares issued and outstanding (in thousands)	10,527,818	10,731,165	10,746,028
Average diluted common shares issued and outstanding (in thousands)	10,584,535	11,491,418	10,840,854

Consolidated_Statement_of_Comp

Consolidated Statement of Comprehensive Income (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Statement of Comprehensive Income [Abstract]
Net income	$4,833	$11,431	$4,188
Other comprehensive income (loss), net-of-tax:
Net change in available-for-sale debt and marketable equity securities	4,621	-8,166	1,802
Net change in derivatives	616	592	916
Employee benefit plan adjustments	-943	2,049	-65
Net change in foreign currency translation adjustments	-157	-135	-13
Other comprehensive income (loss)	4,137	-5,660	2,640
Comprehensive income	$8,970	$5,771	$6,828

Consolidated_Balance_Sheet

Consolidated Balance Sheet (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Assets
Cash and due from banks	$33,118	$36,852
Interest-bearing deposits with the Federal Reserve and non-U.S. central banks	105,471	94,470
Cash and cash equivalents	138,589	131,322
Time deposits placed and other short-term investments	7,510	11,540
Federal funds sold and securities borrowed or purchased under agreements to resell (includes $62,182 and $68,656 measured at fair value)	191,823	190,328
Trading account assets (includes $110,923 and $111,817 pledged as collateral)	191,785	200,993
Derivative assets	52,682	47,495
Debt securities:
Carried at fair value (includes $46,976 and $52,283 pledged as collateral)	320,695	268,795
Held-to-maturity, at cost (fair value – $59,641 and $52,430; $17,124 and $20,869 pledged as collateral)	59,766	55,150
Total debt securities	380,461	323,945
Loans and leases (includes $8,681 and $10,042 measured at fair value and $52,959 and $71,579 pledged as collateral)	881,391	928,233
Allowance for loan and lease losses	-14,419	-17,428
Loans and leases, net of allowance	866,972	910,805
Premises and equipment, net	10,049	10,475
Mortgage servicing rights (includes $3,530 and $5,042 measured at fair value)	3,530	5,052
Goodwill	69,777	69,844
Intangible assets	4,612	5,574
Loans held-for-sale (includes $6,801 and $6,656 measured at fair value)	12,836	11,362
Customer and other receivables	61,845	59,448
Other assets (includes $13,873 and $18,055 measured at fair value)	112,063	124,090
Total assets	2,104,534	2,102,273
Deposits in U.S. offices:
Noninterest-bearing	392,790	373,070
Interest-bearing (includes $1,469 and $1,899 measured at fair value)	660,161	667,714
Deposits in non-U.S. offices:
Noninterest-bearing	7,542	8,255
Interest-bearing	58,443	70,232
Total deposits	1,118,936	1,119,271
Federal funds purchased and securities loaned or sold under agreements to repurchase (includes $35,357 and $26,500 measured at fair value)	201,277	198,106
Trading account liabilities	74,192	83,469
Derivative liabilities	46,909	37,407
Short-term borrowings (includes $2,697 and $1,520 measured at fair value)	31,172	45,999
Accrued expenses and other liabilities (includes $12,055 and $11,233 measured at fair value and $528 and $484 of reserve for unfunded lending commitments)	145,438	135,662
Long-term debt (includes $36,404 and $47,035 measured at fair value)	243,139	249,674
Total liabilities	1,861,063	1,869,588
Commitments and contingencies
Shareholders’ equity
Preferred stock, $0.01 par value; authorized – 100,000,000 shares; issued and outstanding – 3,647,790 and 3,407,790 shares	19,309	13,352
Common stock and additional paid-in capital, $0.01 par value; authorized – 12,800,000,000 shares; issued and outstanding – 10,516,542,476 and 10,591,808,296 shares	153,458	155,293
Retained earnings	75,024	72,497
Accumulated other comprehensive income (loss)	-4,320	-8,457
Total shareholders’ equity	243,471	232,685
Total liabilities and shareholders’ equity	2,104,534	2,102,273
Consolidated VIEs
Assets
Trading account assets (includes $110,923 and $111,817 pledged as collateral)	6,890	8,412
Derivative assets	6	185
Debt securities:
Loans and leases (includes $8,681 and $10,042 measured at fair value and $52,959 and $71,579 pledged as collateral)	95,187	109,118
Allowance for loan and lease losses	-1,968	-2,674
Loans and leases, net of allowance	93,219	106,444
Loans held-for-sale (includes $6,801 and $6,656 measured at fair value)	1,822	1,384
Other assets (includes $13,873 and $18,055 measured at fair value)	2,763	4,577
Total assets	104,700	121,002
Deposits in non-U.S. offices:
Short-term borrowings (includes $2,697 and $1,520 measured at fair value)	1,032	1,150
Long-term debt (includes $36,404 and $47,035 measured at fair value)	13,307	19,448
All other liabilities (includes $84 and $138 of non-recourse liabilities)	138	253
Total liabilities	$14,477	$20,851

Consolidated_Balance_Sheet_Par

Consolidated Balance Sheet (Parenthetical) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, except Share data, unless otherwise specified
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell measured at fair value	$62,182	$68,656
Trading account assets, pledged as collateral	110,893	111,817
Debt securities:
Carried at fair value, pledged as collateral	46,976	52,283
Held-to-maturity, fair value	59,641	52,430
Held-to-maturity, pledged as collateral	17,124	20,869
Loans and leases, measured at fair value	8,681	10,042
Loans and leases, pledged as collateral	52,959	71,579
Mortgage servicing rights, measured at fair value	3,530	5,042
Loans held-for-sale, measured at fair value	6,801	6,656
Other assets, measured at fair value	13,873	18,055
Deposits in U.S. offices:
Interest-bearing, measured at fair value	1,469	1,899
Federal funds purchased and securities loaned or sold under agreements to repurchase, measured at fair value	35,357	26,500
Other assets, measured at fair value	2,697	1,520
Accrued expenses and other liabilities, measured at fair value	12,055	11,233
Accrued expenses and other liabilities, reserve for unfunded lending commitments	528	484
Long-term debt, measured at fair value	36,404	47,035
Shareholders’ equity
Preferred stock, par value (in usd per share)	$0.01	$0.01
Preferred stock, shares authorized	100,000,000	100,000,000
Preferred stock, shares issued	3,647,790	3,407,790
Preferred stock, shares outstanding	3,647,790	3,407,790
Common stock, par value (in usd per share)	$0.01	$0.01
Common stock, shares authorized	12,800,000,000	12,800,000,000
Common stock, shares issued	10,516,542,476	10,591,808,296
Common stock, shares outstanding	10,516,542,476	10,591,808,296
Consolidated VIEs | Short-term borrowings
Shareholders’ equity
Non-recourse debt	0	77
Consolidated VIEs | Long-term debt
Shareholders’ equity
Non-recourse debt	11,943	16,209
Consolidated VIEs | Other liabilities
Shareholders’ equity
Non-recourse debt	$84	$138

Consolidated_Statement_of_Chan

Consolidated Statement of Changes in Shareholders' Equity (USD $)	Total	Preferred Stock	Common Stock and Additional Paid-in Capital	Retained Earnings	Accumulated Other Comprehensive Income (Loss)
Share data in Thousands, unless otherwise specified
Beginning Balance at Dec. 31, 2011	$230,101,000,000	$18,397,000,000	$156,621,000,000	$60,520,000,000	($5,437,000,000)
Beginning Balance, Shares at Dec. 31, 2011			10,535,938
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	4,188,000,000			4,188,000,000
Net change in available-for-sale debt and marketable equity securities	1,802,000,000				1,802,000,000
Net change in derivatives	916,000,000				916,000,000
Employee benefit plan adjustments	-65,000,000				-65,000,000
Net change in foreign currency translation adjustments	-13,000,000				-13,000,000
Dividends paid:
Common	-437,000,000			-437,000,000
Preferred	-1,472,000,000			-1,472,000,000
Issuance of preferred stock	667,000,000	667,000,000
Common stock issued in connection with exchanges of preferred stock and trust preferred securities	160,000,000	-296,000,000	412,000,000	44,000,000
Common stock issued in connection with exchanges of preferred stock and trust preferred securities, shares			49,867
Common stock issued under employee plans and related tax effects, Shares			192,459
Common stock issued under employee plans and related tax effects	1,109,000,000		1,109,000,000
Ending Balance at Dec. 31, 2012	236,956,000,000	18,768,000,000	158,142,000,000	62,843,000,000	-2,797,000,000
Ending Balance, Shares at Dec. 31, 2012			10,778,264
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	11,431,000,000			11,431,000,000
Net change in available-for-sale debt and marketable equity securities	-8,166,000,000				-8,166,000,000
Net change in derivatives	592,000,000				592,000,000
Employee benefit plan adjustments	2,049,000,000				2,049,000,000
Net change in foreign currency translation adjustments	-135,000,000				-135,000,000
Dividends paid:
Common	-428,000,000			-428,000,000
Preferred	-1,249,000,000			-1,249,000,000
Issuance of preferred stock	1,008,000,000	1,008,000,000
Redemption of preferred stock	-6,561,000,000	-6,461,000,000		-100,000,000
Common stock issued under employee plans and related tax effects, Shares			45,288
Common stock issued under employee plans and related tax effects	371,000,000		371,000,000
Common stock repurchased, Shares			-231,744
Common stock repurchased	-3,220,000,000		-3,220,000,000
Other	37,000,000	37,000,000
Ending Balance at Dec. 31, 2013	232,685,000,000	13,352,000,000	155,293,000,000	72,497,000,000	-8,457,000,000
Ending Balance, Shares at Dec. 31, 2013			10,591,808
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	4,833,000,000			4,833,000,000
Net change in available-for-sale debt and marketable equity securities	4,621,000,000				4,621,000,000
Net change in derivatives	616,000,000				616,000,000
Employee benefit plan adjustments	-943,000,000				-943,000,000
Net change in foreign currency translation adjustments	-157,000,000				-157,000,000
Dividends paid:
Common	-1,262,000,000			-1,262,000,000
Preferred	-1,044,000,000			-1,044,000,000
Issuance of preferred stock	5,957,000,000	5,957,000,000
Common stock issued under employee plans and related tax effects, Shares			25,866
Common stock issued under employee plans and related tax effects	-160,000,000		-160,000,000
Common stock repurchased, Shares			-101,132
Common stock repurchased	-1,675,000,000		-1,675,000,000
Ending Balance at Dec. 31, 2014	$243,471,000,000	$19,309,000,000	$153,458,000,000	$75,024,000,000	($4,320,000,000)
Ending Balance, Shares at Dec. 31, 2014			10,516,542

Consolidated_Statement_of_Cash

Consolidated Statement of Cash Flows (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Operating activities
Net income	$4,833	$11,431	$4,188
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Provision for credit losses	2,275	3,556	8,169
Gains on sales of debt securities	-1,354	-1,271	-1,662
Fair value adjustments on structured liabilities	-407	649	5,107
Depreciation and premises improvements amortization	1,586	1,597	1,774
Amortization of intangibles	936	1,086	1,264
Net amortization of premium/discount on debt securities	2,688	1,577	2,580
Deferred income taxes	726	3,262	-2,735
Loans held-for-sale:
Originations and purchases	-40,113	-65,688	-59,540
Proceeds from sales and paydowns of loans originally classified as held-for-sale	38,528	77,707	54,817
Net change in:
Trading and derivative instruments	6,621	33,870	-47,606
Other assets	2,380	35,154	-11,424
Accrued expenses and other liabilities	9,702	-12,919	24,061
Other operating activities, net	-1,662	2,806	4,951
Net cash provided by (used in) operating activities	26,739	92,817	-16,056
Net change in:
Time deposits placed and other short-term investments	4,030	7,154	7,310
Federal funds sold and securities borrowed or purchased under agreements to resell	-1,495	29,596	-8,741
Debt securities carried at fair value:
Proceeds from sales	159,071	119,013	74,068
Proceeds from paydowns and maturities	79,704	85,554	71,509
Purchases	-280,571	-175,983	-164,491
Held-to-maturity debt securities:
Proceeds from paydowns and maturities	7,889	8,472	6,261
Purchases	-13,274	-14,388	-20,991
Loans and leases:
Proceeds from sales	28,765	12,331	1,837
Purchases	-10,609	-16,734	-9,178
Other changes in loans and leases, net	22,635	-34,256	2,557
Net sales (purchases) of premises and equipment	-1,160	-521	5
Proceeds from sales of foreclosed properties	855	1,099	2,799
Proceeds from sales of investments	1,577	4,818	2,396
Other investing activities, net	-1,621	-1,097	-320
Net cash provided by (used in) investing activities	-4,204	25,058	-34,979
Net change in:
Deposits	-335	14,010	72,220
Federal funds purchased and securities loaned or sold under agreements to repurchase	3,171	-95,153	78,395
Short-term borrowings	-14,827	16,009	-5,017
Long-term debt:
Proceeds from issuance	51,573	45,658	22,200
Retirement of long-term debt	-53,749	-65,602	-124,389
Preferred stock:
Proceeds from issuance	5,957	1,008	667
Redemption	0	-6,461	0
Common stock repurchased	-1,675	-3,220	0
Cash dividends paid	-2,306	-1,677	-1,909
Excess tax benefits on share-based payments	34	12	13
Other financing activities, net	-44	-26	236
Net cash provided by (used in) financing activities	-12,201	-95,442	42,416
Effect of exchange rate changes on cash and cash equivalents	-3,067	-1,863	-731
Net increase (decrease) in cash and cash equivalents	7,267	20,570	-9,350
Cash and cash equivalents at January 1	131,322	110,752	120,102
Cash and cash equivalents at December 31	138,589	131,322	110,752
Supplemental cash flow disclosures
Interest paid	11,082	12,912	18,268
Income taxes paid	2,558	1,559	1,372
Income taxes refunded	($144)	($244)	($338)

Summary_of_Significant_Account

Summary of Significant Accounting Principles	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Summary of Significant Accounting Principles	Summary of Significant Accounting Principles
	Bank of America Corporation (together with its consolidated subsidiaries, the Corporation), a bank holding company (BHC) and a financial holding company, provides a diverse range of financial services and products throughout the U.S. and in certain international markets. The term “the Corporation” as used herein may refer to Bank of America Corporation individually, Bank of America Corporation and its subsidiaries, or certain of Bank of America Corporation’s subsidiaries or affiliates.
	The Corporation conducts its activities through banking and nonbank subsidiaries. Prior to October 1, 2014, the Corporation operated its banking activities primarily under two charters: Bank of America, National Association (Bank of America, N.A. or BANA) and, to a lesser extent, FIA Card Services, National Association (FIA Card Services, N.A. or FIA). On October 1, 2014, FIA was merged into BANA.
	Principles of Consolidation and Basis of Presentation
	The Consolidated Financial Statements include the accounts of the Corporation and its majority-owned subsidiaries, and those variable interest entities (VIEs) where the Corporation is the primary beneficiary. Intercompany accounts and transactions have been eliminated. Results of operations of acquired companies are included from the dates of acquisition and for VIEs, from the dates that the Corporation became the primary beneficiary. Assets held in an agency or fiduciary capacity are not included in the Consolidated Financial Statements. The Corporation accounts for investments in companies for which it owns a voting interest and for which it has the ability to exercise significant influence over operating and financing decisions using the equity method of accounting. These investments are included in other assets. Equity method investments are subject to impairment testing and the Corporation’s proportionate share of income or loss is included in equity investment income.
	In the Annual Report on Form 10-K for the year ended December 31, 2014, the Corporation reported its results of operations through five business segments: Consumer & Business Banking (CBB), Consumer Real Estate Services (CRES), Global Wealth & Investment Management (GWIM), Global Banking and Global Markets, with the remaining operations recorded in All Other. Effective January 1, 2015, to align the segments with how the Corporation manages the businesses in 2015, it changed its basis of presentation, and following such change, reports its results of operations through the following five business segments: Consumer Banking, Global Wealth & Investment Management (GWIM), Global Banking, Global Markets and Legacy Assets & Servicing (LAS), with the remaining operations recorded in All Other. The Home Loans business, which was included in the former CRES segment, is now included in Consumer Banking, and LAS (also in the former CRES segment) has become a separate segment. A portion of the Business Banking business, based on the size of the client, was moved from the former CBB segment to Global Banking, and the former CBB segment was renamed Consumer Banking. Also, the Corporation's merchant services joint venture, moved from the former CBB segment to All Other. In addition, certain management accounting methodologies, including the treatment of intersegment assets and liabilities, and related allocations were refined. Prior periods have been reclassified to conform to the current period presentation.
	The preparation of the Consolidated Financial Statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect reported amounts and disclosures. Realized results could differ from those estimates and assumptions.
	The Corporation evaluates subsequent events through the date of filing with the Securities and Exchange Commission (SEC). Certain prior-period amounts have been reclassified to conform to current period presentation.
	New Accounting Pronouncements
	In August 2014, the Financial Accounting Standards Board (FASB) issued new accounting guidance on classification and measurement of foreclosed mortgage loans that are government guaranteed. This new guidance states that such foreclosed properties should be classified as other assets and measured based on the amount of the loan balance expected to be recovered from the guarantor. The new guidance is effective beginning on January 1, 2015 using either a prospective or modified retrospective transition method. This new guidance will not have a material impact on the Corporation’s consolidated financial position or results of operations.
	In August 2014, the FASB issued new accounting guidance that provides a measurement alternative for entities that consolidate a collateralized financing entity (CFE). The new guidance allows an entity to measure both the financial assets and financial liabilities of a CFE using the fair value of either the financial assets or financial liabilities, whichever is more observable. This alternative is available for CFEs where the financial assets and financial liabilities are carried at fair value and changes in fair value are reported in earnings. The new guidance is effective beginning on January 1, 2016. This new guidance will not have a material impact on the Corporation’s consolidated financial position or results of operations.
	In June 2014, the FASB issued new guidance on accounting and disclosure of repurchase-to-maturity (RTM) transactions and repurchase financings (repos). Under this new accounting guidance, RTMs will be accounted for as secured borrowings rather than sales of an asset, and transfers of financial assets with a contemporaneous repo will no longer be evaluated to determine whether they should be accounted for on a combined basis as forward contracts. The new guidance also prescribes additional disclosures particularly on the nature of collateral pledged in repos accounted for as secured borrowings. The new guidance is effective beginning on January 1, 2015. This new guidance will not have a material impact on the Corporation’s consolidated financial position or results of operations.
	In May 2014, the FASB issued new accounting guidance to clarify the principles for recognizing revenue from contracts with customers. The new accounting guidance, which does not apply to financial instruments, is effective on a retrospective basis beginning on January 1, 2017. The Corporation does not expect the new guidance to have a material impact on its consolidated financial position or results of operations.
	In January 2014, the FASB issued new guidance on accounting for qualified affordable housing projects which permits entities to make an accounting policy election to apply the proportional amortization method when specific conditions are met. The new accounting guidance is effective on a retrospective basis beginning on January 1, 2015 with early adoption permitted. The Corporation is currently assessing whether it will adopt the proportional amortization method. If adopted, the Corporation does not expect it to have a material impact on its consolidated financial position or results of operations.
	In December 2012, the FASB issued a proposed standard on accounting for credit losses. It would replace multiple existing impairment models, including an “incurred loss” model for loans, with an “expected loss” model. The FASB has not yet established an effective date but a final standard is expected to be issued in the second half of 2015. The final standard may materially reduce retained earnings in the period of adoption.
	Cash and Cash Equivalents
	Cash and cash equivalents include cash on hand, cash items in the process of collection, cash segregated under federal and other brokerage regulations, and amounts due from correspondent banks, the Federal Reserve Bank and certain non-U.S. central banks.
	Securities Financing Agreements
	Securities borrowed or purchased under agreements to resell and securities loaned or sold under agreements to repurchase (securities financing agreements) are treated as collateralized financing transactions except in instances where the transaction is required to be accounted for as individual sale and purchase transactions. Generally, these agreements are recorded at the amounts at which the securities were acquired or sold plus accrued interest, except for certain securities financing agreements that the Corporation accounts for under the fair value option. Changes in the fair value of securities financing agreements that are accounted for under the fair value option are recorded in trading account profits in the Consolidated Statement of Income. For more information on securities financing agreements that the Corporation accounts for under the fair value option, see Note 21 – Fair Value Option.
	The Corporation’s policy is to obtain possession of collateral with a market value equal to or in excess of the principal amount loaned under resale agreements. To ensure that the market value of the underlying collateral remains sufficient, collateral is generally valued daily and the Corporation may require counterparties to deposit additional collateral or may return collateral pledged when appropriate. Securities financing agreements give rise to negligible credit risk as a result of these collateral provisions and, accordingly, no allowance for loan losses is considered necessary.
	Substantially all repurchase and resale activities are transacted under legally enforceable master repurchase agreements that give the Corporation, in the event of default by the counterparty, the right to liquidate securities held and to offset receivables and payables with the same counterparty. The Corporation offsets repurchase and resale transactions with the same counterparty on the Consolidated Balance Sheet where it has such a legally enforceable master netting agreement and the transactions have the same maturity date.
	In transactions where the Corporation acts as the lender in a securities lending agreement and receives securities that can be pledged or sold as collateral, it recognizes an asset on the Consolidated Balance Sheet at fair value, representing the securities received, and a liability, representing the obligation to return those securities.
	In repurchase transactions, typically, the termination date for a repurchase agreement is before the maturity date of the underlying security. However, in certain situations, the Corporation may enter into repurchase agreements where the termination date of the repurchase transaction is the same as the maturity date of the underlying security and these transactions are referred to as “repo-to-maturity” (RTM) transactions. In accordance with applicable accounting guidance, the Corporation accounts for RTM transactions as sales and purchases when the transferred securities are highly liquid. In instances where securities are considered sold or purchased, the Corporation removes the securities from or recognizes the securities on the Consolidated Balance Sheet and, in the case of sales, recognizes a gain or loss, where applicable, in the Consolidated Statement of Income. At December 31, 2014 and 2013, the Corporation had no outstanding RTM transactions that had been accounted for as sales and an immaterial amount of transactions that had been accounted for as purchases.
	Collateral
	The Corporation accepts securities as collateral that it is permitted by contract or custom to sell or repledge. At December 31, 2014 and 2013, the fair value of this collateral was $519.2 billion and $575.3 billion, of which $424.5 billion and $430.4 billion was sold or repledged. The primary source of this collateral is securities borrowed or purchased under agreements to resell. The Corporation also pledges company-owned securities and loans as collateral in transactions that include repurchase agreements, securities loaned, public and trust deposits, U.S. Treasury tax and loan notes, and short-term borrowings. This collateral, which in some cases can be sold or repledged by the counterparties to the transactions, is parenthetically disclosed on the Consolidated Balance Sheet.
	In certain cases, the Corporation has transferred assets to consolidated VIEs where those restricted assets serve as collateral for the interests issued by the VIEs. These assets are included on the Consolidated Balance Sheet in Assets of Consolidated VIEs.
	In addition, the Corporation obtains collateral in connection with its derivative contracts. Required collateral levels vary depending on the credit risk rating and the type of counterparty. Generally, the Corporation accepts collateral in the form of cash, U.S. Treasury securities and other marketable securities. Based on provisions contained in master netting agreements, the Corporation nets cash collateral received against derivative assets. The Corporation also pledges collateral on its own derivative positions which can be applied against derivative liabilities.
	Trading Instruments
	Financial instruments utilized in trading activities are carried at fair value. Fair value is generally based on quoted market prices or quoted market prices for similar assets and liabilities. If these market prices are not available, fair values are estimated based on dealer quotes, pricing models, discounted cash flow methodologies, or similar techniques where the determination of fair value may require significant management judgment or estimation. Realized gains and losses are recorded on a trade-date basis. Realized and unrealized gains and losses are recognized in trading account profits.
	Derivatives and Hedging Activities
	Derivatives are entered into on behalf of customers, for trading or to support risk management activities. Derivatives used in risk management activities include derivatives that are both designated in qualifying accounting hedge relationships and derivatives used to hedge market risks in relationships that are not designated in qualifying accounting hedge relationships (referred to as other risk management activities). Derivatives utilized by the Corporation include swaps, financial futures and forward settlement contracts, and option contracts. A swap agreement is a contract between two parties to exchange cash flows based on specified underlying notional amounts, assets and/or indices. Financial futures and forward settlement contracts are agreements to buy or sell a quantity of a financial instrument (including another derivative financial instrument), index, currency or commodity at a predetermined rate or price during a period or at a date in the future. Option agreements can be transacted on organized exchanges or directly between parties.
	All derivatives are recorded on the Consolidated Balance Sheet at fair value, taking into consideration the effects of legally enforceable master netting agreements that allow the Corporation to settle positive and negative positions and offset cash collateral held with the same counterparty on a net basis. For exchange-traded contracts, fair value is based on quoted market prices in active or inactive markets or is derived from observable market- based pricing parameters, similar to those applied to over-the-counter (OTC) derivatives. For non-exchange traded contracts, fair value is based on dealer quotes, pricing models, discounted cash flow methodologies or similar techniques for which the determination of fair value may require significant management judgment or estimation.
	Valuations of derivative assets and liabilities reflect the value of the instrument including counterparty credit risk. These values also take into account the Corporation’s own credit standing.
	Trading Derivatives and Other Risk Management Activities
	Derivatives held for trading purposes are included in derivative assets or derivative liabilities on the Consolidated Balance Sheet with changes in fair value included in trading account profits.
	Derivatives used for other risk management activities are included in derivative assets or derivative liabilities. Derivatives used in other risk management activities have not been designated in a qualifying accounting hedge relationship because they did not qualify or the risk that is being mitigated pertains to an item that is reported at fair value through earnings so that the effect of measuring the derivative instrument and the asset or liability to which the risk exposure pertains will offset in the Consolidated Statement of Income to the extent effective. The changes in the fair value of derivatives that serve to mitigate certain risks associated with mortgage servicing rights (MSRs), interest rate lock commitments (IRLCs) and first mortgage loans held-for-sale (LHFS) that are originated by the Corporation are recorded in mortgage banking income. Changes in the fair value of derivatives that serve to mitigate interest rate risk and foreign currency risk are included in other income (loss). Credit derivatives are also used by the Corporation to mitigate the risk associated with various credit exposures. The changes in the fair value of these derivatives are included in other income (loss).
	Derivatives Used For Hedge Accounting Purposes (Accounting Hedges)
	For accounting hedges, the Corporation formally documents at inception all relationships between hedging instruments and hedged items, as well as the risk management objectives and strategies for undertaking various accounting hedges. Additionally, the Corporation primarily uses regression analysis at the inception of a hedge and for each reporting period thereafter to assess whether the derivative used in a hedging transaction is expected to be and has been highly effective in offsetting changes in the fair value or cash flows of a hedged item or forecasted transaction. The Corporation discontinues hedge accounting when it is determined that a derivative is not expected to be or has ceased to be highly effective as a hedge, and then reflects changes in fair value of the derivative in earnings after termination of the hedge relationship.
	The Corporation uses its accounting hedges as either fair value hedges, cash flow hedges or hedges of net investments in foreign operations. The Corporation manages interest rate and foreign currency exchange rate sensitivity predominantly through the use of derivatives. Fair value hedges are used to protect against changes in the fair value of the Corporation’s assets and liabilities that are attributable to interest rate or foreign exchange volatility. Cash flow hedges are used primarily to minimize the variability in cash flows of assets or liabilities, or forecasted transactions caused by interest rate or foreign exchange fluctuations. For terminated cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately 25 years, with a substantial portion of the hedged transactions being less than 10 years. For open or future cash flow hedges, the maximum length of time over which forecasted transactions are or will be hedged is less than seven years.
	Changes in the fair value of derivatives designated as fair value hedges are recorded in earnings, together and in the same income statement line item with changes in the fair value of the related hedged item. Changes in the fair value of derivatives designated as cash flow hedges are recorded in accumulated other comprehensive income (OCI) and are reclassified into the line item in the income statement in which the hedged item is recorded in the same period the hedged item affects earnings. Hedge ineffectiveness and gains and losses on the excluded component of a derivative in assessing hedge effectiveness are recorded in earnings in the same income statement line item. The Corporation records changes in the fair value of derivatives used as hedges of the net investment in foreign operations, to the extent effective, as a component of accumulated OCI.
	If a derivative instrument in a fair value hedge is terminated or the hedge designation removed, the previous adjustments to the carrying value of the hedged asset or liability are subsequently accounted for in the same manner as other components of the carrying value of that asset or liability. For interest-earning assets and interest-bearing liabilities, such adjustments are amortized to earnings over the remaining life of the respective asset or liability. If a derivative instrument in a cash flow hedge is terminated or the hedge designation is removed, related amounts in accumulated OCI are reclassified into earnings in the same period or periods during which the hedged forecasted transaction affects earnings. If it becomes probable that a forecasted transaction will not occur, any related amounts in accumulated OCI are reclassified into earnings in that period.
	Interest Rate Lock Commitments
	The Corporation enters into IRLCs in connection with its mortgage banking activities to fund residential mortgage loans at specified times in the future. IRLCs that relate to the origination of mortgage loans that will be classified as held-for-sale are considered derivative instruments under applicable accounting guidance. As such, these IRLCs are recorded at fair value with changes in fair value recorded in mortgage banking income, typically resulting in recognition of a gain when the Corporation enters into IRLCs.
	In estimating the fair value of an IRLC, the Corporation assigns a probability that the loan commitment will be exercised and the loan will be funded. The fair value of the commitments is derived from the fair value of related mortgage loans which is based on observable market data and includes the expected net future cash flows related to servicing of the loans. Changes in the fair value of IRLCs are recognized based on interest rate changes, changes in the probability that the commitment will be exercised and the passage of time. Changes from the expected future cash flows related to the customer relationship are excluded from the valuation of IRLCs.
	Outstanding IRLCs expose the Corporation to the risk that the price of the loans underlying the commitments might decline from inception of the rate lock to funding of the loan. To manage this risk, the Corporation utilizes forward loan sales commitments and other derivative instruments, including interest rate swaps and options, to economically hedge the risk of potential changes in the value of the loans that would result from the commitments. The changes in the fair value of these derivatives are recorded in mortgage banking income.
	Securities
	Debt securities are recorded on the Consolidated Balance Sheet as of their trade date. Debt securities bought principally with the intent to buy and sell in the short term as part of the Corporation’s trading activities are reported at fair value in trading account assets with unrealized gains and losses included in trading account profits. Debt securities purchased for longer term investment purposes, as part of asset and liability management (ALM) and other strategic activities are generally reported at fair value as available-for-sale (AFS) securities with net unrealized gains and losses net-of-tax included in accumulated OCI. Certain other debt securities purchased for ALM and other strategic purposes are reported at fair value with unrealized gains and losses reported in other income (loss). These are referred to as other debt securities carried at fair value. AFS securities and other debt securities carried at fair value are reported in debt securities on the Consolidated Balance Sheet. The Corporation may hedge these other debt securities with risk management derivatives with the unrealized gains and losses also reported in other income (loss). The debt securities are carried at fair value with unrealized gains and losses reported in other income (loss) to mitigate accounting asymmetry with the risk management derivatives and to achieve operational simplifications. Debt securities which management has the intent and ability to hold to maturity are reported at amortized cost. Certain debt securities purchased for use in other risk management activities, such as hedging certain market risks related to MSRs, are reported in other assets at fair value with unrealized gains and losses reported in the same line item as the item being hedged.
	The Corporation regularly evaluates each AFS and held-to-maturity (HTM) debt security where the value has declined below amortized cost to assess whether the decline in fair value is other than temporary. In determining whether an impairment is other than temporary, the Corporation considers the severity and duration of the decline in fair value, the length of time expected for recovery, the financial condition of the issuer, and other qualitative factors, as well as whether the Corporation either plans to sell the security or it is more-likely-than-not that it will be required to sell the security before recovery of the amortized cost. If the impairment of the AFS or HTM debt security is credit-related, an other-than-temporary impairment (OTTI) loss is recorded in earnings. For AFS debt securities, the non-credit-related impairment loss is recognized in accumulated OCI. If the Corporation intends to sell an AFS debt security or believes it will more-likely-than-not be required to sell a security, the Corporation records the full amount of the impairment loss as an OTTI loss.
	Interest on debt securities, including amortization of premiums and accretion of discounts, is included in interest income. Premiums and discounts are amortized to interest income over the estimated lives of the securities. Prepayment experience, which is primarily driven by interest rates, is continually evaluated to determine the estimated lives of the securities. When a change is made to the estimated lives of the securities, the related premium or discount is adjusted, with a corresponding charge or credit to interest income, to the appropriate amount had the current estimated lives been applied since the acquisition of the securities. Realized gains and losses from the sales of debt securities are determined using the specific identification method.
	Marketable equity securities are classified based on management’s intention on the date of purchase and recorded on the Consolidated Balance Sheet as of the trade date. Marketable equity securities that are bought and held principally for the purpose of resale in the near term are classified as trading and are carried at fair value with unrealized gains and losses included in trading account profits. Other marketable equity securities are accounted for as AFS and classified in other assets. All AFS marketable equity securities are carried at fair value with net unrealized gains and losses included in accumulated OCI on an after-tax basis. If there is an other-than-temporary decline in the fair value of any individual AFS marketable equity security, the cost basis is reduced and the Corporation reclassifies the associated net unrealized loss out of accumulated OCI with a corresponding charge to equity investment income. Dividend income on AFS marketable equity securities is included in equity investment income. Realized gains and losses on the sale of all AFS marketable equity securities, which are recorded in equity investment income, are determined using the specific identification method.
	Certain equity investments held by Global Principal Investments (GPI), the Corporation’s diversified equity investor in private equity, real estate and other alternative investments, are subject to investment company accounting under applicable accounting guidance and, accordingly, are carried at fair value with changes in fair value reported in equity investment income. These investments are included in other assets. Initially, the transaction price of the investment is generally considered to be the best indicator of fair value. Thereafter, valuation of direct investments is based on an assessment of each individual investment using methodologies that include publicly-traded comparables derived by multiplying a key performance metric of the portfolio company by the relevant valuation multiple observed for comparable companies, acquisition comparables, entry level multiples and discounted cash flow analyses, and are subject to appropriate discounts for lack of liquidity or marketability. For fund investments, the Corporation generally records the fair value of its proportionate interest in the fund’s capital as reported by the respective fund managers.
	Loans and Leases
	Loans, with the exception of loans accounted for under the fair value option, are measured at historical cost and reported at their outstanding principal balances net of any unearned income, charge-offs, unamortized deferred fees and costs on originated loans, and for purchased loans, net of any unamortized premiums or discounts. Loan origination fees and certain direct origination costs are deferred and recognized as adjustments to interest income over the lives of the related loans. Unearned income, discounts and premiums are amortized to interest income using a level yield methodology. The Corporation elects to account for certain consumer and commercial loans under the fair value option with changes in fair value reported in other income (loss).
	Under applicable accounting guidance, for reporting purposes, the loan and lease portfolio is categorized by portfolio segment and, within each portfolio segment, by class of financing receivables. A portfolio segment is defined as the level at which an entity develops and documents a systematic methodology to determine the allowance for credit losses, and a class of financing receivables is defined as the level of disaggregation of portfolio segments based on the initial measurement attribute, risk characteristics and methods for assessing risk. The Corporation’s three portfolio segments are Consumer Real Estate (formerly referred to as Home Loans), Credit Card and Other Consumer, and Commercial. The classes within the Consumer Real Estate portfolio segment are core portfolio residential mortgage, Legacy Assets & Servicing residential mortgage, core portfolio home equity and Legacy Assets & Servicing home equity. The classes within the Credit Card and Other Consumer portfolio segment are U.S. credit card, non-U.S. credit card, direct/indirect consumer and other consumer. The classes within the Commercial portfolio segment are U.S. commercial, commercial real estate, commercial lease financing, non-U.S. commercial and U.S. small business commercial.
	Purchased Credit-impaired Loans
	The Corporation purchases loans with and without evidence of credit quality deterioration since origination. Evidence of credit quality deterioration as of the purchase date may include statistics such as past due status, refreshed borrower credit scores and refreshed loan-to-value (LTV) ratios, some of which are not immediately available as of the purchase date. Purchased loans with evidence of credit quality deterioration for which it is probable that the Corporation will not receive all contractually required payments receivable are accounted for as purchased credit- impaired (PCI) loans. The excess of the cash flows expected to be collected on PCI loans, measured as of the acquisition date, over the estimated fair value is referred to as the accretable yield and is recognized in interest income over the remaining life of the loan using a level yield methodology. The difference between contractually required payments as of the acquisition date and the cash flows expected to be collected is referred to as the nonaccretable difference. PCI loans that have similar risk characteristics, primarily credit risk, collateral type and interest rate risk, are pooled and accounted for as a single asset with a single composite interest rate and an aggregate expectation of cash flows. Once a pool is assembled, it is treated as if it was one loan for purposes of applying the accounting guidance for PCI loans. An individual loan is removed from a PCI loan pool if it is sold, foreclosed, forgiven or the expectation of any future proceeds is remote. When a loan is removed from a PCI loan pool and the foreclosure or recovery value of the loan is less than the loan’s carrying value, the difference is first applied against the PCI pool’s nonaccretable difference. If the nonaccretable difference has been fully utilized, only then is the PCI pool’s basis applicable to that loan written-off against its valuation reserve; however, the integrity of the pool is maintained and it continues to be accounted for as if it was one loan.
	The Corporation continues to estimate cash flows expected to be collected over the life of the PCI loans using internal credit risk, interest rate and prepayment risk models that incorporate management’s best estimate of current key assumptions such as default rates, loss severity and prepayment speeds. If, upon subsequent evaluation, the Corporation determines it is probable that the present value of the expected cash flows has decreased, the PCI loan is considered to be further impaired resulting in a charge to the provision for credit losses and a corresponding increase to a valuation allowance included in the allowance for loan and lease losses. The present value of the expected cash flows is then recalculated each period, which may result in additional impairment or a reduction of the valuation allowance. If there is no valuation allowance and it is probable that there is a significant increase in the present value of the expected cash flows, the Corporation recalculates the amount of accretable yield as the excess of the revised expected cash flows over the current carrying value resulting in a reclassification from nonaccretable difference to accretable yield. Reclassifications from nonaccretable difference can also occur if there is a change in the expected lives of the loans. The present value of the expected cash flows is determined using the PCI loans’ effective interest rate, adjusted for changes in the PCI loans’ interest rate indices.
	Leases
	The Corporation provides equipment financing to its customers through a variety of lease arrangements. Direct financing leases are carried at the aggregate of lease payments receivable plus estimated residual value of the leased property less unearned income. Leveraged leases, which are a form of financing leases, are reported net of non-recourse debt. Unearned income on leveraged and direct financing leases is accreted to interest income over the lease terms using methods that approximate the interest method.
	Allowance for Credit Losses
	The allowance for credit losses, which includes the allowance for loan and lease losses and the reserve for unfunded lending commitments, represents management’s estimate of probable losses inherent in the Corporation’s lending activities. The allowance for loan and lease losses and the reserve for unfunded lending commitments exclude amounts for loans and unfunded lending commitments accounted for under the fair value option as the fair values of these instruments reflect a credit component. The allowance for loan and lease losses does not include amounts related to accrued interest receivable, other than billed interest and fees on credit card receivables, as accrued interest receivable is reversed when a loan is placed on nonaccrual status. The allowance for loan and lease losses represents the estimated probable credit losses on funded consumer and commercial loans and leases while the reserve for unfunded lending commitments, including standby letters of credit and binding unfunded loan commitments, represents estimated probable credit losses on these unfunded credit instruments based on utilization assumptions. Lending-related credit exposures deemed to be uncollectible, excluding loans carried at fair value, are charged off against these accounts. Write-offs on PCI loans on which there is a valuation allowance are written-off against the valuation allowance. For additional information, see Purchased Credit-impaired Loans in this Note. Cash recovered on previously charged-off amounts is recorded as a recovery to these accounts. Management evaluates the adequacy of the allowance for credit losses based on the combined total of the allowance for loan and lease losses and the reserve for unfunded lending commitments.
	The Corporation performs periodic and systematic detailed reviews of its lending portfolios to identify credit risks and to assess the overall collectability of those portfolios. The allowance on certain homogeneous consumer loan portfolios, which generally consist of consumer real estate within the Consumer Real Estate portfolio segment and credit card loans within the Credit Card and Other Consumer portfolio segment, is based on aggregated portfolio segment evaluations generally by product type. Loss forecast models are utilized for these portfolios which consider a variety of factors including, but not limited to, historical loss experience, estimated defaults or foreclosures based on portfolio trends, delinquencies, bankruptcies, economic conditions and credit scores.
	The Corporation’s Consumer Real Estate portfolio segment is comprised primarily of large groups of homogeneous consumer loans secured by residential real estate. The amount of losses incurred in the homogeneous loan pools is estimated based on the number of loans that will default and the loss in the event of default. Using modeling methodologies, the Corporation estimates the number of homogeneous loans that will default based on the individual loans’ attributes aggregated into pools of homogeneous loans with similar attributes. The attributes that are most significant to the probability of default and are used to estimate defaults include refreshed LTV or, in the case of a subordinated lien, refreshed combined LTV, borrower credit score, months since origination (referred to as vintage) and geography, all of which are further broken down by present collection status (whether the loan is current, delinquent, in default or in bankruptcy). This estimate is based on the Corporation’s historical experience with the loan portfolio. The estimate is adjusted to reflect an assessment of environmental factors not yet reflected in the historical data underlying the loss estimates, such as changes in real estate values, local and national economies, underwriting standards and the regulatory environment. The probability of default on a loan is based on an analysis of the movement of loans with the measured attributes from either current or any of the delinquency categories to default over a 12-month period. On home equity loans where the Corporation holds only a second-lien position and foreclosure is not the best alternative, the loss severity is estimated at 100 percent.
	The allowance on certain commercial loans (except business card and certain small business loans) is calculated using loss rates delineated by risk rating and product type. Factors considered when assessing loss rates include the value of the underlying collateral, if applicable, the industry of the obligor, and the obligor’s liquidity and other financial indicators along with certain qualitative factors. These statistical models are updated regularly for changes in economic and business conditions. Included in the analysis of consumer and commercial loan portfolios are reserves which are maintained to cover uncertainties that affect the Corporation’s estimate of probable losses including domestic and global economic uncertainty and large single-name defaults.
The remaining portfolios, including nonperforming commercial loans, as well as consumer and commercial loans modified in a troubled debt restructuring (TDR), are reviewed in accordance with applicable accounting guidance on impaired loans and TDRs. If necessary, a specific allowance is established for these loans if they are deemed to be impaired. A loan is considered impaired when, based on current information and events, it is probable that the Corporation will be unable to collect all amounts due, including principal and/or interest, in accordance with the contractual terms of the agreement, or the loan has been modified in a TDR. Once a loan has been identified as impaired, management measures impairment primarily based on the present value of payments expected to be received, discounted at the loans’ original effective contractual interest rates, or discounted at the portfolio average contractual annual percentage rate, excluding promotionally priced loans, in effect prior to restructuring. Impaired loans and TDRs may also be measured based on observable market prices, or for loans that are solely dependent on the collateral for repayment, the estimated fair value of the collateral less costs to sell. If the recorded investment in impaired loans exceeds this amount, a specific allowance is established as a component of the allowance for loan and lease losses unless these are secured consumer loans that are solely dependent on the collateral for repayment, in which case the amount that exceeds the fair value of the collateral is charged off.
Generally, when determining the fair value of the collateral securing consumer real estate-secured loans that are solely dependent on the collateral for repayment, prior to performing a detailed property valuation including a walk-through of a property, the Corporation initially estimates the fair value of the collateral securing these consumer loans using an automated valuation method (AVM). An AVM is a tool that estimates the value of a property by reference to market data including sales of comparable properties and price trends specific to the Metropolitan Statistical Area in which the property being valued is located. In the event that an AVM value is not available, the Corporation utilizes publicized indices or if these methods provide less reliable valuations, the Corporation uses appraisals or broker price opinions to estimate the fair value of the collateral. While there is inherent imprecision in these valuations, the Corporation believes that they are representative of the portfolio in the aggregate.
In addition to the allowance for loan and lease losses, the Corporation also estimates probable losses related to unfunded lending commitments, such as letters of credit and financial guarantees, and binding unfunded loan commitments. The reserve for unfunded lending commitments excludes commitments accounted for under the fair value option. Unfunded lending commitments are subject to individual reviews and are analyzed and segregated by risk according to the Corporation’s internal risk rating scale. These risk classifications, in conjunction with an analysis of historical loss experience, utilization assumptions, current economic conditions, performance trends within the portfolio and any other pertinent information, result in the estimation of the reserve for unfunded lending commitments.
The allowance for credit losses related to the loan and lease portfolio is reported separately on the Consolidated Balance Sheet whereas the reserve for unfunded lending commitments is reported on the Consolidated Balance Sheet in accrued expenses and other liabilities. The provision for credit losses related to the loan and lease portfolio and unfunded lending commitments is reported in the Consolidated Statement of Income.
Nonperforming Loans and Leases, Charge-offs and Delinquencies
Nonperforming loans and leases generally include loans and leases that have been placed on nonaccrual status, including nonaccruing loans whose contractual terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties. Loans accounted for under the fair value option, PCI loans and LHFS are not reported as nonperforming.
In accordance with the Corporation’s policies, consumer real estate-secured loans, including residential mortgages and home equity loans, are generally placed on nonaccrual status and classified as nonperforming at 90 days past due unless repayment of the loan is insured by the Federal Housing Administration or through individually insured long-term standby agreements with Fannie Mae or Freddie Mac (the fully-insured portfolio). Residential mortgage loans in the fully-insured portfolio are not placed on nonaccrual status and, therefore, are not reported as nonperforming. Junior-lien home equity loans are placed on nonaccrual status and classified as nonperforming when the underlying first-lien mortgage loan becomes 90 days past due even if the junior-lien loan is current. Accrued interest receivable is reversed when a consumer loan is placed on nonaccrual status. Interest collections on nonaccruing consumer loans for which the ultimate collectability of principal is uncertain are generally applied as principal reductions; otherwise, such collections are credited to interest income when received. These loans may be restored to accrual status when all principal and interest is current and full repayment of the remaining contractual principal and interest is expected, or when the loan otherwise becomes well-secured and is in the process of collection. The outstanding balance of real estate-secured loans that is in excess of the estimated property value less costs to sell is charged off no later than the end of the month in which the loan becomes 180 days past due unless the loan is fully insured. The estimated property value less costs to sell is determined using the same process as described for impaired loans in Allowance for Credit Losses in this Note.
Consumer loans secured by personal property, credit card loans and other unsecured consumer loans are not placed on nonaccrual status prior to charge-off and, therefore, are not reported as nonperforming loans, except for certain secured consumer loans, including those that have been modified in a TDR. Personal property-secured loans are charged off to collateral value no later than the end of the month in which the account becomes 120 days past due or, for loans in bankruptcy, 60 days past due. Credit card and other unsecured consumer loans are charged off no later than the end of the month in which the account becomes 180 days past due or within 60 days after receipt of notification of death or bankruptcy.
Commercial loans and leases, excluding business card loans, that are past due 90 days or more as to principal or interest, or where reasonable doubt exists as to timely collection, including loans that are individually identified as being impaired, are generally placed on nonaccrual status and classified as nonperforming unless well-secured and in the process of collection.
Accrued interest receivable is reversed when commercial loans and leases are placed on nonaccrual status. Interest collections on nonaccruing commercial loans and leases for which the ultimate collectability of principal is uncertain are applied as principal reductions; otherwise, such collections are credited to income when received. Commercial loans and leases may be restored to accrual status when all principal and interest is current and full repayment of the remaining contractual principal and interest is expected, or when the loan otherwise becomes well-secured and is in the process of collection. Business card loans are charged off no later than the end of the month in which the account becomes 180 days past due or 60 days after receipt of notification of death or bankruptcy. These loans are not placed on nonaccrual status prior to charge-off and, therefore, are not reported as nonperforming loans. Other commercial loans and leases are generally charged off when all or a portion of the principal amount is determined to be uncollectible.
The entire balance of a consumer loan or commercial loan or lease is contractually delinquent if the minimum payment is not received by the specified due date on the customer’s billing statement. Interest and fees continue to accrue on past due loans and leases until the date the loan is placed on nonaccrual status, if applicable.
PCI loans are recorded at fair value at the acquisition date. Although the PCI loans may be contractually delinquent, the Corporation does not classify these loans as nonperforming as the loans were written down to fair value at the acquisition date and the accretable yield is recognized in interest income over the remaining life of the loan. In addition, reported net charge-offs exclude write-offs on PCI loans as the fair value already considers the estimated credit losses.
Troubled Debt Restructurings
Consumer loans and commercial loans and leases whose contractual terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties are classified as TDRs. Concessions could include a reduction in the interest rate to a rate that is below market on the loan, payment extensions, forgiveness of principal, forbearance or other actions designed to maximize collections. Secured consumer loans that have been discharged in Chapter 7 bankruptcy and have not been reaffirmed by the borrower are classified as TDRs at the time of discharge. Consumer real estate-secured loans for which a binding offer to restructure has been extended are also classified as TDRs. Loans classified as TDRs are considered impaired loans. Loans that are carried at fair value, LHFS and PCI loans are not classified as TDRs.
Secured consumer loans whose contractual terms have been modified in a TDR and are current at the time of restructuring generally remain on accrual status if there is demonstrated performance prior to the restructuring and payment in full under the restructured terms is expected. Otherwise, the loans are placed on nonaccrual status and reported as nonperforming, except for the fully-insured loans, until there is sustained repayment performance for a reasonable period, generally six months. If accruing consumer TDRs cease to perform in accordance with their modified contractual terms, they are placed on nonaccrual status and reported as nonperforming TDRs. Consumer TDRs that bear a below-market rate of interest are generally reported as TDRs throughout their remaining lives. Secured consumer loans that have been discharged in Chapter 7 bankruptcy are placed on nonaccrual status and written down to the estimated collateral value less costs to sell no later than at the time of discharge. If these loans are contractually current, interest collections are generally recorded in interest income on a cash basis. Credit card and other unsecured consumer loans that have been renegotiated in a TDR are not placed on nonaccrual status. Credit card and other unsecured consumer loans that have been renegotiated and placed on a fixed payment plan after July 1, 2012 are generally charged off no later than the end of the month in which the account becomes 120 days past due.
Commercial loans and leases whose contractual terms have been modified in a TDR are typically placed on nonaccrual status and reported as nonperforming until the loans or leases have performed for an adequate period of time under the restructured agreement, generally six months. If the borrower had demonstrated performance under the previous terms and the underwriting process shows the capacity to continue to perform under the modified terms, the loan may remain on accrual status. Accruing commercial TDRs are reported as performing TDRs through the end of the calendar year in which the loans are returned to accrual status. In addition, if accruing commercial TDRs bear less than a market rate of interest at the time of modification, they are reported as performing TDRs throughout their remaining lives unless and until they cease to perform in accordance with their modified contractual terms, at which time they are placed on nonaccrual status and reported as nonperforming TDRs.
A loan that had previously been modified in a TDR and is subsequently refinanced under current underwriting standards at a market rate with no concessionary terms is accounted for as a new loan and is no longer reported as a TDR.
Loans Held-for-sale
Loans that are intended to be sold in the foreseeable future, including residential mortgages, loan syndications, and to a lesser degree, commercial real estate, consumer finance and other loans, are reported as LHFS and are carried at the lower of aggregate cost or fair value. The Corporation accounts for certain LHFS, including residential mortgage LHFS, under the fair value option. Loan origination costs related to LHFS that the Corporation accounts for under the fair value option are recognized in noninterest expense when incurred. Loan origination costs for LHFS carried at the lower of cost or fair value are capitalized as part of the carrying value of the loans and recognized as a reduction of noninterest income upon the sale of such loans. LHFS that are on nonaccrual status and are reported as nonperforming, as defined in the policy herein, are reported separately from nonperforming loans and leases.
Premises and Equipment
Premises and equipment are carried at cost less accumulated depreciation and amortization. Depreciation and amortization are recognized using the straight-line method over the estimated useful lives of the assets. Estimated lives range up to 40 years for buildings, up to 12 years for furniture and equipment, and the shorter of lease term or estimated useful life for leasehold improvements.
The Corporation capitalizes the costs associated with certain computer hardware, software and internally developed software, and amortizes the costs over the expected useful life. Direct project costs of internally developed software are capitalized when it is probable that the project will be completed and the software will be used for its intended function.
Mortgage Servicing Rights
The Corporation accounts for consumer MSRs, including residential mortgage and home equity MSRs, at fair value with changes in fair value recorded in mortgage banking income. To reduce the volatility of earnings related to interest rate and market value fluctuations, U.S. Treasury securities, mortgage-backed securities and derivatives such as options and interest rate swaps may be used to hedge certain market risks of the MSRs. Such derivatives are not designated as qualifying accounting hedges. These instruments are carried at fair value with changes in fair value recognized in mortgage banking income.
The Corporation estimates the fair value of consumer MSRs using a valuation model that calculates the present value of estimated future net servicing income and, when available, quoted prices from independent parties. The present value calculation is based on an option-adjusted spread (OAS) valuation approach that factors in prepayment risk. This approach consists of projecting servicing cash flows under multiple interest rate scenarios and discounting these cash flows using risk-adjusted discount rates. The key economic assumptions used in MSR valuations include weighted-average lives of the MSRs and the OAS levels. The OAS represents the spread that is added to the discount rate so that the sum of the discounted cash flows equals the market price; therefore, it is a measure of the extra yield over the reference discount factor that the Corporation expects to earn by holding the asset.
Goodwill and Intangible Assets
Goodwill is the purchase premium after adjusting for the fair value of net assets acquired. Goodwill is not amortized but is reviewed for potential impairment on an annual basis, or when events or circumstances indicate a potential impairment, at the reporting unit level. A reporting unit, as defined under applicable accounting guidance, is a business segment or one level below a business segment. The goodwill impairment analysis is a two-step test. The first step of the goodwill impairment test involves comparing the fair value of each reporting unit with its carrying value, including goodwill, as measured by allocated equity. In certain circumstances, the first step may be performed using a qualitative assessment. If the fair value of the reporting unit exceeds its carrying value, goodwill of the reporting unit is considered not impaired; however, if the carrying value of the reporting unit exceeds its fair value, the second step must be performed to measure potential impairment.
The second step involves calculating an implied fair value of goodwill for each reporting unit for which the first step indicated possible impairment. The implied fair value of goodwill is determined in the same manner as the amount of goodwill recognized in a business combination, which is the excess of the fair value of the reporting unit, as determined in the first step, over the aggregate fair values of the assets, liabilities and identifiable intangibles as if the reporting unit was being acquired in a business combination. Measurement of the fair values of the assets and liabilities of a reporting unit is consistent with the requirements of the fair value measurements accounting guidance, as described in Fair Value in this Note. The adjustments to measure the assets, liabilities and intangibles at fair value are for the purpose of measuring the implied fair value of goodwill and such adjustments are not reflected on the Consolidated Balance Sheet. If the implied fair value of goodwill exceeds the goodwill assigned to the reporting unit, there is no impairment. If the goodwill assigned to a reporting unit exceeds the implied fair value of goodwill, an impairment charge is recorded for the excess. An impairment loss recognized cannot exceed the amount of goodwill assigned to a reporting unit. An impairment loss establishes a new basis in the goodwill and subsequent reversals of goodwill impairment losses are not permitted under applicable accounting guidance.
For intangible assets subject to amortization, an impairment loss is recognized if the carrying value of the intangible asset is not recoverable and exceeds fair value. The carrying value of the intangible asset is considered not recoverable if it exceeds the sum of the undiscounted cash flows expected to result from the use of the asset.
Variable Interest Entities
A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. The Corporation is deemed to have a controlling financial interest and is the primary beneficiary of a VIE if it has both the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE. On a quarterly basis, the Corporation reassesses whether it has a controlling financial interest in and is the primary beneficiary of a VIE. The quarterly reassessment process considers whether the Corporation has acquired or divested the power to direct the activities of the VIE through changes in governing documents or other circumstances. The reassessment also considers whether the Corporation has acquired or disposed of a financial interest that could be significant to the VIE, or whether an interest in the VIE has become significant or is no longer significant. The consolidation status of the VIEs with which the Corporation is involved may change as a result of such reassessments. Changes in consolidation status are applied prospectively, with assets and liabilities of a newly consolidated VIE initially recorded at fair value. A gain or loss may be recognized upon deconsolidation of a VIE depending on the carrying values of deconsolidated assets and liabilities compared to the fair value of retained interests and ongoing contractual arrangements.
The Corporation primarily uses VIEs for its securitization activities, in which the Corporation transfers whole loans or debt securities into a trust or other vehicle such that the assets are legally isolated from the creditors of the Corporation. Assets held in a trust can only be used to settle obligations of the trust. The creditors of these trusts typically have no recourse to the Corporation except in accordance with the Corporation’s obligations under standard representations and warranties.
When the Corporation is the servicer of whole loans held in a securitization trust, including non-agency residential mortgages, home equity loans, credit cards, automobile loans and student loans, the Corporation has the power to direct the most significant activities of the trust. The Corporation generally does not have the power to direct the most significant activities of a residential mortgage agency trust except in certain circumstances in which the Corporation holds substantially all of the issued securities and has the unilateral right to liquidate the trust. The power to direct the most significant activities of a commercial mortgage securitization trust is typically held by the special servicer or by the party holding specific subordinate securities which embody certain controlling rights. The Corporation consolidates a whole-loan securitization trust if it has the power to direct the most significant activities and also holds securities issued by the trust or has other contractual arrangements, other than standard representations and warranties, that could potentially be significant to the trust.
The Corporation may also transfer trading account securities and AFS securities into municipal bond or resecuritization trusts. The Corporation consolidates a municipal bond or resecuritization trust if it has control over the ongoing activities of the trust such as the remarketing of the trust’s liabilities or, if there are no ongoing activities, sole discretion over the design of the trust, including the identification of securities to be transferred in and the structure of securities to be issued, and also retains securities or has liquidity or other commitments that could potentially be significant to the trust. The Corporation does not consolidate a municipal bond or resecuritization trust if one or a limited number of third-party investors share responsibility for the design of the trust or have control over the significant activities of the trust through liquidation or other substantive rights.
Other VIEs used by the Corporation include collateralized debt obligations (CDOs), investment vehicles created on behalf of customers and other investment vehicles. The Corporation does not routinely serve as collateral manager for CDOs and, therefore, does not typically have the power to direct the activities that most significantly impact the economic performance of a CDO. However, following an event of default, if the Corporation is a majority holder of senior securities issued by a CDO and acquires the power to manage the assets of the CDO, the Corporation consolidates the CDO.
The Corporation consolidates a customer or other investment vehicle if it has control over the initial design of the vehicle or manages the assets in the vehicle and also absorbs potentially significant gains or losses through an investment in the vehicle, derivative contracts or other arrangements. The Corporation does not consolidate an investment vehicle if a single investor controlled the initial design of the vehicle or manages the assets in the vehicles or if the Corporation does not have a variable interest that could potentially be significant to the vehicle.
Retained interests in securitized assets are initially recorded at fair value. In addition, the Corporation may invest in debt securities issued by unconsolidated VIEs. Fair values of these debt securities, which are classified as trading account assets, debt securities carried at fair value or held-to-maturity securities, are based primarily on quoted market prices in active or inactive markets. Generally, quoted market prices for retained residual interests are not available; therefore, the Corporation estimates fair values based on the present value of the associated expected future cash flows. This may require management to estimate credit losses, prepayment speeds, forward interest yield curves, discount rates and other factors that impact the value of retained interests. Retained residual interests in unconsolidated securitization trusts are classified in trading account assets or other assets with changes in fair value recorded in earnings. The Corporation may also enter into derivatives with unconsolidated VIEs, which are carried at fair value with changes in fair value recorded in earnings.
Fair Value
The Corporation measures the fair values of its assets and liabilities, where applicable, in accordance with accounting guidance that requires an entity to base fair value on exit price. A three-level hierarchy, provided in the applicable accounting guidance, for inputs is utilized in measuring fair value which maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used to determine the exit price when available. Under applicable accounting guidance, the Corporation categorizes its financial instruments, based on the priority of inputs to the valuation technique, into this three-level hierarchy, as described below. Trading account assets and liabilities, derivative assets and liabilities, AFS debt and equity securities, other debt securities carried at fair value, consumer MSRs and certain other assets are carried at fair value in accordance with applicable accounting guidance. The Corporation has also elected to account for certain assets and liabilities under the fair value option, including certain commercial and consumer loans and loan commitments, LHFS, short-term borrowings, securities financing agreements, long-term deposits and long-term debt. The following describes the three-level hierarchy.
Level 1	Unadjusted quoted prices in active markets for identical assets or liabilities. Level 1 assets and liabilities include debt and equity securities and derivative contracts that are traded in an active exchange market, as well as certain U.S. Treasury securities that are highly liquid and are actively traded in OTC markets.
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 assets and liabilities include debt securities with quoted prices that are traded less frequently than exchange-traded instruments and derivative contracts where fair 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. This category generally includes U.S. government and agency mortgage-backed and asset-backed securities, corporate debt securities, derivative contracts, certain loans and LHFS.
Level 3	Unobservable inputs that are supported by little or no market activity and that are significant to the overall fair value of the assets or liabilities. Level 3 assets and liabilities include financial instruments for which the determination of fair value requires significant management judgment or estimation. The fair value for such assets and liabilities is generally determined using pricing models, market comparables, discounted cash flow methodologies or similar techniques that incorporate the assumptions a market participant would use in pricing the asset or liability. This category generally includes certain private equity investments and other principal investments, retained residual interests in securitizations, consumer MSRs, certain asset-backed securities, highly structured, complex or long-dated derivative contracts, certain loans and LHFS, IRLCs and certain CDOs where independent pricing information cannot be obtained for a significant portion of the underlying assets.
Income Taxes
There are two components of income tax expense: current and deferred. Current income tax expense reflects taxes to be paid or refunded for the current period. Deferred income tax expense results from changes in deferred tax assets and liabilities between periods. These gross deferred tax assets and liabilities represent decreases or increases in taxes expected to be paid in the future because of future reversals of temporary differences in the bases of assets and liabilities as measured by tax laws and their bases as reported in the financial statements. Deferred tax assets are also recognized for tax attributes such as net operating loss carryforwards and tax credit carryforwards. Valuation allowances are recorded to reduce deferred tax assets to the amounts management concludes are more-likely-than-not to be realized.
Income tax benefits are recognized and measured based upon a two-step model: first, a tax position must be more-likely-than-not to be sustained based solely on its technical merits in order to be recognized, and second, the benefit is measured as the largest dollar amount of that position that is more-likely-than-not to be sustained upon settlement. The difference between the benefit recognized and the tax benefit claimed on a tax return is referred to as an unrecognized tax benefit. The Corporation records income tax-related interest and penalties, if applicable, within income tax expense.
Retirement Benefits
The Corporation has retirement plans covering substantially all full-time and certain part-time employees. Pension expense under these plans is charged to current operations and consists of several components of net pension cost based on various actuarial assumptions regarding future experience under the plans.
In addition, the Corporation has unfunded supplemental benefit plans and supplemental executive retirement plans (SERPs) for selected officers of the Corporation and its subsidiaries that provide benefits that cannot be paid from a qualified retirement plan due to Internal Revenue Code restrictions. The Corporation’s current executive officers do not earn additional retirement income under SERPs. These plans are nonqualified under the Internal Revenue Code and assets used to fund benefit payments are not segregated from other assets of the Corporation; therefore, in general, a participant’s or beneficiary’s claim to benefits under these plans is as a general creditor. In addition, the Corporation has several postretirement healthcare and life insurance benefit plans.
Accumulated Other Comprehensive Income
The Corporation records unrealized gains and losses on AFS debt and marketable equity securities, gains and losses on cash flow accounting hedges, certain employee benefit plan adjustments, foreign currency translation adjustments and related hedges of net investments in foreign operations, and the cumulative adjustment related to certain accounting changes in accumulated OCI, net-of-tax. Unrealized gains and losses on AFS debt and marketable equity securities are reclassified to earnings as the gains or losses are realized upon sale of the securities. Unrealized losses on AFS securities deemed to represent OTTI are reclassified to earnings at the time of the impairment charge. For AFS debt securities that the Corporation does not intend to sell or it is not more-likely-than-not that it will be required to sell, only the credit component of an unrealized loss is reclassified to earnings. Gains or losses on derivatives accounted for as cash flow hedges are reclassified to earnings when the hedged transaction affects earnings. Translation gains or losses on foreign currency translation adjustments are reclassified to earnings upon the substantial sale or liquidation of investments in foreign operations.
Revenue Recognition
The following summarizes the Corporation’s revenue recognition policies as they relate to certain noninterest income line items in the Consolidated Statement of Income.
Card income is derived from fees such as interchange, cash advance, annual, late, over-limit and other miscellaneous fees, which are recorded as revenue when earned, primarily on an accrual basis. Uncollected fees are included in the customer card receivables balances with an amount recorded in the allowance for loan and lease losses for estimated uncollectible card receivables. Uncollected fees are written off when a card receivable reaches 180 days past due.
Service charges include fees for insufficient funds, overdrafts and other banking services and are recorded as revenue when earned. Uncollected fees are included in outstanding loan balances with an amount recorded for estimated uncollectible service fees receivable. Uncollected fees are written off when a fee receivable reaches 60 days past due.
Investment and brokerage services revenue consists primarily of asset management fees and brokerage income that are recognized over the period the services are provided or when commissions are earned. Asset management fees consist primarily of fees for investment management and trust services and are generally based on the dollar amount of the assets being managed. Brokerage income is generally derived from commissions and fees earned on the sale of various financial products.
Investment banking income consists primarily of advisory and underwriting fees that are recognized in income as the services are provided and no contingencies exist. Revenues are generally recognized net of any direct expenses. Non-reimbursed expenses are recorded as noninterest expense.
Earnings Per Common Share
Earnings per common share (EPS) is computed by dividing net income (loss) allocated to common shareholders by the weighted-average common shares outstanding, except that it does not include unvested common shares subject to repurchase or cancellation. Net income (loss) allocated to common shareholders represents net income (loss) applicable to common shareholders which is net income (loss) adjusted for preferred stock dividends including dividends declared, accretion of discounts on preferred stock including accelerated accretion when preferred stock is repaid early, and cumulative dividends related to the current dividend period that have not been declared as of period end, less income allocated to participating securities (see below for more information). Diluted EPS is computed by dividing income (loss) allocated to common shareholders plus dividends on dilutive convertible preferred stock and preferred stock that can be tendered to exercise warrants, by the weighted-average common shares outstanding plus amounts representing the dilutive effect of stock options outstanding, restricted stock, restricted stock units, outstanding warrants and the dilution resulting from the conversion of convertible preferred stock, if applicable.
Unvested share-based payment awards that contain nonforfeitable rights to dividends are participating securities that are included in computing EPS using the two-class method. The two-class method is an earnings allocation formula under which EPS is calculated for common stock and participating securities according to dividends declared and participating rights in undistributed earnings. Under this method, all earnings, distributed and undistributed, are allocated to participating securities and common shares based on their respective rights to receive dividends.
In an exchange of non-convertible preferred stock, income allocated to common shareholders is adjusted for the difference between the carrying value of the preferred stock and the fair value of the consideration exchanged. In an induced conversion of convertible preferred stock, income allocated to common shareholders is reduced by the excess of the fair value of the consideration exchanged over the fair value of the common stock that would have been issued under the original conversion terms.
Foreign Currency Translation
Assets, liabilities and operations of foreign branches and subsidiaries are recorded based on the functional currency of each entity. For certain of the foreign operations, the functional currency is the local currency, in which case the assets, liabilities and operations are translated, for consolidation purposes, from the local currency to the U.S. Dollar reporting currency at period-end rates for assets and liabilities and generally at average rates for results of operations. The resulting unrealized gains or losses, as well as gains and losses from certain hedges, are reported as a component of accumulated OCI, net-of-tax. When the foreign entity’s functional currency is determined to be the U.S. Dollar, the resulting remeasurement gains or losses on foreign currency-denominated assets or liabilities are included in earnings.
Credit Card and Deposit Arrangements
Endorsing Organization Agreements
The Corporation contracts with other organizations to obtain their endorsement of the Corporation’s loan and deposit products. This endorsement may provide to the Corporation exclusive rights to market to the organization’s members or to customers on behalf of the Corporation. These organizations endorse the Corporation’s loan and deposit products and provide the Corporation with their mailing lists and marketing activities. These agreements generally have terms that range from two to five years. The Corporation typically pays royalties in exchange for the endorsement. Compensation costs related to the credit card agreements are recorded as contra-revenue in card income.
Cardholder Reward Agreements
The Corporation offers reward programs that allow its cardholders to earn points that can be redeemed for a broad range of rewards including cash, travel and gift cards. The Corporation establishes a rewards liability based upon the points earned that are expected to be redeemed and the average cost per point redeemed. The points to be redeemed are estimated based on past redemption behavior, card product type, account transaction activity and other historical card performance. The liability is reduced as the points are redeemed. The estimated cost of the rewards programs is recorded as contra-revenue in card income.

Derivatives

Derivatives	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives
	Derivative Balances
	Derivatives are entered into on behalf of customers, for trading, or to support risk management activities. Derivatives used in risk management activities include derivatives that may or may not be designated in qualifying hedge accounting relationships. Derivatives that are not designated in qualifying hedge accounting relationships are referred to as other risk management derivatives. For more information on the Corporation’s derivatives and hedging activities, see Note 1 – Summary of Significant Accounting Principles. The following tables present derivative instruments included on the Consolidated Balance Sheet in derivative assets and liabilities at December 31, 2014 and 2013. Balances are presented on a gross basis, prior to the application of counterparty and cash collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and have been reduced by the cash collateral received or paid.
						December 31, 2014
						Gross Derivative Assets												Gross Derivative Liabilities
	(Dollars in billions)	Contract/				Trading and Other Risk Management Derivatives				Qualifying				Total				Trading and Other Risk Management Derivatives				Qualifying		Total
		Notional (1)								Accounting												Accounting
										Hedges												Hedges
	Interest rate contracts
	Swaps	$	29,445.40			$	658.5			$	8.5			$	667			$	658.2			$	0.5	$	658.7
	Futures and forwards	10,159.40				1.7				—				1.7				2				—		2
	Written options	1,725.20				—				—				—				85.4				—		85.4
	Purchased options	1,739.80				85.6				—				85.6				—				—		—
	Foreign exchange contracts
	Swaps	2,159.10				51.5				0.8				52.3				54.6				1.9		56.5
	Spot, futures and forwards	4,226.40				68.9				1.5				70.4				72.4				0.2		72.6
	Written options	600.7				—				—				—				16				—		16
	Purchased options	584.6				15.1				—				15.1				—				—		—
	Equity contracts
	Swaps	193.7				3.2				—				3.2				4				—		4
	Futures and forwards	69.5				2.1				—				2.1				1.8				—		1.8
	Written options	341				—				—				—				26				—		26
	Purchased options	318.4				27.9				—				27.9				—				—		—
	Commodity contracts
	Swaps	74.3				5.8				—				5.8				8.5				—		8.5
	Futures and forwards	376.5				4.5				—				4.5				1.8				—		1.8
	Written options	129.5				—				—				—				11.5				—		11.5
	Purchased options	141.3				10.7				—				10.7				—				—		—
	Credit derivatives
	Purchased credit derivatives:
	Credit default swaps	1,094.80				13.3				—				13.3				23.4				—		23.4
	Total return swaps/other	44.3				0.2				—				0.2				1.4				—		1.4
	Written credit derivatives:
	Credit default swaps	1,073.10				24.5				—				24.5				11.9				—		11.9
	Total return swaps/other	61				0.5				—				0.5				0.3				—		0.3
	Gross derivative assets/liabilities					$	974			$	10.8			$	984.8			$	979.2			$	2.6	$	981.8
	Less: Legally enforceable master netting agreements													(884.8		)								(884.8		)
	Less: Cash collateral received/paid													(47.3		)								(50.1		)
	Total derivative assets/liabilities													$	52.7									$	46.9
	(1)	Represents the total contract/notional amount of derivative assets and liabilities outstanding.
						December 31, 2013
						Gross Derivative Assets												Gross Derivative Liabilities
	(Dollars in billions)	Contract/				Trading and Other Risk Management Derivatives				Qualifying				Total				Trading and Other Risk Management Derivatives				Qualifying		Total
		Notional (1)								Accounting												Accounting
										Hedges												Hedges
	Interest rate contracts
	Swaps	$	33,272.00			$	659.9			$	7.5			$	667.4			$	658.4			$	0.9	$	659.3
	Futures and forwards	8,217.60				1.6				—				1.6				1.5				—		1.5
	Written options	2,065.40				—				—				—				64.4				—		64.4
	Purchased options	2,028.30				65.4				—				65.4				—				—		—
	Foreign exchange contracts
	Swaps	2,284.10				43.1				1				44.1				42.7				1		43.7
	Spot, futures and forwards	2,922.50				32.5				0.7				33.2				33.5				1.1		34.6
	Written options	412.4				—				—				—				9.2				—		9.2
	Purchased options	392.4				8.8				—				8.8				—				—		—
	Equity contracts
	Swaps	162				3.6				—				3.6				4.2				—		4.2
	Futures and forwards	71.4				1.1				—				1.1				1.4				—		1.4
	Written options	315.6				—				—				—				29.6				—		29.6
	Purchased options	266.7				30.4				—				30.4				—				—		—
	Commodity contracts
	Swaps	73.1				3.8				—				3.8				5.7				—		5.7
	Futures and forwards	454.4				4.7				—				4.7				2.5				—		2.5
	Written options	157.3				—				—				—				5				—		5
Purchased options	164				5.2				—				5.2				—				—		—
Credit derivatives
Purchased credit derivatives:
Credit default swaps	1,305.10				15.7				—				15.7				28.1				—		28.1
Total return swaps/other	38.1				2				—				2				3.2				—		3.2
Written credit derivatives:
Credit default swaps	1,265.40				29.3				—				29.3				13.8				—		13.8
Total return swaps/other	63.4				4				—				4				0.2				—		0.2
Gross derivative assets/liabilities					$	911.1			$	9.2			$	920.3			$	903.4			$	3	$	906.4
Less: Legally enforceable master netting agreements													(825.5		)								(825.5		)
Less: Cash collateral received/paid													(47.3		)								(43.5		)
Total derivative assets/liabilities													$	47.5									$	37.4
(1)	Represents the total contract/notional amount of derivative assets and liabilities outstanding.
Offsetting of Derivatives
The Corporation enters into International Swaps and Derivatives Association, Inc. (ISDA) master netting agreements or similar agreements with substantially all of the Corporation’s derivative counterparties. Where legally enforceable, these master netting agreements give the Corporation, in the event of default by the counterparty, the right to liquidate securities held as collateral and to offset receivables and payables with the same counterparty. For purposes of the Consolidated Balance Sheet, the Corporation offsets derivative assets and liabilities and cash collateral held with the same counterparty where it has such a legally enforceable master netting agreement.
The Offsetting of Derivatives table presents derivative instruments included in derivative assets and liabilities on the Consolidated Balance Sheet at December 31, 2014 and 2013 by primary risk (e.g., interest rate risk) and the platform, where applicable, on which these derivatives are transacted. Exchange-traded derivatives include listed options transacted on an exchange. Over-the-counter (OTC) derivatives include bilateral transactions between the Corporation and a particular counterparty. OTC-cleared derivatives include bilateral transactions between the Corporation and a counterparty where the transaction is cleared through a clearinghouse. Balances are presented on a gross basis, prior to the application of counterparty and cash collateral netting. Total gross derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements which includes reducing the balance for counterparty netting and cash collateral received or paid.
Other gross derivative assets and liabilities in the table represent derivatives entered into under master netting agreements where uncertainty exists as to the enforceability of these agreements under bankruptcy laws in some countries or industries and, accordingly, receivables and payables with counterparties in these countries or industries are reported on a gross basis.
Also included in the table is financial instrument collateral related to legally enforceable master netting agreements that represents securities collateral received or pledged and customer cash collateral held at third-party custodians. These amounts are not offset on the Consolidated Balance Sheet but are shown as a reduction to total derivative assets and liabilities in the table to derive net derivative assets and liabilities.
For more information on offsetting of securities financing agreements, see Note 10 – Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings.
Offsetting of Derivatives
	December 31, 2014								December 31, 2013
(Dollars in billions)	Derivative				Derivative Liabilities				Derivative				Derivative Liabilities
	Assets								Assets
Interest rate contracts
Over-the-counter	$	386.6			$	373.2			$	381.7			$	365.9
Exchange-traded	0.1				0.1				0.4				0.3
Over-the-counter cleared	365.7				368.7				351.2				356.5
Foreign exchange contracts
Over-the-counter	133				139.9				82.9				83.9
Equity contracts
Over-the-counter	19.5				16.7				20.3				17.6
Exchange-traded	8.6				7.8				8.4				9.8
Commodity contracts
Over-the-counter	10.2				11.9				6.3				7.4
Exchange-traded	7.4				7.7				3.3				2.9
Over-the-counter cleared	0.1				0.6				—				—
Credit derivatives
Over-the-counter	30.8				30.2				44				38.9
Over-the-counter cleared	7				6.8				5.8				5.9
Total gross derivative assets/liabilities, before netting
Over-the-counter	580.1				571.9				535.2				513.7
Exchange-traded	16.1				15.6				12.1				13
Over-the-counter cleared	372.8				376.1				357				362.4
Less: Legally enforceable master netting agreements and cash collateral received/paid
Over-the-counter	(545.7		)		(545.5		)		(505.0		)		(495.4		)
Exchange-traded	(13.9		)		(13.9		)		(11.2		)		(11.2		)
Over-the-counter cleared	(372.5		)		(375.5		)		(356.6		)		(362.4		)
Derivative assets/liabilities, after netting	36.9				28.7				31.5				20.1
Other gross derivative assets/liabilities	15.8				18.2				16				17.3
Total derivative assets/liabilities	52.7				46.9				47.5				37.4
Less: Financial instruments collateral (1)	(13.3		)		(8.9		)		(10.1		)		(4.6		)
Total net derivative assets/liabilities	$	39.4			$	38			$	37.4			$	32.8
(1)	These amounts are limited to the derivative asset/liability balance and, accordingly, do not include excess collateral received/pledged.
ALM and Risk Management Derivatives
The Corporation’s asset and liability management (ALM) and risk management activities include the use of derivatives to mitigate risk to the Corporation including derivatives designated in qualifying hedge accounting relationships and derivatives used in other risk management activities. Interest rate, foreign exchange, equity, commodity and credit contracts are utilized in the Corporation’s ALM and risk management activities.
The Corporation maintains an overall interest rate risk management strategy that incorporates the use of interest rate contracts, which are generally non-leveraged generic interest rate and basis swaps, options, futures and forwards, to minimize significant fluctuations in earnings caused by interest rate volatility. The Corporation’s goal is to manage interest rate sensitivity and volatility so that movements in interest rates do not significantly adversely affect earnings or capital. As a result of interest rate fluctuations, hedged fixed-rate assets and liabilities appreciate or depreciate in fair value. Gains or losses on the derivative instruments that are linked to the hedged fixed-rate assets and liabilities are expected to substantially offset this unrealized appreciation or depreciation.
Market risk, including interest rate risk, can be substantial in the mortgage business. Market risk is the risk that values of mortgage assets or revenues will be adversely affected by changes in market conditions such as interest rate movements. To mitigate the interest rate risk in mortgage banking production income, the Corporation utilizes forward loan sale commitments and other derivative instruments, including purchased options, and certain debt securities. The Corporation also utilizes derivatives such as interest rate options, interest rate swaps, forward settlement contracts and eurodollar futures to hedge certain market risks of mortgage servicing rights (MSRs). For more information on MSRs, see Note 23 – Mortgage Servicing Rights.
The Corporation uses foreign exchange contracts to manage the foreign exchange risk associated with certain foreign currency-denominated assets and liabilities, as well as the Corporation’s investments in non-U.S. subsidiaries. Foreign exchange contracts, which include spot and forward contracts, represent agreements to exchange the currency of one country for the currency of another country at an agreed-upon price on an agreed-upon settlement date. Exposure to loss on these contracts will increase or decrease over their respective lives as currency exchange and interest rates fluctuate.
The Corporation enters into derivative commodity contracts such as futures, swaps, options and forwards as well as non-derivative commodity contracts to provide price risk management services to customers or to manage price risk associated with its physical and financial commodity positions. The non-derivative commodity contracts and physical inventories of commodities expose the Corporation to earnings volatility. Cash flow and fair value accounting hedges provide a method to mitigate a portion of this earnings volatility.
The Corporation purchases credit derivatives to manage credit risk related to certain funded and unfunded credit exposures. Credit derivatives include credit default swaps (CDS), total return swaps and swaptions. These derivatives are recorded on the Consolidated Balance Sheet at fair value with changes in fair value recorded in other income (loss).
Derivatives Designated as Accounting Hedges
The Corporation uses various types of interest rate, commodity and foreign exchange derivative contracts to protect against changes in the fair value of its assets and liabilities due to fluctuations in interest rates, commodity prices and exchange rates (fair value hedges). The Corporation also uses these types of contracts and equity derivatives to protect against changes in the cash flows of its assets and liabilities, and other forecasted transactions (cash flow hedges). The Corporation hedges its net investment in consolidated non-U.S. operations determined to have functional currencies other than the U.S. Dollar using forward exchange contracts and cross-currency basis swaps, and by issuing foreign currency-denominated debt (net investment hedges).
Fair Value Hedges
The table below summarizes information related to fair value hedges for 2014, 2013 and 2012, including hedges of interest rate risk on long-term debt that were acquired as part of a business combination and redesignated. At redesignation, the fair value of the derivatives was positive. As the derivatives mature, the fair value will approach zero. As a result, ineffectiveness will occur and the fair value changes in the derivatives and the long-term debt being hedged may be directionally the same in certain scenarios. Based on a regression analysis, the derivatives continue to be highly effective at offsetting changes in the fair value of the long-term debt attributable to interest rate risk.
Derivatives Designated as Fair Value Hedges
Gains (Losses)	2014
(Dollars in millions)	Derivative				Hedged				Hedge
					Item				Ineffectiveness
Interest rate risk on long-term debt (1)	$	2,144			$	(2,935	)		$	(791	)
Interest rate and foreign currency risk on long-term debt (1)	(2,212		)		2,120				(92		)
Interest rate risk on available-for-sale securities (2)	(35		)		3				(32		)
Price risk on commodity inventory (3)	21				(15		)		6
Total	$	(82	)		$	(827	)		$	(909	)
	2013
Interest rate risk on long-term debt (1)	$	(4,704	)		$	3,925			$	(779	)
Interest rate and foreign currency risk on long-term debt (1)	(1,291		)		1,085				(206		)
Interest rate risk on available-for-sale securities (2)	839				(840		)		(1		)
Price risk on commodity inventory (3)	(13		)		11				(2		)
Total	$	(5,169	)		$	4,181			$	(988	)
	2012
Interest rate risk on long-term debt (1)	$	(195	)		$	(770	)		$	(965	)
Interest rate and foreign currency risk on long-term debt (1)	(1,482		)		1,225				(257		)
Interest rate risk on available-for-sale securities (2)	(4		)		91				87
Price risk on commodity inventory (3)	(6		)		6				—
Total	$	(1,687	)		$	552			$	(1,135	)
(1)	Amounts are recorded in interest expense on long-term debt and in other income (loss).
(2)	Amounts are recorded in interest income on debt securities.
(3)	Amounts relating to commodity inventory are recorded in trading account profits.
Cash Flow and Net Investment Hedges
The table below summarizes certain information related to cash flow hedges and net investment hedges for 2014, 2013 and 2012. Of the $1.7 billion net loss (after-tax) on derivatives in accumulated other comprehensive income (OCI) for 2014, $803 million ($502 million after-tax) is expected to be reclassified into earnings in the next 12 months. These net losses reclassified into earnings are expected to primarily reduce net interest income related to the respective hedged items. Amounts related to price risk on restricted stock awards reclassified from accumulated OCI are recorded in personnel expense.
Derivatives Designated as Cash Flow and Net Investment Hedges
	2014
(Dollars in millions, amounts pretax)	Gains (Losses)				Gains (Losses)				Hedge
	Recognized in				in Income				Ineffectiveness and
	Accumulated OCI				Reclassified from				Amounts Excluded
	on Derivatives				Accumulated OCI				from Effectiveness
									Testing (1)
Cash flow hedges
Interest rate risk on variable-rate portfolios	$	68			$	(1,119	)		$	(4	)
Price risk on restricted stock awards	127				359				—
Total	$	195			$	(760	)		$	(4	)
Net investment hedges
Foreign exchange risk	$	3,021			$	21			$	(503	)
	2013
Cash flow hedges
Interest rate risk on variable-rate portfolios	$	(321	)		$	(1,102	)		$	—
Price risk on restricted stock awards	477				329				—
Total	$	156			$	(773	)		$	—
Net investment hedges
Foreign exchange risk	$	1,024			$	(355	)		$	(134	)
	2012
Cash flow hedges
Interest rate risk on variable-rate portfolios	$	10			$	(957	)		$	—
Price risk on restricted stock awards	420				(78		)		—
Total	$	430			$	(1,035	)		$	—
Net investment hedges
Foreign exchange risk	$	(771	)		$	(26	)		$	(269	)
(1)	Amounts related to derivatives designated as cash flow hedges represent hedge ineffectiveness and amounts related to net investment hedges represent amounts excluded from effectiveness testing.
Other Risk Management Derivatives
Other risk management derivatives are used by the Corporation to reduce certain risk exposures. These derivatives are not qualifying accounting hedges because either they did not qualify for or were not designated as accounting hedges. The table below presents gains (losses) on these derivatives for 2014, 2013 and 2012. These gains (losses) are largely offset by the income or expense that is recorded on the hedged item. The change in the impact of interest rate and foreign currency risk on ALM activities was primarily driven by decreasing interest rates and foreign currency weakening against the U.S. Dollar throughout 2014 compared to strengthening during 2013.
Other Risk Management Derivatives
Gains (Losses)
(Dollars in millions)	2014				2013				2012
Interest rate risk on mortgage banking income (1)	$	1,017			$	(619	)		$	1,324
Credit risk on loans (2)	16				(47		)		(95		)
Interest rate and foreign currency risk on ALM activities (3)	(3,683		)		2,501				424
Price risk on restricted stock awards (4)	600				865				1,008
Other	(9		)		(19		)		58
(1)	Net gains (losses) on these derivatives are recorded in mortgage banking income as they are used to mitigate the interest rate risk related to MSRs, interest rate lock commitments and mortgage loans held-for-sale, all of which are measured at fair value with changes in fair value recorded in mortgage banking income. The net gains on interest rate lock commitments related to the origination of mortgage loans that are held-for-sale, which are not included in the table but are considered derivative instruments, were $776 million, $927 million and $3.0 billion for 2014, 2013 and 2012, respectively.
(2)	Net gains (losses) on these derivatives are recorded in other income (loss).
(3)	Primarily related to hedges of debt securities carried at fair value and hedges of foreign currency-denominated debt. Gains (losses) on these derivatives and the related hedged items are recorded in other income (loss).
(4)	Gains (losses) on these derivatives are recorded in personnel expense.
Sales and Trading Revenue
The Corporation enters into trading derivatives to facilitate client transactions and to manage risk exposures arising from trading account assets and liabilities. It is the Corporation’s policy to include these derivative instruments in its trading activities which include derivatives and non-derivative cash instruments. The resulting risk from these derivatives is managed on a portfolio basis as part of the Corporation’s Global Markets business segment. The related sales and trading revenue generated within Global Markets is recorded in various income statement line items including trading account profits and net interest income as well as other revenue categories. However, the majority of income related to derivative instruments is recorded in trading account profits.
Sales and trading revenue includes changes in the fair value and realized gains and losses on the sales of trading and other assets, net interest income, and fees primarily from commissions on equity securities. Revenue is generated by the difference in the client price for an instrument and the price at which the trading desk can execute the trade in the dealer market. For equity securities, commissions related to purchases and sales are recorded in the “Other” column in the Sales and Trading Revenue table. Changes in the fair value of these securities are included in trading account profits. For debt securities, revenue, with the exception of interest associated with the debt securities, is typically included in trading account profits. Unlike commissions for equity securities, the initial revenue related to broker-dealer services for debt securities is typically included in the pricing of the instrument rather than being charged through separate fee arrangements. Therefore, this revenue is recorded in trading account profits as part of the initial mark to fair value. For derivatives, the majority of revenue is included in trading account profits. In transactions where the Corporation acts as agent, which include exchange-traded futures and options, fees are recorded in other income (loss).
Gains (losses) on certain instruments, primarily loans, that the Global Markets business segment shares with Global Banking are not considered trading instruments and are excluded from sales and trading revenue in their entirety.
The table below, which includes both derivatives and non-derivative cash instruments, identifies the amounts in the respective income statement line items attributable to the Corporation’s sales and trading revenue in Global Markets, categorized by primary risk, for 2014, 2013 and 2012. The difference between total trading account profits in the table below and in the Consolidated Statement of Income represents trading activities in business segments other than Global Markets. This table includes debit valuation adjustment (DVA) gains (losses), net of hedges, and funding valuation adjustment (FVA) losses. Global Markets results in Note 24 – Business Segment Information are presented on a fully taxable-equivalent (FTE) basis. The table below is not presented on an FTE basis.
Sales and Trading Revenue
	2014
(Dollars in millions)	Trading Account Profits				Net Interest Income				Other (1)				Total
Interest rate risk	$	952			$	1,169			$	363			$	2,484
Foreign exchange risk	1,177				8				(128		)		1,057
Equity risk	1,954				(70		)		2,318				4,202
Credit risk	1,410				2,682				614				4,706
Other risk	504				(319		)		106				291
Total sales and trading revenue	$	5,997			$	3,470			$	3,273			$	12,740
	2013
Interest rate risk	$	1,120			$	1,104			$	(333	)		$	1,891
Foreign exchange risk	1,170				5				(103		)		1,072
Equity risk	1,994				111				2,075				4,180
Credit risk	2,083				2,710				78				4,871
Other risk	367				(219		)		69				217
Total sales and trading revenue	$	6,734			$	3,711			$	1,786			$	12,231
	2012
Interest rate risk	$	(2,875	)		$	1,039			$	(4	)		$	(1,840	)
Foreign exchange risk	909				5				5				919
Equity risk	259				(57		)		1,891				2,093
Credit risk	2,514				2,321				961				5,796
Other risk	4,899				(227		)		(5,148		)		(476		)
Total sales and trading revenue	$	5,706			$	3,081			$	(2,295	)		$	6,492
(1)	Represents amounts in investment and brokerage services and other income (loss) that are recorded in Global Markets and included in the definition of sales and trading revenue. Includes investment and brokerage services revenue of $2.2 billion, $2.0 billion and $1.8 billion for 2014, 2013 and 2012, respectively.
Credit Derivatives
The Corporation enters into credit derivatives primarily to facilitate client transactions and to manage credit risk exposures. Credit derivatives derive value based on an underlying third-party referenced obligation or a portfolio of referenced obligations and generally require the Corporation, as the seller of credit protection, to make payments to a buyer upon the occurrence of a pre-defined credit event. Such credit events generally include bankruptcy of the referenced credit entity and failure to pay under the obligation, as well as acceleration of indebtedness and payment repudiation or moratorium. For credit derivatives based on a portfolio of referenced credits or credit indices, the Corporation may not be required to make payment until a specified amount of loss has occurred and/or may only be required to make payment up to a specified amount.
Credit derivative instruments where the Corporation is the seller of credit protection and their expiration at December 31, 2014 and 2013 are summarized in the table below. These instruments are classified as investment and non-investment grade based on the credit quality of the underlying referenced obligation. The Corporation considers ratings of BBB- or higher as investment grade. Non-investment grade includes non-rated credit derivative instruments. The Corporation discloses internal categorizations of investment grade and non-investment grade consistent with how risk is managed for these instruments.
Credit Derivative Instruments
	December 31, 2014
	Carrying Value
(Dollars in millions)	Less than				One to				Three to				Over Five				Total
	One Year				Three Years				Five Years				Years
Credit default swaps:
Investment grade	$	100			$	714			$	1,455			$	939			$	3,208
Non-investment grade	916				2,107				1,338				4,301				8,662
Total	1,016				2,821				2,793				5,240				11,870
Total return swaps/other:
Investment grade	24				—				—				—				24
Non-investment grade	64				247				2				—				313
Total	88				247				2				—				337
Total credit derivatives	$	1,104			$	3,068			$	2,795			$	5,240			$	12,207
Credit-related notes:
Investment grade	$	2			$	365			$	568			$	2,634			$	3,569
Non-investment grade	5				141				85				1,443				1,674
Total credit-related notes	$	7			$	506			$	653			$	4,077			$	5,243
	Maximum Payout/Notional
Credit default swaps:
Investment grade	$	132,974			$	342,914			$	242,728			$	28,982			$	747,598
Non-investment grade	54,326				170,580				80,011				20,586				325,503
Total	187,300				513,494				322,739				49,568				1,073,101
Total return swaps/other:
Investment grade	22,645				—				—				—				22,645
Non-investment grade	23,839				10,792				3,268				487				38,386
Total	46,484				10,792				3,268				487				61,031
Total credit derivatives	$	233,784			$	524,286			$	326,007			$	50,055			$	1,134,132
	December 31, 2013
	Carrying Value
Credit default swaps:
Investment grade	$	2			$	220			$	974			$	1,134			$	2,330
Non-investment grade	424				1,924				2,469				6,667				11,484
Total	426				2,144				3,443				7,801				13,814
Total return swaps/other:
Investment grade	22				—				—				—				22
Non-investment grade	29				38				2				86				155
Total	51				38				2				86				177
Total credit derivatives	$	477			$	2,182			$	3,445			$	7,887			$	13,991
Credit-related notes:
Investment grade	$	—			$	278			$	595			$	4,457			$	5,330
Non-investment grade	145				107				756				946				1,954
Total credit-related notes	$	145			$	385			$	1,351			$	5,403			$	7,284
	Maximum Payout/Notional
Credit default swaps:
Investment grade	$	170,764			$	379,273			$	411,426			$	36,039			$	997,502
Non-investment grade	53,316				90,986				95,319				28,257				267,878
Total	224,080				470,259				506,745				64,296				1,265,380
Total return swaps/other:
Investment grade	21,771				—				—				—				21,771
Non-investment grade	27,784				8,150				4,103				1,599				41,636
Total	49,555				8,150				4,103				1,599				63,407
Total credit derivatives	$	273,635			$	478,409			$	510,848			$	65,895			$	1,328,787
The notional amount represents the maximum amount payable by the Corporation for most credit derivatives. However, the Corporation does not monitor its exposure to credit derivatives based solely on the notional amount because this measure does not take into consideration the probability of occurrence. As such, the notional amount is not a reliable indicator of the Corporation’s exposure to these contracts. Instead, a risk framework is used to define risk tolerances and establish limits to help ensure that certain credit risk-related losses occur within acceptable, predefined limits.
The Corporation manages its market risk exposure to credit derivatives by entering into a variety of offsetting derivative contracts and security positions. For example, in certain instances, the Corporation may purchase credit protection with identical underlying referenced names to offset its exposure. The carrying value and notional amount of written credit derivatives for which the Corporation held purchased credit derivatives with identical underlying referenced names and terms were $5.7 billion and $880.6 billion at December 31, 2014 and $8.1 billion and $1.0 trillion at December 31, 2013.
Credit-related notes in the table on page 29 include investments in securities issued by collateralized debt obligation (CDO), collateralized loan obligation (CLO) and credit-linked note vehicles. These instruments are primarily classified as trading securities. The carrying value of these instruments equals the Corporation’s maximum exposure to loss. The Corporation is not obligated to make any payments to the entities under the terms of the securities owned.
Credit-related Contingent Features and Collateral
The Corporation executes the majority of its derivative contracts in the OTC market with large, international financial institutions, including broker-dealers and, to a lesser degree, with a variety of non-financial companies. Substantially all of the derivative transactions are executed on a daily margin basis. Therefore, events such as a credit rating downgrade (depending on the ultimate rating level) or a breach of credit covenants would typically require an increase in the amount of collateral required of the counterparty, where applicable, and/or allow the Corporation to take additional protective measures such as early termination of all trades. Further, as previously discussed on page 22, the Corporation enters into legally enforceable master netting agreements which reduce risk by permitting the closeout and netting of transactions with the same counterparty upon the occurrence of certain events.
A majority of the Corporation’s derivative contracts contain credit risk-related contingent features, primarily in the form of ISDA master netting agreements and credit support documentation that enhance the creditworthiness of these instruments compared to other obligations of the respective counterparty with whom the Corporation has transacted. These contingent features may be for the benefit of the Corporation as well as its counterparties with respect to changes in the Corporation’s creditworthiness and the mark-to-market exposure under the derivative transactions. At December 31, 2014 and 2013, the Corporation held cash and securities collateral of $82.0 billion and $74.4 billion, and posted cash and securities collateral of $67.9 billion and $56.1 billion in the normal course of business under derivative agreements.
In connection with certain OTC derivative contracts and other trading agreements, the Corporation can be required to provide additional collateral or to terminate transactions with certain counterparties in the event of a downgrade of the senior debt ratings of the Corporation or certain subsidiaries. The amount of additional collateral required depends on the contract and is usually a fixed incremental amount and/or the market value of the exposure.
At December 31, 2014, the amount of collateral, calculated based on the terms of the contracts, that the Corporation and certain subsidiaries could be required to post to counterparties but had not yet posted to counterparties was approximately $1.4 billion, including $670 million for Bank of America, N.A. (BANA).
Some counterparties are currently able to unilaterally terminate certain contracts, or the Corporation or certain subsidiaries may be required to take other action such as find a suitable replacement or obtain a guarantee. At December 31, 2014, the current liability recorded for these derivative contracts was $84 million, against which the Corporation and certain subsidiaries had posted approximately $54 million of collateral.
The table below presents the amount of additional collateral that would have been contractually required by derivative contracts and other trading agreements at December 31, 2014 if the rating agencies had downgraded their long-term senior debt ratings for the Corporation or certain subsidiaries by one incremental notch and by an additional second incremental notch.
Additional Collateral Required to be Posted Upon Downgrade
	December 31, 2014
(Dollars in millions)	One			Second
	incremental notch			incremental notch
Bank of America Corporation	$	1,402		$	2,825
Bank of America, N.A. and subsidiaries (1)	1,072			1,886
(1)	Included in Bank of America Corporation collateral requirements in this table.
The table below presents the derivative liabilities that would be subject to unilateral termination by counterparties and the amounts of collateral that would have been contractually required at December 31, 2014 if the long-term senior debt ratings for the Corporation or certain subsidiaries had been lower by one incremental notch and by an additional second incremental notch.
Derivative Liabilities Subject to Unilateral Termination Upon Downgrade
	December 31, 2014
(Dollars in millions)	One			Second
	incremental notch			incremental notch
Derivative liability	$	1,785		$	3,850
Collateral posted	1,520			2,986
Valuation Adjustments on Derivatives
The Corporation records credit risk valuation adjustments on derivatives in order to properly reflect the credit quality of the counterparties and its own credit quality. The Corporation calculates valuation adjustments on derivatives based on a modeled expected exposure that incorporates current market risk factors. The exposure also takes into consideration credit mitigants such as enforceable master netting agreements and collateral. CDS spread data is used to estimate the default probabilities and severities that are applied to the exposures. Where no observable credit default data is available for counterparties, the Corporation uses proxies and other market data to estimate default probabilities and severity.
Valuation adjustments on derivatives are affected by changes in market spreads, non-credit-related market factors such as interest rate and currency changes that affect the expected exposure, and other factors like changes in collateral arrangements and partial payments. Credit spreads and non-credit factors can move independently. For example, for an interest rate swap, changes in interest rates may increase the expected exposure, which would increase the counterparty credit valuation adjustment (CVA). Independently, counterparty credit spreads may tighten, which would result in an offsetting decrease to CVA.
The Corporation enters into risk management activities to offset market driven exposures. The Corporation often hedges the counterparty spread risk in CVA with CDS. The Corporation hedges other market risks in both CVA and DVA primarily with currency and interest rate swaps. Since the components of the valuation adjustments on derivatives move independently and the Corporation may not hedge all of the market-driven exposures, the effect of a hedge may increase the gains or losses relating to valuation adjustments on derivatives or may result in a gross gain from valuation adjustments on derivatives becoming a negative adjustment (or the reverse).
In 2014, the Corporation adopted FVA into valuation estimates primarily to include funding costs on uncollateralized derivatives and derivatives where the Corporation is not permitted to use the collateral it receives. The change in estimate resulted in a net pretax FVA charge of $497 million including a charge of $632 million related to funding costs associated with derivative asset exposures, partially offset by a funding benefit of $135 million related to derivative liability exposures. The net FVA charge was recorded as a reduction to sales and trading revenue in Global Markets. The Corporation calculated this valuation adjustment based on modeled expected exposure profiles discounted for the funding risk premium inherent in these derivatives. FVA related to derivative assets and liabilities is the effect of funding costs on the fair value of these derivatives.
The table below presents CVA, DVA and FVA gains (losses) on derivatives, which are recorded in trading account profits, on a gross and net of hedge basis for 2014, 2013 and 2012. CVA gains reduce the cumulative CVA thereby increasing the derivative assets balance. DVA gains increase the cumulative DVA thereby decreasing the derivative liabilities balance. CVA and DVA losses have the opposite impact. FVA gains related to derivative assets reduce the cumulative FVA thereby increasing the derivative assets balance. FVA gains related to derivative liabilities increase the cumulative FVA thereby decreasing the derivative liabilities balance.
Valuation Adjustments on Derivatives
Gains (Losses)
	2014							2013							2012
(Dollars in millions)	Gross			Net				Gross			Net				Gross			Net
Derivative assets (CVA) (1)	$	(22	)	$	191			$	738		$	(96	)		$	1,022		$	291
Derivative assets (FVA) (2)	(632		)	(632		)		n/a			n/a				n/a			n/a
Derivative liabilities (DVA) (3)	(28		)	(150		)		(39		)	(75		)		(2,212		)	(2,477		)
Derivative liabilities (FVA) (2)	135			135				n/a			n/a				n/a			n/a
(1)	At December 31, 2014, 2013 and 2012, the cumulative CVA reduced the derivative assets balance by $1.6 billion, $1.6 billion and $2.4 billion, respectively.
(2)	FVA was adopted in 2014 and the cumulative FVA reduced the net derivatives balance by $497 million.
(3)	At December 31, 2014, 2013 and 2012, the cumulative DVA reduced the derivative liabilities balance by $0.8 billion, $0.8 billion and $0.8 billion, respectively.
n/a =ot applicable

Securities

Securities	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Securities	Securities
	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of available-for-sale (AFS) debt securities, other debt securities carried at fair value, HTM debt securities and AFS marketable equity securities at December 31, 2014 and 2013.
	Debt Securities and Available-for-Sale Marketable Equity Securities
		31-Dec-14
	(Dollars in millions)	Amortized				Gross				Gross				Fair
		Cost				Unrealized				Unrealized				Value
						Gains				Losses
	Available-for-sale debt securities
	U.S. Treasury and agency securities	$	69,267			$	360			$	(32	)		$	69,595
	Mortgage-backed securities:
	Agency	163,592				2,040				(593		)		165,039
	Agency-collateralized mortgage obligations	14,175				152				(79		)		14,248
	Non-agency residential (1)	4,244				287				(77		)		4,454
	Commercial	3,931				69				—				4,000
	Non-U.S. securities	6,208				33				(11		)		6,230
	Corporate/Agency bonds	361				9				(2		)		368
	Other taxable securities, substantially all asset-backed securities	10,774				39				(22		)		10,791
	Total taxable securities	272,552				2,989				(816		)		274,725
	Tax-exempt securities	9,556				12				(19		)		9,549
	Total available-for-sale debt securities	282,108				3,001				(835		)		284,274
	Other debt securities carried at fair value	36,524				261				(364		)		36,421
	Total debt securities carried at fair value	318,632				3,262				(1,199		)		320,695
	Held-to-maturity debt securities, substantially all U.S. agency mortgage-backed securities	59,766				486				(611		)		59,641
	Total debt securities	$	378,398			$	3,748			$	(1,810	)		$	380,336
	Available-for-sale marketable equity securities (2)	$	336			$	27			$	—			$	363
		31-Dec-13
	Available-for-sale debt securities
	U.S. Treasury and agency securities	$	8,910			$	106			$	(62	)		$	8,954
	Mortgage-backed securities:
	Agency	170,112				777				(5,954		)		164,935
	Agency-collateralized mortgage obligations	22,731				76				(315		)		22,492
	Non-agency residential (1)	6,124				238				(123		)		6,239
	Commercial	2,429				63				(12		)		2,480
	Non-U.S. securities	7,207				37				(24		)		7,220
	Corporate/Agency bonds	860				20				(7		)		873
	Other taxable securities, substantially all asset-backed securities	16,805				30				(5		)		16,830
	Total taxable securities	235,178				1,347				(6,502		)		230,023
	Tax-exempt securities	5,967				10				(49		)		5,928
	Total available-for-sale debt securities	241,145				1,357				(6,551		)		235,951
	Other debt securities carried at fair value	34,145				34				(1,335		)		32,844
	Total debt securities carried at fair value	275,290				1,391				(7,886		)		268,795
	Held-to-maturity debt securities, substantially all U.S. agency mortgage-backed securities	55,150				20				(2,740		)		52,430
	Total debt securities	$	330,440			$	1,411			$	(10,626	)		$	321,225
	Available-for-sale marketable equity securities (2)	$	230			$	—			$	(7	)		$	223
	(1)	At December 31, 2014 and 2013, the underlying collateral type included approximately 76 percent and 89 percent prime, 14 percent and seven percent Alt-A, and 10 percent and four percent subprime.
	(2)	Classified in other assets on the Consolidated Balance Sheet.
	At December 31, 2014, the accumulated net unrealized gain on AFS debt securities included in accumulated OCI was $1.3 billion, net of the related income taxes of $823 million. At December 31, 2014 and 2013, the Corporation had nonperforming AFS debt securities of $161 million and $103 million.
	The table below presents the components of other debt securities carried at fair value where the changes in fair value are reported in other income. In 2014, the Corporation recorded unrealized mark-to-market net gains in other income of $1.2 billion and realized gains of $275 million on other debt securities carried at fair value, which exclude the impact of certain hedges, the results of which are also reported in other income, compared to unrealized mark-to-market net losses of $1.3 billion and realized losses of $963 million in 2013.
	Other Debt Securities Carried at Fair Value
		31-Dec
	(Dollars in millions)	2014				2013
	U.S. Treasury and agency securities	$	1,541			$	4,062
	Mortgage-backed securities:
	Agency	15,704				16,500
	Agency-collateralized mortgage obligations	—				218
	Non-agency residential	3,745				—
	Commercial	—				749
	Non-U.S. securities (1)	15,132				11,315
	Other taxable securities, substantially all asset-backed securities	299				—
	Total	$	36,421			$	32,844
	(1)	These securities are primarily used to satisfy certain international regulatory liquidity requirements.
	The table below presents gross realized gains and losses on sales of AFS debt securities for 2014, 2013 and 2012.
	Gains and Losses on Sales of AFS Debt Securities
	(Dollars in millions)	2014				2013				2012
Gross gains	$	1,366			$	1,302			$	2,128
Gross losses	(12		)		(31		)		(466		)
Net gains on sales of AFS debt securities	$	1,354			$	1,271			$	1,662
Income tax expense attributable to realized net gains on sales of AFS debt securities	$	515			$	470			$	615
The table below presents the amortized cost and fair value of the Corporation’s debt securities carried at fair value and HTM debt securities from Fannie Mae (FNMA), the Government National Mortgage Association (GNMA), U.S. Treasury and Freddie Mac (FHLMC), where the investment exceeded 10 percent of consolidated shareholders’ equity at December 31, 2014 and 2013.
Selected Securities Exceeding 10 Percent of Shareholders’ Equity
	December 31
	2014								2013
(Dollars in millions)	Amortized				Fair				Amortized				Fair
	Cost				Value				Cost				Value
Fannie Mae	$	130,725			$	131,418			$	123,813			$	118,708
Government National Mortgage Association	98,278				98,633				118,700				115,314
U.S. Treasury	68,481				68,801				10,533				10,428
Freddie Mac	28,288				28,556				24,908				24,075
The table below presents the fair value and the associated gross unrealized losses on AFS debt securities and whether these securities have had gross unrealized losses for less than 12 months or for 12 months or longer at December 31, 2014 and 2013.
Temporarily Impaired and Other-than-temporarily Impaired AFS Debt Securities
	December 31, 2014
	Less than Twelve Months								Twelve Months or Longer								Total
(Dollars in millions)	Fair				Gross Unrealized Losses				Fair				Gross Unrealized Losses				Fair				Gross Unrealized Losses
	Value								Value								Value
Temporarily impaired available-for-sale debt securities
U.S. Treasury and agency securities	$	10,121			$	(22	)		$	667			$	(10	)		$	10,788			$	(32	)
Mortgage-backed securities:
Agency	1,366				(8		)		43,118				(585		)		44,484				(593		)
Agency-collateralized mortgage obligations	2,242				(19		)		3,075				(60		)		5,317				(79		)
Non-agency residential	307				(3		)		809				(41		)		1,116				(44		)
Non-U.S. securities	157				(9		)		32				(2		)		189				(11		)
Corporate/Agency bonds	43				(1		)		93				(1		)		136				(2		)
Other taxable securities, substantially all asset-backed securities	575				(3		)		1,080				(19		)		1,655				(22		)
Total taxable securities	14,811				(65		)		48,874				(718		)		63,685				(783		)
Tax-exempt securities	980				(1		)		680				(18		)		1,660				(19		)
Total temporarily impaired available-for-sale debt securities	15,791				(66		)		49,554				(736		)		65,345				(802		)
Other-than-temporarily impaired available-for-sale debt securities (1)
Non-agency residential mortgage-backed securities	555				(33		)		—				—				555				(33		)
Total temporarily impaired and other-than-temporarily impaired	$	16,346			$	(99	)		$	49,554			$	(736	)		$	65,900			$	(835	)
available-for-sale debt securities
	December 31, 2013
Temporarily impaired available-for-sale debt securities
U.S. Treasury and agency securities	$	5,770			$	(61	)		$	19			$	(1	)		$	5,789			$	(62	)
Mortgage-backed securities:
Agency	132,032				(5,457		)		9,324				(497		)		141,356				(5,954		)
Agency-collateralized mortgage obligations	13,438				(210		)		2,661				(105		)		16,099				(315		)
Non-agency residential	819				(15		)		1,237				(106		)		2,056				(121		)
Commercial	286				(12		)		—				—				286				(12		)
Non-U.S. securities	—				—				45				(24		)		45				(24		)
Corporate/Agency bonds	106				(3		)		282				(4		)		388				(7		)
Other taxable securities, substantially all asset-backed securities	116				(2		)		280				(3		)		396				(5		)
Total taxable securities	152,567				(5,760		)		13,848				(740		)		166,415				(6,500		)
Tax-exempt securities	1,789				(30		)		990				(19		)		2,779				(49		)
Total temporarily impaired available-for-sale debt securities	154,356				(5,790		)		14,838				(759		)		169,194				(6,549		)
Other-than-temporarily impaired available-for-sale debt securities (1)
Non-agency residential mortgage-backed securities	2				(1		)		1				(1		)		3				(2		)
Total temporarily impaired and other-than-temporarily impaired	$	154,358			$	(5,791	)		$	14,839			$	(760	)		$	169,197			$	(6,551	)
available-for-sale debt securities
(1)	Includes other-than-temporarily impaired AFS debt securities on which an OTTI loss, primarily related to changes in interest rates, remains in accumulated OCI.
The Corporation recorded other-than-temporary impairment (OTTI) losses on AFS debt securities in 2014, 2013 and 2012 as presented in the Net Impairment Losses Recognized in Earnings table. Substantially all OTTI losses in 2014, 2013 and 2012 consisted of credit losses on non-agency residential mortgage-backed securities (RMBS) and were recorded in other income in the Consolidated Statement of Income. A debt security is impaired when its fair value is less than its amortized cost. If the Corporation intends or will more-likely-than-not be required to sell a debt security prior to recovery, the entire impairment loss is recorded in the Consolidated Statement of Income. For AFS debt securities the Corporation does not intend or will not more-likely-than-not be required to sell, an analysis is performed to determine if any of the impairment is due to credit or whether it is due to other factors (e.g., interest rate). Credit losses are considered unrecoverable and are recorded in the Consolidated Statement of Income with the remaining unrealized losses recorded in OCI. In certain instances, the credit loss on a debt security may exceed the total impairment, in which case, the excess of the credit loss over the total impairment is recorded as an unrealized gain in OCI.
Net Impairment Losses Recognized in Earnings
(Dollars in millions)	2014				2013				2012
Total OTTI losses (unrealized and realized)	$	(30	)		$	(21	)		$	(57	)
Unrealized OTTI losses recognized in OCI	14				1				4
Net impairment losses recognized in earnings	$	(16	)		$	(20	)		$	(53	)
The table below presents a rollforward of the credit losses recognized in earnings in 2014, 2013 and 2012 on AFS debt securities that the Corporation does not have the intent to sell or will not more-likely-than-not be required to sell.
Rollforward of Credit Losses Recognized
(Dollars in millions)	2014				2013				2012
Balance, January 1	$	184			$	243			$	310
Additions for credit losses recognized on AFS debt securities that had no previous impairment losses	14				6				7
Additions for credit losses recognized on AFS debt securities that had previously incurred impairment losses	2				14				46
Reductions for AFS debt securities matured, sold or intended to be sold	—				(79		)		(120		)
Balance, December 31	$	200			$	184			$	243
The Corporation estimates the portion of a loss on a security that is attributable to credit using a discounted cash flow model and estimates the expected cash flows of the underlying collateral using internal credit, interest rate and prepayment risk models that incorporate management’s best estimate of current key assumptions such as default rates, loss severity and prepayment rates. Assumptions used for the underlying loans that support the mortgage-backed securities (MBS) can vary widely from loan to loan and are influenced by such factors as loan interest rate, geographic location of the borrower, borrower characteristics and collateral type. Based on these assumptions, the Corporation then determines how the underlying collateral cash flows will be distributed to each MBS issued from the applicable special purpose entity. Expected principal and interest cash flows on an impaired AFS debt security are discounted using the effective yield of each individual impaired AFS debt security.
Significant assumptions used in estimating the expected cash flows for measuring credit losses on non-agency RMBS were as follows at December 31, 2014.
Significant Assumptions
				Range (1)
	Weighted-			10th			90th
	average			Percentile (2)			Percentile (2)
Prepayment speed	15.3	%		3.1	%		29.9	%
Loss severity	35.2			11.8			44.7
Life default rate	39.6			1.5			98.6
(1)	Represents the range of inputs/assumptions based upon the underlying collateral.
(2)	The value of a variable below which the indicated percentile of observations will fall.
Annual constant prepayment speed and loss severity rates are projected considering collateral characteristics such as loan-to-value (LTV), creditworthiness of borrowers as measured using FICO scores, and geographic concentrations. The weighted-average severity by collateral type was 31.0 percent for prime, 34.1 percent for Alt-A and 45.0 percent for subprime at December 31, 2014. Additionally, default rates are projected by considering collateral characteristics including, but not limited to, LTV, FICO and geographic concentration. Weighted-average life default rates by collateral type were 24.5 percent for prime, 42.4 percent for Alt-A and 42.0 percent for subprime at December 31, 2014.
The expected maturity distribution of the Corporation’s MBS, the contractual maturity distribution of the Corporation’s other debt securities carried at fair value and HTM debt securities, and the yields on the Corporation’s debt securities carried at fair value and HTM debt securities at December 31, 2014 are summarized in the table below. Actual maturities may differ from the contractual or expected maturities since borrowers may have the right to prepay obligations with or without prepayment penalties.
Maturities of Debt Securities Carried at Fair Value and Held-to-maturity Debt Securities
	December 31, 2014
	Due in One							Due after One Year							Due after Five Years							Due after				Total
	Year or Less							through Five Years							through Ten Years							Ten Years
(Dollars in millions)	Amount				Yield (1)			Amount				Yield (1)			Amount				Yield (1)			Amount		Yield (1)		Amount		Yield (1)
Amortized cost of debt securities carried at fair value
U.S. Treasury and agency securities	$	577			0.41	%		$	51,153			1.6	%		$	17,535			2.1	%		$	1,480	3	%	$	70,745	1.78	%
Mortgage-backed securities:
Agency	28				4.6			24,283				2.7			152,950				2.8			2,175		3		179,436		2.8
Agency-collateralized mortgage obligations	794				0.4			2,874				2			10,488				2.8			19		0.6		14,175		2.5
Non-agency residential	517				5.09			1,834				5.39			1,236				4.78			4,443		10.61		8,030		8.15
Commercial	188				9.69			590				2.32			3,150				2.8			3		2.83		3,931		3.07
Non-U.S. securities	18,991				0.98			2,261				3.83			68				6.23			—		—		21,320		1.3
Corporate/Agency bonds	59				1.79			112				3.77			94				3.74			96		0.63		361		2.43
Other taxable securities, substantially all asset-backed securities	3,199				1.34			5,707				1.22			1,376				1.81			796		4.36		11,078		1.59
Total taxable securities	24,353				1.16			88,814				2.07			186,897				2.8			9,012		6.86		309,076		2.56
Tax-exempt securities	929				0.97			3,768				1.13			3,082				1.15			1,777		0.86		9,556		1.14
Total amortized cost of debt securities carried at fair value	$	25,282			1.16			$	92,582			2.03			$	189,979			2.77			$	10,789	5.87		$	318,632	2.51
Amortized cost of held-to-maturity debt securities (2)	$	108			0.84			$	19,513			2.4			$	39,917			2.3			$	228	3.31		$	59,766	2.4
Debt securities carried at fair value
U.S. Treasury and agency securities	$	577						$	51,383						$	17,633						$	1,543			$	71,136
Mortgage-backed securities:
Agency	29							24,859							153,649							2,206				180,743
Agency-collateralized mortgage obligations	795							2,838							10,596							19				14,248
Non-agency residential	521							1,849							1,316							4,513				8,199
Commercial	191							594							3,212							3				4,000
Non-U.S. securities	18,982							2,309							71							—				21,362
Corporate/Agency bonds	60							117							96							95				368
Other taxable securities, substantially all asset-backed securities	3,202							5,699							1,399							790				11,090
Total taxable securities	24,357							89,648							187,972							9,169				311,146
Tax-exempt securities	929							3,770							3,078							1,772				9,549
Total debt securities carried at fair value	$	25,286						$	93,418						$	191,050						$	10,941			$	320,695
Fair value of held-to-maturity debt securities (2)	$	108						$	19,762						$	39,538						$	233			$	59,641
(1)	Average yield is computed using the effective yield of each security at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and excludes the effect of related hedging derivatives.
(2)	Substantially all U.S. agency MBS.
Certain Corporate and Strategic Investments
The Corporation’s 49 percent investment in a merchant services joint venture, which is recorded in other assets on the Consolidated Balance Sheet and in All Other, had a carrying value of $3.1 billion and $3.2 billion at December 31, 2014 and 2013. For additional information, see Note 12 – Commitments and Contingencies.
In 2013, the Corporation sold its remaining investment in China Construction Bank Corporation (CCB) and realized a pretax gain of $753 million in All Other reported in equity investment income in the Consolidated Statement of Income. The strategic assistance agreement between the Corporation and CCB, which includes cooperation in specific business areas, extends through 2016.

Outstanding_Loans_and_Leases

Outstanding Loans and Leases	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable Disclosure [Abstract]
Outstanding Loans and Leases	Outstanding Loans and Leases
	The following tables present total outstanding loans and leases and an aging analysis for the Corporation’s Consumer Real Estate, Credit Card and Other Consumer, and Commercial portfolio segments, by class of financing receivables, at December 31, 2014 and 2013.
		December 31, 2014
	(Dollars in millions)	30-59 Days Past Due (1)			60-89 Days Past Due (1)			90 Days or				Total Past				Total Current or Less Than 30 Days Past Due (3)			Purchased			Loans Accounted for Under the Fair Value Option			Total
								More				Due 30 Days							Credit-impaired (4)						Outstandings
								Past Due (2)				or More
	Consumer real estate
	Core portfolio
	Residential mortgage	$	1,847		$	700		$	5,561			$	8,108			$	154,112								$	162,220
	Home equity	218			105			744				1,067				50,820									51,887
	Legacy Assets & Servicing portfolio
	Residential mortgage (5)	2,008			1,060			10,513				13,581				25,244			$	15,152					53,977
	Home equity	374			174			1,166				1,714				26,507			5,617						33,838
	Credit card and other consumer
	U.S. credit card	494			341			866				1,701				90,178									91,879
	Non-U.S. credit card	49			39			95				183				10,282									10,465
	Direct/Indirect consumer (6)	245			71			65				381				80,000									80,381
	Other consumer (7)	11			2			2				15				1,831									1,846
	Total consumer	5,246			2,492			19,012				26,750				438,974			20,769						486,493
	Consumer loans accounted for under the fair value option (8)																					$	2,077		2,077
	Total consumer loans and leases	5,246			2,492			19,012				26,750				438,974			20,769			2,077			488,570
	Commercial
	U.S. commercial	320			151			318				789				219,504									220,293
	Commercial real estate (9)	138			16			288				442				47,240									47,682
	Commercial lease financing	121			41			42				204				24,662									24,866
	Non-U.S. commercial	5			4			—				9				80,074									80,083
	U.S. small business commercial	88			45			94				227				13,066									13,293
	Total commercial	672			257			742				1,671				384,546									386,217
	Commercial loans accounted for under the fair value option (8)																					6,604			6,604
	Total commercial loans and leases	672			257			742				1,671				384,546						6,604			392,821
	Total loans and leases	$	5,918		$	2,749		$	19,754			$	28,421			$	823,520		$	20,769		$	8,681		$	881,391
	Percentage of outstandings	0.67		%	0.31		%	2.24		%		3.22		%		93.44		%	2.36		%	0.98		%	100		%
	(1)	Consumer real estate loans 30-59 days past due includes fully-insured loans of $2.1 billion and nonperforming loans of $392 million. Consumer real estate loans 60-89 days past due includes fully-insured loans of $1.1 billion and nonperforming loans of $332 million.
	(2)	Consumer real estate includes fully-insured loans of $11.4 billion.
	(3)	Consumer real estate includes $3.6 billion and direct/indirect consumer includes $27 million of nonperforming loans.
	(4)	PCI loan amounts are shown gross of the valuation allowance.
	(5)	Total outstandings includes pay option loans of $3.2 billion. The Corporation no longer originates this product.
	(6)	Total outstandings includes dealer financial services loans of $37.7 billion, unsecured consumer lending loans of $1.5 billion, U.S. securities-based lending loans of $35.8 billion, non-U.S. consumer loans of $4.0 billion, student loans of $632 million and other consumer loans of $761 million.
	(7)	Total outstandings includes consumer finance loans of $676 million, consumer leases of $1.0 billion, consumer overdrafts of $162 million and other non-U.S. consumer loans of $3 million.
	(8)	Consumer loans accounted for under the fair value option were residential mortgage loans of $1.9 billion and home equity loans of $196 million. Commercial loans accounted for under the fair value option were U.S. commercial loans of $1.9 billion and non-U.S. commercial loans of $4.7 billion. For additional information, see Note 20 – Fair Value Measurements and Note 21 – Fair Value Option.
	(9)	Total outstandings includes U.S. commercial real estate loans of $45.2 billion and non-U.S. commercial real estate loans of $2.5 billion.
		December 31, 2013
	(Dollars in millions)	30-59 Days			60-89 Days Past Due (1)			90 Days or				Total Past				Total			Purchased			Loans			Total Outstandings
		Past Due (1)						More				Due 30 Days				Current or			Credit-impaired (4)			Accounted
								Past Due (2)				or More				Less Than						for Under
																30 Days						the Fair
																Past Due (3)						Value Option
	Consumer real estate
	Core portfolio
	Residential mortgage	$	2,151		$	754		$	7,188			$	10,093			$	167,243								$	177,336
	Home equity	243			113			693				1,049				53,450									54,499
	Legacy Assets & Servicing portfolio
	Residential mortgage (5)	2,758			1,412			16,746				20,916				31,142			$	18,672					70,730
	Home equity	444			221			1,292				1,957				30,623			6,593						39,173
	Credit card and other consumer
	U.S. credit card	598			422			1,053				2,073				90,265									92,338
	Non-U.S. credit card	63			54			131				248				11,293									11,541
	Direct/Indirect consumer (6)	431			175			410				1,016				81,176									82,192
	Other consumer (7)	24			8			20				52				1,925									1,977
	Total consumer	6,712			3,159			27,533				37,404				467,117			25,265						529,786
	Consumer loans accounted for under the fair value option (8)																					$	2,164		2,164
	Total consumer loans and leases	6,712			3,159			27,533				37,404				467,117			25,265			2,164			531,950
	Commercial
	U.S. commercial	363			151			309				823				211,734									212,557
Commercial real estate (9)	30			29			243				302				47,591									47,893
Commercial lease financing	110			37			48				195				25,004									25,199
Non-U.S. commercial	103			8			17				128				89,334									89,462
U.S. small business commercial	87			55			113				255				13,039									13,294
Total commercial	693			280			730				1,703				386,702									388,405
Commercial loans accounted for under the fair value option (8)																					7,878			7,878
Total commercial loans and leases	693			280			730				1,703				386,702						7,878			396,283
Total loans and leases	$	7,405		$	3,439		$	28,263			$	39,107			$	853,819		$	25,265		$	10,042		$	928,233
Percentage of outstandings	0.8		%	0.37		%	3.04		%		4.21		%		91.99		%	2.72		%	1.08		%	100		%
(1)	Consumer real estate loans 30-59 days past due includes fully-insured loans of $2.5 billion and nonperforming loans of $623 million. Consumer real estate loans 60-89 days past due includes fully-insured loans of $1.2 billion and nonperforming loans of $410 million.
(2)	Consumer real estate includes fully-insured loans of $17.0 billion.
(3)	Consumer real estate includes $5.9 billion and direct/indirect consumer includes $33 million of nonperforming loans.
(4)	PCI loan amounts are shown gross of the valuation allowance.
(5)	Total outstandings includes pay option loans of $4.4 billion. The Corporation no longer originates this product.
(6)	Total outstandings includes dealer financial services loans of $38.5 billion, unsecured consumer lending loans of $2.7 billion, U.S. securities-based lending loans of $31.2 billion, non-U.S. consumer loans of $4.7 billion, student loans of $4.1 billion and other consumer loans of $1.0 billion.
(7)	Total outstandings includes consumer finance loans of $1.2 billion, consumer leases of $606 million, consumer overdrafts of $176 million and other non-U.S. consumer loans of $5 million.
(8)	Consumer loans accounted for under the fair value option were residential mortgage loans of $2.0 billion and home equity loans of $147 million. Commercial loans accounted for under the fair value option were U.S. commercial loans of $1.5 billion and non-U.S. commercial loans of $6.4 billion. For additional information, see Note 20 – Fair Value Measurements and Note 21 – Fair Value Option.
(9)	Total outstandings includes U.S. commercial real estate loans of $46.3 billion and non-U.S. commercial real estate loans of $1.6 billion.
The Corporation has entered into long-term credit protection agreements with FNMA and FHLMC on loans totaling $17.2 billion and $28.2 billion at December 31, 2014 and 2013, providing full credit protection on residential mortgage loans that become severely delinquent. All of these loans are individually insured and therefore the Corporation does not record an allowance for credit losses related to these loans.
Nonperforming Loans and Leases
The Corporation classifies junior-lien home equity loans as nonperforming when the first-lien loan becomes 90 days past due even if the junior-lien loan is performing. At December 31, 2014 and 2013, $800 million and $1.2 billion of such junior-lien home equity loans were included in nonperforming loans.
The Corporation classifies consumer real estate loans that have been discharged in Chapter 7 bankruptcy and not reaffirmed by the borrower as troubled debt restructurings (TDRs), irrespective of payment history or delinquency status, even if the repayment terms for the loan have not been otherwise modified. The Corporation continues to have a lien on the underlying collateral. At December 31, 2014, nonperforming loans discharged in Chapter 7 bankruptcy with no change in repayment terms were $1.4 billion of which $901 million were current on their contractual payments, while $395 million were 90 days or more past due. Of the contractually current nonperforming loans, more than 80 percent were discharged in Chapter 7 bankruptcy more than 12 months ago, and more than 60 percent were discharged 24 months or more ago. As subsequent cash payments are received on the loans that are contractually current, the interest component of the payments is generally recorded as interest income on a cash basis and the principal component is recorded as a reduction in the carrying value of the loan.
Excluding purchased credit-impaired (PCI) loans, the Corporation sold nonperforming and other delinquent consumer loans with a carrying value, excluding the related allowance, of $4.8 billion and $2.0 billion, and recognized gains of $247 million and $58 million recorded in noninterest income, during 2014 and 2013.
The table below presents the Corporation’s nonperforming loans and leases including nonperforming TDRs, and loans accruing past due 90 days or more at December 31, 2014 and 2013. Nonperforming loans held-for-sale (LHFS) are excluded from nonperforming loans and leases as they are recorded at either fair value or the lower of cost or fair value. For more information on the criteria for classification as nonperforming, see Note 1 – Summary of Significant Accounting Principles.
Credit Quality
	31-Dec
	Nonperforming Loans and Leases (1)						Accruing Past Due
							90 Days or More
(Dollars in millions)	2014			2013			2014				2013
Consumer real estate
Core portfolio
Residential mortgage (2)	$	2,398		$	3,316		$	3,942			$	5,137
Home equity	1,496			1,431			—				—
Legacy Assets & Servicing portfolio
Residential mortgage (2)	4,491			8,396			7,465				11,824
Home equity	2,405			2,644			—				—
Credit card and other consumer
U.S. credit card	n/a			n/a			866				1,053
Non-U.S. credit card	n/a			n/a			95				131
Direct/Indirect consumer	28			35			64				408
Other consumer	1			18			1				2
Total consumer	10,819			15,840			12,433				18,555
Commercial
U.S. commercial	701			819			110				47
Commercial real estate	321			322			3				21
Commercial lease financing	3			16			41				41
Non-U.S. commercial	1			64			—				17
U.S. small business commercial	87			88			67				78
Total commercial	1,113			1,309			221				204
Total loans and leases	$	11,932		$	17,149		$	12,654			$	18,759
(1)	Nonperforming loan balances do not include nonaccruing TDRs removed from the PCI loan portfolio prior to January 1, 2010 of $102 million and $260 million at December 31, 2014 and 2013.
(2)	Residential mortgage loans in the Core and Legacy Assets & Servicing portfolios accruing past due 90 days or more are fully-insured loans. At December 31, 2014 and 2013, residential mortgage includes $7.3 billion and $13.0 billion of loans on which interest has been curtailed by the FHA, and therefore are no longer accruing interest, although principal is still insured, and $4.1 billion and $4.0 billion of loans on which interest is still accruing.
n/a =ot applicable
Credit Quality Indicators
The Corporation monitors credit quality within its Consumer Real Estate, Credit Card and Other Consumer, and Commercial portfolio segments based on primary credit quality indicators. For more information on the portfolio segments, see Note 1 – Summary of Significant Accounting Principles. Within the Consumer Real Estate portfolio segment, the primary credit quality indicators are refreshed LTV and refreshed FICO score. Refreshed LTV measures the carrying value of the loan as a percentage of the value of the property securing the loan, refreshed quarterly. Home equity loans are evaluated using combined loan-to-value (CLTV) which measures the carrying value of the combined loans that have liens against the property and the available line of credit as a percentage of the value of the property securing the loan, refreshed quarterly. FICO score measures the creditworthiness of the borrower based on the financial obligations of the borrower and the borrower’s credit history. At a minimum, FICO scores are refreshed quarterly, and in many cases, more frequently. FICO scores are also a primary credit quality indicator for the Credit Card and Other Consumer portfolio segment and the business card portfolio within U.S. small business commercial. Within the Commercial portfolio segment, loans are evaluated using the internal classifications of pass rated or reservable criticized as the primary credit quality indicators. The term reservable criticized refers to those commercial loans that are internally classified or listed by the Corporation as Special Mention, Substandard or Doubtful, which are asset quality categories defined by regulatory authorities. These assets have an elevated level of risk and may have a high probability of default or total loss. Pass rated refers to all loans not considered reservable criticized. In addition to these primary credit quality indicators, the Corporation uses other credit quality indicators for certain types of loans.
The following tables present certain credit quality indicators for the Corporation’s Consumer Real Estate, Credit Card and Other Consumer, and Commercial portfolio segments, by class of financing receivables, at December 31, 2014 and 2013.
Consumer Real Estate – Credit Quality Indicators (1)
	December 31, 2014
(Dollars in millions)	Core Portfolio Residential			Legacy Assets & Servicing Residential			Residential Mortgage PCI (3)				Core Portfolio Home Equity (2)				Legacy Assets & Servicing Home Equity (2)			Home
	Mortgage (2)			Mortgage (2)														Equity PCI
Refreshed LTV (4, 5)
Less than or equal to 90 percent	$	100,255		$	18,499		$	9,972			$	45,414			$	17,453		$	2,046
Greater than 90 percent but less than or equal to 100 percent	4,958			3,081			2,005				2,442				3,272			1,048
Greater than 100 percent	4,017			5,265			3,175				4,031				7,496			2,523
Fully-insured loans (6)	52,990			11,980			—				—				—			—
Total consumer real estate	$	162,220		$	38,825		$	15,152			$	51,887			$	28,221		$	5,617
Refreshed FICO score
Less than 620	$	4,184		$	6,313		$	6,109			$	2,169			$	3,470		$	864
Greater than or equal to 620 and less than 680	6,272			4,032			3,014				3,683				4,529			995
Greater than or equal to 680 and less than 740	21,946			6,463			3,310				10,231				7,905			1,651
Greater than or equal to 740	76,828			10,037			2,719				35,804				12,317			2,107
Fully-insured loans (6)	52,990			11,980			—				—				—			—
Total consumer real estate	$	162,220		$	38,825		$	15,152			$	51,887			$	28,221		$	5,617
(1)	Excludes $2.1 billion of loans accounted for under the fair value option.
(2)	Excludes PCI loans.
(3)	Includes $2.8 billion of pay option loans. The Corporation no longer originates this product.
(4)	Refreshed LTV percentages for PCI loans are calculated using the carrying value net of the related valuation allowance.
(5)	Effective December 31, 2014, with the exception of high-value properties, underlying values for LTV ratios are primarily determined using automated valuation models. For high-value properties, generally with an original value of $1 million or more, estimated property values are determined using the CoreLogic Case-Shiller Index. Prior-period values have been updated to reflect this change. Previously reported values were primarily determined through an index-based approach.
(6)	Credit quality indicators are not reported for fully-insured loans as principal repayment is insured.
Credit Card and Other Consumer – Credit Quality Indicators
	December 31, 2014
(Dollars in millions)	U.S. Credit			Non-U.S.			Direct/Indirect				Other
	Card			Credit Card			Consumer				Consumer (1)
Refreshed FICO score
Less than 620	$	4,467		$	—		$	1,296			$	266
Greater than or equal to 620 and less than 680	12,177			—			1,892				227
Greater than or equal to 680 and less than 740	34,986			—			10,749				307
Greater than or equal to 740	40,249			—			25,279				881
Other internal credit metrics (2, 3, 4)	—			10,465			41,165				165
Total credit card and other consumer	$	91,879		$	10,465		$	80,381			$	1,846
(1)	Thirty-seven percent of the other consumer portfolio is associated with portfolios from certain consumer finance businesses that the Corporation previously exited.
(2)	Other internal credit metrics may include delinquency status, geography or other factors.
(3)	Direct/indirect consumer includes $39.7 billion of securities-based lending which is overcollateralized and therefore has minimal credit risk and $632 million of loans the Corporation no longer originates.
(4)	Non-U.S. credit card represents the U.K. credit card portfolio which is evaluated using internal credit metrics, including delinquency status. At December 31, 2014, 98 percent of this portfolio was current or less than 30 days past due, one percent was 30-89 days past due and one percent was 90 days or more past due.
Commercial – Credit Quality Indicators (1)
	December 31, 2014
(Dollars in millions)	U.S.			Commercial			Commercial				Non-U.S.				U.S. Small
	Commercial			Real Estate			Lease				Commercial				Business
							Financing								Commercial (2)
Risk ratings
Pass rated	$	213,839		$	46,632		$	23,832			$	79,367			$	751
Reservable criticized	6,454			1,050			1,034				716				182
Refreshed FICO score (3)
Less than 620															184
Greater than or equal to 620 and less than 680															529
Greater than or equal to 680 and less than 740															1,591
Greater than or equal to 740															2,910
Other internal credit metrics (3, 4)															7,146
Total commercial	$	220,293		$	47,682		$	24,866			$	80,083			$	13,293
(1)	Excludes $6.6 billion of loans accounted for under the fair value option.
(2)	U.S. small business commercial includes $762 million of criticized business card and small business loans which are evaluated using refreshed FICO scores or internal credit metrics, including delinquency status, rather than risk ratings. At December 31, 2014, 98 percent of the balances where internal credit metrics are used was current or less than 30 days past due.
(3)	Refreshed FICO score and other internal credit metrics are applicable only to the U.S. small business commercial portfolio.
(4)	Other internal credit metrics may include delinquency status, application scores, geography or other factors.
Consumer Real Estate – Credit Quality Indicators (1)
	December 31, 2013
(Dollars in millions)	Core Portfolio Residential			Legacy Assets & Servicing Residential			Residential Mortgage PCI (3)				Core Portfolio Home Equity (2)				Legacy Assets & Servicing Home Equity (2)			Home
	Mortgage (2)			Mortgage (2)														Equity PCI
Refreshed LTV (4, 5)
Less than or equal to 90 percent	$	94,255		$	21,587		$	10,605			$	44,892			$	17,006		$	1,598
Greater than 90 percent but less than or equal to 100 percent	7,013			4,216			2,638				3,178				3,948			1,121
Greater than 100 percent	6,356			8,720			5,429				6,429				11,626			3,874
Fully-insured loans (6)	69,712			17,535			—				—				—			—
Total consumer real estate	$	177,336		$	52,058		$	18,672			$	54,499			$	32,580		$	6,593
Refreshed FICO score
Less than 620	$	5,334		$	9,955		$	9,129			$	2,415			$	4,259		$	1,045
Greater than or equal to 620 and less than 680	7,164			5,276			3,349				4,211				5,133			1,172
Greater than or equal to 680 and less than 740	22,617			7,639			3,211				11,726				9,143			1,936
Greater than or equal to 740	72,509			11,653			2,983				36,147				14,045			2,440
Fully-insured loans (6)	69,712			17,535			—				—				—			—
Total consumer real estate	$	177,336		$	52,058		$	18,672			$	54,499			$	32,580		$	6,593
(1)	Excludes $2.2 billion of loans accounted for under the fair value option.
(2)	Excludes PCI loans.
(3)	Includes $4.0 billion of pay option loans. The Corporation no longer originates this product.
(4)	Refreshed LTV percentages for PCI loans are calculated using the carrying value net of the related valuation allowance.
(5)	Effective December 31, 2014, with the exception of high-value properties, underlying values for LTV ratios are primarily determined using automated valuation models. For high-value properties, generally with an original value of $1 million or more, estimated property values are determined using the CoreLogic Case-Shiller Index. Prior-period values have been updated to reflect this change. Previously reported values were primarily determined through an index-based approach.
(6)	Credit quality indicators are not reported for fully-insured loans as principal repayment is insured.
Credit Card and Other Consumer – Credit Quality Indicators
	December 31, 2013
(Dollars in millions)	U.S. Credit			Non-U.S.			Direct/Indirect				Other
	Card			Credit Card			Consumer				Consumer (1)
Refreshed FICO score
Less than 620	$	4,989		$	—		$	1,220			$	539
Greater than or equal to 620 and less than 680	12,753			—			3,345				264
Greater than or equal to 680 and less than 740	35,413			—			9,887				199
Greater than or equal to 740	39,183			—			26,220				188
Other internal credit metrics (2, 3, 4)	—			11,541			41,520				787
Total credit card and other consumer	$	92,338		$	11,541		$	82,192			$	1,977
(1)	Sixty percent of the other consumer portfolio is associated with portfolios from certain consumer finance businesses that the Corporation previously exited.
(2)	Other internal credit metrics may include delinquency status, geography or other factors.
(3)	Direct/indirect consumer includes $35.8 billion of securities-based lending which is overcollateralized and therefore has minimal credit risk and $4.1 billion of loans the Corporation no longer originates.
(4)	Non-U.S. credit card represents the U.K. credit card portfolio which is evaluated using internal credit metrics, including delinquency status. At December 31, 2013, 98 percent of this portfolio was current or less than 30 days past due, one percent was 30-89 days past due and one percent was 90 days or more past due.
Commercial – Credit Quality Indicators (1)
	December 31, 2013
(Dollars in millions)	U.S.			Commercial			Commercial				Non-U.S.				U.S. Small
	Commercial			Real Estate			Lease				Commercial				Business
							Financing								Commercial (2)
Risk ratings
Pass rated	$	205,416		$	46,507		$	24,211			$	88,138			$	1,191
Reservable criticized	7,141			1,386			988				1,324				346
Refreshed FICO score (3)
Less than 620															224
Greater than or equal to 620 and less than 680															534
Greater than or equal to 680 and less than 740															1,567
Greater than or equal to 740															2,779
Other internal credit metrics (3, 4)															6,653
Total commercial	$	212,557		$	47,893		$	25,199			$	89,462			$	13,294
(1)	Excludes $7.9 billion of loans accounted for under the fair value option.
(2)	U.S. small business commercial includes $289 million of criticized business card and small business loans which are evaluated using refreshed FICO scores or internal credit metrics, including delinquency status, rather than risk ratings. At December 31, 2013, 99 percent of the balances where internal credit metrics are used was current or less than 30 days past due.
(3)	Refreshed FICO score and other internal credit metrics are applicable only to the U.S. small business commercial portfolio.
(4)	Other internal credit metrics may include delinquency status, application scores, geography or other factors.
Impaired Loans and Troubled Debt Restructurings
A loan is considered impaired when, based on current information, it is probable that the Corporation will be unable to collect all amounts due from the borrower in accordance with the contractual terms of the loan. Impaired loans include nonperforming commercial loans and all consumer and commercial TDRs. Impaired loans exclude nonperforming consumer loans and nonperforming commercial leases unless they are classified as TDRs. Loans accounted for under the fair value option are also excluded. PCI loans are excluded and reported separately on page 51. For additional information, see Note 1 – Summary of Significant Accounting Principles.
Consumer Real Estate
Impaired consumer real estate loans within the Consumer Real Estate portfolio segment consist entirely of TDRs. Excluding PCI loans, most modifications of consumer real estate loans meet the definition of TDRs when a binding offer is extended to a borrower. Modifications of consumer real estate loans are done in accordance with the government’s Making Home Affordable Program (modifications under government programs) or the Corporation’s proprietary programs (modifications under proprietary programs). These modifications are considered to be TDRs if concessions have been granted to borrowers experiencing financial difficulties. Concessions may include reductions in interest rates, capitalization of past due amounts, principal and/or interest forbearance, payment extensions, principal and/or interest forgiveness, or combinations thereof. During 2013 and 2012, the Corporation provided interest rate modifications to qualified borrowers pursuant to the 2012 National Mortgage Settlement and these interest rate modifications are not considered to be TDRs.
Prior to permanently modifying a loan, the Corporation may enter into trial modifications with certain borrowers under both government and proprietary programs. Trial modifications generally represent a three- to four-month period during which the borrower makes monthly payments under the anticipated modified payment terms. Upon successful completion of the trial period, the Corporation and the borrower enter into a permanent modification. Binding trial modifications are classified as TDRs when the trial offer is made and continue to be classified as TDRs regardless of whether the borrower enters into a permanent modification.
Consumer real estate loans that have been discharged in Chapter 7 bankruptcy with no change in repayment terms of $2.4 billion were included in TDRs at December 31, 2014, of which $1.4 billion were classified as nonperforming and $1.0 billion were loans fully-insured by the Federal Housing Administration (FHA). For more information on loans discharged in Chapter 7 bankruptcy, see Nonperforming Loans and Leases in this Note.
A consumer real estate loan, excluding PCI loans which are reported separately, is not classified as impaired unless it is a TDR. Once such a loan has been designated as a TDR, it is then individually assessed for impairment. Consumer real estate TDRs are measured primarily based on the net present value of the estimated cash flows discounted at the loan’s original effective interest rate, as discussed in the following paragraph. If the carrying value of a TDR exceeds this amount, a specific allowance is recorded as a component of the allowance for loan and lease losses. Alternatively, consumer real estate TDRs that are considered to be dependent solely on the collateral for repayment (e.g., due to the lack of income verification or as a result of being discharged in Chapter 7 bankruptcy) are measured based on the estimated fair value of the collateral and a charge-off is recorded if the carrying value exceeds the fair value of the collateral. Consumer real estate loans that reached 180 days past due prior to modification had been charged off to their net realizable value, less costs to sell, before they were modified as TDRs in accordance with established policy. Therefore, modifications of consumer real estate loans that are 180 or more days past due as TDRs do not have an impact on the allowance for loan and lease losses nor are additional charge-offs required at the time of modification. Subsequent declines in the fair value of the collateral after a loan has reached 180 days past due are recorded as charge-offs. Fully-insured loans are protected against principal loss, and therefore, the Corporation does not record an allowance for loan and lease losses on the outstanding principal balance, even after they have been modified in a TDR.
The net present value of the estimated cash flows used to measure impairment is based on model-driven estimates of projected payments, prepayments, defaults and loss-given-default (LGD). Using statistical modeling methodologies, the Corporation estimates the probability that a loan will default prior to maturity based on the attributes of each loan. The factors that are most relevant to the probability of default are the refreshed LTV, or in the case of a subordinated lien, refreshed CLTV, borrower credit score, months since origination (i.e., vintage) and geography. Each of these factors is further broken down by present collection status (whether the loan is current, delinquent, in default or in bankruptcy). Severity (or LGD) is estimated based on the refreshed LTV for first mortgages or CLTV for subordinated liens. The estimates are based on the Corporation’s historical experience as adjusted to reflect an assessment of environmental factors that may not be reflected in the historical data, such as changes in real estate values, local and national economies, underwriting standards and the regulatory environment. The probability of default models also incorporate recent experience with modification programs including redefaults subsequent to modification, a loan’s default history prior to modification and the change in borrower payments post-modification.
At December 31, 2014 and 2013, remaining commitments to lend additional funds to debtors whose terms have been modified in a consumer real estate TDR were immaterial. Consumer real estate foreclosed properties totaled $630 million and $533 million at December 31, 2014 and 2013.
The table below provides the unpaid principal balance, carrying value and related allowance at December 31, 2014 and 2013, and the average carrying value and interest income recognized for 2014, 2013 and 2012 for impaired loans in the Corporation’s Consumer Real Estate portfolio segment and includes primarily loans managed by LAS. Certain impaired consumer real estate loans do not have a related allowance as the current valuation of these impaired loans exceeded the carrying value, which is net of previously recorded charge-offs.
Impaired Loans – Consumer Real Estate
	December 31, 2014										December 31, 2013
(Dollars in millions)	Unpaid			Carrying			Related				Unpaid				Carrying			Related
	Principal			Value			Allowance				Principal				Value			Allowance
	Balance										Balance
With no recorded allowance
Residential mortgage	$	19,710		$	15,605		$	—			$	21,567			$	16,450		$	—
Home equity	3,540			1,630			—				3,249				1,385			—
With an allowance recorded
Residential mortgage	$	7,861		$	7,665		$	531			$	13,341			$	12,862		$	991
Home equity	852			728			196				893				761			240
Total
Residential mortgage	$	27,571		$	23,270		$	531			$	34,908			$	29,312		$	991
Home equity	4,392			2,358			196				4,142				2,146			240
	2014						2013								2012
	Average			Interest			Average				Interest				Average			Interest
	Carrying			Income			Carrying				Income				Carrying			Income
	Value			Recognized (1)			Value				Recognized (1)				Value			Recognized (1)
With no recorded allowance
Residential mortgage	$	15,065		$	490		$	16,625			$	621			$	10,937		$	366
Home equity	1,486			87			1,245				76				734			49
With an allowance recorded
Residential mortgage	$	10,826		$	411		$	13,926			$	616			$	11,575		$	423
Home equity	743			25			912				41				1,145			44
Total
Residential mortgage	$	25,891		$	901		$	30,551			$	1,237			$	22,512		$	789
Home equity	2,229			112			2,157				117				1,879			93
(1)	Interest income recognized includes interest accrued and collected on the outstanding balances of accruing impaired loans as well as interest cash collections on nonaccruing impaired loans for which the principal is considered collectible.
The following table presents the December 31, 2014, 2013 and 2012 unpaid principal balance, carrying value, and average pre- and post-modification interest rates on consumer real estate loans that were modified in TDRs during 2014, 2013 and 2012, and net charge-offs recorded during the period in which the modification occurred. The following Consumer Real Estate portfolio segment tables include loans that were initially classified as TDRs during the period and also loans that had previously been classified as TDRs and were modified again during the period. These TDRs are primarily managed by LAS.
Consumer Real Estate – TDRs Entered into During 2014, 2013 and 2012 (1)
	December 31, 2014												2014
(Dollars in millions)	Unpaid Principal Balance			Carrying			Pre-Modification Interest Rate			Post-Modification Interest Rate (2)			Net
				Value									Charge-offs (3)
Residential mortgage	$	5,940		$	5,120		5.28	%		4.93	%		$	72
Home equity	863			592			4			3.33			99
Total	$	6,803		$	5,712		5.12			4.73			$	171
	31-Dec-13												2013
Residential mortgage	$	11,233		$	10,016		5.3	%		4.27	%		$	235
Home equity	878			521			5.29			3.92			192
Total	$	12,111		$	10,537		5.3			4.24			$	427
	31-Dec-12												2012
Residential mortgage	$	15,088		$	12,228		5.52	%		4.7	%		$	523
Home equity	1,721			858			5.22			4.39			716
Total	$	16,809		$	13,086		5.49			4.66			$	1,239
(1)	TDRs entered into during 2014 include modifications with principal forgiveness of $53 million related to residential mortgage and $1 million related to home equity. TDRs entered into during 2013 include residential mortgage modifications with principal forgiveness of $467 million. TDRs entered into during 2012 include modifications with principal forgiveness of $778 million related to residential mortgage and $9 million related to home equity.
(2)	The post-modification interest rate reflects the interest rate applicable only to permanently completed modifications, which exclude loans that are in a trial modification period.
(3)	Net charge-offs include amounts recorded on loans modified during the period that are no longer held by the Corporation at December 31, 2014, 2013 and 2012 due to sales and other dispositions.
The table below presents the December 31, 2014, 2013 and 2012 carrying value for consumer real estate loans that were modified in a TDR during 2014, 2013 and 2012, by type of modification.
Consumer Real Estate – Modification Programs
	TDRs Entered into During 2014
(Dollars in millions)	Residential Mortgage			Home			Total Carrying Value
				Equity
Modifications under government programs
Contractual interest rate reduction	$	643		$	56		$	699
Principal and/or interest forbearance	16			18			34
Other modifications (1)	98			1			99
Total modifications under government programs	757			75			832
Modifications under proprietary programs
Contractual interest rate reduction	244			22			266
Capitalization of past due amounts	71			2			73
Principal and/or interest forbearance	66			75			141
Other modifications (1)	40			47			87
Total modifications under proprietary programs	421			146			567
Trial modifications	3,421			182			3,603
Loans discharged in Chapter 7 bankruptcy (2)	521			189			710
Total modifications	$	5,120		$	592		$	5,712
	TDRs Entered into During 2013
Modifications under government programs
Contractual interest rate reduction	$	1,815		$	48		$	1,863
Principal and/or interest forbearance	35			24			59
Other modifications (1)	100			—			100
Total modifications under government programs	1,950			72			2,022
Modifications under proprietary programs
Contractual interest rate reduction	2,799			40			2,839
Capitalization of past due amounts	132			2			134
Principal and/or interest forbearance	469			17			486
Other modifications (1)	105			25			130
Total modifications under proprietary programs	3,505			84			3,589
Trial modifications	3,410			87			3,497
Loans discharged in Chapter 7 bankruptcy (2)	1,151			278			1,429
Total modifications	$	10,016		$	521		$	10,537
	TDRs Entered into During 2012
Modifications under government programs
Contractual interest rate reduction	$	642		$	78		$	720
Principal and/or interest forbearance	51			31			82
Other modifications (1)	37			1			38
Total modifications under government programs	730			110			840
Modifications under proprietary programs
Contractual interest rate reduction	3,350			44			3,394
Capitalization of past due amounts	144			—			144
Principal and/or interest forbearance	424			16			440
Other modifications (1)	97			21			118
Total modifications under proprietary programs	4,015			81			4,096
Trial modifications	4,547			69			4,616
Loans discharged in Chapter 7 bankruptcy (2)	2,936			598			3,534
Total modifications	$	12,228		$	858		$	13,086
(1)	Includes other modifications such as term or payment extensions and repayment plans.
(2)	Includes loans discharged in Chapter 7 bankruptcy with no change in repayment terms that are classified as TDRs.
The table below presents the carrying value of loans that entered into payment default during 2014, 2013 and 2012 that were modified in a TDR during the 12 months preceding payment default. Total carrying value includes loans with a carrying value of $2.0 billion, $2.4 billion and $667 million that entered into payment default during 2014, 2013 and 2012 but were no longer held by the Corporation as of December 31, 2014, 2013 and 2012 due to sales and other dispositions. A payment default for consumer real estate TDRs is recognized when a borrower has missed three monthly payments (not necessarily consecutively) since modification. Payment defaults on a trial modification where the borrower has not yet met the terms of the agreement are included in the table below if the borrower is 90 days or more past due three months after the offer to modify is made.
Consumer Real Estate – TDRs Entering Payment Default That Were Modified During the Preceding 12 Months
	2014
(Dollars in millions)	Residential Mortgage			Home			Total Carrying Value (1)
				Equity
Modifications under government programs	$	696		$	4		$	700
Modifications under proprietary programs	714			12			726
Loans discharged in Chapter 7 bankruptcy (2)	481			70			551
Trial modifications	2,231			56			2,287
Total modifications	$	4,122		$	142		$	4,264
	2013
Modifications under government programs	$	454		$	2		$	456
Modifications under proprietary programs	1,117			4			1,121
Loans discharged in Chapter 7 bankruptcy (2)	964			30			994
Trial modifications	4,376			14			4,390
Total modifications	$	6,911		$	50		$	6,961
	2012
Modifications under government programs	$	202		$	8		$	210
Modifications under proprietary programs	942			14			956
Loans discharged in Chapter 7 bankruptcy (2)	1,228			53			1,281
Trial modifications	2,351			20			2,371
Total modifications	$	4,723		$	95		$	4,818
(1)	Total carrying value includes loans with a carrying value of $2.0 billion, $2.4 billion and $667 million that entered into payment default during 2014, 2013 and 2012 but were no longer held by the Corporation as of December 31, 2014, 2013 and 2012 due to sales and other dispositions.
(2)	Includes loans discharged in Chapter 7 bankruptcy with no change in repayment terms that are classified as TDRs.
Credit Card and Other Consumer
Impaired loans within the Credit Card and Other Consumer portfolio segment consist entirely of loans that have been modified in TDRs (the renegotiated credit card and other consumer TDR portfolio, collectively referred to as the renegotiated TDR portfolio). The Corporation seeks to assist customers that are experiencing financial difficulty by modifying loans while ensuring compliance with federal, local and international laws and guidelines. Credit card and other consumer loan modifications generally involve reducing the interest rate on the account and placing the customer on a fixed payment plan not exceeding 60 months, all of which are considered TDRs. In addition, the accounts of non-U.S. credit card customers who do not qualify for a fixed payment plan may have their interest rates reduced, as required by certain local jurisdictions. These modifications, which are also TDRs, tend to experience higher payment default rates given that the borrowers may lack the ability to repay even with the interest rate reduction. In all cases, the customer’s available line of credit is canceled. The Corporation makes loan modifications directly with borrowers for debt held only by the Corporation (internal programs). Additionally, the Corporation makes loan modifications for borrowers working with third-party renegotiation agencies that provide solutions to customers’ entire unsecured debt structures (external programs). The Corporation classifies other secured consumer loans that have been discharged in Chapter 7 bankruptcy as TDRs which are written down to collateral value and placed on nonaccrual status no later than the time of discharge. For more information on the regulatory guidance on loans discharged in Chapter 7 bankruptcy, see Nonperforming Loans and Leases in this Note.
All credit card and substantially all other consumer loans that have been modified in TDRs remain on accrual status until the loan is either paid in full or charged off, which occurs no later than the end of the month in which the loan becomes 180 days past due or generally at 120 days past due for a loan that was placed on a fixed payment plan after July 1, 2012.
The allowance for impaired credit card and substantially all other consumer loans is based on the present value of projected cash flows, which incorporates the Corporation’s historical payment default and loss experience on modified loans, discounted using the portfolio’s average contractual interest rate, excluding promotionally priced loans, in effect prior to restructuring. Credit card and other consumer loans are included in homogeneous pools which are collectively evaluated for impairment. For these portfolios, loss forecast models are utilized that consider a variety of factors including, but not limited to, historical loss experience, delinquency status, economic trends and credit scores.
The table below provides the unpaid principal balance, carrying value and related allowance at December 31, 2014 and 2013, and the average carrying value and interest income recognized for 2014, 2013 and 2012 on the Corporation’s renegotiated TDR portfolio in the Credit Card and Other Consumer portfolio segment.
Impaired Loans – Credit Card and Other Consumer – Renegotiated TDRs
	December 31, 2014										December 31, 2013
(Dollars in millions)	Unpaid			Carrying			Related				Unpaid				Carrying			Related
	Principal			Value (1)			Allowance				Principal				Value (1)			Allowance
	Balance										Balance
With no recorded allowance
Direct/Indirect consumer	$	59		$	25		$	—			$	75			$	32		$	—
Other consumer	—			—			—				34				34			—
With an allowance recorded
U.S. credit card	$	804		$	856		$	207			$	1,384			$	1,465		$	337
Non-U.S. credit card	132			168			108				200				240			149
Direct/Indirect consumer	76			92			24				242				282			84
Other consumer	—			—			—				27				26			9
Total
U.S. credit card	$	804		$	856		$	207			$	1,384			$	1,465		$	337
Non-U.S. credit card	132			168			108				200				240			149
Direct/Indirect consumer	135			117			24				317				314			84
Other consumer	—			—			—				61				60			9
	2014						2013								2012
	Average			Interest			Average				Interest				Average			Interest
	Carrying			Income			Carrying				Income				Carrying			Income
	Value			Recognized (2)			Value				Recognized (2)				Value			Recognized (2)
With no recorded allowance
Direct/Indirect consumer	$	27		$	—		$	42			$	—			$	58		$	—
Other consumer	33			2			34				2				35			2
With an allowance recorded
U.S. credit card	$	1,148		$	71		$	2,144			$	134			$	4,085		$	253
Non-U.S. credit card	210			6			266				7				464			10
Direct/Indirect consumer	180			9			456				24				929			50
Other consumer	23			1			28				2				29			2
Total
U.S. credit card	$	1,148		$	71		$	2,144			$	134			$	4,085		$	253
Non-U.S. credit card	210			6			266				7				464			10
Direct/Indirect consumer	207			9			498				24				987			50
Other consumer	56			3			62				4				64			4
(1)	Includes accrued interest and fees.
(2)	Interest income recognized includes interest accrued and collected on the outstanding balances of accruing impaired loans as well as interest cash collections on nonaccruing impaired loans for which the principal is considered collectible.
The table below provides information on the Corporation’s primary modification programs for the renegotiated TDR portfolio at December 31, 2014 and 2013.
Credit Card and Other Consumer – Renegotiated TDRs by Program Type
	31-Dec
	Internal Programs						External Programs								Other (1)						Total						Percent of Balances Current or Less Than 30 Days Past Due
(Dollars in millions)	2014			2013			2014				2013				2014			2013			2014			2013			2014		2013
U.S. credit card	$	450		$	842		$	397			$	607			$	9		$	16		$	856		$	1,465		84.99	%	82.77	%
Non-U.S. credit card	41			71			16				26				111			143			168			240			47.56		49.01
Direct/Indirect consumer	50			170			34				106				33			38			117			314			85.21		84.29
Other consumer	—			60			—				—				—			—			—			60			—		71.08
Total renegotiated TDRs	$	541		$	1,143		$	447			$	739			$	153		$	197		$	1,141		$	2,079		79.51		78.77
(1)	Other TDRs for non-U.S. credit card include modifications of accounts that are ineligible for a fixed payment plan.
The table below provides information on the Corporation’s renegotiated TDR portfolio including the December 31, 2014, 2013 and 2012 unpaid principal balance, carrying value and average pre- and post-modification interest rates of loans that were modified in TDRs during 2014, 2013 and 2012, and net charge-offs recorded during the period in which the modification occurred.
Credit Card and Other Consumer – Renegotiated TDRs Entered into During 2014, 2013 and 2012
	December 31, 2014												2014
(Dollars in millions)	Unpaid Principal Balance			Carrying Value (1)			Pre-Modification Interest Rate			Post-Modification Interest Rate			Net
													Charge-offs
U.S. credit card	$	276		$	301		16.64	%		5.15	%		$	37
Non-U.S. credit card	91			106			24.9			0.68			91
Direct/Indirect consumer	27			19			8.66			4.9			14
Total	$	394		$	426		18.32			4.03			$	142
	31-Dec-13												2013
U.S. credit card	$	299		$	329		16.84	%		5.84	%		$	30
Non-U.S. credit card	134			147			25.9			0.95			138
Direct/Indirect consumer	47			38			11.53			4.74			15
Other consumer	8			8			9.28			5.25			—
Total	$	488		$	522		18.89			4.37			$	183
	31-Dec-12												2012
U.S. credit card	$	396		$	400		17.59	%		6.36	%		$	45
Non-U.S. credit card	196			206			26.19			1.15			190
Direct/Indirect consumer	160			113			9.59			5.72			52
Other consumer	9			9			9.97			6.44			—
Total	$	761		$	728		18.68			4.79			$	287
(1)	Includes accrued interest and fees.
The table below provides information on the Corporation’s primary modification programs for the renegotiated TDR portfolio for loans that were modified in TDRs during 2014, 2013 and 2012.
Credit Card and Other Consumer – Renegotiated TDRs Entered into During the Period by Program Type
	2014
(Dollars in millions)	Internal Programs			External Programs			Other (1)				Total
U.S. credit card	$	196		$	105		$	—			$	301
Non-U.S. credit card	6			6			94				106
Direct/Indirect consumer	4			2			13				19
Total renegotiated TDRs	$	206		$	113		$	107			$	426
	2013
U.S. credit card	$	192		$	137		$	—			$	329
Non-U.S. credit card	16			9			122				147
Direct/Indirect consumer	15			8			15				38
Other consumer	8			—			—				8
Total renegotiated TDRs	$	231		$	154		$	137			$	522
	2012
U.S. credit card	$	248		$	152		$	—			$	400
Non-U.S. credit card	38			14			154				206
Direct/Indirect consumer	36			19			58				113
Other consumer	9			—			—				9
Total renegotiated TDRs	$	331		$	185		$	212			$	728
(1)	Other TDRs for non-U.S. credit card include modifications of accounts that are ineligible for a fixed payment plan.
Credit card and other consumer loans are deemed to be in payment default during the quarter in which a borrower misses the second of two consecutive payments. Payment defaults are one of the factors considered when projecting future cash flows in the calculation of the allowance for loan and lease losses for impaired credit card and other consumer loans. Based on historical experience, the Corporation estimates that 14 percent of new U.S. credit card TDRs, 81 percent of new non-U.S. credit card TDRs and 12 percent of new direct/indirect consumer TDRs may be in payment default within 12 months after modification. Loans that entered into payment default during 2014, 2013 and 2012 that had been modified in a TDR during the preceding 12 months were $56 million, $61 million and $203 million for U.S. credit card, $200 million, $236 million and $298 million for non-U.S. credit card, and $5 million, $12 million and $35 million for direct/indirect consumer, respectively.
Commercial Loans
Impaired commercial loans, which include nonperforming loans and TDRs (both performing and nonperforming), are primarily measured based on the present value of payments expected to be received, discounted at the loan’s original effective interest rate. Commercial impaired loans may also be measured based on observable market prices or, for loans that are solely dependent on the collateral for repayment, the estimated fair value of collateral, less costs to sell. If the carrying value of a loan exceeds this amount, a specific allowance is recorded as a component of the allowance for loan and lease losses.
Modifications of loans to commercial borrowers that are experiencing financial difficulty are designed to reduce the Corporation’s loss exposure while providing the borrower with an opportunity to work through financial difficulties, often to avoid foreclosure or bankruptcy. Each modification is unique and reflects the individual circumstances of the borrower. Modifications that result in a TDR may include extensions of maturity at a concessionary (below market) rate of interest, payment forbearances or other actions designed to benefit the customer while mitigating the Corporation’s risk exposure. Reductions in interest rates are rare. Instead, the interest rates are typically increased, although the increased rate may not represent a market rate of interest. Infrequently, concessions may also include principal forgiveness in connection with foreclosure, short sale or other settlement agreements leading to termination or sale of the loan.
At the time of restructuring, the loans are remeasured to reflect the impact, if any, on projected cash flows resulting from the modified terms. If there was no forgiveness of principal and the interest rate was not decreased, the modification may have little or no impact on the allowance established for the loan. If a portion of the loan is deemed to be uncollectible, a charge-off may be recorded at the time of restructuring. Alternatively, a charge-off may have already been recorded in a previous period such that no charge-off is required at the time of modification. For more information on modifications for the U.S. small business commercial portfolio, see Credit Card and Other Consumer in this Note.
At December 31, 2014 and 2013, remaining commitments to lend additional funds to debtors whose terms have been modified in a commercial loan TDR were immaterial. Commercial foreclosed properties totaled $67 million and $90 million at December 31, 2014 and 2013.
The table below provides the unpaid principal balance, carrying value and related allowance at December 31, 2014 and 2013, and the average carrying value and interest income recognized for 2014, 2013 and 2012 for impaired loans in the Corporation’s Commercial loan portfolio segment. Certain impaired commercial loans do not have a related allowance as the valuation of these impaired loans exceeded the carrying value, which is net of previously recorded charge-offs.
Impaired Loans – Commercial
	December 31, 2014										December 31, 2013
(Dollars in millions)	Unpaid			Carrying			Related				Unpaid				Carrying			Related
	Principal			Value			Allowance				Principal				Value			Allowance
	Balance										Balance
With no recorded allowance
U.S. commercial	$	668		$	650		$	—			$	609			$	577		$	—
Commercial real estate	60			48			—				254				228			—
Non-U.S. commercial	—			—			—				10				10			—
With an allowance recorded
U.S. commercial	$	1,139		$	839		$	75			$	1,581			$	1,262		$	164
Commercial real estate	678			495			48				1,066				731			61
Non-U.S. commercial	47			44			1				254				64			16
U.S. small business commercial (1)	133			122			35				186				176			36
Total
U.S. commercial	$	1,807		$	1,489		$	75			$	2,190			$	1,839		$	164
Commercial real estate	738			543			48				1,320				959			61
Non-U.S. commercial	47			44			1				264				74			16
U.S. small business commercial (1)	133			122			35				186				176			36
	2014						2013								2012
	Average			Interest			Average				Interest				Average			Interest
	Carrying			Income			Carrying				Income				Carrying			Income
	Value			Recognized (2)			Value				Recognized (2)				Value			Recognized (2)
With no recorded allowance
U.S. commercial	$	546		$	12		$	442			$	6			$	588		$	9
Commercial real estate	166			3			269				3				1,119			3
Non-U.S. commercial	15			—			28				—				104			—
With an allowance recorded
U.S. commercial	$	1,198		$	51		$	1,553			$	47			$	2,104		$	55
Commercial real estate	632			16			1,148				28				2,126			29
Non-U.S. commercial	52			3			109				5				77			4
U.S. small business commercial (1)	151			3			236				6				409			13
Total
U.S. commercial	$	1,744		$	63		$	1,995			$	53			$	2,692		$	64
Commercial real estate	798			19			1,417				31				3,245			32
Non-U.S. commercial	67			3			137				5				181			4
U.S. small business commercial (1)	151			3			236				6				409			13
(1)	Includes U.S. small business commercial renegotiated TDR loans and related allowance.
(2)	Interest income recognized includes interest accrued and collected on the outstanding balances of accruing impaired loans as well as interest cash collections on nonaccruing impaired loans for which the principal is considered collectible.
The table below presents the December 31, 2014, 2013 and 2012 unpaid principal balance and carrying value of commercial loans that were modified as TDRs during 2014, 2013 and 2012, and net charge-offs recorded during the period in which the modification occurred. The table below includes loans that were initially classified as TDRs during the period and also loans that had previously been classified as TDRs and were modified again during the period.
Commercial – TDRs Entered into During 2014, 2013 and 2012
	December 31, 2014						2014
(Dollars in millions)	Unpaid Principal Balance			Carrying Value			Net Charge-offs
U.S. commercial	$	818		$	785		$	49
Commercial real estate	346			346			8
Non-U.S. commercial	44			43			—
U.S. small business commercial (1)	3			3			—
Total	$	1,211		$	1,177		$	57
	31-Dec-13						2013
U.S. commercial	$	926		$	910		$	33
Commercial real estate	483			425			3
Non-U.S. commercial	61			44			7
U.S. small business commercial (1)	8			9			1
Total	$	1,478		$	1,388		$	44
	31-Dec-12						2012
U.S. commercial	$	590		$	558		$	34
Commercial real estate	793			721			20
Non-U.S. commercial	90			89			1
U.S. small business commercial (1)	22			22			5
Total	$	1,495		$	1,390		$	60
(1)	U.S. small business commercial TDRs are comprised of renegotiated small business card loans.
A commercial TDR is generally deemed to be in payment default when the loan is 90 days or more past due, including delinquencies that were not resolved as part of the modification. U.S. small business commercial TDRs are deemed to be in payment default during the quarter in which a borrower misses the second of two consecutive payments. Payment defaults are one of the factors considered when projecting future cash flows, along with observable market prices or fair value of collateral when measuring the allowance for loan and lease losses. TDRs that were in payment default had a carrying value of $103 million, $55 million and $130 million for U.S. commercial and $211 million, $128 million and $455 million for commercial real estate at December 31, 2014, 2013 and 2012, respectively.
Purchased Credit-impaired Loans
PCI loans are acquired loans with evidence of credit quality deterioration since origination for which it is probable at purchase date that the Corporation will be unable to collect all contractually required payments. The following table presents PCI loans acquired in connection with the 2013 settlement with FNMA.
Purchased Loans at Acquisition Date
(Dollars in millions)
Contractually required payments including interest	$	8,274
Less: Nonaccretable difference	2,159
Cash flows expected to be collected (1)	6,115
Less: Accretable yield	1,125
Fair value of loans acquired	$	4,990
(1)	Represents undiscounted expected principal and interest cash flows at acquisition.
The table below shows activity for the accretable yield on PCI loans, which includes the Countrywide Financial Corporation (Countrywide) portfolio and loans repurchased in connection with the settlement with FNMA. For more information on the settlement with FNMA, see Note 7 – Representations and Warranties Obligations and Corporate Guarantees. The amount of accretable yield is affected by changes in credit outlooks, including metrics such as default rates and loss severities, prepayment speeds, which can change the amount and period of time over which interest payments are expected to be received, and the interest rates on variable rate loans. The reclassifications from nonaccretable difference during 2014 and 2013 were due to lower expected loss rates and a decrease in forecasted prepayment speeds. Changes in the prepayment assumption affect the expected remaining life of the portfolio which results in a change to the amount of future interest cash flows.
Rollforward of Accretable Yield
(Dollars in millions)
Accretable yield, January 1, 2013	$	4,644
Accretion	(1,194		)
Loans Purchased	1,125
Disposals/transfers	(361		)
Reclassifications from nonaccretable difference	2,480
Accretable yield, December 31, 2013	6,694
Accretion	(1,061		)
Disposals/transfers	(506		)
Reclassifications from nonaccretable difference	481
Accretable yield, December 31, 2014	$	5,608
During 2014, the Corporation sold PCI loans with a carrying value of $1.9 billion, which excludes the related allowance of $317 million. For more information on PCI loans, see Note 1 – Summary of Significant Accounting Principles, and for the carrying value and valuation allowance for PCI loans, see Note 5 – Allowance for Credit Losses.
Loans Held-for-sale
The Corporation had LHFS of $12.8 billion and $11.4 billion at December 31, 2014 and 2013. Cash and non-cash proceeds from sales and paydowns of loans originally classified as LHFS were $40.1 billion, $81.0 billion and $58.0 billion for 2014, 2013 and 2012, respectively. Cash used for originations and purchases of LHFS totaled $40.1 billion, $65.7 billion and $59.5 billion for 2014, 2013 and 2012, respectively.

Allowance_for_Credit_Losses

Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable, Allowance [Abstract]
Allowance for Credit Losses	Allowance for Credit Losses
	The table below summarizes the changes in the allowance for credit losses by portfolio segment for 2014, 2013 and 2012.
		2014
	(Dollars in millions)	Consumer Real Estate			Credit Card			Commercial			Total
					and Other						Allowance
					Consumer
	Allowance for loan and lease losses, January 1	$	8,518		$	4,905		$	4,005		$	17,428
	Loans and leases charged off	(2,219		)	(4,149		)	(658		)	(7,026		)
	Recoveries of loans and leases previously charged off	1,426			871			346			2,643
	Net charge-offs	(793		)	(3,278		)	(312		)	(4,383		)
	Write-offs of PCI loans	(810		)	—			—			(810		)
	Provision for loan and lease losses	(976		)	2,458			749			2,231
	Other (1)	(4		)	(38		)	(5		)	(47		)
	Allowance for loan and lease losses, December 31	5,935			4,047			4,437			14,419
	Reserve for unfunded lending commitments, January 1	—			—			484			484
	Provision for unfunded lending commitments	—			—			44			44
	Reserve for unfunded lending commitments, December 31	—			—			528			528
	Allowance for credit losses, December 31	$	5,935		$	4,047		$	4,965		$	14,947
		2013
	Allowance for loan and lease losses, January 1	$	14,933		$	6,140		$	3,106		$	24,179
	Loans and leases charged off	(3,766		)	(5,495		)	(1,108		)	(10,369		)
	Recoveries of loans and leases previously charged off	879			1,141			452			2,472
	Net charge-offs	(2,887		)	(4,354		)	(656		)	(7,897		)
	Write-offs of PCI loans	(2,336		)	—			—			(2,336		)
	Provision for loan and lease losses	(1,124		)	3,139			1,559			3,574
	Other (1)	(68		)	(20		)	(4		)	(92		)
	Allowance for loan and lease losses, December 31	8,518			4,905			4,005			17,428
	Reserve for unfunded lending commitments, January 1	—			—			513			513
	Provision for unfunded lending commitments	—			—			(18		)	(18		)
	Other	—			—			(11		)	(11		)
	Reserve for unfunded lending commitments, December 31	—			—			484			484
	Allowance for credit losses, December 31	$	8,518		$	4,905		$	4,489		$	17,912
		2012
	Allowance for loan and lease losses, January 1	$	21,079		$	8,569		$	4,135		$	33,783
	Loans and leases charged off	(7,849		)	(7,727		)	(2,096		)	(17,672		)
	Recoveries of loans and leases previously charged off	496			1,519			749			2,764
	Net charge-offs	(7,353		)	(6,208		)	(1,347		)	(14,908		)
	Write-offs of PCI loans	(2,820		)	—			—			(2,820		)
	Provision for loan and lease losses	4,073			3,899			338			8,310
	Other (1)	(46		)	(120		)	(20		)	(186		)
	Allowance for loan and lease losses, December 31	14,933			6,140			3,106			24,179
	Reserve for unfunded lending commitments, January 1	—			—			714			714
	Provision for unfunded lending commitments	—			—			(141		)	(141		)
	Other	—			—			(60		)	(60		)
	Reserve for unfunded lending commitments, December 31	—			—			513			513
	Allowance for credit losses, December 31	$	14,933		$	6,140		$	3,619		$	24,692
	(1)	Primarily represents the net impact of portfolio sales, consolidations and deconsolidations, and foreign currency translation adjustments.
	In 2014, 2013 and 2012, for the PCI loan portfolio, the Corporation recorded a benefit of $31 million, $707 million and $103 million, respectively in the provision for credit losses with a corresponding decrease in the valuation allowance included as part of the allowance for loan and lease losses. Write-offs in the PCI loan portfolio totaled $810 million, $2.3 billion and $2.8 billion with a corresponding decrease in the PCI valuation allowance during 2014, 2013 and 2012, respectively. Write-offs in 2013 included certain PCI loans that were ineligible for the National Mortgage Settlement, but had characteristics similar to the eligible loans and the expectation of future cash proceeds was considered remote. Write-offs of PCI loans in 2012 primarily related to the National Mortgage Settlement. The valuation allowance associated with the PCI loan portfolio was $1.7 billion, $2.5 billion and $5.5 billion at December 31, 2014, 2013 and 2012, respectively.
	The table below presents the allowance and the carrying value of outstanding loans and leases by portfolio segment at December 31, 2014 and 2013.
	Allowance and Carrying Value by Portfolio Segment
		December 31, 2014
	(Dollars in millions)	Consumer Real Estate			Credit Card			Commercial			Total
					and Other
					Consumer
	Impaired loans and troubled debt restructurings (1)
	Allowance for loan and lease losses (2)	$	727		$	339		$	159		$	1,225
	Carrying value (3)	25,628			1,141			2,198			28,967
	Allowance as a percentage of carrying value	2.84		%	29.71		%	7.23		%	4.23		%
	Loans collectively evaluated for impairment
	Allowance for loan and lease losses	$	3,556		$	3,708		$	4,278		$	11,542
	Carrying value (3, 4)	255,525			183,430			384,019			822,974
	Allowance as a percentage of carrying value (4)	1.39		%	2.02		%	1.11		%	1.4		%
	Purchased credit-impaired loans
	Valuation allowance	$	1,652		n/a			n/a			$	1,652
Carrying value gross of valuation allowance	20,769			n/a			n/a			20,769
Valuation allowance as a percentage of carrying value	7.95		%	n/a			n/a			7.95		%
Total
Allowance for loan and lease losses	$	5,935		$	4,047		$	4,437		$	14,419
Carrying value (3, 4)	301,922			184,571			386,217			872,710
Allowance as a percentage of carrying value (4)	1.97		%	2.19		%	1.15		%	1.65		%
	December 31, 2013
Impaired loans and troubled debt restructurings (1)
Allowance for loan and lease losses (2)	$	1,231		$	579		$	277		$	2,087
Carrying value (3)	31,458			2,079			3,048			36,585
Allowance as a percentage of carrying value	3.91		%	27.85		%	9.09		%	5.7		%
Loans collectively evaluated for impairment
Allowance for loan and lease losses	$	4,794		$	4,326		$	3,728		$	12,848
Carrying value (3, 4)	285,015			185,969			385,357			856,341
Allowance as a percentage of carrying value (4)	1.68		%	2.33		%	0.97		%	1.5		%
Purchased credit-impaired loans
Valuation allowance	$	2,493		n/a			n/a			$	2,493
Carrying value gross of valuation allowance	25,265			n/a			n/a			25,265
Valuation allowance as a percentage of carrying value	9.87		%	n/a			n/a			9.87		%
Total
Allowance for loan and lease losses	$	8,518		$	4,905		$	4,005		$	17,428
Carrying value (3, 4)	341,738			188,048			388,405			918,191
Allowance as a percentage of carrying value (4)	2.49		%	2.61		%	1.03		%	1.9		%
(1)	Impaired loans include nonperforming commercial loans and all TDRs, including both commercial and consumer TDRs. Impaired loans exclude nonperforming consumer loans unless they are TDRs, and all consumer and commercial loans accounted for under the fair value option.
(2)	Allowance for loan and lease losses includes $35 million and $36 million related to impaired U.S. small business commercial at December 31, 2014 and 2013.
(3)	Amounts are presented gross of the allowance for loan and lease losses.
(4)	Outstanding loan and lease balances and ratios do not include loans accounted for under the fair value option of $8.7 billion and $10.0 billion at December 31, 2014 and 2013.
n/a =ot applicable

Securitizations_and_Other_Vari

Securitizations and Other Variable Interest Entities	12 Months Ended
	Dec. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Securitizations and Other Variable Interest Entities	Securitizations and Other Variable Interest Entities
	The Corporation utilizes variable interest entities (VIEs) in the ordinary course of business to support its own and its customers’ financing and investing needs. The Corporation routinely securitizes loans and debt securities using VIEs as a source of funding for the Corporation and as a means of transferring the economic risk of the loans or debt securities to third parties. The assets are transferred into a trust or other securitization vehicle such that the assets are legally isolated from the creditors of the Corporation and are not available to satisfy its obligations. These assets can only be used to settle obligations of the trust or other securitization vehicle. The Corporation also administers, structures or invests in other VIEs including CDOs, investment vehicles and other entities. For more information on the Corporation’s utilization of VIEs, see Note 1 – Summary of Significant Accounting Principles.
	The tables in this Note present the assets and liabilities of consolidated and unconsolidated VIEs at December 31, 2014 and 2013, in situations where the Corporation has continuing involvement with transferred assets or if the Corporation otherwise has a variable interest in the VIE. The tables also present the Corporation’s maximum loss exposure at December 31, 2014 and 2013 resulting from its involvement with consolidated VIEs and unconsolidated VIEs in which the Corporation holds a variable interest. The Corporation’s maximum loss exposure is based on the unlikely event that all of the assets in the VIEs become worthless and incorporates not only potential losses associated with assets recorded on the Consolidated Balance Sheet but also potential losses associated with off-balance sheet commitments such as unfunded liquidity commitments and other contractual arrangements. The Corporation’s maximum loss exposure does not include losses previously recognized through write-downs of assets.
	The Corporation invests in asset-backed securities (ABS) issued by third-party VIEs with which it has no other form of involvement. These securities are included in Note 3 – Securities and Note 20 – Fair Value Measurements. In addition, the Corporation uses VIEs such as trust preferred securities trusts in connection with its funding activities. For additional information, see Note 11 – Long-term Debt. The Corporation also uses VIEs in the form of synthetic securitization vehicles to mitigate a portion of the credit risk on its residential mortgage loan portfolio, as described in Note 4 – Outstanding Loans and Leases. The Corporation uses VIEs, such as cash funds managed within Global Wealth & Investment Management (GWIM), to provide investment opportunities for clients. These VIEs, which are not consolidated by the Corporation, are not included in the tables in this Note.
	Except as described below, the Corporation did not provide financial support to consolidated or unconsolidated VIEs during 2014 or 2013 that it was not previously contractually required to provide, nor does it intend to do so.
	Mortgage-related Securitizations
	First-lien Mortgages
	As part of its mortgage banking activities, the Corporation securitizes a portion of the first-lien residential mortgage loans it originates or purchases from third parties, generally in the form of RMBS guaranteed by government-sponsored enterprises, FNMA and FHLMC (collectively the GSEs), or GNMA primarily in the case of FHA-insured and U.S. Department of Veterans Affairs (VA)-guaranteed mortgage loans. Securitization usually occurs in conjunction with or shortly after origination or purchase. In addition, the Corporation may, from time to time, securitize commercial mortgages it originates or purchases from other entities. The Corporation typically services the loans it securitizes. Further, the Corporation may retain beneficial interests in the securitization trusts including senior and subordinate securities and equity tranches issued by the trusts. Except as described below and in Note 7 – Representations and Warranties Obligations and Corporate Guarantees, the Corporation does not provide guarantees or recourse to the securitization trusts other than standard representations and warranties.
	The table below summarizes select information related to first-lien mortgage securitizations for 2014 and 2013.
	First-lien Mortgage Securitizations
		Residential Mortgage
		Agency							Non-agency - Subprime							Commercial Mortgage
	(Dollars in millions)	2014			2013				2014			2013				2014			2013
	Cash proceeds from new securitizations (1)	$	36,905		$	49,888			$	809		$	—			$	5,710		$	5,326
	Gain on securitizations (2)	371			81				49			—				68			119
	(1)	The Corporation transfers residential mortgage loans to securitizations sponsored by the GSEs or GNMA in the normal course of business and receives RMBS in exchange which may then be sold into the market to third-party investors for cash proceeds.
	(2)	Substantially all of the first-lien residential and commercial mortgage loans securitized are initially classified as LHFS and accounted for under the fair value option. As such, gains are recognized on these LHFS prior to securitization. The Corporation recognized $715 million and $2.0 billion of gains, net of hedges, on loans securitized during 2014 and 2013.
	In addition to cash proceeds as reported in the table above, the Corporation received securities with an initial fair value of $5.4 billion and $3.3 billion in connection with first-lien mortgage securitizations in 2014 and 2013. All of these securities were initially classified as Level 2 assets within the fair value hierarchy. During 2014 and 2013, there were no changes to the initial classification.
	The Corporation recognizes consumer MSRs from the sale or securitization of first-lien mortgage loans. Servicing fee and ancillary fee income on consumer mortgage loans serviced, including securitizations where the Corporation has continuing involvement, were $1.8 billion and $2.9 billion in 2014 and 2013. Servicing advances on consumer mortgage loans, including securitizations where the Corporation has continuing involvement, were $10.4 billion and $14.1 billion at December 31, 2014 and 2013. The Corporation may have the option to repurchase delinquent loans out of securitization trusts, which reduces the amount of servicing advances it is required to make. During 2014 and 2013, $5.2 billion and $10.8 billion of loans were repurchased from first-lien securitization trusts primarily as a result of loan delinquencies or to perform modifications. The majority of these loans repurchased were FHA-insured mortgages collateralizing GNMA securities. For more information on MSRs, see Note 23 – Mortgage Servicing Rights.
	The table below summarizes select information related to first-lien mortgage securitization trusts in which the Corporation held a variable interest at December 31, 2014 and 2013.
	First-lien Mortgage VIEs
		Residential Mortgage
									Non-agency
		Agency							Prime							Subprime						Alt-A				Commercial Mortgage
		December 31							December 31																	December 31
	(Dollars in millions)	2014			2013				2014			2013				2014			2013			2014		2013		2014		2013
	Unconsolidated VIEs
	Maximum loss exposure (1)	$	14,918		$	21,140			$	1,288		$	1,527			$	3,167		$	591		$	710	$	437	$	352	$	432
	On-balance sheet assets
	Senior securities held (2):
	Trading account assets	$	584		$	650			$	3		$	—			$	14		$	1		$	81	$	3	$	54	$	14
	Debt securities carried at fair value	13,473			19,451				816			988				2,811			220			383		109		76		306
	Held-to-maturity securities	837			1,012				—			—				—			—			—		—		42		—
	Subordinate securities held (2):
	Trading account assets	—			—				—			—				—			8			1		—		58		13
	Debt securities carried at fair value	—			—				12			15				5			6			—		—		58		53
	Held-to-maturity securities	—			—				—			—				—			—			—		—		15		—
	Residual interests held	—			—				10			13				—			—			—		—		22		16
	All other assets (3)	24			27				56			71				1			1			245		325		—		—
	Total retained positions	$	14,918		$	21,140			$	897		$	1,087			$	2,831		$	236		$	710	$	437	$	325	$	402
	Principal balance outstanding (4)	$	397,055		$	437,765			$	20,167		$	25,104			$	32,592		$	36,854		$	50,054	$	56,454	$	20,593	$	19,730
	Consolidated VIEs
	Maximum loss exposure (1)	$	38,345		$	42,420			$	77		$	79			$	206		$	183		$	—	$	—	$	—	$	—
	On-balance sheet assets
	Trading account assets	$	1,538		$	1,640			$	—		$	—			$	30		$	—		$	—	$	—	$	—	$	—
	Loans and leases	36,187			40,316				130			140				768			803			—		—		—		—
	Allowance for loan and lease losses	(2		)	(3		)		—			—				—			—			—		—		—		—
	All other assets	623			474				6			—				15			7			—		—		—		—
	Total assets	$	38,346		$	42,427			$	136		$	140			$	813		$	810		$	—	$	—	$	—	$	—
	On-balance sheet liabilities
	Long-term debt	$	1		$	7			$	56		$	61			$	770		$	803		$	—	$	—	$	—	$	—
	All other liabilities	—			—				3			—				13			7			—		—		—		—
	Total liabilities	$	1		$	7			$	59		$	61			$	783		$	810		$	—	$	—	$	—	$	—
	(1)	Maximum loss exposure excludes the liability for representations and warranties obligations and corporate guarantees and also excludes servicing advances and other servicing rights and obligations. For additional information, see Note 7 – Representations and Warranties Obligations and Corporate Guarantees and Note 23 – Mortgage Servicing Rights.
	(2)	As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2014 and 2013, there were no OTTI losses recorded on those securities classified as AFS debt securities.
	(3)	Not included in the table above are all other assets of $635 million and $1.6 billion, representing the unpaid principal balance of mortgage loans eligible for repurchase from unconsolidated residential mortgage securitization vehicles, principally guaranteed by GNMA, and all other liabilities of $635 million and $1.6 billion, representing the principal amount that would be payable to the securitization vehicles if the Corporation was to exercise the repurchase option, at December 31, 2014 and 2013.
	(4)	Principal balance outstanding includes loans the Corporation transferred with which it has continuing involvement, which may include servicing the loans.
	Home Equity Loans
	The Corporation retains interests in home equity securitization trusts to which it transferred home equity loans. These retained interests include senior and subordinate securities and residual interests. In addition, the Corporation may be obligated to provide subordinate funding to the trusts during a rapid amortization event. The Corporation typically services the loans in the trusts. Except as described below and in Note 7 – Representations and Warranties Obligations and Corporate Guarantees, the Corporation does not provide guarantees or recourse to the securitization trusts other than standard representations and warranties. There were no securitizations of home equity loans during 2014 and 2013, and all of the home equity trusts that hold revolving home equity lines of credit (HELOCs) have entered the rapid amortization phase.
	The table below summarizes select information related to home equity loan securitization trusts in which the Corporation held a variable interest at December 31, 2014 and 2013.
	Home Equity Loan VIEs
		December 31
		2014												2013
	(Dollars in millions)	Consolidated				Unconsolidated				Total				Consolidated				Unconsolidated			Total
VIEs			VIEs			VIEs								VIEs
Maximum loss exposure (1)	$	991			$	5,224			$	6,215			$	1,269			$	6,217		$	7,486
On-balance sheet assets
Trading account assets	$	—			$	14			$	14			$	—			$	12		$	12
Debt securities carried at fair value	—				39				39				—				25			25
Loans and leases	1,014				—				1,014				1,329				—			1,329
Allowance for loan and lease losses	(56		)		—				(56		)		(80		)		—			(80		)
All other assets	33				—				33				20				—			20
Total	$	991			$	53			$	1,044			$	1,269			$	37		$	1,306
On-balance sheet liabilities
Long-term debt	$	1,076			$	—			$	1,076			$	1,450			$	—		$	1,450
All other liabilities	—				—				—				90				—			90
Total	$	1,076			$	—			$	1,076			$	1,540			$	—		$	1,540
Principal balance outstanding	$	1,014			$	6,362			$	7,376			$	1,329			$	7,542		$	8,871
(1)	For unconsolidated VIEs, the maximum loss exposure includes outstanding trust certificates issued by trusts in rapid amortization, net of recorded reserves, and excludes the liability for representations and warranties obligations and corporate guarantees.
The maximum loss exposure in the table above includes the Corporation’s obligation to provide subordinated funding to the consolidated and unconsolidated home equity loan securitizations that have entered a rapid amortization period. During this period, cash payments from borrowers are accumulated to repay outstanding debt securities and the Corporation continues to make advances to borrowers when they draw on their lines of credit. At December 31, 2014 and 2013, home equity loan securitizations in rapid amortization for which the Corporation has a subordinated funding obligation, including both consolidated and unconsolidated trusts, had $6.3 billion and $7.6 billion of trust certificates outstanding. This amount is significantly greater than the amount the Corporation expects to fund. The charges that will ultimately be recorded as a result of the rapid amortization events depend on the undrawn available credit on the home equity lines, which totaled $39 million and $82 million at December 31, 2014 and 2013, as well as performance of the loans, the amount of subsequent draws and the timing of related cash flows.
During 2013, the Corporation transferred servicing for consolidated home equity securitization trusts with total assets of $475 million and total liabilities of $616 million to a third party. As the Corporation no longer services the underlying loans, these trusts were deconsolidated, resulting in a gain of $141 million that was recorded in other income (loss) in the Consolidated Statement of Income.
Credit Card Securitizations
The Corporation securitizes originated and purchased credit card loans. The Corporation’s continuing involvement with the U.S. securitization trust includes servicing the receivables, retaining an undivided interest (seller’s interest) in the receivables, and holding certain retained interests including senior and subordinate securities, subordinate interests in accrued interest and fees on the securitized receivables, and cash reserve accounts. The seller’s interest in the U.S. trust, which is pari passu to the investors’ interest, is classified in loans and leases. All debt issued from the U.K. securitization trust has matured and the credit card receivables were reconveyed to the Corporation during 2014.
The table below summarizes select information related to consolidated credit card securitization trusts in which the Corporation held a variable interest at December 31, 2014 and 2013.
Credit Card VIEs
	December 31
(Dollars in millions)	2014				2013
Consolidated VIEs
Maximum loss exposure	$	43,139			$	49,621
On-balance sheet assets
Derivative assets	$	1			$	182
Loans and leases (1)	53,068				61,241
Allowance for loan and lease losses	(1,904		)		(2,585		)
Loans held-for-sale	—				386
All other assets (2)	391				2,281
Total	$	51,556			$	61,505
On-balance sheet liabilities
Long-term debt	$	8,401			$	11,822
All other liabilities	16				62
Total	$	8,417			$	11,884
(1)	At December 31, 2014 and 2013, loans and leases included $36.9 billion and $41.2 billion of seller’s interest.
(2)	At December 31, 2014 and 2013, all other assets included restricted cash, certain short-term investments, and unbilled accrued interest and fees.
During 2014, $4.1 billion of new senior debt securities were issued to third-party investors from the U.S. credit card securitization trust and none were issued during 2013.
The Corporation held subordinate securities issued by credit card securitization trusts with a notional principal amount of $7.4 billion and $7.9 billion at December 31, 2014 and 2013. These securities serve as a form of credit enhancement to the senior debt securities and have a stated interest rate of zero percent. There were $662 million of these subordinate securities issued during 2014 and none issued during 2013.
Other Asset-backed Securitizations
Other asset-backed securitizations include resecuritization trusts, municipal bond trusts, and automobile and other securitization trusts. The table below summarizes select information related to other asset-backed securitizations in which the Corporation held a variable interest at December 31, 2014 and 2013.
Other Asset-backed VIEs
	Resecuritization Trusts								Municipal Bond Trusts								Automobile and Other
																	Securitization Trusts
	December 31								December 31								December 31
(Dollars in millions)	2014				2013				2014				2013				2014			2013
Unconsolidated VIEs
Maximum loss exposure	$	8,569			$	11,913			$	2,100			$	2,192			$	77		$	81
On-balance sheet assets
Senior securities held (1, 2):
Trading account assets	$	767			$	971			$	25			$	53			$	6		$	1
Debt securities carried at fair value	6,945				10,866				—				—				61			70
Held-to-maturity securities	740				—				—				—				—			—
Subordinate securities held (1, 2):
Trading account assets	37				—				—				—				—			—
Debt securities carried at fair value	73				71				—				—				—			—
Residual interests held (3)	7				5				—				—				—			—
All other assets	—				—				—				—				10			10
Total retained positions	$	8,569			$	11,913			$	25			$	53			$	77		$	81
Total assets of VIEs (4)	$	28,065			$	40,924			$	3,314			$	3,643			$	1,276		$	1,788
Consolidated VIEs
Maximum loss exposure	$	654			$	164			$	2,440			$	2,667			$	92		$	94
On-balance sheet assets
Trading account assets	$	1,295			$	319			$	2,452			$	2,684			$	—		$	—
Loans and leases	—				—				—				—				—			680
Loans held-for-sale	—				—				—				—				555			—
All other assets	—				—				—				—				54			61
Total assets	$	1,295			$	319			$	2,452			$	2,684			$	609		$	741
On-balance sheet liabilities
Short-term borrowings	$	—			$	—			$	1,032			$	1,073			$	—		$	—
Long-term debt	641				155				12				17				516			646
All other liabilities	—				—				—				—				1			1
Total liabilities	$	641			$	155			$	1,044			$	1,090			$	517		$	647
(1)	As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2014 and 2013, there were no OTTI losses recorded on those securities classified as AFS debt securities.
(2)	The retained senior and subordinate securities were valued using quoted market prices or observable market inputs (Level 2 of the fair value hierarchy).
(3)	The retained residual interests are carried at fair value which was derived using model valuations (Level 2 of the fair value hierarchy).
(4)	Total assets include loans the Corporation transferred with which the Corporation has continuing involvement, which may include servicing the loan.
Resecuritization Trusts
The Corporation transfers existing securities, typically MBS, into resecuritization vehicles at the request of customers seeking securities with specific characteristics. The Corporation may also resecuritize securities within its investment portfolio for purposes of improving liquidity and capital, and managing credit or interest rate risk. Generally, there are no significant ongoing activities performed in a resecuritization trust and no single investor has the unilateral ability to liquidate the trust.
The Corporation resecuritized $14.4 billion and $26.5 billion of securities in 2014 and 2013. Resecuritizations in 2014 included $1.5 billion of AFS securities, and gains on sale of $71 million were recorded. Other securities transferred into resecuritization vehicles during 2014 and 2013 were classified as trading account assets. As such, changes in fair value were recorded in trading account profits prior to the resecuritization and no gain or loss on sale was recorded.
Municipal Bond Trusts
The Corporation administers municipal bond trusts that hold highly-rated, long-term, fixed-rate municipal bonds. The trusts obtain financing by issuing floating-rate trust certificates that reprice on a weekly or other short-term basis to third-party investors. The Corporation may transfer assets into the trusts and may also serve as remarketing agent and/or liquidity provider for the trusts. The floating-rate investors have the right to tender the certificates at specified dates. Should the Corporation be unable to remarket the tendered certificates, it may be obligated to purchase them at par under standby liquidity facilities. The Corporation also provides credit enhancement to investors in certain municipal bond trusts whereby the Corporation guarantees the payment of interest and principal on floating-rate certificates issued by these trusts in the event of default by the issuer of the underlying municipal bond.
The Corporation’s liquidity commitments to unconsolidated municipal bond trusts, including those for which the Corporation was transferor, totaled $2.1 billion at both December 31, 2014 and 2013. The weighted-average remaining life of bonds held in the trusts at December 31, 2014 was 7.2 years. There were no material write-downs or downgrades of assets or issuers during 2014 and 2013.
Automobile and Other Securitization Trusts
The Corporation transfers automobile and other loans into securitization trusts, typically to improve liquidity or manage credit risk. At December 31, 2014 and 2013, the Corporation serviced assets or otherwise had continuing involvement with automobile and other securitization trusts with outstanding balances of $1.9 billion and $2.5 billion, including trusts collateralized by automobile loans of $400 million and $877 million, student loans of $609 million and $741 million, and other loans of $876 million and $911 million.
Other Variable Interest Entities
The table below summarizes select information related to other VIEs in which the Corporation held a variable interest at December 31, 2014 and 2013.
Other VIEs
	December 31
	2014												2013
(Dollars in millions)	Consolidated				Unconsolidated				Total				Consolidated				Unconsolidated			Total
Maximum loss exposure	$	7,981			$	12,391			$	20,372			$	9,716			$	12,523		$	22,239
On-balance sheet assets
Trading account assets	$	1,575			$	355			$	1,930			$	3,769			$	1,420		$	5,189
Derivative assets	5				284				289				3				739			742
Debt securities carried at fair value	—				483				483				—				1,944			1,944
Loans and leases	4,020				2,693				6,713				4,609				270			4,879
Allowance for loan and lease losses	(6		)		—				(6		)		(6		)		—			(6		)
Loans held-for-sale	1,267				814				2,081				998				85			1,083
All other assets	1,641				6,374				8,015				1,734				6,167			7,901
Total	$	8,502			$	11,003			$	19,505			$	11,107			$	10,625		$	21,732
On-balance sheet liabilities
Short-term borrowings	$	—			$	—			$	—			$	77			$	—		$	77
Long-term debt (1)	1,834				—				1,834				4,487				—			4,487
All other liabilities	105				2,643				2,748				93				2,538			2,631
Total	$	1,939			$	2,643			$	4,582			$	4,657			$	2,538		$	7,195
Total assets of VIEs	$	8,502			$	41,467			$	49,969			$	11,107			$	38,505		$	49,612
(1)	Includes $584 million, $0 and $780 million of long-term debt at December 31, 2014 and $1.2 billion, $1.3 billion and $780 million of long-term debt at December 31, 2013 issued by consolidated customer vehicles, CDO vehicles and investment vehicles, respectively, which has recourse to the general credit of the Corporation.
Customer Vehicles
Customer vehicles include credit-linked, equity-linked and commodity-linked note vehicles, repackaging vehicles, and asset acquisition vehicles, which are typically created on behalf of customers who wish to obtain market or credit exposure to a specific company, index, commodity or financial instrument. The Corporation may transfer assets to and invest in securities issued by these vehicles. The Corporation typically enters into credit, equity, interest rate, commodity or foreign currency derivatives to synthetically create or alter the investment profile of the issued securities.
The Corporation’s maximum loss exposure to consolidated and unconsolidated customer vehicles totaled $4.7 billion and $5.9 billion at December 31, 2014 and 2013, including the notional amount of derivatives to which the Corporation is a counterparty, net of losses previously recorded, and the Corporation’s investment, if any, in securities issued by the vehicles. The maximum loss exposure has not been reduced to reflect the benefit of offsetting swaps with the customers or collateral arrangements. The Corporation also had liquidity commitments, including written put options and collateral value guarantees, with certain unconsolidated vehicles of $658 million and $748 million at December 31, 2014 and 2013, that are included in the table above.
Collateralized Debt Obligation Vehicles
The Corporation receives fees for structuring CDO vehicles, which hold diversified pools of fixed-income securities, typically corporate debt or ABS, which they fund by issuing multiple tranches of debt and equity securities. Synthetic CDOs enter into a portfolio of CDS to synthetically create exposure to fixed-income securities. CLOs, which are a subset of CDOs, hold pools of loans, typically corporate loans. CDOs are typically managed by third-party portfolio managers. The Corporation typically transfers assets to these CDOs, holds securities issued by the CDOs and may be a derivative counterparty to the CDOs, including a CDS counterparty for synthetic CDOs. The Corporation has also entered into total return swaps with certain CDOs whereby the Corporation absorbs the economic returns generated by specified assets held by the CDO.
The Corporation’s maximum loss exposure to consolidated and unconsolidated CDOs totaled $780 million and $2.1 billion at December 31, 2014 and 2013. This exposure is calculated on a gross basis and does not reflect any benefit from insurance purchased from third parties.
At December 31, 2014, the Corporation had $1.2 billion of aggregate liquidity exposure, included in the Other VIEs table net of previously recorded losses, to unconsolidated CDOs which hold senior CDO debt securities or other debt securities on the Corporation’s behalf. For additional information, see Note 12 – Commitments and Contingencies.
Investment Vehicles
The Corporation sponsors, invests in or provides financing, which may be in connection with the sale of assets, to a variety of investment vehicles that hold loans, real estate, debt securities or other financial instruments and are designed to provide the desired investment profile to investors or the Corporation. At December 31, 2014 and 2013, the Corporation’s consolidated investment vehicles had total assets of $1.1 billion and $1.2 billion. The Corporation also held investments in unconsolidated vehicles with total assets of $11.2 billion and $5.5 billion at December 31, 2014 and 2013. The Corporation’s maximum loss exposure associated with both consolidated and unconsolidated investment vehicles totaled $5.1 billion and $4.2 billion at December 31, 2014 and 2013 comprised primarily of on-balance sheet assets less non-recourse liabilities.
The Corporation transferred servicing advance receivables to independent third parties in connection with the sale of MSRs. Portions of the receivables were transferred into unconsolidated securitization trusts. The Corporation retained senior interests in such receivables with a maximum loss exposure and funding obligation of $660 million and $2.5 billion, including a funded balance of $431 million and $1.9 billion at December 31, 2014 and 2013, which were classified in other debt securities carried at fair value.
Leveraged Lease Trusts
The Corporation’s net investment in consolidated leveraged lease trusts totaled $3.3 billion and $3.8 billion at December 31, 2014 and 2013. The trusts hold long-lived equipment such as rail cars, power generation and distribution equipment, and commercial aircraft. The Corporation structures the trusts and holds a significant residual interest. The net investment represents the Corporation’s maximum loss exposure to the trusts in the unlikely event that the leveraged lease investments become worthless. Debt issued by the leveraged lease trusts is non-recourse to the Corporation.
Real Estate Vehicles
The Corporation held investments in unconsolidated real estate vehicles of $6.2 billion and $5.8 billion at December 31, 2014 and 2013, which primarily consisted of investments in unconsolidated limited partnerships that finance the construction and rehabilitation of affordable rental housing and commercial real estate. An unrelated third party is typically the general partner and has control over the significant activities of the partnership. The Corporation earns a return primarily through the receipt of tax credits allocated to the real estate projects. The Corporation’s risk of loss is mitigated by policies requiring that the project qualify for the expected tax credits prior to making its investment. The Corporation may from time to time be asked to invest additional amounts to support a troubled project. Such additional investments have not been and are not expected to be significant.
Other Asset-backed Financing Arrangements
The Corporation transferred pools of financial assets to certain independent third parties and provided financing for up to 75 percent of the purchase price under asset-backed financing arrangements. At December 31, 2014 and 2013, the Corporation’s maximum loss exposure under these financing arrangements was $77 million and $1.1 billion, substantially all of which is classified in loans and leases. All principal and interest payments have been received when due in accordance with their contractual terms. These arrangements are not included in the Other VIEs table because the purchasers are not VIEs.

Representations_and_Warranties

Representations and Warranties Obligations and Corporate Guarantees	12 Months Ended
	Dec. 31, 2014
Representations and Warranties Obligations and Corporate Guarantees [Abstract]
Representations and Warranties Obligations and Corporate Guarantees	Representations and Warranties Obligations and Corporate Guarantees
	Background
	The Corporation securitizes first-lien residential mortgage loans generally in the form of RMBS guaranteed by the GSEs or by GNMA in the case of FHA-insured, VA-guaranteed and Rural Housing Service-guaranteed mortgage loans, and sells pools of first-lien residential mortgage loans in the form of whole loans. In addition, in prior years, legacy companies and certain subsidiaries sold pools of first-lien residential mortgage loans and home equity loans as private-label securitizations (in certain of these securitizations, monoline insurers or other financial guarantee providers insured all or some of the securities) or in the form of whole loans. In connection with these transactions, the Corporation or certain of its subsidiaries or legacy companies make or have made various representations and warranties. These representations and warranties, as set forth in the agreements, related to, among other things, the ownership of the loan, the validity of the lien securing the loan, the absence of delinquent taxes or liens against the property securing the loan, the process used to select the loan for inclusion in a transaction, the loan’s compliance with any applicable loan criteria, including underwriting standards, and the loan’s compliance with applicable federal, state and local laws. Breaches of these representations and warranties have resulted in and may continue to result in the requirement to repurchase mortgage loans or to otherwise make whole or provide other remedies to the GSEs, U.S. Department of Housing and Urban Development (HUD) with respect to FHA-insured loans, VA, whole-loan investors, securitization trusts, monoline insurers or other financial guarantors (collectively, repurchases). In all such cases, subsequent to repurchasing the loan, the Corporation would be exposed to any credit loss on the repurchased mortgage loans after accounting for any mortgage insurance (MI) or mortgage guarantee payments that it may receive.
	Subject to the requirements and limitations of the applicable sales and securitization agreements, these representations and warranties can be enforced by the GSEs, HUD, VA, the whole-loan investor, the securitization trustee or others as governed by the applicable agreement or, in certain first-lien and home equity securitizations where monoline insurers or other financial guarantee providers have insured all or some of the securities issued, by the monoline insurer or other financial guarantor, where the contract so provides. In the case of private-label securitizations, the applicable agreements may permit investors, which may include the GSEs, with sufficient holdings to direct or influence action by the securitization trustee. In the case of loans sold to parties other than the GSEs or GNMA, the Corporation believes the contractual liability to repurchase typically arises only if there is a breach of the representations and warranties that materially and adversely affects the interest of the investor, or investors, or of the monoline insurer or other financial guarantor (as applicable) in the loan. Contracts with the GSEs do not contain equivalent language. Currently, the volume of unresolved repurchase claims from the FHA and VA for loans in GNMA-guaranteed securities is not significant because the claims are typically resolved promptly. The Corporation believes that the longer a loan performs prior to default, the less likely it is that an alleged underwriting breach of representations and warranties would have a material impact on the loan’s performance.
	The estimate of the liability for representations and warranties exposures and the corresponding estimated range of possible loss is based upon currently available information, significant judgment, and a number of factors and assumptions, including those discussed in Liability for Representations and Warranties and Corporate Guarantees in this Note, that are subject to change. Changes to any one of these factors could significantly impact the estimate of the liability and could have a material adverse impact on the Corporation’s results of operations for any particular period. Given that these factors vary by counterparty, the Corporation analyzes representations and warranties obligations based on the specific counterparty, or type of counterparty, with whom the sale was made.
	Settlement Actions
	The Corporation has vigorously contested any request for repurchase when it concludes that a valid basis for repurchase does not exist and will continue to do so in the future. However, in an effort to resolve these legacy mortgage-related issues, the Corporation has reached bulk settlements, including various settlements with the GSEs, including settlement amounts which have been significant, with counterparties in lieu of a loan-by-loan review process. The Corporation may reach other settlements in the future if opportunities arise on terms it believes to be advantageous. However, there can be no assurance that the Corporation will reach future settlements or, if it does, that the terms of past settlements can be relied upon to predict the terms of future settlements. These bulk settlements generally did not cover all transactions with the relevant counterparties or all potential claims that may arise, including in some instances securities law, fraud and servicing claims. The Corporation’s liability in connection with the transactions and claims not covered by these settlements could be material to the Corporation’s results of operations or cash flows for any particular reporting period. The following provides a summary of the larger bulk settlement actions during the past few years.
	FHFA Settlement
	On March 25, 2014, the Corporation entered into a settlement with the Federal Housing Finance Agency (FHFA) as conservator of FNMA and Freddie Mac (FHLMC) to resolve (1) all outstanding RMBS litigation between FHFA, FNMA and FHLMC, and the Corporation and its affiliates, and (2) other legacy contract claims related to representations and warranties (collectively, the FHFA Settlement). In connection with the FHFA Settlement, on April 1, 2014, the Corporation paid FNMA and FHLMC, collectively $9.5 billion and received from them RMBS with a fair market value of approximately $3.2 billion, for a net cost of $6.3 billion.
	Freddie Mac Settlement
	On November 27, 2013, the Corporation entered into an agreement with FHLMC under which the Corporation paid FHLMC a total of $391 million to resolve all outstanding and potential mortgage repurchase and make-whole claims arising out of any alleged breach of selling representations and warranties related to loans that had been sold directly to FHLMC by entities related to Bank of America, N.A. from January 1, 2000 to December 31, 2009, subject to certain exceptions which the Corporation does not expect to be material, and to compensate FHLMC for certain past losses and potential future losses relating to denials, rescissions and cancellations of MI.
	Fannie Mae Settlement
	On January 6, 2013, the Corporation entered into an agreement with FNMA to resolve substantially all outstanding and potential repurchase and certain other claims related to the origination, sale and delivery of residential mortgage loans originated from January 1, 2000 through December 31, 2008 and sold directly to FNMA by entities related to Countrywide and BANA.
	This agreement covers loans with an aggregate original principal balance of approximately $1.4 trillion and an aggregate outstanding principal balance of approximately $300 billion. Unresolved repurchase claims submitted by FNMA for alleged breaches of selling representations and warranties with respect to these loans totaled $12.2 billion of unpaid principal balance at December 31, 2012. This agreement extinguished substantially all of those unresolved repurchase claims, as well as any future representations and warranties repurchase claims associated with such loans, subject to certain exceptions which the Corporation does not expect to be material.
	In January 2013, the Corporation made a cash payment to FNMA of $3.6 billion and also repurchased for $6.6 billion certain residential mortgage loans that had previously been sold to FNMA, which the Corporation has valued at less than the purchase price.
	This agreement also clarified the parties’ obligations with respect to MI including establishing timeframes for certain payments and other actions, setting parameters for potential bulk settlements and providing for cooperation in future dealings with mortgage insurers. For additional information, see Open Mortgage Insurance Rescission Notices in this Note.
	In addition, pursuant to a separate agreement, the Corporation settled substantially all of FNMA’s outstanding and future claims for compensatory fees arising out of foreclosure delays through December 31, 2012. Collectively, these agreements are referred to herein as the FNMA Settlement.
	Monoline Settlements
	FGIC Settlement
	On April 7, 2014, the Corporation entered into a settlement with Financial Guaranty Insurance Company (FGIC) for certain second-lien RMBS trusts for which FGIC provided financial guarantee insurance. In addition, on April 11, 2014, separate settlements were entered into with the Bank of New York Mellon (BNY Mellon) as trustee with respect to seven of those trusts; settlements on two additional trusts with BNY Mellon as trustee were entered into on May 15, 2014 and May 28, 2014. The agreements resolved all outstanding litigation between FGIC and the Corporation, as well as outstanding and potential claims by FGIC and the trustee related to alleged representations and warranties breaches and other claims involving certain second-lien RMBS trusts for which FGIC provided financial guarantee insurance. The Corporation made payments totaling $950 million under the FGIC and trust settlements.
	MBIA Settlement
	On May 7, 2013, the Corporation entered into a comprehensive settlement with MBIA Inc. and certain of its affiliates (the MBIA Settlement) which resolved all outstanding litigation between the parties, as well as other claims between the parties, including outstanding and potential claims from MBIA related to alleged representations and warranties breaches and other claims involving certain first- and second-lien RMBS trusts for which MBIA provided financial guarantee insurance, certain of which claims were the subject of litigation. At the time of the settlement, the mortgages (first- and second-lien) in RMBS trusts covered by the MBIA Settlement had an original principal balance of $54.8 billion and an unpaid principal balance of $19.1 billion.
	Under the MBIA Settlement, all pending litigation between the parties was dismissed and each party received a global release of those claims. The Corporation made a settlement payment to MBIA of $1.6 billion in cash and transferred to MBIA approximately $95 million in fair market value of notes issued by MBIA and previously held by the Corporation. In addition, MBIA issued to the Corporation warrants to purchase up to approximately 4.9 percent of MBIA’s currently outstanding common stock, at an exercise price of $9.59 per share, which may be exercised at any time prior to May 2018. In addition, the Corporation provided a senior secured $500 million credit facility to an affiliate of MBIA, which has since been repaid and terminated.
	The parties also terminated various CDS transactions entered into between the Corporation and an MBIA-affiliate, LaCrosse Financial Products, LLC, and guaranteed by MBIA, which constituted all of the outstanding CDS protection agreements purchased by the Corporation from MBIA on commercial mortgage-backed securities. Collectively, those CDS transactions had a notional amount of $7.4 billion and a fair value of $813 million as of March 31, 2013. The parties also terminated certain other trades in order to close out positions between the parties. The termination of these trades did not have a material impact on the Corporation’s financial statements.
	Syncora Settlement
	On July 17, 2012, the Corporation entered into a settlement with a monoline insurer, Syncora Guarantee Inc. and Syncora Holdings, Ltd. (Syncora), to resolve all of Syncora’s outstanding and potential claims related to alleged representations and warranties breaches involving eight first- and six second-lien private-label securitization trusts where it provided financial guarantee insurance. The settlement covered private-label securitization trusts that had an original principal balance of first-lien mortgages of approximately $9.6 billion and second-lien mortgages of approximately $7.7 billion. The settlement provided for a cash payment of $375 million to Syncora and other transactions to terminate certain other relationships among the parties.
	Settlement with the Bank of New York Mellon, as Trustee
	On June 28, 2011, the Corporation, BAC Home Loans Servicing, LP (BAC HLS, which was subsequently merged with and into BANA in July 2011), and its Countrywide affiliates entered into a settlement agreement with BNY Mellon as trustee (the Trustee), to resolve all outstanding and potential claims related to alleged representations and warranties breaches (including repurchase claims), substantially all historical loan servicing claims and certain other historical claims with respect to 525 Countrywide first-lien and five second-lien non-GSE residential mortgage-backed securitization trusts (the Covered Trusts) containing loans principally originated between 2004 and 2008 for which BNY Mellon acts as trustee or indenture trustee (BNY Mellon Settlement). The Covered Trusts had an original principal balance of approximately $424 billion, of which $409 billion was originated between 2004 and 2008, and total outstanding principal and unpaid principal balance of loans that had defaulted (collectively, unpaid principal balance) of approximately $220 billion at June 28, 2011, of which $217 billion was originated between 2004 and 2008. The BNY Mellon Settlement is supported by a group of 22 institutional investors (the Investor Group) and is subject to final court approval and certain other conditions.
	The BNY Mellon Settlement provides for a cash payment of $8.5 billion (the Settlement Payment) to the Trustee for distribution to the Covered Trusts after final court approval of the BNY Mellon Settlement. In addition to the Settlement Payment, the Corporation is obligated to pay attorneys’ fees and costs to the Investor Group’s counsel as well as all fees and expenses incurred by the Trustee related to obtaining final court approval of the BNY Mellon Settlement and certain tax rulings.
	The BNY Mellon Settlement does not cover a small number of Countrywide-issued first-lien non-GSE RMBS transactions with loans originated principally between 2004 and 2008 for various reasons, including for example, six Countrywide-issued first-lien non-GSE RMBS transactions in which BNY Mellon is not the trustee. The BNY Mellon Settlement also does not cover Countrywide-issued second-lien securitization transactions in which a monoline insurer or other financial guarantor provides financial guaranty insurance. In addition, because the settlement is with the Trustee on behalf of the Covered Trusts and releases rights under the governing agreements for the Covered Trusts, the settlement does not release investors’ securities law or fraud claims based upon disclosures made in connection with their decision to purchase, sell or hold securities issued by the Covered Trusts. To date, various investors are pursuing securities law or fraud claims related to one or more of the Covered Trusts. The Corporation is not able to determine whether any additional securities law or fraud claims will be made by investors in the Covered Trusts. For information about mortgage-related securities law or fraud claims, see Litigation and Regulatory Matters in Note 12 – Commitments and Contingencies. For those Covered Trusts where a monoline insurer or other financial guarantor has an independent right to assert repurchase claims directly, the BNY Mellon Settlement does not release such insurer’s or guarantor’s repurchase claims.
	On January 31, 2014, the court issued a decision, order and judgment approving the BNY Mellon Settlement. The court overruled the objections to the settlement, holding that the Trustee, BNY Mellon, acted in good faith, within its discretion and within the bounds of reasonableness in determining that the settlement agreement was in the best interests of the covered trusts. The court declined to approve the Trustee’s conduct only with respect to the Trustee’s consideration of a potential claim that a loan must be repurchased if the servicer modifies its terms. On February 21, 2014, final judgment was entered and the Trustee filed a notice of appeal regarding the court’s ruling on loan modification claims in the settlement. Certain objectors to the settlement filed cross-appeals appealing the court’s approval of the settlement, some of whom subsequently withdrew their objections. All appeals were fully briefed by September 22, 2014, and oral argument was held on October 23, 2014. The court’s January 31, 2014 decision, order and judgment remain subject to these appeals and it is not possible at this time to predict when the court approval process will be completed.
	Although the Corporation is not a party to the proceeding, certain of its rights and obligations under the settlement agreement are conditioned on final court approval of the settlement. There can be no assurance final court approval will be obtained, that all conditions to the BNY Mellon Settlement will be satisfied, or if certain conditions to the BNY Mellon Settlement permitting withdrawal are met, that the Corporation and Countrywide will not withdraw from the settlement.
	If final court approval is not obtained by December 31, 2015, the Corporation and Countrywide may withdraw from the BNY Mellon Settlement, if the Trustee consents. The BNY Mellon Settlement also provides that if Covered Trusts holding loans with an unpaid principal balance exceeding a specified amount are excluded from the final BNY Mellon Settlement, based on investor objections or otherwise, the Corporation and Countrywide have the option to withdraw from the BNY Mellon Settlement pursuant to the terms of the BNY Mellon Settlement agreement. If final court approval is not obtained or if the Corporation and Countrywide withdraw from the BNY Mellon Settlement in accordance with its terms, the Corporation’s future representations and warranties losses could be substantially different from existing accruals and the estimated range of possible loss over existing accruals described under Private-label Securitizations and Whole-loan Sales Experience in this Note.
	Unresolved Repurchase Claims
	Unresolved representations and warranties repurchase claims represent the notional amount of repurchase claims made by counterparties, typically the outstanding principal balance or the unpaid principal balance at the time of default. In the case of first-lien mortgages, the claim amount is often significantly greater than the expected loss amount due to the benefit of collateral and, in some cases, MI or mortgage guarantee payments. Claims received from a counterparty remain outstanding until the underlying loan is repurchased, the claim is rescinded by the counterparty or the representations and warranties claims with respect to the applicable trust are settled, and fully and finally released. When a claim is denied and the Corporation does not receive a response from the counterparty, the claim remains in the unresolved repurchase claims balance until resolution. Certain of the claims the Corporation receives are duplicate claims which represent more than one claim outstanding related to a particular loan, typically as the result of bulk claims submitted without individual file reviews.
	The table below presents unresolved repurchase claims at December 31, 2014 and 2013. The unresolved repurchase claims include only claims where the Corporation believes that the counterparty has the contractual right to submit claims. For additional information, see Private-label Securitizations and Whole-loan Sales Experience in this Note and Note 12 – Commitments and Contingencies.
	Unresolved Repurchase Claims by Counterparty and Product Type
		December 31
	(Dollars in millions)	2014			2013
	By counterparty
	Private-label securitization trustees, whole-loan investors, including third-party securitization sponsors and other (1, 2)	$	24,489		$	17,953
	Monolines (3)	1,546			1,532
	GSEs	59			170
	Total gross (2)	26,094			19,655
	Duplicate claims (4)	(3,248		)	(961		)
	Total unresolved repurchase claims by counterparty, net of duplicate claims	$	22,846		$	18,694
	By product type
	Prime loans	$	587		$	623
	Alt-A	2,397			2,259
	Home equity	2,485			1,905
	Pay option	6,294			5,780
	Subprime	14,121			8,928
	Other	210			160
	Total (2)	26,094			19,655
	Duplicate claims (4)	(3,248		)	(961		)
	Total unresolved repurchase claims by product type, net of duplicate claims	$	22,846		$	18,694
	(1)	The total notional amount of unresolved repurchase claims does not include repurchase claims related to the trusts covered by the BNY Mellon Settlement.
	(2)	Includes $14.1 billion and $13.8 billion of claims based on individual file reviews and $10.4 billion and $4.1 billion of claims submitted without individual file reviews at December 31, 2014 and 2013.
	(3)	At December 31, 2014, substantially all of the unresolved monoline claims are currently the subject of litigation with a single monoline insurer pertain to second-lien loans.
	(4)	Represents more than one claim outstanding related to a particular loan, typically as the result of bulk claims submitted without individual file reviews. The December 31, 2014 amount includes approximately $2.9 billion of duplicate claims related to private-label investors submitted without individual loan file reviews.
	During 2014, the Corporation received $8.1 billion in new repurchase claims, including $6.3 billion of claims submitted without individual loan file reviews and $730 million of claims based on individual loan file reviews submitted by private-label securitization trustees and a financial guarantee provider, $459 million submitted by a monoline insurer, $347 million submitted by the GSEs for both Countrywide and legacy Bank of America originations not covered by the bulk settlements with the GSEs, and $265 million submitted by whole-loan investors. During 2014, $2.0 billion in claims were resolved. Of the claims resolved, $856 million were resolved through settlement, $535 million were resolved through rescissions and $594 million were resolved through mortgage repurchases and make-whole payments to GSEs, private-label securitization trusts and whole-loan investors.
	The continued increase in the notional amount of unresolved repurchase claims during 2014 is primarily due to: (1) continued submission of claims by private-label securitization trustees, (2) the level of detail, support and analysis accompanying such claims, which impacts overall claim quality and, therefore, claims resolution, (3) the lack of an established process to resolve disputes related to these claims, (4) the submission of claims where the Corporation believes the statute of limitations has expired under current law and (5) the submission of duplicate claims, often in multiple submissions, on the same loan. For example, claims submitted without individual file reviews generally lack the level of detail and analysis of individual loans found in other claims that is necessary to support a claim. Absent any settlements, the Corporation expects unresolved repurchase claims related to private-label securitizations to increase as such claims continue to be submitted and there is not an established process for the ultimate resolution of such claims on which there is a disagreement.
	In addition to the unresolved repurchase claims in the Unresolved Repurchase Claims by Counterparty and Product Type table, the Corporation has received notifications pertaining to loans for which the Corporation has not received a repurchase request from sponsors of third-party securitizations with whom the Corporation engaged in whole-loan transactions and that the Corporation may owe indemnity obligations. These notifications totaled $2.0 billion and $737 million at December 31, 2014 and 2013.
	The Corporation also from time to time receives correspondence purporting to raise representations and warranties breach issues from entities that do not have contractual standing or ability to bring such claims. The Corporation believes such communications to be procedurally and/or substantively invalid, and generally does not respond to such correspondence.
The presence of repurchase claims on a given trust, receipt of notices of indemnification obligations and other communication, as discussed above, are all factors that inform the Corporation’s estimated liability for obligations under representations and warranties and the corresponding estimated range of possible loss.
Legacy companies sold $184.5 billion of loans originated between 2004 and 2008 into monoline-insured securitizations. At December 31, 2014 and 2013, for loans originated between 2004 and 2008, the unpaid principal balance of loans related to unresolved monoline repurchase claims was $1.5 billion and $1.5 billion. Substantially all of the remaining unresolved monoline claims pertain to second-lien loans and are currently the subject of litigation with a single monoline insurer. There may be additional claims or file requests in the future.
As a result of various settlements with the GSEs, the Corporation has resolved substantially all outstanding and potential representations and warranties repurchase claims on whole loans sold by legacy Bank of America and Countrywide to FNMA and FHLMC through June 30, 2012 and December 31, 2009, respectively. After these settlements, the Corporation’s exposure to representations and warranties liability for loans originated prior to 2009 and sold to the GSEs is limited to loans with an original principal balance of $18.3 billion and loans with certain defects excluded from the settlements that the Corporation does not believe will be material, such as certain specified violations of the GSEs’ charters, fraud and title defects. As of December 31, 2014, of the $18.3 billion, approximately $15.8 billion in principal has been paid and $956 million in principal has defaulted or was severely delinquent. The notional amount of unresolved repurchase claims submitted by the GSEs was $48 million related to these vintages.
Liability for Representations and Warranties and Corporate Guarantees
The liability for representations and warranties and corporate guarantees is included in accrued expenses and other liabilities on the Consolidated Balance Sheet and the related provision is included in mortgage banking income in the Consolidated Statement of Income. The liability for representations and warranties is established when those obligations are both probable and reasonably estimable.
The Corporation’s estimated liability at December 31, 2014 for obligations under representations and warranties given to the GSEs and the corresponding estimated range of possible loss considers, and is necessarily dependent on, and limited by, a number of factors, including the Corporation’s experience related to actual defaults, projected future defaults, historical loss experience, estimated home prices and other economic conditions. The methodology also considers such factors as the number of payments made by the borrower prior to default as well as certain other assumptions and judgmental factors.
The Corporation’s estimate of the non-GSE representations and warranties liability and the corresponding estimated range of possible loss at December 31, 2014 considers, among other things, implied repurchase experience based on the BNY Mellon Settlement, adjusted to reflect differences between the Covered Trusts and the remainder of the population of private-label securitizations, and assumes that the conditions to the BNY Mellon Settlement will be met. Since the non-GSE securitization trusts that were included in the BNY Mellon Settlement differ from those that were not included in the BNY Mellon Settlement, the Corporation adjusted the repurchase experience implied in the settlement in order to determine the estimated non-GSE representations and warranties liability and the corresponding estimated range of possible loss. The judgmental adjustments made include consideration of the differences in the mix of products in the subject securitizations, loan originator, likelihood of claims expected, the differences in the number of payments that the borrower has made prior to default and the sponsor of the securitizations. Where relevant, the Corporation also takes into account more recent experience, such as increased claim activity, notification of potential indemnification obligations, its experience with various counterparties, recent court decisions related to the statute of limitations as summarized below and other facts and circumstances, such as bulk settlements, as the Corporation believes appropriate.
A factor that impacts the non-GSE representations and warranties liability and the portion of the estimated range of possible loss corresponding to non-GSE representations and warranties exposures is the likelihood that claims will be presented, which is impacted by a number of factors, including contractual provisions that investors meet certain presentation thresholds under the non-GSE securitization agreements. A securitization trustee may investigate or demand repurchase on its own action, and most agreements contain a presentation threshold, for example 25 percent of the voting rights per trust, that allows investors to declare a servicing event of default under certain circumstances or to request certain action, such as requesting loan files, that the trustee may choose to accept and follow, exempt from liability, provided the trustee is acting in good faith. If there is an uncured servicing event of default and the trustee fails to bring suit during a 60-day period, then, under most agreements, investors may file suit. In addition to this, most agreements allow investors to direct the securitization trustee to investigate loan files or demand the repurchase of loans if security holders hold a specified percentage, for example, 25 percent, of the voting rights of each tranche of the outstanding securities. However, in certain circumstances the Corporation believes that trustees have presented repurchase claims without requiring investors to meet contractual voting rights thresholds. The population of private-label securitizations included in the BNY Mellon Settlement encompasses almost all Countrywide first-lien private-label securitizations including loans originated principally between 2004 and 2008. For the remainder of the population of private-label securitizations, claimants have come forward on certain securitizations and the Corporation believes it is probable that other claimants may continue to come forward with claims that meet the contractual requirements of other securitizations. Although the Corporation has not recorded any representations and warranties liability for certain potential private-label securitization and whole-loan exposures where the Corporation has had little to no claim activity, or where the applicable statute of limitations has expired, these exposures are included in the estimated range of possible loss. For more information on the representations and warranties liability and the corresponding estimated range of possible loss, see Estimated Range of Possible Loss in this Note.
The table below presents a rollforward of the liability for representations and warranties and corporate guarantees.
Representations and Warranties and Corporate Guarantees
(Dollars in millions)	2014			2013
Liability for representations and warranties and corporate guarantees, January 1	$	13,282		$	19,021
Additions for new sales	8			36
Net reductions	(1,892		)	(6,615		)
Provision	683			840
Liability for representations and warranties and corporate guarantees, December 31	$	12,081		$	13,282
The representations and warranties liability represents the Corporation’s best estimate of probable incurred losses as of December 31, 2014. However, it is reasonably possible that future representations and warranties losses may occur in excess of the amounts recorded for these exposures. Although the Corporation has not recorded any representations and warranties liability for certain potential private-label securitization and whole-loan exposures where it has had little to no claim activity or where the applicable statute of limitations has expired, these exposures are included in the estimated range of possible loss.
Government-sponsored Enterprises Experience
Settlements with the GSEs have resolved substantially all outstanding and potential mortgage repurchase and make-whole claims relating to the origination, sale and delivery of residential mortgage loans that were sold directly to FNMA through June 30, 2012 and to FHLMC through December 31, 2009, subject to certain exclusions, which the Corporation does not expect will be material.
Private-label Securitizations and Whole-loan Sales Experience
In private-label securitizations, the applicable contracts contain provisions that investors meet certain presentation thresholds to direct a trustee to assert repurchase claims. However, in certain circumstances, the Corporation believes that trustees have presented repurchase claims without requiring investors to meet contractual voting rights thresholds. Continued high levels of new private-label claims are primarily the result of repurchase requests received from trustees for private-label securitization transactions not included in the BNY Mellon Settlement.
A December 2013 decision by the New York intermediate appellate court held that, under New York law, which governs many RMBS trusts, the six-year statute of limitations starts to run at the time the representations and warranties are made, not the date when the repurchase demand was denied. That decision has been applied by the state and federal courts in several RMBS lawsuits in which the Corporation is not a party, resulting in the dismissal as untimely of claims involving representations and warranties made more than six years prior to the initiation of the lawsuit. Unless overturned by New York’s highest appellate court, which has taken the case for review, this decision would apply to representations and warranties claims and lawsuits brought against the Corporation where New York law governs. A significant amount of representations and warranties claims and/or lawsuits the Corporation has received or may receive involve representations and warranties claims where the statute of limitations has expired under this ruling and has not been tolled by agreement and which the Corporation therefore believes would be untimely. The Corporation believes this ruling may have had an influence on requests for tolling agreements and the pace of lawsuits filed by private-label securitization trustees prior to the expiration of the statute of limitations. In addition, it is possible that in response to the statute of limitations rulings, parties seeking to pursue representations and warranties claims and/or lawsuits with respect to trusts where the statute of limitations for representations and warranties claims against the sponsor and/or issuer has run, may pursue alternate legal theories of recovery and/or assert claims against other contractual parties. For example, in 2014, institutional investors filed lawsuits against trustees alleging failure to pursue representations and warranties claims and servicer defaults based upon alleged contractual, statutory and tort theories of liability. The impact on the Corporation, if any, of such alternative legal theories or assertions is unclear.
The private-label securitization agreements generally require that counterparties have the ability to both assert a representations and warranties claim and to actually prove that a loan has an actionable defect under the applicable contracts. While the Corporation believes the agreements for private-label securitizations generally contain less rigorous representations and warranties and place higher burdens on claimants seeking repurchases than the express provisions of comparable agreements with the GSEs, without regard to any variations that may have arisen as a result of dealings with the GSEs, the agreements generally include a representation that underwriting practices were prudent and customary. In the case of private-label securitization trustees and third-party sponsors, there is currently no established process in place for the parties to reach a conclusion on an individual loan if there is a disagreement on the resolution of the claim. Private-label securitization investors generally do not have the contractual right to demand repurchase of loans directly or the right to access loan files directly. For more information on repurchase demands, see Unresolved Repurchase Claims in this Note.
Certain whole-loan investors have engaged with the Corporation in a consistent repurchase process and the Corporation has used that and other experience to record a liability related to existing and future claims from such counterparties. The BNY Mellon Settlement and subsequent activity with certain counterparties led to the determination that the Corporation had sufficient experience to record a liability related to its exposure on certain private-label securitizations, including certain private-label securitizations sponsored by third-party whole-loan investors, however, it did not provide sufficient experience to record a liability related to other private-label securitizations sponsored by third-party whole-loan investors. As it relates to the other private-label securitizations sponsored by third-party whole-loan investors and certain other whole-loan sales, as well as certain private-label securitizations impacted by recent court rulings on the statute of limitations, it is not possible to determine whether a loss has occurred or is probable and, therefore, no representations and warranties liability has been recorded in connection with these transactions. The Corporation’s estimated range of possible loss related to representations and warranties exposures as of December 31, 2014 included possible losses related to these whole-loan sales and private-label securitizations.
The majority of the repurchase claims that the Corporation has received and resolved outside of those from the GSEs and monolines are from third-party whole-loan investors. The Corporation provided representations and warranties in connection with the sale of whole loans and the whole-loan investors may retain the right to make repurchase claims even when the loans were aggregated with other collateral into private-label securitizations sponsored by the whole-loan investors; in other third-party securitizations, the whole-loan investor’s rights to enforce the representations and warranties were transferred to the securitization trustees. The Corporation reviews properly presented repurchase claims for these whole loans on a loan-by-loan basis. If, after the Corporation’s review, it does not believe a claim is valid, it will deny the claim and generally indicate a reason for the denial. When the whole-loan investor agrees with the Corporation’s denial of the claim, the whole-loan investor may rescind the claim. When there is disagreement as to the resolution of the claim, meaningful dialogue and negotiation between the parties are generally necessary to reach a resolution on an individual claim. Generally, a whole-loan investor is engaged in the repurchase process and the Corporation and the whole-loan investor reach resolution, either through loan-by-loan negotiation or at times, through a bulk settlement. Although the timeline for resolution varies, if the Corporation agrees that there is a breach that meets contractual requirements for repurchase, the claim is generally resolved promptly. When a claim has been denied and the Corporation does not hear from the counterparty for six months, the Corporation views these claims as inactive; however, they remain in the outstanding claims balance until resolution.
At December 31, 2014, for loans originated between 2004 and 2008, the notional amount of unresolved repurchase claims submitted by private-label securitization trustees, whole-loan investors, including third-party securitization sponsors, and others was $24.4 billion, including $3.2 billion of duplicate claims primarily submitted without a loan file review. These repurchase claims include claims in the amount of $4.7 billion, net of duplicate claims, where the Corporation believes the statute of limitations has expired under current law. The Corporation has performed an initial review with respect to substantially all of these claims and although the Corporation does not believe a valid basis for repurchase has been established by the claimant, it considers claims activity in the computation of its liability for representations and warranties.
Monoline Insurers Experience
During 2014, the Corporation had limited loan-level representations and warranties repurchase claims experience with the monoline insurers due to settlements with several monoline insurers and ongoing litigation with a single monoline insurer. To the extent the Corporation received repurchase claims from the monolines that were properly presented, it generally reviewed them on a loan-by-loan basis. Where the Corporation agrees that there has been a breach of representations and warranties given by the Corporation or subsidiaries or legacy companies that meets contractual requirements for repurchase, settlement is generally reached as to that loan within 60 to 90 days. For more information related to the monolines, see Note 12 – Commitments and Contingencies.
Open Mortgage Insurance Rescission Notices
In addition to repurchase claims, the Corporation receives notices from mortgage insurance companies of claim denials, cancellations or coverage rescission (collectively, MI rescission notices).
For loans sold to the GSEs or private-label securitization trusts (including those wrapped by the monoline insurers), MI rescission notices may give rise to a claim for breach of representations and warranties, depending on the terms of governing contracts. If the governing contract requires the Corporation to repurchase the affected loan or indemnify the investor for the related loss due to MI rescissions, the Corporation may realize the loss without the benefit of MI. In addition, mortgage insurance companies have in some cases asserted the ability to curtail MI payments as a result of alleged foreclosure delays thus reducing the MI proceeds available to offset the loss on the loan.
In certain settlements with the GSEs, the Corporation has generally agreed to pay the amount of MI coverage to the GSEs for loans that are the subject of MI rescission notices. Depending on the terms of settlement agreements or lack thereof with the mortgage insurance companies, the Corporation may collect only a portion of the amounts paid to the GSEs from the mortgage insurance companies.
The Corporation had approximately 65,000 open MI rescission notices at December 31, 2014 compared to 101,000 at December 31, 2013. The decline results primarily from settlements with certain MI companies that have been approved by the GSEs. Open MI rescission notices at December 31, 2014 included approximately 17,000 pertaining principally to first-lien mortgages sold to the GSEs and other investors as well as loans held-for-investment. At December 31, 2014, the Corporation also had approximately 48,000 open MI rescission notices pertaining to second-lien mortgages which are implicated in ongoing litigation with a mortgage insurance company where no loan-level review is currently contemplated nor required to preserve the Corporation’s legal rights. In this litigation, the litigating mortgage insurance company is also seeking bulk rescission of certain policies, separate and apart from loan-by-loan denials or rescissions.
Estimated Range of Possible Loss
The Corporation currently estimates that the range of possible loss for representations and warranties exposures could be up to $4 billion over existing accruals at December 31, 2014. The estimated range of possible loss reflects principally non-GSE exposures. It represents a reasonably possible loss, but does not represent a probable loss, and is based on currently available information, significant judgment and a number of assumptions that are subject to change.
The liability for representations and warranties exposures and the corresponding estimated range of possible loss do not consider losses related to servicing (except as such losses are included as potential costs of the BNY Mellon Settlement), including foreclosure and related costs, fraud, indemnity, or claims (including for RMBS) related to securities law or monoline insurance litigations. Losses with respect to one or more of these matters could be material to the Corporation’s results of operations or cash flows for any particular reporting period.
Future provisions and/or ranges of possible loss for representations and warranties may be significantly impacted if actual experiences are different from the Corporation’s assumptions in predictive models, including, without limitation, ultimate resolution of the BNY Mellon Settlement, estimated repurchase rates, estimated MI rescission rates, economic conditions, estimated home prices, consumer and counterparty behavior, the applicable statute of limitations and a variety of other judgmental factors. Adverse developments with respect to one or more of the assumptions underlying the liability for representations and warranties and the corresponding estimated range of possible loss could result in significant increases to future provisions and/or the estimated range of possible loss. Finally, although the Corporation believes that the representations and warranties typically given in non-GSE transactions are less rigorous than those given in GSE transactions, the Corporation does not have significant experience resolving loan-level claims in non-GSE transactions to measure the impact of these differences on the probability that a loan will be required to be repurchased.
Cash Payments
The Loan Repurchases and Indemnification Payments table presents first-lien and home equity loan repurchases and indemnification payments made by the Corporation to reimburse the investor or securitization trust for losses they incurred, and to resolve repurchase claims. Cash paid for loan repurchases includes the unpaid principal balance of the loan plus past due interest. The amount of loss for loan repurchases is reduced by the fair value of the underlying loan collateral. The repurchase of loans and indemnification payments related to first-lien and home equity repurchase claims generally resulted from material breaches of representations and warranties related to the loans’ material compliance with the applicable underwriting standards, including borrower misrepresentation, credit exceptions without sufficient compensating factors and non-compliance with underwriting procedures. The actual representations and warranties made in a sales transaction and the resulting repurchase and indemnification activity can vary by transaction or investor. A direct relationship between the type of defect that causes the breach of representations and warranties and the severity of the realized loss has not been observed. Loan repurchases or indemnification payments related to first-lien residential mortgages primarily involved the GSEs while repurchases or indemnification payments related to home equity loans primarily involved the monoline insurers.
Loan Repurchases and Indemnification Payments (excluding cash payments for settlements)
	December 31
	2014								2013
(Dollars in millions)	Unpaid			Cash Paid			Loss		Unpaid		Cash Paid		Loss
	Principal			for					Principal		for
	Balance			Repurchases					Balance		Repurchases
First-lien
Repurchases	$	211		$	241		$	79	$	746	$	784	$	149
Indemnification payments	624			233			233		661		383		383
Total first-lien	835			474			312		1,407		1,167		532
Home equity, indemnification payments	22			22			22		74		77		77
Total first-lien and home equity	$	857		$	496		$	334	$	1,481	$	1,244	$	609
The amounts in the table above exclude payments made in connection with the FHFA Settlement, the 2013 settlements with FHLMC and FNMA, and amounts paid in monoline settlements during 2014 and 2013, including payments made directly to securitization trusts.

Goodwill_and_Intangible_Assets

Goodwill and Intangible Assets	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Intangible Assets	Goodwill and Intangible Assets
	Goodwill
	The table below presents goodwill balances by business segment at December 31, 2014 and 2013. Effective January 1, 2015, the Corporation changed its basis of presentation related to its business segments. For more information on this realignment, see Note 1 – Summary of Significant Accounting Principles. As part of the realignment, the Corporation moved a portion of the Business Banking business, including $1.6 billion of goodwill, from the former Consumer & Business Banking segment to Global Banking. This business constitutes a new reporting unit, Business Banking Regions, within the Global Banking segment. The remaining portion of the Business Banking business will be evaluated with Deposits as a single reporting unit within Consumer Banking. Prior periods have been reclassified to conform to current period presentation.
	The reporting units utilized for goodwill impairment testing are the operating segments or one level below.
	Goodwill
		31-Dec
	(Dollars in millions)	2014		2013
	Consumer Banking	$	30,125	$	30,123
	Global Wealth & Investment Management	9,698		9,698
	Global Banking	23,923		23,923
	Global Markets	5,197		5,197
	All Other	834		903
	Total goodwill	$	69,777	$	69,844
	For purposes of goodwill impairment testing, the Corporation utilizes allocated equity as a proxy for the carrying value of its reporting units. Allocated equity in the reporting units is comprised of allocated capital plus capital for the portion of goodwill and intangibles specifically assigned to the reporting unit. The goodwill impairment test involves comparing the fair value of each reporting unit with its carrying value, including goodwill, as measured by allocated equity. During 2014, the Corporation made refinements to the amount of capital allocated to each of its businesses based on multiple considerations that included, but were not limited to, risk-weighted assets measured under the Basel 3 Standardized and Advanced approaches, business segment exposures and risk profile, and strategic plans. As a result of this process, in 2014, the Corporation adjusted the amount of capital being allocated to its business segments. This change resulted in a reduction of the unallocated capital, which is reflected in All Other, and an aggregate increase to the amount of capital being allocated to the business segments. An increase in allocated capital in the business segments generally results in a reduction of the excess of the fair value over the carrying value and a reduction to the estimated fair value as a percentage of allocated carrying value for an individual reporting unit.
	Also, certain changes were made to allocated capital to reflect the segment realignment described above. Prior periods have been reclassified to conform to the current period presentation.
	There was no goodwill in LAS at December 31, 2014 and 2013.
	Impairment Tests
	During the three months ended September 30, 2014 and 2013, the Corporation completed its annual goodwill impairment test as of June 30 for all applicable reporting units. Based on the results of the annual goodwill impairment test, the Corporation determined there was no impairment.
	The realignment triggered a test for goodwill impairment, which was performed both immediately before and after the realignment. In performing the goodwill impairment test, the Corporation compared the fair value of the affected reporting units with their carrying value as measured by allocated equity. The fair value of the affected reporting units exceeded their carrying value and, accordingly, no goodwill impairment resulted from the realignment.
	Intangible Assets
	The table below presents the gross carrying value and accumulated amortization for intangible assets at December 31, 2014 and 2013.
	Intangible Assets (1, 2)
		31-Dec
		2014						2013
	(Dollars in millions)	Gross		Accumulated		Net		Gross		Accumulated		Net
		Carrying Value		Amortization		Carrying Value		Carrying Value		Amortization		Carrying Value
	Purchased credit card relationships	$	5,504	$	4,527	$	977	$	6,160	$	4,849	$	1,311
	Core deposit intangibles	1,779		1,382		397		3,592		3,055		537
	Customer relationships	4,025		2,648		1,377		4,025		2,281		1,744
	Affinity relationships	1,565		1,283		282		1,575		1,197		378
	Other intangibles	2,045		466		1,579		2,045		441		1,604
	Total intangible assets	$	14,918	$	10,306	$	4,612	$	17,397	$	11,823	$	5,574
	(1)	Excludes fully amortized intangible assets.
	(2)	At December 31, 2014 and 2013, none of the intangible assets were impaired.
	The table below presents intangible asset amortization expense for 2014, 2013 and 2012.
	Amortization Expense
	(Dollars in millions)	2014		2013		2012
	Purchased credit card and Affinity relationships	$	415	$	475	$	556
	Core deposit intangibles	140		197		254
	Customer relationships	355		371		391
	Other intangibles	26		43		63
	Total amortization expense	$	936	$	1,086	$	1,264
	The table below presents estimated future intangible asset amortization expense at December 31, 2014.
	Estimated Future Amortization Expense
	(Dollars in millions)	2015		2016		2017		2018		2019
	Purchased credit card and Affinity relationships	$	358	$	299	$	239	$	180	$	121
	Core deposit intangibles	122		105		91		80		7
	Customer relationships	340		325		310		302		286
	Other intangibles	16		9		6		3		1
	Total estimated future amortization expense	$	836	$	738	$	646	$	565	$	415

Deposits

Deposits	12 Months Ended
	Dec. 31, 2014
Deposits [Abstract]
Deposits	Deposits
	The Corporation had U.S. certificates of deposit and other U.S. time deposits of $100 thousand or more totaling $32.4 billion and $38.3 billion at December 31, 2014 and 2013. Non-U.S. certificates of deposit and other non-U.S. time deposits of $100 thousand or more totaled $14.0 billion and $26.2 billion at December 31, 2014 and 2013. The table below presents the contractual maturities for time deposits of $100 thousand or more at December 31, 2014.
	Time Deposits of $100 Thousand or More
	(Dollars in millions)	Three Months		Over Three		Thereafter		Total
		or Less		Months to
				Twelve Months
	U.S. certificates of deposit and other time deposits	$	15,327	$	14,134	$	2,948	$	32,409
	Non-U.S. certificates of deposit and other time deposits	12,446		1,308		253		14,007
	The scheduled contractual maturities for total time deposits at December 31, 2014 are presented in the table below.
	Contractual Maturities of Total Time Deposits
	(Dollars in millions)	U.S.		Non-U.S.		Total
	Due in 2015	$	61,439	$	14,165	$	75,604
	Due in 2016	4,119		176		4,295
	Due in 2017	1,532		38		1,570
	Due in 2018	775		—		775
	Due in 2019	830		35		865
	Thereafter	1,734		—		1,734
	Total time deposits	$	70,429	$	14,414	$	84,843

Federal_Funds_Sold_or_Purchase

Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings	12 Months Ended
	Dec. 31, 2014
Federal Funds Sold, Securities Borrowed or Purchased Under Agreements to Resell and Short-term Borrowings [Abstract]
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings	Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings
	The table below presents federal funds sold or purchased, securities financing agreements, which include securities borrowed or purchased under agreements to resell and securities loaned or sold under agreements to repurchase, and short-term borrowings.
		2014					2013						2012
	(Dollars in millions)	Amount		Rate			Amount			Rate			Amount				Rate
	Federal funds sold
	At December 31	$	—	—	%		$	—		—	%		$	600			0.54	%
	Average during year	3		0.9			7			0.69			351				0.43
	Maximum month-end balance during year	12		n/a			35			n/a			600				n/a
	Securities borrowed or purchased under agreements to resell
	At December 31	191,823		0.47			190,328			0.6			219,324				0.92
	Average during year	222,480		0.47			224,324			0.55			235,691				0.64
	Maximum month-end balance during year	240,110		n/a			249,791			n/a			252,985				n/a
	Federal funds purchased
	At December 31	14		—			186			—			1,151				0.17
	Average during year	147		0.05			191			0.06			384				0.11
	Maximum month-end balance during year	213		n/a			195			n/a			1,211				n/a
	Securities loaned or sold under agreements to repurchase
	At December 31	201,263		0.98			197,920			0.92			292,108				1.11
	Average during year	215,645		0.99			257,409			0.81			281,516				0.98
	Maximum month-end balance during year	239,984		n/a			319,608			n/a			319,401				n/a
	Short-term borrowings
	At December 31	31,172		1.47			45,999			1.55			30,731				3.08
	Average during year	41,886		1.08			43,816			1.89			36,500				2.22
	Maximum month-end balance during year	51,409		n/a			48,387			n/a			40,129				n/a
	n/a =ot applicable
	Bank of America, N.A. maintains a global program to offer up to a maximum of $75 billion outstanding at any one time, of bank notes with fixed or floating rates and maturities of at least seven days from the date of issue. Short-term bank notes outstanding under this program totaled $14.6 billion and $15.1 billion at December 31, 2014 and 2013. These short-term bank notes, along with Federal Home Loan Bank (FHLB) advances, U.S. Treasury tax and loan notes, and term federal funds purchased, are included in short-term borrowings on the Consolidated Balance Sheet.
	Offsetting of Securities Financing Agreements
	Substantially all of the Corporation’s repurchase and resale activities are transacted under legally enforceable master repurchase agreements that give the Corporation, in the event of default by the counterparty, the right to liquidate securities held and to offset receivables and payables with the same counterparty. The Corporation offsets repurchase and resale transactions with the same counterparty on the Consolidated Balance Sheet where it has such a legally enforceable master netting agreement and the transactions have the same maturity date.
	Substantially all securities borrowing and lending activities are transacted under legally enforceable master securities lending agreements that give the Corporation, in the event of default by the counterparty, the right to liquidate securities held and to offset receivables and payables with the same counterparty. The Corporation offsets securities borrowing and lending transactions with the same counterparty on the Consolidated Balance Sheet where it has such a legally enforceable master netting agreement and the transactions have the same maturity date.
	The Securities Financing Agreements table presents securities financing agreements included on the Consolidated Balance Sheet in federal funds sold and securities borrowed or purchased under agreements to resell, and in federal funds purchased and securities loaned or sold under agreements to repurchase at December 31, 2014 and 2013. Balances are presented on a gross basis, prior to the application of counterparty netting. Gross assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements. For more information on the offsetting of derivatives, see Note 2 – Derivatives.
	The “Other” amount in the table, which is included on the Consolidated Balance Sheet in accrued expenses and other liabilities, relates to transactions where the Corporation acts as the lender in a securities lending agreement and receives securities that can be pledged or sold as collateral. In these transactions, the Corporation recognizes an asset at fair value, representing the securities received, and a liability, representing the obligation to return those securities.
	Gross assets and liabilities in the table include activity where uncertainty exists as to the enforceability of certain master netting agreements under bankruptcy laws in some countries or industries and, accordingly, these are reported on a gross basis.
	The column titled “Financial Instruments” in the table includes securities collateral received or pledged under repurchase or securities lending agreements where there is a legally enforceable master netting agreement. These amounts are not offset on the Consolidated Balance Sheet, but are shown as a reduction to the net balance sheet amount in this table to derive a net asset or liability. Securities collateral received or pledged where the legal enforceability of the master netting agreements is not certain is not included.
	Securities Financing Agreements
		December 31, 2014
	(Dollars in millions)	Gross Assets/Liabilities		Amounts Offset				Net Balance Sheet Amount			Financial Instruments				Net Assets/Liabilities
	Securities borrowed or purchased under agreements to resell (1)	$	316,567	$	(124,744	)		$	191,823		$	(145,573	)		$	46,250
	Securities loaned or sold under agreements to repurchase	$	326,007	$	(124,744	)		$	201,263		$	(164,306	)		$	36,957
	Other	11,641		—				11,641			(11,641		)		—
	Total	$	337,648	$	(124,744	)		$	212,904		$	(175,947	)		$	36,957
		31-Dec-13
	Securities borrowed or purchased under agreements to resell (1)	$	272,296	$	(81,968	)		$	190,328		$	(157,132	)		$	33,196
	Securities loaned or sold under agreements to repurchase	$	279,888	$	(81,968	)		$	197,920		$	(160,111	)		$	37,809
	Other	10,871		—				10,871			(10,871		)		—
	Total	$	290,759	$	(81,968	)		$	208,791		$	(170,982	)		$	37,809
	(1)	Excludes repurchase activity of $5.6 billion and $4.1 billion reported in Loans and leases at December 31, 2014 and 2013.

Longterm_Debt

Long-term Debt	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Long-term Debt	Long-term Debt
	Long-term debt consists of borrowings having an original maturity of one year or more. The table below presents the balance of long-term debt at December 31, 2014 and 2013, and the related contractual rates and maturity dates as of December 31, 2014.
		December 31
	(Dollars in millions)	2014				2013
	Notes issued by Bank of America Corporation
	Senior notes:
	Fixed, with a weighted-average rate of 4.67%, ranging from 1.25% to 8.83%, due 2015 to 2044	$	113,069			$	109,845
	Floating, with a weighted-average rate of 1.32%, ranging from 0.09% to 4.98%, due 2015 to 2044	14,559				22,268
	Senior structured notes	22,168				30,575
	Subordinated notes:
	Fixed, with a weighted-average rate of 4.91%, ranging from 0.80% to 10.20%, due 2015 to 2038	26,995				22,379
	Floating, with a weighted-average rate of 0.97%, ranging from 0.01% to 3.16%, due 2016 to 2026	1,705				1,798
	Junior subordinated notes (related to trust preferred securities):
	Fixed, with a weighted-average rate of 6.78%, ranging from 5.25% to 8.05%, due 2027 to perpetual	6,722				6,685
	Floating, with a weighted-average rate of 0.92%, ranging from 0.78% to 1.24%, due 2027 to 2056	553				553
	Total notes issued by Bank of America Corporation	185,771				194,103
	Notes issued by Bank of America, N.A. (1)
	Senior notes:
	Fixed, with a weighted-average rate of 1.98%, ranging from 0.08% to 7.72%, due 2015 to 2187	2,893				1,670
	Floating, with a weighted-average rate of 0.60%, ranging from 0.36% to 0.70%, due 2015 to 2041	5,686				3,684
	Subordinated notes:
	Fixed, with a weighted-average rate of 5.68%, ranging from 5.30% to 6.10%, due 2016 to 2036	4,921				4,876
	Floating, with a weighted-average rate of 0.53%, ranging from 0.26% to 0.54%, due 2016 to 2019	1,401				1,401
	Advances from Federal Home Loan Banks:
	Fixed, with a weighted-average rate of 5.34%, ranging from 0.01% to 7.72%, due 2015 to 2034	183				1,441
	Floating, with a weighted-average rate of 0.26%, ranging from 0.24% to 0.30%, due 2015 to 2016	10,500				3,001
	Securitizations and other BANA VIEs	9,882				13,367
	Total notes issued by Bank of America, N.A.	35,466				29,440
	Other debt
	Senior notes:
	Fixed, with a rate of 5.50%, due 2017 to 2021	1				194
	Floating, with a rate of 1.88%, due 2015	21				115
	Structured liabilities	15,971				16,913
	Junior subordinated notes (related to trust preferred securities):
	Fixed, with a weighted-average rate of 7.14%, ranging from 7.00% to 7.28%, perpetual	339				340
	Floating, with a rate of 0.86%, due 2027	66				66
	Nonbank VIEs	3,425				6,081
	Other	2,079				2,422
	Total other debt	21,902				26,131
	Total long-term debt	$	243,139			$	249,674
	(1)	On October 1, 2014, FIA Card Services, N.A. was merged into Bank of America, N.A.
	Bank of America Corporation and Bank of America, N.A. maintain various U.S. and non-U.S. debt programs to offer both senior and subordinated notes. The notes may be denominated in U.S. Dollars or foreign currencies. At December 31, 2014 and 2013, the amount of foreign currency-denominated debt translated into U.S. Dollars included in total long-term debt was $51.9 billion and $73.4 billion. Foreign currency contracts may be used to convert certain foreign currency-denominated debt into U.S. Dollars.
	At December 31, 2014, long-term debt of consolidated VIEs in the table above included debt of credit card, home equity and all other VIEs of $8.4 billion, $1.1 billion and $3.8 billion, respectively. Long-term debt of VIEs is collateralized by the assets of the VIEs. For additional information, see Note 6 – Securitizations and Other Variable Interest Entities.
	The weighted-average effective interest rates for total long-term debt (excluding senior structured notes), total fixed-rate debt and total floating-rate debt were 4.06 percent, 4.65 percent and 0.84 percent, respectively, at December 31, 2014 and 4.37 percent, 5.14 percent and 0.92 percent, respectively, at December 31, 2013. The Corporation’s ALM activities maintain an overall interest rate risk management strategy that incorporates the use of interest rate contracts to manage fluctuations in earnings that are caused by interest rate volatility. The Corporation’s goal is to manage interest rate sensitivity so that movements in interest rates do not significantly adversely affect earnings and capital. The weighted-average rates are the contractual interest rates on the debt and do not reflect the impacts of derivative transactions.
	Certain senior structured notes are accounted for under the fair value option. For more information on these senior structured notes, see Note 21 – Fair Value Option.
	The table below shows the carrying value for aggregate annual contractual maturities of long-term debt as of December 31, 2014. Included in the table are certain structured notes issued by the Corporation that contain provisions whereby the borrowings are redeemable at the option of the holder (put options) at specified dates prior to maturity. Other structured notes have coupon or repayment terms linked to the performance of debt or equity securities, indices, currencies or commodities, and the maturity may be accelerated based on the value of a referenced index or security. In both cases, the Corporation or a subsidiary may be required to settle the obligation for cash or other securities prior to the contractual maturity date. These borrowings are reflected in the table as maturing at their contractual maturity date.
	During 2014, the Corporation had total long-term debt maturities and purchases of $53.7 billion consisting of $33.9 billion for Bank of America Corporation, $8.9 billion for Bank of America, N.A. and $10.9 billion of other debt. During 2013, the Corporation had total long-term debt maturities and purchases of $65.6 billion consisting of $39.3 billion for Bank of America Corporation, $16.0 billion for Bank of America, N.A. and $10.3 billion of other debt. In 2013, in a combination of tender offers, calls and open-market transactions, the Corporation purchased senior and subordinated long-term debt with a carrying value of $9.2 billion and recorded net losses of $59 million in connection with these transactions.
	Long-term Debt by Maturity
	(Dollars in millions)	2015				2016				2017				2018			2019		Thereafter		Total
	Bank of America Corporation
	Senior notes	$	14,905			$	17,373			$	18,935			$	20,006		$	16,206	$	40,203	$	127,628
	Senior structured notes	5,558				2,825				1,791				1,885			1,526		8,583		22,168
	Subordinated notes	1,221				5,074				5,219				2,951			1,580		12,655		28,700
	Junior subordinated notes	—				—				—				—			—		7,275		7,275
	Total Bank of America Corporation	21,684				25,272				25,945				24,842			19,312		68,716		185,771
	Bank of America, N.A. (1)
	Senior notes	777				2,498				5,162				—			19		123		8,579
	Subordinated notes	—				1,069				3,553				—			1		1,699		6,322
	Advances from Federal Home Loan Banks	4,503				6,003				10				10			16		141		10,683
	Securitizations and other Bank VIEs (2)	1,151				1,298				3,554				—			2,450		1,429		9,882
	Total Bank of America, N.A.	6,431				10,868				12,279				10			2,486		3,392		35,466
	Other debt
	Senior notes	21				—				1				—			—		—		22
	Structured liabilities	2,314				2,133				2,296				1,281			1,027		6,920		15,971
Junior subordinated notes	—				—				—				—			—		405		405
Nonbank VIEs (2)	20				348				255				102			27		2,673		3,425
Other	254				927				429				45			4		420		2,079
Total other debt	2,609				3,408				2,981				1,428			1,058		10,418		21,902
Total long-term debt	$	30,724			$	39,548			$	41,205			$	26,280		$	22,856	$	82,526	$	243,139
(1)	On October 1, 2014, FIA Card Services, N.A. was merged into Bank of America, N.A.
(2)	Represents the total long-term debt included in the liabilities of consolidated VIEs on the Consolidated Balance Sheet.
Trust Preferred and Hybrid Securities
Trust preferred securities (Trust Securities) are primarily issued by trust companies (the Trusts) that are not consolidated. These Trust Securities are mandatorily redeemable preferred security obligations of the Trusts. The sole assets of the Trusts generally are junior subordinated deferrable interest notes of the Corporation or its subsidiaries (the Notes). The Trusts generally are 100 percent-owned finance subsidiaries of the Corporation. Obligations associated with the Notes are included in the long-term debt table on page 72.
Certain of the Trust Securities were issued at a discount and may be redeemed prior to maturity at the option of the Corporation. The Trusts generally have invested the proceeds of such Trust Securities in the Notes. Each issue of the Notes has an interest rate equal to the corresponding Trust Securities distribution rate. The Corporation has the right to defer payment of interest on the Notes at any time or from time to time for a period not exceeding five years provided that no extension period may extend beyond the stated maturity of the relevant Notes. During any such extension period, distributions on the Trust Securities will also be deferred and the Corporation’s ability to pay dividends on its common and preferred stock will be restricted.
The Trust Securities generally are subject to mandatory redemption upon repayment of the related Notes at their stated maturity dates or their earlier redemption at a redemption price equal to their liquidation amount plus accrued distributions to the date fixed for redemption and the premium, if any, paid by the Corporation upon concurrent repayment of the related Notes.
Periodic cash payments and payments upon liquidation or redemption with respect to Trust Securities are guaranteed by the Corporation or its subsidiaries to the extent of funds held by the Trusts (the Preferred Securities Guarantee). The Preferred Securities Guarantee, when taken together with the Corporation’s other obligations including its obligations under the Notes, generally will constitute a full and unconditional guarantee, on a subordinated basis, by the Corporation of payments due on the Trust Securities.
In 2013, the Corporation entered into various agreements with certain Trust Securities holders pursuant to which the Corporation paid $933 million in cash in exchange for $934 million aggregate liquidation amount of previously issued Trust Securities. Upon the exchange, the Corporation immediately surrendered the Trust Securities to the unconsolidated Trusts for cancellation, resulting in the cancellation of an equal amount of junior subordinated notes that had a carrying value of $934 million, resulting in an insignificant gain.
The Trust Securities Summary table details the outstanding Trust Securities and the related Notes previously issued which remained outstanding at December 31, 2014. For more information on Trust Securities for regulatory capital purposes, see Note 16 – Regulatory Requirements and Restrictions.
Trust Securities Summary
(Dollars in millions)
			31-Dec-14
Issuer	Issuance Date		Aggregate				Aggregate			Stated Maturity	Per Annum Interest			Interest Payment	Redemption Period
			Principal				Principal			of the Trust Securities	Rate of the Notes			Dates
			Amount				Amount
			of Trust				of the
			Securities				Notes
Bank of America
Capital Trust VI	Mar-05		$	36			$	37		Mar-35	5.63	%		Semi-Annual	Any time
Capital Trust VII (1)	Aug-05		7				7			Aug-35	5.25			Semi-Annual	Any time
Capital Trust VIII	Aug-05		524				540			Aug-35	6			Quarterly	On or after 8/25/10
Capital Trust XI	May-06		658				678			May-36	6.63			Semi-Annual	Any time
Capital Trust XV	May-07		1				1			Jun-56	3-mo. LIBOR +80 bps			Quarterly	On or after 6/01/37
NationsBank
Capital Trust III	Feb-97		131				136			Jan-27	3-mo. LIBOR +55 bps			Quarterly	On or after 1/15/07
BankAmerica
Capital III	Jan-97		103				106			Jan-27	3-mo. LIBOR +57 bps			Quarterly	On or after 1/15/02
Barnett
Capital III	Jan-97		64				66			Feb-27	3-mo. LIBOR +62.5 bps			Quarterly	On or after 2/01/07
Fleet
Capital Trust V	Dec-98		79				82			Dec-28	3-mo. LIBOR +100 bps			Quarterly	On or after 12/18/03
BankBoston
Capital Trust III	Jun-97		53				55			Jun-27	3-mo. LIBOR +75 bps			Quarterly	On or after 6/15/07
Capital Trust IV	Jun-98		102				106			Jun-28	3-mo. LIBOR +60 bps			Quarterly	On or after 6/08/03
MBNA
Capital Trust B	Jan-97		70				73			Feb-27	3-mo. LIBOR +80 bps			Quarterly	On or after 2/01/07
Countrywide
Capital III	Jun-97		200				206			Jun-27	8.05			Semi-Annual	Only under special event
Capital IV	Apr-03		500				515			Apr-33	6.75			Quarterly	On or after 4/11/08
Capital V	Nov-06		1,495				1,496			Nov-36	7			Quarterly	On or after 11/01/11
Merrill Lynch
Preferred Capital Trust III	Jan-98		750				901			Perpetual	7			Quarterly	On or after 3/08
Preferred Capital Trust IV	Jun-98		400				480			Perpetual	7.12			Quarterly	On or after 6/08
Preferred Capital Trust V	Nov-98		850				1,021			Perpetual	7.28			Quarterly	On or after 9/08
Capital Trust I	Dec-06		1,050				1,051			Dec-66	6.45			Quarterly	On or after 12/11
Capital Trust II	May-07		950				951			Jun-67	6.45			Quarterly	On or after 6/12
Capital Trust III	Aug-07		750				751			Sep-67	7.375			Quarterly	On or after 9/12
Total			$	8,773			$	9,259
(1)	Notes are denominated in British Pound. Presentation currency is U.S. Dollar.

Commitments_and_Contingencies

Commitments and Contingencies	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies	Commitments and Contingencies
	In the normal course of business, the Corporation enters into a number of off-balance sheet commitments. These commitments expose the Corporation to varying degrees of credit and market risk and are subject to the same credit and market risk limitation reviews as those instruments recorded on the Consolidated Balance Sheet.
	Credit Extension Commitments
	The Corporation enters into commitments to extend credit such as loan commitments, standby letters of credit (SBLCs) and commercial letters of credit to meet the financing needs of its customers. The table below includes the notional amount of unfunded legally binding lending commitments net of amounts distributed (e.g., syndicated) to other financial institutions of $15.7 billion and $21.9 billion at December 31, 2014 and 2013. At December 31, 2014, the carrying value of these commitments, excluding commitments accounted for under the fair value option, was $546 million, including deferred revenue of $18 million and a reserve for unfunded lending commitments of $528 million. At December 31, 2013, the comparable amounts were $503 million, $19 million and $484 million, respectively. The carrying value of these commitments is classified in accrued expenses and other liabilities on the Consolidated Balance Sheet.
	The table below also includes the notional amount of commitments of $9.9 billion and $13.0 billion at December 31, 2014 and 2013 that are accounted for under the fair value option. However, the table below excludes cumulative net fair value adjustments of $405 million and $354 million on these commitments, which are classified in accrued expenses and other liabilities. For more information regarding the Corporation’s loan commitments accounted for under the fair value option, see Note 21 – Fair Value Option.
	Credit Extension Commitments
		December 31, 2014
	(Dollars in millions)	Expire in One		Expire After One		Expire After Three		Expire After Five		Total
		Year or Less		Year Through		Years Through		Years
				Three Years		Five Years
	Notional amount of credit extension commitments
	Loan commitments	$	79,897	$	97,583	$	146,743	$	18,942	$	343,165
	Home equity lines of credit	6,292		19,679		12,319		15,417		53,707
	Standby letters of credit and financial guarantees (1)	19,259		9,106		4,519		1,807		34,691
	Letters of credit	1,883		157		35		88		2,163
	Legally binding commitments	107,331		126,525		163,616		36,254		433,726
	Credit card lines (2)	363,989		—		—		—		363,989
	Total credit extension commitments	$	471,320	$	126,525	$	163,616	$	36,254	$	797,715
		December 31, 2013
	Notional amount of credit extension commitments
	Loan commitments	$	80,799	$	105,175	$	133,290	$	21,864	$	341,128
	Home equity lines of credit	4,580		16,855		21,074		14,301		56,810
	Standby letters of credit and financial guarantees (1)	21,994		8,843		2,876		3,967		37,680
	Letters of credit	1,263		899		4		403		2,569
	Legally binding commitments	108,636		131,772		157,244		40,535		438,187
	Credit card lines (2)	377,846		—		—		—		377,846
	Total credit extension commitments	$	486,482	$	131,772	$	157,244	$	40,535	$	816,033
	(1)	The notional amounts of SBLCs and financial guarantees classified as investment grade and non-investment grade based on the credit quality of the underlying reference name within the instrument were $26.1 billion and $8.2 billion at December 31, 2014, and $27.6 billion and $9.6 billion at December 31, 2013. Amounts include consumer SBLCs of $396 million and $453 million at December 31, 2014 and 2013.
	(2)	Includes business card unused lines of credit.
	Legally binding commitments to extend credit generally have specified rates and maturities. Certain of these commitments have adverse change clauses that help to protect the Corporation against deterioration in the borrower’s ability to pay.
	Other Commitments
	At December 31, 2014 and 2013, the Corporation had commitments to purchase loans (e.g., residential mortgage and commercial real estate) of $1.8 billion and $1.5 billion, which upon settlement will be included in loans or LHFS.
	At December 31, 2014 and 2013, the Corporation had commitments to enter into forward-dated resale and securities borrowing agreements of $73.2 billion and $75.5 billion, and commitments to enter into forward-dated repurchase and securities lending agreements of $55.8 billion and $38.3 billion. These commitments expire within the next 12 months.
	The Corporation is a party to operating leases for certain of its premises and equipment. Commitments under these leases are approximately $2.6 billion, $2.3 billion, $1.9 billion, $1.5 billion and $1.2 billion for 2015 through 2019, respectively, and $4.9 billion in the aggregate for all years thereafter.
	At December 31, 2014 and 2013, the Corporation had unfunded equity investment commitments of $57 million and $195 million.
	Other Guarantees
	Bank-owned Life Insurance Book Value Protection
	The Corporation sells products that offer book value protection to insurance carriers who offer group life insurance policies to corporations, primarily banks. The book value protection is provided on portfolios of intermediate investment-grade fixed-income securities and is intended to cover any shortfall in the event that policyholders surrender their policies and market value is below book value. These guarantees are recorded as derivatives and carried at fair value in the trading portfolio. At December 31, 2014 and 2013, the notional amount of these guarantees totaled $13.6 billion and $13.4 billion and the Corporation’s maximum exposure related to these guarantees totaled $3.1 billion and $3.0 billion with estimated maturity dates between 2031 and 2039. The net fair value including the fee receivable associated with these guarantees was $25 million and $39 million at December 31, 2014 and 2013, and reflects the probability of surrender as well as the multiple structural protection features in the contracts.
	Employee Retirement Protection
	The Corporation sells products that offer book value protection primarily to plan sponsors of the Employee Retirement Income Security Act of 1974 (ERISA) governed pension plans, such as 401(k) plans and 457 plans. The book value protection is provided on portfolios of intermediate/short-term investment-grade fixed-income securities and is intended to cover any shortfall in the event that plan participants continue to make qualified withdrawals after all securities have been liquidated and there is remaining book value. The Corporation retains the option to exit the contract at any time. If the Corporation exercises its option, the investment manager will either terminate the contract or convert the portfolio into a high-quality fixed-income portfolio, typically all government or government-backed agency securities, with the proceeds of the liquidated assets to assure the return of principal. To manage its exposure, the Corporation imposes restrictions and constraints on the timing of the withdrawals, the manner in which the portfolio is liquidated and the funds are accessed, and the investment parameters of the underlying portfolio. These constraints, combined with significant structural protections, are designed to provide adequate buffers and guard against payments even under extreme stress scenarios. These guarantees are recorded as derivatives and carried in the trading portfolio at fair value, which was insignificant at December 31, 2014. At December 31, 2014 and 2013, the notional amount of these guarantees totaled $500 million and $4.6 billion with estimated maturity dates up to 2019 if the exit option is exercised on all deals. The decline in notional amount in 2014 was primarily the result of plan sponsors terminating contracts pursuant to exit options. As of December 31, 2014, the Corporation had not made a payment under these products.
	Indemnifications
	In the ordinary course of business, the Corporation enters into various agreements that contain indemnifications, such as tax indemnifications, whereupon payment may become due if certain external events occur, such as a change in tax law. The indemnification clauses are often standard contractual terms and were entered into in the normal course of business based on an assessment that the risk of loss would be remote. These agreements typically contain an early termination clause that permits the Corporation to exit the agreement upon these events. The maximum potential future payment under indemnification agreements is difficult to assess for several reasons, including the occurrence of an external event, the inability to predict future changes in tax and other laws, the difficulty in determining how such laws would apply to parties in contracts, the absence of exposure limits contained in standard contract language and the timing of the early termination clause. Historically, any payments made under these guarantees have been de minimis. The Corporation has assessed the probability of making such payments in the future as remote.
	Merchant Services
	In accordance with credit and debit card association rules, the Corporation sponsors merchant processing servicers that process credit and debit card transactions on behalf of various merchants. In connection with these services, a liability may arise in the event of a billing dispute between the merchant and a cardholder that is ultimately resolved in the cardholder’s favor. If the merchant defaults on its obligation to reimburse the cardholder, the cardholder, through its issuing bank, generally has until six months after the date of the transaction to present a chargeback to the merchant processor, which is primarily liable for any losses on covered transactions. However, if the merchant processor fails to meet its obligation to reimburse the cardholder for disputed transactions, then the Corporation, as the sponsor, could be held liable for the disputed amount. In 2014 and 2013, the sponsored entities processed and settled $647.1 billion and $623.7 billion of transactions and recorded losses of $16 million and $15 million. A significant portion of this activity was processed by a joint venture in which the Corporation holds a 49 percent ownership. At December 31, 2014 and 2013, the sponsored merchant processing servicers held as collateral $130 million and $203 million of merchant escrow deposits which may be used to offset amounts due from the individual merchants.
	The Corporation believes the maximum potential exposure for chargebacks would not exceed the total amount of merchant transactions processed through Visa and MasterCard for the last six months, which represents the claim period for the cardholder, plus any outstanding delayed-delivery transactions. As of December 31, 2014 and 2013, the maximum potential exposure for sponsored transactions totaled $269.3 billion and $258.5 billion. However, the Corporation believes that the maximum potential exposure is not representative of the actual potential loss exposure and does not expect to make material payments in connection with these guarantees.
	Exchange and Clearing House Member Guarantees
	The Corporation is a member of various securities and derivative exchanges and clearinghouses, both in the U.S. and other countries. As a member, the Corporation may be required to pay a pro-rata share of the losses incurred by some of these organizations as a result of another member default and under other loss scenarios. The Corporation’s potential obligations may be limited to its membership interests in such exchanges and clearinghouses, to the amount (or multiple) of the Corporation’s contribution to the guarantee fund or, in limited instances, to the full pro-rata share of the residual losses after applying the guarantee fund. The Corporation’s maximum potential exposure under these membership agreements is difficult to estimate; however, the potential for the Corporation to be required to make these payments is remote.
	Prime Brokerage and Securities Clearing Services
	In connection with its prime brokerage and clearing businesses, the Corporation performs securities clearance and settlement services on behalf of its clients with other brokerage firms and clearinghouses. Under these arrangements, the Corporation stands ready to meet the obligations of its clients with respect to securities transactions. The Corporation’s obligations in this respect are secured by the assets in the clients’ accounts and the accounts of their customers as well as by any proceeds received from the transactions cleared and settled by the firm on behalf of clients or their customers. The Corporation’s maximum potential exposure under these arrangements is difficult to estimate; however, the potential for the Corporation to incur material losses pursuant to these arrangements is remote.
	Other Derivative Contracts
	The Corporation funds selected assets, including securities issued by CDOs and CLOs, through derivative contracts, typically total return swaps, with third parties and VIEs that are not consolidated by the Corporation. The total notional amount of these derivative contracts was $527 million and $1.8 billion with commercial banks and $1.2 billion and $1.3 billion with VIEs at December 31, 2014 and 2013. The underlying securities are senior securities and substantially all of the Corporation’s exposures are insured. Accordingly, the Corporation’s exposure to loss consists principally of counterparty risk to the insurers. In certain circumstances, generally as a result of ratings downgrades, the Corporation may be required to purchase the underlying assets, which would not result in additional gain or loss to the Corporation as such exposure is already reflected in the fair value of the derivative contracts.
	Other Guarantees
	The Corporation has entered into additional guarantee agreements and commitments, including sold risk participation swaps, liquidity facilities, lease-end obligation agreements, partial credit guarantees on certain leases, real estate joint venture guarantees, divested business commitments and sold put options that require gross settlement. The maximum potential future payment under these agreements was approximately $6.2 billion and $6.9 billion at December 31, 2014 and 2013. The estimated maturity dates of these obligations extend up to 2033. The Corporation has made no material payments under these guarantees.
	In the normal course of business, the Corporation periodically guarantees the obligations of its affiliates in a variety of transactions including ISDA-related transactions and non-ISDA related transactions such as commodities trading, repurchase agreements, prime brokerage agreements and other transactions.
	Payment Protection Insurance Claims Matter
	In the U.K., the Corporation previously sold payment protection insurance (PPI) through its international card services business to credit card customers and consumer loan customers. PPI covers a consumer’s loan or debt repayment if certain events occur such as loss of job or illness. In response to an elevated level of customer complaints across the industry, heightened media coverage and pressure from consumer advocacy groups, the U.K. Financial Services Authority, which has subsequently been replaced by the Prudential Regulation Authority (PRA) and the Financial Conduct Authority (FCA), investigated and raised concerns about the way some companies have handled complaints related to the sale of these insurance policies. In connection with this matter, the Corporation established a reserve for PPI. The reserve was $378 million and $381 million at December 31, 2014 and 2013. The Corporation recorded expense of $621 million and $258 million in 2014 and 2013. The increase in the provision was due primarily to the volume of new complaints not decreasing as expected. It is reasonably possible that the Corporation will incur additional expense related to PPI claims; however, the amount of such additional expense cannot be reasonably estimated.
	Litigation and Regulatory Matters
	In the ordinary course of business, the Corporation and its subsidiaries are routinely defendants in or parties to many pending and threatened legal actions and proceedings, including actions brought on behalf of various classes of claimants. These actions and proceedings are generally based on alleged violations of consumer protection, securities, environmental, banking, employment, contract and other laws. In some of these actions and proceedings, claims for substantial monetary damages are asserted against the Corporation and its subsidiaries.
	In the ordinary course of business, the Corporation and its subsidiaries are also subject to regulatory and governmental examinations, information gathering requests, inquiries, investigations, and threatened legal actions and proceedings. For example, certain subsidiaries of the Corporation are registered broker-dealers or investment advisors and are subject to regulation by the SEC, the Financial Industry Regulatory Authority, the European Commission, the PRA, the FCA and other international, federal and state securities regulators. In connection with formal and informal inquiries, the Corporation and its subsidiaries receive numerous requests, subpoenas and orders for documents, testimony and information in connection with various aspects of the Corporation’s regulated activities.
	In view of the inherent difficulty of predicting the outcome of such litigation, regulatory and governmental matters, particularly where the claimants seek very large or indeterminate damages or where the matters present novel legal theories or involve a large number of parties, the Corporation generally cannot predict what the eventual outcome of the pending matters will be, what the timing of the ultimate resolution of these matters will be, or what the eventual loss, fines or penalties related to each pending matter may be.
	In accordance with applicable accounting guidance, the Corporation establishes an accrued liability for litigation, regulatory and governmental matters when those matters present loss contingencies that are both probable and estimable. In such cases, there may be an exposure to loss in excess of any amounts accrued. As a litigation, regulatory or governmental matter develops, the Corporation, in conjunction with any outside counsel handling the matter, evaluates on an ongoing basis whether such matter presents a loss contingency that is probable and estimable. When a loss contingency is not both probable and estimable, the Corporation does not establish an accrued liability. If, at the time of evaluation, the loss contingency related to a litigation, regulatory or governmental matter is not both probable and estimable, the matter will continue to be monitored for further developments that would make such loss contingency both probable and estimable. Once the loss contingency related to a litigation, regulatory or governmental matter is deemed to be both probable and estimable, the Corporation will establish an accrued liability with respect to such loss contingency and record a corresponding amount of litigation-related expense. The Corporation continues to monitor the matter for further developments that could affect the amount of the accrued liability that has been previously established. Excluding expenses of internal or external legal service providers, litigation-related expense of $16.4 billion was recognized for 2014 compared to $6.1 billion for 2013.
	For a limited number of the matters disclosed in this Note for which a loss, whether in excess of a related accrued liability or where there is no accrued liability, is reasonably possible in future periods, the Corporation is able to estimate a range of possible loss. In determining whether it is possible to estimate a range of possible loss, the Corporation reviews and evaluates its material litigation, regulatory and governmental matters on an ongoing basis, in conjunction with any outside counsel handling the matter, in light of potentially relevant factual and legal developments. These may include information learned through the discovery process, rulings on dispositive motions, settlement discussions, and other rulings by courts, arbitrators or others. In cases in which the Corporation possesses sufficient appropriate information to estimate a range of possible loss, that estimate is aggregated and disclosed below. There may be other disclosed matters for which a loss is probable or reasonably possible but such an estimate of the range of possible loss may not be possible. For those matters where an estimate of the range of possible loss is possible, management currently estimates the aggregate range of possible loss is $0 to $2.7 billion in excess of the accrued liability (if any) related to those matters. This estimated range of possible loss is based upon currently available information and is subject to significant judgment and a variety of assumptions, and known and unknown uncertainties. The matters underlying the estimated range will change from time to time, and actual results may vary significantly from the current estimate. Those matters for which an estimate is not possible are not included within this estimated range. Therefore, this estimated range of possible loss represents what the Corporation believes to be an estimate of possible loss only for certain matters meeting these criteria. It does not represent the Corporation’s maximum loss exposure.
	Information is provided below regarding the nature of all of these contingencies and, where specified, the amount of the claim associated with these loss contingencies. Based on current knowledge, management does not believe that loss contingencies arising from pending matters, including the matters described herein, will have a material adverse effect on the consolidated financial position or liquidity of the Corporation. However, in light of the inherent uncertainties involved in these matters, some of which are beyond the Corporation’s control, and the very large or indeterminate damages sought in some of these matters, an adverse outcome in one or more of these matters could be material to the Corporation’s results of operations or cash flows for any particular reporting period.
	Bond Insurance Litigation
Ambac Countrywide Litigation
The Corporation, Countrywide and other Countrywide entities are named as defendants in an action filed on September 29, 2010 and as amended on May 28, 2013, by Ambac Assurance Corporation and the Segregated Account of Ambac Assurance Corporation (together, Ambac), entitled Ambac Assurance Corporation and The Segregated Account of Ambac Assurance Corporation v. Countrywide Home Loans, Inc., et al. This action, currently pending in New York Supreme Court, New York County, relates to bond insurance policies provided by Ambac on certain securitized pools of second-lien (and in one pool, first-lien) HELOCs, first-lien subprime home equity loans and fixed-rate second-lien mortgage loans. Plaintiffs allege that they have paid claims as a result of defaults in the underlying loans and assert that the Countrywide defendants misrepresented the characteristics of the underlying loans and breached certain contractual representations and warranties regarding the underwriting and servicing of the loans. Plaintiffs also allege that the Corporation is liable based on successor liability theories. Damages claimed by Ambac are in excess of $2.2 billion and include the amount of payments for current and future claims it has paid or claims it will be obligated to pay under the policies, increasing over time as it pays claims under relevant policies, plus unspecified punitive damages.
On December 30, 2014, Ambac filed a second complaint in the same court against the same defendants, claiming fraudulent inducement against Countrywide and successor and vicarious liability against the Corporation relating to eight partially Ambac-insured RMBS transactions that closed between 2005 and 2007, all backed by negative amortization pay option adjustable-rate mortgage (ARM) loans that were originated in whole or in part by Countrywide. Seven of the eight securitizations were issued and underwritten by non-parties to the litigation. Ambac claims damages in excess of $600 million consisting of all alleged past and future claims against its policies, plus other unspecified compensatory and punitive damages.
Also on December 30, 2014, Ambac filed a third action in Wisconsin Circuit Court, Dane County, against Countrywide Home Loans, Inc., claiming that it was fraudulently induced to insure portions of five securitizations issued and underwritten in 2005 by a non-party that included Countrywide originated first-lien negative amortization pay option ARM loans. The complaint claims damages in excess of $350 million for all alleged past and future Ambac insured claims payment obligations plus other unspecified compensatory and punitive damages.
Ambac First Franklin Litigation
On April 16, 2012, Ambac sued First Franklin Financial Corp., BANA, MLPF&S, Merrill Lynch Mortgage Lending, Inc. (MLML), and Merrill Lynch Mortgage Investors, Inc. in New York Supreme Court, New York County. Plaintiffs’ claims relate to guaranty insurance Ambac provided on a First Franklin securitization (Franklin Mortgage Loan Trust, Series 2007-FFC). The securitization was sponsored by MLML, and certain certificates in the securitization were insured by Ambac. The complaint alleges that defendants breached representations and warranties concerning the origination of the underlying mortgage loans and asserts claims for fraudulent inducement, breach of contract and indemnification. Plaintiffs also assert breach of contract claims against BANA based upon its servicing of the loans in the securitization. The complaint alleges that Ambac has paid hundreds of millions of dollars in claims and has accrued and continues to accrue tens of millions of dollars in additional claims, and Ambac seeks as damages the total claims it has paid and its projected claims payment obligations, as well as specific performance of defendants’ contractual repurchase obligations.
On July 19, 2013, the court denied defendants’ motion to dismiss Ambac’s contract and fraud causes of action but granted dismissal of Ambac’s indemnification cause of action. In addition, the court denied defendants’ motion to dismiss Ambac’s claims for attorneys’ fees and punitive damages.
European Commission – Credit Default Swaps Antitrust Investigation
On July 1, 2013, the European Commission (Commission) announced that it had addressed a Statement of Objections (SO) to the Corporation, BANA and Banc of America Securities LLC (together, the Bank of America Entities), a number of other financial institutions, Markit Group Limited, and the International Swaps and Derivatives Association (together, the Parties). The SO sets forth the Commission’s preliminary conclusion that the Parties infringed European Union competition law by participating in alleged collusion to prevent exchange trading of CDS and futures. According to the SO, the conduct of the Bank of America Entities took place between August 2007 and April 2009. As part of the Commission’s procedures, the Parties have reviewed the evidence in the investigative file, responded to the Commission’s preliminary conclusions and attended a hearing before the Commission. If the Commission is satisfied that its preliminary conclusions are proved, the Commission has stated that it intends to impose a fine and require appropriate remedial measures.
Fontainebleau Las Vegas Litigation
On June 9, 2009, Avenue CLO Fund Ltd., et al. v. Bank of America, N.A., Merrill Lynch Capital Corporation, et al. was filed in the U.S. District Court for the District of Nevada by certain Fontainebleau Las Vegas, LLC (FBLV) project lenders. Plaintiffs alleged that, among other things, BANA breached its duties as disbursement agent under the agreement governing the disbursement of loaned funds to FBLV, then a Chapter 11 debtor-in-possession. Plaintiffs seek monetary damages of more than $700 million, plus interest. This action was subsequently transferred by the U.S. Judicial Panel on Multidistrict Litigation (JPML) to the U.S. District Court for the Southern District of Florida.
On March 19, 2012, the district court granted BANA’s motion for summary judgment on all causes of action against it in its capacity as disbursement agent and denied plaintiffs’ motion for summary judgment on those claims. On July 26, 2013, the U.S. Court of Appeals for the Eleventh Circuit affirmed in part and reversed in part the district court’s dismissal of the disbursement agent claims against BANA, holding that there were factual disputes that could not be resolved on a summary judgment motion, and remanded the case to the district court for further proceedings.
Dismissal of the other claims was affirmed on a separate appeal. On December 13, 2013, the JPML remanded the action to the District of Nevada for trial.
The parties have settled the action for $300 million, an amount that was fully accrued as of December 31, 2014. Pursuant to the settlement, plaintiffs have stipulated to the voluntary dismissal of their remaining claims with prejudice.
In re Bank of America Securities, Derivative and Employee Retirement Income Security Act (ERISA) Litigation
Beginning in January 2009, the Corporation, as well as certain current and former officers and directors, among others, were named as defendants in a variety of actions filed in state and federal courts. The actions generally concern alleged material misrepresentations and/or omissions with respect to certain securities filings by the Corporation. The securities filings contained information with respect to events that took place from September 2008 through January 2009 contemporaneous with the Corporation’s acquisition of Merrill Lynch & Co., Inc. (Merrill Lynch). Certain federal court actions were consolidated and/or coordinated in the U.S. District Court for the Southern District of New York (the District Court) under the caption In re Bank of America Securities, Derivative and Employee Retirement Income Security Act (ERISA) Litigation.
Plaintiffs in the consolidated securities class action (the Consolidated Securities Class Action) asserted claims under Sections 14(a), 10(b) and 20(a) of the Securities Exchange Act of 1934, and Sections 11, 12(a)(2) and 15 of the Securities Act of 1933 and asserted damages based on the drop in the stock price upon subsequent disclosures. On April 5, 2013, the District Court granted final approval of the settlement of the Consolidated Securities Class Action. On November 5, 2014, the U.S. Court of Appeals for the Second Circuit affirmed the final approval of the settlement of the Consolidated Securities Class Action. On February 3, 2015, the deadline for filing a petition for writ of certiorari with the U.S. Supreme Court elapsed without any objector filing a petition.
Certain shareholders opted to pursue their claims apart from the Consolidated Securities Class Action. Following settlements in an aggregate amount that was fully accrued as of December 31, 2013, the District Court dismissed the claims of these plaintiffs with prejudice.
In addition, on January 11, 2013, the District Court approved the settlement of claims filed by plaintiffs in a derivative action in the Consolidated Securities Class Action, which also resolved a consolidated derivative action filed in the Delaware Court of Chancery.
In addition, the District Court dismissed a complaint filed by plaintiffs in the ERISA actions in the Consolidated Securities Class Action on August 27, 2010, and the parties stipulated to the withdrawal of the appeal of that decision on January 14, 2013.
Interchange and Related Litigation
In 2005, a group of merchants filed a series of putative class actions and individual actions directed at interchange fees associated with Visa and MasterCard payment card transactions. These actions, which were consolidated in the U.S. District Court for the Eastern District of New York under the caption In Re Payment Card Interchange Fee and Merchant Discount Anti-Trust Litigation (Interchange), named Visa, MasterCard and several banks and bank holding companies (BHCs), including the Corporation, as defendants. Plaintiffs allege that defendants conspired to fix the level of default interchange rates and that certain rules of Visa and MasterCard related to merchant acceptance of payment cards at the point of sale were unreasonable restraints of trade. Plaintiffs sought unspecified damages and injunctive relief.
On October 19, 2012, defendants settled the matter. The settlement provides for, among other things, (i) payments by defendants to the class and individual plaintiffs totaling approximately $6.6 billion, allocated proportionately to each defendant based upon various loss-sharing agreements; (ii) distribution to class merchants of an amount equal to 10 bps of default interchange across all Visa and MasterCard credit card transactions for a period of eight consecutive months, to begin by July 29, 2013, which otherwise would have been paid to issuers and which effectively reduces credit interchange for that period of time; and (iii) modifications to certain Visa and MasterCard rules regarding merchant point of sale practices.
The court granted final approval of the class settlement agreement on December 13, 2013. Several class members appealed to the U.S. Court of Appeals for the Second Circuit. In addition, a number of class members opted out of the settlement of their past damages claims. The cash portion of the settlement was adjusted downward as a result of these opt outs.
The Corporation is named in three of the opt-out suits, including one brought by cardholders, and, as a result of various sharing agreements from the main Interchange litigation, the Corporation remains liable for any settlement or judgment in opt-out suits where it is not named as a defendant. All but one of the opt-out suits filed to date have been consolidated in the U.S. District Court for the Eastern District of New York. On July 18, 2014, the court denied defendants’ motion to dismiss opt-out complaints filed by merchants, and on November 26, 2014, the court granted defendants’ motion to dismiss the Sherman Act claim in the cardholder complaint.
LIBOR, Other Reference Rate and Foreign Exchange (FX) Inquiries and Litigation
The Corporation has received subpoenas and information requests from government authorities in North America, Europe and the Asia Pacific region, including the DoJ, the U.S. Commodity Futures Trading Commission (CFTC) and the FCA, concerning submissions made by panel banks in connection with the setting of LIBOR and other reference rates. The Corporation is cooperating with these inquiries.
In addition, the Corporation and BANA have been named as defendants along with most of the other LIBOR panel banks in a series of individual and class actions in various U.S. federal and state courts relating to defendants’ LIBOR contributions. All cases naming the Corporation have been or are in the process of being consolidated for pre-trial purposes in the U.S. District Court for the Southern District of New York by the JPML. The Corporation expects that any future cases naming it will similarly be consolidated for pre-trial purposes. Plaintiffs allege that they held or transacted in U.S. Dollar LIBOR-based derivatives or other financial instruments and sustained losses as a result of collusion or manipulation by defendants regarding the setting of U.S. Dollar LIBOR. Plaintiffs assert a variety of claims, including antitrust and Racketeer Influenced and Corrupt Organizations (RICO), common law fraud, and breach of contract claims, and seek compensatory, treble and punitive damages, and injunctive relief.
In a series of rulings, the court dismissed antitrust, RICO and certain state law claims, while permitting the Commodity Exchange Act and other state law claims to proceed. As a result of a procedural ruling by the Supreme Court, plaintiffs are pursuing an immediate appeal of the dismissal of their antitrust claims. Further, based on the statute of limitations, the court has substantially limited the time period for which manipulation claims under the Commodity Exchange Act may be pursued. As to the Corporation and BANA, the court has also dismissed manipulation claims based on alleged trader conduct, and certain common law claims by plaintiffs who alleged no direct dealings with the Corporation or BANA. Other claims against the Corporation and BANA remain pending, however, and the court is continuing to consider motions regarding them, including the applicability of its prior rulings to subsequently filed actions.
Certain regulatory and government authorities in North America, Europe and the Asia Pacific region are conducting investigations and making inquiries of a significant number of FX market participants, including the Corporation, regarding FX market participants’ conduct and systems and controls over multiple years. The Corporation is cooperating with these investigations and inquiries, some of which are likely to lead to regulatory or legal proceedings and expose the Corporation to material penalties, fines or losses, and could adversely affect its reputation.
In particular, in November 2014, the Corporation resolved a matter with the Office of the Comptroller of the Currency (OCC) by agreeing to the imposition of mandatory remedial measures and payment of $250 million in civil penalties associated with the Corporation’s FX business and its systems and controls.
The Corporation is in separate advanced discussions to resolve the regulatory matters of concern to another U.S. banking regulator involving the Corporation’s FX business and its systems and controls. There can be no assurances that these discussions will lead to a resolution, or of the amount or timing of any such resolution.
In addition, in a consolidated amended complaint filed on March 31, 2014, the Corporation and BANA were named as defendants along with other FX market participants in a putative class action filed in the U.S. District Court for the Southern District of New York on behalf of plaintiffs and a putative class who allegedly transacted in FX and are domiciled in the U.S. or transacted in FX in the U.S. (the U.S. Action). On April 30, 2014, a substantively similar class action was filed against the Corporation and other FX market participants on behalf of a plaintiff and putative class allegedly located in Norway (the Foreign Action). The complaints allege that class members transacted with defendants at or around the time of the fixing of the WM/Reuters Closing Spot Rates or entered into transactions that settled in whole or in part based on the WM/Reuters Closing Spot Rates and that they sustained losses as a result of the defendants’ alleged conspiracy to manipulate the WM/Reuters Closing Spot Rates. Plaintiffs in the U.S. Action assert a single claim for violations of Sections 1 and 3 of the Sherman Act, and plaintiff in the Foreign Action asserts claims for violations of the Sherman Act, as well as certain claims under New York statutory and common law. Plaintiffs seek compensatory and treble damages, and declaratory and injunctive relief.
On January 28, 2015, the court denied defendants’ motion to dismiss the U.S. Action, finding that plaintiffs had sufficiently pleaded the elements of an antitrust claim. In the same decision, the court granted with prejudice defendants’ motion to dismiss the Foreign Action, finding that the Sherman Act does not apply extraterritorially, except in limited circumstances not present in the case, and that plaintiff had failed to plead an actionable state law claim.
Montgomery
The Corporation, several current and former officers and directors, Banc of America Securities LLC (BAS), MLPF&S and other unaffiliated underwriters have been named as defendants in a putative class action filed in the U.S. District Court for the Southern District of New York entitled Montgomery v. Bank of America, et al. Plaintiff filed an amended complaint on January 14, 2011. Plaintiff seeks to sue on behalf of all persons who acquired certain series of preferred stock offered by the Corporation pursuant to a shelf registration statement dated May 5, 2006. Plaintiff’s claims arise from three offerings dated January 24, 2008, January 28, 2008 and May 20, 2008, from which the Corporation allegedly received proceeds of $15.8 billion. The amended complaint asserts claims under Sections 11, 12(a)(2) and 15 of the Securities Act of 1933, and alleges that the prospectus supplements associated with the offerings: (i) failed to disclose that the Corporation’s loans, leases, CDOs and commercial MBS were impaired to a greater extent than disclosed; (ii) misrepresented the extent of the impaired assets by failing to establish adequate reserves or properly record losses for its impaired assets; (iii) misrepresented the adequacy of the Corporation’s internal controls in light of the alleged impairment of its assets; (iv) misrepresented the Corporation’s capital base and Tier 1 leverage ratio for risk-based capital in light of the allegedly impaired assets; and (v) misrepresented the thoroughness and adequacy of the Corporation’s due diligence in connection with its acquisition of Countrywide. The amended complaint seeks rescission, compensatory and other damages. On March 16, 2012, the court granted defendants’ motion to dismiss the first amended complaint. On December 3, 2013, the court denied plaintiffs’ motion to file a second amended complaint. On February 6, 2014, plaintiffs appealed the denial of their motion to amend to the U.S. Court of Appeals for the Second Circuit.
Mortgage-backed Securities Litigation
The Corporation and its affiliates, Countrywide entities and their affiliates, and Merrill Lynch entities and their affiliates have been named as defendants in a number of cases relating to their various roles as issuer, originator, seller, depositor, sponsor, underwriter and/or controlling entity in MBS offerings, pursuant to which the MBS investors were entitled to a portion of the cash flow from the underlying pools of mortgages. These cases generally include purported class action suits and actions by individual MBS purchasers. Although the allegations vary by lawsuit, these cases generally allege that the registration statements, prospectuses and prospectus supplements for securities issued by securitization trusts contained material misrepresentations and omissions, in violation of the Securities Act of 1933 and/or state securities laws and other state statutory and common laws.
These cases generally involve allegations of false and misleading statements regarding: (i) the process by which the properties that served as collateral for the mortgage loans underlying the MBS were appraised; (ii) the percentage of equity that mortgage borrowers had in their homes; (iii) the borrowers’ ability to repay their mortgage loans; (iv) the underwriting practices by which those mortgage loans were originated; (v) the ratings given to the different tranches of MBS by rating agencies; and (vi) the validity of each issuing trust’s title to the mortgage loans comprising the pool for that securitization (collectively, MBS Claims). Plaintiffs in these cases generally seek unspecified compensatory damages, unspecified costs and legal fees and, in some instances, seek rescission.
The Corporation, Countrywide, Merrill Lynch and/or their affiliates may have claims for and/or may be subject to claims for contractual indemnification in connection with their various roles in regard to MBS.
On August 15, 2011, the JPML ordered multiple federal court cases involving Countrywide MBS consolidated for pretrial purposes in the U.S. District Court for the Central District of California in a multi-district litigation entitled In re Countrywide Financial Corp. Mortgage-Backed Securities Litigation (the Countrywide RMBS MDL).
Federal Home Loan Bank Litigation
On March 15, 2010, the Federal Home Loan Bank of San Francisco (FHLB San Francisco) filed an action in California Superior Court, San Francisco County, entitled Federal Home Loan Bank of San Francisco v. Credit Suisse Securities (USA) LLC, et al. FHLB San Francisco’s complaint asserts certain MBS Claims against BAS, Countrywide and several related entities in connection with its alleged purchase of 51 MBS offerings and one private placement issued and/or underwritten by those defendants between 2004 and 2007 and seeks rescission and unspecified damages. FHLB San Francisco dismissed the federal claims with prejudice on August 11, 2011. On September 8, 2011, the court denied defendants’ motions to dismiss the state law claims. On December 20, 2013, FHLB San Francisco voluntarily dismissed its negligent misrepresentation claims with prejudice. On October 15, 2014, the court denied the parties’ cross-motions for summary judgment with respect to two Countrywide trusts that were to be part of a bellwether trial.
The parties have settled the action and other related actions for $420 million, as well as with respect to certain claims, additional consideration; all amounts were fully accrued as of December 31, 2014. Pursuant to the settlement, FHLB San Francisco has voluntarily dismissed its remaining claims with prejudice.
Luther Class Action Litigation and Related Actions
Beginning in 2007, a number of pension funds and other investors filed putative class action lawsuits alleging certain MBS Claims against Countrywide, several of its affiliates, MLPF&S, the Corporation, NB Holdings Corporation and certain other defendants. Those class action lawsuits concerned a total of 429 MBS offerings involving over $350 billion in securities issued by subsidiaries of Countrywide between 2005 and 2007. The actions, entitled Luther v. Countrywide Financial Corporation, et al., Maine State Retirement System v. Countrywide Financial Corporation, et al., Western Conference of Teamsters Pension Trust Fund v. Countrywide Financial Corporation, et al., and Putnam Bank v. Countrywide Financial Corporation, et al., were all assigned to the Countrywide RMBS MDL court. On December 6, 2013, the court granted final approval to a settlement of these actions in the amount of $500 million. Beginning on January 14, 2014, a number of class members appealed to the U.S. Court of Appeals for the Ninth Circuit.
Prudential Insurance Litigation
On March 14, 2013, The Prudential Insurance Company of America and certain of its affiliates (collectively Prudential) filed a complaint in the U.S. District Court for the District of New Jersey, in a case entitled Prudential Insurance Company of America, et al. v. Bank of America, N.A., et al. Prudential has named the Corporation, Merrill Lynch and a number of related entities as defendants. Prudential asserts certain MBS Claims pertaining to 54 MBS offerings from which Prudential alleges that it purchased securities between 2004 and 2007. Prudential seeks, among other relief, compensatory damages, rescission or a rescissory measure of damages, punitive damages and other unspecified relief. On April 17, 2014, the court granted in part and denied in part defendants’ motion to dismiss the complaint. Prudential thereafter split its claims into two separate complaints, filing an amended complaint in the original action and a complaint in a separate action entitled Prudential Portfolios 2, et al. v. Bank of America, N.A., et al. Both cases are pending in the U.S. District Court for the District of New Jersey. On February 5, 2015, the court granted in part and denied in part defendants’ motion to dismiss those complaints, granting plaintiff leave to replead in certain respects.
Mortgage Repurchase Litigation
U.S. Bank Litigation
On August 29, 2011, U.S. Bank, National Association (U.S. Bank), as trustee for the HarborView Mortgage Loan Trust 2005-10 (the Trust), a mortgage pool backed by loans originated by Countrywide Home Loans, Inc. (CHL), filed a complaint in New York Supreme Court, New York County, in a case entitled U.S. Bank National Association, as Trustee for HarborView Mortgage Loan Trust, Series 2005-10 v. Countrywide Home Loans, Inc. (dba Bank of America Home Loans), Bank of America Corporation, Countrywide Financial Corporation, Bank of America, N.A. and NB Holdings Corporation. U.S. Bank asserts that, as a result of alleged misrepresentations by CHL in connection with its sale of the loans, defendants must repurchase all the loans in the pool, or in the alternative that it must repurchase a subset of those loans as to which U.S. Bank alleges that defendants have refused specific repurchase demands. U.S. Bank asserts claims for breach of contract and seeks specific performance of defendants’ alleged obligation to repurchase the entire pool of loans (alleged to have an original aggregate principal balance of $1.75 billion) or alternatively the aforementioned subset (alleged to have an aggregate principal balance of “over $100 million”), together with reimbursement of costs and expenses and other unspecified relief. On May 29, 2013, the New York Supreme Court dismissed U.S. Bank’s claim for repurchase of all the mortgage loans in the Trust. The court granted U.S. Bank leave to amend this claim. On June 18, 2013, U.S. Bank filed its second amended complaint seeking to replead its claim for repurchase of all loans in the Trust. On February 13, 2014, the court granted defendants’ motion to dismiss the repleaded claim seeking repurchase of all mortgage loans in the Trust; plaintiff has appealed that order.
On November 13, 2014, the court granted U.S. Bank’s motion for leave to amend the complaint; defendants have appealed that order. The amended complaint alleges breach of contract based upon defendants’ failure to repurchase loans that were the subject of specific repurchase demands and also alleges breach of contract based upon defendants’ discovery, during origination and servicing, of loans with material breaches of representations and warranties.
U.S. Bank Summonses with Notice
On August 29, 2014, U.S. Bank, solely in its capacity as Trustee for seven securitization trusts (the Trusts), served seven summonses with notice commencing potential actions against First Franklin Financial Corporation, Merrill Lynch Mortgage Lending, Inc., Merrill Lynch Mortgage Investors, Inc., and Ownit Mortgage Solutions Inc. in New York Supreme Court, New York County. The summonses indicate that defendants may be subject to breach of contract claims alleging that they breached representations and warranties related to loans securitized in the Trusts. The summonses allege that defendants failed to repurchase breaching mortgage loans from the Trusts. The summonses seek specific performance of defendants’ alleged obligation to repurchase breaching loans, declaratory judgment, compensatory, rescissory and other damages, and indemnity. On February 5, 2015, defendants demanded complaints on three of the Trusts. Defendants currently have until March 3, 2015 to demand the complaint with respect to one of the remaining Trusts, and until July 15, 2015 to demand complaints on the final three Trusts.
Ocala Investor Litigation
On November 25, 2009, BNP Paribas Mortgage Corporation (BNP) and Deutsche Bank AG each filed claims (the 2009 Actions) against BANA in the U.S. District Court for the Southern District of New York entitled BNP Paribas Mortgage Corporation v. Bank of America, N.A and Deutsche Bank AG v. Bank of America, N.A. Plaintiffs allege that BANA failed to properly perform its duties as indenture trustee, collateral agent, custodian and depositary for Ocala Funding, LLC (Ocala), a home mortgage warehousing facility, resulting in the loss of plaintiffs’ investment in Ocala. Ocala was a wholly-owned subsidiary of Taylor, Bean & Whitaker Mortgage Corp. (TBW), a home mortgage originator and servicer which is alleged to have committed fraud that led to its eventual bankruptcy. Ocala provided funding for TBW’s mortgage origination activities by issuing notes, the proceeds of which were to be used by TBW to originate home mortgages. Such mortgages and other Ocala assets in turn were pledged to BANA, as collateral agent, to secure the notes. Plaintiffs lost most or all of their investment in Ocala when, as the result of the alleged fraud committed by TBW, Ocala was unable to repay the notes purchased by plaintiffs and there was insufficient collateral to satisfy Ocala’s debt obligations. Plaintiffs allege that BANA breached its contractual, fiduciary and other duties to Ocala, thereby permitting TBW’s alleged fraud to go undetected. Plaintiffs seek compensatory damages and other relief from BANA, including interest and attorneys’ fees, in an unspecified amount, but which plaintiffs allege exceeds $1.6 billion.
On March 23, 2011, the court granted in part and denied in part BANA’s motions to dismiss the 2009 Actions. Plaintiffs filed amended complaints on October 1, 2012 that included additional contractual, tort and equitable claims. On June 6, 2013, the court granted BANA’s motion to dismiss plaintiffs’ claims for failure to sue, negligence, negligent misrepresentation and equitable relief.
On November 24, 2014, BANA moved for summary judgment and plaintiffs moved for partial summary judgment.
On February 19, 2015, BANA and BNP reached an agreement in principle to settle the 2009 actions for an amount not material to the Corporation’s results of operations, subject to the execution of a final settlement agreement.
O’Donnell Litigation
On February 24, 2012, Edward O’Donnell filed a sealed qui tam complaint under the Financial Institutions Reform, Recovery and Enforcement Act of 1989 (FIRREA) and the False Claims Act against the Corporation, individually, and as successor to Countrywide, CHL and a Countrywide business division known as Full Spectrum Lending. On October 24, 2012, the DoJ filed a complaint-in-intervention to join the matter, adding BANA, Countrywide and CHL as defendants. The action is entitled United States of America, ex rel, Edward O’Donnell, appearing Qui Tam v. Bank of America Corp., et al., and was filed in the U.S. District Court for the Southern District of New York. The complaint-in-intervention asserted certain fraud claims in connection with the sale of loans to FNMA and FHLMC by Full Spectrum Lending and by the Corporation and BANA. On January 11, 2013, the government filed an amended complaint which added Countrywide Bank, FSB (CFSB) and a former officer of the Corporation as defendants. The court dismissed False Claims Act counts on May 8, 2013. On September 6, 2013, the government filed a second amended complaint alleging claims under FIRREA concerning allegedly fraudulent loan sales to the GSEs between August 2007 and May 2008. On September 24, 2013, the government dismissed the Corporation as a defendant.
Following a trial, on October 23, 2013, a verdict of liability was returned against CHL, CFSB and BANA. On July 30, 2014, the court imposed a civil penalty of $1.3 billion on BANA. On February 3, 2015, the court denied the Corporation’s motions for judgment as a matter of law, or in the alternative, a new trial. The Corporation will appeal the verdict and judgment.
Pennsylvania Public School Employees’ Retirement System
The Corporation and several current and former officers were named as defendants in a putative class action filed in the U.S. District Court for the Southern District of New York entitled Pennsylvania Public School Employees’ Retirement System v. Bank of America, et al.
Following the filing of a complaint on February 2, 2011, plaintiff subsequently filed an amended complaint on September 23, 2011 in which plaintiff sought to sue on behalf of all persons who acquired the Corporation’s common stock between February 27, 2009 and October 19, 2010 and “Common Equivalent Securities” sold in a December 2009 offering. The amended complaint asserted claims under Sections 10(b) and 20(a) of the Securities Exchange Act of 1934 and Sections 11 and 15 of the Securities Act of 1933, and alleged that the Corporation’s public statements: (i) concealed problems in the Corporation’s mortgage servicing business resulting from the widespread use of the Mortgage Electronic Recording System; (ii) failed to disclose the Corporation’s exposure to mortgage repurchase claims; (iii) misrepresented the adequacy of internal controls; and (iv) violated certain Generally Accepted Accounting Principles. The amended complaint sought unspecified damages.
On July 11, 2012, the court granted in part and denied in part defendants’ motions to dismiss the amended complaint. All claims under the Securities Act were dismissed against all defendants, with prejudice. The motion to dismiss the claim against the Corporation under Section 10(b) of the Exchange Act was denied. All claims under the Exchange Act against the officers were dismissed, with leave to replead. Defendants moved to dismiss a second amended complaint in which plaintiff sought to replead claims against certain current and former officers under Sections 10(b) and 20(a). On April 17, 2013, the court granted in part and denied in part the motion to dismiss, sustaining Sections 10(b) and 20(a) claims against the current and former officers.
Policemen’s Annuity Litigation
On April 11, 2012, the Policemen’s Annuity & Benefit Fund of the City of Chicago, on its own behalf and on behalf of a proposed class of purchasers of 41 RMBS trusts collateralized mostly by Washington Mutual-originated (WaMu) mortgages, filed a proposed class action complaint against BANA and other unrelated parties in the U.S. District Court for the Southern District of New York, entitled Policemen’s Annuity and Benefit Fund of the City of Chicago v. Bank of America, N.A. and U.S. Bank National Association. BANA and U.S. Bank are named as defendants in their capacities as trustees, with BANA (formerly LaSalle Bank National Association) having served as the original trustee and U.S. Bank having replaced BANA as trustee. Plaintiff asserted claims under the federal Trust Indenture Act as well as state common law claims. Plaintiff alleged that, in light of the performance of the RMBS at issue, and in the wake of publicly-available information about the quality of loans originated by WaMu, the trustees were required to take certain steps to protect plaintiff’s interest in the value of the securities, and that plaintiff was damaged by defendants’ failures to notify it of deficiencies in the loans and of defaults under the relevant agreements, to ensure that the underlying mortgages could properly be foreclosed, and to enforce remedies available for loans that contained breaches of representations and warranties. Plaintiff sought unspecified compensatory damages and/or equitable relief, and costs and expenses. The court dismissed some of the common law claims, but allowed the Trust Indenture Act claim and a claim for breach of contract to proceed. After the filing of two amended complaints and the consolidation of the case with a related matter filed on August 23, 2013, entitled Vermont Pension Investment Committee and the Washington State Investment Board v. Bank of America, N.A. and U.S. Bank National Association, 10 named plaintiffs filed a third amended complaint on October 31, 2013, on behalf of two proposed classes of purchasers of 35 trusts collateralized mostly by WaMu-originated mortgages (later reduced to 34 trusts).
On June 5, 2014, the parties informed the court that they had reached an agreement in principle to settle the case for an amount not material to the Corporation’s results of operations, subject to approval of plaintiffs’ boards. The settlement remains subject to final court approval and various conditions. On November 10, 2014, the court preliminarily approved the proposed settlement, and scheduled a final approval hearing for March 12, 2015.
Takefuji Litigation
In April 2010, Takefuji Corporation (Takefuji) filed a claim against Merrill Lynch International and Merrill Lynch Japan Securities (MLJS) in Tokyo District Court. The claim concerns Takefuji’s purchase in 2007 of credit-linked notes structured and sold by defendants that resulted in a loss to Takefuji of approximately JPY29.0 billion (approximately $270 million) following an event of default. Takefuji alleges that defendants failed to meet certain disclosure obligations concerning the notes.
On July 19, 2013, the Tokyo District Court issued a judgment in defendants’ favor, a decision that Takefuji subsequently appealed to the Tokyo High Court. On August 27, 2014, the Tokyo High Court vacated the decision of the District Court and issued a judgment awarding Takefuji JPY14.5 billion (approximately $135 million) in damages, plus interest at a rate of five percent from March 18, 2008. On September 10, 2014, defendants filed an appeal with the Japanese Supreme Court.

Shareholders_Equity

Shareholders' Equity

12 Months Ended

Dec. 31, 2014

Equity [Abstract]

Shareholders' Equity

Shareholders’ Equity

Common Stock

Declared Quarterly Cash Dividends on Common Stock (1)

Declaration Date

Record Date

Payment Date

Dividend Per Share

10-Feb-15

March 6, 2015

March 27, 2015

$

0.05

23-Oct-14

5-Dec-14

December 26, 2014

0.05

6-Aug-14

5-Sep-14

September 26, 2014

0.05

18-Jun-14

24-Jun-14

June 30, 2014

0.01

11-Feb-14

7-Mar-14

March 28, 2014

0.01

(1)

In 2014 and through February 25, 2015.

The Corporation repurchased and retired 101.1 million and 231.7 million shares of common stock, which reduced shareholders’ equity by $1.7 billion and $3.2 billion in 2014 and 2013. In 2012, in connection with the exchanges described in Preferred Stock in this Note, the Corporation issued 50 million shares of its common stock.

At December 31, 2014, the Corporation had warrants outstanding and exercisable to purchase 121.8 million shares of common stock at an exercise price of $30.79 per share expiring on October 28, 2018, and warrants outstanding and exercisable to purchase 150.4 million shares of common stock at an exercise price of $13.24 per share expiring on January 16, 2019. These warrants were originally issued in connection with preferred stock issuances to the U.S. Department of the Treasury in 2009 and 2008, and are listed on the New York Stock Exchange. The terms of the warrants expiring on January 16, 2019 include a provision that requires an adjustment to the exercise price when the Corporation declares quarterly dividends at a level greater than $0.01 per common share. As a result of the Corporation’s third- and fourth-quarter 2014 dividends of $0.05 per common share, the exercise price of the warrants expiring on January 16, 2019 was adjusted from $13.30 to $13.24. The exercise price of these warrants is subject to continued adjustment each time the quarterly cash dividend is in excess of $0.01 per common share to compensate the shareholder for dilution resulting from an increased dividend, including as a result of the declaration of a quarterly common stock dividend of $0.05 per common share to be paid on March 27, 2015 to shareholders of record on March 6, 2015. The warrants expiring on October 18, 2018 also contain this anti-dilution provision except the adjustment is triggered only when the Corporation declares quarterly dividends at a level greater than $0.32 per common share.

In connection with the issuance of the Corporation’s 6% Cumulative Perpetual Preferred Stock, Series T (the Series T Preferred Stock), the Corporation issued a warrant to purchase 700 million shares of the Corporation’s common stock. The warrant is exercisable at the holder’s option at any time, in whole or in part, until September 1, 2021, at an exercise price of $7.142857 per share of common stock. The warrant may be settled in cash or by exchanging all or a portion of the Series T Preferred Stock. For more information on the Series T Preferred Stock, see Preferred Stock in this Note.

In connection with employee stock plans, in 2014, the Corporation issued approximately 43 million shares and repurchased approximately 17 million shares of its common stock to satisfy tax withholding obligations. At December 31, 2014, the Corporation had reserved 1.8 billion unissued shares of common stock for future issuances under employee stock plans, common stock warrants, convertible notes and preferred stock.

Preferred Stock

The cash dividends declared on preferred stock were $1.0 billion, $1.2 billion and $1.5 billion for 2014, 2013 and 2012.

On January 27, 2015, the Corporation issued 44,000 shares of its 6.500% Non-Cumulative Preferred Stock, Series Y for $1.1 billion. Dividends are paid quarterly commencing on April 27, 2015. Series Y Preferred Stock has a liquidation preference of $25,000 per share and is subject to certain restrictions in the event that the Corporation fails to declare and pay full dividends.

At the Corporation’s annual meeting of stockholders on May 7, 2014, the stockholders approved an amendment to the Series T Preferred Stock such that it qualifies as Tier 1 capital, and the amendment became effective in the three months ended June 30, 2014. The more significant changes to the terms of the Series T Preferred Stock in the amendment were: (1) dividends are no longer cumulative; (2) the dividend rate is fixed at 6%; and (3) the Corporation may redeem the Series T Preferred Stock only after the fifth anniversary of the effective date of the amendment.

In 2014, the Corporation issued $6.0 billion of its Preferred Stock, Series V, X, W and Z. On June 17, 2014, the Corporation issued 60,000 shares of its Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series V for $1.5 billion. Dividends are paid semi-annually commencing on December 17, 2014. On September 5, 2014, the Corporation issued 80,000 shares of its Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series X for $2.0 billion. Dividends are paid semi-annually commencing on March 5, 2015. On September 9, 2014, the Corporation issued 44,000 shares of its 6.625% Non-Cumulative Preferred Stock, Series W for $1.1 billion. Dividends are paid quarterly commencing on December 9, 2014. On October 23, 2014, the Corporation issued 56,000 shares of its Fixed-to-Floating Rate Non-Cumulative Preferred Stock, Series Z for $1.4 billion. Dividends are paid semi-annually commencing on April 23, 2015. Series V, X, W and Z preferred stock have a liquidation preference of $25,000 per share and are subject to certain restrictions in the event that the Corporation fails to declare and pay full dividends.

In 2013, the Corporation redeemed for $6.6 billion its Non-Cumulative Preferred Stock, Series H, J, 6, 7 and 8. The $100 million difference between the carrying value of $6.5 billion and the redemption price of the preferred stock was recorded as a preferred stock dividend. In addition, the Corporation issued $1.0 billion of its Fixed-to-Floating Rate Semi-annual Non-Cumulative Preferred Stock, Series U.

In 2012, the Corporation entered into various agreements with certain preferred stock and Trust Securities holders pursuant to which the Corporation and the holders of these securities agreed to exchange shares of various series of non-convertible preferred stock with a carrying value of $296 million and Trust Securities with a carrying value of $760 million for 50 million shares of the Corporation’s common stock with a fair value of $412 million, and $398 million in cash. The $246 million difference between the carrying value of the preferred stock and Trust Securities retired and the fair value of consideration issued was a $44 million reduction to preferred stock dividends recorded in retained earnings and a $202 million gain recorded in noninterest income. In 2012, the Corporation issued shares of the Corporation’s Series F Preferred Stock and Series G Preferred Stock for $633 million under stock purchase contracts. For additional information, see the Preferred Stock Summary table in this Note.

The table below presents a summary of perpetual preferred stock outstanding at December 31, 2014.

Preferred Stock Summary

(Dollars in millions, except as noted)

Series

Description

Initial

Total

Liquidation

Carrying

Per Annum

Redemption Period

Issuance

Shares

Preference

Value (1)

Dividend Rate

Date

Outstanding

per Share

(in dollars)

Series B (2)

7% Cumulative Redeemable

June

7,571

$

100

$

1

7

%

n/a

1997

Series D (3, 4)

6.204% Non-Cumulative

September

26,174

25,000

654

6.204

%

On or after

2006

14-Sep-11

Series E (3, 4)

Floating Rate Non-Cumulative

November

12,691

25,000

317

3-mo. LIBOR + 35 bps (5)

On or after

2006

15-Nov-11

Series F (3)

Floating Rate Non-Cumulative

March

1,409

100,000

141

3-mo. LIBOR + 40 bps (5)

On or after

2012

15-Mar-12

Series G (3)

Adjustable Rate Non-Cumulative

March

4,926

100,000

493

3-mo. LIBOR + 40 bps (5)

On or after

2012

15-Mar-12

Series I (3, 4)

6.625% Non-Cumulative

September

14,584

25,000

365

6.625

%

On or after

2007

1-Oct-17

Series K (3, 6)

Fixed-to-Floating Rate Non-Cumulative

January

61,773

25,000

1,544

8.00% through 1/29/18; 3-mo. LIBOR + 363 bps thereafter

On or after

2008

30-Jan-18

Series L

7.25% Non-Cumulative Perpetual Convertible

January

3,080,182

1,000

3,080

7.25

%

n/a

2008

Series M (3, 6)

Fixed-to-Floating Rate Non-Cumulative

April

52,399

25,000

1,310

8.125% through 5/14/18;

On or after

2008

3-mo. LIBOR + 364 bps thereafter

15-May-18

Series T

6% Non-Cumulative

September

50,000

100,000

2,918

6

%

See description in Preferred Stock in

2011

this Note

Series U (6)

Fixed-to-Floating Rate Non-Cumulative

May

40,000

25,000

1,000

5.2% through 6/1/23;

On or after

2013

3-mo. LIBOR + 313.5 bps thereafter

1-Jun-23

Series V (6)

Fixed-to-Floating Rate Non-Cumulative

June

60,000

25,000

1,500

5.125% through 6/17/19;

On or after

2014

3-mo. LIBOR + 338.7 bps thereafter

17-Jun-19

Series W (4)

6.625% Non-Cumulative

Sep-14

44,000

25,000

1,100

6.625

%

On or after

9-Sep-19

Series X (6)

Fixed-to-Floating Rate Non-Cumulative

Sep-14

80,000

25,000

2,000

6.250% through 9/5/2024;

On or after

3-mo. LIBOR + 370.5 bps thereafter

5-Sep-24

Series Z (6)

Fixed-to-Floating Rate Non-Cumulative

Oct-14

56,000

25,000

1,400

6.500% through 10/23/24;

On or after

3-mo. LIBOR + 417.4 bps thereafter

23-Oct-24

Series 1 (3, 7)

Floating Rate Non-Cumulative

November

3,275

30,000

98

3-mo. LIBOR + 75 bps (8)

On or after

2004

28-Nov-09

Series 2 (3, 7)

Floating Rate Non-Cumulative

March

9,967

30,000

299

3-mo. LIBOR + 65 bps (8)

On or after

2005

28-Nov-09

Series 3 (3, 7)

6.375% Non-Cumulative

November

21,773

30,000

653

6.375

%

On or after

2005

28-Nov-10

Series 4 (3, 7)

Floating Rate Non-Cumulative

November

7,010

30,000

210

3-mo. LIBOR + 75 bps (5)

On or after

2005

28-Nov-10

Series 5 (3, 7)

Floating Rate Non-Cumulative

March

14,056

30,000

422

3-mo. LIBOR + 50 bps (5)

On or after

2007

21-May-12

Total

3,647,790

$

19,505

(1)

Amounts shown are before third-party issuance costs and certain purchase accounting adjustments of $196 million.

(2)

Series B Preferred Stock does not have early redemption/call rights.

(3)

The Corporation may redeem series of preferred stock on or after the redemption date, in whole or in part, at its option, at the liquidation preference plus declared and unpaid dividends.

(4)

Ownership is held in the form of depositary shares, each representing a 1/1,000th interest in a share of preferred stock, paying a quarterly cash dividend, if and when declared.

(5)

Subject to 4.00% minimum rate per annum.

(6)

Ownership is held in the form of depositary shares, each representing a 1/25th interest in a share of preferred stock, paying a semi-annual cash dividend, if and when declared, until the redemption date at which time, it adjusts to a quarterly cash dividend, if and when declared, thereafter.

(7)

Ownership is held in the form of depositary shares, each representing a 1/1,200th interest in a share of preferred stock, paying a quarterly cash dividend, if and when declared.

(8)

Subject to 3.00% minimum rate per annum.

n/a =160;not applicable

Series L 7.25% Non-Cumulative Perpetual Convertible Preferred Stock (Series L Preferred Stock) listed in the Preferred Stock Summary table does not have early redemption/call rights. Each share of the Series L Preferred Stock may be converted at any time, at the option of the holder, into 20 shares of the Corporation’s common stock plus cash in lieu of fractional shares. The Corporation may cause some or all of the Series L Preferred Stock, at its option, at any time or from time to time, to be converted into shares of common stock at the then-applicable conversion rate if, for 20 trading days during any period of 30 consecutive trading days, the closing price of common stock exceeds 130 percent of the then-applicable conversion price of the Series L Preferred Stock. If a conversion of Series L Preferred Stock occurs subsequent to a dividend record date but prior to the dividend payment date, the Corporation will still pay any accrued dividends payable.

All series of preferred stock in the Preferred Stock Summary table have a par value of $0.01 per share, are not subject to the operation of a sinking fund, have no participation rights, and with the exception of the Series L Preferred Stock, are not convertible. The holders of the Series B Preferred Stock and Series 1 through 5 Preferred Stock have general voting rights, and the holders of the other series included in the table have no general voting rights. All outstanding series of preferred stock of the Corporation have preference over the Corporation’s common stock with respect to the payment of dividends and distribution of the Corporation’s assets in the event of a liquidation or dissolution. With the exception of the Series T Preferred Stock, if any dividend payable on these series is in arrears for three or more semi-annual or six or more quarterly dividend periods, as applicable (whether consecutive or not), the holders of these series and any other class or series of preferred stock ranking equally as to payment of dividends and upon which equivalent voting rights have been conferred and are exercisable (voting as a single class) will be entitled to vote for the election of two additional directors. These voting rights terminate when the Corporation has paid in full dividends on these series for at least two semi-annual or four quarterly dividend periods, as applicable, following the dividend arrearage.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	12 Months Ended
	Dec. 31, 2014
Equity [Abstract]
Accumulated Other Comprehensive Income (Loss)	Accumulated Other Comprehensive Income (Loss)
	The table below presents the changes in accumulated OCI after-tax for 2012, 2013 and 2014.
	(Dollars in millions)	Available-for-				Available-for-				Derivatives				Employee			Foreign			Total
		Sale Debt				Sale Marketable								Benefit Plans			Currency (1)
		Securities				Equity Securities
	Balance, December 31, 2011	$	3,100			$	3			$	(3,785	)		$	(4,391	)	$	(364	)	$	(5,437	)
	Net change	1,343				459				916				(65		)	(13		)	2,640
	Balance, December 31, 2012	$	4,443			$	462			$	(2,869	)		$	(4,456	)	$	(377	)	$	(2,797	)
	Net change	(7,700		)		(466		)		592				2,049			(135		)	(5,660		)
	Balance, December 31, 2013	$	(3,257	)		$	(4	)		$	(2,277	)		$	(2,407	)	$	(512	)	$	(8,457	)
	Net change	4,600				21				616				(943		)	(157		)	4,137
	Balance, December 31, 2014	$	1,343			$	17			$	(1,661	)		$	(3,350	)	$	(669	)	$	(4,320	)
	(1)	The net change in fair value represents the impact of changes in spot foreign exchange rates on the Corporation’s net investment in non-U.S. operations, and related hedges.
	The table below presents the net change in fair value recorded in accumulated OCI, net realized gains and losses reclassified into earnings and other changes for each component of OCI before- and after-tax for 2014, 2013 and 2012.
	Changes in OCI Components Before- and After-tax
		2014												2013									2012
	(Dollars in millions)	Before-tax				Tax effect				After-tax				Before-tax			Tax effect			After-tax			Before-tax			Tax effect			After-tax
	Available-for-sale debt securities:
	Net increase (decrease) in fair value	$	8,698			$	(3,268	)		$	5,430			$	(10,989	)	$	4,077		$	(6,912	)	$	3,676		$	(1,319	)	$	2,357
	Net realized gains reclassified into earnings	(1,338		)		508				(830		)		(1,251		)	463			(788		)	(1,609		)	595			(1,014		)
	Net change	7,360				(2,760		)		4,600				(12,240		)	4,540			(7,700		)	2,067			(724		)	1,343
	Available-for-sale marketable equity securities:
	Net increase in fair value	34				(13		)		21				32			(12		)	20			748			(277		)	471
	Net realized gains reclassified into earnings	—				—				—				(771		)	285			(486		)	(19		)	7			(12		)
	Net change	34				(13		)		21				(739		)	273			(466		)	729			(270		)	459
	Derivatives:
	Net increase in fair value	195				(54		)		141				156			(51		)	105			430			(166		)	264
	Net realized losses reclassified into earnings	760				(285		)		475				773			(286		)	487			1,035			(383		)	652
	Net change	955				(339		)		616				929			(337		)	592			1,465			(549		)	916
	Employee benefit plans:
	Net increase (decrease) in fair value	(1,629		)		614				(1,015		)		2,985			(1,128		)	1,857			(1,891		)	660			(1,231		)
	Net realized losses reclassified into earnings	55				(23		)		32				237			(79		)	158			490			(192		)	298
	Settlements, curtailments and other	(1		)		41				40				46			(12		)	34			1,378			(510		)	868
	Net change	(1,575		)		632				(943		)		3,268			(1,219		)	2,049			(23		)	(42		)	(65		)
	Foreign currency:
	Net increase (decrease) in fair value	714				(879		)		(165		)		244			(384		)	(140		)	(226		)	233			7
	Net realized (gains) losses reclassified into earnings	20				(12		)		8				138			(133		)	5			(30		)	10			(20		)
	Net change	734				(891		)		(157		)		382			(517		)	(135		)	(256		)	243			(13		)
	Total other comprehensive income (loss)	$	7,508			$	(3,371	)		$	4,137			$	(8,400	)	$	2,740		$	(5,660	)	$	3,982		$	(1,342	)	$	2,640
	The table below presents impacts on net income of significant amounts reclassified out of each component of accumulated OCI before- and after-tax for 2014, 2013 and 2012.
	Reclassifications Out of Accumulated OCI
	(Dollars in millions)
	Accumulated OCI Components	Income Statement Line Item Impacted	2014				2013				2012
	Available-for-sale debt securities:
		Gains on sales of debt securities	$	1,354			$	1,271			$	1,662
		Other income (loss)	(16		)		(20		)		(53		)
		Income before income taxes	1,338				1,251				1,609
		Income tax expense	508				463				595
		Reclassification to net income	830				788				1,014
	Available-for-sale marketable equity securities:
		Equity investment income	—				771				19
		Income before income taxes	—				771				19
		Income tax expense	—				285				7
		Reclassification to net income	—				486				12
	Derivatives:
	Interest rate contracts	Net interest income	(1,119		)		(1,119		)		(956		)
	Commodity contracts	Trading account profits	—				(1		)		(1		)
	Interest rate contracts	Other income	—				18				—
	Equity compensation contracts	Personnel	359				329				(78		)
		Loss before income taxes	(760		)		(773		)		(1,035		)
		Income tax benefit	(285		)		(286		)		(383		)
		Reclassification to net income	(475		)		(487		)		(652		)
	Employee benefit plans:
	Prior service cost	Personnel	(5		)		(4		)		(6		)
Transition obligation	Personnel	—				—				(32		)
Net actuarial losses	Personnel	(50		)		(225		)		(443		)
Settlements and curtailments	Personnel	—				(8		)		(58		)
	Loss before income taxes	(55		)		(237		)		(539		)
	Income tax benefit	(23		)		(79		)		(212		)
	Reclassification to net income	(32		)		(158		)		(327		)
Foreign currency:
Insignificant items	Other income (loss)	(20		)		(138		)		30
	Income (loss) before income taxes	(20		)		(138		)		30
	Income tax expense (benefit)	(12		)		(133		)		10
	Reclassification to net income	(8		)		(5		)		20
Total reclassification adjustments		$	315			$	624			$	67

Earnings_Per_Common_Share

Earnings Per Common Share	12 Months Ended
	Dec. 31, 2014
Earnings Per Share [Abstract]
Earnings Per Common Share	Earnings Per Common Share
	The calculation of earnings per common share (EPS) and diluted EPS for 2014, 2013 and 2012 is presented below. For more information on the calculation of EPS, see Note 1 – Summary of Significant Accounting Principles.
	(Dollars in millions, except per share information; shares in thousands)	2014			2013			2012
	Earnings per common share
	Net income	$	4,833		$	11,431		$	4,188
	Preferred stock dividends	(1,044		)	(1,349		)	(1,428		)
	Net income applicable to common shareholders	3,789			10,082			2,760
	Dividends and undistributed earnings allocated to participating securities	—			(2		)	(2		)
	Net income allocated to common shareholders	$	3,789		$	10,080		$	2,758
	Average common shares issued and outstanding	10,527,818			10,731,165			10,746,028
	Earnings per common share	$	0.36		$	0.94		$	0.26
	Diluted earnings per common share
	Net income applicable to common shareholders	$	3,789		$	10,082		$	2,760
	Add preferred stock dividends due to assumed conversions	—			300			—
	Dividends and undistributed earnings allocated to participating securities	—			(2		)	(2		)
	Net income allocated to common shareholders	$	3,789		$	10,380		$	2,758
	Average common shares issued and outstanding	10,527,818			10,731,165			10,746,028
	Dilutive potential common shares (1)	56,717			760,253			94,826
	Total diluted average common shares issued and outstanding	10,584,535			11,491,418			10,840,854
	Diluted earnings per common share	$	0.36		$	0.9		$	0.25
	(1)	Includes incremental dilutive shares from restricted stock units, restricted stock, stock options and warrants.
	The Corporation previously issued a warrant to purchase 700 million shares of the Corporation’s common stock to the holder of the Series T Preferred Stock. The warrant may be exercised, at the option of the holder, through tendering the Series T Preferred Stock or paying cash. For 2014 and 2012, 700 million average dilutive potential common shares associated with the Series T Preferred Stock were not included in the diluted share count because the result would have been antidilutive under the “if-converted” method. For 2013, 700 million average dilutive potential common shares associated with the Series T Preferred Stock were included in the diluted share count under the “if-converted” method. For additional information, see Note 13 – Shareholders’ Equity.
	For 2014, 2013 and 2012, 62 million average dilutive potential common shares associated with the Series L Preferred Stock were not included in the diluted share count because the result would have been antidilutive under the “if-converted” method. For 2014, 2013 and 2012, average options to purchase 91 million, 126 million and 163 million shares of common stock, respectively, were outstanding but not included in the computation of EPS because the result would have been antidilutive under the treasury stock method. For 2014, average warrants to purchase 122 million shares of common stock were outstanding but not included in the computation of EPS because the result would have been antidilutive under the treasury stock method compared to 272 million shares for both 2013 and 2012. For 2014, average warrants to purchase 150 million shares of common stock were included in the diluted EPS calculation under the treasury stock method.
	In connection with the preferred stock actions described in Note 13 – Shareholders’ Equity, the Corporation recorded a $100 million non-cash preferred stock dividend in 2013 and a $44 million reduction to preferred stock dividends in 2012, both of which are included in the calculation of net income allocated to common shareholders.

Regulatory_Requirements_and_Re

Regulatory Requirements and Restrictions	12 Months Ended
	Dec. 31, 2014
Banking and Thrift [Abstract]
Regulatory Requirements and Restrictions	Regulatory Requirements and Restrictions
	The Corporation manages its regulatory capital to comply with internal capital guidelines and regulatory standards of capital adequacy based on its current understanding of the rules and how they should be applied to its business as currently conducted.
	The Federal Reserve, OCC and Federal Deposit Insurance Corporation (collectively, joint agencies) establish regulatory capital guidelines for U.S. banking organizations. Regulatory capital guidelines require that capital be measured in relation to the credit and market risks of both on- and off-balance sheet items using various risk weights. On January 1, 2014, the Basel 3 rules became effective and include transition provisions through January 1, 2019. Under Basel 3, Total capital consists of two tiers of capital, Tier 1 and Tier 2. Tier 1 capital is further composed of Common equity tier 1 capital and additional tier 1 capital.
	Common equity tier 1 capital primarily includes qualifying common shareholders’ equity, retained earnings, accumulated other comprehensive income and certain minority interests. Goodwill, disallowed intangible assets and certain disallowed deferred tax assets are excluded from Common equity tier 1 capital.
	Additional tier 1 capital primarily includes qualifying non-cumulative preferred stock, trust preferred securities (Trust Securities) subject to phase-out and certain minority interests. Certain deferred tax assets are also excluded.
	Tier 2 capital primarily consists of qualifying subordinated debt, a limited portion of the allowance for loan and lease losses, Trust Securities subject to phase-out and reserves for unfunded lending commitments. The Corporation’s Total capital is the sum of Tier 1 capital plus Tier 2 capital.
	To meet adequately capitalized regulatory requirements, an institution must maintain a Tier 1 capital ratio of 4.0 percent and a Total capital ratio of 8.0 percent. A “well-capitalized” institution must generally maintain capital ratios 200 bps higher than the minimum guidelines. The risk-based capital rules have been further supplemented by a Tier 1 leverage ratio, defined as Tier 1 capital divided by quarterly average total assets, after certain adjustments. BHCs must have a minimum Tier 1 leverage ratio of at least 4.0 percent. National banks must maintain a Tier 1 leverage ratio of at least 5.0 percent to be classified as “well capitalized.” Failure to meet the capital requirements established by the joint agencies can lead to certain mandatory and discretionary actions by regulators that could have a material adverse effect on the Corporation’s financial position. At December 31, 2014, the Corporation’s Tier 1 capital, Total capital and Tier 1 leverage ratios were 13.4 percent, 16.5 percent and 8.2 percent, respectively. Effective January 1, 2015, to meet adequately capitalized regulatory requirements, the Tier 1 capital ratio increases from 4.0 percent to 6.0 percent. This increase reflects a transfer of 2.0 percent from Tier 2 capital to Tier 1 capital, as less Tier 2 capital is permitted and more Tier 1 capital is required. The minimum Total capital ratio of 8.0 percent remains unchanged.
	The table below presents capital ratios and related information in accordance with Basel 3 – Standardized Transition as measured at December 31, 2014 and the Basel 1 – 2013 Rules at December 31, 2013. Prior to October 1, 2014, the Corporation operated its banking activities primarily under two charters: BANA and, to a lesser extent, FIA. On October 1, 2014, FIA was merged into BANA.
	Regulatory Capital
		December 31
		2014						2013
		Basel 3 Transition						Basel 1
	(Dollars in millions)	Ratio		Amount		Minimum		Ratio		Amount		Minimum
						Required (1)						Required (1)
	Common equity tier 1 capital
	Bank of America Corporation	12.3	%	$	155,361	4	%	n/a		n/a		n/a
	Bank of America, N.A.	13.1		145,150		4		n/a		n/a		n/a
	Tier 1 common capital
	Bank of America Corporation	n/a		n/a		n/a		10.9	%	$	141,522	n/a
	Tier 1 capital
	Bank of America Corporation	13.4		168,973		6		12.2		157,742		6	%
	Bank of America, N.A.	13.1		145,150		6		12.3		125,886		6
	Total capital
	Bank of America Corporation	16.5		208,670		10		15.1		196,567		10
	Bank of America, N.A.	14.6		161,623		10		13.8		141,232		10
	Tier 1 leverage
	Bank of America Corporation	8.2		168,973		5		7.7		157,742		5
	Bank of America, N.A.	9.6		145,150		5		9.2		125,886		5
	Risk-weighted assets (in billions)
	Bank of America Corporation	n/a		1,262		n/a		n/a		1,298		n/a
	Bank of America, N.A.	n/a		1,105		n/a		n/a		1,020		n/a
	Adjusted quarterly average total assets (in billions) (2)
	Bank of America Corporation	n/a		2,060		n/a		n/a		2,052		n/a
	Bank of America, N.A.	n/a		1,509		n/a		n/a		1,368		n/a
	(1)	Percent required to meet guidelines to be considered "well capitalized" under the Prompt Corrective Action framework, except for Common equity tier 1 capital which reflects capital adequacy minimum requirements as an advanced approaches bank under Basel 3 during a transition period in 2014.
	(2)	Reflects adjusted average total assets for the three months ended December 31, 2014 and 2013.
	n/a =ot applicable
	Regulatory Capital
	As a financial services holding company, the Corporation is subject to regulatory capital rules issued by U.S. banking regulators. On January 1, 2014, the Corporation became subject to the Basel 3 rules, which include certain transition provisions through 2018. Basel 3 generally continues to be subject to interpretation and clarification by U.S. banking regulators. Through December 31, 2013, the Corporation was subject to the Basel 1 general risk-based capital rules which included new measures of market risk including a charge related to stressed Value-at-Risk (VaR), an incremental risk charge and the comprehensive risk measure (CRM), as well as other technical modifications to Basel 1 (the Basel 1 – 2013 Rules).
	Regulatory Capital Composition – Transition
	Important differences in determining the composition of regulatory capital between the Basel 1 – 2013 Rules and Basel 3 include changes in capital deductions related to the Corporation’s MSRs, deferred tax assets and defined benefit pension assets, and the inclusion of unrealized gains and losses on AFS debt and certain marketable equity securities recorded in accumulated OCI. These changes will be impacted by, among other things, future changes in interest rates, overall earnings performance and corporate actions. Changes to the composition of regulatory capital under Basel 3, as compared to the Basel 1 – 2013 Rules, are recognized in 20 percent annual increments, and will be fully recognized as of January 1, 2018. When presented on a fully phased-in basis, capital, risk-weighted assets and the capital ratios assume all regulatory capital adjustments and deductions are fully recognized.
	Additionally, Basel 3 revised the regulatory capital treatment for Trust Securities, requiring them to be partially transitioned from Tier 1 capital into Tier 2 capital in 2014 and 2015, until fully excluded from Tier 1 capital in 2016, and partially transitioned from Tier 2 capital beginning in 2016 with the full amount excluded in 2022.
	Other Regulatory Matters
	On February 18, 2014, the Federal Reserve approved a final rule implementing certain enhanced supervisory and prudential requirements established under the Dodd-Frank Wall Street Reform and Consumer Protection Act. The final rule formalizes risk management requirements primarily related to governance and liquidity risk management and reiterates the provisions of previously issued final rules related to risk-based and leverage capital and stress test requirements. Also, a debt-to-equity limit may be enacted for an individual BHC if it is determined to pose a grave threat to the financial stability of the U.S. Such limit is at the discretion of the Financial Stability Oversight Council (FSOC) or the Federal Reserve on behalf of the FSOC.
	The Federal Reserve requires the Corporation’s banking subsidiaries to maintain reserve balances based on a percentage of certain deposits. Average daily reserve balance requirements for the Corporation by the Federal Reserve were $18.2 billion and $16.6 billion for 2014 and 2013. Currency and coin residing in branches and cash vaults (vault cash) are used to partially satisfy the reserve requirement. The average daily reserve balances, in excess of vault cash, held with the Federal Reserve amounted to $9.1 billion and $7.8 billion for 2014 and 2013. As of December 31, 2014 and 2013, the Corporation had cash in the amount of $4.5 billion and $6.0 billion, and securities with a fair value of $13.1 billion and $8.4 billion that were segregated in compliance with securities regulations or deposited with clearing organizations.
	The primary sources of funds for cash distributions by the Corporation to its shareholders are capital distributions received from its banking subsidiary, BANA. In 2014, the Corporation received $12.4 billion in dividends from BANA. Prior to its merger with BANA, FIA returned capital of $4.2 billion to the Corporation in 2014. In 2015, BANA can declare and pay dividends of $16.9 billion to the Corporation plus an additional amount equal to its retained net profits for 2015 up to the date of any such dividend declaration. Bank of America California, N.A. can pay dividends of $924 million in 2015 plus an additional amount equal to its retained net profits for 2015 up to the date of any such dividend declaration. The amount of dividends that each subsidiary bank may declare in a calendar year is the subsidiary bank’s net profits for that year combined with its retained net profits for the preceding two years. Retained net profits, as defined by the OCC, consist of net income less dividends declared during the period.

Employee_Benefit_Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Pension and Other Postretirement Benefits Disclosure	Employee Benefit Plans
	Pension and Postretirement Plans
	The Corporation sponsors noncontributory trusteed pension plans, a number of noncontributory nonqualified pension plans, and postretirement health and life plans that cover eligible employees. As discussed below, certain of the pension plans were amended, effective June 30, 2012, to freeze benefits earned. The pension plans provide defined benefits based on an employee’s compensation and years of service. The Bank of America Pension Plan (the Pension Plan) provides participants with compensation credits, generally based on years of service. In 2013, the Corporation merged a defined benefit pension plan, which covered eligible employees of certain legacy companies, into the Bank of America Pension Plan. This plan is referred to as the Qualified Pension Plan (Qualified Pension Plans prior to this merger). For account balances based on compensation credits prior to January 1, 2008, the Pension Plan allows participants to select from various earnings measures, which are based on the returns of certain funds or common stock of the Corporation. The participant-selected earnings measures determine the earnings rate on the individual participant account balances in the Pension Plan. Participants may elect to modify earnings measure allocations on a periodic basis subject to the provisions of the Pension Plan. For account balances based on compensation credits subsequent to December 31, 2007, the account balance earnings rate is based on a benchmark rate. For eligible employees in the Pension Plan on or after January 1, 2008, the benefits become vested upon completion of three years of service. It is the policy of the Corporation to fund no less than the minimum funding amount required by ERISA.
	The Pension Plan has a balance guarantee feature for account balances with participant-selected earnings, applied at the time a benefit payment is made from the plan that effectively provides principal protection for participant balances transferred and certain compensation credits. The Corporation is responsible for funding any shortfall on the guarantee feature.
	As a result of acquisitions, the Corporation assumed the obligations related to the pension plans of certain legacy companies. The benefit structures under these acquired plans have not changed and remain intact in the merged plan. Certain benefit structures are substantially similar to the Pension Plan discussed above; however, certain of these structures do not allow participants to select various earnings measures; rather the earnings rate is based on a benchmark rate. In addition, these structures include participants with benefits determined under formulas based on average or career compensation and years of service rather than by reference to a pension account. Certain of the other structures provide a participant’s retirement benefits based on the number of years of benefit service and a percentage of the participant’s average annual compensation during the five highest paid consecutive years of the last 10 years of employment.
	The 2013 merger of the defined benefit pension plan into the Qualified Pension Plan required a remeasurement of the qualified pension obligations and plan assets at fair value as of the merger date in addition to the required December 31 remeasurement. The 2013 remeasurements resulted in an increase in accumulated OCI of $2.0 billion, net-of-tax.
	In 2012, in connection with a redesign of the Corporation’s retirement plans, the Compensation and Benefits Committee of the Corporation’s Board of Directors approved amendments to freeze benefits earned in the Qualified Pension Plans effective June 30, 2012. As a result of freezing the Qualified Pension Plans, a curtailment was triggered and a remeasurement of the qualified pension obligations and plan assets occurred. As of the remeasurement date, the plan assets had increased in value from the prior measurement date resulting in an increase in the funded status of the plan and the curtailment impact reduced the projected benefit obligation. The combined impact resulted in a $1.3 billion increase to the net pension assets recognized in other assets and a corresponding increase in accumulated OCI of $832 million, net-of-tax. The impact of the immediate recognition of the prior service cost of $58 million was recorded in personnel expense as a curtailment loss in 2012.
	As a result of freezing the Qualified Pension Plans, the amortization period for actuarial gains and losses was changed from the average working life to the estimated average lifetime of benefits being paid.
	The Corporation assumed the obligations related to the plans of Merrill Lynch. These plans include a terminated U.S. pension plan (the Other Pension Plan), non-U.S. pension plans, nonqualified pension plans and postretirement plans. The non-U.S. pension plans vary based on the country and local practices.
	The Corporation has an annuity contract, previously purchased by Merrill Lynch, that guarantees the payment of benefits vested under the Other Pension Plan. The Corporation, under a supplemental agreement, may be responsible for, or benefit from actual experience and investment performance of the annuity assets. The Corporation made no contribution under this agreement in 2014 or 2013. Contributions may be required in the future under this agreement.
	The Corporation sponsors a number of noncontributory, nonqualified pension plans (the Nonqualified Pension Plans). As a result of acquisitions, the Corporation assumed the obligations related to the noncontributory, nonqualified pension plans of certain legacy companies including Merrill Lynch. These plans, which are unfunded, provide defined pension benefits to certain employees.
	In addition to retirement pension benefits, full-time, salaried employees and certain part-time employees may become eligible to continue participation as retirees in health care and/or life insurance plans sponsored by the Corporation. Based on the other provisions of the individual plans, certain retirees may also have the cost of these benefits partially paid by the Corporation. The obligations assumed as a result of acquisitions are substantially similar to the Corporation’s postretirement health and life plans, except for Countrywide which did not have a postretirement health and life plan. Collectively, these plans are referred to as the Postretirement Health and Life Plans.
	The Pension and Postretirement Plans table summarizes the changes in the fair value of plan assets, changes in the projected benefit obligation (PBO), the funded status of both the accumulated benefit obligation (ABO) and the PBO, and the weighted-average assumptions used to determine benefit obligations for the pension plans and postretirement plans at December 31, 2014 and 2013. Amounts recognized at December 31, 2014 and 2013 are reflected in other assets, and in accrued expenses and other liabilities on the Consolidated Balance Sheet. The estimation of the Corporation’s PBO associated with these plans considers various actuarial assumptions, including assumptions for mortality rates and discount rates. As of December 31, 2014, the Corporation adopted mortality assumptions published by the Society of Actuaries in October 2014, adjusted to reflect observed and anticipated future mortality experience of the participants in the Corporation’s U.S. plans. The adoption of the new mortality assumptions resulted in an increase to the PBO of approximately $580 million at December 31, 2014. The discount rate assumptions are derived from a cash flow matching technique that utilizes rates that are based on Aa-rated corporate bonds with cash flows that match estimated benefit payments of each of the plans. The decrease in weighted-average discount rates in 2014 resulted in an increase to the PBO of approximately $1.9 billion at December 31, 2014.
	The Corporation’s best estimate of its contributions to be made to the Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans in 2015 is $56 million, $101 million and $87 million, respectively. The Corporation does not expect to make a contribution to the Qualified Pension Plan in 2015.
	Pension and Postretirement Plans
		Qualified							Non-U.S.						Nonqualified						Postretirement
		Pension Plan (1)							Pension Plans (1)						and Other						Health and Life
															Pension Plans (1)						Plans (1)
	(Dollars in millions)	2014				2013			2014			2013			2014			2013			2014			2013
	Change in fair value of plan assets
	Fair value, January 1	$	18,276			$	16,274		$	2,457		$	2,306		$	2,720		$	3,063		$	72		$	86
	Actual return on plan assets	1,261				2,873			256			146			336			(217		)	6			9
	Company contributions	—				—			84			131			97			98			53			61
	Plan participant contributions	—				—			1			1			—			—			129			138
	Settlements and curtailments	—				—			(5		)	(80		)	—			(7		)	—			—
	Benefits paid	(923		)		(871		)	(68		)	(80		)	(226		)	(217		)	(248		)	(237		)
	Federal subsidy on benefits paid	n/a				n/a			n/a			n/a			n/a			n/a			16			15
	Foreign currency exchange rate changes	n/a				n/a			(161		)	33			n/a			n/a			n/a			n/a
	Fair value, December 31	$	18,614			$	18,276		$	2,564		$	2,457		$	2,927		$	2,720		$	28		$	72
	Change in projected benefit obligation
	Projected benefit obligation, January 1	$	14,145			$	15,655		$	2,580		$	2,460		$	3,070		$	3,334		$	1,356		$	1,574
	Service cost	—				—			29			32			1			1			8			9
	Interest cost	665				623			109			98			133			120			58			54
	Plan participant contributions	—				—			1			1			—			—			129			138
	Plan amendments	—				—			1			2			—			—			—			—
	Settlements and curtailments	—				17			(6		)	(116		)	—			(7		)	—			—
	Actuarial loss (gain)	1,621				(1,279		)	208			156			351			(161		)	29			(197		)
	Benefits paid	(923		)		(871		)	(68		)	(80		)	(226		)	(217		)	(248		)	(237		)
	Federal subsidy on benefits paid	n/a				n/a			n/a			n/a			n/a			n/a			16			15
	Foreign currency exchange rate changes	n/a				n/a			(166		)	27			n/a			n/a			(2		)	—
	Projected benefit obligation, December 31	$	15,508			$	14,145		$	2,688		$	2,580		$	3,329		$	3,070		$	1,346		$	1,356
	Amount recognized, December 31	$	3,106			$	4,131		$	(124	)	$	(123	)	$	(402	)	$	(350	)	$	(1,318	)	$	(1,284	)
	Funded status, December 31
	Accumulated benefit obligation	$	15,508			$	14,145		$	2,582		$	2,463		$	3,329		$	3,067		n/a			n/a
	Overfunded (unfunded) status of ABO	3,106				4,131			(18		)	(6		)	(402		)	(347		)	n/a			n/a
	Provision for future salaries	—				—			106			117			—			3			n/a			n/a
	Projected benefit obligation	15,508				14,145			2,688			2,580			3,329			3,070			$	1,346		$	1,356
	Weighted-average assumptions, December 31
	Discount rate	4.12		%		4.85		%	3.56		%	4.3		%	3.8		%	4.55		%	3.75		%	4.5		%
	Rate of compensation increase	n/a				n/a			4.7			4.91			4			4			n/a			n/a
	(1)	The measurement date for the Qualified Pension Plan, Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans was December 31 of each year reported.
	n/a =ot applicable
	Amounts recognized on the Consolidated Balance Sheet at December 31, 2014 and 2013 are presented in the table below.
	Amounts Recognized on Consolidated Balance Sheet
		Qualified							Non-U.S.						Nonqualified						Postretirement
		Pension Plan							Pension Plans						and Other						Health and Life
															Pension Plans						Plans
	(Dollars in millions)	2014				2013			2014			2013			2014			2013			2014			2013
	Other assets	$	3,106			$	4,131		$	252		$	205		$	786		$	777		$	—		$	—
	Accrued expenses and other liabilities	—				—			(376		)	(328		)	(1,188		)	(1,127		)	(1,318		)	(1,284		)
	Net amount recognized at December 31	$	3,106			$	4,131		$	(124	)	$	(123	)	$	(402	)	$	(350	)	$	(1,318	)	$	(1,284	)
	Pension Plans with ABO and PBO in excess of plan assets as of December 31, 2014 and 2013 are presented in the table below. For the non-qualified plans not subject to ERISA or non-U.S. pension plans, funding strategies vary due to legal requirements and local practices.
	Plans with ABO and PBO in Excess of Plan Assets
		Non-U.S.							Nonqualified
Pension Plans							and Other
							Pension Plans
(Dollars in millions)	2014				2013			2014			2013
Plans with ABO in excess of plan assets
PBO	$	583			$	617		$	1,190		$	1,129
ABO	563				606			1,190			1,126
Fair value of plan assets	206				290			2			2
Plans with PBO in excess of plan assets
PBO	$	583			$	720		$	1,190		$	1,129
Fair value of plan assets	206				392			2			2
Net periodic benefit cost of the Corporation’s plans for 2014, 2013 and 2012 included the following components.
Components of Net Periodic Benefit Cost
	Qualified Pension Plan										Non-U.S. Pension Plans
(Dollars in millions)	2014				2013			2012			2014			2013			2012
Components of net periodic benefit cost
Service cost	$	—			$	—		$	236		$	29		$	32		$	40
Interest cost	665				623			681			109			98			97
Expected return on plan assets	(1,018		)		(1,024		)	(1,246		)	(137		)	(121		)	(137		)
Amortization of prior service cost	—				—			9			1			—			—
Amortization of net actuarial loss (gain)	111				242			469			3			2			(9		)
Recognized loss (gain) due to settlements and curtailments	—				17			58			2			(7		)	—
Net periodic benefit cost (income)	$	(242	)		$	(142	)	$	207		$	7		$	4		$	(9	)
Weighted-average assumptions used to determine net cost for years ended December 31
Discount rate	4.85		%		4		%	4.95		%	4.3		%	4.23		%	4.87		%
Expected return on plan assets	6				6.5			8			5.52			5.5			6.65
Rate of compensation increase	n/a				n/a			4			4.91			4.37			4.42
	Nonqualified and										Postretirement Health
	Other Pension Plans										and Life Plans
(Dollars in millions)	2014				2013			2012			2014			2013			2012
Components of net periodic benefit cost
Service cost	$	1			$	1		$	1		$	8		$	9		$	13
Interest cost	133				120			138			58			54			71
Expected return on plan assets	(124		)		(109		)	(152		)	(4		)	(5		)	(8		)
Amortization of transition obligation	—				—			—			—			—			32
Amortization of prior service cost (credits)	—				—			(3		)	4			4			4
Amortization of net actuarial loss (gain)	25				25			8			(89		)	(42		)	(38		)
Recognized loss due to settlements and curtailments	—				2			—			—			6			—
Net periodic benefit cost (income)	$	35			$	39		$	(8	)	$	(23	)	$	26		$	74
Weighted-average assumptions used to determine net cost for years ended December 31
Discount rate	4.55		%		3.65		%	4.65		%	4.5		%	3.65		%	4.65		%
Expected return on plan assets	4.6				3.75			5.25			6			6.5			8
Rate of compensation increase	4				4			4			n/a			n/a			n/a
n/a =ot applicable
The asset valuation method used to calculate the expected return on plan assets component of net period benefit cost for the Qualified Pension Plan recognizes 60 percent of the prior year’s market gains or losses at the next measurement date with the remaining 40 percent spread equally over the subsequent four years.
Net periodic postretirement health and life expense was determined using the “projected unit credit” actuarial method. Gains and losses for all benefit plans except postretirement health care are recognized in accordance with the standard amortization provisions of the applicable accounting guidance. For the Postretirement Health Care Plans, 50 percent of the unrecognized gain or loss at the beginning of the fiscal year (or at subsequent remeasurement) is recognized on a level basis during the year.
Assumed health care cost trend rates affect the postretirement benefit obligation and benefit cost reported for the Postretirement Health and Life Plans. The assumed health care cost trend rate used to measure the expected cost of benefits covered by the Postretirement Health and Life Plans is 7.00 percent for 2015 and 2016, reducing in steps to 5.00 percent in 2021 and later years. A one-percentage-point increase in assumed health care cost trend rates would have increased the service and interest costs, and the benefit obligation by $2 million and $47 million in 2014. A one-percentage-point decrease in assumed health care cost trend rates would have lowered the service and interest costs, and the benefit obligation by $2 million and $41 million in 2014.
The Corporation’s net periodic benefit cost (income) recognized for the plans is sensitive to the discount rate and expected return on plan assets. With all other assumptions held constant, a 25 basis point (bp) decline in the discount rate and expected return on plan asset assumptions would have resulted in an increase in the net periodic benefit cost for the Qualified Pension Plan recognized in 2014 of approximately $7 million and $43 million, and to be recognized in 2015 of approximately $9 million and $44 million. For the Postretirement Health and Life Plans, a 25 bp decline in the discount rate would have resulted in an increase in the net periodic benefit cost recognized in 2014 of approximately $9 million, and to be recognized in 2015 of approximately $10 million. For the Non-U.S. Pension Plans and the Nonqualified and Other Pension Plans, a 25 bp decline in discount rates would not have a significant impact on the net periodic benefit cost for 2014 and 2015.
Pretax amounts included in accumulated OCI for employee benefit plans at December 31, 2014 and 2013 are presented in the table below.
Pretax Amounts included in Accumulated OCI
	Qualified							Non-U.S.						Nonqualified						Postretirement						Total
	Pension Plan							Pension Plans						and Other						Health and
														Pension Plans						Life Plans
(Dollars in millions)	2014				2013			2014			2013			2014			2013			2014			2013			2014		2013
Net actuarial loss (gain)	$	4,061			$	2,794		$	355		$	271		$	968		$	855		$	(56	)	$	(171	)	$	5,328	$	3,749
Prior service cost (credits)	—				—			(9		)	(9		)	—			—			20			24			11		15
Amounts recognized in accumulated OCI	$	4,061			$	2,794		$	346		$	262		$	968		$	855		$	(36	)	$	(147	)	$	5,339	$	3,764
Pretax amounts recognized in OCI for employee benefit plans in 2014 included the following components.
Pretax Amounts Recognized in OCI in 2014
(Dollars in millions)	Qualified				Non-U.S.			Nonqualified			Postretirement			Total
	Pension Plan				Pension Plans			and Other			Health and
								Pension Plans			Life Plans
Current year actuarial loss	$	1,378			$	87		$	138		$	26		$	1,629
Amortization of actuarial gain (loss)	(111		)		(3		)	(25		)	89			(50		)
Current year prior service cost	—				1			—			—			1
Amortization of prior service cost	—				(1		)	—			(4		)	(5		)
Amounts recognized in OCI	$	1,267			$	84		$	113		$	111		$	1,575
The estimated pretax amounts that will be amortized from accumulated OCI into expense in 2015 are presented in the table below.
Estimated Pretax Amounts Amortized from Accumulated OCI into Period Cost in 2015
(Dollars in millions)	Qualified				Non-U.S.			Nonqualified			Postretirement			Total
	Pension Plan				Pension Plans			and Other			Health and
								Pension Plans			Life Plans
Net actuarial loss (gain)	$	166			$	6		$	34		$	(34	)	$	172
Prior service cost	—				1			—			4			5
Total amounts amortized from accumulated OCI	$	166			$	7		$	34		$	(30	)	$	177
Plan Assets
The Qualified Pension Plan has been established as a retirement vehicle for participants, and trusts have been established to secure benefits promised under the Qualified Pension Plan. The Corporation’s policy is to invest the trust assets in a prudent manner for the exclusive purpose of providing benefits to participants and defraying reasonable expenses of administration. The Corporation’s investment strategy is designed to provide a total return that, over the long term, increases the ratio of assets to liabilities. The strategy attempts to maximize the investment return on assets at a level of risk deemed appropriate by the Corporation while complying with ERISA and any applicable regulations and laws. The investment strategy utilizes asset allocation as a principal determinant for establishing the risk/return profile of the assets. Asset allocation ranges are established, periodically reviewed and adjusted as funding levels and liability characteristics change. Active and passive investment managers are employed to help enhance the risk/return profile of the assets. An additional aspect of the investment strategy used to minimize risk (part of the asset allocation plan) includes matching the equity exposure of participant-selected earnings measures. For example, the common stock of the Corporation held in the trust is maintained as an offset to the exposure related to participants who elected to receive an earnings measure based on the return performance of common stock of the Corporation. No plan assets are expected to be returned to the Corporation during 2015.
The assets of the Non-U.S. Pension Plans are primarily attributable to a U.K. pension plan. This U.K. pension plan’s assets are invested prudently so that the benefits promised to members are provided with consideration given to the nature and the duration of the plan’s liabilities. The current investment strategy was set following an asset-liability study and advice from the trustee’s investment advisors. The selected asset allocation strategy is designed to achieve a higher return than the lowest risk strategy while maintaining a prudent approach to meeting the plan’s liabilities.
The expected return on asset assumption was developed through analysis of historical market returns, historical asset class volatility and correlations, current market conditions, anticipated future asset allocations, the funds’ past experience, and expectations on potential future market returns. The expected return on assets assumption is determined using the calculated market-related value for the Qualified Pension Plan and the Other Pension Plan and the fair value for the Non-U.S. Pension Plans and Postretirement Health and Life Plans. The expected return on assets assumption represents a long-term average view of the performance of the assets in the Qualified Pension Plan, the Non-U.S. Pension Plans, the Other Pension Plan, and Postretirement Health and Life Plans, a return that may or may not be achieved during any one calendar year. The terminated Other U.S. Pension Plan is invested solely in an annuity contract which is primarily invested in fixed-income securities structured such that asset maturities match the duration of the plan’s obligations.
The target allocations for 2015 by asset category for the Qualified Pension Plan, Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans are presented in the table below.
2015 Target Allocation
	Percentage
Asset Category	Qualified	Non-U.S.	Nonqualified	Postretirement
	Pension Plan	Pension Plans	and Other	Health and Life
			Pension Plans	Plans
Equity securities	30 - 60	Oct-35	0 - 5	0 - 20
Debt securities	40 - 70	40 - 80	95 - 100	70 - 100
Real estate	0 - 10	0 - 15	0 - 5	0 - 5
Other	0 - 5	0 - 15	0 - 5	0 - 5
Equity securities for the Qualified Pension Plan include common stock of the Corporation in the amounts of $215 million (1.15 percent of total plan assets) and $200 million (1.10 percent of total plan assets) at December 31, 2014 and 2013.
Fair Value Measurements
For information on fair value measurements, including descriptions of Level 1, 2 and 3 of the fair value hierarchy and the valuation methods employed by the Corporation, see Note 1 – Summary of Significant Accounting Principles and Note 20 – Fair Value Measurements.
Combined plan investment assets measured at fair value by level and in total at December 31, 2014 and 2013 are summarized in the Fair Value Measurements table.
Fair Value Measurements
	December 31, 2014
(Dollars in millions)	Level 1				Level 2			Level 3			Total
Cash and short-term investments
Money market and interest-bearing cash	$	3,814			$	—		$	—		$	3,814
Cash and cash equivalent commingled/mutual funds	—				4			—			4
Fixed income
U.S. government and government agency securities	2,004				2,151			11			4,166
Corporate debt securities	—				1,454			—			1,454
Asset-backed securities	—				1,930			—			1,930
Non-U.S. debt securities	627				487			—			1,114
Fixed income commingled/mutual funds	101				1,397			—			1,498
Equity
Common and preferred equity securities	6,628				—			—			6,628
Equity commingled/mutual funds	16				1,817			—			1,833
Public real estate investment trusts	124				—			—			124
Real estate
Private real estate	—				—			127			127
Real estate commingled/mutual funds	—				4			632			636
Limited partnerships	—				122			65			187
Other investments (1)	1				490			127			618
Total plan investment assets, at fair value	$	13,315			$	9,856		$	962		$	24,133
	December 31, 2013
Cash and short-term investments
Money market and interest-bearing cash	$	2,586			$	—		$	—		$	2,586
Cash and cash equivalent commingled/mutual funds	—				223			—			223
Fixed income
U.S. government and government agency securities	1,590				2,245			12			3,847
Corporate debt securities	—				1,233			—			1,233
Asset-backed securities	—				1,455			—			1,455
Non-U.S. debt securities	547				502			6			1,055
Fixed income commingled/mutual funds	89				1,279			—			1,368
Equity
Common and preferred equity securities	7,463				—			—			7,463
Equity commingled/mutual funds	213				2,308			—			2,521
Public real estate investment trusts	127				—			—			127
Real estate
Private real estate	—				—			119			119
Real estate commingled/mutual funds	—				7			462			469
Limited partnerships	—				117			145			262
Other investments (1)	—				662			135			797
Total plan investment assets, at fair value	$	12,615			$	10,031		$	879		$	23,525
(1)	Other investments include interest rate swaps of $297 million and $435 million, participant loans of $78 million and $87 million, commodity and balanced funds of $178 million and $229 million and other various investments of $65 million and $46 million at December 31, 2014 and 2013.
The Level 3 Fair Value Measurements table presents a reconciliation of all plan investment assets measured at fair value using significant unobservable inputs (Level 3) during 2014, 2013 and 2012.
Level 3 Fair Value Measurements
	2014
(Dollars in millions)	Balance				Actual Return on			Purchases			Sales and Settlements			Transfers into/			Balance
	January 1				Plan Assets Still									(out of) Level 3			December 31
					Held at the
					Reporting Date
Fixed income
U.S. government and government agency securities	$	12			$	—		$	—		$	(1	)	$	—		$	11
Non-U.S. debt securities	6				—			—			(2		)	(4		)	—
Real estate
Private real estate	119				5			5			(2		)	—			127
Real estate commingled/mutual funds	462				20			150			—			—			632
Limited partnerships	145				5			3			(88		)	—			65
Other investments	135				1			1			(10		)	—			127
Total	$	879			$	31		$	159		$	(103	)	$	(4	)	$	962
	2013
Fixed income
U.S. government and government agency securities	$	13			$	—		$	—		$	(1	)	$	—		$	12
Non-U.S. debt securities	10				(2		)	—			(2		)	—			6
Real estate
Private real estate	110				4			7			(2		)	—			119
Real estate commingled/mutual funds	324				15			123			—			—			462
Limited partnerships	231				8			23			(89		)	(28		)	145
Other investments	129				(6		)	13			(1		)	—			135
Total	$	817			$	19		$	166		$	(95	)	$	(28	)	$	879
	2012
Fixed income
U.S. government and government agency securities	$	13			$	—		$	—		$	—		$	—		$	13
Non-U.S. debt securities	10				(1		)	1			(1		)	1			10
Real estate
Private real estate	113				(2		)	2			(3		)	—			110
Real estate commingled/mutual funds	249				13			62			—			—			324
Limited partnerships	232				8			11			(20		)	—			231
Other investments	122				7			4			(4		)	—			129
Total	$	739			$	25		$	80		$	(28	)	$	1		$	817
Projected Benefit Payments
Benefit payments projected to be made from the Qualified Pension Plan, Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans are presented in the table below.
Projected Benefit Payments
											Postretirement Health and Life Plans
(Dollars in millions)	Qualified				Non-U.S.			Nonqualified			Net Payments (3)			Medicare
	Pension Plan (1)				Pension Plans (2)			and Other						Subsidy
								Pension Plans (2)
2015	$	921			$	55		$	244		$	130		$	14
2016	908				58			241			126			14
2017	900				62			242			122			14
2018	899				65			239			117			13
2019	895				72			236			111			13
2020 – 2024	4,407				449			1,136			495			58
(1)	Benefit payments expected to be made from the plan’s assets.
(2)	Benefit payments expected to be made from a combination of the plans’ and the Corporation’s assets.
(3)	Benefit payments (net of retiree contributions) expected to be made from a combination of the plans’ and the Corporation’s assets.
Defined Contribution Plans
The Corporation maintains qualified defined contribution retirement plans and nonqualified defined contribution retirement plans. The Corporation contributed $1.0 billion, $1.1 billion and $886 million in 2014, 2013 and 2012, respectively, to the qualified defined contribution plans. At December 31, 2014 and 2013, 238 million and 235 million shares of the Corporation’s common stock were held by these plans. Payments to the plans for dividends on common stock were $29 million, $10 million and $10 million in 2014, 2013 and 2012, respectively.
Certain non-U.S. employees are covered under defined contribution pension plans that are separately administered in accordance with local laws.

Stockbased_Compensation_Plans

Stock-based Compensation Plans	12 Months Ended
	Dec. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Stock-based Compensation Plans	Stock-based Compensation Plans
	The Corporation administers a number of equity compensation plans, with awards being granted predominantly from the Corporation’s Key Associate Stock Plan. Under the Key Associate Stock Plan, the Corporation grants stock-based awards, including stock options, restricted stock and restricted stock units (RSUs). Grants in 2014 included RSUs which generally vest in three equal annual installments beginning one year from the grant date, and awards which will vest subject to the attainment of specified performance goals.
	For most awards, expense is generally recognized ratably over the vesting period net of estimated forfeitures, unless the employee meets certain retirement eligibility criteria. For awards to employees that meet retirement eligibility criteria, the Corporation records the expense upon grant. For employees that become retirement eligible during the vesting period, the Corporation recognizes expense from the grant date to the date on which the employee becomes retirement eligible, net of estimated forfeitures. The compensation cost for the stock-based plans was $2.30 billion, $2.28 billion and $2.27 billion in 2014, 2013 and 2012, respectively. The related income tax benefit was $854 million, $842 million and $839 million for 2014, 2013 and 2012, respectively.
	Key Associate Stock Plan
	The Key Associate Stock Plan became effective January 1, 2003. It provides for different types of awards, including stock options, restricted stock and RSUs. As of December 31, 2014, the shareholders had authorized approximately 1.1 billion shares for grant under this plan. Additionally, any shares covered by awards under certain legacy plans that cancel, terminate, expire, lapse or settle in cash after a specified date may be re-granted under the Key Associate Stock Plan.
	During 2014, the Corporation issued 133 million RSUs to certain employees under the Key Associate Stock Plan. Certain awards are earned based on the achievement of specified performance criteria. RSUs may be settled in cash or in shares of common stock depending on the terms of the applicable award. In 2014, two million of these RSUs were authorized to be settled in shares of common stock with the remainder in cash. Certain awards contain clawback provisions which permit the Corporation to cancel all or a portion of the award under specified circumstances. The compensation cost for cash-settled awards and awards subject to certain clawback provisions, which in the aggregate represented substantially all of the awards in 2014, is accrued over the vesting period and adjusted to fair value based upon changes in the share price of the Corporation’s common stock.
	From time to time, the Corporation enters into equity total return swaps to hedge a portion of RSUs granted to certain employees as part of their compensation in prior periods to minimize the change in the expense to the Corporation driven by fluctuations in the fair value of the RSUs. Certain of these derivatives are designated as cash flow hedges of unrecognized unvested awards with the changes in fair value of the hedge recorded in accumulated OCI and reclassified into earnings in the same period as the RSUs affect earnings. The remaining derivatives are used to hedge the price risk of cash-settled awards with changes in fair value recorded in personnel expense. For information on amounts recognized on equity total return swaps used to hedge the Corporation’s outstanding RSUs, see Note 2 – Derivatives.
	Other Stock Plans
	The Corporation assumed the obligations of certain stock compensation plans with the acquisition of Merrill Lynch. These plans are no longer active and no awards were granted in 2014, 2013 or 2012. At December 31, 2014, five million unvested RSUs remained outstanding under the Merrill Lynch Financial Advisor Capital Accumulation Award Plan. These awards were granted in 2003 and thereafter and are generally payable eight years from the grant date in a fixed number of the Corporation’s common shares.
	Restricted Stock/Units
	The table below presents the status at December 31, 2014 of the share-settled restricted stock/units and changes during 2014.
	Stock-settled Restricted Stock/Units
		Shares/Units		Weighted-
				average Grant Date Fair Value
	Outstanding at January 1, 2014	71,202,751		$	12.05
	Granted	2,064,195		16.63
	Vested	(42,209,408	)	14.27
	Canceled	(1,174,769	)	10.45
	Outstanding at December 31, 2014	29,882,769		$	9.3
	The table below presents the status at December 31, 2014 of the cash-settled RSUs granted under the Key Associate Stock Plan and changes during 2014.
	Cash-settled Restricted Units
		Units
	Outstanding at January 1, 2014	359,928,869
	Granted	130,956,173
	Vested	(162,061,256	)
	Canceled	(11,867,351	)
	Outstanding at December 31, 2014	316,956,435
	At December 31, 2014, there was an estimated $1.5 billion of total unrecognized compensation cost related to certain share-based compensation awards that is expected to be recognized over a period of up to four years, with a weighted-average period of 1.6 years. The total fair value of restricted stock vested in 2014, 2013 and 2012 was $576 million, $1.0 billion and $2.9 billion, respectively. In 2014, 2013 and 2012, the amount of cash paid to settle equity-based awards for all equity compensation plans was $1.7 billion, $1.4 billion and $779 million, respectively.
	Stock Options
	The table below presents the status of all option plans at December 31, 2014 and changes during 2014.
	Stock Options
		Options		Weighted-
				average
				Exercise Price
	Outstanding at January 1, 2014	122,168,691		$	48.23
	Forfeited	(34,081,637	)	46.32
	Outstanding at December 31, 2014	88,087,054		48.96
	Options vested and exercisable at December 31, 2014	88,087,054		48.96
	Outstanding options at December 31, 2014 included 79 million options under the Key Associate Stock Plan and nine million options to employees of predecessor company plans assumed in mergers. All options outstanding as of December 31, 2014 were vested and exercisable with a weighted-average remaining contractual term of 1.6 years and have no aggregate intrinsic value. No options have been granted since 2008.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Income Taxes	Income Taxes
	The components of income tax expense (benefit) for 2014, 2013 and 2012 are presented in the table below.
	Income Tax Expense (Benefit)
	(Dollars in millions)	2014			2013				2012
	Current income tax expense
	U.S. federal	$	443		$	180			$	458
	U.S. state and local	340			786				592
	Non-U.S.	513			513				569
	Total current expense	1,296			1,479				1,619
	Deferred income tax expense (benefit)
	U.S. federal	583			2,056				(3,433		)
	U.S. state and local	85			(94		)		(55		)
	Non-U.S.	58			1,300				753
	Total deferred expense (benefit)	726			3,262				(2,735		)
	Total income tax expense (benefit)	$	2,022		$	4,741			$	(1,116	)
	Total income tax expense (benefit) does not reflect the deferred tax effects of unrealized gains and losses on AFS debt and marketable equity securities, foreign currency translation adjustments, derivatives and employee benefit plan adjustments that are included in accumulated OCI. These tax effects resulted in an expense of $3.4 billion in 2014 and $1.3 billion in 2012, and a benefit of $2.7 billion in 2013, recorded in accumulated OCI. In addition, total income tax expense (benefit) does not reflect tax effects associated with the Corporation’s employee stock plans which decreased common stock and additional paid-in capital $35 million, $128 million and $277 million in 2014, 2013 and 2012, respectively.
	Income tax expense (benefit) for 2014, 2013 and 2012 varied from the amount computed by applying the statutory income tax rate to income before income taxes. A reconciliation of the expected U.S. federal income tax expense, calculated by applying the federal statutory tax rate of 35 percent, to the Corporation’s actual income tax expense (benefit), and the effective tax rates for 2014, 2013 and 2012 are presented in the table below.
	Reconciliation of Income Tax Expense (Benefit)
		2014						2013						2012
	(Dollars in millions)	Amount			Percent			Amount				Percent		Amount			Percent
	Expected U.S. federal income tax expense	$	2,399		35	%		$	5,660			35	%	$	1,075		35	%
	Increase (decrease) in taxes resulting from:				(0.001	)%						(0.001	)%				(0.001	)%
	State tax expense, net of federal benefit	276			4			450				2.8		349			11.4
	Affordable housing credits/other credits	(950		)	(13.8	)		(863		)		(5.3	)	(783		)	(25.5	)
	Changes in prior period UTBs, including interest	(741		)	(10.8	)		(255		)		(1.6	)	(198		)	(6.4	)
	Tax-exempt income, including dividends	(533		)	(7.8	)		(524		)		(3.2	)	(576		)	(18.8	)
	Non-U.S. tax rate differential (1)	(507		)	(7.4	)		(940		)		(5.8	)	(1,968		)	(64.1	)
	Nondeductible expenses	1,982			28.9			104				0.6		231			7.5
	Leveraged lease tax differential	53			0.8			26				0.2		83			2.7
	Non-U.S. statutory rate reductions	—			—			1,133				7		788			25.7
	Other	43			0.6			(50		)		(0.4	)	(117		)	(3.8	)
	Total income tax expense (benefit)	$	2,022		29.5	%		$	4,741			29.3	%	$	(1,116	)	(36.3	)%
	(1)	Includes in 2012, a $1.7 billion income tax benefit attributable to the excess of foreign tax credits recognized in the U.S. upon repatriation of the earnings of certain non-U.S. subsidiaries over the related U.S. tax liability.
	The reconciliation of the beginning unrecognized tax benefits (UTB) balance to the ending balance is presented in the table below.
	Reconciliation of the Change in Unrecognized Tax Benefits
	(Dollars in millions)	2014			2013				2012
	Balance, January 1	$	3,068		$	3,677			$	4,203
	Increases related to positions taken during the current year	75			98				352
	Increases related to positions taken during prior years (1)	519			254				142
	Decreases related to positions taken during prior years (1)	(973		)	(508		)		(711		)
	Settlements	(1,594		)	(448		)		(205		)
	Expiration of statute of limitations	(27		)	(5		)		(104		)
	Balance, December 31	$	1,068		$	3,068			$	3,677
	(1)	The sum per year of positions taken during prior years differs from the $741 million, $255 million and $198 million in the Reconciliation of Income Tax Expense (Benefit) table due to temporary items, state items and jurisdictional offsets, as well as the inclusion of interest in the Reconciliation of Income Tax Expense (Benefit) table.
	At December 31, 2014, 2013 and 2012, the balance of the Corporation’s UTBs which would, if recognized, affect the Corporation’s effective tax rate was $0.7 billion, $2.5 billion and $3.1 billion, respectively. Included in the UTB balance are some items the recognition of which would not affect the effective tax rate, such as the tax effect of certain temporary differences, the portion of gross state UTBs that would be offset by the tax benefit of the associated federal deduction and the portion of gross non-U.S. UTBs that would be offset by tax reductions in other jurisdictions.
	The Corporation files income tax returns in more than 100 state and non-U.S. jurisdictions each year. The IRS and other tax authorities in countries and states in which the Corporation has significant business operations examine tax returns periodically (continuously in some jurisdictions). The Tax Examination Status table summarizes the status of significant examinations (U.S. federal unless otherwise noted) for the Corporation and various subsidiaries as of December 31, 2014.
	Tax Examination Status
		Years under		Status at December 31 2014
		Examination
	U.S. (1)	2010 – 2011		IRS Appeals
	U.S.	2012 – 2013		Field examination
	New York	2008 – 2012		Field examination
	U.K.	2012		Field examination
	(1)	Field examination completed during 2014. The Corporation filed a protest related to certain adjustments with the IRS administrative appeals division.
	During 2014, the Corporation settled and effectively resolved the federal examinations related to years 2005 through 2009 and all open Merrill Lynch years through 2008, as well as various state and local examinations for multiple years.
	It is reasonably possible that the UTB balance may decrease by as much as $0.4 billion during the next 12 months, since resolved items will be removed from the balance whether their resolution results in payment or recognition.
	During 2014, 2013 and 2012, the Corporation recognized a benefit of $196 million and expense of $127 million and $99 million, respectively, for interest and penalties, net-of-tax, in income tax expense. At December 31, 2014 and 2013, the Corporation’s accrual for interest and penalties that related to income taxes, net of taxes and remittances, was $455 million and $888 million.
	Significant components of the Corporation’s net deferred tax assets and liabilities at December 31, 2014 and 2013 are presented in the table below.
	Deferred Tax Assets and Liabilities
		31-Dec
	(Dollars in millions)	2014			2013
	Deferred tax assets
	Net operating loss carryforwards	$	9,787		$	10,967
	Accrued expenses	5,916			6,749
Tax credit carryforwards	5,614			9,689
Security, loan and debt valuations	5,190			4,264
Allowance for credit losses	5,047			6,100
Employee compensation and retirement benefits	3,665			2,729
State income taxes	2,034			2,643
Available-for-sale securities	—			1,918
Other	1,688			722
Gross deferred tax assets	38,941			45,781
Valuation allowance	(1,111		)	(1,940		)
Total deferred tax assets, net of valuation allowance	37,830			43,841
Deferred tax liabilities
Equipment lease financing	2,880			3,106
Intangibles	1,349			1,529
Mortgage servicing rights	1,041			1,547
Available-for-sale securities	828			—
Fee income	816			798
Long-term borrowings	587			3,033
Other	2,075			1,472
Gross deferred tax liabilities	9,576			11,485
Net deferred tax assets	$	28,254		$	32,356
The table below summarizes the deferred tax assets and related valuation allowances recognized for the net operating loss (NOL) and tax credit carryforwards at December 31, 2014.
Net Operating Loss and Tax Credit Carryforward Deferred Tax Assets
(Dollars in millions)	Deferred			Valuation				Net				First Year
	Tax Asset			Allowance				Deferred				Expiring
								Tax Asset
Net operating losses – U.S.	$	3,065		$	—			$	3,065			After 2027
Net operating losses – U.K.	6,276			—				6,276				None (1)
Net operating losses – other non-U.S.	446			(316		)		130				Various
Net operating losses – U.S. states (2)	1,168			(460		)		708				Various
General business credits	3,383			—				3,383				After 2029
Foreign tax credits	2,231			(68		)		2,163				After 2022
(1)	The U.K. net operating losses may be carried forward indefinitely.
(2)	The net operating losses and related valuation allowances for U.S. states before considering the benefit of federal deductions were $1.8 billion and $708 million.
Management concluded that no valuation allowance was necessary to reduce the U.K. NOL carryforwards and U.S. NOL and general business credit carryforwards since estimated future taxable income will be sufficient to utilize these assets prior to their expiration. The majority of the Corporation’s U.K. net deferred tax assets, which consist primarily of NOLs, are expected to be realized by certain subsidiaries over an extended number of years. Management’s conclusion is supported by financial results and forecasts, the reorganization of certain business activities and the indefinite period to carry forward NOLs. However, significant changes to those estimates, such as changes that would be caused by a substantial and prolonged worsening of the condition of Europe’s capital markets, or a change in applicable laws, could lead management to reassess its U.K. valuation allowance conclusions.
At December 31, 2014, U.S. federal income taxes had not been provided on $17.2 billion of undistributed earnings of non-U.S. subsidiaries that management has determined have been reinvested for an indefinite period of time. If the Corporation were to record a deferred tax liability associated with these undistributed earnings, the amount would be approximately $4.5 billion at December 31, 2014.

Fair_Value_Measurements

Fair Value Measurements	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value Measurements	Fair Value Measurements
	Under applicable accounting guidance, 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. The Corporation determines the fair values of its financial instruments based on the fair value hierarchy established under applicable accounting guidance which requires an entity to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value. There are three levels of inputs used to measure fair value. The Corporation conducts a review of its fair value hierarchy classifications on a quarterly basis. Transfers into or out of fair value hierarchy classifications are made if the significant inputs used in the financial models measuring the fair values of the assets and liabilities became unobservable or observable, respectively, in the current marketplace. These transfers are considered to be effective as of the beginning of the quarter in which they occur. For more information regarding the fair value hierarchy and how the Corporation measures fair value, see Note 1 – Summary of Significant Accounting Principles. The Corporation accounts for certain financial instruments under the fair value option. For additional information, see Note 21 – Fair Value Option.
	Valuation Processes and Techniques
	The Corporation has various processes and controls in place to ensure that fair value is reasonably estimated. A model validation policy governs the use and control of valuation models used to estimate fair value. This policy requires review and approval of models by personnel who are independent of the front office, and periodic reassessments of models to ensure that they are continuing to perform as designed. In addition, detailed reviews of trading gains and losses are conducted on a daily basis by personnel who are independent of the front office. A price verification group, which is also independent of the front office, utilizes available market information including executed trades, market prices and market-observable valuation model inputs to ensure that fair values are reasonably estimated. The Corporation performs due diligence procedures over third-party pricing service providers in order to support their use in the valuation process. Where market information is not available to support internal valuations, independent reviews of the valuations are performed and any material exposures are escalated through a management review process.
	While the Corporation believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different estimate of fair value at the reporting date.
	During 2014, except for the adoption of FVA, there were no changes to the valuation techniques that had, or are expected to have, a material impact on the Corporation’s consolidated financial position or results of operations.
	Level 1, 2 and 3 Valuation Techniques
	Financial instruments are considered Level 1 when the valuation is based on quoted prices in active markets for identical assets or liabilities. Level 2 financial instruments are valued using quoted prices for similar assets or liabilities, quoted prices in markets that are not active, or models using inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Financial instruments are considered Level 3 when their values are determined using pricing models, discounted cash flow methodologies or similar techniques, and at least one significant model assumption or input is unobservable and when determination of the fair value requires significant management judgment or estimation.
	Trading Account Assets and Liabilities and Debt Securities
	The fair values of trading account assets and liabilities are primarily based on actively traded markets where prices are based on either direct market quotes or observed transactions. The fair values of debt securities are generally based on quoted market prices or market prices for similar assets. Liquidity is a significant factor in the determination of the fair values of trading account assets and liabilities and debt securities. Market price quotes may not be readily available for some positions, or positions within a market sector where trading activity has slowed significantly or ceased. Some of these instruments are valued using a discounted cash flow model, which estimates the fair value of the securities using internal credit risk, interest rate and prepayment risk models that incorporate management’s best estimate of current key assumptions such as default rates, loss severity and prepayment rates. Principal and interest cash flows are discounted using an observable discount rate for similar instruments with adjustments that management believes a market participant would consider in determining fair value for the specific security. Other instruments are valued using a net asset value approach which considers the value of the underlying securities. Underlying assets are valued using external pricing services, where available, or matrix pricing based on the vintages and ratings. Situations of illiquidity generally are triggered by the market’s perception of credit uncertainty regarding a single company or a specific market sector. In these instances, fair value is determined based on limited available market information and other factors, principally from reviewing the issuer’s financial statements and changes in credit ratings made by one or more rating agencies.
	Derivative Assets and Liabilities
	The fair values of derivative assets and liabilities traded in the OTC market are determined using quantitative models that utilize multiple market inputs including interest rates, prices and indices to generate continuous yield or pricing curves and volatility factors to value the position. The majority of market inputs are actively quoted and can be validated through external sources, including brokers, market transactions and third-party pricing services. When third-party pricing services are used, the methods and assumptions are reviewed by the Corporation. Estimation risk is greater for derivative asset and liability positions that are either option-based or have longer maturity dates where observable market inputs are less readily available, or are unobservable, in which case, quantitative-based extrapolations of rate, price or index scenarios are used in determining fair values. The fair values of derivative assets and liabilities include adjustments for market liquidity, counterparty credit quality and other instrument-specific factors, where appropriate. In addition, the Corporation incorporates within its fair value measurements of OTC derivatives a valuation adjustment to reflect the credit risk associated with the net position. Positions are netted by counterparty, and fair value for net long exposures is adjusted for counterparty credit risk while the fair value for net short exposures is adjusted for the Corporation’s own credit risk. The Corporation also incorporates FVA within its fair value measurements to include funding costs on uncollateralized derivatives and derivatives where the Corporation is not permitted to use the collateral it receives. An estimate of severity of loss is also used in the determination of fair value, primarily based on market data.
	Loans and Loan Commitments
	The fair values of loans and loan commitments are based on market prices, where available, or discounted cash flow analyses using market-based credit spreads of comparable debt instruments or credit derivatives of the specific borrower or comparable borrowers. Results of discounted cash flow analyses may be adjusted, as appropriate, to reflect other market conditions or the perceived credit risk of the borrower.
	Mortgage Servicing Rights
	The fair values of MSRs are determined using models that rely on estimates of prepayment rates, the resultant weighted-average lives of the MSRs and the option-adjusted spread levels. For more information on MSRs, see Note 23 – Mortgage Servicing Rights.
	Loans Held-for-sale
	The fair values of LHFS are based on quoted market prices, where available, or are determined by discounting estimated cash flows using interest rates approximating the Corporation’s current origination rates for similar loans adjusted to reflect the inherent credit risk. The borrower-specific credit risk is embedded within the quoted market prices or is implied by considering loan performance when selecting comparables.
	Private Equity Investments
	Private equity investments consist of direct investments and fund investments which are initially valued at their transaction price. Thereafter, the fair value of direct investments is based on an assessment of each individual investment using methodologies that include publicly-traded comparables derived by multiplying a key performance metric (e.g., earnings before interest, taxes, depreciation and amortization) of the portfolio company by the relevant valuation multiple observed for comparable companies, acquisition comparables, entry level multiples and discounted cash flow analyses, and are subject to appropriate discounts for lack of liquidity or marketability. After initial recognition, the fair value of fund investments is based on the Corporation’s proportionate interest in the fund’s capital as reported by the respective fund managers.
	Short-term Borrowings and Long-term Debt
	The Corporation issues structured liabilities that have coupons or repayment terms linked to the performance of debt or equity securities, indices, currencies or commodities. The fair values of these structured liabilities are estimated using quantitative models for the combined derivative and debt portions of the notes. These models incorporate observable and, in some instances, unobservable inputs including security prices, interest rate yield curves, option volatility, currency, commodity or equity rates and correlations among these inputs. The Corporation also considers the impact of its own credit spreads in determining the discount rate used to value these liabilities. The credit spread is determined by reference to observable spreads in the secondary bond market.
	Securities Financing Agreements
	The fair values of certain reverse repurchase agreements, repurchase agreements and securities borrowed transactions are determined using quantitative models, including discounted cash flow models that require the use of multiple market inputs including interest rates and spreads to generate continuous yield or pricing curves, and volatility factors. The majority of market inputs are actively quoted and can be validated through external sources, including brokers, market transactions and third-party pricing services.
	Deposits
	The fair values of deposits are determined using quantitative models, including discounted cash flow models that require the use of multiple market inputs including interest rates and spreads to generate continuous yield or pricing curves, and volatility factors. The majority of market inputs are actively quoted and can be validated through external sources, including brokers, market transactions and third-party pricing services. The Corporation considers the impact of its own credit spreads in the valuation of these liabilities. The credit risk is determined by reference to observable credit spreads in the secondary cash market.
	Asset-backed Secured Financings
	The fair values of asset-backed secured financings are based on external broker bids, where available, or are determined by discounting estimated cash flows using interest rates approximating the Corporation’s current origination rates for similar loans adjusted to reflect the inherent credit risk.
	Recurring Fair Value
	Assets and liabilities carried at fair value on a recurring basis at December 31, 2014 and 2013, including financial instruments which the Corporation accounts for under the fair value option, are summarized in the following tables.
		December 31, 2014
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting Adjustments (1)				Assets/Liabilities at Fair Value
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	—			$	62,182			$	—			$	—			$	62,182
	Trading account assets:
	U.S. government and agency securities (2)	33,470				17,549				—				—				51,019
	Corporate securities, trading loans and other	243				31,699				3,270				—				35,212
	Equity securities	33,518				22,488				352				—				56,358
	Non-U.S. sovereign debt	20,348				15,332				574				—				36,254
	Mortgage trading loans and ABS	—				10,879				2,063				—				12,942
	Total trading account assets	87,579				97,947				6,259				—				191,785
	Derivative assets (3)	4,957				972,977				6,851				(932,103		)		52,682
	AFS debt securities:
	U.S. Treasury and agency securities	67,413				2,182				—				—				69,595
	Mortgage-backed securities:
	Agency	—				165,039				—				—				165,039
	Agency-collateralized mortgage obligations	—				14,248				—				—				14,248
	Non-agency residential	—				4,175				279				—				4,454
	Commercial	—				4,000				—				—				4,000
	Non-U.S. securities	3,191				3,029				10				—				6,230
	Corporate/Agency bonds	—				368				—				—				368
	Other taxable securities	20				9,104				1,667				—				10,791
	Tax-exempt securities	—				8,950				599				—				9,549
	Total AFS debt securities	70,624				211,095				2,555				—				284,274
	Other debt securities carried at fair value:
	U.S. Treasury and agency securities	1,541				—				—				—				1,541
	Mortgage-backed securities:
	Agency	—				15,704				—				—				15,704
	Non-agency residential	—				3,745				—				—				3,745
	Non-U.S. securities	13,270				1,862				—				—				15,132
	Other taxable securities	—				299				—				—				299
	Total other debt securities carried at fair value	14,811				21,610				—				—				36,421
	Loans and leases	—				6,698				1,983				—				8,681
Mortgage servicing rights	—				—				3,530				—				3,530
Loans held-for-sale	—				6,628				173				—				6,801
Other assets	11,581				1,381				911				—				13,873
Total assets (4)	$	189,552			$	1,380,518			$	22,262			$	(932,103	)		$	660,229
Liabilities
Interest-bearing deposits in U.S. offices	$	—			$	1,469			$	—			$	—			$	1,469
Federal funds purchased and securities loaned or sold under agreements to repurchase	—				35,357				—				—				35,357
Trading account liabilities:
U.S. government and agency securities	18,514				446				—				—				18,960
Equity securities	24,679				3,670				—				—				28,349
Non-U.S. sovereign debt	16,089				3,625				—				—				19,714
Corporate securities and other	189				6,944				36				—				7,169
Total trading account liabilities	59,471				14,685				36				—				74,192
Derivative liabilities (3)	4,493				969,502				7,771				(934,857		)		46,909
Short-term borrowings	—				2,697				—				—				2,697
Accrued expenses and other liabilities	10,795				1,250				10				—				12,055
Long-term debt	—				34,042				2,362				—				36,404
Total liabilities (4)	$	74,759			$	1,059,002			$	10,179			$	(934,857	)		$	209,083
(1)	Amounts represent the impact of legally enforceable master netting agreements and also cash collateral held or placed with the same counterparties.
(2)	Includes $17.2 billion of government-sponsored enterprise obligations.
(3)	For further disaggregation of derivative assets and liabilities, see Note 2 – Derivatives.
(4)	During 2014, the Corporation reclassified certain assets and liabilities within its fair value hierarchy based on a review of its inputs used to measure fair value. Accordingly, approximately $4.1 billion of assets related to U.S. government and agency securities, non-U.S. government securities and equity derivatives, and $570 million of liabilities related to equity derivatives were transferred from Level 1 to Level 2.
	December 31, 2013
	Fair Value Measurements
(Dollars in millions)	Level 1				Level 2				Level 3				Netting Adjustments (1)				Assets/Liabilities at Fair Value
Assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$	—			$	68,656			$	—			$	—			$	68,656
Trading account assets:
U.S. government and agency securities (2)	34,222				14,625				—				—				48,847
Corporate securities, trading loans and other	1,147				27,746				3,559				—				32,452
Equity securities	41,324				22,741				386				—				64,451
Non-U.S. sovereign debt	24,357				12,399				468				—				37,224
Mortgage trading loans and ABS	—				13,388				4,631				—				18,019
Total trading account assets	101,050				90,899				9,044				—				200,993
Derivative assets (3)	2,374				910,602				7,277				(872,758		)		47,495
AFS debt securities:
U.S. Treasury and agency securities	6,591				2,363				—				—				8,954
Mortgage-backed securities:
Agency	—				164,935				—				—				164,935
Agency-collateralized mortgage obligations	—				22,492				—				—				22,492
Non-agency residential	—				6,239				—				—				6,239
Commercial	—				2,480				—				—				2,480
Non-U.S. securities	3,698				3,415				107				—				7,220
Corporate/Agency bonds	—				873				—				—				873
Other taxable securities	20				12,963				3,847				—				16,830
Tax-exempt securities	—				5,122				806				—				5,928
Total AFS debt securities	10,309				220,882				4,760				—				235,951
Other debt securities carried at fair value:
U.S. Treasury and agency securities	4,062				—				—				—				4,062
Mortgage-backed securities:
Agency	—				16,500				—				—				16,500
Agency-collateralized mortgage obligations	—				218				—				—				218
Commercial	—				749				—				—				749
Non-U.S. securities	7,457				3,858				—				—				11,315
Total other debt securities carried at fair value	11,519				21,325				—				—				32,844
Loans and leases	—				6,985				3,057				—				10,042
Mortgage servicing rights	—				—				5,042				—				5,042
Loans held-for-sale	—				5,727				929				—				6,656
Other assets	14,474				1,912				1,669				—				18,055
Total assets (4)	$	139,726			$	1,326,988			$	31,778			$	(872,758	)		$	625,734
Liabilities
Interest-bearing deposits in U.S. offices	$	—			$	1,899			$	—			$	—			$	1,899
Federal funds purchased and securities loaned or sold under agreements to repurchase	—				26,500				—				—				26,500
Trading account liabilities:
U.S. government and agency securities	26,915				348				—				—				27,263
Equity securities	23,874				3,711				—				—				27,585
Non-U.S. sovereign debt	20,755				1,387				—				—				22,142
Corporate securities and other	518				5,926				35				—				6,479
Total trading account liabilities	72,062				11,372				35				—				83,469
Derivative liabilities (3)	1,968				896,907				7,501				(868,969		)		37,407
Short-term borrowings	—				1,520				—				—				1,520
Accrued expenses and other liabilities	10,130				1,093				10				—				11,233
Long-term debt	—				45,045				1,990				—				47,035
Total liabilities (4)	$	84,160			$	984,336			$	9,536			$	(868,969	)		$	209,063
(1)	Amounts represent the impact of legally enforceable master netting agreements and also cash collateral held or placed with the same counterparties.
(2)	Includes $15.6 billion of government-sponsored enterprise obligations.
(3)	For further disaggregation of derivative assets and liabilities, see Note 2 – Derivatives.
(4)	During 2013, $500 million of other assets were transferred from Level 1 to Level 2 primarily due to a restriction that became effective for a private equity investment that was subsequently sold once the restriction was lifted.
The following tables present a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during 2014, 2013 and 2012, including net realized and unrealized gains (losses) included in earnings and accumulated OCI.
Level 3 – Fair Value Measurements (1)
	2014
										Gross
(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross			Gross			Balance
	1-Jan			(Losses)			(Losses)															Transfers			Transfers			31-Dec
	2014			in Earnings			in OCI															into			out of			2014
																						Level 3			Level 3
Trading account assets:
U.S. government and agency securities	$	—		$	—		$	—		$	87		$	(87	)	$	—		$	—		$	—		$	—		$	—
Corporate securities, trading loans and other	3,559			180			—			1,675			(857		)	—			(938		)	1,275			(1,624		)	3,270
Equity securities	386			—			—			104			(86		)	—			(16		)	146			(182		)	352
Non-U.S. sovereign debt	468			30			—			120			(34		)	—			(19		)	11			(2		)	574
Mortgage trading loans and ABS	4,631			199			—			1,643			(1,259		)	—			(585		)	39			(2,605		)	2,063
Total trading account assets	9,044			409			—			3,629			(2,323		)	—			(1,558		)	1,471			(4,413		)	6,259
Net derivative assets (2)	(224		)	463			—			823			(1,738		)	—			(432		)	28			160			(920		)
AFS debt securities:
Non-agency residential MBS	—			(2		)	—			11			—			—			—			270			—			279
Non-U.S. securities	107			(7		)	(11		)	241			—			—			(147		)	—			(173		)	10
Corporate/Agency bonds	—			—			—			—			—			—			—			93			(93		)	—
Other taxable securities	3,847			9			(8		)	154			—			—			(1,381		)	—			(954		)	1,667
Tax-exempt securities	806			8			—			—			(16		)	—			(235		)	36			—			599
Total AFS debt securities	4,760			8			(19		)	406			(16		)	—			(1,763		)	399			(1,220		)	2,555
Loans and leases (3, 4)	3,057			69			—			—			(3		)	699			(1,591		)	25			(273		)	1,983
Mortgage servicing rights (4)	5,042			(1,231		)	—			—			(61		)	707			(927		)	—			—			3,530
Loans held-for-sale (3)	929			45			—			59			(725		)	23			(216		)	83			(25		)	173
Other assets (5)	1,669			(98		)	—			—			(430		)	—			(245		)	39			(24		)	911
Trading account liabilities – Corporate securities and other	(35		)	1			—			10			(13		)	—			—			(9		)	10			(36		)
Accrued expenses and other liabilities (3)	(10		)	2			—			—			—			(3		)	—			—			1			(10		)
Long-term debt (3)	(1,990		)	49			—			169			—			(615		)	540			(1,581		)	1,066			(2,362		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	Net derivatives include derivative assets of $6.9 billion and derivative liabilities of $7.8 billion.
(3)	Amounts represent instruments that are accounted for under the fair value option.
(4)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(5)	Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
During 2014, the transfers into Level 3 included $1.5 billion of trading account assets, $399 million of AFS debt securities and $1.6 billion of long-term debt. Transfers into Level 3 for trading account assets were primarily the result of decreased availability of third-party prices for certain corporate loans and securities. Transfers into Level 3 for AFS debt securities were primarily due to decreased price observability related to municipal auction rate securities (ARS). Transfers into Level 3 for long-term debt were primarily due to changes in the impact of unobservable inputs on the value of certain structured liabilities. Transfers occur on a regular basis for these long-term debt instruments due to changes in the impact of unobservable inputs on the value of the embedded derivative in relation to the instrument as a whole.
During 2014, the transfers out of Level 3 included $4.4 billion of trading account assets, $160 million of net derivative assets, $1.2 billion of AFS debt securities, $273 million of loans and leases and $1.1 billion of long-term debt. Transfers out of Level 3 for trading account assets were primarily the result of increased market liquidity and price observability on certain CLOs. Transfers out of Level 3 for net derivative assets were primarily due to increased price observability for certain equity derivatives. Transfers out of Level 3 for AFS debt securities were primarily due to increased price observability on certain CLOs. Transfers out of Level 3 for loans and leases were primarily due to increased price observability. Transfers out of Level 3 for long-term debt were primarily due to changes in the impact of unobservable inputs on the value of certain structured liabilities.
Level 3 – Fair Value Measurements (1)
	2013
										Gross
(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross			Gross			Balance
	January 1			(Losses)			(Losses)															Transfers			Transfers			December 31
	2013			in Earnings			in OCI															into			out of			2013
																						Level 3			Level 3
Trading account assets:
Corporate securities, trading loans and other	$	3,726		$	242		$	—		$	3,848		$	(3,110	)	$	59		$	(651	)	$	890		$	(1,445	)	$	3,559
Equity securities	545			74			—			96			(175		)	—			(100		)	70			(124		)	386
Non-U.S. sovereign debt	353			50			—			122			(18		)	—			(36		)	2			(5		)	468
Mortgage trading loans and ABS	4,935			53			—			2,514			(1,993		)	—			(868		)	20			(30		)	4,631
Total trading account assets	9,559			419			—			6,580			(5,296		)	59			(1,655		)	982			(1,604		)	9,044
Net derivative assets (2)	1,468			(304		)	—			824			(1,467		)	—			(1,362		)	(10		)	627			(224		)
AFS debt securities:
Commercial MBS	10			—			—			—			—			—			(10		)	—			—			—
Non-U.S. securities	—			5			2			1			(1		)	—			—			100			—			107
Corporate/Agency bonds	92			—			4			—			—			—			—			—			(96		)	—
Other taxable securities	3,928			9			15			1,055			—			—			(1,155		)	—			(5		)	3,847
Tax-exempt securities	1,061			3			19			—			—			—			(109		)	—			(168		)	806
Total AFS debt securities	5,091			17			40			1,056			(1		)	—			(1,274		)	100			(269		)	4,760
Loans and leases (3, 4)	2,287			98			—			310			(128		)	1,252			(757		)	19			(24		)	3,057
Mortgage servicing rights (4)	5,716			1,941			—			—			(2,044		)	472			(1,043		)	—			—			5,042
Loans held-for-sale (3)	2,733			62			—			8			(402		)	4			(1,507		)	34			(3		)	929
Other assets (5)	3,129			(288		)	—			46			(383		)	—			(1,019		)	239			(55		)	1,669
Trading account liabilities – Corporate securities and other	(64		)	10			—			43			(54		)	(5		)	—			(9		)	44			(35		)
Accrued expenses and other liabilities (3)	(15		)	30			—			—			—			(751		)	724			(1		)	3			(10		)
Long-term debt (3)	(2,301		)	13			—			358			(4		)	(172		)	258			(1,331		)	1,189			(1,990		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	Net derivatives include derivative assets of $7.3 billion and derivative liabilities of $7.5 billion.
(3)	Amounts represent instruments that are accounted for under the fair value option.
(4)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(5)	Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
During 2013, the transfers into Level 3 included $982 million of trading account assets, $100 million of AFS debt securities, $239 million of other assets and $1.3 billion of long-term debt. Transfers into Level 3 for trading account assets were primarily the result of decreased third-party prices available for certain corporate loans and securities. Transfers into Level 3 for AFS debt securities were primarily due to decreased price observability. Transfers into Level 3 for other assets were primarily due to a lack of independent pricing data for certain receivables. Transfers into Level 3 for long-term debt were primarily due to changes in the impact of unobservable inputs on the value of certain structured liabilities. Transfers occur on a regular basis for these long-term debt instruments due to changes in the impact of unobservable inputs on the value of the embedded derivative in relation to the instrument as a whole.
During 2013, the transfers out of Level 3 included $1.6 billion of trading account assets, $627 million of net derivative assets, $269 million of AFS debt securities and $1.2 billion of long-term debt. Transfers out of Level 3 for trading account assets were primarily the result of increased market liquidity and third-party prices available for certain corporate loans and securities. Transfers out of Level 3 for net derivative assets were primarily due to increased price observability (i.e., market comparables for the referenced instruments) for certain options. Transfers out of Level 3 for AFS debt securities were primarily due to increased market liquidity. Transfers out of Level 3 for long-term debt were primarily due to changes in the impact of unobservable inputs on the value of certain structured liabilities.
Level 3 – Fair Value Measurements (1)
	2012
										Gross
(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross Transfers			Gross Transfers			Balance
	January 1			(Losses)			(Losses)															into			out of			December 31
	2012			in Earnings			in OCI															Level 3			Level 3			2012
Trading account assets:
Corporate securities, trading loans and other (2)	$	6,880		$	195		$	—		$	2,798		$	(4,556	)	$	—		$	(1,077	)	$	436		$	(950	)	$	3,726
Equity securities	544			31			—			201			(271		)	—			27			90			(77		)	545
Non-U.S. sovereign debt	342			8			—			388			(359		)	—			(5		)	—			(21		)	353
Mortgage trading loans and ABS (2)	3,689			215			—			2,574			(1,536		)	—			(678		)	844			(173		)	4,935
Total trading account assets	11,455			449			—			5,961			(6,722		)	—			(1,733		)	1,370			(1,221		)	9,559
Net derivative assets (3)	5,866			(221		)	—			893			(1,012		)	—			(3,328		)	(269		)	(461		)	1,468
AFS debt securities:
Mortgage-backed securities:
Agency	37			—			—			—			—			—			(4		)	—			(33		)	—
Non-agency residential	860			(69		)	19			—			(306		)	—			(2		)	—			(502		)	—
Non-agency commercial	40			—			—			—			(24		)	—			(6		)	—			—			10
Corporate/Agency bonds	162			(2		)	—			(2		)	—			—			(39		)	—			(27		)	92
Other taxable securities	4,265			23			26			3,196			(28		)	—			(3,345		)	—			(209		)	3,928
Tax-exempt securities	2,648			61			20			—			(133		)	—			(1,535		)	—			—			1,061
Total AFS debt securities	8,012			13			65			3,194			(491		)	—			(4,931		)	—			(771		)	5,091
Loans and leases (4, 5)	2,744			334			—			564			(1,520		)	—			(274		)	450			(11		)	2,287
Mortgage servicing rights (5)	7,378			(430		)	—			—			(122		)	374			(1,484		)	—			—			5,716
Loans held-for-sale (4)	3,387			352			—			794			(834		)	—			(414		)	80			(632		)	2,733
Other assets (6)	4,235			(54		)	—			109			(1,039		)	270			(381		)	—			(11		)	3,129
Trading account liabilities – Corporate securities and other	(114		)	4			—			116			(136		)	—			80			(68		)	54			(64		)
Short-term borrowings (4)	—			—			—			—			—			(232		)	232			—			—			—
Accrued expenses and other liabilities (4)	(14		)	(4		)	—			8			—			(9		)	—			—			4			(15		)
Long-term debt (4)	(2,943		)	(307		)	—			290			(33		)	(259		)	1,239			(2,040		)	1,752			(2,301		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	During 2012, approximately $900 million was reclassified from Trading account assets – Corporate securities, trading loans and other to Trading account assets – Mortgage trading loans and ABS. In the table above, this reclassification is presented as a sale of Trading account assets – Corporate securities, trading loans and other and as a purchase of Trading account assets – Mortgage trading loans and ABS.
(3)	Net derivatives include derivative assets of $8.1 billion and derivative liabilities of $6.6 billion.
(4)	Amounts represent instruments that are accounted for under the fair value option.
(5)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(6)	Other assets is primarily comprised of net monoline exposure to a single counterparty and private equity investments.
During 2012, the transfers into Level 3 included $1.4 billion of trading account assets, $269 million of net derivative assets, $450 million of loans and leases and $2.0 billion of long-term debt. Transfers into Level 3 for trading account assets were primarily the result of decreased market liquidity for certain corporate loans and updated information related to certain CLOs. Transfers into Level 3 for net derivative assets were primarily related to decreased price observability for certain long-dated equity derivative liabilities due to a lack of independent pricing. Transfers into Level 3 for loans and leases were due to updated information related to certain commercial loans. Transfers into Level 3 for long-term debt were primarily due to changes in the impact of unobservable inputs on the value of certain structured liabilities. Transfers occur on a regular basis for these long-term debt instruments due to changes in the impact of unobservable inputs on the value of the embedded derivative in relation to the instrument as a whole.
During 2012, the transfers out of Level 3 included $1.2 billion of trading account assets, $461 million of net derivative assets, $771 million of AFS debt securities, $632 million of LHFS and $1.8 billion of long-term debt. Transfers out of Level 3 for trading account assets were primarily related to increased market liquidity for certain corporate and commercial real estate loans. Transfers out of Level 3 for net derivative assets were primarily related to increased price observability (i.e., market comparables for the referenced instruments) for certain total return swaps and foreign exchange swaps. Transfers out of Level 3 for AFS debt securities were primarily related to increased price observability for certain non-agency RMBS and ABS. Transfers out of Level 3 for LHFS were primarily related to increased observable inputs, primarily liquid comparables. Transfers out of Level 3 for long-term debt were primarily due to changes in the impact of unobservable inputs on the value of certain structured liabilities.
The following tables summarize gains (losses) due to changes in fair value, including both realized and unrealized gains (losses), recorded in earnings for Level 3 assets and liabilities during 2014, 2013 and 2012. These amounts include gains (losses) on loans, LHFS, loan commitments and structured liabilities that are accounted for under the fair value option.
Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings
	2014
(Dollars in millions)	Trading				Mortgage				Other (2)				Total
	Account				Banking
	Profits				Income
	(Losses)				(Loss) (1)
Trading account assets:
Corporate securities, trading loans and other	$	180			$	—			$	—			$	180
Non-U.S. sovereign debt	30				—				—				30
Mortgage trading loans and ABS	199				—				—				199
Total trading account assets	409				—				—				409
Net derivative assets	(475		)		834				104				463
AFS debt securities:
Non-agency residential MBS	—				—				(2		)		(2		)
Non-U.S. securities	—				—				(7		)		(7		)
Other taxable securities	—				—				9				9
Tax-exempt securities	—				—				8				8
Total AFS debt securities	—				—				8				8
Loans and leases (3)	—				—				69				69
Mortgage servicing rights	(6		)		(1,225		)		—				(1,231		)
Loans held-for-sale (3)	(14		)		—				59				45
Other assets	—				(79		)		(19		)		(98		)
Trading account liabilities – Corporate securities and other	1				—				—				1
Accrued expenses and other liabilities (3)	—				—				2				2
Long-term debt (3)	78				—				(29		)		49
Total	$	(7	)		$	(470	)		$	194			$	(283	)
	2013
Trading account assets:
Corporate securities, trading loans and other	$	242			$	—			$	—			$	242
Equity securities	74				—				—				74
Non-U.S. sovereign debt	50				—				—				50
Mortgage trading loans and ABS	53				—				—				53
Total trading account assets	419				—				—				419
Net derivative assets	(1,224		)		927				(7		)		(304		)
AFS debt securities:
Non-U.S. securities	—				—				5				5
Other taxable securities	—				—				9				9
Tax-exempt securities	—				—				3				3
Total AFS debt securities	—				—				17				17
Loans and leases (3)	—				(38		)		136				98
Mortgage servicing rights	—				1,941				—				1,941
Loans held-for-sale (3)	—				2				60				62
Other assets	—				122				(410		)		(288		)
Trading account liabilities – Corporate securities and other	10				—				—				10
Accrued expenses and other liabilities (3)	—				30				—				30
Long-term debt (3)	45				—				(32		)		13
Total	$	(750	)		$	2,984			$	(236	)		$	1,998
(1)	Mortgage banking income (loss) does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
(2)	Amounts included are primarily recorded in other income (loss). Equity investment gains of $86 million and $77 million recorded on net derivative assets and other assets were also included for 2014 and 2013.
(3)	Amounts represent instruments that are accounted for under the fair value option.
Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings (continued)
	2012
(Dollars in millions)	Trading				Mortgage				Other (2)				Total
	Account				Banking
	Profits				Income
	(Losses)				(Loss) (1)
Trading account assets:
Corporate securities, trading loans and other	$	195			$	—			$	—			$	195
Equity securities	31				—				—				31
Non-U.S. sovereign debt	8				—				—				8
Mortgage trading loans and ABS	215				—				—				215
Total trading account assets	449				—				—				449
Net derivative assets	(3,208		)		2,987				—				(221		)
AFS debt securities:
Non-agency residential MBS	—				—				(69		)		(69		)
Corporate/Agency bonds	—				—				(2		)		(2		)
Other taxable securities	2				—				21				23
Tax-exempt securities	—				—				61				61
Total AFS debt securities	2				—				11				13
Loans and leases (3)	—				—				334				334
Mortgage servicing rights	—				(430		)		—				(430		)
Loans held-for-sale (3)	—				148				204				352
Other assets	—				(74		)		20				(54		)
Trading account liabilities – Corporate securities and other	4				—				—				4
Accrued expenses and other liabilities (3)	—				—				(4		)		(4		)
Long-term debt (3)	(133		)		—				(174		)		(307		)
Total	$	(2,886	)		$	2,631			$	391			$	136
(1)	Mortgage banking income (loss) does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
(2)	Amounts included are primarily recorded in other income (loss). Equity investment gains of $97 million recorded on other assets were also included for 2012.
(3)	Amounts represent instruments that are accounted for under the fair value option.
The table below summarizes changes in unrealized gains (losses) recorded in earnings during 2014, 2013 and 2012 for Level 3 assets and liabilities that were still held at December 31, 2014, 2013 and 2012. These amounts include changes in fair value on loans, LHFS, loan commitments and structured liabilities that are accounted for under the fair value option.
Level 3 – Changes in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at Reporting Date
	2014
(Dollars in millions)	Trading				Mortgage				Other (2)				Total
	Account				Banking
	Profits				Income
	(Losses)				(Loss) (1)
Trading account assets:
Corporate securities, trading loans and other	$	69			$	—			$	—			$	69
Equity securities	(8		)		—				—				(8		)
Non-U.S. sovereign debt	31				—				—				31
Mortgage trading loans and ABS	79				—				—				79
Total trading account assets	171				—				—				171
Net derivative assets	(276		)		85				104				(87		)
Loans and leases (3)	—				—				76				76
Mortgage servicing rights	(6		)		(1,747		)		—				(1,753		)
Loans held-for-sale (3)	(14		)		—				10				(4		)
Other assets	—				(50		)		102				52
Trading account liabilities – Corporate securities and other	1				—				—				1
Accrued expenses and other liabilities (3)	—				—				1				1
Long-term debt (3)	29				—				(37		)		(8		)
Total	$	(95	)		$	(1,712	)		$	256			$	(1,551	)
	2013
Trading account assets:
Corporate securities, trading loans and other	$	(130	)		$	—			$	—			$	(130	)
Equity securities	40				—				—				40
Non-U.S. sovereign debt	80				—				—				80
Mortgage trading loans and ABS	(174		)		—				—				(174		)
Total trading account assets	(184		)		—				—				(184		)
Net derivative assets	(1,375		)		42				(7		)		(1,340		)
Loans and leases (3)	—				(34		)		152				118
Mortgage servicing rights	—				1,541				—				1,541
Loans held-for-sale (3)	—				6				57				63
Other assets	—				166				14				180
Long-term debt (3)	(4		)		—				(32		)		(36		)
Total	$	(1,563	)		$	1,721			$	184			$	342
	2012
Trading account assets:
Corporate securities, trading loans and other	$	(19	)		$	—			$	—			$	(19	)
Equity securities	17				—				—				17
Non-U.S. sovereign debt	20				—				—				20
Mortgage trading loans and ABS	36				—				—				36
Total trading account assets	54				—				—				54
Net derivative assets	(2,782		)		456				—				(2,326		)
AFS debt securities – Other taxable securities	2				—				—				2
Loans and leases (3)	—				—				214				214
Mortgage servicing rights	—				(1,100		)		—				(1,100		)
Loans held-for-sale (3)	—				112				168				280
Other assets	—				(71		)		50				(21		)
Trading account liabilities – Corporate securities and other	4				—				—				4
Accrued expenses and other liabilities (3)	—				—				(2		)		(2		)
Long-term debt (3)	(136		)		—				(173		)		(309		)
Total	$	(2,858	)		$	(603	)		$	257			$	(3,204	)
(1)	Mortgage banking income (loss) does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
(2)	Amounts included are primarily recorded in other income (loss). Equity investment gains of $170 million and $53 million recorded on net derivative assets and other assets were included for 2014 and 2013, and gains of $141 million recorded on other assets were included for 2012.
(3)	Amounts represent instruments that are accounted for under the fair value option.
The following tables present information about significant unobservable inputs related to the Corporation’s material categories of Level 3 financial assets and liabilities at December 31, 2014 and 2013.
Quantitative Information about Level 3 Fair Value Measurements at December 31, 2014
(Dollars in millions)					Inputs
Financial Instrument	Fair			Valuation	Significant Unobservable	Ranges of		Weighted Average
	Value			Technique	Inputs	Inputs
Loans and Securities (1)
Instruments backed by residential real estate assets	$	2,030		Discounted cash flow, Market comparables	Yield	0% to 25%		6	%
Trading account assets – Mortgage trading loans and ABS	483				Prepayment speed	0% to 35% CPR		14	%
Loans and leases	1,374				Default rate	2% to 15% CDR		7	%
Loans held-for-sale	173				Loss severity	26% to 100%		34	%
Commercial loans, debt securities and other	$	7,203		Discounted cash flow, Market comparables	Yield	0% to 40%		9	%
Trading account assets – Corporate securities, trading loans and other	3,224				Enterprise value/EBITDA multiple	0x to 30x		6x
Trading account assets – Non-U.S. sovereign debt	574				Prepayment speed	1% to 30%		12	%
Trading account assets – Mortgage trading loans and ABS	1,580				Default rate	1% to 5%		4	%
AFS debt securities – Other taxable securities	1,216				Loss severity	25% to 40%		38	%
Loans and leases	609				Duration	0 years to 5 years		3 years
					Price	$0 to $107		$76
Auction rate securities	$	1,096		Discounted cash flow, Market comparables	Price	$60 to $100		$95
Trading account assets – Corporate securities, trading loans and other	46
AFS debt securities – Other taxable securities	451
AFS debt securities – Tax-exempt securities	599
Structured liabilities
Long-term debt	$	(2,362	)	Industry standard derivative pricing (2, 3)	Equity correlation	20% to 98%		65	%
					Long-dated equity volatilities	6% to 69%		24	%
					Long-dated volatilities (IR)	0% to 2%		1	%
Net derivative assets
Credit derivatives	$	22		Discounted cash flow, Stochastic recovery correlation model	Yield	0% to 25%		14	%
					Upfront points	0 points to 100 points		65 points
					Spread to index	25 bps to 450 bps		119 bps
					Credit correlation	24% to 99%		51	%
					Prepayment speed	3% to 20% CPR		11	%
					Default rate	4% CDR		n/a
					Loss severity	35	%	n/a
Equity derivatives	$	(1,560	)	Industry standard derivative pricing (2)	Equity correlation	20% to 98%		65	%
					Long-dated equity volatilities	6% to 69%		24	%
Commodity derivatives	$	141		Discounted cash flow, Industry standard derivative pricing (2)	Natural gas forward price	$2/MMBtu to $7/MMBtu		$5/MMBtu
					Correlation	82% to 93%		90	%
					Volatilities	16% to 98%		35	%
Interest rate derivatives	$	477		Industry standard derivative pricing (3)	Correlation (IR/IR)	11% to 99%		55	%
					Correlation (FX/IR)	-48% to 40%		-5	%
					Long-dated inflation rates	0% to 3%		1	%
					Long-dated inflation volatilities	0% to 2%		1	%
Total net derivative assets	$	(920	)
(1)	The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 107: Trading account assets – Corporate securities, trading loans and other of $3.3 billion, Trading account assets – Non-U.S. sovereign debt of $574 million, Trading account assets – Mortgage trading loans and ABS of $2.1 billion, AFS debt securities – Other taxable securities of $1.7 billion, AFS debt securities – Tax-exempt securities of $599 million, Loans and leases of $2.0 billion and LHFS of $173 million.
(2)	Includes models such as Monte Carlo simulation and Black-Scholes.
(3)	Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
CPR =onstant Prepayment Rate
CDR =onstant Default Rate
EBITDA =arnings before interest, taxes, depreciation and amortization
MMBtu =illion British thermal units
IR =nterest Rate
FX =oreign Exchange
n/a =ot applicable
Quantitative Information about Level 3 Fair Value Measurements at December 31, 2013
(Dollars in millions)					Inputs
Financial Instrument	Fair			Valuation	Significant Unobservable	Ranges of	Weighted Average
	Value			Technique	Inputs	Inputs
Loans and Securities (1)
Instruments backed by residential real estate assets	$	3,443		Discounted cash flow, Market comparables	Yield	2% to 25%	6	%
Trading account assets – Mortgage trading loans and ABS	363				Prepayment speed	0% to 35% CPR	9	%
Loans and leases	2,151				Default rate	1% to 20% CDR	6	%
Loans held-for-sale	929				Loss severity	21% to 80%	35	%
Commercial loans, debt securities and other	$	12,135		Discounted cash flow, Market comparables	Yield	0% to 45%	5	%
Trading account assets – Corporate securities, trading loans and other	3,462				Enterprise value/EBITDA multiple	0x to 24x	7x
Trading account assets – Non-U.S. sovereign debt	468				Prepayment speed	5% to 40%	19	%
Trading account assets – Mortgage trading loans and ABS	4,268				Default rate	1% to 5%	4	%
AFS debt securities – Other taxable securities	3,031				Loss severity	25% to 42%	36	%
Loans and leases	906				Duration	1 year to 5 years	4 years
Auction rate securities	$	1,719		Discounted cash flow, Market comparables	Projected tender price/Refinancing level	60% to 100%	96	%
Trading account assets – Corporate securities, trading loans and other	97
AFS debt securities – Other taxable securities	816
AFS debt securities – Tax-exempt securities	806
Structured liabilities
Long-term debt	$	(1,990	)	Industry standard derivative pricing (2, 3)	Equity correlation	18% to 98%	70	%
					Long-dated equity volatilities	4% to 63%	27	%
					Long-dated volatilities (IR)	0% to 2%	1	%
Net derivative assets
Credit derivatives	$	808		Discounted cash flow, Stochastic recovery correlation model	Yield	3% to 25%	14	%
					Upfront points	0 points to 100 points	63 points
					Spread to index	-1,407 bps to 1,741 bps	91 bps
					Credit correlation	14% to 99%	47	%
					Prepayment speed	3% to 40% CPR	13	%
					Default rate	1% to 5% CDR	3	%
					Loss severity	20% to 42%	35	%
Equity derivatives	$	(1,596	)	Industry standard derivative pricing (2)	Equity correlation	18% to 98%	70	%
					Long-dated equity volatilities	4% to 63%	27	%
Commodity derivatives	$	6		Discounted cash flow, Industry standard derivative pricing (2)	Natural gas forward price	$3/MMBtu to $11/MMBtu	$6/MMBtu
					Correlation	47% to 89%	81	%
					Volatilities	9% to 109%	30	%
Interest rate derivatives	$	558		Industry standard derivative pricing (3)	Correlation (IR/IR)	24% to 99%	60	%
					Correlation (FX/IR)	-30% to 40%	-4	%
					Long-dated inflation rates	0% to 3%	2	%
					Long-dated inflation volatilities	0% to 2%	1	%
Total net derivative assets	$	(224	)
(1)	The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 108: Trading account assets – Corporate securities, trading loans and other of $3.6 billion, Trading account assets – Non-U.S. sovereign debt of $468 million, Trading account assets – Mortgage trading loans and ABS of $4.6 billion, AFS debt securities – Other taxable securities of $3.8 billion, AFS debt securities – Tax-exempt securities of $806 million, Loans and leases of $3.1 billion and LHFS of $929 million.
(2)	Includes models such as Monte Carlo simulation and Black-Scholes.
(3)	Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
CPR =onstant Prepayment Rate
CDR =onstant Default Rate
EBITDA =arnings before interest, taxes, depreciation and amortization
MMBtu =illion British thermal units
IR =nterest Rate
FX =oreign Exchange
In the tables above, instruments backed by residential real estate assets include RMBS, whole loans and mortgage CDOs. Commercial loans, debt securities and other include corporate CLOs and CDOs, commercial loans and bonds, and securities backed by non-real estate assets. Structured liabilities primarily include equity-linked notes that are accounted for under the fair value option.
In addition to the instruments in the tables above, the Corporation held $347 million and $767 million of instruments at December 31, 2014 and 2013 consisting primarily of certain direct private equity investments and private equity funds that were classified as Level 3 and reported within other assets. Valuations of direct private equity investments are based on the most recent company financial information. Inputs generally include market and acquisition comparables, entry level multiples, as well as other variables. The Corporation selects a valuation methodology (e.g., market comparables) for each investment and, in certain instances, multiple inputs are weighted to derive the most representative value. Discounts are applied as appropriate to consider the lack of liquidity and marketability versus publicly-traded companies. For private equity funds, fair value is determined using the net asset value as provided by the individual fund’s general partner.
The Corporation uses multiple market approaches in valuing certain of its Level 3 financial instruments. For example, market comparables and discounted cash flows are used together. For a given product, such as corporate debt securities, market comparables may be used to estimate some of the unobservable inputs and then these inputs are incorporated into a discounted cash flow model. Therefore, the balances disclosed encompass both of these techniques.
The level of aggregation and diversity within the products disclosed in the tables result in certain ranges of inputs being wide and unevenly distributed across asset and liability categories. At December 31, 2014 and 2013, weighted averages are disclosed for all loans, securities, structured liabilities and net derivative assets.
For more information on the inputs and techniques used in the valuation of MSRs, see Note 23 – Mortgage Servicing Rights.
Sensitivity of Fair Value Measurements to Changes in Unobservable Inputs
Loans and Securities
For instruments backed by residential real estate assets and commercial loans, debt securities and other, a significant increase in market yields, default rates, loss severities or duration would result in a significantly lower fair value for long positions. Short positions would be impacted in a directionally opposite way. The impact of changes in prepayment speeds would have differing impacts depending on the seniority of the instrument and, in the case of CLOs, whether prepayments can be reinvested.
For auction rate securities, a significant increase in price and/or projected tender price/refinancing levels would result in a significantly higher fair value.
Structured Liabilities and Derivatives
For credit derivatives, a significant increase in market yield, including spreads to indices, upfront points (i.e., a single upfront payment made by a protection buyer at inception), default rates or loss severities would result in a significantly lower fair value for protection sellers and higher fair value for protection buyers. The impact of changes in prepayment speeds would have differing impacts depending on the seniority of the instrument and, in the case of CLOs, whether prepayments can be reinvested.
Structured credit derivatives, which include tranched portfolio CDS and derivatives with derivative product company (DPC) and monoline counterparties, are impacted by credit correlation, including default and wrong-way correlation. Default correlation is a parameter that describes the degree of dependence among credit default rates within a credit portfolio that underlies a credit derivative instrument. The sensitivity of this input on the fair value varies depending on the level of subordination of the tranche. For senior tranches that are net purchases of protection, a significant increase in default correlation would result in a significantly higher fair value. Net short protection positions would be impacted in a directionally opposite way. Wrong-way correlation is a parameter that describes the probability that as exposure to a counterparty increases, the credit quality of the counterparty decreases. A significantly higher degree of wrong-way correlation between a DPC counterparty and underlying derivative exposure would result in a significantly lower fair value.
For equity derivatives, interest rate derivatives and structured liabilities, a significant change in long-dated rates and volatilities and correlation inputs (e.g., the degree of correlation between an equity security and an index, between two different interest rates, or between interest rates and foreign exchange rates) would result in a significant impact to the fair value; however, the magnitude and direction of the impact depends on whether the Corporation is long or short the exposure.
Nonrecurring Fair Value
The Corporation holds certain assets that are measured at fair value, but only in certain situations (e.g., impairment) and these measurements are referred to herein as nonrecurring. These assets primarily include LHFS, certain loans and leases, and foreclosed properties. The amounts below represent only balances measured at fair value during 2014, 2013 and 2012, and still held as of the reporting date.
Assets Measured at Fair Value on a Nonrecurring Basis
	31-Dec
	2014								2013
(Dollars in millions)	Level 2				Level 3				Level 2				Level 3
Assets
Loans held-for-sale	$	156			$	30			$	2,138			$	115
Loans and leases	5				4,636				18				5,240
Foreclosed properties (1)	—				1,197				12				1,258
Other assets	13				—				88				—
					Gains (Losses)
					2014				2013				2012
Assets
Loans held-for-sale					$	(19	)		$	(71	)		$	(24	)
Loans and leases					(1,132		)		(1,104		)		(3,116		)
Foreclosed properties (1)					(40		)		(39		)		(47		)
Other assets					(6		)		(20		)		(16		)
(1)	Amounts are included in other assets on the Consolidated Balance Sheet and represent fair value of, and related losses on, foreclosed properties that were written down subsequent to their initial classification as foreclosed properties.
The table below presents information about significant unobservable inputs related to the Corporation’s nonrecurring Level 3 financial assets and liabilities at December 31, 2014 and 2013.
Quantitative Information about Nonrecurring Level 3 Fair Value Measurements
	December 31, 2014
(Dollars in millions)					Inputs
Financial Instrument	Fair Value			Valuation	Significant Unobservable	Ranges of	Weighted Average
				Technique	Inputs	Inputs
Instruments backed by residential real estate assets	$	4,636		Market comparables	OREO discount	0% to 28%	8	%
Loans and leases	4,636				Cost to sell	7% to 14%	8	%
	December 31, 2013
Instruments backed by residential real estate assets	$	5,240		Market comparables	OREO discount	0% to 19%		8	%
Loans and leases	5,240				Cost to sell	8	%	n/a
n/a =ot applicable
Instruments backed by residential real estate assets represent residential mortgages where the loan has been written down to the fair value of the underlying collateral. In addition to the instruments disclosed in the table above, the Corporation holds foreclosed residential properties where the fair value is based on unadjusted third-party appraisals or broker price opinions. Appraisals are generally conducted every 90 days. Factors considered in determining the fair value include geographic sales trends, the value of comparable surrounding properties as well as the condition of the property.

Fair_Value_Option

Fair Value Option	12 Months Ended
	Dec. 31, 2014
Fair Value Option [Abstract]
Fair Value, Option	Fair Value Option
	Loans and Loan Commitments
	The Corporation elects to account for certain commercial loans and loan commitments that exceed the Corporation’s single name credit risk concentration guidelines under the fair value option. Lending commitments, both funded and unfunded, are actively managed and monitored and, as appropriate, credit risk for these lending relationships may be mitigated through the use of credit derivatives, with the Corporation’s public side credit view and market perspectives determining the size and timing of the hedging activity. These credit derivatives do not meet the requirements for designation as accounting hedges and therefore are carried at fair value with changes in fair value recorded in other income (loss). Electing the fair value option allows the Corporation to carry these loans and loan commitments at fair value, which is more consistent with management’s view of the underlying economics and the manner in which they are managed. In addition, election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the asymmetry created by accounting for the financial instruments at historical cost and the credit derivatives at fair value. The Corporation also elected the fair value option for certain loans held in consolidated VIEs. Of the changes in fair value of these loans, gains of $32 million, $148 million and $527 million were attributable to changes in borrower-specific credit risk in 2014, 2013 and 2012.
	Loans Held-for-sale
	The Corporation elects to account for residential mortgage LHFS, commercial mortgage LHFS and certain other LHFS under the fair value option with interest income on these LHFS recorded in other interest income. These loans are actively managed and monitored and, as appropriate, certain market risks of the loans may be mitigated through the use of derivatives. The Corporation has elected not to designate the derivatives as qualifying accounting hedges and therefore they are carried at fair value with changes in fair value recorded in other income (loss). The changes in fair value of the loans are largely offset by changes in the fair value of the derivatives. Of the changes in fair value of these loans, gains of $84 million, $225 million and $425 million were attributable to changes in borrower-specific credit risk in 2014, 2013 and 2012. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the asymmetry created by accounting for the financial instruments at the lower of cost or fair value and the derivatives at fair value. The Corporation has not elected to account for certain other LHFS under the fair value option primarily because these loans are floating-rate loans that are not hedged using derivative instruments.
	Loans Reported as Trading Account Assets
	The Corporation elects to account for certain loans that are held for the purpose of trading and risk-managed on a fair value basis under the fair value option. Of the changes in fair value of these loans, gains of $28 million and $56 million were attributable to changes in borrower-specific credit risk in 2014 and 2013. An immaterial portion of the changes in fair value of these loans was attributable to changes in borrower-specific credit risk in 2012.
	Other Assets
	The Corporation elects to account for certain private equity investments that are not in an investment company under the fair value option as this measurement basis is consistent with applicable accounting guidance for similar investments that are in an investment company. The Corporation also elects to account for certain long-term fixed-rate margin loans that are hedged with derivatives under the fair value option. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the asymmetry created by accounting for the financial instruments at historical cost and the derivatives at fair value.
	Securities Financing Agreements
	The Corporation elects to account for certain securities financing agreements, including resale and repurchase agreements, under the fair value option based on the tenor of the agreements, which reflects the magnitude of the interest rate risk. The majority of securities financing agreements collateralized by U.S. government securities are not accounted for under the fair value option as these contracts are generally short-dated and therefore the interest rate risk is not significant.
	Long-term Deposits
	The Corporation elects to account for certain long-term fixed-rate and rate-linked deposits that are hedged with derivatives that do not qualify for hedge accounting under the fair value option. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the asymmetry created by accounting for the financial instruments at historical cost and the derivatives at fair value. The Corporation did not elect to carry other long-term deposits at fair value because they were not hedged using derivatives.
	Short-term Borrowings
	The Corporation elects to account for certain short-term borrowings, primarily short-term structured liabilities, under the fair value option because this debt is risk-managed on a fair value basis.
	The Corporation elects to account for certain asset-backed secured financings, which are also classified in short-term borrowings, under the fair value option. Election of the fair value option allows the Corporation to reduce the accounting volatility that would otherwise result from the asymmetry created by accounting for the asset-backed secured financings at historical cost and the corresponding mortgage LHFS securing these financings at fair value.
	Long-term Debt
	The Corporation elects to account for certain long-term debt, primarily structured liabilities, under the fair value option. This long-term debt is either risk-managed on a fair value basis or the related hedges do not qualify for hedge accounting.
	The table below provides information about the fair value carrying amount and the contractual principal outstanding of assets and liabilities accounted for under the fair value option at December 31, 2014 and 2013.
	Fair Value Option Elections
		31-Dec
		2014									2013
	(Dollars in millions)	Fair Value Carrying Amount			Contractual Principal Outstanding			Fair Value Carrying Amount Less Unpaid Principal			Fair Value Carrying Amount			Contractual Principal Outstanding		Fair Value Carrying Amount Less Unpaid Principal
	Loans reported as trading account assets (1)	$	4,607		$	8,487		$	(3,880	)	$	2,406		$	4,541	$	(2,135	)
	Trading inventory – other	6,865			n/a			n/a			5,475			n/a		n/a
	Consumer and commercial loans	8,681			8,925			(244		)	10,042			10,423		(381		)
	Loans held-for-sale	6,801			6,920			(119		)	6,656			6,996		(340		)
	Securities financing agreements	97,539			97,234			305			95,156			94,890		266
	Other assets	253			270			(17		)	278			270		8
	Long-term deposits	1,469			1,361			108			1,899			1,797		102
	Unfunded loan commitments	405			n/a			n/a			354			n/a		n/a
	Short-term borrowings	2,697			2,697			—			1,520			1,520		—
	Long-term debt (2)	36,404			35,815			589			47,035			46,669		366
	(1)	A significant portion of the loans reported as trading account assets are distressed loans which trade and were purchased at a deep discount to par, and the remainder are loans with a fair value near contractual principal outstanding.
	(2)	Includes structured liabilities with a fair value of $35.3 billion and contractual principal outstanding of $34.6 billion at December 31, 2014 compared to $40.7 billion and $39.7 billion at December 31, 2013.
	n/a =ot applicable
	The table below provides information about where changes in the fair value of assets and liabilities accounted for under the fair value option are included in the Consolidated Statement of Income for 2014, 2013 and 2012.
	Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option
		2014
	(Dollars in millions)	Trading Account Profits (Losses)			Mortgage Banking Income			Other			Total
					(Loss)			Income
								(Loss)
	Loans reported as trading account assets	$	(87	)	$	—		$	—		$	(87	)
	Trading inventory – other (1)	1,091			—			—			1,091
	Consumer and commercial loans	(24		)	—			69			45
	Loans held-for-sale (2)	(56		)	798			83			825
	Securities financing agreements	(110		)	—			—			(110		)
	Long-term deposits	23			—			(26		)	(3		)
	Unfunded loan commitments	—			—			(64		)	(64		)
	Short-term borrowings	52			—			—			52
	Long-term debt (3)	239			—			407			646
	Total	$	1,128		$	798		$	469		$	2,395
		2013
	Loans reported as trading account assets	$	83		$	—		$	—		$	83
	Trading inventory – other (1)	1,355			—			—			1,355
	Consumer and commercial loans	(28		)	(38		)	240			174
	Loans held-for-sale (2)	7			966			75			1,048
	Securities financing agreements	(80		)	—			—			(80		)
	Other assets	—			—			(77		)	(77		)
	Long-term deposits	30			—			84			114
	Asset-backed secured financings	—			(91		)	—			(91		)
	Unfunded loan commitments	—			—			180			180
	Short-term borrowings	(70		)	—			—			(70		)
	Long-term debt (3)	(602		)	—			(649		)	(1,251		)
Total	$	695		$	837		$	(147	)	$	1,385
	2012
Loans reported as trading account assets	$	232		$	—		$	—		$	232
Trading inventory – other (1)	659			—			—			659
Consumer and commercial loans	17			—			542			559
Loans held-for-sale (2)	75			3,048			190			3,313
Securities financing agreements	(90		)	—			—			(90		)
Other assets	—			—			12			12
Long-term deposits	—			—			29			29
Asset-backed secured financings	—			(180		)	—			(180		)
Unfunded loan commitments	—			—			704			704
Short-term borrowings	1			—			—			1
Long-term debt (3)	(1,888		)	—			(5,107		)	(6,995		)
Total	$	(994	)	$	2,868		$	(3,630	)	$	(1,756	)
(1)	The gains (losses) in trading account profits (losses) are primarily offset by gains (losses) on trading liabilities that hedge these assets.
(2)	Includes the value of interest rate lock commitments on loans funded, including those sold during the period.
(3)	The majority of the net gains (losses) in trading account profits (losses) relate to the embedded derivative in structured liabilities and are offset by gains (losses) on derivatives and securities that hedge these liabilities. The net gains (losses) in other income (loss) relate to the impact on structured liabilities of changes in the Corporation’s credit spreads.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value of Financial Instruments	Fair Value of Financial Instruments
	The fair values of financial instruments and their classifications within the fair value hierarchy have been derived using methodologies described in Note 20 – Fair Value Measurements. The following disclosures include financial instruments where only a portion of the ending balance at December 31, 2014 and 2013 was carried at fair value on the Consolidated Balance Sheet.
	Short-term Financial Instruments
	The carrying value of short-term financial instruments, including cash and cash equivalents, time deposits placed and other short-term investments, federal funds sold and purchased, certain resale and repurchase agreements, customer and other receivables, customer payables (within accrued expenses and other liabilities on the Consolidated Balance Sheet), and short-term borrowings approximates the fair value of these instruments. These financial instruments generally expose the Corporation to limited credit risk and have no stated maturities or have short-term maturities and carry interest rates that approximate market. The Corporation elected to account for certain resale and repurchase agreements under the fair value option.
	Under the fair value hierarchy, cash and cash equivalents are classified as Level 1. Time deposits placed and other short-term investments, such as U.S. government securities and short-term commercial paper, are classified as Level 1 and Level 2. Federal funds sold and purchased are classified as Level 2. Resale and repurchase agreements are classified as Level 2 because they are generally short-dated and/or variable-rate instruments collateralized by U.S. government or agency securities. Customer and other receivables primarily consist of margin loans, servicing advances and other accounts receivable and are classified as Level 2 and Level 3. Customer payables and short-term borrowings are classified as Level 2.
	Held-to-maturity Debt Securities
	HTM debt securities, which consist primarily of U.S. agency debt securities, are classified as Level 2 using the same methodologies as AFS U.S. agency debt securities. For more information on HTM debt securities, see Note 3 – Securities.
	Loans
	The fair values for commercial and consumer loans are generally determined by discounting both principal and interest cash flows expected to be collected using a discount rate for similar instruments with adjustments that the Corporation believes a market participant would consider in determining fair value. The Corporation estimates the cash flows expected to be collected using internal credit risk, interest rate and prepayment risk models that incorporate the Corporation’s best estimate of current key assumptions, such as default rates, loss severity and prepayment speeds for the life of the loan. The carrying value of loans is presented net of the applicable allowance for loan losses and excludes leases. The Corporation accounts for certain commercial loans and residential mortgage loans under the fair value option.
	Deposits
	The fair value for certain deposits with stated maturities was determined by discounting contractual cash flows using current market rates for instruments with similar maturities. The carrying value of non-U.S. time deposits approximates fair value. For deposits with no stated maturities, the carrying value was considered to approximate fair value and does not take into account the significant value of the cost advantage and stability of the Corporation’s long-term relationships with depositors. The Corporation accounts for certain long-term fixed-rate deposits under the fair value option.
	Long-term Debt
	The Corporation uses quoted market prices, when available, to estimate fair value for its long-term debt. When quoted market prices are not available, fair value is estimated based on current market interest rates and credit spreads for debt with similar terms and maturities. The Corporation accounts for certain structured liabilities under the fair value option.
	Fair Value of Financial Instruments
	The carrying values and fair values by fair value hierarchy of certain financial instruments where only a portion of the ending balance was carried at fair value at December 31, 2014 and 2013 are presented in the table below.
	Fair Value of Financial Instruments
		31-Dec-14
				Fair Value
	(Dollars in millions)	Carrying Value		Level 2		Level 3		Total
	Financial assets
	Loans	$	842,259	$	87,174	$	776,370	$	863,544
	Loans held-for-sale	12,836		12,236		618		12,854
	Financial liabilities
	Deposits	1,118,936		1,119,427		—		1,119,427
	Long-term debt	243,139		249,692		2,362		252,054
		December 31, 2013
	Financial assets
	Loans	$	885,724	$	102,564	$	789,273	$	891,837
	Loans held-for-sale	11,362		8,872		2,613		11,485
	Financial liabilities
	Deposits	1,119,271		1,119,512		—		1,119,512
	Long-term debt	249,674		257,402		1,990		259,392
	Commercial Unfunded Lending Commitments
	Fair values were generally determined using a discounted cash flow valuation approach which is applied using market-based CDS or internally developed benchmark credit curves. The Corporation accounts for certain loan commitments under the fair value option.
	The carrying values and fair values of the Corporation’s commercial unfunded lending commitments were $932 million and $3.8 billion at December 31, 2014, and $830 million and $3.7 billion at December 31, 2013. Commercial unfunded lending commitments are primarily classified as Level 3. The carrying value of these commitments is classified in accrued expenses and other liabilities.
	The Corporation does not estimate the fair values of consumer unfunded lending commitments because, in many instances, the Corporation can reduce or cancel these commitments by providing notice to the borrower. For more information on commitments, see Note 12 – Commitments and Contingencies.

Mortgage_Servicing_Rights

Mortgage Servicing Rights	12 Months Ended
	Dec. 31, 2014
Transfers and Servicing [Abstract]
Mortgage Servicing Rights	Mortgage Servicing Rights
	The Corporation accounts for consumer MSRs at fair value with changes in fair value recorded in mortgage banking income in the Consolidated Statement of Income. The Corporation manages the risk in these MSRs with securities including MBS and U.S. Treasury securities, as well as certain derivatives such as options and interest rate swaps, which are not designated as accounting hedges. The securities used to manage the risk in the MSRs are classified in other assets with changes in the fair value of the securities and the related interest income recorded in mortgage banking income.
	The table below presents activity for residential mortgage and home equity MSRs for 2014 and 2013. Residential reverse mortgage MSRs, which are carried at the lower of cost or fair value and accounted for using the amortization method, totaled $10 million at December 31, 2013, and are not included in the tables below.
	Rollforward of Mortgage Servicing Rights
	(Dollars in millions)	2014				2013
	Balance, January 1	$	5,042			$	5,716
	Additions	707				472
	Sales	(61		)		(2,044		)
	Amortization of expected cash flows (1)	(927		)		(1,043		)
	Impact of changes in interest rates and other market factors (2)	(1,191		)		1,524
	Model and other cash flow assumption changes: (3)
	Projected cash flows, including changes in costs to service loans	(163		)		(27		)
	Impact of changes in the Home Price Index	(25		)		(398		)
	Impact of changes to the prepayment model	243				609
	Other model changes (4)	(95		)		233
	Balance, December 31 (5)	$	3,530			$	5,042
	Mortgage loans serviced for investors (in billions)	$	490			$	550
	(1)	Represents the net change in fair value of the MSR asset due to the recognition of modeled cash flows.
	(2)	These amounts reflect the changes in modeled MSR fair value primarily due to observed changes in interest rates, volatility, spreads and the shape of the forward swap curve.
	(3)	These amounts reflect periodic adjustments to the valuation model to reflect changes in the modeled relationship between inputs and their impact on projected cash flows as well as changes in certain cash flow assumptions such as cost to service and ancillary income per loan.
	(4)	These amounts include the impact of periodic recalibrations of the model to reflect changes in the relationship between market interest rate spreads and projected cash flows. Also included is a decrease of $127 million for 2014 due to changes in option-adjusted spread rate assumptions.
	(5)	At December 31, 2014, includes $3.3 billion of U.S. and $259 million of non-U.S. consumer MSR balances.
	The Corporation primarily uses an option-adjusted spread (OAS) valuation approach which factors in prepayment risk to determine the fair value of MSRs. This approach consists of projecting servicing cash flows under multiple interest rate scenarios and discounting these cash flows using risk-adjusted discount rates. In addition to updating the valuation model for interest, discount and prepayment rates, periodic adjustments are made to recalibrate the valuation model for factors used to project cash flows. The changes to the factors capture the effect of variances related to actual versus estimated servicing proceeds.
	Significant economic assumptions in estimating the fair value of MSRs at December 31, 2014 and 2013 are presented below. The change in fair value as a result of changes in OAS rates is included within “Model and other cash flow assumption changes” in the Rollforward of Mortgage Servicing Rights table. The weighted-average life is not an input in the valuation model but is a product of both changes in market rates of interest and changes in model and other cash flow assumptions. The weighted-average life represents the average period of time that the MSRs’ cash flows are expected to be received. Absent other changes, an increase (decrease) to the weighted-average life would generally result in an increase (decrease) in the fair value of the MSRs.
	Significant Economic Assumptions
		31-Dec
		2014						2013
		Fixed			Adjustable			Fixed			Adjustable
	Weighted-average OAS	4.52	%		7.61	%		3.97	%		7.61	%
	Weighted-average life, in years	4.53			2.95			5.7			2.86
	The table below presents the sensitivity of the weighted-average lives and fair value of MSRs to changes in modeled assumptions. These sensitivities are hypothetical and should be used with caution. As the amounts indicate, changes in fair value based on variations in assumptions generally cannot be extrapolated because the relationship of the change in assumption to the change in fair value may not be linear. Also, the effect of a variation in a particular assumption on the fair value of MSRs that continue to be held by the Corporation is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which might magnify or counteract the sensitivities. The below sensitivities do not reflect any hedge strategies that may be undertaken to mitigate such risk.
	Sensitivity Impacts
		December 31, 2014
		Change in
		Weighted-average Lives
	(Dollars in millions)	Fixed				Adjustable				Change in Fair Value
	Prepayment rates
	Impact of 10% decrease	0.23		years		0.19		years		$	232
	Impact of 20% decrease	0.5				0.4				494
	Impact of 10% increase	(0.21	)			(0.16	)			(208		)
	Impact of 20% increase	(0.39	)			(0.31	)			(395		)
	OAS level
	Impact of 100 bps decrease									$	158
	Impact of 200 bps decrease									329
	Impact of 100 bps increase									(146		)
	Impact of 200 bps increase									(281		)

Business_Segment_Information

Business Segment Information	12 Months Ended
	Dec. 31, 2014
Segment Reporting [Abstract]
Segment Reporting Disclosure	Business Segment Information
	Effective January 1, 2015, to align the segments with how the Corporation manages the businesses in 2015, it changed its basis of presentation, and following such change, reports its results of operations through the following five business segments: Consumer Banking, Global Wealth & Investment Management (GWIM), Global Banking, Global Markets and Legacy Assets & Servicing (LAS), with the remaining operations recorded in All Other. For more information on the Corporation's segment realignment, see Note 1 – Summary of Significant Accounting Principles.
	Consumer Banking
	Consumer Banking offers a diversified range of credit, banking and investment products and services to consumers and small businesses. Consumer Banking product offerings include traditional savings accounts, money market savings accounts, CDs and IRAs, noninterest- and interest-bearing checking accounts, investment accounts and products, as well as credit and debit cards, residential mortgages and home equity loans, and direct and indirect loans to consumers and small businesses in the U.S. Customers and clients have access to a franchise network that stretches coast to coast through 32 states and the District of Columbia. The franchise network includes approximately 4,800 financial centers, 15,800 ATMs, nationwide call centers, and online and mobile platforms.
	Global Wealth & Investment Management
	GWIM provides a high-touch client experience through a network of financial advisors focused on clients with over $250,000 in total investable assets, as well as tailored solutions to meet clients’ needs through a full set of brokerage, banking and retirement products. GWIM also provides comprehensive wealth management solutions targeted to high net worth and ultra high net worth clients, as well as customized solutions to meet clients’ wealth structuring, investment management, trust and banking needs, including specialty asset management services.
	Global Banking
	Global Banking provides a wide range of lending-related products and services, integrated working capital management and treasury solutions to clients, and underwriting and advisory services through the Corporation’s network of offices and client relationship teams. Global Banking’s lending products and services include commercial loans, leases, commitment facilities, trade finance, real estate lending and asset-based lending. Global Banking’s treasury solutions business includes treasury management, foreign exchange and short-term investing options. Global Banking also provides investment banking products to clients such as debt and equity underwriting and distribution, and merger-related and other advisory services. The economics of most investment banking and underwriting activities are shared primarily between Global Banking and Global Markets based on the activities performed by each segment. Global Banking clients generally include middle-market companies, commercial real estate firms, auto dealerships, not-for-profit companies, large global corporations, financial institutions, leasing clients, and mid-sized U.S.-based businesses requiring customized and integrated financial advice and solutions.
	Global Markets
	Global Markets offers sales and trading services, including research, to institutional clients across fixed-income, credit, currency, commodity and equity businesses. Global Markets product coverage includes securities and derivative products in both the primary and secondary markets. Global Markets provides market-making, financing, securities clearing, settlement and custody services globally to institutional investor clients in support of their investing and trading activities. Global Markets also works with commercial and corporate clients to provide risk management products using interest rate, equity, credit, currency and commodity derivatives, foreign exchange, fixed-income and mortgage-related products. As a result of market-making activities in these products, Global Markets may be required to manage risk in a broad range of financial products including government securities, equity and equity-linked securities, high-grade and high-yield corporate debt securities, syndicated loans, MBS, commodities and ABS. In addition, the economics of most investment banking and underwriting activities are shared primarily between Global Markets and Global Banking based on the activities performed by each segment.
	Legacy Assets & Servicing
	LAS is responsible for mortgage servicing activities related to residential first mortgage and home equity loans serviced for others and loans held by the Corporation, including loans that have been designated as the LAS Portfolios, and manages certain legacy exposures related to mortgage originations, sales and servicing activities (e.g., litigation, representations and warranties). LAS also includes the results of MSR activities, including net hedge results. Home equity loans are held on the balance sheet of LAS, and residential mortgage loans are included as part of All Other. The financial results of the on-balance sheet loans are reported in the segment that owns the loans or in All Other.
	All Other
	All Other consists of ALM activities, equity investments, the international consumer card business, liquidating businesses, residual expense allocations and other. ALM activities encompass residential mortgage securities, interest rate and foreign currency risk management activities including the residual net interest income allocation, the impact of certain allocation methodologies and accounting hedge ineffectiveness. Additionally, certain residential mortgage loans that are managed by LAS are held in All Other. The results of certain ALM activities are allocated to the business segments.
	Basis of Presentation
	The management accounting and reporting process derives segment and business results by utilizing allocation methodologies for revenue and expense. The net income derived for the businesses is dependent upon revenue and cost allocations using an activity-based costing model, funds transfer pricing, and other methodologies and assumptions management believes are appropriate to reflect the results of the business.
	Total revenue, net of interest expense, includes net interest income on an FTE basis and noninterest income. The adjustment of net interest income to an FTE basis results in a corresponding increase in income tax expense. The segment results also reflect certain revenue and expense methodologies that are utilized to determine net income. The net interest income of the businesses includes the results of a funds transfer pricing process that matches assets and liabilities with similar interest rate sensitivity and maturity characteristics. In segments where the total of liabilities and equity exceeds assets, which are generally deposit-taking segments, the Corporation allocates assets to match liabilities. Net interest income of the business segments also includes an allocation of net interest income generated by certain of the Corporation’s ALM activities. In addition, the business segments are impacted by the migration of customers and clients and their deposit, loan and brokerage balances between client-managed businesses. Subsequent to the date of migration, the associated net interest income, noninterest income and noninterest expense are recorded in the business to which the customers or clients migrated.
	The Corporation’s ALM activities include an overall interest rate risk management strategy that incorporates the use of various derivatives and cash instruments to manage fluctuations in earnings and capital that are caused by interest rate volatility. The Corporation’s goal is to manage interest rate sensitivity so that movements in interest rates do not significantly adversely affect earnings and capital. The results of a majority of the Corporation’s ALM activities are allocated to the business segments and fluctuate based on the performance of the ALM activities. ALM activities include external product pricing decisions including deposit pricing strategies, the effects of the Corporation’s internal funds transfer pricing process and the net effects of other ALM activities.
	Certain expenses not directly attributable to a specific business segment are allocated to the segments. The most significant of these expenses include data and item processing costs and certain centralized or shared functions. Data processing costs are allocated to the segments based on equipment usage. Item processing costs are allocated to the segments based on the volume of items processed for each segment. The costs of certain other centralized or shared functions are allocated based on methodologies that reflect utilization.
	The table below presents net income (loss) and the components thereto (with net interest income on an FTE basis) for 2014, 2013 and 2012, and total assets at December 31, 2014 and 2013 for each business segment, as well as All Other.
	Results for Business Segments and All Other
	At and for the Year Ended December 31	Total Corporation (1)										Consumer Banking									Global Wealth &
																					Investment Management
	(Dollars in millions)	2014			2013			2012				2014			2013			2012			2014			2013			2012
	Net interest income (FTE basis)	$	40,821		$	43,124		$	41,557			$	20,178		$	20,620		$	20,470		$	5,836		$	6,064		$	5,827
	Noninterest income	44,295			46,677			42,678				10,630			11,313			12,800			12,568			11,726			10,691
	Total revenue, net of interest expense (FTE basis)	85,116			89,801			84,235				30,808			31,933			33,270			18,404			17,790			16,518
	Provision for credit losses	2,275			3,556			8,169				2,680			3,166			4,199			14			56			266
	Amortization of intangibles	936			1,086			1,264				398			502			622			367			387			410
	Other noninterest expense	74,181			68,128			70,829				17,458			18,409			18,818			13,280			12,646			12,312
	Income before income taxes (FTE basis)	7,724			17,031			3,973				10,272			9,856			9,631			4,743			4,701			3,530
	Income tax expense (benefit) (FTE basis)	2,891			5,600			(215		)		3,831			3,613			3,456			1,769			1,724			1,286
	Net income	$	4,833		$	11,431		$	4,188			$	6,441		$	6,243		$	6,175		$	2,974		$	2,977		$	2,244
	Year-end total assets	$	2,104,534		$	2,102,273						$	589,048		$	567,741					$	274,887		$	271,290
												Global Banking									Global Markets
												2014			2013			2012			2014			2013			2012
	Net interest income (FTE basis)											$	9,828		$	9,704		$	8,888		$	3,986		$	4,224		$	3,667
	Noninterest income											7,849			7,800			7,772			12,133			11,166			5,507
	Total revenue, net of interest expense (FTE basis)											17,677			17,504			16,660			16,119			15,390			9,174
	Provision for credit losses											322			1,142			(321		)	110			140			34
	Amortization of intangibles											45			64			83			65			65			64
	Other noninterest expense											8,217			8,085			8,121			11,706			11,930			11,221
	Income (loss) before income taxes (FTE basis)											9,093			8,213			8,777			4,238			3,255			(2,145		)
	Income tax expense (benefit) (FTE basis)											3,338			3,013			3,194			1,519			2,101			(161		)
	Net income (loss)											$	5,755		$	5,200		$	5,583		$	2,719		$	1,154		$	(1,984	)
	Year-end total assets											$	357,081		$	360,789					$	579,512		$	575,473
												Legacy Assets & Servicing									All Other
												2014			2013			2012			2014			2013			2012
	Net interest income (FTE basis)											$	1,516		$	1,541		$	1,567		$	(523	)	$	971		$	1,138
	Noninterest income											1,164			2,915			2,537			(49		)	1,757			3,371
	Total revenue, net of interest expense (FTE basis)											2,680			4,456			4,104			(572		)	2,728			4,509
	Provision for credit losses											127			(283		)	1,371			(978		)	(665		)	2,620
	Amortization of intangibles											—			—			—			61			68			85
	Other noninterest expense											20,643			12,483			13,759			2,877			4,575			6,598
	Loss before income taxes (FTE basis)											(18,090		)	(7,744		)	(11,026		)	(2,532		)	(1,250		)	(4,794		)
	Income tax benefit (FTE basis)											(4,976		)	(2,839		)	(3,857		)	(2,590		)	(2,012		)	(4,133		)
	Net income (loss)											$	(13,114	)	$	(4,905	)	$	(7,169	)	$	58		$	762		$	(661	)
	Year-end total assets											$	45,958		$	59,458					$	258,048		$	267,522
	(1)	There were no material intersegment revenues.
	The table below presents a reconciliation of the five business segments’ total revenue, net of interest expense, on an FTE basis, and net income to the Consolidated Statement of Income, and total assets to the Consolidated Balance Sheet. The adjustments presented in the table below include consolidated income, expense and asset amounts not specifically allocated to individual business segments.
	Business Segment Reconciliations
	(Dollars in millions)	2014				2013				2012
	Segments’ total revenue, net of interest expense (FTE basis)	$	85,688			$	87,073			$	79,726
	Adjustments:
ALM activities	(804		)		(545		)		2,266
Equity investment income	729				2,737				1,252
Liquidating businesses and other	(497		)		536				991
FTE basis adjustment	(869		)		(859		)		(901		)
Consolidated revenue, net of interest expense	$	84,247			$	88,942			$	83,334
Segments’ total net income	$	4,775			$	10,669			$	4,849
Adjustments, net of taxes:
ALM activities	(343		)		(929		)		(1,144		)
Equity investment income	456				1,724				789
Liquidating businesses and other	(55		)		(33		)		(306		)
Consolidated net income	$	4,833			$	11,431			$	4,188
					December 31
					2014				2013
Segments’ total assets					$	1,846,486			$	1,834,751
Adjustments:
ALM activities, including securities portfolio					658,319				664,519
Equity investments					4,886				5,637
Liquidating businesses and other					73,018				70,879
Elimination of segment asset allocations to match liabilities					(478,175		)		(473,513		)
Consolidated total assets					$	2,104,534			$	2,102,273

Parent_Company_Information

Parent Company Information	12 Months Ended
	Dec. 31, 2014
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Parent Company Information	Parent Company Information
	The following tables present the Parent Company-only financial information. This financial information is presented in accordance with bank regulatory reporting requirements and, accordingly, the information for 2012 has not been restated for the 2013 merger of Merrill Lynch & Co., Inc. into Bank of America Corporation.
	Condensed Statement of Income
	(Dollars in millions)	2014			2013			2012
	Income
	Dividends from subsidiaries:
	Bank holding companies and related subsidiaries	$	12,400		$	8,532		$	16,213
	Nonbank companies and related subsidiaries	149			357			542
	Interest from subsidiaries	1,836			2,087			627
	Other income (loss)	72			233			(304		)
	Total income	14,457			11,209			17,078
	Expense
	Interest on borrowed funds	7,213			8,109			6,147
	Noninterest expense	4,471			10,938			10,872
	Total expense	11,684			19,047			17,019
	Income (loss) before income taxes and equity in undistributed earnings of subsidiaries	2,773			(7,838		)	59
	Income tax benefit	(4,079		)	(7,227		)	(5,883		)
	Income (loss) before equity in undistributed earnings of subsidiaries	6,852			(611		)	5,942
	Equity in undistributed earnings (losses) of subsidiaries:
	Bank holding companies and related subsidiaries	3,613			14,150			1,072
	Nonbank companies and related subsidiaries	(5,632		)	(2,108		)	(2,826		)
	Total equity in undistributed earnings (losses) of subsidiaries	(2,019		)	12,042			(1,754		)
	Net income	$	4,833		$	11,431		$	4,188
	Net income applicable to common shareholders	$	3,789		$	10,082		$	2,760
	Condensed Balance Sheet
		31-Dec
	(Dollars in millions)	2014			2013
	Assets
	Cash held at bank subsidiaries (1)	$	100,304		$	98,679
	Securities	932			747
	Receivables from subsidiaries:
	Bank holding companies and related subsidiaries	23,356			23,558
	Banks and related subsidiaries	2,395			1,682
	Nonbank companies and related subsidiaries	52,251			46,577
	Investments in subsidiaries:
	Bank holding companies and related subsidiaries	270,441			268,234
	Nonbank companies and related subsidiaries	2,139			1,818
	Other assets	14,599			19,073
	Total assets	$	466,417		$	460,368
	Liabilities and shareholders’ equity
	Short-term borrowings	$	46		$	181
	Accrued expenses and other liabilities	16,872			15,428
	Payables to subsidiaries:
	Banks and related subsidiaries	2,559			1,991
	Nonbank companies and related subsidiaries	17,698			15,980
	Long-term debt	185,771			194,103
	Total liabilities	222,946			227,683
	Shareholders’ equity	243,471			232,685
	Total liabilities and shareholders’ equity	$	466,417		$	460,368
	(1)	Balance includes third-party cash held of $29 million and $33 million at December 31, 2014 and 2013.
	Condensed Statement of Cash Flows
	(Dollars in millions)	2014			2013			2012
	Operating activities
	Net income	$	4,833		$	11,431		$	4,188
	Reconciliation of net income to net cash provided by (used in) operating activities:
	Equity in undistributed (earnings) losses of subsidiaries	2,019			(12,042		)	1,754
	Other operating activities, net	2,143			(10,422		)	(3,432		)
	Net cash provided by (used in) operating activities	8,995			(11,033		)	2,510
	Investing activities
	Net sales (purchases) of securities	(142		)	459			13
	Net payments from (to) subsidiaries	(5,902		)	39,336			12,973
	Other investing activities, net	19			3			445
	Net cash provided by (used in) investing activities	(6,025		)	39,798			13,431
	Financing activities
Net increase (decrease) in short-term borrowings	(55		)	178			(616		)
Net increase (decrease) in other advances	1,264			(14,378		)	10,100
Proceeds from issuance of long-term debt	29,324			30,966			17,176
Retirement of long-term debt	(33,854		)	(39,320		)	(63,851		)
Proceeds from issuance of preferred stock	5,957			1,008			667
Redemption of preferred stock	—			(6,461		)	—
Common stock repurchased	(1,675		)	(3,220		)	—
Cash dividends paid	(2,306		)	(1,677		)	(1,909		)
Other financing activities, net	—			—			(668		)
Net cash used in financing activities	(1,345		)	(32,904		)	(39,101		)
Net increase (decrease) in cash held at bank subsidiaries	1,625			(4,139		)	(23,160		)
Cash held at bank subsidiaries at January 1	98,679			102,818			124,991
Cash held at bank subsidiaries at December 31	$	100,304		$	98,679		$	101,831

Performance_by_Geographic_Area

Performance by Geographic Area	12 Months Ended
	Dec. 31, 2014
Segments, Geographical Areas [Abstract]
Performance by Geographic Area	Performance by Geographical Area
	Since the Corporation’s operations are highly integrated, certain asset, liability, income and expense amounts must be allocated to arrive at total assets, total revenue, net of interest expense, income before income taxes and net income (loss) by geographic area. The Corporation identifies its geographic performance based on the business unit structure used to manage the capital or expense deployed in the region as applicable. This requires certain judgments related to the allocation of revenue so that revenue can be appropriately matched with the related capital or expense deployed in the region.
			31-Dec		Year Ended December 31
	(Dollars in millions)	Year	Total Assets (1)		Total Revenue, Net of Interest Expense (2)		Income Before Income Taxes		Net Income (Loss)
	U.S. (3)	2014	$	1,792,719	$	72,960	$	4,643	$	3,305
		2013	1,803,243		76,612		13,221		10,588
		2012			72,175		1,867		4,116
	Asia (4)	2014	92,005		3,605		759		473
		2013	98,605		4,442		1,382		887
		2012			3,478		353		282
	Europe, Middle East and Africa	2014	190,365		6,409		1,098		813
		2013	169,708		6,353		1,003		(403		)
		2012			6,011		323		(543		)
	Latin America and the Caribbean	2014	29,445		1,273		355		242
		2013	30,717		1,535		566		359
		2012			1,670		529		333
	Total Non-U.S.	2014	311,815		11,287		2,212		1,528
		2013	299,030		12,330		2,951		843
		2012			11,159		1,205		72
	Total Consolidated	2014	$	2,104,534	$	84,247	$	6,855	$	4,833
		2013	2,102,273		88,942		16,172		11,431
		2012			83,334		3,072		4,188
	(1)	Total assets include long-lived assets, which are primarily located in the U.S.
	(2)	There were no material intercompany revenues between geographic regions for any of the periods presented.
	(3)	Substantially reflects the U.S.
	(4)	Amounts include pretax gains of $753 million ($474 million net-of-tax) on the sale of common shares of CCB during 2013.

Summary_of_Significant_Account1

Summary of Significant Accounting Principles (Policies)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Consolidation	The Consolidated Financial Statements include the accounts of the Corporation and its majority-owned subsidiaries, and those variable interest entities (VIEs) where the Corporation is the primary beneficiary. Intercompany accounts and transactions have been eliminated. Results of operations of acquired companies are included from the dates of acquisition and for VIEs, from the dates that the Corporation became the primary beneficiary. Assets held in an agency or fiduciary capacity are not included in the Consolidated Financial Statements. The Corporation accounts for investments in companies for which it owns a voting interest and for which it has the ability to exercise significant influence over operating and financing decisions using the equity method of accounting. These investments are included in other assets. Equity method investments are subject to impairment testing and the Corporation’s proportionate share of income or loss is included in equity investment income.
Basis of Accounting	The preparation of the Consolidated Financial Statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect reported amounts and disclosures. Realized results could differ from those estimates and assumptions.
	The Corporation evaluates subsequent events through the date of filing with the Securities and Exchange Commission (SEC). Certain prior-period amounts have been reclassified to conform to current period presentation.
New Accounting Pronouncements	In August 2014, the Financial Accounting Standards Board (FASB) issued new accounting guidance on classification and measurement of foreclosed mortgage loans that are government guaranteed. This new guidance states that such foreclosed properties should be classified as other assets and measured based on the amount of the loan balance expected to be recovered from the guarantor. The new guidance is effective beginning on January 1, 2015 using either a prospective or modified retrospective transition method. This new guidance will not have a material impact on the Corporation’s consolidated financial position or results of operations.
	In August 2014, the FASB issued new accounting guidance that provides a measurement alternative for entities that consolidate a collateralized financing entity (CFE). The new guidance allows an entity to measure both the financial assets and financial liabilities of a CFE using the fair value of either the financial assets or financial liabilities, whichever is more observable. This alternative is available for CFEs where the financial assets and financial liabilities are carried at fair value and changes in fair value are reported in earnings. The new guidance is effective beginning on January 1, 2016. This new guidance will not have a material impact on the Corporation’s consolidated financial position or results of operations.
	In June 2014, the FASB issued new guidance on accounting and disclosure of repurchase-to-maturity (RTM) transactions and repurchase financings (repos). Under this new accounting guidance, RTMs will be accounted for as secured borrowings rather than sales of an asset, and transfers of financial assets with a contemporaneous repo will no longer be evaluated to determine whether they should be accounted for on a combined basis as forward contracts. The new guidance also prescribes additional disclosures particularly on the nature of collateral pledged in repos accounted for as secured borrowings. The new guidance is effective beginning on January 1, 2015. This new guidance will not have a material impact on the Corporation’s consolidated financial position or results of operations.
	In May 2014, the FASB issued new accounting guidance to clarify the principles for recognizing revenue from contracts with customers. The new accounting guidance, which does not apply to financial instruments, is effective on a retrospective basis beginning on January 1, 2017. The Corporation does not expect the new guidance to have a material impact on its consolidated financial position or results of operations.
	In January 2014, the FASB issued new guidance on accounting for qualified affordable housing projects which permits entities to make an accounting policy election to apply the proportional amortization method when specific conditions are met. The new accounting guidance is effective on a retrospective basis beginning on January 1, 2015 with early adoption permitted. The Corporation is currently assessing whether it will adopt the proportional amortization method. If adopted, the Corporation does not expect it to have a material impact on its consolidated financial position or results of operations.
	In December 2012, the FASB issued a proposed standard on accounting for credit losses. It would replace multiple existing impairment models, including an “incurred loss” model for loans, with an “expected loss” model. The FASB has not yet established an effective date but a final standard is expected to be issued in the second half of 2015. The final standard may materially reduce retained earnings in the period of adoption.
Cash and Cash Equivalents	Cash and cash equivalents include cash on hand, cash items in the process of collection, cash segregated under federal and other brokerage regulations, and amounts due from correspondent banks, the Federal Reserve Bank and certain non-U.S. central banks.
Securities Financing Agreements	Securities borrowed or purchased under agreements to resell and securities loaned or sold under agreements to repurchase (securities financing agreements) are treated as collateralized financing transactions except in instances where the transaction is required to be accounted for as individual sale and purchase transactions. Generally, these agreements are recorded at the amounts at which the securities were acquired or sold plus accrued interest, except for certain securities financing agreements that the Corporation accounts for under the fair value option. Changes in the fair value of securities financing agreements that are accounted for under the fair value option are recorded in trading account profits in the Consolidated Statement of Income. For more information on securities financing agreements that the Corporation accounts for under the fair value option, see Note 21 – Fair Value Option.
	The Corporation’s policy is to obtain possession of collateral with a market value equal to or in excess of the principal amount loaned under resale agreements. To ensure that the market value of the underlying collateral remains sufficient, collateral is generally valued daily and the Corporation may require counterparties to deposit additional collateral or may return collateral pledged when appropriate. Securities financing agreements give rise to negligible credit risk as a result of these collateral provisions and, accordingly, no allowance for loan losses is considered necessary.
	Substantially all repurchase and resale activities are transacted under legally enforceable master repurchase agreements that give the Corporation, in the event of default by the counterparty, the right to liquidate securities held and to offset receivables and payables with the same counterparty. The Corporation offsets repurchase and resale transactions with the same counterparty on the Consolidated Balance Sheet where it has such a legally enforceable master netting agreement and the transactions have the same maturity date.
	In transactions where the Corporation acts as the lender in a securities lending agreement and receives securities that can be pledged or sold as collateral, it recognizes an asset on the Consolidated Balance Sheet at fair value, representing the securities received, and a liability, representing the obligation to return those securities.
	In repurchase transactions, typically, the termination date for a repurchase agreement is before the maturity date of the underlying security. However, in certain situations, the Corporation may enter into repurchase agreements where the termination date of the repurchase transaction is the same as the maturity date of the underlying security and these transactions are referred to as “repo-to-maturity” (RTM) transactions. In accordance with applicable accounting guidance, the Corporation accounts for RTM transactions as sales and purchases when the transferred securities are highly liquid. In instances where securities are considered sold or purchased, the Corporation removes the securities from or recognizes the securities on the Consolidated Balance Sheet and, in the case of sales, recognizes a gain or loss, where applicable, in the Consolidated Statement of Income. At December 31, 2014 and 2013, the Corporation had no outstanding RTM transactions that had been accounted for as sales and an immaterial amount of transactions that had been accounted for as purchases.
Collateral	The Corporation accepts securities as collateral that it is permitted by contract or custom to sell or repledge. At December 31, 2014 and 2013, the fair value of this collateral was $519.2 billion and $575.3 billion, of which $424.5 billion and $430.4 billion was sold or repledged. The primary source of this collateral is securities borrowed or purchased under agreements to resell. The Corporation also pledges company-owned securities and loans as collateral in transactions that include repurchase agreements, securities loaned, public and trust deposits, U.S. Treasury tax and loan notes, and short-term borrowings. This collateral, which in some cases can be sold or repledged by the counterparties to the transactions, is parenthetically disclosed on the Consolidated Balance Sheet.
	In certain cases, the Corporation has transferred assets to consolidated VIEs where those restricted assets serve as collateral for the interests issued by the VIEs. These assets are included on the Consolidated Balance Sheet in Assets of Consolidated VIEs.
	In addition, the Corporation obtains collateral in connection with its derivative contracts. Required collateral levels vary depending on the credit risk rating and the type of counterparty. Generally, the Corporation accepts collateral in the form of cash, U.S. Treasury securities and other marketable securities. Based on provisions contained in master netting agreements, the Corporation nets cash collateral received against derivative assets. The Corporation also pledges collateral on its own derivative positions which can be applied against derivative liabilities.
Trading Instruments	Financial instruments utilized in trading activities are carried at fair value. Fair value is generally based on quoted market prices or quoted market prices for similar assets and liabilities. If these market prices are not available, fair values are estimated based on dealer quotes, pricing models, discounted cash flow methodologies, or similar techniques where the determination of fair value may require significant management judgment or estimation. Realized gains and losses are recorded on a trade-date basis. Realized and unrealized gains and losses are recognized in trading account profits.
Derivatives and Hedging Activities	Derivatives are entered into on behalf of customers, for trading or to support risk management activities. Derivatives used in risk management activities include derivatives that are both designated in qualifying accounting hedge relationships and derivatives used to hedge market risks in relationships that are not designated in qualifying accounting hedge relationships (referred to as other risk management activities). Derivatives utilized by the Corporation include swaps, financial futures and forward settlement contracts, and option contracts. A swap agreement is a contract between two parties to exchange cash flows based on specified underlying notional amounts, assets and/or indices. Financial futures and forward settlement contracts are agreements to buy or sell a quantity of a financial instrument (including another derivative financial instrument), index, currency or commodity at a predetermined rate or price during a period or at a date in the future. Option agreements can be transacted on organized exchanges or directly between parties.
	All derivatives are recorded on the Consolidated Balance Sheet at fair value, taking into consideration the effects of legally enforceable master netting agreements that allow the Corporation to settle positive and negative positions and offset cash collateral held with the same counterparty on a net basis. For exchange-traded contracts, fair value is based on quoted market prices in active or inactive markets or is derived from observable market- based pricing parameters, similar to those applied to over-the-counter (OTC) derivatives. For non-exchange traded contracts, fair value is based on dealer quotes, pricing models, discounted cash flow methodologies or similar techniques for which the determination of fair value may require significant management judgment or estimation.
	Valuations of derivative assets and liabilities reflect the value of the instrument including counterparty credit risk. These values also take into account the Corporation’s own credit standing.
	Trading Derivatives and Other Risk Management Activities
	Derivatives held for trading purposes are included in derivative assets or derivative liabilities on the Consolidated Balance Sheet with changes in fair value included in trading account profits.
	Derivatives used for other risk management activities are included in derivative assets or derivative liabilities. Derivatives used in other risk management activities have not been designated in a qualifying accounting hedge relationship because they did not qualify or the risk that is being mitigated pertains to an item that is reported at fair value through earnings so that the effect of measuring the derivative instrument and the asset or liability to which the risk exposure pertains will offset in the Consolidated Statement of Income to the extent effective. The changes in the fair value of derivatives that serve to mitigate certain risks associated with mortgage servicing rights (MSRs), interest rate lock commitments (IRLCs) and first mortgage loans held-for-sale (LHFS) that are originated by the Corporation are recorded in mortgage banking income. Changes in the fair value of derivatives that serve to mitigate interest rate risk and foreign currency risk are included in other income (loss). Credit derivatives are also used by the Corporation to mitigate the risk associated with various credit exposures. The changes in the fair value of these derivatives are included in other income (loss).
	Derivatives Used For Hedge Accounting Purposes (Accounting Hedges)
	For accounting hedges, the Corporation formally documents at inception all relationships between hedging instruments and hedged items, as well as the risk management objectives and strategies for undertaking various accounting hedges. Additionally, the Corporation primarily uses regression analysis at the inception of a hedge and for each reporting period thereafter to assess whether the derivative used in a hedging transaction is expected to be and has been highly effective in offsetting changes in the fair value or cash flows of a hedged item or forecasted transaction. The Corporation discontinues hedge accounting when it is determined that a derivative is not expected to be or has ceased to be highly effective as a hedge, and then reflects changes in fair value of the derivative in earnings after termination of the hedge relationship.
	The Corporation uses its accounting hedges as either fair value hedges, cash flow hedges or hedges of net investments in foreign operations. The Corporation manages interest rate and foreign currency exchange rate sensitivity predominantly through the use of derivatives. Fair value hedges are used to protect against changes in the fair value of the Corporation’s assets and liabilities that are attributable to interest rate or foreign exchange volatility. Cash flow hedges are used primarily to minimize the variability in cash flows of assets or liabilities, or forecasted transactions caused by interest rate or foreign exchange fluctuations. For terminated cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately 25 years, with a substantial portion of the hedged transactions being less than 10 years. For open or future cash flow hedges, the maximum length of time over which forecasted transactions are or will be hedged is less than seven years.
	Changes in the fair value of derivatives designated as fair value hedges are recorded in earnings, together and in the same income statement line item with changes in the fair value of the related hedged item. Changes in the fair value of derivatives designated as cash flow hedges are recorded in accumulated other comprehensive income (OCI) and are reclassified into the line item in the income statement in which the hedged item is recorded in the same period the hedged item affects earnings. Hedge ineffectiveness and gains and losses on the excluded component of a derivative in assessing hedge effectiveness are recorded in earnings in the same income statement line item. The Corporation records changes in the fair value of derivatives used as hedges of the net investment in foreign operations, to the extent effective, as a component of accumulated OCI.
	If a derivative instrument in a fair value hedge is terminated or the hedge designation removed, the previous adjustments to the carrying value of the hedged asset or liability are subsequently accounted for in the same manner as other components of the carrying value of that asset or liability. For interest-earning assets and interest-bearing liabilities, such adjustments are amortized to earnings over the remaining life of the respective asset or liability. If a derivative instrument in a cash flow hedge is terminated or the hedge designation is removed, related amounts in accumulated OCI are reclassified into earnings in the same period or periods during which the hedged forecasted transaction affects earnings. If it becomes probable that a forecasted transaction will not occur, any related amounts in accumulated OCI are reclassified into earnings in that period.
Interest Rate Lock Commitments	The Corporation enters into IRLCs in connection with its mortgage banking activities to fund residential mortgage loans at specified times in the future. IRLCs that relate to the origination of mortgage loans that will be classified as held-for-sale are considered derivative instruments under applicable accounting guidance. As such, these IRLCs are recorded at fair value with changes in fair value recorded in mortgage banking income, typically resulting in recognition of a gain when the Corporation enters into IRLCs.
	In estimating the fair value of an IRLC, the Corporation assigns a probability that the loan commitment will be exercised and the loan will be funded. The fair value of the commitments is derived from the fair value of related mortgage loans which is based on observable market data and includes the expected net future cash flows related to servicing of the loans. Changes in the fair value of IRLCs are recognized based on interest rate changes, changes in the probability that the commitment will be exercised and the passage of time. Changes from the expected future cash flows related to the customer relationship are excluded from the valuation of IRLCs.
	Outstanding IRLCs expose the Corporation to the risk that the price of the loans underlying the commitments might decline from inception of the rate lock to funding of the loan. To manage this risk, the Corporation utilizes forward loan sales commitments and other derivative instruments, including interest rate swaps and options, to economically hedge the risk of potential changes in the value of the loans that would result from the commitments. The changes in the fair value of these derivatives are recorded in mortgage banking income.
Securities	Securities
	Debt securities are recorded on the Consolidated Balance Sheet as of their trade date. Debt securities bought principally with the intent to buy and sell in the short term as part of the Corporation’s trading activities are reported at fair value in trading account assets with unrealized gains and losses included in trading account profits. Debt securities purchased for longer term investment purposes, as part of asset and liability management (ALM) and other strategic activities are generally reported at fair value as available-for-sale (AFS) securities with net unrealized gains and losses net-of-tax included in accumulated OCI. Certain other debt securities purchased for ALM and other strategic purposes are reported at fair value with unrealized gains and losses reported in other income (loss). These are referred to as other debt securities carried at fair value. AFS securities and other debt securities carried at fair value are reported in debt securities on the Consolidated Balance Sheet. The Corporation may hedge these other debt securities with risk management derivatives with the unrealized gains and losses also reported in other income (loss). The debt securities are carried at fair value with unrealized gains and losses reported in other income (loss) to mitigate accounting asymmetry with the risk management derivatives and to achieve operational simplifications. Debt securities which management has the intent and ability to hold to maturity are reported at amortized cost. Certain debt securities purchased for use in other risk management activities, such as hedging certain market risks related to MSRs, are reported in other assets at fair value with unrealized gains and losses reported in the same line item as the item being hedged.
	The Corporation regularly evaluates each AFS and held-to-maturity (HTM) debt security where the value has declined below amortized cost to assess whether the decline in fair value is other than temporary. In determining whether an impairment is other than temporary, the Corporation considers the severity and duration of the decline in fair value, the length of time expected for recovery, the financial condition of the issuer, and other qualitative factors, as well as whether the Corporation either plans to sell the security or it is more-likely-than-not that it will be required to sell the security before recovery of the amortized cost. If the impairment of the AFS or HTM debt security is credit-related, an other-than-temporary impairment (OTTI) loss is recorded in earnings. For AFS debt securities, the non-credit-related impairment loss is recognized in accumulated OCI. If the Corporation intends to sell an AFS debt security or believes it will more-likely-than-not be required to sell a security, the Corporation records the full amount of the impairment loss as an OTTI loss.
	Interest on debt securities, including amortization of premiums and accretion of discounts, is included in interest income. Premiums and discounts are amortized to interest income over the estimated lives of the securities. Prepayment experience, which is primarily driven by interest rates, is continually evaluated to determine the estimated lives of the securities. When a change is made to the estimated lives of the securities, the related premium or discount is adjusted, with a corresponding charge or credit to interest income, to the appropriate amount had the current estimated lives been applied since the acquisition of the securities. Realized gains and losses from the sales of debt securities are determined using the specific identification method.
	Marketable equity securities are classified based on management’s intention on the date of purchase and recorded on the Consolidated Balance Sheet as of the trade date. Marketable equity securities that are bought and held principally for the purpose of resale in the near term are classified as trading and are carried at fair value with unrealized gains and losses included in trading account profits. Other marketable equity securities are accounted for as AFS and classified in other assets. All AFS marketable equity securities are carried at fair value with net unrealized gains and losses included in accumulated OCI on an after-tax basis. If there is an other-than-temporary decline in the fair value of any individual AFS marketable equity security, the cost basis is reduced and the Corporation reclassifies the associated net unrealized loss out of accumulated OCI with a corresponding charge to equity investment income. Dividend income on AFS marketable equity securities is included in equity investment income. Realized gains and losses on the sale of all AFS marketable equity securities, which are recorded in equity investment income, are determined using the specific identification method.
	Certain equity investments held by Global Principal Investments (GPI), the Corporation’s diversified equity investor in private equity, real estate and other alternative investments, are subject to investment company accounting under applicable accounting guidance and, accordingly, are carried at fair value with changes in fair value reported in equity investment income. These investments are included in other assets. Initially, the transaction price of the investment is generally considered to be the best indicator of fair value. Thereafter, valuation of direct investments is based on an assessment of each individual investment using methodologies that include publicly-traded comparables derived by multiplying a key performance metric of the portfolio company by the relevant valuation multiple observed for comparable companies, acquisition comparables, entry level multiples and discounted cash flow analyses, and are subject to appropriate discounts for lack of liquidity or marketability. For fund investments, the Corporation generally records the fair value of its proportionate interest in the fund’s capital as reported by the respective fund managers.
Loans and Leases	Loans, with the exception of loans accounted for under the fair value option, are measured at historical cost and reported at their outstanding principal balances net of any unearned income, charge-offs, unamortized deferred fees and costs on originated loans, and for purchased loans, net of any unamortized premiums or discounts. Loan origination fees and certain direct origination costs are deferred and recognized as adjustments to interest income over the lives of the related loans. Unearned income, discounts and premiums are amortized to interest income using a level yield methodology. The Corporation elects to account for certain consumer and commercial loans under the fair value option with changes in fair value reported in other income (loss).
	Under applicable accounting guidance, for reporting purposes, the loan and lease portfolio is categorized by portfolio segment and, within each portfolio segment, by class of financing receivables. A portfolio segment is defined as the level at which an entity develops and documents a systematic methodology to determine the allowance for credit losses, and a class of financing receivables is defined as the level of disaggregation of portfolio segments based on the initial measurement attribute, risk characteristics and methods for assessing risk. The Corporation’s three portfolio segments are Consumer Real Estate (formerly referred to as Home Loans), Credit Card and Other Consumer, and Commercial. The classes within the Consumer Real Estate portfolio segment are core portfolio residential mortgage, Legacy Assets & Servicing residential mortgage, core portfolio home equity and Legacy Assets & Servicing home equity. The classes within the Credit Card and Other Consumer portfolio segment are U.S. credit card, non-U.S. credit card, direct/indirect consumer and other consumer. The classes within the Commercial portfolio segment are U.S. commercial, commercial real estate, commercial lease financing, non-U.S. commercial and U.S. small business commercial.
	Purchased Credit-impaired Loans
	The Corporation purchases loans with and without evidence of credit quality deterioration since origination. Evidence of credit quality deterioration as of the purchase date may include statistics such as past due status, refreshed borrower credit scores and refreshed loan-to-value (LTV) ratios, some of which are not immediately available as of the purchase date. Purchased loans with evidence of credit quality deterioration for which it is probable that the Corporation will not receive all contractually required payments receivable are accounted for as purchased credit- impaired (PCI) loans. The excess of the cash flows expected to be collected on PCI loans, measured as of the acquisition date, over the estimated fair value is referred to as the accretable yield and is recognized in interest income over the remaining life of the loan using a level yield methodology. The difference between contractually required payments as of the acquisition date and the cash flows expected to be collected is referred to as the nonaccretable difference. PCI loans that have similar risk characteristics, primarily credit risk, collateral type and interest rate risk, are pooled and accounted for as a single asset with a single composite interest rate and an aggregate expectation of cash flows. Once a pool is assembled, it is treated as if it was one loan for purposes of applying the accounting guidance for PCI loans. An individual loan is removed from a PCI loan pool if it is sold, foreclosed, forgiven or the expectation of any future proceeds is remote. When a loan is removed from a PCI loan pool and the foreclosure or recovery value of the loan is less than the loan’s carrying value, the difference is first applied against the PCI pool’s nonaccretable difference. If the nonaccretable difference has been fully utilized, only then is the PCI pool’s basis applicable to that loan written-off against its valuation reserve; however, the integrity of the pool is maintained and it continues to be accounted for as if it was one loan.
	The Corporation continues to estimate cash flows expected to be collected over the life of the PCI loans using internal credit risk, interest rate and prepayment risk models that incorporate management’s best estimate of current key assumptions such as default rates, loss severity and prepayment speeds. If, upon subsequent evaluation, the Corporation determines it is probable that the present value of the expected cash flows has decreased, the PCI loan is considered to be further impaired resulting in a charge to the provision for credit losses and a corresponding increase to a valuation allowance included in the allowance for loan and lease losses. The present value of the expected cash flows is then recalculated each period, which may result in additional impairment or a reduction of the valuation allowance. If there is no valuation allowance and it is probable that there is a significant increase in the present value of the expected cash flows, the Corporation recalculates the amount of accretable yield as the excess of the revised expected cash flows over the current carrying value resulting in a reclassification from nonaccretable difference to accretable yield. Reclassifications from nonaccretable difference can also occur if there is a change in the expected lives of the loans. The present value of the expected cash flows is determined using the PCI loans’ effective interest rate, adjusted for changes in the PCI loans’ interest rate indices.
	Leases
	The Corporation provides equipment financing to its customers through a variety of lease arrangements. Direct financing leases are carried at the aggregate of lease payments receivable plus estimated residual value of the leased property less unearned income. Leveraged leases, which are a form of financing leases, are reported net of non-recourse debt. Unearned income on leveraged and direct financing leases is accreted to interest income over the lease terms using methods that approximate the interest method.
Allowance for Credit Losses	The allowance for credit losses, which includes the allowance for loan and lease losses and the reserve for unfunded lending commitments, represents management’s estimate of probable losses inherent in the Corporation’s lending activities. The allowance for loan and lease losses and the reserve for unfunded lending commitments exclude amounts for loans and unfunded lending commitments accounted for under the fair value option as the fair values of these instruments reflect a credit component. The allowance for loan and lease losses does not include amounts related to accrued interest receivable, other than billed interest and fees on credit card receivables, as accrued interest receivable is reversed when a loan is placed on nonaccrual status. The allowance for loan and lease losses represents the estimated probable credit losses on funded consumer and commercial loans and leases while the reserve for unfunded lending commitments, including standby letters of credit and binding unfunded loan commitments, represents estimated probable credit losses on these unfunded credit instruments based on utilization assumptions. Lending-related credit exposures deemed to be uncollectible, excluding loans carried at fair value, are charged off against these accounts. Write-offs on PCI loans on which there is a valuation allowance are written-off against the valuation allowance. For additional information, see Purchased Credit-impaired Loans in this Note. Cash recovered on previously charged-off amounts is recorded as a recovery to these accounts. Management evaluates the adequacy of the allowance for credit losses based on the combined total of the allowance for loan and lease losses and the reserve for unfunded lending commitments.
	The Corporation performs periodic and systematic detailed reviews of its lending portfolios to identify credit risks and to assess the overall collectability of those portfolios. The allowance on certain homogeneous consumer loan portfolios, which generally consist of consumer real estate within the Consumer Real Estate portfolio segment and credit card loans within the Credit Card and Other Consumer portfolio segment, is based on aggregated portfolio segment evaluations generally by product type. Loss forecast models are utilized for these portfolios which consider a variety of factors including, but not limited to, historical loss experience, estimated defaults or foreclosures based on portfolio trends, delinquencies, bankruptcies, economic conditions and credit scores.
	The Corporation’s Consumer Real Estate portfolio segment is comprised primarily of large groups of homogeneous consumer loans secured by residential real estate. The amount of losses incurred in the homogeneous loan pools is estimated based on the number of loans that will default and the loss in the event of default. Using modeling methodologies, the Corporation estimates the number of homogeneous loans that will default based on the individual loans’ attributes aggregated into pools of homogeneous loans with similar attributes. The attributes that are most significant to the probability of default and are used to estimate defaults include refreshed LTV or, in the case of a subordinated lien, refreshed combined LTV, borrower credit score, months since origination (referred to as vintage) and geography, all of which are further broken down by present collection status (whether the loan is current, delinquent, in default or in bankruptcy). This estimate is based on the Corporation’s historical experience with the loan portfolio. The estimate is adjusted to reflect an assessment of environmental factors not yet reflected in the historical data underlying the loss estimates, such as changes in real estate values, local and national economies, underwriting standards and the regulatory environment. The probability of default on a loan is based on an analysis of the movement of loans with the measured attributes from either current or any of the delinquency categories to default over a 12-month period. On home equity loans where the Corporation holds only a second-lien position and foreclosure is not the best alternative, the loss severity is estimated at 100 percent.
	The allowance on certain commercial loans (except business card and certain small business loans) is calculated using loss rates delineated by risk rating and product type. Factors considered when assessing loss rates include the value of the underlying collateral, if applicable, the industry of the obligor, and the obligor’s liquidity and other financial indicators along with certain qualitative factors. These statistical models are updated regularly for changes in economic and business conditions. Included in the analysis of consumer and commercial loan portfolios are reserves which are maintained to cover uncertainties that affect the Corporation’s estimate of probable losses including domestic and global economic uncertainty and large single-name defaults.
	The remaining portfolios, including nonperforming commercial loans, as well as consumer and commercial loans modified in a troubled debt restructuring (TDR), are reviewed in accordance with applicable accounting guidance on impaired loans and TDRs. If necessary, a specific allowance is established for these loans if they are deemed to be impaired. A loan is considered impaired when, based on current information and events, it is probable that the Corporation will be unable to collect all amounts due, including principal and/or interest, in accordance with the contractual terms of the agreement, or the loan has been modified in a TDR. Once a loan has been identified as impaired, management measures impairment primarily based on the present value of payments expected to be received, discounted at the loans’ original effective contractual interest rates, or discounted at the portfolio average contractual annual percentage rate, excluding promotionally priced loans, in effect prior to restructuring. Impaired loans and TDRs may also be measured based on observable market prices, or for loans that are solely dependent on the collateral for repayment, the estimated fair value of the collateral less costs to sell. If the recorded investment in impaired loans exceeds this amount, a specific allowance is established as a component of the allowance for loan and lease losses unless these are secured consumer loans that are solely dependent on the collateral for repayment, in which case the amount that exceeds the fair value of the collateral is charged off.
	Generally, when determining the fair value of the collateral securing consumer real estate-secured loans that are solely dependent on the collateral for repayment, prior to performing a detailed property valuation including a walk-through of a property, the Corporation initially estimates the fair value of the collateral securing these consumer loans using an automated valuation method (AVM). An AVM is a tool that estimates the value of a property by reference to market data including sales of comparable properties and price trends specific to the Metropolitan Statistical Area in which the property being valued is located. In the event that an AVM value is not available, the Corporation utilizes publicized indices or if these methods provide less reliable valuations, the Corporation uses appraisals or broker price opinions to estimate the fair value of the collateral. While there is inherent imprecision in these valuations, the Corporation believes that they are representative of the portfolio in the aggregate.
	In addition to the allowance for loan and lease losses, the Corporation also estimates probable losses related to unfunded lending commitments, such as letters of credit and financial guarantees, and binding unfunded loan commitments. The reserve for unfunded lending commitments excludes commitments accounted for under the fair value option. Unfunded lending commitments are subject to individual reviews and are analyzed and segregated by risk according to the Corporation’s internal risk rating scale. These risk classifications, in conjunction with an analysis of historical loss experience, utilization assumptions, current economic conditions, performance trends within the portfolio and any other pertinent information, result in the estimation of the reserve for unfunded lending commitments.
	The allowance for credit losses related to the loan and lease portfolio is reported separately on the Consolidated Balance Sheet whereas the reserve for unfunded lending commitments is reported on the Consolidated Balance Sheet in accrued expenses and other liabilities. The provision for credit losses related to the loan and lease portfolio and unfunded lending commitments is reported in the Consolidated Statement of Income.
Nonperforming Loan and Lease, Charge-offs and Delinquencies	Nonperforming loans and leases generally include loans and leases that have been placed on nonaccrual status, including nonaccruing loans whose contractual terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties. Loans accounted for under the fair value option, PCI loans and LHFS are not reported as nonperforming.
	In accordance with the Corporation’s policies, consumer real estate-secured loans, including residential mortgages and home equity loans, are generally placed on nonaccrual status and classified as nonperforming at 90 days past due unless repayment of the loan is insured by the Federal Housing Administration or through individually insured long-term standby agreements with Fannie Mae or Freddie Mac (the fully-insured portfolio). Residential mortgage loans in the fully-insured portfolio are not placed on nonaccrual status and, therefore, are not reported as nonperforming. Junior-lien home equity loans are placed on nonaccrual status and classified as nonperforming when the underlying first-lien mortgage loan becomes 90 days past due even if the junior-lien loan is current. Accrued interest receivable is reversed when a consumer loan is placed on nonaccrual status. Interest collections on nonaccruing consumer loans for which the ultimate collectability of principal is uncertain are generally applied as principal reductions; otherwise, such collections are credited to interest income when received. These loans may be restored to accrual status when all principal and interest is current and full repayment of the remaining contractual principal and interest is expected, or when the loan otherwise becomes well-secured and is in the process of collection. The outstanding balance of real estate-secured loans that is in excess of the estimated property value less costs to sell is charged off no later than the end of the month in which the loan becomes 180 days past due unless the loan is fully insured. The estimated property value less costs to sell is determined using the same process as described for impaired loans in Allowance for Credit Losses in this Note.
	Consumer loans secured by personal property, credit card loans and other unsecured consumer loans are not placed on nonaccrual status prior to charge-off and, therefore, are not reported as nonperforming loans, except for certain secured consumer loans, including those that have been modified in a TDR. Personal property-secured loans are charged off to collateral value no later than the end of the month in which the account becomes 120 days past due or, for loans in bankruptcy, 60 days past due. Credit card and other unsecured consumer loans are charged off no later than the end of the month in which the account becomes 180 days past due or within 60 days after receipt of notification of death or bankruptcy.
	Commercial loans and leases, excluding business card loans, that are past due 90 days or more as to principal or interest, or where reasonable doubt exists as to timely collection, including loans that are individually identified as being impaired, are generally placed on nonaccrual status and classified as nonperforming unless well-secured and in the process of collection.
	Accrued interest receivable is reversed when commercial loans and leases are placed on nonaccrual status. Interest collections on nonaccruing commercial loans and leases for which the ultimate collectability of principal is uncertain are applied as principal reductions; otherwise, such collections are credited to income when received. Commercial loans and leases may be restored to accrual status when all principal and interest is current and full repayment of the remaining contractual principal and interest is expected, or when the loan otherwise becomes well-secured and is in the process of collection. Business card loans are charged off no later than the end of the month in which the account becomes 180 days past due or 60 days after receipt of notification of death or bankruptcy. These loans are not placed on nonaccrual status prior to charge-off and, therefore, are not reported as nonperforming loans. Other commercial loans and leases are generally charged off when all or a portion of the principal amount is determined to be uncollectible.
	The entire balance of a consumer loan or commercial loan or lease is contractually delinquent if the minimum payment is not received by the specified due date on the customer’s billing statement. Interest and fees continue to accrue on past due loans and leases until the date the loan is placed on nonaccrual status, if applicable.
	PCI loans are recorded at fair value at the acquisition date. Although the PCI loans may be contractually delinquent, the Corporation does not classify these loans as nonperforming as the loans were written down to fair value at the acquisition date and the accretable yield is recognized in interest income over the remaining life of the loan. In addition, reported net charge-offs exclude write-offs on PCI loans as the fair value already considers the estimated credit losses.
Troubled Debt Restructurings	Consumer loans and commercial loans and leases whose contractual terms have been restructured in a manner that grants a concession to a borrower experiencing financial difficulties are classified as TDRs. Concessions could include a reduction in the interest rate to a rate that is below market on the loan, payment extensions, forgiveness of principal, forbearance or other actions designed to maximize collections. Secured consumer loans that have been discharged in Chapter 7 bankruptcy and have not been reaffirmed by the borrower are classified as TDRs at the time of discharge. Consumer real estate-secured loans for which a binding offer to restructure has been extended are also classified as TDRs. Loans classified as TDRs are considered impaired loans. Loans that are carried at fair value, LHFS and PCI loans are not classified as TDRs.
	Secured consumer loans whose contractual terms have been modified in a TDR and are current at the time of restructuring generally remain on accrual status if there is demonstrated performance prior to the restructuring and payment in full under the restructured terms is expected. Otherwise, the loans are placed on nonaccrual status and reported as nonperforming, except for the fully-insured loans, until there is sustained repayment performance for a reasonable period, generally six months. If accruing consumer TDRs cease to perform in accordance with their modified contractual terms, they are placed on nonaccrual status and reported as nonperforming TDRs. Consumer TDRs that bear a below-market rate of interest are generally reported as TDRs throughout their remaining lives. Secured consumer loans that have been discharged in Chapter 7 bankruptcy are placed on nonaccrual status and written down to the estimated collateral value less costs to sell no later than at the time of discharge. If these loans are contractually current, interest collections are generally recorded in interest income on a cash basis. Credit card and other unsecured consumer loans that have been renegotiated in a TDR are not placed on nonaccrual status. Credit card and other unsecured consumer loans that have been renegotiated and placed on a fixed payment plan after July 1, 2012 are generally charged off no later than the end of the month in which the account becomes 120 days past due.
	Commercial loans and leases whose contractual terms have been modified in a TDR are typically placed on nonaccrual status and reported as nonperforming until the loans or leases have performed for an adequate period of time under the restructured agreement, generally six months. If the borrower had demonstrated performance under the previous terms and the underwriting process shows the capacity to continue to perform under the modified terms, the loan may remain on accrual status. Accruing commercial TDRs are reported as performing TDRs through the end of the calendar year in which the loans are returned to accrual status. In addition, if accruing commercial TDRs bear less than a market rate of interest at the time of modification, they are reported as performing TDRs throughout their remaining lives unless and until they cease to perform in accordance with their modified contractual terms, at which time they are placed on nonaccrual status and reported as nonperforming TDRs.
	A loan that had previously been modified in a TDR and is subsequently refinanced under current underwriting standards at a market rate with no concessionary terms is accounted for as a new loan and is no longer reported as a TDR.
Loan Held-for-sale	Loans that are intended to be sold in the foreseeable future, including residential mortgages, loan syndications, and to a lesser degree, commercial real estate, consumer finance and other loans, are reported as LHFS and are carried at the lower of aggregate cost or fair value. The Corporation accounts for certain LHFS, including residential mortgage LHFS, under the fair value option. Loan origination costs related to LHFS that the Corporation accounts for under the fair value option are recognized in noninterest expense when incurred. Loan origination costs for LHFS carried at the lower of cost or fair value are capitalized as part of the carrying value of the loans and recognized as a reduction of noninterest income upon the sale of such loans. LHFS that are on nonaccrual status and are reported as nonperforming, as defined in the policy herein, are reported separately from nonperforming loans and leases.
Premises and Equipment	Premises and equipment are carried at cost less accumulated depreciation and amortization. Depreciation and amortization are recognized using the straight-line method over the estimated useful lives of the assets. Estimated lives range up to 40 years for buildings, up to 12 years for furniture and equipment, and the shorter of lease term or estimated useful life for leasehold improvements.
	The Corporation capitalizes the costs associated with certain computer hardware, software and internally developed software, and amortizes the costs over the expected useful life. Direct project costs of internally developed software are capitalized when it is probable that the project will be completed and the software will be used for its intended function.
Mortgage Servicing Rights	The Corporation accounts for consumer MSRs, including residential mortgage and home equity MSRs, at fair value with changes in fair value recorded in mortgage banking income. To reduce the volatility of earnings related to interest rate and market value fluctuations, U.S. Treasury securities, mortgage-backed securities and derivatives such as options and interest rate swaps may be used to hedge certain market risks of the MSRs. Such derivatives are not designated as qualifying accounting hedges. These instruments are carried at fair value with changes in fair value recognized in mortgage banking income.
	The Corporation estimates the fair value of consumer MSRs using a valuation model that calculates the present value of estimated future net servicing income and, when available, quoted prices from independent parties. The present value calculation is based on an option-adjusted spread (OAS) valuation approach that factors in prepayment risk. This approach consists of projecting servicing cash flows under multiple interest rate scenarios and discounting these cash flows using risk-adjusted discount rates. The key economic assumptions used in MSR valuations include weighted-average lives of the MSRs and the OAS levels. The OAS represents the spread that is added to the discount rate so that the sum of the discounted cash flows equals the market price; therefore, it is a measure of the extra yield over the reference discount factor that the Corporation expects to earn by holding the asset.
Goodwill and Intangible Assets	Goodwill is the purchase premium after adjusting for the fair value of net assets acquired. Goodwill is not amortized but is reviewed for potential impairment on an annual basis, or when events or circumstances indicate a potential impairment, at the reporting unit level. A reporting unit, as defined under applicable accounting guidance, is a business segment or one level below a business segment. The goodwill impairment analysis is a two-step test. The first step of the goodwill impairment test involves comparing the fair value of each reporting unit with its carrying value, including goodwill, as measured by allocated equity. In certain circumstances, the first step may be performed using a qualitative assessment. If the fair value of the reporting unit exceeds its carrying value, goodwill of the reporting unit is considered not impaired; however, if the carrying value of the reporting unit exceeds its fair value, the second step must be performed to measure potential impairment.
	The second step involves calculating an implied fair value of goodwill for each reporting unit for which the first step indicated possible impairment. The implied fair value of goodwill is determined in the same manner as the amount of goodwill recognized in a business combination, which is the excess of the fair value of the reporting unit, as determined in the first step, over the aggregate fair values of the assets, liabilities and identifiable intangibles as if the reporting unit was being acquired in a business combination. Measurement of the fair values of the assets and liabilities of a reporting unit is consistent with the requirements of the fair value measurements accounting guidance, as described in Fair Value in this Note. The adjustments to measure the assets, liabilities and intangibles at fair value are for the purpose of measuring the implied fair value of goodwill and such adjustments are not reflected on the Consolidated Balance Sheet. If the implied fair value of goodwill exceeds the goodwill assigned to the reporting unit, there is no impairment. If the goodwill assigned to a reporting unit exceeds the implied fair value of goodwill, an impairment charge is recorded for the excess. An impairment loss recognized cannot exceed the amount of goodwill assigned to a reporting unit. An impairment loss establishes a new basis in the goodwill and subsequent reversals of goodwill impairment losses are not permitted under applicable accounting guidance.
	For intangible assets subject to amortization, an impairment loss is recognized if the carrying value of the intangible asset is not recoverable and exceeds fair value. The carrying value of the intangible asset is considered not recoverable if it exceeds the sum of the undiscounted cash flows expected to result from the use of the asset.
Variable Interest Entities	A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. The Corporation is deemed to have a controlling financial interest and is the primary beneficiary of a VIE if it has both the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE. On a quarterly basis, the Corporation reassesses whether it has a controlling financial interest in and is the primary beneficiary of a VIE. The quarterly reassessment process considers whether the Corporation has acquired or divested the power to direct the activities of the VIE through changes in governing documents or other circumstances. The reassessment also considers whether the Corporation has acquired or disposed of a financial interest that could be significant to the VIE, or whether an interest in the VIE has become significant or is no longer significant. The consolidation status of the VIEs with which the Corporation is involved may change as a result of such reassessments. Changes in consolidation status are applied prospectively, with assets and liabilities of a newly consolidated VIE initially recorded at fair value. A gain or loss may be recognized upon deconsolidation of a VIE depending on the carrying values of deconsolidated assets and liabilities compared to the fair value of retained interests and ongoing contractual arrangements.
	The Corporation primarily uses VIEs for its securitization activities, in which the Corporation transfers whole loans or debt securities into a trust or other vehicle such that the assets are legally isolated from the creditors of the Corporation. Assets held in a trust can only be used to settle obligations of the trust. The creditors of these trusts typically have no recourse to the Corporation except in accordance with the Corporation’s obligations under standard representations and warranties.
	When the Corporation is the servicer of whole loans held in a securitization trust, including non-agency residential mortgages, home equity loans, credit cards, automobile loans and student loans, the Corporation has the power to direct the most significant activities of the trust. The Corporation generally does not have the power to direct the most significant activities of a residential mortgage agency trust except in certain circumstances in which the Corporation holds substantially all of the issued securities and has the unilateral right to liquidate the trust. The power to direct the most significant activities of a commercial mortgage securitization trust is typically held by the special servicer or by the party holding specific subordinate securities which embody certain controlling rights. The Corporation consolidates a whole-loan securitization trust if it has the power to direct the most significant activities and also holds securities issued by the trust or has other contractual arrangements, other than standard representations and warranties, that could potentially be significant to the trust.
	The Corporation may also transfer trading account securities and AFS securities into municipal bond or resecuritization trusts. The Corporation consolidates a municipal bond or resecuritization trust if it has control over the ongoing activities of the trust such as the remarketing of the trust’s liabilities or, if there are no ongoing activities, sole discretion over the design of the trust, including the identification of securities to be transferred in and the structure of securities to be issued, and also retains securities or has liquidity or other commitments that could potentially be significant to the trust. The Corporation does not consolidate a municipal bond or resecuritization trust if one or a limited number of third-party investors share responsibility for the design of the trust or have control over the significant activities of the trust through liquidation or other substantive rights.
	Other VIEs used by the Corporation include collateralized debt obligations (CDOs), investment vehicles created on behalf of customers and other investment vehicles. The Corporation does not routinely serve as collateral manager for CDOs and, therefore, does not typically have the power to direct the activities that most significantly impact the economic performance of a CDO. However, following an event of default, if the Corporation is a majority holder of senior securities issued by a CDO and acquires the power to manage the assets of the CDO, the Corporation consolidates the CDO.
	The Corporation consolidates a customer or other investment vehicle if it has control over the initial design of the vehicle or manages the assets in the vehicle and also absorbs potentially significant gains or losses through an investment in the vehicle, derivative contracts or other arrangements. The Corporation does not consolidate an investment vehicle if a single investor controlled the initial design of the vehicle or manages the assets in the vehicles or if the Corporation does not have a variable interest that could potentially be significant to the vehicle.
	Retained interests in securitized assets are initially recorded at fair value. In addition, the Corporation may invest in debt securities issued by unconsolidated VIEs. Fair values of these debt securities, which are classified as trading account assets, debt securities carried at fair value or held-to-maturity securities, are based primarily on quoted market prices in active or inactive markets. Generally, quoted market prices for retained residual interests are not available; therefore, the Corporation estimates fair values based on the present value of the associated expected future cash flows. This may require management to estimate credit losses, prepayment speeds, forward interest yield curves, discount rates and other factors that impact the value of retained interests. Retained residual interests in unconsolidated securitization trusts are classified in trading account assets or other assets with changes in fair value recorded in earnings. The Corporation may also enter into derivatives with unconsolidated VIEs, which are carried at fair value with changes in fair value recorded in earnings.
Fair Value	The Corporation measures the fair values of its assets and liabilities, where applicable, in accordance with accounting guidance that requires an entity to base fair value on exit price. A three-level hierarchy, provided in the applicable accounting guidance, for inputs is utilized in measuring fair value which maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used to determine the exit price when available. Under applicable accounting guidance, the Corporation categorizes its financial instruments, based on the priority of inputs to the valuation technique, into this three-level hierarchy, as described below. Trading account assets and liabilities, derivative assets and liabilities, AFS debt and equity securities, other debt securities carried at fair value, consumer MSRs and certain other assets are carried at fair value in accordance with applicable accounting guidance. The Corporation has also elected to account for certain assets and liabilities under the fair value option, including certain commercial and consumer loans and loan commitments, LHFS, short-term borrowings, securities financing agreements, long-term deposits and long-term debt. The following describes the three-level hierarchy.
	Level 1	Unadjusted quoted prices in active markets for identical assets or liabilities. Level 1 assets and liabilities include debt and equity securities and derivative contracts that are traded in an active exchange market, as well as certain U.S. Treasury securities that are highly liquid and are actively traded in OTC markets.
	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 assets and liabilities include debt securities with quoted prices that are traded less frequently than exchange-traded instruments and derivative contracts where fair 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. This category generally includes U.S. government and agency mortgage-backed and asset-backed securities, corporate debt securities, derivative contracts, certain loans and LHFS.
	Level 3	Unobservable inputs that are supported by little or no market activity and that are significant to the overall fair value of the assets or liabilities. Level 3 assets and liabilities include financial instruments for which the determination of fair value requires significant management judgment or estimation. The fair value for such assets and liabilities is generally determined using pricing models, market comparables, discounted cash flow methodologies or similar techniques that incorporate the assumptions a market participant would use in pricing the asset or liability. This category generally includes certain private equity investments and other principal investments, retained residual interests in securitizations, consumer MSRs, certain asset-backed securities, highly structured, complex or long-dated derivative contracts, certain loans and LHFS, IRLCs and certain CDOs where independent pricing information cannot be obtained for a significant portion of the underlying assets.
Income Taxes	There are two components of income tax expense: current and deferred. Current income tax expense reflects taxes to be paid or refunded for the current period. Deferred income tax expense results from changes in deferred tax assets and liabilities between periods. These gross deferred tax assets and liabilities represent decreases or increases in taxes expected to be paid in the future because of future reversals of temporary differences in the bases of assets and liabilities as measured by tax laws and their bases as reported in the financial statements. Deferred tax assets are also recognized for tax attributes such as net operating loss carryforwards and tax credit carryforwards. Valuation allowances are recorded to reduce deferred tax assets to the amounts management concludes are more-likely-than-not to be realized.
	Income tax benefits are recognized and measured based upon a two-step model: first, a tax position must be more-likely-than-not to be sustained based solely on its technical merits in order to be recognized, and second, the benefit is measured as the largest dollar amount of that position that is more-likely-than-not to be sustained upon settlement. The difference between the benefit recognized and the tax benefit claimed on a tax return is referred to as an unrecognized tax benefit. The Corporation records income tax-related interest and penalties, if applicable, within income tax expense.
Retirement Benefits	The Corporation has retirement plans covering substantially all full-time and certain part-time employees. Pension expense under these plans is charged to current operations and consists of several components of net pension cost based on various actuarial assumptions regarding future experience under the plans.
	In addition, the Corporation has unfunded supplemental benefit plans and supplemental executive retirement plans (SERPs) for selected officers of the Corporation and its subsidiaries that provide benefits that cannot be paid from a qualified retirement plan due to Internal Revenue Code restrictions. The Corporation’s current executive officers do not earn additional retirement income under SERPs. These plans are nonqualified under the Internal Revenue Code and assets used to fund benefit payments are not segregated from other assets of the Corporation; therefore, in general, a participant’s or beneficiary’s claim to benefits under these plans is as a general creditor. In addition, the Corporation has several postretirement healthcare and life insurance benefit plans.
Accumulated Other Comprehensive Income	The Corporation records unrealized gains and losses on AFS debt and marketable equity securities, gains and losses on cash flow accounting hedges, certain employee benefit plan adjustments, foreign currency translation adjustments and related hedges of net investments in foreign operations, and the cumulative adjustment related to certain accounting changes in accumulated OCI, net-of-tax. Unrealized gains and losses on AFS debt and marketable equity securities are reclassified to earnings as the gains or losses are realized upon sale of the securities. Unrealized losses on AFS securities deemed to represent OTTI are reclassified to earnings at the time of the impairment charge. For AFS debt securities that the Corporation does not intend to sell or it is not more-likely-than-not that it will be required to sell, only the credit component of an unrealized loss is reclassified to earnings. Gains or losses on derivatives accounted for as cash flow hedges are reclassified to earnings when the hedged transaction affects earnings. Translation gains or losses on foreign currency translation adjustments are reclassified to earnings upon the substantial sale or liquidation of investments in foreign operations.
Revenue Recognition	The following summarizes the Corporation’s revenue recognition policies as they relate to certain noninterest income line items in the Consolidated Statement of Income.
	Card income is derived from fees such as interchange, cash advance, annual, late, over-limit and other miscellaneous fees, which are recorded as revenue when earned, primarily on an accrual basis. Uncollected fees are included in the customer card receivables balances with an amount recorded in the allowance for loan and lease losses for estimated uncollectible card receivables. Uncollected fees are written off when a card receivable reaches 180 days past due.
	Service charges include fees for insufficient funds, overdrafts and other banking services and are recorded as revenue when earned. Uncollected fees are included in outstanding loan balances with an amount recorded for estimated uncollectible service fees receivable. Uncollected fees are written off when a fee receivable reaches 60 days past due.
	Investment and brokerage services revenue consists primarily of asset management fees and brokerage income that are recognized over the period the services are provided or when commissions are earned. Asset management fees consist primarily of fees for investment management and trust services and are generally based on the dollar amount of the assets being managed. Brokerage income is generally derived from commissions and fees earned on the sale of various financial products.
	Investment banking income consists primarily of advisory and underwriting fees that are recognized in income as the services are provided and no contingencies exist. Revenues are generally recognized net of any direct expenses. Non-reimbursed expenses are recorded as noninterest expense.
Earnings Per Common Share	Earnings per common share (EPS) is computed by dividing net income (loss) allocated to common shareholders by the weighted-average common shares outstanding, except that it does not include unvested common shares subject to repurchase or cancellation. Net income (loss) allocated to common shareholders represents net income (loss) applicable to common shareholders which is net income (loss) adjusted for preferred stock dividends including dividends declared, accretion of discounts on preferred stock including accelerated accretion when preferred stock is repaid early, and cumulative dividends related to the current dividend period that have not been declared as of period end, less income allocated to participating securities (see below for more information). Diluted EPS is computed by dividing income (loss) allocated to common shareholders plus dividends on dilutive convertible preferred stock and preferred stock that can be tendered to exercise warrants, by the weighted-average common shares outstanding plus amounts representing the dilutive effect of stock options outstanding, restricted stock, restricted stock units, outstanding warrants and the dilution resulting from the conversion of convertible preferred stock, if applicable.
	Unvested share-based payment awards that contain nonforfeitable rights to dividends are participating securities that are included in computing EPS using the two-class method. The two-class method is an earnings allocation formula under which EPS is calculated for common stock and participating securities according to dividends declared and participating rights in undistributed earnings. Under this method, all earnings, distributed and undistributed, are allocated to participating securities and common shares based on their respective rights to receive dividends.
	In an exchange of non-convertible preferred stock, income allocated to common shareholders is adjusted for the difference between the carrying value of the preferred stock and the fair value of the consideration exchanged. In an induced conversion of convertible preferred stock, income allocated to common shareholders is reduced by the excess of the fair value of the consideration exchanged over the fair value of the common stock that would have been issued under the original conversion terms.
Foreign Currency Translation	Assets, liabilities and operations of foreign branches and subsidiaries are recorded based on the functional currency of each entity. For certain of the foreign operations, the functional currency is the local currency, in which case the assets, liabilities and operations are translated, for consolidation purposes, from the local currency to the U.S. Dollar reporting currency at period-end rates for assets and liabilities and generally at average rates for results of operations. The resulting unrealized gains or losses, as well as gains and losses from certain hedges, are reported as a component of accumulated OCI, net-of-tax. When the foreign entity’s functional currency is determined to be the U.S. Dollar, the resulting remeasurement gains or losses on foreign currency-denominated assets or liabilities are included in earnings.
Credit Card and Deposit Arrangements	Endorsing Organization Agreements
	The Corporation contracts with other organizations to obtain their endorsement of the Corporation’s loan and deposit products. This endorsement may provide to the Corporation exclusive rights to market to the organization’s members or to customers on behalf of the Corporation. These organizations endorse the Corporation’s loan and deposit products and provide the Corporation with their mailing lists and marketing activities. These agreements generally have terms that range from two to five years. The Corporation typically pays royalties in exchange for the endorsement. Compensation costs related to the credit card agreements are recorded as contra-revenue in card income.
	Cardholder Reward Agreements
	The Corporation offers reward programs that allow its cardholders to earn points that can be redeemed for a broad range of rewards including cash, travel and gift cards. The Corporation establishes a rewards liability based upon the points earned that are expected to be redeemed and the average cost per point redeemed. The points to be redeemed are estimated based on past redemption behavior, card product type, account transaction activity and other historical card performance. The liability is reduced as the points are redeemed. The estimated cost of the rewards programs is recorded as contra-revenue in card income.

Derivatives_Tables

Derivatives (Tables)	12 Months Ended
	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments	The following tables present derivative instruments included on the Consolidated Balance Sheet in derivative assets and liabilities at December 31, 2014 and 2013. Balances are presented on a gross basis, prior to the application of counterparty and cash collateral netting. Total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and have been reduced by the cash collateral received or paid.
						December 31, 2014
						Gross Derivative Assets												Gross Derivative Liabilities
	(Dollars in billions)	Contract/				Trading and Other Risk Management Derivatives				Qualifying				Total				Trading and Other Risk Management Derivatives				Qualifying		Total
		Notional (1)								Accounting												Accounting
										Hedges												Hedges
	Interest rate contracts
	Swaps	$	29,445.40			$	658.5			$	8.5			$	667			$	658.2			$	0.5	$	658.7
	Futures and forwards	10,159.40				1.7				—				1.7				2				—		2
	Written options	1,725.20				—				—				—				85.4				—		85.4
	Purchased options	1,739.80				85.6				—				85.6				—				—		—
	Foreign exchange contracts
	Swaps	2,159.10				51.5				0.8				52.3				54.6				1.9		56.5
	Spot, futures and forwards	4,226.40				68.9				1.5				70.4				72.4				0.2		72.6
	Written options	600.7				—				—				—				16				—		16
	Purchased options	584.6				15.1				—				15.1				—				—		—
	Equity contracts
	Swaps	193.7				3.2				—				3.2				4				—		4
	Futures and forwards	69.5				2.1				—				2.1				1.8				—		1.8
	Written options	341				—				—				—				26				—		26
	Purchased options	318.4				27.9				—				27.9				—				—		—
	Commodity contracts
	Swaps	74.3				5.8				—				5.8				8.5				—		8.5
	Futures and forwards	376.5				4.5				—				4.5				1.8				—		1.8
	Written options	129.5				—				—				—				11.5				—		11.5
	Purchased options	141.3				10.7				—				10.7				—				—		—
	Credit derivatives
	Purchased credit derivatives:
	Credit default swaps	1,094.80				13.3				—				13.3				23.4				—		23.4
	Total return swaps/other	44.3				0.2				—				0.2				1.4				—		1.4
	Written credit derivatives:
	Credit default swaps	1,073.10				24.5				—				24.5				11.9				—		11.9
	Total return swaps/other	61				0.5				—				0.5				0.3				—		0.3
	Gross derivative assets/liabilities					$	974			$	10.8			$	984.8			$	979.2			$	2.6	$	981.8
	Less: Legally enforceable master netting agreements													(884.8		)								(884.8		)
	Less: Cash collateral received/paid													(47.3		)								(50.1		)
	Total derivative assets/liabilities													$	52.7									$	46.9
	(1)	Represents the total contract/notional amount of derivative assets and liabilities outstanding.
						December 31, 2013
						Gross Derivative Assets												Gross Derivative Liabilities
	(Dollars in billions)	Contract/				Trading and Other Risk Management Derivatives				Qualifying				Total				Trading and Other Risk Management Derivatives				Qualifying		Total
		Notional (1)								Accounting												Accounting
										Hedges												Hedges
	Interest rate contracts
	Swaps	$	33,272.00			$	659.9			$	7.5			$	667.4			$	658.4			$	0.9	$	659.3
	Futures and forwards	8,217.60				1.6				—				1.6				1.5				—		1.5
	Written options	2,065.40				—				—				—				64.4				—		64.4
	Purchased options	2,028.30				65.4				—				65.4				—				—		—
	Foreign exchange contracts
	Swaps	2,284.10				43.1				1				44.1				42.7				1		43.7
	Spot, futures and forwards	2,922.50				32.5				0.7				33.2				33.5				1.1		34.6
	Written options	412.4				—				—				—				9.2				—		9.2
	Purchased options	392.4				8.8				—				8.8				—				—		—
	Equity contracts
	Swaps	162				3.6				—				3.6				4.2				—		4.2
	Futures and forwards	71.4				1.1				—				1.1				1.4				—		1.4
	Written options	315.6				—				—				—				29.6				—		29.6
	Purchased options	266.7				30.4				—				30.4				—				—		—
	Commodity contracts
	Swaps	73.1				3.8				—				3.8				5.7				—		5.7
	Futures and forwards	454.4				4.7				—				4.7				2.5				—		2.5
	Written options	157.3				—				—				—				5				—		5
	Purchased options	164				5.2				—				5.2				—				—		—
	Credit derivatives
Purchased credit derivatives:
Credit default swaps	1,305.10				15.7				—				15.7				28.1				—		28.1
Total return swaps/other	38.1				2				—				2				3.2				—		3.2
Written credit derivatives:
Credit default swaps	1,265.40				29.3				—				29.3				13.8				—		13.8
Total return swaps/other	63.4				4				—				4				0.2				—		0.2
Gross derivative assets/liabilities					$	911.1			$	9.2			$	920.3			$	903.4			$	3	$	906.4
Less: Legally enforceable master netting agreements													(825.5		)								(825.5		)
Less: Cash collateral received/paid													(47.3		)								(43.5		)
Total derivative assets/liabilities													$	47.5									$	37.4
(1)	Represents the total contract/notional amount of derivative assets and liabilities outstanding.
Derivative [Line Items]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value	The table below summarizes information related to fair value hedges for 2014, 2013 and 2012, including hedges of interest rate risk on long-term debt that were acquired as part of a business combination and redesignated. At redesignation, the fair value of the derivatives was positive. As the derivatives mature, the fair value will approach zero. As a result, ineffectiveness will occur and the fair value changes in the derivatives and the long-term debt being hedged may be directionally the same in certain scenarios. Based on a regression analysis, the derivatives continue to be highly effective at offsetting changes in the fair value of the long-term debt attributable to interest rate risk.
	Derivatives Designated as Fair Value Hedges
	Gains (Losses)	2014
	(Dollars in millions)	Derivative				Hedged				Hedge
						Item				Ineffectiveness
	Interest rate risk on long-term debt (1)	$	2,144			$	(2,935	)		$	(791	)
	Interest rate and foreign currency risk on long-term debt (1)	(2,212		)		2,120				(92		)
	Interest rate risk on available-for-sale securities (2)	(35		)		3				(32		)
	Price risk on commodity inventory (3)	21				(15		)		6
	Total	$	(82	)		$	(827	)		$	(909	)
		2013
	Interest rate risk on long-term debt (1)	$	(4,704	)		$	3,925			$	(779	)
	Interest rate and foreign currency risk on long-term debt (1)	(1,291		)		1,085				(206		)
	Interest rate risk on available-for-sale securities (2)	839				(840		)		(1		)
	Price risk on commodity inventory (3)	(13		)		11				(2		)
	Total	$	(5,169	)		$	4,181			$	(988	)
		2012
	Interest rate risk on long-term debt (1)	$	(195	)		$	(770	)		$	(965	)
	Interest rate and foreign currency risk on long-term debt (1)	(1,482		)		1,225				(257		)
	Interest rate risk on available-for-sale securities (2)	(4		)		91				87
	Price risk on commodity inventory (3)	(6		)		6				—
	Total	$	(1,687	)		$	552			$	(1,135	)
	(1)	Amounts are recorded in interest expense on long-term debt and in other income (loss).
	(2)	Amounts are recorded in interest income on debt securities.
	(3)	Amounts relating to commodity inventory are recorded in trading account profits.
Cash Flow and Net Investment Hedges	The table below summarizes certain information related to cash flow hedges and net investment hedges for 2014, 2013 and 2012. Of the $1.7 billion net loss (after-tax) on derivatives in accumulated other comprehensive income (OCI) for 2014, $803 million ($502 million after-tax) is expected to be reclassified into earnings in the next 12 months. These net losses reclassified into earnings are expected to primarily reduce net interest income related to the respective hedged items. Amounts related to price risk on restricted stock awards reclassified from accumulated OCI are recorded in personnel expense.
	Derivatives Designated as Cash Flow and Net Investment Hedges
		2014
	(Dollars in millions, amounts pretax)	Gains (Losses)				Gains (Losses)				Hedge
		Recognized in				in Income				Ineffectiveness and
		Accumulated OCI				Reclassified from				Amounts Excluded
		on Derivatives				Accumulated OCI				from Effectiveness
										Testing (1)
	Cash flow hedges
	Interest rate risk on variable-rate portfolios	$	68			$	(1,119	)		$	(4	)
	Price risk on restricted stock awards	127				359				—
	Total	$	195			$	(760	)		$	(4	)
	Net investment hedges
	Foreign exchange risk	$	3,021			$	21			$	(503	)
		2013
	Cash flow hedges
	Interest rate risk on variable-rate portfolios	$	(321	)		$	(1,102	)		$	—
	Price risk on restricted stock awards	477				329				—
	Total	$	156			$	(773	)		$	—
	Net investment hedges
	Foreign exchange risk	$	1,024			$	(355	)		$	(134	)
		2012
	Cash flow hedges
	Interest rate risk on variable-rate portfolios	$	10			$	(957	)		$	—
	Price risk on restricted stock awards	420				(78		)		—
	Total	$	430			$	(1,035	)		$	—
	Net investment hedges
	Foreign exchange risk	$	(771	)		$	(26	)		$	(269	)
	(1)	Amounts related to derivatives designated as cash flow hedges represent hedge ineffectiveness and amounts related to net investment hedges represent amounts excluded from effectiveness testing.
Other Risk Management Derivatives	The table below presents gains (losses) on these derivatives for 2014, 2013 and 2012. These gains (losses) are largely offset by the income or expense that is recorded on the hedged item. The change in the impact of interest rate and foreign currency risk on ALM activities was primarily driven by decreasing interest rates and foreign currency weakening against the U.S. Dollar throughout 2014 compared to strengthening during 2013.
	Other Risk Management Derivatives
	Gains (Losses)
	(Dollars in millions)	2014				2013				2012
	Interest rate risk on mortgage banking income (1)	$	1,017			$	(619	)		$	1,324
	Credit risk on loans (2)	16				(47		)		(95		)
	Interest rate and foreign currency risk on ALM activities (3)	(3,683		)		2,501				424
	Price risk on restricted stock awards (4)	600				865				1,008
	Other	(9		)		(19		)		58
	(1)	Net gains (losses) on these derivatives are recorded in mortgage banking income as they are used to mitigate the interest rate risk related to MSRs, interest rate lock commitments and mortgage loans held-for-sale, all of which are measured at fair value with changes in fair value recorded in mortgage banking income. The net gains on interest rate lock commitments related to the origination of mortgage loans that are held-for-sale, which are not included in the table but are considered derivative instruments, were $776 million, $927 million and $3.0 billion for 2014, 2013 and 2012, respectively.
	(2)	Net gains (losses) on these derivatives are recorded in other income (loss).
	(3)	Primarily related to hedges of debt securities carried at fair value and hedges of foreign currency-denominated debt. Gains (losses) on these derivatives and the related hedged items are recorded in other income (loss).
	(4)	Gains (losses) on these derivatives are recorded in personnel expense.
Schedule of Derivative Instruments Included in Trading Activities	The table below, which includes both derivatives and non-derivative cash instruments, identifies the amounts in the respective income statement line items attributable to the Corporation’s sales and trading revenue in Global Markets, categorized by primary risk, for 2014, 2013 and 2012. The difference between total trading account profits in the table below and in the Consolidated Statement of Income represents trading activities in business segments other than Global Markets. This table includes debit valuation adjustment (DVA) gains (losses), net of hedges, and funding valuation adjustment (FVA) losses. Global Markets results in Note 24 – Business Segment Information are presented on a fully taxable-equivalent (FTE) basis. The table below is not presented on an FTE basis.
	Sales and Trading Revenue
		2014
	(Dollars in millions)	Trading Account Profits				Net Interest Income				Other (1)				Total
	Interest rate risk	$	952			$	1,169			$	363			$	2,484
	Foreign exchange risk	1,177				8				(128		)		1,057
	Equity risk	1,954				(70		)		2,318				4,202
	Credit risk	1,410				2,682				614				4,706
	Other risk	504				(319		)		106				291
	Total sales and trading revenue	$	5,997			$	3,470			$	3,273			$	12,740
		2013
	Interest rate risk	$	1,120			$	1,104			$	(333	)		$	1,891
	Foreign exchange risk	1,170				5				(103		)		1,072
	Equity risk	1,994				111				2,075				4,180
	Credit risk	2,083				2,710				78				4,871
	Other risk	367				(219		)		69				217
	Total sales and trading revenue	$	6,734			$	3,711			$	1,786			$	12,231
		2012
	Interest rate risk	$	(2,875	)		$	1,039			$	(4	)		$	(1,840	)
	Foreign exchange risk	909				5				5				919
	Equity risk	259				(57		)		1,891				2,093
	Credit risk	2,514				2,321				961				5,796
	Other risk	4,899				(227		)		(5,148		)		(476		)
	Total sales and trading revenue	$	5,706			$	3,081			$	(2,295	)		$	6,492
	(1)	Represents amounts in investment and brokerage services and other income (loss) that are recorded in Global Markets and included in the definition of sales and trading revenue. Includes investment and brokerage services revenue of $2.2 billion, $2.0 billion and $1.8 billion for 2014, 2013 and 2012, respectively.
Disclosure of Credit Derivatives	Credit derivative instruments where the Corporation is the seller of credit protection and their expiration at December 31, 2014 and 2013 are summarized in the table below. These instruments are classified as investment and non-investment grade based on the credit quality of the underlying referenced obligation. The Corporation considers ratings of BBB- or higher as investment grade. Non-investment grade includes non-rated credit derivative instruments. The Corporation discloses internal categorizations of investment grade and non-investment grade consistent with how risk is managed for these instruments.
	Credit Derivative Instruments
		December 31, 2014
		Carrying Value
	(Dollars in millions)	Less than				One to				Three to				Over Five				Total
		One Year				Three Years				Five Years				Years
	Credit default swaps:
	Investment grade	$	100			$	714			$	1,455			$	939			$	3,208
	Non-investment grade	916				2,107				1,338				4,301				8,662
	Total	1,016				2,821				2,793				5,240				11,870
	Total return swaps/other:
	Investment grade	24				—				—				—				24
	Non-investment grade	64				247				2				—				313
	Total	88				247				2				—				337
	Total credit derivatives	$	1,104			$	3,068			$	2,795			$	5,240			$	12,207
	Credit-related notes:
	Investment grade	$	2			$	365			$	568			$	2,634			$	3,569
	Non-investment grade	5				141				85				1,443				1,674
	Total credit-related notes	$	7			$	506			$	653			$	4,077			$	5,243
		Maximum Payout/Notional
	Credit default swaps:
	Investment grade	$	132,974			$	342,914			$	242,728			$	28,982			$	747,598
	Non-investment grade	54,326				170,580				80,011				20,586				325,503
	Total	187,300				513,494				322,739				49,568				1,073,101
	Total return swaps/other:
	Investment grade	22,645				—				—				—				22,645
	Non-investment grade	23,839				10,792				3,268				487				38,386
	Total	46,484				10,792				3,268				487				61,031
	Total credit derivatives	$	233,784			$	524,286			$	326,007			$	50,055			$	1,134,132
		December 31, 2013
		Carrying Value
	Credit default swaps:
	Investment grade	$	2			$	220			$	974			$	1,134			$	2,330
	Non-investment grade	424				1,924				2,469				6,667				11,484
	Total	426				2,144				3,443				7,801				13,814
	Total return swaps/other:
	Investment grade	22				—				—				—				22
	Non-investment grade	29				38				2				86				155
	Total	51				38				2				86				177
	Total credit derivatives	$	477			$	2,182			$	3,445			$	7,887			$	13,991
	Credit-related notes:
	Investment grade	$	—			$	278			$	595			$	4,457			$	5,330
	Non-investment grade	145				107				756				946				1,954
	Total credit-related notes	$	145			$	385			$	1,351			$	5,403			$	7,284
		Maximum Payout/Notional
	Credit default swaps:
	Investment grade	$	170,764			$	379,273			$	411,426			$	36,039			$	997,502
	Non-investment grade	53,316				90,986				95,319				28,257				267,878
	Total	224,080				470,259				506,745				64,296				1,265,380
	Total return swaps/other:
	Investment grade	21,771				—				—				—				21,771
	Non-investment grade	27,784				8,150				4,103				1,599				41,636
	Total	49,555				8,150				4,103				1,599				63,407
	Total credit derivatives	$	273,635			$	478,409			$	510,848			$	65,895			$	1,328,787
Additional Collateral required to be posted upon downgrade	The table below presents the amount of additional collateral that would have been contractually required by derivative contracts and other trading agreements at December 31, 2014 if the rating agencies had downgraded their long-term senior debt ratings for the Corporation or certain subsidiaries by one incremental notch and by an additional second incremental notch.
	Additional Collateral Required to be Posted Upon Downgrade
		December 31, 2014
	(Dollars in millions)	One			Second
		incremental notch			incremental notch
	Bank of America Corporation	$	1,402		$	2,825
	Bank of America, N.A. and subsidiaries (1)	1,072			1,886
	(1)	Included in Bank of America Corporation collateral requirements in this table.
Derivative Liability subject to unilateral termination upon downgrade	The table below presents the derivative liabilities that would be subject to unilateral termination by counterparties and the amounts of collateral that would have been contractually required at December 31, 2014 if the long-term senior debt ratings for the Corporation or certain subsidiaries had been lower by one incremental notch and by an additional second incremental notch.
	Derivative Liabilities Subject to Unilateral Termination Upon Downgrade
		December 31, 2014
	(Dollars in millions)	One			Second
		incremental notch			incremental notch
	Derivative liability	$	1,785		$	3,850
	Collateral posted	1,520			2,986
Valuation Adjustments on Derivatives	The table below presents CVA, DVA and FVA gains (losses) on derivatives, which are recorded in trading account profits, on a gross and net of hedge basis for 2014, 2013 and 2012. CVA gains reduce the cumulative CVA thereby increasing the derivative assets balance. DVA gains increase the cumulative DVA thereby decreasing the derivative liabilities balance. CVA and DVA losses have the opposite impact. FVA gains related to derivative assets reduce the cumulative FVA thereby increasing the derivative assets balance. FVA gains related to derivative liabilities increase the cumulative FVA thereby decreasing the derivative liabilities balance.
	Valuation Adjustments on Derivatives
	Gains (Losses)
		2014							2013							2012
	(Dollars in millions)	Gross			Net				Gross			Net				Gross			Net
	Derivative assets (CVA) (1)	$	(22	)	$	191			$	738		$	(96	)		$	1,022		$	291
	Derivative assets (FVA) (2)	(632		)	(632		)		n/a			n/a				n/a			n/a
	Derivative liabilities (DVA) (3)	(28		)	(150		)		(39		)	(75		)		(2,212		)	(2,477		)
	Derivative liabilities (FVA) (2)	135			135				n/a			n/a				n/a			n/a
	(1)	At December 31, 2014, 2013 and 2012, the cumulative CVA reduced the derivative assets balance by $1.6 billion, $1.6 billion and $2.4 billion, respectively.
	(2)	FVA was adopted in 2014 and the cumulative FVA reduced the net derivatives balance by $497 million.
	(3)	At December 31, 2014, 2013 and 2012, the cumulative DVA reduced the derivative liabilities balance by $0.8 billion, $0.8 billion and $0.8 billion, respectively.
Derivative
Derivative [Line Items]
Offsetting Liabilities
	Offsetting of Derivatives
		December 31, 2014								December 31, 2013
	(Dollars in billions)	Derivative				Derivative Liabilities				Derivative				Derivative Liabilities
		Assets								Assets
	Interest rate contracts
	Over-the-counter	$	386.6			$	373.2			$	381.7			$	365.9
	Exchange-traded	0.1				0.1				0.4				0.3
	Over-the-counter cleared	365.7				368.7				351.2				356.5
	Foreign exchange contracts
	Over-the-counter	133				139.9				82.9				83.9
	Equity contracts
	Over-the-counter	19.5				16.7				20.3				17.6
	Exchange-traded	8.6				7.8				8.4				9.8
	Commodity contracts
	Over-the-counter	10.2				11.9				6.3				7.4
	Exchange-traded	7.4				7.7				3.3				2.9
	Over-the-counter cleared	0.1				0.6				—				—
	Credit derivatives
	Over-the-counter	30.8				30.2				44				38.9
	Over-the-counter cleared	7				6.8				5.8				5.9
	Total gross derivative assets/liabilities, before netting
	Over-the-counter	580.1				571.9				535.2				513.7
	Exchange-traded	16.1				15.6				12.1				13
	Over-the-counter cleared	372.8				376.1				357				362.4
	Less: Legally enforceable master netting agreements and cash collateral received/paid
	Over-the-counter	(545.7		)		(545.5		)		(505.0		)		(495.4		)
	Exchange-traded	(13.9		)		(13.9		)		(11.2		)		(11.2		)
	Over-the-counter cleared	(372.5		)		(375.5		)		(356.6		)		(362.4		)
	Derivative assets/liabilities, after netting	36.9				28.7				31.5				20.1
	Other gross derivative assets/liabilities	15.8				18.2				16				17.3
	Total derivative assets/liabilities	52.7				46.9				47.5				37.4
	Less: Financial instruments collateral (1)	(13.3		)		(8.9		)		(10.1		)		(4.6		)
	Total net derivative assets/liabilities	$	39.4			$	38			$	37.4			$	32.8
	(1)	These amounts are limited to the derivative asset/liability balance and, accordingly, do not include excess collateral received/pledged.
Offsetting Assets
	Offsetting of Derivatives
		December 31, 2014								December 31, 2013
	(Dollars in billions)	Derivative				Derivative Liabilities				Derivative				Derivative Liabilities
		Assets								Assets
	Interest rate contracts
	Over-the-counter	$	386.6			$	373.2			$	381.7			$	365.9
	Exchange-traded	0.1				0.1				0.4				0.3
	Over-the-counter cleared	365.7				368.7				351.2				356.5
	Foreign exchange contracts
	Over-the-counter	133				139.9				82.9				83.9
	Equity contracts
	Over-the-counter	19.5				16.7				20.3				17.6
	Exchange-traded	8.6				7.8				8.4				9.8
	Commodity contracts
	Over-the-counter	10.2				11.9				6.3				7.4
	Exchange-traded	7.4				7.7				3.3				2.9
	Over-the-counter cleared	0.1				0.6				—				—
	Credit derivatives
	Over-the-counter	30.8				30.2				44				38.9
	Over-the-counter cleared	7				6.8				5.8				5.9
	Total gross derivative assets/liabilities, before netting
	Over-the-counter	580.1				571.9				535.2				513.7
	Exchange-traded	16.1				15.6				12.1				13
	Over-the-counter cleared	372.8				376.1				357				362.4
	Less: Legally enforceable master netting agreements and cash collateral received/paid
	Over-the-counter	(545.7		)		(545.5		)		(505.0		)		(495.4		)
	Exchange-traded	(13.9		)		(13.9		)		(11.2		)		(11.2		)
	Over-the-counter cleared	(372.5		)		(375.5		)		(356.6		)		(362.4		)
	Derivative assets/liabilities, after netting	36.9				28.7				31.5				20.1
	Other gross derivative assets/liabilities	15.8				18.2				16				17.3
	Total derivative assets/liabilities	52.7				46.9				47.5				37.4
	Less: Financial instruments collateral (1)	(13.3		)		(8.9		)		(10.1		)		(4.6		)
	Total net derivative assets/liabilities	$	39.4			$	38			$	37.4			$	32.8
	(1)	These amounts are limited to the derivative asset/liability balance and, accordingly, do not include excess collateral received/pledged.

Securities_Tables

Securities (Tables)	12 Months Ended
	Dec. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Marketable Securities	The table below presents the amortized cost, gross unrealized gains and losses, and fair value of available-for-sale (AFS) debt securities, other debt securities carried at fair value, HTM debt securities and AFS marketable equity securities at December 31, 2014 and 2013.
	Debt Securities and Available-for-Sale Marketable Equity Securities
		31-Dec-14
	(Dollars in millions)	Amortized				Gross				Gross				Fair
		Cost				Unrealized				Unrealized				Value
						Gains				Losses
	Available-for-sale debt securities
	U.S. Treasury and agency securities	$	69,267			$	360			$	(32	)		$	69,595
	Mortgage-backed securities:
	Agency	163,592				2,040				(593		)		165,039
	Agency-collateralized mortgage obligations	14,175				152				(79		)		14,248
	Non-agency residential (1)	4,244				287				(77		)		4,454
	Commercial	3,931				69				—				4,000
	Non-U.S. securities	6,208				33				(11		)		6,230
	Corporate/Agency bonds	361				9				(2		)		368
	Other taxable securities, substantially all asset-backed securities	10,774				39				(22		)		10,791
	Total taxable securities	272,552				2,989				(816		)		274,725
	Tax-exempt securities	9,556				12				(19		)		9,549
	Total available-for-sale debt securities	282,108				3,001				(835		)		284,274
	Other debt securities carried at fair value	36,524				261				(364		)		36,421
	Total debt securities carried at fair value	318,632				3,262				(1,199		)		320,695
	Held-to-maturity debt securities, substantially all U.S. agency mortgage-backed securities	59,766				486				(611		)		59,641
	Total debt securities	$	378,398			$	3,748			$	(1,810	)		$	380,336
	Available-for-sale marketable equity securities (2)	$	336			$	27			$	—			$	363
		31-Dec-13
	Available-for-sale debt securities
	U.S. Treasury and agency securities	$	8,910			$	106			$	(62	)		$	8,954
	Mortgage-backed securities:
	Agency	170,112				777				(5,954		)		164,935
	Agency-collateralized mortgage obligations	22,731				76				(315		)		22,492
	Non-agency residential (1)	6,124				238				(123		)		6,239
	Commercial	2,429				63				(12		)		2,480
	Non-U.S. securities	7,207				37				(24		)		7,220
	Corporate/Agency bonds	860				20				(7		)		873
	Other taxable securities, substantially all asset-backed securities	16,805				30				(5		)		16,830
	Total taxable securities	235,178				1,347				(6,502		)		230,023
	Tax-exempt securities	5,967				10				(49		)		5,928
	Total available-for-sale debt securities	241,145				1,357				(6,551		)		235,951
	Other debt securities carried at fair value	34,145				34				(1,335		)		32,844
	Total debt securities carried at fair value	275,290				1,391				(7,886		)		268,795
	Held-to-maturity debt securities, substantially all U.S. agency mortgage-backed securities	55,150				20				(2,740		)		52,430
	Total debt securities	$	330,440			$	1,411			$	(10,626	)		$	321,225
	Available-for-sale marketable equity securities (2)	$	230			$	—			$	(7	)		$	223
	(1)	At December 31, 2014 and 2013, the underlying collateral type included approximately 76 percent and 89 percent prime, 14 percent and seven percent Alt-A, and 10 percent and four percent subprime.
	(2)	Classified in other assets on the Consolidated Balance Sheet.
Schedule of Other Debt Securities Carried at Fair Value	The table below presents the components of other debt securities carried at fair value where the changes in fair value are reported in other income. In 2014, the Corporation recorded unrealized mark-to-market net gains in other income of $1.2 billion and realized gains of $275 million on other debt securities carried at fair value, which exclude the impact of certain hedges, the results of which are also reported in other income, compared to unrealized mark-to-market net losses of $1.3 billion and realized losses of $963 million in 2013.
	Other Debt Securities Carried at Fair Value
		31-Dec
	(Dollars in millions)	2014				2013
	U.S. Treasury and agency securities	$	1,541			$	4,062
	Mortgage-backed securities:
	Agency	15,704				16,500
	Agency-collateralized mortgage obligations	—				218
	Non-agency residential	3,745				—
	Commercial	—				749
	Non-U.S. securities (1)	15,132				11,315
	Other taxable securities, substantially all asset-backed securities	299				—
	Total	$	36,421			$	32,844
	(1)	These securities are primarily used to satisfy certain international regulatory liquidity requirements.
Components of Realized Gains and Losses on Sales of Debt Securities	The table below presents gross realized gains and losses on sales of AFS debt securities for 2014, 2013 and 2012.
	Gains and Losses on Sales of AFS Debt Securities
	(Dollars in millions)	2014				2013				2012
	Gross gains	$	1,366			$	1,302			$	2,128
	Gross losses	(12		)		(31		)		(466		)
	Net gains on sales of AFS debt securities	$	1,354			$	1,271			$	1,662
	Income tax expense attributable to realized net gains on sales of AFS debt securities	$	515			$	470			$	615
Current Fair Value and Associated Gross Unrealized Losses on Investments	The table below presents the amortized cost and fair value of the Corporation’s debt securities carried at fair value and HTM debt securities from Fannie Mae (FNMA), the Government National Mortgage Association (GNMA), U.S. Treasury and Freddie Mac (FHLMC), where the investment exceeded 10 percent of consolidated shareholders’ equity at December 31, 2014 and 2013.
	Selected Securities Exceeding 10 Percent of Shareholders’ Equity
		December 31
		2014								2013
	(Dollars in millions)	Amortized				Fair				Amortized				Fair
		Cost				Value				Cost				Value
	Fannie Mae	$	130,725			$	131,418			$	123,813			$	118,708
	Government National Mortgage Association	98,278				98,633				118,700				115,314
	U.S. Treasury	68,481				68,801				10,533				10,428
	Freddie Mac	28,288				28,556				24,908				24,075
Amortized Cost and Fair Value of Corporations Investment	The table below presents the fair value and the associated gross unrealized losses on AFS debt securities and whether these securities have had gross unrealized losses for less than 12 months or for 12 months or longer at December 31, 2014 and 2013.
	Temporarily Impaired and Other-than-temporarily Impaired AFS Debt Securities
		December 31, 2014
		Less than Twelve Months								Twelve Months or Longer								Total
	(Dollars in millions)	Fair				Gross Unrealized Losses				Fair				Gross Unrealized Losses				Fair				Gross Unrealized Losses
		Value								Value								Value
	Temporarily impaired available-for-sale debt securities
	U.S. Treasury and agency securities	$	10,121			$	(22	)		$	667			$	(10	)		$	10,788			$	(32	)
	Mortgage-backed securities:
	Agency	1,366				(8		)		43,118				(585		)		44,484				(593		)
	Agency-collateralized mortgage obligations	2,242				(19		)		3,075				(60		)		5,317				(79		)
	Non-agency residential	307				(3		)		809				(41		)		1,116				(44		)
	Non-U.S. securities	157				(9		)		32				(2		)		189				(11		)
	Corporate/Agency bonds	43				(1		)		93				(1		)		136				(2		)
	Other taxable securities, substantially all asset-backed securities	575				(3		)		1,080				(19		)		1,655				(22		)
	Total taxable securities	14,811				(65		)		48,874				(718		)		63,685				(783		)
	Tax-exempt securities	980				(1		)		680				(18		)		1,660				(19		)
	Total temporarily impaired available-for-sale debt securities	15,791				(66		)		49,554				(736		)		65,345				(802		)
	Other-than-temporarily impaired available-for-sale debt securities (1)
	Non-agency residential mortgage-backed securities	555				(33		)		—				—				555				(33		)
	Total temporarily impaired and other-than-temporarily impaired	$	16,346			$	(99	)		$	49,554			$	(736	)		$	65,900			$	(835	)
	available-for-sale debt securities
		December 31, 2013
	Temporarily impaired available-for-sale debt securities
	U.S. Treasury and agency securities	$	5,770			$	(61	)		$	19			$	(1	)		$	5,789			$	(62	)
	Mortgage-backed securities:
	Agency	132,032				(5,457		)		9,324				(497		)		141,356				(5,954		)
	Agency-collateralized mortgage obligations	13,438				(210		)		2,661				(105		)		16,099				(315		)
	Non-agency residential	819				(15		)		1,237				(106		)		2,056				(121		)
	Commercial	286				(12		)		—				—				286				(12		)
	Non-U.S. securities	—				—				45				(24		)		45				(24		)
	Corporate/Agency bonds	106				(3		)		282				(4		)		388				(7		)
	Other taxable securities, substantially all asset-backed securities	116				(2		)		280				(3		)		396				(5		)
	Total taxable securities	152,567				(5,760		)		13,848				(740		)		166,415				(6,500		)
	Tax-exempt securities	1,789				(30		)		990				(19		)		2,779				(49		)
	Total temporarily impaired available-for-sale debt securities	154,356				(5,790		)		14,838				(759		)		169,194				(6,549		)
	Other-than-temporarily impaired available-for-sale debt securities (1)
	Non-agency residential mortgage-backed securities	2				(1		)		1				(1		)		3				(2		)
	Total temporarily impaired and other-than-temporarily impaired	$	154,358			$	(5,791	)		$	14,839			$	(760	)		$	169,197			$	(6,551	)
	available-for-sale debt securities
	(1)	Includes other-than-temporarily impaired AFS debt securities on which an OTTI loss, primarily related to changes in interest rates, remains in accumulated OCI.
Corporation Recorded Other-than-Temporary Impairment Losses on AFS Debt Securities	The table below presents a rollforward of the credit losses recognized in earnings in 2014, 2013 and 2012 on AFS debt securities that the Corporation does not have the intent to sell or will not more-likely-than-not be required to sell.
	Rollforward of Credit Losses Recognized
	(Dollars in millions)	2014				2013				2012
	Balance, January 1	$	184			$	243			$	310
	Additions for credit losses recognized on AFS debt securities that had no previous impairment losses	14				6				7
	Additions for credit losses recognized on AFS debt securities that had previously incurred impairment losses	2				14				46
	Reductions for AFS debt securities matured, sold or intended to be sold	—				(79		)		(120		)
	Balance, December 31	$	200			$	184			$	243
	The Corporation recorded other-than-temporary impairment (OTTI) losses on AFS debt securities in 2014, 2013 and 2012 as presented in the Net Impairment Losses Recognized in Earnings table. Substantially all OTTI losses in 2014, 2013 and 2012 consisted of credit losses on non-agency residential mortgage-backed securities (RMBS) and were recorded in other income in the Consolidated Statement of Income. A debt security is impaired when its fair value is less than its amortized cost. If the Corporation intends or will more-likely-than-not be required to sell a debt security prior to recovery, the entire impairment loss is recorded in the Consolidated Statement of Income. For AFS debt securities the Corporation does not intend or will not more-likely-than-not be required to sell, an analysis is performed to determine if any of the impairment is due to credit or whether it is due to other factors (e.g., interest rate). Credit losses are considered unrecoverable and are recorded in the Consolidated Statement of Income with the remaining unrealized losses recorded in OCI. In certain instances, the credit loss on a debt security may exceed the total impairment, in which case, the excess of the credit loss over the total impairment is recorded as an unrealized gain in OCI.
	Net Impairment Losses Recognized in Earnings
	(Dollars in millions)	2014				2013				2012
	Total OTTI losses (unrealized and realized)	$	(30	)		$	(21	)		$	(57	)
	Unrealized OTTI losses recognized in OCI	14				1				4
	Net impairment losses recognized in earnings	$	(16	)		$	(20	)		$	(53	)
Significant Assumptions Used in the Valuation of Non-Agency Residential MBS	Significant assumptions used in estimating the expected cash flows for measuring credit losses on non-agency RMBS were as follows at December 31, 2014.
	Significant Assumptions
					Range (1)
		Weighted-			10th			90th
		average			Percentile (2)			Percentile (2)
	Prepayment speed	15.3	%		3.1	%		29.9	%
	Loss severity	35.2			11.8			44.7
	Life default rate	39.6			1.5			98.6
	(1)	Represents the range of inputs/assumptions based upon the underlying collateral.
	(2)	The value of a variable below which the indicated percentile of observations will fall.
Expected Maturity Distribution	The expected maturity distribution of the Corporation’s MBS, the contractual maturity distribution of the Corporation’s other debt securities carried at fair value and HTM debt securities, and the yields on the Corporation’s debt securities carried at fair value and HTM debt securities at December 31, 2014 are summarized in the table below. Actual maturities may differ from the contractual or expected maturities since borrowers may have the right to prepay obligations with or without prepayment penalties.
	Maturities of Debt Securities Carried at Fair Value and Held-to-maturity Debt Securities
		December 31, 2014
		Due in One							Due after One Year							Due after Five Years							Due after				Total
		Year or Less							through Five Years							through Ten Years							Ten Years
	(Dollars in millions)	Amount				Yield (1)			Amount				Yield (1)			Amount				Yield (1)			Amount		Yield (1)		Amount		Yield (1)
	Amortized cost of debt securities carried at fair value
	U.S. Treasury and agency securities	$	577			0.41	%		$	51,153			1.6	%		$	17,535			2.1	%		$	1,480	3	%	$	70,745	1.78	%
	Mortgage-backed securities:
	Agency	28				4.6			24,283				2.7			152,950				2.8			2,175		3		179,436		2.8
	Agency-collateralized mortgage obligations	794				0.4			2,874				2			10,488				2.8			19		0.6		14,175		2.5
	Non-agency residential	517				5.09			1,834				5.39			1,236				4.78			4,443		10.61		8,030		8.15
	Commercial	188				9.69			590				2.32			3,150				2.8			3		2.83		3,931		3.07
	Non-U.S. securities	18,991				0.98			2,261				3.83			68				6.23			—		—		21,320		1.3
	Corporate/Agency bonds	59				1.79			112				3.77			94				3.74			96		0.63		361		2.43
	Other taxable securities, substantially all asset-backed securities	3,199				1.34			5,707				1.22			1,376				1.81			796		4.36		11,078		1.59
	Total taxable securities	24,353				1.16			88,814				2.07			186,897				2.8			9,012		6.86		309,076		2.56
	Tax-exempt securities	929				0.97			3,768				1.13			3,082				1.15			1,777		0.86		9,556		1.14
	Total amortized cost of debt securities carried at fair value	$	25,282			1.16			$	92,582			2.03			$	189,979			2.77			$	10,789	5.87		$	318,632	2.51
	Amortized cost of held-to-maturity debt securities (2)	$	108			0.84			$	19,513			2.4			$	39,917			2.3			$	228	3.31		$	59,766	2.4
	Debt securities carried at fair value
	U.S. Treasury and agency securities	$	577						$	51,383						$	17,633						$	1,543			$	71,136
	Mortgage-backed securities:
	Agency	29							24,859							153,649							2,206				180,743
	Agency-collateralized mortgage obligations	795							2,838							10,596							19				14,248
	Non-agency residential	521							1,849							1,316							4,513				8,199
	Commercial	191							594							3,212							3				4,000
	Non-U.S. securities	18,982							2,309							71							—				21,362
	Corporate/Agency bonds	60							117							96							95				368
	Other taxable securities, substantially all asset-backed securities	3,202							5,699							1,399							790				11,090
	Total taxable securities	24,357							89,648							187,972							9,169				311,146
	Tax-exempt securities	929							3,770							3,078							1,772				9,549
	Total debt securities carried at fair value	$	25,286						$	93,418						$	191,050						$	10,941			$	320,695
	Fair value of held-to-maturity debt securities (2)	$	108						$	19,762						$	39,538						$	233			$	59,641
	(1)	Average yield is computed using the effective yield of each security at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and excludes the effect of related hedging derivatives.
	(2)	Substantially all U.S. agency MBS.

Outstanding_Loans_and_Leases_T

Outstanding Loans and Leases (Tables)	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable Disclosure [Abstract]
Schedule of Loans and Leases Outstanding	The following tables present total outstanding loans and leases and an aging analysis for the Corporation’s Consumer Real Estate, Credit Card and Other Consumer, and Commercial portfolio segments, by class of financing receivables, at December 31, 2014 and 2013.
		December 31, 2014
	(Dollars in millions)	30-59 Days Past Due (1)			60-89 Days Past Due (1)			90 Days or				Total Past				Total Current or Less Than 30 Days Past Due (3)			Purchased			Loans Accounted for Under the Fair Value Option			Total
								More				Due 30 Days							Credit-impaired (4)						Outstandings
								Past Due (2)				or More
	Consumer real estate
	Core portfolio
	Residential mortgage	$	1,847		$	700		$	5,561			$	8,108			$	154,112								$	162,220
	Home equity	218			105			744				1,067				50,820									51,887
	Legacy Assets & Servicing portfolio
	Residential mortgage (5)	2,008			1,060			10,513				13,581				25,244			$	15,152					53,977
	Home equity	374			174			1,166				1,714				26,507			5,617						33,838
	Credit card and other consumer
	U.S. credit card	494			341			866				1,701				90,178									91,879
	Non-U.S. credit card	49			39			95				183				10,282									10,465
	Direct/Indirect consumer (6)	245			71			65				381				80,000									80,381
	Other consumer (7)	11			2			2				15				1,831									1,846
	Total consumer	5,246			2,492			19,012				26,750				438,974			20,769						486,493
	Consumer loans accounted for under the fair value option (8)																					$	2,077		2,077
	Total consumer loans and leases	5,246			2,492			19,012				26,750				438,974			20,769			2,077			488,570
	Commercial
	U.S. commercial	320			151			318				789				219,504									220,293
	Commercial real estate (9)	138			16			288				442				47,240									47,682
	Commercial lease financing	121			41			42				204				24,662									24,866
	Non-U.S. commercial	5			4			—				9				80,074									80,083
	U.S. small business commercial	88			45			94				227				13,066									13,293
	Total commercial	672			257			742				1,671				384,546									386,217
	Commercial loans accounted for under the fair value option (8)																					6,604			6,604
	Total commercial loans and leases	672			257			742				1,671				384,546						6,604			392,821
	Total loans and leases	$	5,918		$	2,749		$	19,754			$	28,421			$	823,520		$	20,769		$	8,681		$	881,391
	Percentage of outstandings	0.67		%	0.31		%	2.24		%		3.22		%		93.44		%	2.36		%	0.98		%	100		%
	(1)	Consumer real estate loans 30-59 days past due includes fully-insured loans of $2.1 billion and nonperforming loans of $392 million. Consumer real estate loans 60-89 days past due includes fully-insured loans of $1.1 billion and nonperforming loans of $332 million.
	(2)	Consumer real estate includes fully-insured loans of $11.4 billion.
	(3)	Consumer real estate includes $3.6 billion and direct/indirect consumer includes $27 million of nonperforming loans.
	(4)	PCI loan amounts are shown gross of the valuation allowance.
	(5)	Total outstandings includes pay option loans of $3.2 billion. The Corporation no longer originates this product.
	(6)	Total outstandings includes dealer financial services loans of $37.7 billion, unsecured consumer lending loans of $1.5 billion, U.S. securities-based lending loans of $35.8 billion, non-U.S. consumer loans of $4.0 billion, student loans of $632 million and other consumer loans of $761 million.
	(7)	Total outstandings includes consumer finance loans of $676 million, consumer leases of $1.0 billion, consumer overdrafts of $162 million and other non-U.S. consumer loans of $3 million.
	(8)	Consumer loans accounted for under the fair value option were residential mortgage loans of $1.9 billion and home equity loans of $196 million. Commercial loans accounted for under the fair value option were U.S. commercial loans of $1.9 billion and non-U.S. commercial loans of $4.7 billion. For additional information, see Note 20 – Fair Value Measurements and Note 21 – Fair Value Option.
	(9)	Total outstandings includes U.S. commercial real estate loans of $45.2 billion and non-U.S. commercial real estate loans of $2.5 billion.
		December 31, 2013
	(Dollars in millions)	30-59 Days			60-89 Days Past Due (1)			90 Days or				Total Past				Total			Purchased			Loans			Total Outstandings
		Past Due (1)						More				Due 30 Days				Current or			Credit-impaired (4)			Accounted
								Past Due (2)				or More				Less Than						for Under
																30 Days						the Fair
																Past Due (3)						Value Option
	Consumer real estate
	Core portfolio
	Residential mortgage	$	2,151		$	754		$	7,188			$	10,093			$	167,243								$	177,336
	Home equity	243			113			693				1,049				53,450									54,499
	Legacy Assets & Servicing portfolio
	Residential mortgage (5)	2,758			1,412			16,746				20,916				31,142			$	18,672					70,730
	Home equity	444			221			1,292				1,957				30,623			6,593						39,173
	Credit card and other consumer
	U.S. credit card	598			422			1,053				2,073				90,265									92,338
	Non-U.S. credit card	63			54			131				248				11,293									11,541
	Direct/Indirect consumer (6)	431			175			410				1,016				81,176									82,192
	Other consumer (7)	24			8			20				52				1,925									1,977
	Total consumer	6,712			3,159			27,533				37,404				467,117			25,265						529,786
	Consumer loans accounted for under the fair value option (8)																					$	2,164		2,164
	Total consumer loans and leases	6,712			3,159			27,533				37,404				467,117			25,265			2,164			531,950
	Commercial
	U.S. commercial	363			151			309				823				211,734									212,557
	Commercial real estate (9)	30			29			243				302				47,591									47,893
Commercial lease financing	110			37			48				195				25,004									25,199
Non-U.S. commercial	103			8			17				128				89,334									89,462
U.S. small business commercial	87			55			113				255				13,039									13,294
Total commercial	693			280			730				1,703				386,702									388,405
Commercial loans accounted for under the fair value option (8)																					7,878			7,878
Total commercial loans and leases	693			280			730				1,703				386,702						7,878			396,283
Total loans and leases	$	7,405		$	3,439		$	28,263			$	39,107			$	853,819		$	25,265		$	10,042		$	928,233
Percentage of outstandings	0.8		%	0.37		%	3.04		%		4.21		%		91.99		%	2.72		%	1.08		%	100		%
(1)	Consumer real estate loans 30-59 days past due includes fully-insured loans of $2.5 billion and nonperforming loans of $623 million. Consumer real estate loans 60-89 days past due includes fully-insured loans of $1.2 billion and nonperforming loans of $410 million.
(2)	Consumer real estate includes fully-insured loans of $17.0 billion.
(3)	Consumer real estate includes $5.9 billion and direct/indirect consumer includes $33 million of nonperforming loans.
(4)	PCI loan amounts are shown gross of the valuation allowance.
(5)	Total outstandings includes pay option loans of $4.4 billion. The Corporation no longer originates this product.
(6)	Total outstandings includes dealer financial services loans of $38.5 billion, unsecured consumer lending loans of $2.7 billion, U.S. securities-based lending loans of $31.2 billion, non-U.S. consumer loans of $4.7 billion, student loans of $4.1 billion and other consumer loans of $1.0 billion.
(7)	Total outstandings includes consumer finance loans of $1.2 billion, consumer leases of $606 million, consumer overdrafts of $176 million and other non-U.S. consumer loans of $5 million.
(8)	Consumer loans accounted for under the fair value option were residential mortgage loans of $2.0 billion and home equity loans of $147 million. Commercial loans accounted for under the fair value option were U.S. commercial loans of $1.5 billion and non-U.S. commercial loans of $6.4 billion. For additional information, see Note 20 – Fair Value Measurements and Note 21 – Fair Value Option.
(9)	Total outstandings includes U.S. commercial real estate loans of $46.3 billion and non-U.S. commercial real estate loans of $1.6 billion.
Schedule of Financing Receivables, Non Accrual Status	The table below presents the Corporation’s nonperforming loans and leases including nonperforming TDRs, and loans accruing past due 90 days or more at December 31, 2014 and 2013. Nonperforming loans held-for-sale (LHFS) are excluded from nonperforming loans and leases as they are recorded at either fair value or the lower of cost or fair value. For more information on the criteria for classification as nonperforming, see Note 1 – Summary of Significant Accounting Principles.
	Credit Quality
		31-Dec
		Nonperforming Loans and Leases (1)						Accruing Past Due
								90 Days or More
	(Dollars in millions)	2014			2013			2014				2013
	Consumer real estate
	Core portfolio
	Residential mortgage (2)	$	2,398		$	3,316		$	3,942			$	5,137
	Home equity	1,496			1,431			—				—
	Legacy Assets & Servicing portfolio
	Residential mortgage (2)	4,491			8,396			7,465				11,824
	Home equity	2,405			2,644			—				—
	Credit card and other consumer
	U.S. credit card	n/a			n/a			866				1,053
	Non-U.S. credit card	n/a			n/a			95				131
	Direct/Indirect consumer	28			35			64				408
	Other consumer	1			18			1				2
	Total consumer	10,819			15,840			12,433				18,555
	Commercial
	U.S. commercial	701			819			110				47
	Commercial real estate	321			322			3				21
	Commercial lease financing	3			16			41				41
	Non-U.S. commercial	1			64			—				17
	U.S. small business commercial	87			88			67				78
	Total commercial	1,113			1,309			221				204
	Total loans and leases	$	11,932		$	17,149		$	12,654			$	18,759
	(1)	Nonperforming loan balances do not include nonaccruing TDRs removed from the PCI loan portfolio prior to January 1, 2010 of $102 million and $260 million at December 31, 2014 and 2013.
	(2)	Residential mortgage loans in the Core and Legacy Assets & Servicing portfolios accruing past due 90 days or more are fully-insured loans. At December 31, 2014 and 2013, residential mortgage includes $7.3 billion and $13.0 billion of loans on which interest has been curtailed by the FHA, and therefore are no longer accruing interest, although principal is still insured, and $4.1 billion and $4.0 billion of loans on which interest is still accruing.
	n/a =ot applicable
Financing Receivable Credit Quality Indicators	The following tables present certain credit quality indicators for the Corporation’s Consumer Real Estate, Credit Card and Other Consumer, and Commercial portfolio segments, by class of financing receivables, at December 31, 2014 and 2013.
	Consumer Real Estate – Credit Quality Indicators (1)
		December 31, 2014
	(Dollars in millions)	Core Portfolio Residential			Legacy Assets & Servicing Residential			Residential Mortgage PCI (3)				Core Portfolio Home Equity (2)				Legacy Assets & Servicing Home Equity (2)			Home
		Mortgage (2)			Mortgage (2)														Equity PCI
	Refreshed LTV (4, 5)
	Less than or equal to 90 percent	$	100,255		$	18,499		$	9,972			$	45,414			$	17,453		$	2,046
	Greater than 90 percent but less than or equal to 100 percent	4,958			3,081			2,005				2,442				3,272			1,048
	Greater than 100 percent	4,017			5,265			3,175				4,031				7,496			2,523
	Fully-insured loans (6)	52,990			11,980			—				—				—			—
	Total consumer real estate	$	162,220		$	38,825		$	15,152			$	51,887			$	28,221		$	5,617
	Refreshed FICO score
	Less than 620	$	4,184		$	6,313		$	6,109			$	2,169			$	3,470		$	864
	Greater than or equal to 620 and less than 680	6,272			4,032			3,014				3,683				4,529			995
	Greater than or equal to 680 and less than 740	21,946			6,463			3,310				10,231				7,905			1,651
	Greater than or equal to 740	76,828			10,037			2,719				35,804				12,317			2,107
	Fully-insured loans (6)	52,990			11,980			—				—				—			—
	Total consumer real estate	$	162,220		$	38,825		$	15,152			$	51,887			$	28,221		$	5,617
	(1)	Excludes $2.1 billion of loans accounted for under the fair value option.
	(2)	Excludes PCI loans.
	(3)	Includes $2.8 billion of pay option loans. The Corporation no longer originates this product.
	(4)	Refreshed LTV percentages for PCI loans are calculated using the carrying value net of the related valuation allowance.
	(5)	Effective December 31, 2014, with the exception of high-value properties, underlying values for LTV ratios are primarily determined using automated valuation models. For high-value properties, generally with an original value of $1 million or more, estimated property values are determined using the CoreLogic Case-Shiller Index. Prior-period values have been updated to reflect this change. Previously reported values were primarily determined through an index-based approach.
	(6)	Credit quality indicators are not reported for fully-insured loans as principal repayment is insured.
	Credit Card and Other Consumer – Credit Quality Indicators
		December 31, 2014
	(Dollars in millions)	U.S. Credit			Non-U.S.			Direct/Indirect				Other
		Card			Credit Card			Consumer				Consumer (1)
	Refreshed FICO score
	Less than 620	$	4,467		$	—		$	1,296			$	266
	Greater than or equal to 620 and less than 680	12,177			—			1,892				227
	Greater than or equal to 680 and less than 740	34,986			—			10,749				307
	Greater than or equal to 740	40,249			—			25,279				881
	Other internal credit metrics (2, 3, 4)	—			10,465			41,165				165
	Total credit card and other consumer	$	91,879		$	10,465		$	80,381			$	1,846
	(1)	Thirty-seven percent of the other consumer portfolio is associated with portfolios from certain consumer finance businesses that the Corporation previously exited.
	(2)	Other internal credit metrics may include delinquency status, geography or other factors.
	(3)	Direct/indirect consumer includes $39.7 billion of securities-based lending which is overcollateralized and therefore has minimal credit risk and $632 million of loans the Corporation no longer originates.
	(4)	Non-U.S. credit card represents the U.K. credit card portfolio which is evaluated using internal credit metrics, including delinquency status. At December 31, 2014, 98 percent of this portfolio was current or less than 30 days past due, one percent was 30-89 days past due and one percent was 90 days or more past due.
	Commercial – Credit Quality Indicators (1)
		December 31, 2014
	(Dollars in millions)	U.S.			Commercial			Commercial				Non-U.S.				U.S. Small
		Commercial			Real Estate			Lease				Commercial				Business
								Financing								Commercial (2)
	Risk ratings
	Pass rated	$	213,839		$	46,632		$	23,832			$	79,367			$	751
	Reservable criticized	6,454			1,050			1,034				716				182
	Refreshed FICO score (3)
	Less than 620															184
	Greater than or equal to 620 and less than 680															529
	Greater than or equal to 680 and less than 740															1,591
	Greater than or equal to 740															2,910
	Other internal credit metrics (3, 4)															7,146
	Total commercial	$	220,293		$	47,682		$	24,866			$	80,083			$	13,293
	(1)	Excludes $6.6 billion of loans accounted for under the fair value option.
	(2)	U.S. small business commercial includes $762 million of criticized business card and small business loans which are evaluated using refreshed FICO scores or internal credit metrics, including delinquency status, rather than risk ratings. At December 31, 2014, 98 percent of the balances where internal credit metrics are used was current or less than 30 days past due.
	(3)	Refreshed FICO score and other internal credit metrics are applicable only to the U.S. small business commercial portfolio.
	(4)	Other internal credit metrics may include delinquency status, application scores, geography or other factors.
	Consumer Real Estate – Credit Quality Indicators (1)
		December 31, 2013
	(Dollars in millions)	Core Portfolio Residential			Legacy Assets & Servicing Residential			Residential Mortgage PCI (3)				Core Portfolio Home Equity (2)				Legacy Assets & Servicing Home Equity (2)			Home
		Mortgage (2)			Mortgage (2)														Equity PCI
	Refreshed LTV (4, 5)
	Less than or equal to 90 percent	$	94,255		$	21,587		$	10,605			$	44,892			$	17,006		$	1,598
Greater than 90 percent but less than or equal to 100 percent	7,013			4,216			2,638				3,178				3,948			1,121
Greater than 100 percent	6,356			8,720			5,429				6,429				11,626			3,874
Fully-insured loans (6)	69,712			17,535			—				—				—			—
Total consumer real estate	$	177,336		$	52,058		$	18,672			$	54,499			$	32,580		$	6,593
Refreshed FICO score
Less than 620	$	5,334		$	9,955		$	9,129			$	2,415			$	4,259		$	1,045
Greater than or equal to 620 and less than 680	7,164			5,276			3,349				4,211				5,133			1,172
Greater than or equal to 680 and less than 740	22,617			7,639			3,211				11,726				9,143			1,936
Greater than or equal to 740	72,509			11,653			2,983				36,147				14,045			2,440
Fully-insured loans (6)	69,712			17,535			—				—				—			—
Total consumer real estate	$	177,336		$	52,058		$	18,672			$	54,499			$	32,580		$	6,593
(1)	Excludes $2.2 billion of loans accounted for under the fair value option.
(2)	Excludes PCI loans.
(3)	Includes $4.0 billion of pay option loans. The Corporation no longer originates this product.
(4)	Refreshed LTV percentages for PCI loans are calculated using the carrying value net of the related valuation allowance.
(5)	Effective December 31, 2014, with the exception of high-value properties, underlying values for LTV ratios are primarily determined using automated valuation models. For high-value properties, generally with an original value of $1 million or more, estimated property values are determined using the CoreLogic Case-Shiller Index. Prior-period values have been updated to reflect this change. Previously reported values were primarily determined through an index-based approach.
(6)	Credit quality indicators are not reported for fully-insured loans as principal repayment is insured.
Credit Card and Other Consumer – Credit Quality Indicators
	December 31, 2013
(Dollars in millions)	U.S. Credit			Non-U.S.			Direct/Indirect				Other
	Card			Credit Card			Consumer				Consumer (1)
Refreshed FICO score
Less than 620	$	4,989		$	—		$	1,220			$	539
Greater than or equal to 620 and less than 680	12,753			—			3,345				264
Greater than or equal to 680 and less than 740	35,413			—			9,887				199
Greater than or equal to 740	39,183			—			26,220				188
Other internal credit metrics (2, 3, 4)	—			11,541			41,520				787
Total credit card and other consumer	$	92,338		$	11,541		$	82,192			$	1,977
(1)	Sixty percent of the other consumer portfolio is associated with portfolios from certain consumer finance businesses that the Corporation previously exited.
(2)	Other internal credit metrics may include delinquency status, geography or other factors.
(3)	Direct/indirect consumer includes $35.8 billion of securities-based lending which is overcollateralized and therefore has minimal credit risk and $4.1 billion of loans the Corporation no longer originates.
(4)	Non-U.S. credit card represents the U.K. credit card portfolio which is evaluated using internal credit metrics, including delinquency status. At December 31, 2013, 98 percent of this portfolio was current or less than 30 days past due, one percent was 30-89 days past due and one percent was 90 days or more past due.
Commercial – Credit Quality Indicators (1)
	December 31, 2013
(Dollars in millions)	U.S.			Commercial			Commercial				Non-U.S.				U.S. Small
	Commercial			Real Estate			Lease				Commercial				Business
							Financing								Commercial (2)
Risk ratings
Pass rated	$	205,416		$	46,507		$	24,211			$	88,138			$	1,191
Reservable criticized	7,141			1,386			988				1,324				346
Refreshed FICO score (3)
Less than 620															224
Greater than or equal to 620 and less than 680															534
Greater than or equal to 680 and less than 740															1,567
Greater than or equal to 740															2,779
Other internal credit metrics (3, 4)															6,653
Total commercial	$	212,557		$	47,893		$	25,199			$	89,462			$	13,294
(1)	Excludes $7.9 billion of loans accounted for under the fair value option.
(2)	U.S. small business commercial includes $289 million of criticized business card and small business loans which are evaluated using refreshed FICO scores or internal credit metrics, including delinquency status, rather than risk ratings. At December 31, 2013, 99 percent of the balances where internal credit metrics are used was current or less than 30 days past due.
(3)	Refreshed FICO score and other internal credit metrics are applicable only to the U.S. small business commercial portfolio.
(4)	Other internal credit metrics may include delinquency status, application scores, geography or other factors.
Financing Receivable, Modifications [Line Items]
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period	The following table presents PCI loans acquired in connection with the 2013 settlement with FNMA.
	Purchased Loans at Acquisition Date
	(Dollars in millions)
	Contractually required payments including interest	$	8,274
	Less: Nonaccretable difference	2,159
	Cash flows expected to be collected (1)	6,115
	Less: Accretable yield	1,125
	Fair value of loans acquired	$	4,990
	(1)	Represents undiscounted expected principal and interest cash flows at acquisition.
Accretable Yield Activity	The table below shows activity for the accretable yield on PCI loans, which includes the Countrywide Financial Corporation (Countrywide) portfolio and loans repurchased in connection with the settlement with FNMA. For more information on the settlement with FNMA, see Note 7 – Representations and Warranties Obligations and Corporate Guarantees. The amount of accretable yield is affected by changes in credit outlooks, including metrics such as default rates and loss severities, prepayment speeds, which can change the amount and period of time over which interest payments are expected to be received, and the interest rates on variable rate loans. The reclassifications from nonaccretable difference during 2014 and 2013 were due to lower expected loss rates and a decrease in forecasted prepayment speeds. Changes in the prepayment assumption affect the expected remaining life of the portfolio which results in a change to the amount of future interest cash flows.
	Rollforward of Accretable Yield
	(Dollars in millions)
	Accretable yield, January 1, 2013	$	4,644
	Accretion	(1,194		)
	Loans Purchased	1,125
	Disposals/transfers	(361		)
	Reclassifications from nonaccretable difference	2,480
	Accretable yield, December 31, 2013	6,694
	Accretion	(1,061		)
	Disposals/transfers	(506		)
	Reclassifications from nonaccretable difference	481
	Accretable yield, December 31, 2014	$	5,608
Consumer real estate
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivables	The table below provides the unpaid principal balance, carrying value and related allowance at December 31, 2014 and 2013, and the average carrying value and interest income recognized for 2014, 2013 and 2012 for impaired loans in the Corporation’s Consumer Real Estate portfolio segment and includes primarily loans managed by LAS. Certain impaired consumer real estate loans do not have a related allowance as the current valuation of these impaired loans exceeded the carrying value, which is net of previously recorded charge-offs.
	Impaired Loans – Consumer Real Estate
		December 31, 2014										December 31, 2013
	(Dollars in millions)	Unpaid			Carrying			Related				Unpaid				Carrying			Related
		Principal			Value			Allowance				Principal				Value			Allowance
		Balance										Balance
	With no recorded allowance
	Residential mortgage	$	19,710		$	15,605		$	—			$	21,567			$	16,450		$	—
	Home equity	3,540			1,630			—				3,249				1,385			—
	With an allowance recorded
	Residential mortgage	$	7,861		$	7,665		$	531			$	13,341			$	12,862		$	991
	Home equity	852			728			196				893				761			240
	Total
	Residential mortgage	$	27,571		$	23,270		$	531			$	34,908			$	29,312		$	991
	Home equity	4,392			2,358			196				4,142				2,146			240
		2014						2013								2012
		Average			Interest			Average				Interest				Average			Interest
		Carrying			Income			Carrying				Income				Carrying			Income
		Value			Recognized (1)			Value				Recognized (1)				Value			Recognized (1)
	With no recorded allowance
	Residential mortgage	$	15,065		$	490		$	16,625			$	621			$	10,937		$	366
	Home equity	1,486			87			1,245				76				734			49
	With an allowance recorded
	Residential mortgage	$	10,826		$	411		$	13,926			$	616			$	11,575		$	423
	Home equity	743			25			912				41				1,145			44
	Total
	Residential mortgage	$	25,891		$	901		$	30,551			$	1,237			$	22,512		$	789
	Home equity	2,229			112			2,157				117				1,879			93
	(1)	Interest income recognized includes interest accrued and collected on the outstanding balances of accruing impaired loans as well as interest cash collections on nonaccruing impaired loans for which the principal is considered collectible.
Financing Receivable, Modifications [Line Items]
Troubled Debt Restructurings on Financing Receivables	The table below presents the carrying value of loans that entered into payment default during 2014, 2013 and 2012 that were modified in a TDR during the 12 months preceding payment default. Total carrying value includes loans with a carrying value of $2.0 billion, $2.4 billion and $667 million that entered into payment default during 2014, 2013 and 2012 but were no longer held by the Corporation as of December 31, 2014, 2013 and 2012 due to sales and other dispositions. A payment default for consumer real estate TDRs is recognized when a borrower has missed three monthly payments (not necessarily consecutively) since modification. Payment defaults on a trial modification where the borrower has not yet met the terms of the agreement are included in the table below if the borrower is 90 days or more past due three months after the offer to modify is made.
	Consumer Real Estate – TDRs Entering Payment Default That Were Modified During the Preceding 12 Months
		2014
	(Dollars in millions)	Residential Mortgage			Home			Total Carrying Value (1)
					Equity
	Modifications under government programs	$	696		$	4		$	700
	Modifications under proprietary programs	714			12			726
	Loans discharged in Chapter 7 bankruptcy (2)	481			70			551
	Trial modifications	2,231			56			2,287
	Total modifications	$	4,122		$	142		$	4,264
		2013
	Modifications under government programs	$	454		$	2		$	456
	Modifications under proprietary programs	1,117			4			1,121
	Loans discharged in Chapter 7 bankruptcy (2)	964			30			994
	Trial modifications	4,376			14			4,390
	Total modifications	$	6,911		$	50		$	6,961
		2012
	Modifications under government programs	$	202		$	8		$	210
	Modifications under proprietary programs	942			14			956
	Loans discharged in Chapter 7 bankruptcy (2)	1,228			53			1,281
	Trial modifications	2,351			20			2,371
	Total modifications	$	4,723		$	95		$	4,818
	(1)	Total carrying value includes loans with a carrying value of $2.0 billion, $2.4 billion and $667 million that entered into payment default during 2014, 2013 and 2012 but were no longer held by the Corporation as of December 31, 2014, 2013 and 2012 due to sales and other dispositions.
	(2)	Includes loans discharged in Chapter 7 bankruptcy with no change in repayment terms that are classified as TDRs.
	The table below presents the December 31, 2014, 2013 and 2012 carrying value for consumer real estate loans that were modified in a TDR during 2014, 2013 and 2012, by type of modification.
	Consumer Real Estate – Modification Programs
		TDRs Entered into During 2014
	(Dollars in millions)	Residential Mortgage			Home			Total Carrying Value
					Equity
	Modifications under government programs
	Contractual interest rate reduction	$	643		$	56		$	699
	Principal and/or interest forbearance	16			18			34
	Other modifications (1)	98			1			99
	Total modifications under government programs	757			75			832
	Modifications under proprietary programs
	Contractual interest rate reduction	244			22			266
	Capitalization of past due amounts	71			2			73
	Principal and/or interest forbearance	66			75			141
	Other modifications (1)	40			47			87
	Total modifications under proprietary programs	421			146			567
	Trial modifications	3,421			182			3,603
	Loans discharged in Chapter 7 bankruptcy (2)	521			189			710
	Total modifications	$	5,120		$	592		$	5,712
		TDRs Entered into During 2013
	Modifications under government programs
	Contractual interest rate reduction	$	1,815		$	48		$	1,863
	Principal and/or interest forbearance	35			24			59
	Other modifications (1)	100			—			100
	Total modifications under government programs	1,950			72			2,022
	Modifications under proprietary programs
	Contractual interest rate reduction	2,799			40			2,839
	Capitalization of past due amounts	132			2			134
	Principal and/or interest forbearance	469			17			486
	Other modifications (1)	105			25			130
	Total modifications under proprietary programs	3,505			84			3,589
	Trial modifications	3,410			87			3,497
	Loans discharged in Chapter 7 bankruptcy (2)	1,151			278			1,429
	Total modifications	$	10,016		$	521		$	10,537
		TDRs Entered into During 2012
	Modifications under government programs
	Contractual interest rate reduction	$	642		$	78		$	720
	Principal and/or interest forbearance	51			31			82
	Other modifications (1)	37			1			38
	Total modifications under government programs	730			110			840
Modifications under proprietary programs
Contractual interest rate reduction	3,350			44			3,394
Capitalization of past due amounts	144			—			144
Principal and/or interest forbearance	424			16			440
Other modifications (1)	97			21			118
Total modifications under proprietary programs	4,015			81			4,096
Trial modifications	4,547			69			4,616
Loans discharged in Chapter 7 bankruptcy (2)	2,936			598			3,534
Total modifications	$	12,228		$	858		$	13,086
(1)	Includes other modifications such as term or payment extensions and repayment plans.
(2)	Includes loans discharged in Chapter 7 bankruptcy with no change in repayment terms that are classified as TDRs.
The following table presents the December 31, 2014, 2013 and 2012 unpaid principal balance, carrying value, and average pre- and post-modification interest rates on consumer real estate loans that were modified in TDRs during 2014, 2013 and 2012, and net charge-offs recorded during the period in which the modification occurred. The following Consumer Real Estate portfolio segment tables include loans that were initially classified as TDRs during the period and also loans that had previously been classified as TDRs and were modified again during the period. These TDRs are primarily managed by LAS.
Consumer Real Estate – TDRs Entered into During 2014, 2013 and 2012 (1)
	December 31, 2014												2014
(Dollars in millions)	Unpaid Principal Balance			Carrying			Pre-Modification Interest Rate			Post-Modification Interest Rate (2)			Net
				Value									Charge-offs (3)
Residential mortgage	$	5,940		$	5,120		5.28	%		4.93	%		$	72
Home equity	863			592			4			3.33			99
Total	$	6,803		$	5,712		5.12			4.73			$	171
	31-Dec-13												2013
Residential mortgage	$	11,233		$	10,016		5.3	%		4.27	%		$	235
Home equity	878			521			5.29			3.92			192
Total	$	12,111		$	10,537		5.3			4.24			$	427
	31-Dec-12												2012
Residential mortgage	$	15,088		$	12,228		5.52	%		4.7	%		$	523
Home equity	1,721			858			5.22			4.39			716
Total	$	16,809		$	13,086		5.49			4.66			$	1,239
(1)	TDRs entered into during 2014 include modifications with principal forgiveness of $53 million related to residential mortgage and $1 million related to home equity. TDRs entered into during 2013 include residential mortgage modifications with principal forgiveness of $467 million. TDRs entered into during 2012 include modifications with principal forgiveness of $778 million related to residential mortgage and $9 million related to home equity.
(2)	The post-modification interest rate reflects the interest rate applicable only to permanently completed modifications, which exclude loans that are in a trial modification period.
(3)	Net charge-offs include amounts recorded on loans modified during the period that are no longer held by the Corporation at December 31, 2014, 2013 and 2012 due to sales and other dispositions.
Credit card and other consumer
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivables	The table below provides the unpaid principal balance, carrying value and related allowance at December 31, 2014 and 2013, and the average carrying value and interest income recognized for 2014, 2013 and 2012 on the Corporation’s renegotiated TDR portfolio in the Credit Card and Other Consumer portfolio segment.
	Impaired Loans – Credit Card and Other Consumer – Renegotiated TDRs
		December 31, 2014										December 31, 2013
	(Dollars in millions)	Unpaid			Carrying			Related				Unpaid				Carrying			Related
		Principal			Value (1)			Allowance				Principal				Value (1)			Allowance
		Balance										Balance
	With no recorded allowance
	Direct/Indirect consumer	$	59		$	25		$	—			$	75			$	32		$	—
	Other consumer	—			—			—				34				34			—
	With an allowance recorded
	U.S. credit card	$	804		$	856		$	207			$	1,384			$	1,465		$	337
	Non-U.S. credit card	132			168			108				200				240			149
	Direct/Indirect consumer	76			92			24				242				282			84
	Other consumer	—			—			—				27				26			9
	Total
	U.S. credit card	$	804		$	856		$	207			$	1,384			$	1,465		$	337
	Non-U.S. credit card	132			168			108				200				240			149
	Direct/Indirect consumer	135			117			24				317				314			84
	Other consumer	—			—			—				61				60			9
		2014						2013								2012
		Average			Interest			Average				Interest				Average			Interest
		Carrying			Income			Carrying				Income				Carrying			Income
		Value			Recognized (2)			Value				Recognized (2)				Value			Recognized (2)
	With no recorded allowance
	Direct/Indirect consumer	$	27		$	—		$	42			$	—			$	58		$	—
	Other consumer	33			2			34				2				35			2
	With an allowance recorded
	U.S. credit card	$	1,148		$	71		$	2,144			$	134			$	4,085		$	253
	Non-U.S. credit card	210			6			266				7				464			10
	Direct/Indirect consumer	180			9			456				24				929			50
	Other consumer	23			1			28				2				29			2
	Total
	U.S. credit card	$	1,148		$	71		$	2,144			$	134			$	4,085		$	253
	Non-U.S. credit card	210			6			266				7				464			10
	Direct/Indirect consumer	207			9			498				24				987			50
	Other consumer	56			3			62				4				64			4
	(1)	Includes accrued interest and fees.
	(2)	Interest income recognized includes interest accrued and collected on the outstanding balances of accruing impaired loans as well as interest cash collections on nonaccruing impaired loans for which the principal is considered collectible.
Financing Receivable, Modifications [Line Items]
Troubled Debt Restructurings on Financing Receivables	The table below provides information on the Corporation’s renegotiated TDR portfolio including the December 31, 2014, 2013 and 2012 unpaid principal balance, carrying value and average pre- and post-modification interest rates of loans that were modified in TDRs during 2014, 2013 and 2012, and net charge-offs recorded during the period in which the modification occurred.
	Credit Card and Other Consumer – Renegotiated TDRs Entered into During 2014, 2013 and 2012
		December 31, 2014												2014
	(Dollars in millions)	Unpaid Principal Balance			Carrying Value (1)			Pre-Modification Interest Rate			Post-Modification Interest Rate			Net
														Charge-offs
	U.S. credit card	$	276		$	301		16.64	%		5.15	%		$	37
	Non-U.S. credit card	91			106			24.9			0.68			91
	Direct/Indirect consumer	27			19			8.66			4.9			14
	Total	$	394		$	426		18.32			4.03			$	142
		31-Dec-13												2013
	U.S. credit card	$	299		$	329		16.84	%		5.84	%		$	30
	Non-U.S. credit card	134			147			25.9			0.95			138
	Direct/Indirect consumer	47			38			11.53			4.74			15
	Other consumer	8			8			9.28			5.25			—
	Total	$	488		$	522		18.89			4.37			$	183
		31-Dec-12												2012
	U.S. credit card	$	396		$	400		17.59	%		6.36	%		$	45
	Non-U.S. credit card	196			206			26.19			1.15			190
	Direct/Indirect consumer	160			113			9.59			5.72			52
	Other consumer	9			9			9.97			6.44			—
	Total	$	761		$	728		18.68			4.79			$	287
	(1)	Includes accrued interest and fees.
	The table below provides information on the Corporation’s primary modification programs for the renegotiated TDR portfolio for loans that were modified in TDRs during 2014, 2013 and 2012.
	Credit Card and Other Consumer – Renegotiated TDRs Entered into During the Period by Program Type
		2014
	(Dollars in millions)	Internal Programs			External Programs			Other (1)				Total
	U.S. credit card	$	196		$	105		$	—			$	301
	Non-U.S. credit card	6			6			94				106
	Direct/Indirect consumer	4			2			13				19
	Total renegotiated TDRs	$	206		$	113		$	107			$	426
		2013
	U.S. credit card	$	192		$	137		$	—			$	329
	Non-U.S. credit card	16			9			122				147
	Direct/Indirect consumer	15			8			15				38
	Other consumer	8			—			—				8
	Total renegotiated TDRs	$	231		$	154		$	137			$	522
		2012
	U.S. credit card	$	248		$	152		$	—			$	400
	Non-U.S. credit card	38			14			154				206
	Direct/Indirect consumer	36			19			58				113
	Other consumer	9			—			—				9
	Total renegotiated TDRs	$	331		$	185		$	212			$	728
	(1)	Other TDRs for non-U.S. credit card include modifications of accounts that are ineligible for a fixed payment plan.
	The table below provides information on the Corporation’s primary modification programs for the renegotiated TDR portfolio at December 31, 2014 and 2013.
	Credit Card and Other Consumer – Renegotiated TDRs by Program Type
		31-Dec
		Internal Programs						External Programs								Other (1)						Total						Percent of Balances Current or Less Than 30 Days Past Due
	(Dollars in millions)	2014			2013			2014				2013				2014			2013			2014			2013			2014		2013
	U.S. credit card	$	450		$	842		$	397			$	607			$	9		$	16		$	856		$	1,465		84.99	%	82.77	%
	Non-U.S. credit card	41			71			16				26				111			143			168			240			47.56		49.01
	Direct/Indirect consumer	50			170			34				106				33			38			117			314			85.21		84.29
	Other consumer	—			60			—				—				—			—			—			60			—		71.08
	Total renegotiated TDRs	$	541		$	1,143		$	447			$	739			$	153		$	197		$	1,141		$	2,079		79.51		78.77
	(1)	Other TDRs for non-U.S. credit card include modifications of accounts that are ineligible for a fixed payment plan.
Commercial Portfolio Segment
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivables	The table below provides the unpaid principal balance, carrying value and related allowance at December 31, 2014 and 2013, and the average carrying value and interest income recognized for 2014, 2013 and 2012 for impaired loans in the Corporation’s Commercial loan portfolio segment. Certain impaired commercial loans do not have a related allowance as the valuation of these impaired loans exceeded the carrying value, which is net of previously recorded charge-offs.
	Impaired Loans – Commercial
		December 31, 2014										December 31, 2013
	(Dollars in millions)	Unpaid			Carrying			Related				Unpaid				Carrying			Related
		Principal			Value			Allowance				Principal				Value			Allowance
		Balance										Balance
	With no recorded allowance
	U.S. commercial	$	668		$	650		$	—			$	609			$	577		$	—
	Commercial real estate	60			48			—				254				228			—
	Non-U.S. commercial	—			—			—				10				10			—
	With an allowance recorded
	U.S. commercial	$	1,139		$	839		$	75			$	1,581			$	1,262		$	164
	Commercial real estate	678			495			48				1,066				731			61
	Non-U.S. commercial	47			44			1				254				64			16
	U.S. small business commercial (1)	133			122			35				186				176			36
	Total
	U.S. commercial	$	1,807		$	1,489		$	75			$	2,190			$	1,839		$	164
	Commercial real estate	738			543			48				1,320				959			61
	Non-U.S. commercial	47			44			1				264				74			16
	U.S. small business commercial (1)	133			122			35				186				176			36
		2014						2013								2012
		Average			Interest			Average				Interest				Average			Interest
		Carrying			Income			Carrying				Income				Carrying			Income
		Value			Recognized (2)			Value				Recognized (2)				Value			Recognized (2)
	With no recorded allowance
	U.S. commercial	$	546		$	12		$	442			$	6			$	588		$	9
	Commercial real estate	166			3			269				3				1,119			3
	Non-U.S. commercial	15			—			28				—				104			—
	With an allowance recorded
	U.S. commercial	$	1,198		$	51		$	1,553			$	47			$	2,104		$	55
	Commercial real estate	632			16			1,148				28				2,126			29
	Non-U.S. commercial	52			3			109				5				77			4
	U.S. small business commercial (1)	151			3			236				6				409			13
	Total
	U.S. commercial	$	1,744		$	63		$	1,995			$	53			$	2,692		$	64
	Commercial real estate	798			19			1,417				31				3,245			32
	Non-U.S. commercial	67			3			137				5				181			4
	U.S. small business commercial (1)	151			3			236				6				409			13
	(1)	Includes U.S. small business commercial renegotiated TDR loans and related allowance.
	(2)	Interest income recognized includes interest accrued and collected on the outstanding balances of accruing impaired loans as well as interest cash collections on nonaccruing impaired loans for which the principal is considered collectible.
Financing Receivable, Modifications [Line Items]
Troubled Debt Restructurings on Financing Receivables	The table below presents the December 31, 2014, 2013 and 2012 unpaid principal balance and carrying value of commercial loans that were modified as TDRs during 2014, 2013 and 2012, and net charge-offs recorded during the period in which the modification occurred. The table below includes loans that were initially classified as TDRs during the period and also loans that had previously been classified as TDRs and were modified again during the period.
	Commercial – TDRs Entered into During 2014, 2013 and 2012
		December 31, 2014						2014
	(Dollars in millions)	Unpaid Principal Balance			Carrying Value			Net Charge-offs
	U.S. commercial	$	818		$	785		$	49
	Commercial real estate	346			346			8
	Non-U.S. commercial	44			43			—
	U.S. small business commercial (1)	3			3			—
	Total	$	1,211		$	1,177		$	57
		31-Dec-13						2013
	U.S. commercial	$	926		$	910		$	33
	Commercial real estate	483			425			3
	Non-U.S. commercial	61			44			7
	U.S. small business commercial (1)	8			9			1
	Total	$	1,478		$	1,388		$	44
		31-Dec-12						2012
	U.S. commercial	$	590		$	558		$	34
	Commercial real estate	793			721			20
	Non-U.S. commercial	90			89			1
	U.S. small business commercial (1)	22			22			5
	Total	$	1,495		$	1,390		$	60
	(1)	U.S. small business commercial TDRs are comprised of renegotiated small business card loans.

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2014
Loans and Leases Receivable, Allowance [Abstract]
Changes in the Allowance for Credit Losses	The table below presents the allowance and the carrying value of outstanding loans and leases by portfolio segment at December 31, 2014 and 2013.
	Allowance and Carrying Value by Portfolio Segment
		December 31, 2014
	(Dollars in millions)	Consumer Real Estate			Credit Card			Commercial			Total
					and Other
					Consumer
	Impaired loans and troubled debt restructurings (1)
	Allowance for loan and lease losses (2)	$	727		$	339		$	159		$	1,225
	Carrying value (3)	25,628			1,141			2,198			28,967
	Allowance as a percentage of carrying value	2.84		%	29.71		%	7.23		%	4.23		%
	Loans collectively evaluated for impairment
	Allowance for loan and lease losses	$	3,556		$	3,708		$	4,278		$	11,542
	Carrying value (3, 4)	255,525			183,430			384,019			822,974
	Allowance as a percentage of carrying value (4)	1.39		%	2.02		%	1.11		%	1.4		%
	Purchased credit-impaired loans
	Valuation allowance	$	1,652		n/a			n/a			$	1,652
	Carrying value gross of valuation allowance	20,769			n/a			n/a			20,769
	Valuation allowance as a percentage of carrying value	7.95		%	n/a			n/a			7.95		%
	Total
	Allowance for loan and lease losses	$	5,935		$	4,047		$	4,437		$	14,419
	Carrying value (3, 4)	301,922			184,571			386,217			872,710
	Allowance as a percentage of carrying value (4)	1.97		%	2.19		%	1.15		%	1.65		%
		December 31, 2013
	Impaired loans and troubled debt restructurings (1)
	Allowance for loan and lease losses (2)	$	1,231		$	579		$	277		$	2,087
	Carrying value (3)	31,458			2,079			3,048			36,585
	Allowance as a percentage of carrying value	3.91		%	27.85		%	9.09		%	5.7		%
	Loans collectively evaluated for impairment
	Allowance for loan and lease losses	$	4,794		$	4,326		$	3,728		$	12,848
	Carrying value (3, 4)	285,015			185,969			385,357			856,341
	Allowance as a percentage of carrying value (4)	1.68		%	2.33		%	0.97		%	1.5		%
	Purchased credit-impaired loans
	Valuation allowance	$	2,493		n/a			n/a			$	2,493
	Carrying value gross of valuation allowance	25,265			n/a			n/a			25,265
	Valuation allowance as a percentage of carrying value	9.87		%	n/a			n/a			9.87		%
	Total
	Allowance for loan and lease losses	$	8,518		$	4,905		$	4,005		$	17,428
	Carrying value (3, 4)	341,738			188,048			388,405			918,191
	Allowance as a percentage of carrying value (4)	2.49		%	2.61		%	1.03		%	1.9		%
	(1)	Impaired loans include nonperforming commercial loans and all TDRs, including both commercial and consumer TDRs. Impaired loans exclude nonperforming consumer loans unless they are TDRs, and all consumer and commercial loans accounted for under the fair value option.
	(2)	Allowance for loan and lease losses includes $35 million and $36 million related to impaired U.S. small business commercial at December 31, 2014 and 2013.
	(3)	Amounts are presented gross of the allowance for loan and lease losses.
	(4)	Outstanding loan and lease balances and ratios do not include loans accounted for under the fair value option of $8.7 billion and $10.0 billion at December 31, 2014 and 2013.
	n/a =ot applicable
	The table below summarizes the changes in the allowance for credit losses by portfolio segment for 2014, 2013 and 2012.
		2014
	(Dollars in millions)	Consumer Real Estate			Credit Card			Commercial			Total
					and Other						Allowance
					Consumer
	Allowance for loan and lease losses, January 1	$	8,518		$	4,905		$	4,005		$	17,428
	Loans and leases charged off	(2,219		)	(4,149		)	(658		)	(7,026		)
	Recoveries of loans and leases previously charged off	1,426			871			346			2,643
	Net charge-offs	(793		)	(3,278		)	(312		)	(4,383		)
	Write-offs of PCI loans	(810		)	—			—			(810		)
	Provision for loan and lease losses	(976		)	2,458			749			2,231
	Other (1)	(4		)	(38		)	(5		)	(47		)
	Allowance for loan and lease losses, December 31	5,935			4,047			4,437			14,419
	Reserve for unfunded lending commitments, January 1	—			—			484			484
	Provision for unfunded lending commitments	—			—			44			44
	Reserve for unfunded lending commitments, December 31	—			—			528			528
	Allowance for credit losses, December 31	$	5,935		$	4,047		$	4,965		$	14,947
		2013
	Allowance for loan and lease losses, January 1	$	14,933		$	6,140		$	3,106		$	24,179
	Loans and leases charged off	(3,766		)	(5,495		)	(1,108		)	(10,369		)
Recoveries of loans and leases previously charged off	879			1,141			452			2,472
Net charge-offs	(2,887		)	(4,354		)	(656		)	(7,897		)
Write-offs of PCI loans	(2,336		)	—			—			(2,336		)
Provision for loan and lease losses	(1,124		)	3,139			1,559			3,574
Other (1)	(68		)	(20		)	(4		)	(92		)
Allowance for loan and lease losses, December 31	8,518			4,905			4,005			17,428
Reserve for unfunded lending commitments, January 1	—			—			513			513
Provision for unfunded lending commitments	—			—			(18		)	(18		)
Other	—			—			(11		)	(11		)
Reserve for unfunded lending commitments, December 31	—			—			484			484
Allowance for credit losses, December 31	$	8,518		$	4,905		$	4,489		$	17,912
	2012
Allowance for loan and lease losses, January 1	$	21,079		$	8,569		$	4,135		$	33,783
Loans and leases charged off	(7,849		)	(7,727		)	(2,096		)	(17,672		)
Recoveries of loans and leases previously charged off	496			1,519			749			2,764
Net charge-offs	(7,353		)	(6,208		)	(1,347		)	(14,908		)
Write-offs of PCI loans	(2,820		)	—			—			(2,820		)
Provision for loan and lease losses	4,073			3,899			338			8,310
Other (1)	(46		)	(120		)	(20		)	(186		)
Allowance for loan and lease losses, December 31	14,933			6,140			3,106			24,179
Reserve for unfunded lending commitments, January 1	—			—			714			714
Provision for unfunded lending commitments	—			—			(141		)	(141		)
Other	—			—			(60		)	(60		)
Reserve for unfunded lending commitments, December 31	—			—			513			513
Allowance for credit losses, December 31	$	14,933		$	6,140		$	3,619		$	24,692
(1)	Primarily represents the net impact of portfolio sales, consolidations and deconsolidations, and foreign currency translation adjustments.

Securitizations_and_Other_Vari1

Securitizations and Other Variable Interest Entities (Tables)	12 Months Ended
	Dec. 31, 2014
Variable Interest Entity [Line Items]
Mortgage Related Securitizations	The table below summarizes select information related to first-lien mortgage securitizations for 2014 and 2013.
	First-lien Mortgage Securitizations
		Residential Mortgage
		Agency							Non-agency - Subprime							Commercial Mortgage
	(Dollars in millions)	2014			2013				2014			2013				2014			2013
	Cash proceeds from new securitizations (1)	$	36,905		$	49,888			$	809		$	—			$	5,710		$	5,326
	Gain on securitizations (2)	371			81				49			—				68			119
	(1)	The Corporation transfers residential mortgage loans to securitizations sponsored by the GSEs or GNMA in the normal course of business and receives RMBS in exchange which may then be sold into the market to third-party investors for cash proceeds.
	(2)	Substantially all of the first-lien residential and commercial mortgage loans securitized are initially classified as LHFS and accounted for under the fair value option. As such, gains are recognized on these LHFS prior to securitization. The Corporation recognized $715 million and $2.0 billion of gains, net of hedges, on loans securitized during 2014 and 2013.
First Lien Mortgages
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	The table below summarizes select information related to first-lien mortgage securitization trusts in which the Corporation held a variable interest at December 31, 2014 and 2013.
	First-lien Mortgage VIEs
		Residential Mortgage
									Non-agency
		Agency							Prime							Subprime						Alt-A				Commercial Mortgage
		December 31							December 31																	December 31
	(Dollars in millions)	2014			2013				2014			2013				2014			2013			2014		2013		2014		2013
	Unconsolidated VIEs
	Maximum loss exposure (1)	$	14,918		$	21,140			$	1,288		$	1,527			$	3,167		$	591		$	710	$	437	$	352	$	432
	On-balance sheet assets
	Senior securities held (2):
	Trading account assets	$	584		$	650			$	3		$	—			$	14		$	1		$	81	$	3	$	54	$	14
	Debt securities carried at fair value	13,473			19,451				816			988				2,811			220			383		109		76		306
	Held-to-maturity securities	837			1,012				—			—				—			—			—		—		42		—
	Subordinate securities held (2):
	Trading account assets	—			—				—			—				—			8			1		—		58		13
	Debt securities carried at fair value	—			—				12			15				5			6			—		—		58		53
	Held-to-maturity securities	—			—				—			—				—			—			—		—		15		—
	Residual interests held	—			—				10			13				—			—			—		—		22		16
	All other assets (3)	24			27				56			71				1			1			245		325		—		—
	Total retained positions	$	14,918		$	21,140			$	897		$	1,087			$	2,831		$	236		$	710	$	437	$	325	$	402
	Principal balance outstanding (4)	$	397,055		$	437,765			$	20,167		$	25,104			$	32,592		$	36,854		$	50,054	$	56,454	$	20,593	$	19,730
	Consolidated VIEs
	Maximum loss exposure (1)	$	38,345		$	42,420			$	77		$	79			$	206		$	183		$	—	$	—	$	—	$	—
	On-balance sheet assets
	Trading account assets	$	1,538		$	1,640			$	—		$	—			$	30		$	—		$	—	$	—	$	—	$	—
	Loans and leases	36,187			40,316				130			140				768			803			—		—		—		—
	Allowance for loan and lease losses	(2		)	(3		)		—			—				—			—			—		—		—		—
	All other assets	623			474				6			—				15			7			—		—		—		—
	Total assets	$	38,346		$	42,427			$	136		$	140			$	813		$	810		$	—	$	—	$	—	$	—
	On-balance sheet liabilities
	Long-term debt	$	1		$	7			$	56		$	61			$	770		$	803		$	—	$	—	$	—	$	—
	All other liabilities	—			—				3			—				13			7			—		—		—		—
	Total liabilities	$	1		$	7			$	59		$	61			$	783		$	810		$	—	$	—	$	—	$	—
	(1)	Maximum loss exposure excludes the liability for representations and warranties obligations and corporate guarantees and also excludes servicing advances and other servicing rights and obligations. For additional information, see Note 7 – Representations and Warranties Obligations and Corporate Guarantees and Note 23 – Mortgage Servicing Rights.
	(2)	As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2014 and 2013, there were no OTTI losses recorded on those securities classified as AFS debt securities.
	(3)	Not included in the table above are all other assets of $635 million and $1.6 billion, representing the unpaid principal balance of mortgage loans eligible for repurchase from unconsolidated residential mortgage securitization vehicles, principally guaranteed by GNMA, and all other liabilities of $635 million and $1.6 billion, representing the principal amount that would be payable to the securitization vehicles if the Corporation was to exercise the repurchase option, at December 31, 2014 and 2013.
	(4)	Principal balance outstanding includes loans the Corporation transferred with which it has continuing involvement, which may include servicing the loans.
Home equity lines of credit
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	The table below summarizes select information related to home equity loan securitization trusts in which the Corporation held a variable interest at December 31, 2014 and 2013.
	Home Equity Loan VIEs
		December 31
		2014												2013
	(Dollars in millions)	Consolidated				Unconsolidated				Total				Consolidated				Unconsolidated			Total
		VIEs				VIEs								VIEs				VIEs
	Maximum loss exposure (1)	$	991			$	5,224			$	6,215			$	1,269			$	6,217		$	7,486
	On-balance sheet assets
	Trading account assets	$	—			$	14			$	14			$	—			$	12		$	12
	Debt securities carried at fair value	—				39				39				—				25			25
	Loans and leases	1,014				—				1,014				1,329				—			1,329
	Allowance for loan and lease losses	(56		)		—				(56		)		(80		)		—			(80		)
	All other assets	33				—				33				20				—			20
	Total	$	991			$	53			$	1,044			$	1,269			$	37		$	1,306
	On-balance sheet liabilities
	Long-term debt	$	1,076			$	—			$	1,076			$	1,450			$	—		$	1,450
	All other liabilities	—				—				—				90				—			90
	Total	$	1,076			$	—			$	1,076			$	1,540			$	—		$	1,540
	Principal balance outstanding	$	1,014			$	6,362			$	7,376			$	1,329			$	7,542		$	8,871
	(1)	For unconsolidated VIEs, the maximum loss exposure includes outstanding trust certificates issued by trusts in rapid amortization, net of recorded reserves, and excludes the liability for representations and warranties obligations and corporate guarantees.
Credit Card Receivable
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	The table below summarizes select information related to consolidated credit card securitization trusts in which the Corporation held a variable interest at December 31, 2014 and 2013.
	Credit Card VIEs
		December 31
	(Dollars in millions)	2014				2013
	Consolidated VIEs
	Maximum loss exposure	$	43,139			$	49,621
	On-balance sheet assets
	Derivative assets	$	1			$	182
	Loans and leases (1)	53,068				61,241
	Allowance for loan and lease losses	(1,904		)		(2,585		)
	Loans held-for-sale	—				386
	All other assets (2)	391				2,281
	Total	$	51,556			$	61,505
	On-balance sheet liabilities
	Long-term debt	$	8,401			$	11,822
	All other liabilities	16				62
	Total	$	8,417			$	11,884
	(1)	At December 31, 2014 and 2013, loans and leases included $36.9 billion and $41.2 billion of seller’s interest.
	(2)	At December 31, 2014 and 2013, all other assets included restricted cash, certain short-term investments, and unbilled accrued interest and fees.
Other Asset-backed Securitizations
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	The table below summarizes select information related to other asset-backed securitizations in which the Corporation held a variable interest at December 31, 2014 and 2013.
	Other Asset-backed VIEs
		Resecuritization Trusts								Municipal Bond Trusts								Automobile and Other
																		Securitization Trusts
		December 31								December 31								December 31
	(Dollars in millions)	2014				2013				2014				2013				2014			2013
	Unconsolidated VIEs
	Maximum loss exposure	$	8,569			$	11,913			$	2,100			$	2,192			$	77		$	81
	On-balance sheet assets
	Senior securities held (1, 2):
	Trading account assets	$	767			$	971			$	25			$	53			$	6		$	1
	Debt securities carried at fair value	6,945				10,866				—				—				61			70
	Held-to-maturity securities	740				—				—				—				—			—
	Subordinate securities held (1, 2):
	Trading account assets	37				—				—				—				—			—
	Debt securities carried at fair value	73				71				—				—				—			—
	Residual interests held (3)	7				5				—				—				—			—
	All other assets	—				—				—				—				10			10
	Total retained positions	$	8,569			$	11,913			$	25			$	53			$	77		$	81
	Total assets of VIEs (4)	$	28,065			$	40,924			$	3,314			$	3,643			$	1,276		$	1,788
	Consolidated VIEs
	Maximum loss exposure	$	654			$	164			$	2,440			$	2,667			$	92		$	94
	On-balance sheet assets
	Trading account assets	$	1,295			$	319			$	2,452			$	2,684			$	—		$	—
	Loans and leases	—				—				—				—				—			680
	Loans held-for-sale	—				—				—				—				555			—
	All other assets	—				—				—				—				54			61
	Total assets	$	1,295			$	319			$	2,452			$	2,684			$	609		$	741
	On-balance sheet liabilities
	Short-term borrowings	$	—			$	—			$	1,032			$	1,073			$	—		$	—
	Long-term debt	641				155				12				17				516			646
	All other liabilities	—				—				—				—				1			1
	Total liabilities	$	641			$	155			$	1,044			$	1,090			$	517		$	647
	(1)	As a holder of these securities, the Corporation receives scheduled principal and interest payments. During 2014 and 2013, there were no OTTI losses recorded on those securities classified as AFS debt securities.
	(2)	The retained senior and subordinate securities were valued using quoted market prices or observable market inputs (Level 2 of the fair value hierarchy).
	(3)	The retained residual interests are carried at fair value which was derived using model valuations (Level 2 of the fair value hierarchy).
	(4)	Total assets include loans the Corporation transferred with which the Corporation has continuing involvement, which may include servicing the loan.
Other Variable Interest Entities
Variable Interest Entity [Line Items]
Schedule of Variable Interest Entities	The table below summarizes select information related to other VIEs in which the Corporation held a variable interest at December 31, 2014 and 2013.
	Other VIEs
		December 31
		2014												2013
	(Dollars in millions)	Consolidated				Unconsolidated				Total				Consolidated				Unconsolidated			Total
	Maximum loss exposure	$	7,981			$	12,391			$	20,372			$	9,716			$	12,523		$	22,239
	On-balance sheet assets
	Trading account assets	$	1,575			$	355			$	1,930			$	3,769			$	1,420		$	5,189
	Derivative assets	5				284				289				3				739			742
	Debt securities carried at fair value	—				483				483				—				1,944			1,944
	Loans and leases	4,020				2,693				6,713				4,609				270			4,879
	Allowance for loan and lease losses	(6		)		—				(6		)		(6		)		—			(6		)
	Loans held-for-sale	1,267				814				2,081				998				85			1,083
	All other assets	1,641				6,374				8,015				1,734				6,167			7,901
	Total	$	8,502			$	11,003			$	19,505			$	11,107			$	10,625		$	21,732
	On-balance sheet liabilities
	Short-term borrowings	$	—			$	—			$	—			$	77			$	—		$	77
	Long-term debt (1)	1,834				—				1,834				4,487				—			4,487
	All other liabilities	105				2,643				2,748				93				2,538			2,631
	Total	$	1,939			$	2,643			$	4,582			$	4,657			$	2,538		$	7,195
	Total assets of VIEs	$	8,502			$	41,467			$	49,969			$	11,107			$	38,505		$	49,612
	(1)	Includes $584 million, $0 and $780 million of long-term debt at December 31, 2014 and $1.2 billion, $1.3 billion and $780 million of long-term debt at December 31, 2013 issued by consolidated customer vehicles, CDO vehicles and investment vehicles, respectively, which has recourse to the general credit of the Corporation.

Representations_and_Warranties1

Representations and Warranties Obligations and Corporate Guarantees (Tables)	12 Months Ended
	Dec. 31, 2014
Representations and Warranties Obligations and Corporate Guarantees [Abstract]
Outstanding Claims by Category and Product	The table below presents unresolved repurchase claims at December 31, 2014 and 2013. The unresolved repurchase claims include only claims where the Corporation believes that the counterparty has the contractual right to submit claims. For additional information, see Private-label Securitizations and Whole-loan Sales Experience in this Note and Note 12 – Commitments and Contingencies.
	Unresolved Repurchase Claims by Counterparty and Product Type
		December 31
	(Dollars in millions)	2014			2013
	By counterparty
	Private-label securitization trustees, whole-loan investors, including third-party securitization sponsors and other (1, 2)	$	24,489		$	17,953
	Monolines (3)	1,546			1,532
	GSEs	59			170
	Total gross (2)	26,094			19,655
	Duplicate claims (4)	(3,248		)	(961		)
	Total unresolved repurchase claims by counterparty, net of duplicate claims	$	22,846		$	18,694
	By product type
	Prime loans	$	587		$	623
	Alt-A	2,397			2,259
	Home equity	2,485			1,905
	Pay option	6,294			5,780
	Subprime	14,121			8,928
	Other	210			160
	Total (2)	26,094			19,655
	Duplicate claims (4)	(3,248		)	(961		)
	Total unresolved repurchase claims by product type, net of duplicate claims	$	22,846		$	18,694
	(1)	The total notional amount of unresolved repurchase claims does not include repurchase claims related to the trusts covered by the BNY Mellon Settlement.
	(2)	Includes $14.1 billion and $13.8 billion of claims based on individual file reviews and $10.4 billion and $4.1 billion of claims submitted without individual file reviews at December 31, 2014 and 2013.
	(3)	At December 31, 2014, substantially all of the unresolved monoline claims are currently the subject of litigation with a single monoline insurer pertain to second-lien loans.
	(4)	Represents more than one claim outstanding related to a particular loan, typically as the result of bulk claims submitted without individual file reviews. The December 31, 2014 amount includes approximately $2.9 billion of duplicate claims related to private-label investors submitted without individual loan file reviews.
Rollforward of Liability for Representation and Warranties	The table below presents a rollforward of the liability for representations and warranties and corporate guarantees.
	Representations and Warranties and Corporate Guarantees
	(Dollars in millions)	2014			2013
	Liability for representations and warranties and corporate guarantees, January 1	$	13,282		$	19,021
	Additions for new sales	8			36
	Net reductions	(1,892		)	(6,615		)
	Provision	683			840
	Liability for representations and warranties and corporate guarantees, December 31	$	12,081		$	13,282
Loan Repurchases and Indemnification Payments
	Loan Repurchases and Indemnification Payments (excluding cash payments for settlements)
		December 31
		2014								2013
	(Dollars in millions)	Unpaid			Cash Paid			Loss		Unpaid		Cash Paid		Loss
		Principal			for					Principal		for
		Balance			Repurchases					Balance		Repurchases
	First-lien
	Repurchases	$	211		$	241		$	79	$	746	$	784	$	149
	Indemnification payments	624			233			233		661		383		383
	Total first-lien	835			474			312		1,407		1,167		532
	Home equity, indemnification payments	22			22			22		74		77		77
	Total first-lien and home equity	$	857		$	496		$	334	$	1,481	$	1,244	$	609

Goodwill_and_Intangible_Assets1

Goodwill and Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	The table below presents goodwill balances by business segment at December 31, 2014 and 2013. Effective January 1, 2015, the Corporation changed its basis of presentation related to its business segments. For more information on this realignment, see Note 1 – Summary of Significant Accounting Principles. As part of the realignment, the Corporation moved a portion of the Business Banking business, including $1.6 billion of goodwill, from the former Consumer & Business Banking segment to Global Banking. This business constitutes a new reporting unit, Business Banking Regions, within the Global Banking segment. The remaining portion of the Business Banking business will be evaluated with Deposits as a single reporting unit within Consumer Banking. Prior periods have been reclassified to conform to current period presentation.
	The reporting units utilized for goodwill impairment testing are the operating segments or one level below.
	Goodwill
		31-Dec
	(Dollars in millions)	2014		2013
	Consumer Banking	$	30,125	$	30,123
	Global Wealth & Investment Management	9,698		9,698
	Global Banking	23,923		23,923
	Global Markets	5,197		5,197
	All Other	834		903
	Total goodwill	$	69,777	$	69,844
Intangible Assets	The table below presents the gross carrying value and accumulated amortization for intangible assets at December 31, 2014 and 2013.
	Intangible Assets (1, 2)
		31-Dec
		2014						2013
	(Dollars in millions)	Gross		Accumulated		Net		Gross		Accumulated		Net
		Carrying Value		Amortization		Carrying Value		Carrying Value		Amortization		Carrying Value
	Purchased credit card relationships	$	5,504	$	4,527	$	977	$	6,160	$	4,849	$	1,311
	Core deposit intangibles	1,779		1,382		397		3,592		3,055		537
	Customer relationships	4,025		2,648		1,377		4,025		2,281		1,744
	Affinity relationships	1,565		1,283		282		1,575		1,197		378
	Other intangibles	2,045		466		1,579		2,045		441		1,604
	Total intangible assets	$	14,918	$	10,306	$	4,612	$	17,397	$	11,823	$	5,574
	(1)	Excludes fully amortized intangible assets.
	(2)	At December 31, 2014 and 2013, none of the intangible assets were impaired.
Schedule of Amortization Expense	The table below presents intangible asset amortization expense for 2014, 2013 and 2012.
	Amortization Expense
	(Dollars in millions)	2014		2013		2012
	Purchased credit card and Affinity relationships	$	415	$	475	$	556
	Core deposit intangibles	140		197		254
	Customer relationships	355		371		391
	Other intangibles	26		43		63
	Total amortization expense	$	936	$	1,086	$	1,264
Schedule of Future Intangible Asset Amortization Expense	The table below presents estimated future intangible asset amortization expense at December 31, 2014.
	Estimated Future Amortization Expense
	(Dollars in millions)	2015		2016		2017		2018		2019
	Purchased credit card and Affinity relationships	$	358	$	299	$	239	$	180	$	121
	Core deposit intangibles	122		105		91		80		7
	Customer relationships	340		325		310		302		286
	Other intangibles	16		9		6		3		1
	Total estimated future amortization expense	$	836	$	738	$	646	$	565	$	415

Deposits_Tables

Deposits (Tables)	12 Months Ended
	Dec. 31, 2014
Deposits [Abstract]
Details of Time Deposits	The table below presents the contractual maturities for time deposits of $100 thousand or more at December 31, 2014.
	Time Deposits of $100 Thousand or More
	(Dollars in millions)	Three Months		Over Three		Thereafter		Total
		or Less		Months to
				Twelve Months
	U.S. certificates of deposit and other time deposits	$	15,327	$	14,134	$	2,948	$	32,409
	Non-U.S. certificates of deposit and other time deposits	12,446		1,308		253		14,007
Schedule of Maturities for Total Time Deposits	The scheduled contractual maturities for total time deposits at December 31, 2014 are presented in the table below.
	Contractual Maturities of Total Time Deposits
	(Dollars in millions)	U.S.		Non-U.S.		Total
	Due in 2015	$	61,439	$	14,165	$	75,604
	Due in 2016	4,119		176		4,295
	Due in 2017	1,532		38		1,570
	Due in 2018	775		—		775
	Due in 2019	830		35		865
	Thereafter	1,734		—		1,734
	Total time deposits	$	70,429	$	14,414	$	84,843

Federal_Funds_Sold_or_Purchase1

Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2014
Federal Funds Sold, Securities Borrowed or Purchased Under Agreements to Resell and Short-term Borrowings [Abstract]
Federal Funds Sold Securities Borrowed Or Purchased Under Agreements To Resell And Short Term Borrowings	The table below presents federal funds sold or purchased, securities financing agreements, which include securities borrowed or purchased under agreements to resell and securities loaned or sold under agreements to repurchase, and short-term borrowings.
		2014					2013						2012
	(Dollars in millions)	Amount		Rate			Amount			Rate			Amount				Rate
	Federal funds sold
	At December 31	$	—	—	%		$	—		—	%		$	600			0.54	%
	Average during year	3		0.9			7			0.69			351				0.43
	Maximum month-end balance during year	12		n/a			35			n/a			600				n/a
	Securities borrowed or purchased under agreements to resell
	At December 31	191,823		0.47			190,328			0.6			219,324				0.92
	Average during year	222,480		0.47			224,324			0.55			235,691				0.64
	Maximum month-end balance during year	240,110		n/a			249,791			n/a			252,985				n/a
	Federal funds purchased
	At December 31	14		—			186			—			1,151				0.17
	Average during year	147		0.05			191			0.06			384				0.11
	Maximum month-end balance during year	213		n/a			195			n/a			1,211				n/a
	Securities loaned or sold under agreements to repurchase
	At December 31	201,263		0.98			197,920			0.92			292,108				1.11
	Average during year	215,645		0.99			257,409			0.81			281,516				0.98
	Maximum month-end balance during year	239,984		n/a			319,608			n/a			319,401				n/a
	Short-term borrowings
	At December 31	31,172		1.47			45,999			1.55			30,731				3.08
	Average during year	41,886		1.08			43,816			1.89			36,500				2.22
	Maximum month-end balance during year	51,409		n/a			48,387			n/a			40,129				n/a
	n/a =ot applicable
Securities Borrowed and Securities Purchased Under Agreements to Resell
Offsetting Assets [Line Items]
Offsetting Assets
	Securities Financing Agreements
		December 31, 2014
	(Dollars in millions)	Gross Assets/Liabilities		Amounts Offset				Net Balance Sheet Amount			Financial Instruments				Net Assets/Liabilities
	Securities borrowed or purchased under agreements to resell (1)	$	316,567	$	(124,744	)		$	191,823		$	(145,573	)		$	46,250
	Securities loaned or sold under agreements to repurchase	$	326,007	$	(124,744	)		$	201,263		$	(164,306	)		$	36,957
	Other	11,641		—				11,641			(11,641		)		—
	Total	$	337,648	$	(124,744	)		$	212,904		$	(175,947	)		$	36,957
		31-Dec-13
	Securities borrowed or purchased under agreements to resell (1)	$	272,296	$	(81,968	)		$	190,328		$	(157,132	)		$	33,196
	Securities loaned or sold under agreements to repurchase	$	279,888	$	(81,968	)		$	197,920		$	(160,111	)		$	37,809
	Other	10,871		—				10,871			(10,871		)		—
	Total	$	290,759	$	(81,968	)		$	208,791		$	(170,982	)		$	37,809
	(1)	Excludes repurchase activity of $5.6 billion and $4.1 billion reported in Loans and leases at December 31, 2014 and 2013.
Securities Loaned and Financial Assets Sold Under Agreements to Repurchase
Offsetting Liabilities [Line Items]
Offsetting Liabilities
	Securities Financing Agreements
		December 31, 2014
	(Dollars in millions)	Gross Assets/Liabilities		Amounts Offset				Net Balance Sheet Amount			Financial Instruments				Net Assets/Liabilities
	Securities borrowed or purchased under agreements to resell (1)	$	316,567	$	(124,744	)		$	191,823		$	(145,573	)		$	46,250
	Securities loaned or sold under agreements to repurchase	$	326,007	$	(124,744	)		$	201,263		$	(164,306	)		$	36,957
	Other	11,641		—				11,641			(11,641		)		—
	Total	$	337,648	$	(124,744	)		$	212,904		$	(175,947	)		$	36,957
		31-Dec-13
	Securities borrowed or purchased under agreements to resell (1)	$	272,296	$	(81,968	)		$	190,328		$	(157,132	)		$	33,196
	Securities loaned or sold under agreements to repurchase	$	279,888	$	(81,968	)		$	197,920		$	(160,111	)		$	37,809
	Other	10,871		—				10,871			(10,871		)		—
	Total	$	290,759	$	(81,968	)		$	208,791		$	(170,982	)		$	37,809
	(1)	Excludes repurchase activity of $5.6 billion and $4.1 billion reported in Loans and leases at December 31, 2014 and 2013.

Longterm_Debt_Tables

Long-term Debt (Tables)	12 Months Ended
	Dec. 31, 2014
Debt Disclosure [Abstract]
Balance of Long-term Debt	The table below presents the balance of long-term debt at December 31, 2014 and 2013, and the related contractual rates and maturity dates as of December 31, 2014.
		December 31
	(Dollars in millions)	2014				2013
	Notes issued by Bank of America Corporation
	Senior notes:
	Fixed, with a weighted-average rate of 4.67%, ranging from 1.25% to 8.83%, due 2015 to 2044	$	113,069			$	109,845
	Floating, with a weighted-average rate of 1.32%, ranging from 0.09% to 4.98%, due 2015 to 2044	14,559				22,268
	Senior structured notes	22,168				30,575
	Subordinated notes:
	Fixed, with a weighted-average rate of 4.91%, ranging from 0.80% to 10.20%, due 2015 to 2038	26,995				22,379
	Floating, with a weighted-average rate of 0.97%, ranging from 0.01% to 3.16%, due 2016 to 2026	1,705				1,798
	Junior subordinated notes (related to trust preferred securities):
	Fixed, with a weighted-average rate of 6.78%, ranging from 5.25% to 8.05%, due 2027 to perpetual	6,722				6,685
	Floating, with a weighted-average rate of 0.92%, ranging from 0.78% to 1.24%, due 2027 to 2056	553				553
	Total notes issued by Bank of America Corporation	185,771				194,103
	Notes issued by Bank of America, N.A. (1)
	Senior notes:
	Fixed, with a weighted-average rate of 1.98%, ranging from 0.08% to 7.72%, due 2015 to 2187	2,893				1,670
	Floating, with a weighted-average rate of 0.60%, ranging from 0.36% to 0.70%, due 2015 to 2041	5,686				3,684
	Subordinated notes:
	Fixed, with a weighted-average rate of 5.68%, ranging from 5.30% to 6.10%, due 2016 to 2036	4,921				4,876
	Floating, with a weighted-average rate of 0.53%, ranging from 0.26% to 0.54%, due 2016 to 2019	1,401				1,401
	Advances from Federal Home Loan Banks:
	Fixed, with a weighted-average rate of 5.34%, ranging from 0.01% to 7.72%, due 2015 to 2034	183				1,441
	Floating, with a weighted-average rate of 0.26%, ranging from 0.24% to 0.30%, due 2015 to 2016	10,500				3,001
	Securitizations and other BANA VIEs	9,882				13,367
	Total notes issued by Bank of America, N.A.	35,466				29,440
	Other debt
	Senior notes:
	Fixed, with a rate of 5.50%, due 2017 to 2021	1				194
	Floating, with a rate of 1.88%, due 2015	21				115
	Structured liabilities	15,971				16,913
	Junior subordinated notes (related to trust preferred securities):
	Fixed, with a weighted-average rate of 7.14%, ranging from 7.00% to 7.28%, perpetual	339				340
	Floating, with a rate of 0.86%, due 2027	66				66
	Nonbank VIEs	3,425				6,081
	Other	2,079				2,422
	Total other debt	21,902				26,131
	Total long-term debt	$	243,139			$	249,674
	(1)	On October 1, 2014, FIA Card Services, N.A. was merged into Bank of America, N.A.
Schedule of Maturities of Long-term Debt
	Long-term Debt by Maturity
	(Dollars in millions)	2015				2016				2017				2018			2019		Thereafter		Total
	Bank of America Corporation
	Senior notes	$	14,905			$	17,373			$	18,935			$	20,006		$	16,206	$	40,203	$	127,628
	Senior structured notes	5,558				2,825				1,791				1,885			1,526		8,583		22,168
	Subordinated notes	1,221				5,074				5,219				2,951			1,580		12,655		28,700
	Junior subordinated notes	—				—				—				—			—		7,275		7,275
	Total Bank of America Corporation	21,684				25,272				25,945				24,842			19,312		68,716		185,771
	Bank of America, N.A. (1)
	Senior notes	777				2,498				5,162				—			19		123		8,579
	Subordinated notes	—				1,069				3,553				—			1		1,699		6,322
	Advances from Federal Home Loan Banks	4,503				6,003				10				10			16		141		10,683
	Securitizations and other Bank VIEs (2)	1,151				1,298				3,554				—			2,450		1,429		9,882
	Total Bank of America, N.A.	6,431				10,868				12,279				10			2,486		3,392		35,466
	Other debt
	Senior notes	21				—				1				—			—		—		22
	Structured liabilities	2,314				2,133				2,296				1,281			1,027		6,920		15,971
	Junior subordinated notes	—				—				—				—			—		405		405
	Nonbank VIEs (2)	20				348				255				102			27		2,673		3,425
	Other	254				927				429				45			4		420		2,079
	Total other debt	2,609				3,408				2,981				1,428			1,058		10,418		21,902
	Total long-term debt	$	30,724			$	39,548			$	41,205			$	26,280		$	22,856	$	82,526	$	243,139
	(1)	On October 1, 2014, FIA Card Services, N.A. was merged into Bank of America, N.A.
	(2)	Represents the total long-term debt included in the liabilities of consolidated VIEs on the Consolidated Balance Sheet.
Financial Instruments Subject to Mandatory Redemption Disclosure	The Trust Securities Summary table details the outstanding Trust Securities and the related Notes previously issued which remained outstanding at December 31, 2014. For more information on Trust Securities for regulatory capital purposes, see Note 16 – Regulatory Requirements and Restrictions.
	Trust Securities Summary
	(Dollars in millions)
				31-Dec-14
	Issuer	Issuance Date		Aggregate				Aggregate			Stated Maturity	Per Annum Interest			Interest Payment	Redemption Period
				Principal				Principal			of the Trust Securities	Rate of the Notes			Dates
				Amount				Amount
				of Trust				of the
				Securities				Notes
	Bank of America
	Capital Trust VI	Mar-05		$	36			$	37		Mar-35	5.63	%		Semi-Annual	Any time
	Capital Trust VII (1)	Aug-05		7				7			Aug-35	5.25			Semi-Annual	Any time
	Capital Trust VIII	Aug-05		524				540			Aug-35	6			Quarterly	On or after 8/25/10
	Capital Trust XI	May-06		658				678			May-36	6.63			Semi-Annual	Any time
	Capital Trust XV	May-07		1				1			Jun-56	3-mo. LIBOR +80 bps			Quarterly	On or after 6/01/37
	NationsBank
	Capital Trust III	Feb-97		131				136			Jan-27	3-mo. LIBOR +55 bps			Quarterly	On or after 1/15/07
	BankAmerica
	Capital III	Jan-97		103				106			Jan-27	3-mo. LIBOR +57 bps			Quarterly	On or after 1/15/02
	Barnett
	Capital III	Jan-97		64				66			Feb-27	3-mo. LIBOR +62.5 bps			Quarterly	On or after 2/01/07
	Fleet
	Capital Trust V	Dec-98		79				82			Dec-28	3-mo. LIBOR +100 bps			Quarterly	On or after 12/18/03
	BankBoston
	Capital Trust III	Jun-97		53				55			Jun-27	3-mo. LIBOR +75 bps			Quarterly	On or after 6/15/07
	Capital Trust IV	Jun-98		102				106			Jun-28	3-mo. LIBOR +60 bps			Quarterly	On or after 6/08/03
	MBNA
	Capital Trust B	Jan-97		70				73			Feb-27	3-mo. LIBOR +80 bps			Quarterly	On or after 2/01/07
	Countrywide
	Capital III	Jun-97		200				206			Jun-27	8.05			Semi-Annual	Only under special event
	Capital IV	Apr-03		500				515			Apr-33	6.75			Quarterly	On or after 4/11/08
	Capital V	Nov-06		1,495				1,496			Nov-36	7			Quarterly	On or after 11/01/11
	Merrill Lynch
	Preferred Capital Trust III	Jan-98		750				901			Perpetual	7			Quarterly	On or after 3/08
	Preferred Capital Trust IV	Jun-98		400				480			Perpetual	7.12			Quarterly	On or after 6/08
	Preferred Capital Trust V	Nov-98		850				1,021			Perpetual	7.28			Quarterly	On or after 9/08
	Capital Trust I	Dec-06		1,050				1,051			Dec-66	6.45			Quarterly	On or after 12/11
	Capital Trust II	May-07		950				951			Jun-67	6.45			Quarterly	On or after 6/12
	Capital Trust III	Aug-07		750				751			Sep-67	7.375			Quarterly	On or after 9/12
	Total			$	8,773			$	9,259
	(1)	Notes are denominated in British Pound. Presentation currency is U.S. Dollar.

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Schedule of Credit Extension Commitment Expirations	The table below also includes the notional amount of commitments of $9.9 billion and $13.0 billion at December 31, 2014 and 2013 that are accounted for under the fair value option. However, the table below excludes cumulative net fair value adjustments of $405 million and $354 million on these commitments, which are classified in accrued expenses and other liabilities. For more information regarding the Corporation’s loan commitments accounted for under the fair value option, see Note 21 – Fair Value Option.
	Credit Extension Commitments
		December 31, 2014
	(Dollars in millions)	Expire in One		Expire After One		Expire After Three		Expire After Five		Total
		Year or Less		Year Through		Years Through		Years
				Three Years		Five Years
	Notional amount of credit extension commitments
	Loan commitments	$	79,897	$	97,583	$	146,743	$	18,942	$	343,165
	Home equity lines of credit	6,292		19,679		12,319		15,417		53,707
	Standby letters of credit and financial guarantees (1)	19,259		9,106		4,519		1,807		34,691
	Letters of credit	1,883		157		35		88		2,163
	Legally binding commitments	107,331		126,525		163,616		36,254		433,726
	Credit card lines (2)	363,989		—		—		—		363,989
	Total credit extension commitments	$	471,320	$	126,525	$	163,616	$	36,254	$	797,715
		December 31, 2013
	Notional amount of credit extension commitments
	Loan commitments	$	80,799	$	105,175	$	133,290	$	21,864	$	341,128
	Home equity lines of credit	4,580		16,855		21,074		14,301		56,810
	Standby letters of credit and financial guarantees (1)	21,994		8,843		2,876		3,967		37,680
	Letters of credit	1,263		899		4		403		2,569
	Legally binding commitments	108,636		131,772		157,244		40,535		438,187
	Credit card lines (2)	377,846		—		—		—		377,846
	Total credit extension commitments	$	486,482	$	131,772	$	157,244	$	40,535	$	816,033
	(1)	The notional amounts of SBLCs and financial guarantees classified as investment grade and non-investment grade based on the credit quality of the underlying reference name within the instrument were $26.1 billion and $8.2 billion at December 31, 2014, and $27.6 billion and $9.6 billion at December 31, 2013. Amounts include consumer SBLCs of $396 million and $453 million at December 31, 2014 and 2013.
	(2)	Includes business card unused lines of credit.

Shareholders_Equity_Tables

Shareholders' Equity (Tables)

12 Months Ended

Dec. 31, 2014

Equity [Abstract]

Schedule of Dividends

Common Stock

Declared Quarterly Cash Dividends on Common Stock (1)

Declaration Date

Record Date

Payment Date

Dividend Per Share

10-Feb-15

March 6, 2015

March 27, 2015

$

0.05

23-Oct-14

5-Dec-14

December 26, 2014

0.05

6-Aug-14

5-Sep-14

September 26, 2014

0.05

18-Jun-14

24-Jun-14

June 30, 2014

0.01

11-Feb-14

7-Mar-14

March 28, 2014

0.01

(1)

In 2014 and through February 25, 2015.

Schedule of Stock by Class

The table below presents a summary of perpetual preferred stock outstanding at December 31, 2014.

Preferred Stock Summary

(Dollars in millions, except as noted)

Series

Description

Initial

Total

Liquidation

Carrying

Per Annum

Redemption Period

Issuance

Shares

Preference

Value (1)

Dividend Rate

Date

Outstanding

per Share

(in dollars)

Series B (2)

7% Cumulative Redeemable

June

7,571

$

100

$

1

7

%

n/a

1997

Series D (3, 4)

6.204% Non-Cumulative

September

26,174

25,000

654

6.204

%

On or after

2006

14-Sep-11

Series E (3, 4)

Floating Rate Non-Cumulative

November

12,691

25,000

317

3-mo. LIBOR + 35 bps (5)

On or after

2006

15-Nov-11

Series F (3)

Floating Rate Non-Cumulative

March

1,409

100,000

141

3-mo. LIBOR + 40 bps (5)

On or after

2012

15-Mar-12

Series G (3)

Adjustable Rate Non-Cumulative

March

4,926

100,000

493

3-mo. LIBOR + 40 bps (5)

On or after

2012

15-Mar-12

Series I (3, 4)

6.625% Non-Cumulative

September

14,584

25,000

365

6.625

%

On or after

2007

1-Oct-17

Series K (3, 6)

Fixed-to-Floating Rate Non-Cumulative

January

61,773

25,000

1,544

8.00% through 1/29/18; 3-mo. LIBOR + 363 bps thereafter

On or after

2008

30-Jan-18

Series L

7.25% Non-Cumulative Perpetual Convertible

January

3,080,182

1,000

3,080

7.25

%

n/a

2008

Series M (3, 6)

Fixed-to-Floating Rate Non-Cumulative

April

52,399

25,000

1,310

8.125% through 5/14/18;

On or after

2008

3-mo. LIBOR + 364 bps thereafter

15-May-18

Series T

6% Non-Cumulative

September

50,000

100,000

2,918

6

%

See description in Preferred Stock in

2011

this Note

Series U (6)

Fixed-to-Floating Rate Non-Cumulative

May

40,000

25,000

1,000

5.2% through 6/1/23;

On or after

2013

3-mo. LIBOR + 313.5 bps thereafter

1-Jun-23

Series V (6)

Fixed-to-Floating Rate Non-Cumulative

June

60,000

25,000

1,500

5.125% through 6/17/19;

On or after

2014

3-mo. LIBOR + 338.7 bps thereafter

17-Jun-19

Series W (4)

6.625% Non-Cumulative

Sep-14

44,000

25,000

1,100

6.625

%

On or after

9-Sep-19

Series X (6)

Fixed-to-Floating Rate Non-Cumulative

Sep-14

80,000

25,000

2,000

6.250% through 9/5/2024;

On or after

3-mo. LIBOR + 370.5 bps thereafter

5-Sep-24

Series Z (6)

Fixed-to-Floating Rate Non-Cumulative

Oct-14

56,000

25,000

1,400

6.500% through 10/23/24;

On or after

3-mo. LIBOR + 417.4 bps thereafter

23-Oct-24

Series 1 (3, 7)

Floating Rate Non-Cumulative

November

3,275

30,000

98

3-mo. LIBOR + 75 bps (8)

On or after

2004

28-Nov-09

Series 2 (3, 7)

Floating Rate Non-Cumulative

March

9,967

30,000

299

3-mo. LIBOR + 65 bps (8)

On or after

2005

28-Nov-09

Series 3 (3, 7)

6.375% Non-Cumulative

November

21,773

30,000

653

6.375

%

On or after

2005

28-Nov-10

Series 4 (3, 7)

Floating Rate Non-Cumulative

November

7,010

30,000

210

3-mo. LIBOR + 75 bps (5)

On or after

2005

28-Nov-10

Series 5 (3, 7)

Floating Rate Non-Cumulative

March

14,056

30,000

422

3-mo. LIBOR + 50 bps (5)

On or after

2007

21-May-12

Total

3,647,790

$

19,505

(1)

Amounts shown are before third-party issuance costs and certain purchase accounting adjustments of $196 million.

(2)

Series B Preferred Stock does not have early redemption/call rights.

(3)

The Corporation may redeem series of preferred stock on or after the redemption date, in whole or in part, at its option, at the liquidation preference plus declared and unpaid dividends.

(4)

Ownership is held in the form of depositary shares, each representing a 1/1,000th interest in a share of preferred stock, paying a quarterly cash dividend, if and when declared.

(5)

Subject to 4.00% minimum rate per annum.

(6)

Ownership is held in the form of depositary shares, each representing a 1/25th interest in a share of preferred stock, paying a semi-annual cash dividend, if and when declared, until the redemption date at which time, it adjusts to a quarterly cash dividend, if and when declared, thereafter.

(7)

Ownership is held in the form of depositary shares, each representing a 1/1,200th interest in a share of preferred stock, paying a quarterly cash dividend, if and when declared.

(8)

Subject to 3.00% minimum rate per annum.

n/a =160;not applicable

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	12 Months Ended
	Dec. 31, 2014
Equity [Abstract]
Schedule of Accumulated OCI	The table below presents the changes in accumulated OCI after-tax for 2012, 2013 and 2014.
	(Dollars in millions)	Available-for-				Available-for-				Derivatives				Employee			Foreign			Total
		Sale Debt				Sale Marketable								Benefit Plans			Currency (1)
		Securities				Equity Securities
	Balance, December 31, 2011	$	3,100			$	3			$	(3,785	)		$	(4,391	)	$	(364	)	$	(5,437	)
	Net change	1,343				459				916				(65		)	(13		)	2,640
	Balance, December 31, 2012	$	4,443			$	462			$	(2,869	)		$	(4,456	)	$	(377	)	$	(2,797	)
	Net change	(7,700		)		(466		)		592				2,049			(135		)	(5,660		)
	Balance, December 31, 2013	$	(3,257	)		$	(4	)		$	(2,277	)		$	(2,407	)	$	(512	)	$	(8,457	)
	Net change	4,600				21				616				(943		)	(157		)	4,137
	Balance, December 31, 2014	$	1,343			$	17			$	(1,661	)		$	(3,350	)	$	(669	)	$	(4,320	)
	(1)	The net change in fair value represents the impact of changes in spot foreign exchange rates on the Corporation’s net investment in non-U.S. operations, and related hedges.
Schedule of Amounts Recognized in Other Comprehensive Income (Loss)	The table below presents the net change in fair value recorded in accumulated OCI, net realized gains and losses reclassified into earnings and other changes for each component of OCI before- and after-tax for 2014, 2013 and 2012.
	Changes in OCI Components Before- and After-tax
		2014												2013									2012
	(Dollars in millions)	Before-tax				Tax effect				After-tax				Before-tax			Tax effect			After-tax			Before-tax			Tax effect			After-tax
	Available-for-sale debt securities:
	Net increase (decrease) in fair value	$	8,698			$	(3,268	)		$	5,430			$	(10,989	)	$	4,077		$	(6,912	)	$	3,676		$	(1,319	)	$	2,357
	Net realized gains reclassified into earnings	(1,338		)		508				(830		)		(1,251		)	463			(788		)	(1,609		)	595			(1,014		)
	Net change	7,360				(2,760		)		4,600				(12,240		)	4,540			(7,700		)	2,067			(724		)	1,343
	Available-for-sale marketable equity securities:
	Net increase in fair value	34				(13		)		21				32			(12		)	20			748			(277		)	471
	Net realized gains reclassified into earnings	—				—				—				(771		)	285			(486		)	(19		)	7			(12		)
	Net change	34				(13		)		21				(739		)	273			(466		)	729			(270		)	459
	Derivatives:
	Net increase in fair value	195				(54		)		141				156			(51		)	105			430			(166		)	264
	Net realized losses reclassified into earnings	760				(285		)		475				773			(286		)	487			1,035			(383		)	652
	Net change	955				(339		)		616				929			(337		)	592			1,465			(549		)	916
	Employee benefit plans:
	Net increase (decrease) in fair value	(1,629		)		614				(1,015		)		2,985			(1,128		)	1,857			(1,891		)	660			(1,231		)
	Net realized losses reclassified into earnings	55				(23		)		32				237			(79		)	158			490			(192		)	298
	Settlements, curtailments and other	(1		)		41				40				46			(12		)	34			1,378			(510		)	868
	Net change	(1,575		)		632				(943		)		3,268			(1,219		)	2,049			(23		)	(42		)	(65		)
	Foreign currency:
	Net increase (decrease) in fair value	714				(879		)		(165		)		244			(384		)	(140		)	(226		)	233			7
	Net realized (gains) losses reclassified into earnings	20				(12		)		8				138			(133		)	5			(30		)	10			(20		)
	Net change	734				(891		)		(157		)		382			(517		)	(135		)	(256		)	243			(13		)
	Total other comprehensive income (loss)	$	7,508			$	(3,371	)		$	4,137			$	(8,400	)	$	2,740		$	(5,660	)	$	3,982		$	(1,342	)	$	2,640
Reclassification out of Accumulated Other Comprehensive Income	The table below presents impacts on net income of significant amounts reclassified out of each component of accumulated OCI before- and after-tax for 2014, 2013 and 2012.
	Reclassifications Out of Accumulated OCI
	(Dollars in millions)
	Accumulated OCI Components	Income Statement Line Item Impacted	2014				2013				2012
	Available-for-sale debt securities:
		Gains on sales of debt securities	$	1,354			$	1,271			$	1,662
		Other income (loss)	(16		)		(20		)		(53		)
		Income before income taxes	1,338				1,251				1,609
		Income tax expense	508				463				595
		Reclassification to net income	830				788				1,014
	Available-for-sale marketable equity securities:
		Equity investment income	—				771				19
		Income before income taxes	—				771				19
		Income tax expense	—				285				7
		Reclassification to net income	—				486				12
	Derivatives:
	Interest rate contracts	Net interest income	(1,119		)		(1,119		)		(956		)
	Commodity contracts	Trading account profits	—				(1		)		(1		)
	Interest rate contracts	Other income	—				18				—
	Equity compensation contracts	Personnel	359				329				(78		)
		Loss before income taxes	(760		)		(773		)		(1,035		)
		Income tax benefit	(285		)		(286		)		(383		)
		Reclassification to net income	(475		)		(487		)		(652		)
	Employee benefit plans:
	Prior service cost	Personnel	(5		)		(4		)		(6		)
	Transition obligation	Personnel	—				—				(32		)
	Net actuarial losses	Personnel	(50		)		(225		)		(443		)
	Settlements and curtailments	Personnel	—				(8		)		(58		)
		Loss before income taxes	(55		)		(237		)		(539		)
		Income tax benefit	(23		)		(79		)		(212		)
		Reclassification to net income	(32		)		(158		)		(327		)
	Foreign currency:
	Insignificant items	Other income (loss)	(20		)		(138		)		30
		Income (loss) before income taxes	(20		)		(138		)		30
		Income tax expense (benefit)	(12		)		(133		)		10
		Reclassification to net income	(8		)		(5		)		20
	Total reclassification adjustments		$	315			$	624			$	67

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	12 Months Ended
	Dec. 31, 2014
Earnings Per Share [Abstract]
Calculation of earnings per common share and diluted earnings per common share	The calculation of earnings per common share (EPS) and diluted EPS for 2014, 2013 and 2012 is presented below. For more information on the calculation of EPS, see Note 1 – Summary of Significant Accounting Principles.
	(Dollars in millions, except per share information; shares in thousands)	2014			2013			2012
	Earnings per common share
	Net income	$	4,833		$	11,431		$	4,188
	Preferred stock dividends	(1,044		)	(1,349		)	(1,428		)
	Net income applicable to common shareholders	3,789			10,082			2,760
	Dividends and undistributed earnings allocated to participating securities	—			(2		)	(2		)
	Net income allocated to common shareholders	$	3,789		$	10,080		$	2,758
	Average common shares issued and outstanding	10,527,818			10,731,165			10,746,028
	Earnings per common share	$	0.36		$	0.94		$	0.26
	Diluted earnings per common share
	Net income applicable to common shareholders	$	3,789		$	10,082		$	2,760
	Add preferred stock dividends due to assumed conversions	—			300			—
	Dividends and undistributed earnings allocated to participating securities	—			(2		)	(2		)
	Net income allocated to common shareholders	$	3,789		$	10,380		$	2,758
	Average common shares issued and outstanding	10,527,818			10,731,165			10,746,028
	Dilutive potential common shares (1)	56,717			760,253			94,826
	Total diluted average common shares issued and outstanding	10,584,535			11,491,418			10,840,854
	Diluted earnings per common share	$	0.36		$	0.9		$	0.25
	(1)	Includes incremental dilutive shares from restricted stock units, restricted stock, stock options and warrants.

Regulatory_Requirements_and_Re1

Regulatory Requirements and Restrictions (Tables)	12 Months Ended
	Dec. 31, 2014
Banking and Thrift [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations	The table below presents capital ratios and related information in accordance with Basel 3 – Standardized Transition as measured at December 31, 2014 and the Basel 1 – 2013 Rules at December 31, 2013. Prior to October 1, 2014, the Corporation operated its banking activities primarily under two charters: BANA and, to a lesser extent, FIA. On October 1, 2014, FIA was merged into BANA.
	Regulatory Capital
		December 31
		2014						2013
		Basel 3 Transition						Basel 1
	(Dollars in millions)	Ratio		Amount		Minimum		Ratio		Amount		Minimum
						Required (1)						Required (1)
	Common equity tier 1 capital
	Bank of America Corporation	12.3	%	$	155,361	4	%	n/a		n/a		n/a
	Bank of America, N.A.	13.1		145,150		4		n/a		n/a		n/a
	Tier 1 common capital
	Bank of America Corporation	n/a		n/a		n/a		10.9	%	$	141,522	n/a
	Tier 1 capital
	Bank of America Corporation	13.4		168,973		6		12.2		157,742		6	%
	Bank of America, N.A.	13.1		145,150		6		12.3		125,886		6
	Total capital
	Bank of America Corporation	16.5		208,670		10		15.1		196,567		10
	Bank of America, N.A.	14.6		161,623		10		13.8		141,232		10
	Tier 1 leverage
	Bank of America Corporation	8.2		168,973		5		7.7		157,742		5
	Bank of America, N.A.	9.6		145,150		5		9.2		125,886		5
	Risk-weighted assets (in billions)
	Bank of America Corporation	n/a		1,262		n/a		n/a		1,298		n/a
	Bank of America, N.A.	n/a		1,105		n/a		n/a		1,020		n/a
	Adjusted quarterly average total assets (in billions) (2)
	Bank of America Corporation	n/a		2,060		n/a		n/a		2,052		n/a
	Bank of America, N.A.	n/a		1,509		n/a		n/a		1,368		n/a
	(1)	Percent required to meet guidelines to be considered "well capitalized" under the Prompt Corrective Action framework, except for Common equity tier 1 capital which reflects capital adequacy minimum requirements as an advanced approaches bank under Basel 3 during a transition period in 2014.
	(2)	Reflects adjusted average total assets for the three months ended December 31, 2014 and 2013.
	n/a =ot applicable

Employee_Benefit_Plans_Tables

Employee Benefit Plans (Tables)	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Schedule of Defined Benefit Plans Disclosures
	Pension and Postretirement Plans
		Qualified							Non-U.S.						Nonqualified						Postretirement
		Pension Plan (1)							Pension Plans (1)						and Other						Health and Life
															Pension Plans (1)						Plans (1)
	(Dollars in millions)	2014				2013			2014			2013			2014			2013			2014			2013
	Change in fair value of plan assets
	Fair value, January 1	$	18,276			$	16,274		$	2,457		$	2,306		$	2,720		$	3,063		$	72		$	86
	Actual return on plan assets	1,261				2,873			256			146			336			(217		)	6			9
	Company contributions	—				—			84			131			97			98			53			61
	Plan participant contributions	—				—			1			1			—			—			129			138
	Settlements and curtailments	—				—			(5		)	(80		)	—			(7		)	—			—
	Benefits paid	(923		)		(871		)	(68		)	(80		)	(226		)	(217		)	(248		)	(237		)
	Federal subsidy on benefits paid	n/a				n/a			n/a			n/a			n/a			n/a			16			15
	Foreign currency exchange rate changes	n/a				n/a			(161		)	33			n/a			n/a			n/a			n/a
	Fair value, December 31	$	18,614			$	18,276		$	2,564		$	2,457		$	2,927		$	2,720		$	28		$	72
	Change in projected benefit obligation
	Projected benefit obligation, January 1	$	14,145			$	15,655		$	2,580		$	2,460		$	3,070		$	3,334		$	1,356		$	1,574
	Service cost	—				—			29			32			1			1			8			9
	Interest cost	665				623			109			98			133			120			58			54
	Plan participant contributions	—				—			1			1			—			—			129			138
	Plan amendments	—				—			1			2			—			—			—			—
	Settlements and curtailments	—				17			(6		)	(116		)	—			(7		)	—			—
	Actuarial loss (gain)	1,621				(1,279		)	208			156			351			(161		)	29			(197		)
	Benefits paid	(923		)		(871		)	(68		)	(80		)	(226		)	(217		)	(248		)	(237		)
	Federal subsidy on benefits paid	n/a				n/a			n/a			n/a			n/a			n/a			16			15
	Foreign currency exchange rate changes	n/a				n/a			(166		)	27			n/a			n/a			(2		)	—
	Projected benefit obligation, December 31	$	15,508			$	14,145		$	2,688		$	2,580		$	3,329		$	3,070		$	1,346		$	1,356
	Amount recognized, December 31	$	3,106			$	4,131		$	(124	)	$	(123	)	$	(402	)	$	(350	)	$	(1,318	)	$	(1,284	)
	Funded status, December 31
	Accumulated benefit obligation	$	15,508			$	14,145		$	2,582		$	2,463		$	3,329		$	3,067		n/a			n/a
	Overfunded (unfunded) status of ABO	3,106				4,131			(18		)	(6		)	(402		)	(347		)	n/a			n/a
	Provision for future salaries	—				—			106			117			—			3			n/a			n/a
	Projected benefit obligation	15,508				14,145			2,688			2,580			3,329			3,070			$	1,346		$	1,356
	Weighted-average assumptions, December 31
	Discount rate	4.12		%		4.85		%	3.56		%	4.3		%	3.8		%	4.55		%	3.75		%	4.5		%
	Rate of compensation increase	n/a				n/a			4.7			4.91			4			4			n/a			n/a
	(1)	The measurement date for the Qualified Pension Plan, Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans was December 31 of each year reported.
	n/a =ot applicable
Schedule of Amounts Recognized in Balance Sheet	Amounts recognized on the Consolidated Balance Sheet at December 31, 2014 and 2013 are presented in the table below.
	Amounts Recognized on Consolidated Balance Sheet
		Qualified							Non-U.S.						Nonqualified						Postretirement
		Pension Plan							Pension Plans						and Other						Health and Life
															Pension Plans						Plans
	(Dollars in millions)	2014				2013			2014			2013			2014			2013			2014			2013
	Other assets	$	3,106			$	4,131		$	252		$	205		$	786		$	777		$	—		$	—
	Accrued expenses and other liabilities	—				—			(376		)	(328		)	(1,188		)	(1,127		)	(1,318		)	(1,284		)
	Net amount recognized at December 31	$	3,106			$	4,131		$	(124	)	$	(123	)	$	(402	)	$	(350	)	$	(1,318	)	$	(1,284	)
Schedule of Accumulated Benefit Obligations in Excess of Fair Value of Plan Assets	Pension Plans with ABO and PBO in excess of plan assets as of December 31, 2014 and 2013 are presented in the table below. For the non-qualified plans not subject to ERISA or non-U.S. pension plans, funding strategies vary due to legal requirements and local practices.
	Plans with ABO and PBO in Excess of Plan Assets
		Non-U.S.							Nonqualified
		Pension Plans							and Other
									Pension Plans
	(Dollars in millions)	2014				2013			2014			2013
	Plans with ABO in excess of plan assets
	PBO	$	583			$	617		$	1,190		$	1,129
	ABO	563				606			1,190			1,126
	Fair value of plan assets	206				290			2			2
	Plans with PBO in excess of plan assets
	PBO	$	583			$	720		$	1,190		$	1,129
	Fair value of plan assets	206				392			2			2
Schedule of Benefit Obligations in Excess of Fair Value of Plan Assets	Pension Plans with ABO and PBO in excess of plan assets as of December 31, 2014 and 2013 are presented in the table below. For the non-qualified plans not subject to ERISA or non-U.S. pension plans, funding strategies vary due to legal requirements and local practices.
	Plans with ABO and PBO in Excess of Plan Assets
		Non-U.S.							Nonqualified
		Pension Plans							and Other
									Pension Plans
	(Dollars in millions)	2014				2013			2014			2013
	Plans with ABO in excess of plan assets
	PBO	$	583			$	617		$	1,190		$	1,129
	ABO	563				606			1,190			1,126
	Fair value of plan assets	206				290			2			2
	Plans with PBO in excess of plan assets
	PBO	$	583			$	720		$	1,190		$	1,129
	Fair value of plan assets	206				392			2			2
Schedule of Net Benefit Costs	Net periodic benefit cost of the Corporation’s plans for 2014, 2013 and 2012 included the following components.
	Components of Net Periodic Benefit Cost
		Qualified Pension Plan										Non-U.S. Pension Plans
	(Dollars in millions)	2014				2013			2012			2014			2013			2012
	Components of net periodic benefit cost
	Service cost	$	—			$	—		$	236		$	29		$	32		$	40
	Interest cost	665				623			681			109			98			97
	Expected return on plan assets	(1,018		)		(1,024		)	(1,246		)	(137		)	(121		)	(137		)
	Amortization of prior service cost	—				—			9			1			—			—
	Amortization of net actuarial loss (gain)	111				242			469			3			2			(9		)
	Recognized loss (gain) due to settlements and curtailments	—				17			58			2			(7		)	—
	Net periodic benefit cost (income)	$	(242	)		$	(142	)	$	207		$	7		$	4		$	(9	)
	Weighted-average assumptions used to determine net cost for years ended December 31
	Discount rate	4.85		%		4		%	4.95		%	4.3		%	4.23		%	4.87		%
	Expected return on plan assets	6				6.5			8			5.52			5.5			6.65
	Rate of compensation increase	n/a				n/a			4			4.91			4.37			4.42
		Nonqualified and										Postretirement Health
		Other Pension Plans										and Life Plans
	(Dollars in millions)	2014				2013			2012			2014			2013			2012
	Components of net periodic benefit cost
	Service cost	$	1			$	1		$	1		$	8		$	9		$	13
	Interest cost	133				120			138			58			54			71
	Expected return on plan assets	(124		)		(109		)	(152		)	(4		)	(5		)	(8		)
	Amortization of transition obligation	—				—			—			—			—			32
	Amortization of prior service cost (credits)	—				—			(3		)	4			4			4
	Amortization of net actuarial loss (gain)	25				25			8			(89		)	(42		)	(38		)
	Recognized loss due to settlements and curtailments	—				2			—			—			6			—
	Net periodic benefit cost (income)	$	35			$	39		$	(8	)	$	(23	)	$	26		$	74
	Weighted-average assumptions used to determine net cost for years ended December 31
	Discount rate	4.55		%		3.65		%	4.65		%	4.5		%	3.65		%	4.65		%
	Expected return on plan assets	4.6				3.75			5.25			6			6.5			8
	Rate of compensation increase	4				4			4			n/a			n/a			n/a
	n/a =ot applicable
Schedule of Pretax Amounts Included in Accumulated OCI	Pretax amounts included in accumulated OCI for employee benefit plans at December 31, 2014 and 2013 are presented in the table below.
	Pretax Amounts included in Accumulated OCI
		Qualified							Non-U.S.						Nonqualified						Postretirement						Total
		Pension Plan							Pension Plans						and Other						Health and
															Pension Plans						Life Plans
	(Dollars in millions)	2014				2013			2014			2013			2014			2013			2014			2013			2014		2013
	Net actuarial loss (gain)	$	4,061			$	2,794		$	355		$	271		$	968		$	855		$	(56	)	$	(171	)	$	5,328	$	3,749
	Prior service cost (credits)	—				—			(9		)	(9		)	—			—			20			24			11		15
	Amounts recognized in accumulated OCI	$	4,061			$	2,794		$	346		$	262		$	968		$	855		$	(36	)	$	(147	)	$	5,339	$	3,764
Schedule of Pretax Amounts Recognized in OCI	Pretax amounts recognized in OCI for employee benefit plans in 2014 included the following components.
	Pretax Amounts Recognized in OCI in 2014
	(Dollars in millions)	Qualified				Non-U.S.			Nonqualified			Postretirement			Total
		Pension Plan				Pension Plans			and Other			Health and
									Pension Plans			Life Plans
	Current year actuarial loss	$	1,378			$	87		$	138		$	26		$	1,629
	Amortization of actuarial gain (loss)	(111		)		(3		)	(25		)	89			(50		)
	Current year prior service cost	—				1			—			—			1
	Amortization of prior service cost	—				(1		)	—			(4		)	(5		)
	Amounts recognized in OCI	$	1,267			$	84		$	113		$	111		$	1,575
Schedule of Estimated Pretax Amounts Amortized from Accumulated OCI into Period Cost	The estimated pretax amounts that will be amortized from accumulated OCI into expense in 2015 are presented in the table below.
	Estimated Pretax Amounts Amortized from Accumulated OCI into Period Cost in 2015
	(Dollars in millions)	Qualified				Non-U.S.			Nonqualified			Postretirement			Total
		Pension Plan				Pension Plans			and Other			Health and
									Pension Plans			Life Plans
	Net actuarial loss (gain)	$	166			$	6		$	34		$	(34	)	$	172
	Prior service cost	—				1			—			4			5
	Total amounts amortized from accumulated OCI	$	166			$	7		$	34		$	(30	)	$	177
Schedule of Allocation of Plan Assets	Combined plan investment assets measured at fair value by level and in total at December 31, 2014 and 2013 are summarized in the Fair Value Measurements table.
	Fair Value Measurements
		December 31, 2014
	(Dollars in millions)	Level 1				Level 2			Level 3			Total
	Cash and short-term investments
	Money market and interest-bearing cash	$	3,814			$	—		$	—		$	3,814
	Cash and cash equivalent commingled/mutual funds	—				4			—			4
	Fixed income
	U.S. government and government agency securities	2,004				2,151			11			4,166
	Corporate debt securities	—				1,454			—			1,454
	Asset-backed securities	—				1,930			—			1,930
	Non-U.S. debt securities	627				487			—			1,114
	Fixed income commingled/mutual funds	101				1,397			—			1,498
	Equity
	Common and preferred equity securities	6,628				—			—			6,628
	Equity commingled/mutual funds	16				1,817			—			1,833
	Public real estate investment trusts	124				—			—			124
	Real estate
	Private real estate	—				—			127			127
	Real estate commingled/mutual funds	—				4			632			636
	Limited partnerships	—				122			65			187
	Other investments (1)	1				490			127			618
	Total plan investment assets, at fair value	$	13,315			$	9,856		$	962		$	24,133
		December 31, 2013
	Cash and short-term investments
	Money market and interest-bearing cash	$	2,586			$	—		$	—		$	2,586
	Cash and cash equivalent commingled/mutual funds	—				223			—			223
	Fixed income
	U.S. government and government agency securities	1,590				2,245			12			3,847
	Corporate debt securities	—				1,233			—			1,233
	Asset-backed securities	—				1,455			—			1,455
	Non-U.S. debt securities	547				502			6			1,055
	Fixed income commingled/mutual funds	89				1,279			—			1,368
	Equity
	Common and preferred equity securities	7,463				—			—			7,463
	Equity commingled/mutual funds	213				2,308			—			2,521
	Public real estate investment trusts	127				—			—			127
	Real estate
	Private real estate	—				—			119			119
	Real estate commingled/mutual funds	—				7			462			469
	Limited partnerships	—				117			145			262
	Other investments (1)	—				662			135			797
	Total plan investment assets, at fair value	$	12,615			$	10,031		$	879		$	23,525
	(1)	Other investments include interest rate swaps of $297 million and $435 million, participant loans of $78 million and $87 million, commodity and balanced funds of $178 million and $229 million and other various investments of $65 million and $46 million at December 31, 2014 and 2013.
	The target allocations for 2015 by asset category for the Qualified Pension Plan, Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans are presented in the table below.
	2015 Target Allocation
		Percentage
	Asset Category	Qualified	Non-U.S.	Nonqualified	Postretirement
		Pension Plan	Pension Plans	and Other	Health and Life
				Pension Plans	Plans
	Equity securities	30 - 60	Oct-35	0 - 5	0 - 20
	Debt securities	40 - 70	40 - 80	95 - 100	70 - 100
	Real estate	0 - 10	0 - 15	0 - 5	0 - 5
	Other	0 - 5	0 - 15	0 - 5	0 - 5
Schedule of Changes in Fair Value of Plan Assets	The Level 3 Fair Value Measurements table presents a reconciliation of all plan investment assets measured at fair value using significant unobservable inputs (Level 3) during 2014, 2013 and 2012.
	Level 3 Fair Value Measurements
		2014
	(Dollars in millions)	Balance				Actual Return on			Purchases			Sales and Settlements			Transfers into/			Balance
		January 1				Plan Assets Still									(out of) Level 3			December 31
						Held at the
						Reporting Date
	Fixed income
	U.S. government and government agency securities	$	12			$	—		$	—		$	(1	)	$	—		$	11
	Non-U.S. debt securities	6				—			—			(2		)	(4		)	—
	Real estate
	Private real estate	119				5			5			(2		)	—			127
	Real estate commingled/mutual funds	462				20			150			—			—			632
	Limited partnerships	145				5			3			(88		)	—			65
	Other investments	135				1			1			(10		)	—			127
	Total	$	879			$	31		$	159		$	(103	)	$	(4	)	$	962
		2013
	Fixed income
	U.S. government and government agency securities	$	13			$	—		$	—		$	(1	)	$	—		$	12
	Non-U.S. debt securities	10				(2		)	—			(2		)	—			6
	Real estate
	Private real estate	110				4			7			(2		)	—			119
	Real estate commingled/mutual funds	324				15			123			—			—			462
	Limited partnerships	231				8			23			(89		)	(28		)	145
	Other investments	129				(6		)	13			(1		)	—			135
	Total	$	817			$	19		$	166		$	(95	)	$	(28	)	$	879
		2012
	Fixed income
	U.S. government and government agency securities	$	13			$	—		$	—		$	—		$	—		$	13
	Non-U.S. debt securities	10				(1		)	1			(1		)	1			10
	Real estate
	Private real estate	113				(2		)	2			(3		)	—			110
	Real estate commingled/mutual funds	249				13			62			—			—			324
	Limited partnerships	232				8			11			(20		)	—			231
	Other investments	122				7			4			(4		)	—			129
	Total	$	739			$	25		$	80		$	(28	)	$	1		$	817
Schedule of Expected Benefit Payments	Benefit payments projected to be made from the Qualified Pension Plan, Non-U.S. Pension Plans, Nonqualified and Other Pension Plans, and Postretirement Health and Life Plans are presented in the table below.
	Projected Benefit Payments
												Postretirement Health and Life Plans
	(Dollars in millions)	Qualified				Non-U.S.			Nonqualified			Net Payments (3)			Medicare
		Pension Plan (1)				Pension Plans (2)			and Other						Subsidy
									Pension Plans (2)
	2015	$	921			$	55		$	244		$	130		$	14
	2016	908				58			241			126			14
	2017	900				62			242			122			14
	2018	899				65			239			117			13
	2019	895				72			236			111			13
	2020 – 2024	4,407				449			1,136			495			58
	(1)	Benefit payments expected to be made from the plan’s assets.
	(2)	Benefit payments expected to be made from a combination of the plans’ and the Corporation’s assets.
	(3)	Benefit payments (net of retiree contributions) expected to be made from a combination of the plans’ and the Corporation’s assets.

Stockbased_Compensation_Plans_

Stock-based Compensation Plans (Tables)	12 Months Ended
	Dec. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Schedule of Share-based Compensation, Restricted Stock and Restricted Stock Units Activity	The table below presents the status at December 31, 2014 of the cash-settled RSUs granted under the Key Associate Stock Plan and changes during 2014.
	Cash-settled Restricted Units
		Units
	Outstanding at January 1, 2014	359,928,869
	Granted	130,956,173
	Vested	(162,061,256	)
	Canceled	(11,867,351	)
	Outstanding at December 31, 2014	316,956,435
	The table below presents the status at December 31, 2014 of the share-settled restricted stock/units and changes during 2014.
	Stock-settled Restricted Stock/Units
		Shares/Units		Weighted-
				average Grant Date Fair Value
	Outstanding at January 1, 2014	71,202,751		$	12.05
	Granted	2,064,195		16.63
	Vested	(42,209,408	)	14.27
	Canceled	(1,174,769	)	10.45
	Outstanding at December 31, 2014	29,882,769		$	9.3
Schedule of Share-based Compensation, Stock Options, Activity	The table below presents the status of all option plans at December 31, 2014 and changes during 2014.
	Stock Options
		Options		Weighted-
				average
				Exercise Price
	Outstanding at January 1, 2014	122,168,691		$	48.23
	Forfeited	(34,081,637	)	46.32
	Outstanding at December 31, 2014	88,087,054		48.96
	Options vested and exercisable at December 31, 2014	88,087,054		48.96

Income_Taxes_Tables

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2014
Income Tax Disclosure [Abstract]
Schedule of Components of Income Tax Expense (Benefit)	The components of income tax expense (benefit) for 2014, 2013 and 2012 are presented in the table below.
	Income Tax Expense (Benefit)
	(Dollars in millions)	2014			2013				2012
	Current income tax expense
	U.S. federal	$	443		$	180			$	458
	U.S. state and local	340			786				592
	Non-U.S.	513			513				569
	Total current expense	1,296			1,479				1,619
	Deferred income tax expense (benefit)
	U.S. federal	583			2,056				(3,433		)
	U.S. state and local	85			(94		)		(55		)
	Non-U.S.	58			1,300				753
	Total deferred expense (benefit)	726			3,262				(2,735		)
	Total income tax expense (benefit)	$	2,022		$	4,741			$	(1,116	)
Schedule of Effective Income Tax Rate Reconciliation	A reconciliation of the expected U.S. federal income tax expense, calculated by applying the federal statutory tax rate of 35 percent, to the Corporation’s actual income tax expense (benefit), and the effective tax rates for 2014, 2013 and 2012 are presented in the table below.
	Reconciliation of Income Tax Expense (Benefit)
		2014						2013						2012
	(Dollars in millions)	Amount			Percent			Amount				Percent		Amount			Percent
	Expected U.S. federal income tax expense	$	2,399		35	%		$	5,660			35	%	$	1,075		35	%
	Increase (decrease) in taxes resulting from:				(0.001	)%						(0.001	)%				(0.001	)%
	State tax expense, net of federal benefit	276			4			450				2.8		349			11.4
	Affordable housing credits/other credits	(950		)	(13.8	)		(863		)		(5.3	)	(783		)	(25.5	)
	Changes in prior period UTBs, including interest	(741		)	(10.8	)		(255		)		(1.6	)	(198		)	(6.4	)
	Tax-exempt income, including dividends	(533		)	(7.8	)		(524		)		(3.2	)	(576		)	(18.8	)
	Non-U.S. tax rate differential (1)	(507		)	(7.4	)		(940		)		(5.8	)	(1,968		)	(64.1	)
	Nondeductible expenses	1,982			28.9			104				0.6		231			7.5
	Leveraged lease tax differential	53			0.8			26				0.2		83			2.7
	Non-U.S. statutory rate reductions	—			—			1,133				7		788			25.7
	Other	43			0.6			(50		)		(0.4	)	(117		)	(3.8	)
	Total income tax expense (benefit)	$	2,022		29.5	%		$	4,741			29.3	%	$	(1,116	)	(36.3	)%
	(1)	Includes in 2012, a $1.7 billion income tax benefit attributable to the excess of foreign tax credits recognized in the U.S. upon repatriation of the earnings of certain non-U.S. subsidiaries over the related U.S. tax liability.
Reconciliation of Change in Unrecognized Tax Benefits	The reconciliation of the beginning unrecognized tax benefits (UTB) balance to the ending balance is presented in the table below.
	Reconciliation of the Change in Unrecognized Tax Benefits
	(Dollars in millions)	2014			2013				2012
	Balance, January 1	$	3,068		$	3,677			$	4,203
	Increases related to positions taken during the current year	75			98				352
	Increases related to positions taken during prior years (1)	519			254				142
	Decreases related to positions taken during prior years (1)	(973		)	(508		)		(711		)
	Settlements	(1,594		)	(448		)		(205		)
	Expiration of statute of limitations	(27		)	(5		)		(104		)
	Balance, December 31	$	1,068		$	3,068			$	3,677
	(1)	The sum per year of positions taken during prior years differs from the $741 million, $255 million and $198 million in the Reconciliation of Income Tax Expense (Benefit) table due to temporary items, state items and jurisdictional offsets, as well as the inclusion of interest in the Reconciliation of Income Tax Expense (Benefit) table.
Summary of Income Tax Examinations	The Tax Examination Status table summarizes the status of significant examinations (U.S. federal unless otherwise noted) for the Corporation and various subsidiaries as of December 31, 2014.
	Tax Examination Status
		Years under		Status at December 31 2014
		Examination
	U.S. (1)	2010 – 2011		IRS Appeals
	U.S.	2012 – 2013		Field examination
	New York	2008 – 2012		Field examination
	U.K.	2012		Field examination
	(1)	Field examination completed during 2014. The Corporation filed a protest related to certain adjustments with the IRS administrative appeals division.
Schedule of Deferred Tax Assets and Liabilities	Significant components of the Corporation’s net deferred tax assets and liabilities at December 31, 2014 and 2013 are presented in the table below.
	Deferred Tax Assets and Liabilities
		31-Dec
	(Dollars in millions)	2014			2013
	Deferred tax assets
	Net operating loss carryforwards	$	9,787		$	10,967
	Accrued expenses	5,916			6,749
	Tax credit carryforwards	5,614			9,689
	Security, loan and debt valuations	5,190			4,264
	Allowance for credit losses	5,047			6,100
	Employee compensation and retirement benefits	3,665			2,729
	State income taxes	2,034			2,643
	Available-for-sale securities	—			1,918
	Other	1,688			722
	Gross deferred tax assets	38,941			45,781
	Valuation allowance	(1,111		)	(1,940		)
	Total deferred tax assets, net of valuation allowance	37,830			43,841
	Deferred tax liabilities
	Equipment lease financing	2,880			3,106
	Intangibles	1,349			1,529
	Mortgage servicing rights	1,041			1,547
	Available-for-sale securities	828			—
	Fee income	816			798
	Long-term borrowings	587			3,033
	Other	2,075			1,472
	Gross deferred tax liabilities	9,576			11,485
	Net deferred tax assets	$	28,254		$	32,356
Deferred Tax Assets And Related Valuation Allowances Recognized For Net Operating And Other Loss Carryforwards And Tax Credit Carryforwards	The table below summarizes the deferred tax assets and related valuation allowances recognized for the net operating loss (NOL) and tax credit carryforwards at December 31, 2014.
	Net Operating Loss and Tax Credit Carryforward Deferred Tax Assets
	(Dollars in millions)	Deferred			Valuation				Net				First Year
		Tax Asset			Allowance				Deferred				Expiring
									Tax Asset
	Net operating losses – U.S.	$	3,065		$	—			$	3,065			After 2027
	Net operating losses – U.K.	6,276			—				6,276				None (1)
	Net operating losses – other non-U.S.	446			(316		)		130				Various
	Net operating losses – U.S. states (2)	1,168			(460		)		708				Various
	General business credits	3,383			—				3,383				After 2029
	Foreign tax credits	2,231			(68		)		2,163				After 2022
	(1)	The U.K. net operating losses may be carried forward indefinitely.
	(2)	The net operating losses and related valuation allowances for U.S. states before considering the benefit of federal deductions were $1.8 billion and $708 million.
Summary of Tax Credit Carryforwards	The table below summarizes the deferred tax assets and related valuation allowances recognized for the net operating loss (NOL) and tax credit carryforwards at December 31, 2014.
	Net Operating Loss and Tax Credit Carryforward Deferred Tax Assets
	(Dollars in millions)	Deferred			Valuation				Net				First Year
		Tax Asset			Allowance				Deferred				Expiring
									Tax Asset
	Net operating losses – U.S.	$	3,065		$	—			$	3,065			After 2027
	Net operating losses – U.K.	6,276			—				6,276				None (1)
	Net operating losses – other non-U.S.	446			(316		)		130				Various
	Net operating losses – U.S. states (2)	1,168			(460		)		708				Various
	General business credits	3,383			—				3,383				After 2029
	Foreign tax credits	2,231			(68		)		2,163				After 2022
	(1)	The U.K. net operating losses may be carried forward indefinitely.
	(2)	The net operating losses and related valuation allowances for U.S. states before considering the benefit of federal deductions were $1.8 billion and $708 million.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Assets and Liabilities Carried at Fair Value on a Recurring Basis	Assets and liabilities carried at fair value on a recurring basis at December 31, 2014 and 2013, including financial instruments which the Corporation accounts for under the fair value option, are summarized in the following tables.
		December 31, 2014
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting Adjustments (1)				Assets/Liabilities at Fair Value
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	—			$	62,182			$	—			$	—			$	62,182
	Trading account assets:
	U.S. government and agency securities (2)	33,470				17,549				—				—				51,019
	Corporate securities, trading loans and other	243				31,699				3,270				—				35,212
	Equity securities	33,518				22,488				352				—				56,358
	Non-U.S. sovereign debt	20,348				15,332				574				—				36,254
	Mortgage trading loans and ABS	—				10,879				2,063				—				12,942
	Total trading account assets	87,579				97,947				6,259				—				191,785
	Derivative assets (3)	4,957				972,977				6,851				(932,103		)		52,682
	AFS debt securities:
	U.S. Treasury and agency securities	67,413				2,182				—				—				69,595
	Mortgage-backed securities:
	Agency	—				165,039				—				—				165,039
	Agency-collateralized mortgage obligations	—				14,248				—				—				14,248
	Non-agency residential	—				4,175				279				—				4,454
	Commercial	—				4,000				—				—				4,000
	Non-U.S. securities	3,191				3,029				10				—				6,230
	Corporate/Agency bonds	—				368				—				—				368
	Other taxable securities	20				9,104				1,667				—				10,791
	Tax-exempt securities	—				8,950				599				—				9,549
	Total AFS debt securities	70,624				211,095				2,555				—				284,274
	Other debt securities carried at fair value:
	U.S. Treasury and agency securities	1,541				—				—				—				1,541
	Mortgage-backed securities:
	Agency	—				15,704				—				—				15,704
	Non-agency residential	—				3,745				—				—				3,745
	Non-U.S. securities	13,270				1,862				—				—				15,132
	Other taxable securities	—				299				—				—				299
	Total other debt securities carried at fair value	14,811				21,610				—				—				36,421
	Loans and leases	—				6,698				1,983				—				8,681
	Mortgage servicing rights	—				—				3,530				—				3,530
	Loans held-for-sale	—				6,628				173				—				6,801
	Other assets	11,581				1,381				911				—				13,873
	Total assets (4)	$	189,552			$	1,380,518			$	22,262			$	(932,103	)		$	660,229
	Liabilities
	Interest-bearing deposits in U.S. offices	$	—			$	1,469			$	—			$	—			$	1,469
	Federal funds purchased and securities loaned or sold under agreements to repurchase	—				35,357				—				—				35,357
	Trading account liabilities:
	U.S. government and agency securities	18,514				446				—				—				18,960
	Equity securities	24,679				3,670				—				—				28,349
	Non-U.S. sovereign debt	16,089				3,625				—				—				19,714
	Corporate securities and other	189				6,944				36				—				7,169
	Total trading account liabilities	59,471				14,685				36				—				74,192
	Derivative liabilities (3)	4,493				969,502				7,771				(934,857		)		46,909
	Short-term borrowings	—				2,697				—				—				2,697
	Accrued expenses and other liabilities	10,795				1,250				10				—				12,055
	Long-term debt	—				34,042				2,362				—				36,404
	Total liabilities (4)	$	74,759			$	1,059,002			$	10,179			$	(934,857	)		$	209,083
	(1)	Amounts represent the impact of legally enforceable master netting agreements and also cash collateral held or placed with the same counterparties.
	(2)	Includes $17.2 billion of government-sponsored enterprise obligations.
	(3)	For further disaggregation of derivative assets and liabilities, see Note 2 – Derivatives.
	(4)	During 2014, the Corporation reclassified certain assets and liabilities within its fair value hierarchy based on a review of its inputs used to measure fair value. Accordingly, approximately $4.1 billion of assets related to U.S. government and agency securities, non-U.S. government securities and equity derivatives, and $570 million of liabilities related to equity derivatives were transferred from Level 1 to Level 2.
		December 31, 2013
		Fair Value Measurements
	(Dollars in millions)	Level 1				Level 2				Level 3				Netting Adjustments (1)				Assets/Liabilities at Fair Value
	Assets
	Federal funds sold and securities borrowed or purchased under agreements to resell	$	—			$	68,656			$	—			$	—			$	68,656
	Trading account assets:
	U.S. government and agency securities (2)	34,222				14,625				—				—				48,847
Corporate securities, trading loans and other	1,147				27,746				3,559				—				32,452
Equity securities	41,324				22,741				386				—				64,451
Non-U.S. sovereign debt	24,357				12,399				468				—				37,224
Mortgage trading loans and ABS	—				13,388				4,631				—				18,019
Total trading account assets	101,050				90,899				9,044				—				200,993
Derivative assets (3)	2,374				910,602				7,277				(872,758		)		47,495
AFS debt securities:
U.S. Treasury and agency securities	6,591				2,363				—				—				8,954
Mortgage-backed securities:
Agency	—				164,935				—				—				164,935
Agency-collateralized mortgage obligations	—				22,492				—				—				22,492
Non-agency residential	—				6,239				—				—				6,239
Commercial	—				2,480				—				—				2,480
Non-U.S. securities	3,698				3,415				107				—				7,220
Corporate/Agency bonds	—				873				—				—				873
Other taxable securities	20				12,963				3,847				—				16,830
Tax-exempt securities	—				5,122				806				—				5,928
Total AFS debt securities	10,309				220,882				4,760				—				235,951
Other debt securities carried at fair value:
U.S. Treasury and agency securities	4,062				—				—				—				4,062
Mortgage-backed securities:
Agency	—				16,500				—				—				16,500
Agency-collateralized mortgage obligations	—				218				—				—				218
Commercial	—				749				—				—				749
Non-U.S. securities	7,457				3,858				—				—				11,315
Total other debt securities carried at fair value	11,519				21,325				—				—				32,844
Loans and leases	—				6,985				3,057				—				10,042
Mortgage servicing rights	—				—				5,042				—				5,042
Loans held-for-sale	—				5,727				929				—				6,656
Other assets	14,474				1,912				1,669				—				18,055
Total assets (4)	$	139,726			$	1,326,988			$	31,778			$	(872,758	)		$	625,734
Liabilities
Interest-bearing deposits in U.S. offices	$	—			$	1,899			$	—			$	—			$	1,899
Federal funds purchased and securities loaned or sold under agreements to repurchase	—				26,500				—				—				26,500
Trading account liabilities:
U.S. government and agency securities	26,915				348				—				—				27,263
Equity securities	23,874				3,711				—				—				27,585
Non-U.S. sovereign debt	20,755				1,387				—				—				22,142
Corporate securities and other	518				5,926				35				—				6,479
Total trading account liabilities	72,062				11,372				35				—				83,469
Derivative liabilities (3)	1,968				896,907				7,501				(868,969		)		37,407
Short-term borrowings	—				1,520				—				—				1,520
Accrued expenses and other liabilities	10,130				1,093				10				—				11,233
Long-term debt	—				45,045				1,990				—				47,035
Total liabilities (4)	$	84,160			$	984,336			$	9,536			$	(868,969	)		$	209,063
(1)	Amounts represent the impact of legally enforceable master netting agreements and also cash collateral held or placed with the same counterparties.
(2)	Includes $15.6 billion of government-sponsored enterprise obligations.
(3)	For further disaggregation of derivative assets and liabilities, see Note 2 – Derivatives.
(4)	During 2013, $500 million of other assets were transferred from Level 1 to Level 2 primarily due to a restriction that became effective for a private equity investment that was subsequently sold once the restriction was lifted.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation	The following tables present a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during 2014, 2013 and 2012, including net realized and unrealized gains (losses) included in earnings and accumulated OCI.
	Level 3 – Fair Value Measurements (1)
		2014
											Gross
	(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross			Gross			Balance
		1-Jan			(Losses)			(Losses)															Transfers			Transfers			31-Dec
		2014			in Earnings			in OCI															into			out of			2014
																							Level 3			Level 3
	Trading account assets:
	U.S. government and agency securities	$	—		$	—		$	—		$	87		$	(87	)	$	—		$	—		$	—		$	—		$	—
	Corporate securities, trading loans and other	3,559			180			—			1,675			(857		)	—			(938		)	1,275			(1,624		)	3,270
	Equity securities	386			—			—			104			(86		)	—			(16		)	146			(182		)	352
	Non-U.S. sovereign debt	468			30			—			120			(34		)	—			(19		)	11			(2		)	574
	Mortgage trading loans and ABS	4,631			199			—			1,643			(1,259		)	—			(585		)	39			(2,605		)	2,063
	Total trading account assets	9,044			409			—			3,629			(2,323		)	—			(1,558		)	1,471			(4,413		)	6,259
	Net derivative assets (2)	(224		)	463			—			823			(1,738		)	—			(432		)	28			160			(920		)
	AFS debt securities:
	Non-agency residential MBS	—			(2		)	—			11			—			—			—			270			—			279
	Non-U.S. securities	107			(7		)	(11		)	241			—			—			(147		)	—			(173		)	10
	Corporate/Agency bonds	—			—			—			—			—			—			—			93			(93		)	—
	Other taxable securities	3,847			9			(8		)	154			—			—			(1,381		)	—			(954		)	1,667
	Tax-exempt securities	806			8			—			—			(16		)	—			(235		)	36			—			599
	Total AFS debt securities	4,760			8			(19		)	406			(16		)	—			(1,763		)	399			(1,220		)	2,555
	Loans and leases (3, 4)	3,057			69			—			—			(3		)	699			(1,591		)	25			(273		)	1,983
	Mortgage servicing rights (4)	5,042			(1,231		)	—			—			(61		)	707			(927		)	—			—			3,530
	Loans held-for-sale (3)	929			45			—			59			(725		)	23			(216		)	83			(25		)	173
	Other assets (5)	1,669			(98		)	—			—			(430		)	—			(245		)	39			(24		)	911
	Trading account liabilities – Corporate securities and other	(35		)	1			—			10			(13		)	—			—			(9		)	10			(36		)
	Accrued expenses and other liabilities (3)	(10		)	2			—			—			—			(3		)	—			—			1			(10		)
	Long-term debt (3)	(1,990		)	49			—			169			—			(615		)	540			(1,581		)	1,066			(2,362		)
	(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
	(2)	Net derivatives include derivative assets of $6.9 billion and derivative liabilities of $7.8 billion.
	(3)	Amounts represent instruments that are accounted for under the fair value option.
	(4)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
	(5)	Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
	Level 3 – Fair Value Measurements (1)
		2012
											Gross
	(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross Transfers			Gross Transfers			Balance
		January 1			(Losses)			(Losses)															into			out of			December 31
		2012			in Earnings			in OCI															Level 3			Level 3			2012
	Trading account assets:
	Corporate securities, trading loans and other (2)	$	6,880		$	195		$	—		$	2,798		$	(4,556	)	$	—		$	(1,077	)	$	436		$	(950	)	$	3,726
	Equity securities	544			31			—			201			(271		)	—			27			90			(77		)	545
	Non-U.S. sovereign debt	342			8			—			388			(359		)	—			(5		)	—			(21		)	353
	Mortgage trading loans and ABS (2)	3,689			215			—			2,574			(1,536		)	—			(678		)	844			(173		)	4,935
	Total trading account assets	11,455			449			—			5,961			(6,722		)	—			(1,733		)	1,370			(1,221		)	9,559
	Net derivative assets (3)	5,866			(221		)	—			893			(1,012		)	—			(3,328		)	(269		)	(461		)	1,468
	AFS debt securities:
	Mortgage-backed securities:
	Agency	37			—			—			—			—			—			(4		)	—			(33		)	—
	Non-agency residential	860			(69		)	19			—			(306		)	—			(2		)	—			(502		)	—
	Non-agency commercial	40			—			—			—			(24		)	—			(6		)	—			—			10
	Corporate/Agency bonds	162			(2		)	—			(2		)	—			—			(39		)	—			(27		)	92
	Other taxable securities	4,265			23			26			3,196			(28		)	—			(3,345		)	—			(209		)	3,928
	Tax-exempt securities	2,648			61			20			—			(133		)	—			(1,535		)	—			—			1,061
	Total AFS debt securities	8,012			13			65			3,194			(491		)	—			(4,931		)	—			(771		)	5,091
	Loans and leases (4, 5)	2,744			334			—			564			(1,520		)	—			(274		)	450			(11		)	2,287
	Mortgage servicing rights (5)	7,378			(430		)	—			—			(122		)	374			(1,484		)	—			—			5,716
	Loans held-for-sale (4)	3,387			352			—			794			(834		)	—			(414		)	80			(632		)	2,733
	Other assets (6)	4,235			(54		)	—			109			(1,039		)	270			(381		)	—			(11		)	3,129
	Trading account liabilities – Corporate securities and other	(114		)	4			—			116			(136		)	—			80			(68		)	54			(64		)
	Short-term borrowings (4)	—			—			—			—			—			(232		)	232			—			—			—
	Accrued expenses and other liabilities (4)	(14		)	(4		)	—			8			—			(9		)	—			—			4			(15		)
Long-term debt (4)	(2,943		)	(307		)	—			290			(33		)	(259		)	1,239			(2,040		)	1,752			(2,301		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	During 2012, approximately $900 million was reclassified from Trading account assets – Corporate securities, trading loans and other to Trading account assets – Mortgage trading loans and ABS. In the table above, this reclassification is presented as a sale of Trading account assets – Corporate securities, trading loans and other and as a purchase of Trading account assets – Mortgage trading loans and ABS.
(3)	Net derivatives include derivative assets of $8.1 billion and derivative liabilities of $6.6 billion.
(4)	Amounts represent instruments that are accounted for under the fair value option.
(5)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(6)	Other assets is primarily comprised of net monoline exposure to a single counterparty and private equity investments.
Level 3 – Fair Value Measurements (1)
	2013
										Gross
(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross			Gross			Balance
	January 1			(Losses)			(Losses)															Transfers			Transfers			December 31
	2013			in Earnings			in OCI															into			out of			2013
																						Level 3			Level 3
Trading account assets:
Corporate securities, trading loans and other	$	3,726		$	242		$	—		$	3,848		$	(3,110	)	$	59		$	(651	)	$	890		$	(1,445	)	$	3,559
Equity securities	545			74			—			96			(175		)	—			(100		)	70			(124		)	386
Non-U.S. sovereign debt	353			50			—			122			(18		)	—			(36		)	2			(5		)	468
Mortgage trading loans and ABS	4,935			53			—			2,514			(1,993		)	—			(868		)	20			(30		)	4,631
Total trading account assets	9,559			419			—			6,580			(5,296		)	59			(1,655		)	982			(1,604		)	9,044
Net derivative assets (2)	1,468			(304		)	—			824			(1,467		)	—			(1,362		)	(10		)	627			(224		)
AFS debt securities:
Commercial MBS	10			—			—			—			—			—			(10		)	—			—			—
Non-U.S. securities	—			5			2			1			(1		)	—			—			100			—			107
Corporate/Agency bonds	92			—			4			—			—			—			—			—			(96		)	—
Other taxable securities	3,928			9			15			1,055			—			—			(1,155		)	—			(5		)	3,847
Tax-exempt securities	1,061			3			19			—			—			—			(109		)	—			(168		)	806
Total AFS debt securities	5,091			17			40			1,056			(1		)	—			(1,274		)	100			(269		)	4,760
Loans and leases (3, 4)	2,287			98			—			310			(128		)	1,252			(757		)	19			(24		)	3,057
Mortgage servicing rights (4)	5,716			1,941			—			—			(2,044		)	472			(1,043		)	—			—			5,042
Loans held-for-sale (3)	2,733			62			—			8			(402		)	4			(1,507		)	34			(3		)	929
Other assets (5)	3,129			(288		)	—			46			(383		)	—			(1,019		)	239			(55		)	1,669
Trading account liabilities – Corporate securities and other	(64		)	10			—			43			(54		)	(5		)	—			(9		)	44			(35		)
Accrued expenses and other liabilities (3)	(15		)	30			—			—			—			(751		)	724			(1		)	3			(10		)
Long-term debt (3)	(2,301		)	13			—			358			(4		)	(172		)	258			(1,331		)	1,189			(1,990		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	Net derivatives include derivative assets of $7.3 billion and derivative liabilities of $7.5 billion.
(3)	Amounts represent instruments that are accounted for under the fair value option.
(4)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(5)	Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation
	Level 3 – Fair Value Measurements (1)
		2012
											Gross
	(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross Transfers			Gross Transfers			Balance
		January 1			(Losses)			(Losses)															into			out of			December 31
		2012			in Earnings			in OCI															Level 3			Level 3			2012
	Trading account assets:
	Corporate securities, trading loans and other (2)	$	6,880		$	195		$	—		$	2,798		$	(4,556	)	$	—		$	(1,077	)	$	436		$	(950	)	$	3,726
	Equity securities	544			31			—			201			(271		)	—			27			90			(77		)	545
	Non-U.S. sovereign debt	342			8			—			388			(359		)	—			(5		)	—			(21		)	353
	Mortgage trading loans and ABS (2)	3,689			215			—			2,574			(1,536		)	—			(678		)	844			(173		)	4,935
	Total trading account assets	11,455			449			—			5,961			(6,722		)	—			(1,733		)	1,370			(1,221		)	9,559
	Net derivative assets (3)	5,866			(221		)	—			893			(1,012		)	—			(3,328		)	(269		)	(461		)	1,468
	AFS debt securities:
	Mortgage-backed securities:
	Agency	37			—			—			—			—			—			(4		)	—			(33		)	—
	Non-agency residential	860			(69		)	19			—			(306		)	—			(2		)	—			(502		)	—
	Non-agency commercial	40			—			—			—			(24		)	—			(6		)	—			—			10
	Corporate/Agency bonds	162			(2		)	—			(2		)	—			—			(39		)	—			(27		)	92
	Other taxable securities	4,265			23			26			3,196			(28		)	—			(3,345		)	—			(209		)	3,928
	Tax-exempt securities	2,648			61			20			—			(133		)	—			(1,535		)	—			—			1,061
	Total AFS debt securities	8,012			13			65			3,194			(491		)	—			(4,931		)	—			(771		)	5,091
	Loans and leases (4, 5)	2,744			334			—			564			(1,520		)	—			(274		)	450			(11		)	2,287
	Mortgage servicing rights (5)	7,378			(430		)	—			—			(122		)	374			(1,484		)	—			—			5,716
	Loans held-for-sale (4)	3,387			352			—			794			(834		)	—			(414		)	80			(632		)	2,733
	Other assets (6)	4,235			(54		)	—			109			(1,039		)	270			(381		)	—			(11		)	3,129
	Trading account liabilities – Corporate securities and other	(114		)	4			—			116			(136		)	—			80			(68		)	54			(64		)
	Short-term borrowings (4)	—			—			—			—			—			(232		)	232			—			—			—
	Accrued expenses and other liabilities (4)	(14		)	(4		)	—			8			—			(9		)	—			—			4			(15		)
	Long-term debt (4)	(2,943		)	(307		)	—			290			(33		)	(259		)	1,239			(2,040		)	1,752			(2,301		)
	(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
	(2)	During 2012, approximately $900 million was reclassified from Trading account assets – Corporate securities, trading loans and other to Trading account assets – Mortgage trading loans and ABS. In the table above, this reclassification is presented as a sale of Trading account assets – Corporate securities, trading loans and other and as a purchase of Trading account assets – Mortgage trading loans and ABS.
	(3)	Net derivatives include derivative assets of $8.1 billion and derivative liabilities of $6.6 billion.
	(4)	Amounts represent instruments that are accounted for under the fair value option.
	(5)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
	(6)	Other assets is primarily comprised of net monoline exposure to a single counterparty and private equity investments.
	The following tables present a reconciliation of all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during 2014, 2013 and 2012, including net realized and unrealized gains (losses) included in earnings and accumulated OCI.
	Level 3 – Fair Value Measurements (1)
		2014
											Gross
	(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross			Gross			Balance
		1-Jan			(Losses)			(Losses)															Transfers			Transfers			31-Dec
		2014			in Earnings			in OCI															into			out of			2014
																							Level 3			Level 3
	Trading account assets:
	U.S. government and agency securities	$	—		$	—		$	—		$	87		$	(87	)	$	—		$	—		$	—		$	—		$	—
	Corporate securities, trading loans and other	3,559			180			—			1,675			(857		)	—			(938		)	1,275			(1,624		)	3,270
	Equity securities	386			—			—			104			(86		)	—			(16		)	146			(182		)	352
	Non-U.S. sovereign debt	468			30			—			120			(34		)	—			(19		)	11			(2		)	574
	Mortgage trading loans and ABS	4,631			199			—			1,643			(1,259		)	—			(585		)	39			(2,605		)	2,063
	Total trading account assets	9,044			409			—			3,629			(2,323		)	—			(1,558		)	1,471			(4,413		)	6,259
	Net derivative assets (2)	(224		)	463			—			823			(1,738		)	—			(432		)	28			160			(920		)
	AFS debt securities:
	Non-agency residential MBS	—			(2		)	—			11			—			—			—			270			—			279
	Non-U.S. securities	107			(7		)	(11		)	241			—			—			(147		)	—			(173		)	10
	Corporate/Agency bonds	—			—			—			—			—			—			—			93			(93		)	—
	Other taxable securities	3,847			9			(8		)	154			—			—			(1,381		)	—			(954		)	1,667
	Tax-exempt securities	806			8			—			—			(16		)	—			(235		)	36			—			599
	Total AFS debt securities	4,760			8			(19		)	406			(16		)	—			(1,763		)	399			(1,220		)	2,555
	Loans and leases (3, 4)	3,057			69			—			—			(3		)	699			(1,591		)	25			(273		)	1,983
	Mortgage servicing rights (4)	5,042			(1,231		)	—			—			(61		)	707			(927		)	—			—			3,530
	Loans held-for-sale (3)	929			45			—			59			(725		)	23			(216		)	83			(25		)	173
	Other assets (5)	1,669			(98		)	—			—			(430		)	—			(245		)	39			(24		)	911
Trading account liabilities – Corporate securities and other	(35		)	1			—			10			(13		)	—			—			(9		)	10			(36		)
Accrued expenses and other liabilities (3)	(10		)	2			—			—			—			(3		)	—			—			1			(10		)
Long-term debt (3)	(1,990		)	49			—			169			—			(615		)	540			(1,581		)	1,066			(2,362		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	Net derivatives include derivative assets of $6.9 billion and derivative liabilities of $7.8 billion.
(3)	Amounts represent instruments that are accounted for under the fair value option.
(4)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(5)	Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
Level 3 – Fair Value Measurements (1)
	2013
										Gross
(Dollars in millions)	Balance			Gains			Gains			Purchases			Sales			Issuances			Settlements			Gross			Gross			Balance
	January 1			(Losses)			(Losses)															Transfers			Transfers			December 31
	2013			in Earnings			in OCI															into			out of			2013
																						Level 3			Level 3
Trading account assets:
Corporate securities, trading loans and other	$	3,726		$	242		$	—		$	3,848		$	(3,110	)	$	59		$	(651	)	$	890		$	(1,445	)	$	3,559
Equity securities	545			74			—			96			(175		)	—			(100		)	70			(124		)	386
Non-U.S. sovereign debt	353			50			—			122			(18		)	—			(36		)	2			(5		)	468
Mortgage trading loans and ABS	4,935			53			—			2,514			(1,993		)	—			(868		)	20			(30		)	4,631
Total trading account assets	9,559			419			—			6,580			(5,296		)	59			(1,655		)	982			(1,604		)	9,044
Net derivative assets (2)	1,468			(304		)	—			824			(1,467		)	—			(1,362		)	(10		)	627			(224		)
AFS debt securities:
Commercial MBS	10			—			—			—			—			—			(10		)	—			—			—
Non-U.S. securities	—			5			2			1			(1		)	—			—			100			—			107
Corporate/Agency bonds	92			—			4			—			—			—			—			—			(96		)	—
Other taxable securities	3,928			9			15			1,055			—			—			(1,155		)	—			(5		)	3,847
Tax-exempt securities	1,061			3			19			—			—			—			(109		)	—			(168		)	806
Total AFS debt securities	5,091			17			40			1,056			(1		)	—			(1,274		)	100			(269		)	4,760
Loans and leases (3, 4)	2,287			98			—			310			(128		)	1,252			(757		)	19			(24		)	3,057
Mortgage servicing rights (4)	5,716			1,941			—			—			(2,044		)	472			(1,043		)	—			—			5,042
Loans held-for-sale (3)	2,733			62			—			8			(402		)	4			(1,507		)	34			(3		)	929
Other assets (5)	3,129			(288		)	—			46			(383		)	—			(1,019		)	239			(55		)	1,669
Trading account liabilities – Corporate securities and other	(64		)	10			—			43			(54		)	(5		)	—			(9		)	44			(35		)
Accrued expenses and other liabilities (3)	(15		)	30			—			—			—			(751		)	724			(1		)	3			(10		)
Long-term debt (3)	(2,301		)	13			—			358			(4		)	(172		)	258			(1,331		)	1,189			(1,990		)
(1)	Assets (liabilities). For assets, increase (decrease) to Level 3 and for liabilities, (increase) decrease to Level 3.
(2)	Net derivatives include derivative assets of $7.3 billion and derivative liabilities of $7.5 billion.
(3)	Amounts represent instruments that are accounted for under the fair value option.
(4)	Issuances represent loan originations and mortgage servicing rights retained following securitizations or whole-loan sales.
(5)	Other assets is primarily comprised of private equity investments and certain long-term fixed-rate margin loans that are accounted for under the fair value option.
Fair Value, Measured on Recurring Basis, Gain (Loss) Included in Earnings	The following tables summarize gains (losses) due to changes in fair value, including both realized and unrealized gains (losses), recorded in earnings for Level 3 assets and liabilities during 2014, 2013 and 2012. These amounts include gains (losses) on loans, LHFS, loan commitments and structured liabilities that are accounted for under the fair value option.
	Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings
		2014
	(Dollars in millions)	Trading				Mortgage				Other (2)				Total
		Account				Banking
		Profits				Income
		(Losses)				(Loss) (1)
	Trading account assets:
	Corporate securities, trading loans and other	$	180			$	—			$	—			$	180
	Non-U.S. sovereign debt	30				—				—				30
	Mortgage trading loans and ABS	199				—				—				199
	Total trading account assets	409				—				—				409
	Net derivative assets	(475		)		834				104				463
	AFS debt securities:
	Non-agency residential MBS	—				—				(2		)		(2		)
	Non-U.S. securities	—				—				(7		)		(7		)
	Other taxable securities	—				—				9				9
	Tax-exempt securities	—				—				8				8
	Total AFS debt securities	—				—				8				8
	Loans and leases (3)	—				—				69				69
	Mortgage servicing rights	(6		)		(1,225		)		—				(1,231		)
	Loans held-for-sale (3)	(14		)		—				59				45
	Other assets	—				(79		)		(19		)		(98		)
	Trading account liabilities – Corporate securities and other	1				—				—				1
	Accrued expenses and other liabilities (3)	—				—				2				2
	Long-term debt (3)	78				—				(29		)		49
	Total	$	(7	)		$	(470	)		$	194			$	(283	)
		2013
	Trading account assets:
	Corporate securities, trading loans and other	$	242			$	—			$	—			$	242
	Equity securities	74				—				—				74
	Non-U.S. sovereign debt	50				—				—				50
	Mortgage trading loans and ABS	53				—				—				53
	Total trading account assets	419				—				—				419
	Net derivative assets	(1,224		)		927				(7		)		(304		)
	AFS debt securities:
	Non-U.S. securities	—				—				5				5
	Other taxable securities	—				—				9				9
	Tax-exempt securities	—				—				3				3
	Total AFS debt securities	—				—				17				17
	Loans and leases (3)	—				(38		)		136				98
	Mortgage servicing rights	—				1,941				—				1,941
	Loans held-for-sale (3)	—				2				60				62
	Other assets	—				122				(410		)		(288		)
	Trading account liabilities – Corporate securities and other	10				—				—				10
	Accrued expenses and other liabilities (3)	—				30				—				30
	Long-term debt (3)	45				—				(32		)		13
	Total	$	(750	)		$	2,984			$	(236	)		$	1,998
	(1)	Mortgage banking income (loss) does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
	(2)	Amounts included are primarily recorded in other income (loss). Equity investment gains of $86 million and $77 million recorded on net derivative assets and other assets were also included for 2014 and 2013.
	(3)	Amounts represent instruments that are accounted for under the fair value option.
	Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings (continued)
		2012
	(Dollars in millions)	Trading				Mortgage				Other (2)				Total
		Account				Banking
		Profits				Income
		(Losses)				(Loss) (1)
	Trading account assets:
	Corporate securities, trading loans and other	$	195			$	—			$	—			$	195
	Equity securities	31				—				—				31
	Non-U.S. sovereign debt	8				—				—				8
	Mortgage trading loans and ABS	215				—				—				215
	Total trading account assets	449				—				—				449
	Net derivative assets	(3,208		)		2,987				—				(221		)
AFS debt securities:
Non-agency residential MBS	—				—				(69		)		(69		)
Corporate/Agency bonds	—				—				(2		)		(2		)
Other taxable securities	2				—				21				23
Tax-exempt securities	—				—				61				61
Total AFS debt securities	2				—				11				13
Loans and leases (3)	—				—				334				334
Mortgage servicing rights	—				(430		)		—				(430		)
Loans held-for-sale (3)	—				148				204				352
Other assets	—				(74		)		20				(54		)
Trading account liabilities – Corporate securities and other	4				—				—				4
Accrued expenses and other liabilities (3)	—				—				(4		)		(4		)
Long-term debt (3)	(133		)		—				(174		)		(307		)
Total	$	(2,886	)		$	2,631			$	391			$	136
(1)	Mortgage banking income (loss) does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
(2)	Amounts included are primarily recorded in other income (loss). Equity investment gains of $97 million recorded on other assets were also included for 2012.
(3)	Amounts represent instruments that are accounted for under the fair value option.
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at Reporting Date	The table below summarizes changes in unrealized gains (losses) recorded in earnings during 2014, 2013 and 2012 for Level 3 assets and liabilities that were still held at December 31, 2014, 2013 and 2012. These amounts include changes in fair value on loans, LHFS, loan commitments and structured liabilities that are accounted for under the fair value option.
	Level 3 – Changes in Unrealized Gains (Losses) Relating to Assets and Liabilities Still Held at Reporting Date
		2014
	(Dollars in millions)	Trading				Mortgage				Other (2)				Total
		Account				Banking
		Profits				Income
		(Losses)				(Loss) (1)
	Trading account assets:
	Corporate securities, trading loans and other	$	69			$	—			$	—			$	69
	Equity securities	(8		)		—				—				(8		)
	Non-U.S. sovereign debt	31				—				—				31
	Mortgage trading loans and ABS	79				—				—				79
	Total trading account assets	171				—				—				171
	Net derivative assets	(276		)		85				104				(87		)
	Loans and leases (3)	—				—				76				76
	Mortgage servicing rights	(6		)		(1,747		)		—				(1,753		)
	Loans held-for-sale (3)	(14		)		—				10				(4		)
	Other assets	—				(50		)		102				52
	Trading account liabilities – Corporate securities and other	1				—				—				1
	Accrued expenses and other liabilities (3)	—				—				1				1
	Long-term debt (3)	29				—				(37		)		(8		)
	Total	$	(95	)		$	(1,712	)		$	256			$	(1,551	)
		2013
	Trading account assets:
	Corporate securities, trading loans and other	$	(130	)		$	—			$	—			$	(130	)
	Equity securities	40				—				—				40
	Non-U.S. sovereign debt	80				—				—				80
	Mortgage trading loans and ABS	(174		)		—				—				(174		)
	Total trading account assets	(184		)		—				—				(184		)
	Net derivative assets	(1,375		)		42				(7		)		(1,340		)
	Loans and leases (3)	—				(34		)		152				118
	Mortgage servicing rights	—				1,541				—				1,541
	Loans held-for-sale (3)	—				6				57				63
	Other assets	—				166				14				180
	Long-term debt (3)	(4		)		—				(32		)		(36		)
	Total	$	(1,563	)		$	1,721			$	184			$	342
		2012
	Trading account assets:
	Corporate securities, trading loans and other	$	(19	)		$	—			$	—			$	(19	)
	Equity securities	17				—				—				17
	Non-U.S. sovereign debt	20				—				—				20
	Mortgage trading loans and ABS	36				—				—				36
	Total trading account assets	54				—				—				54
	Net derivative assets	(2,782		)		456				—				(2,326		)
	AFS debt securities – Other taxable securities	2				—				—				2
	Loans and leases (3)	—				—				214				214
	Mortgage servicing rights	—				(1,100		)		—				(1,100		)
	Loans held-for-sale (3)	—				112				168				280
	Other assets	—				(71		)		50				(21		)
	Trading account liabilities – Corporate securities and other	4				—				—				4
	Accrued expenses and other liabilities (3)	—				—				(2		)		(2		)
	Long-term debt (3)	(136		)		—				(173		)		(309		)
	Total	$	(2,858	)		$	(603	)		$	257			$	(3,204	)
	(1)	Mortgage banking income (loss) does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
	(2)	Amounts included are primarily recorded in other income (loss). Equity investment gains of $170 million and $53 million recorded on net derivative assets and other assets were included for 2014 and 2013, and gains of $141 million recorded on other assets were included for 2012.
	(3)	Amounts represent instruments that are accounted for under the fair value option.
Fair Value Inputs, Assets, Quantitative Information	The following tables present information about significant unobservable inputs related to the Corporation’s material categories of Level 3 financial assets and liabilities at December 31, 2014 and 2013.
	Quantitative Information about Level 3 Fair Value Measurements at December 31, 2014
	(Dollars in millions)					Inputs
	Financial Instrument	Fair			Valuation	Significant Unobservable	Ranges of		Weighted Average
		Value			Technique	Inputs	Inputs
	Loans and Securities (1)
	Instruments backed by residential real estate assets	$	2,030		Discounted cash flow, Market comparables	Yield	0% to 25%		6	%
	Trading account assets – Mortgage trading loans and ABS	483				Prepayment speed	0% to 35% CPR		14	%
	Loans and leases	1,374				Default rate	2% to 15% CDR		7	%
	Loans held-for-sale	173				Loss severity	26% to 100%		34	%
	Commercial loans, debt securities and other	$	7,203		Discounted cash flow, Market comparables	Yield	0% to 40%		9	%
	Trading account assets – Corporate securities, trading loans and other	3,224				Enterprise value/EBITDA multiple	0x to 30x		6x
	Trading account assets – Non-U.S. sovereign debt	574				Prepayment speed	1% to 30%		12	%
	Trading account assets – Mortgage trading loans and ABS	1,580				Default rate	1% to 5%		4	%
	AFS debt securities – Other taxable securities	1,216				Loss severity	25% to 40%		38	%
	Loans and leases	609				Duration	0 years to 5 years		3 years
						Price	$0 to $107		$76
	Auction rate securities	$	1,096		Discounted cash flow, Market comparables	Price	$60 to $100		$95
	Trading account assets – Corporate securities, trading loans and other	46
	AFS debt securities – Other taxable securities	451
	AFS debt securities – Tax-exempt securities	599
	Structured liabilities
	Long-term debt	$	(2,362	)	Industry standard derivative pricing (2, 3)	Equity correlation	20% to 98%		65	%
						Long-dated equity volatilities	6% to 69%		24	%
						Long-dated volatilities (IR)	0% to 2%		1	%
	Net derivative assets
	Credit derivatives	$	22		Discounted cash flow, Stochastic recovery correlation model	Yield	0% to 25%		14	%
						Upfront points	0 points to 100 points		65 points
						Spread to index	25 bps to 450 bps		119 bps
						Credit correlation	24% to 99%		51	%
						Prepayment speed	3% to 20% CPR		11	%
						Default rate	4% CDR		n/a
						Loss severity	35	%	n/a
	Equity derivatives	$	(1,560	)	Industry standard derivative pricing (2)	Equity correlation	20% to 98%		65	%
						Long-dated equity volatilities	6% to 69%		24	%
	Commodity derivatives	$	141		Discounted cash flow, Industry standard derivative pricing (2)	Natural gas forward price	$2/MMBtu to $7/MMBtu		$5/MMBtu
						Correlation	82% to 93%		90	%
						Volatilities	16% to 98%		35	%
	Interest rate derivatives	$	477		Industry standard derivative pricing (3)	Correlation (IR/IR)	11% to 99%		55	%
						Correlation (FX/IR)	-48% to 40%		-5	%
						Long-dated inflation rates	0% to 3%		1	%
						Long-dated inflation volatilities	0% to 2%		1	%
	Total net derivative assets	$	(920	)
	(1)	The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 107: Trading account assets – Corporate securities, trading loans and other of $3.3 billion, Trading account assets – Non-U.S. sovereign debt of $574 million, Trading account assets – Mortgage trading loans and ABS of $2.1 billion, AFS debt securities – Other taxable securities of $1.7 billion, AFS debt securities – Tax-exempt securities of $599 million, Loans and leases of $2.0 billion and LHFS of $173 million.
	(2)	Includes models such as Monte Carlo simulation and Black-Scholes.
	(3)	Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
	CPR =onstant Prepayment Rate
	CDR =onstant Default Rate
	EBITDA =arnings before interest, taxes, depreciation and amortization
	MMBtu =illion British thermal units
	IR =nterest Rate
	FX =oreign Exchange
	n/a =ot applicable
	Quantitative Information about Level 3 Fair Value Measurements at December 31, 2013
	(Dollars in millions)					Inputs
	Financial Instrument	Fair			Valuation	Significant Unobservable	Ranges of	Weighted Average
		Value			Technique	Inputs	Inputs
	Loans and Securities (1)
	Instruments backed by residential real estate assets	$	3,443		Discounted cash flow, Market comparables	Yield	2% to 25%	6	%
	Trading account assets – Mortgage trading loans and ABS	363				Prepayment speed	0% to 35% CPR	9	%
	Loans and leases	2,151				Default rate	1% to 20% CDR	6	%
	Loans held-for-sale	929				Loss severity	21% to 80%	35	%
	Commercial loans, debt securities and other	$	12,135		Discounted cash flow, Market comparables	Yield	0% to 45%	5	%
	Trading account assets – Corporate securities, trading loans and other	3,462				Enterprise value/EBITDA multiple	0x to 24x	7x
Trading account assets – Non-U.S. sovereign debt	468			Prepayment speed		5% to 40%	19	%
Trading account assets – Mortgage trading loans and ABS	4,268			Default rate		1% to 5%	4	%
AFS debt securities – Other taxable securities	3,031			Loss severity		25% to 42%	36	%
Loans and leases	906			Duration		1 year to 5 years	4 years
Auction rate securities	$	1,719		Discounted cash flow, Market comparables	Projected tender price/Refinancing level	60% to 100%	96	%
Trading account assets – Corporate securities, trading loans and other	97
AFS debt securities – Other taxable securities	816
AFS debt securities – Tax-exempt securities	806
Structured liabilities
Long-term debt	$	(1,990	)	Industry standard derivative pricing (2, 3)	Equity correlation	18% to 98%	70	%
					Long-dated equity volatilities	4% to 63%	27	%
					Long-dated volatilities (IR)	0% to 2%	1	%
Net derivative assets
Credit derivatives	$	808		Discounted cash flow, Stochastic recovery correlation model	Yield	3% to 25%	14	%
					Upfront points	0 points to 100 points	63 points
					Spread to index	-1,407 bps to 1,741 bps	91 bps
					Credit correlation	14% to 99%	47	%
					Prepayment speed	3% to 40% CPR	13	%
					Default rate	1% to 5% CDR	3	%
					Loss severity	20% to 42%	35	%
Equity derivatives	$	(1,596	)	Industry standard derivative pricing (2)	Equity correlation	18% to 98%	70	%
					Long-dated equity volatilities	4% to 63%	27	%
Commodity derivatives	$	6		Discounted cash flow, Industry standard derivative pricing (2)	Natural gas forward price	$3/MMBtu to $11/MMBtu	$6/MMBtu
					Correlation	47% to 89%	81	%
					Volatilities	9% to 109%	30	%
Interest rate derivatives	$	558		Industry standard derivative pricing (3)	Correlation (IR/IR)	24% to 99%	60	%
					Correlation (FX/IR)	-30% to 40%	-4	%
					Long-dated inflation rates	0% to 3%	2	%
					Long-dated inflation volatilities	0% to 2%	1	%
Total net derivative assets	$	(224	)
(1)	The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 108: Trading account assets – Corporate securities, trading loans and other of $3.6 billion, Trading account assets – Non-U.S. sovereign debt of $468 million, Trading account assets – Mortgage trading loans and ABS of $4.6 billion, AFS debt securities – Other taxable securities of $3.8 billion, AFS debt securities – Tax-exempt securities of $806 million, Loans and leases of $3.1 billion and LHFS of $929 million.
(2)	Includes models such as Monte Carlo simulation and Black-Scholes.
(3)	Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
CPR =onstant Prepayment Rate
CDR =onstant Default Rate
EBITDA =arnings before interest, taxes, depreciation and amortization
MMBtu =illion British thermal units
IR =nterest Rate
FX =oreign Exchange
Fair Value Inputs, Liabilities, Quantitative Information	The following tables present information about significant unobservable inputs related to the Corporation’s material categories of Level 3 financial assets and liabilities at December 31, 2014 and 2013.
	Quantitative Information about Level 3 Fair Value Measurements at December 31, 2014
	(Dollars in millions)					Inputs
	Financial Instrument	Fair			Valuation	Significant Unobservable	Ranges of		Weighted Average
		Value			Technique	Inputs	Inputs
	Loans and Securities (1)
	Instruments backed by residential real estate assets	$	2,030		Discounted cash flow, Market comparables	Yield	0% to 25%		6	%
	Trading account assets – Mortgage trading loans and ABS	483				Prepayment speed	0% to 35% CPR		14	%
	Loans and leases	1,374				Default rate	2% to 15% CDR		7	%
	Loans held-for-sale	173				Loss severity	26% to 100%		34	%
	Commercial loans, debt securities and other	$	7,203		Discounted cash flow, Market comparables	Yield	0% to 40%		9	%
	Trading account assets – Corporate securities, trading loans and other	3,224				Enterprise value/EBITDA multiple	0x to 30x		6x
	Trading account assets – Non-U.S. sovereign debt	574				Prepayment speed	1% to 30%		12	%
	Trading account assets – Mortgage trading loans and ABS	1,580				Default rate	1% to 5%		4	%
	AFS debt securities – Other taxable securities	1,216				Loss severity	25% to 40%		38	%
	Loans and leases	609				Duration	0 years to 5 years		3 years
						Price	$0 to $107		$76
	Auction rate securities	$	1,096		Discounted cash flow, Market comparables	Price	$60 to $100		$95
	Trading account assets – Corporate securities, trading loans and other	46
	AFS debt securities – Other taxable securities	451
	AFS debt securities – Tax-exempt securities	599
	Structured liabilities
	Long-term debt	$	(2,362	)	Industry standard derivative pricing (2, 3)	Equity correlation	20% to 98%		65	%
						Long-dated equity volatilities	6% to 69%		24	%
						Long-dated volatilities (IR)	0% to 2%		1	%
	Net derivative assets
	Credit derivatives	$	22		Discounted cash flow, Stochastic recovery correlation model	Yield	0% to 25%		14	%
						Upfront points	0 points to 100 points		65 points
						Spread to index	25 bps to 450 bps		119 bps
						Credit correlation	24% to 99%		51	%
						Prepayment speed	3% to 20% CPR		11	%
						Default rate	4% CDR		n/a
						Loss severity	35	%	n/a
	Equity derivatives	$	(1,560	)	Industry standard derivative pricing (2)	Equity correlation	20% to 98%		65	%
						Long-dated equity volatilities	6% to 69%		24	%
	Commodity derivatives	$	141		Discounted cash flow, Industry standard derivative pricing (2)	Natural gas forward price	$2/MMBtu to $7/MMBtu		$5/MMBtu
						Correlation	82% to 93%		90	%
						Volatilities	16% to 98%		35	%
	Interest rate derivatives	$	477		Industry standard derivative pricing (3)	Correlation (IR/IR)	11% to 99%		55	%
						Correlation (FX/IR)	-48% to 40%		-5	%
						Long-dated inflation rates	0% to 3%		1	%
						Long-dated inflation volatilities	0% to 2%		1	%
	Total net derivative assets	$	(920	)
	(1)	The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 107: Trading account assets – Corporate securities, trading loans and other of $3.3 billion, Trading account assets – Non-U.S. sovereign debt of $574 million, Trading account assets – Mortgage trading loans and ABS of $2.1 billion, AFS debt securities – Other taxable securities of $1.7 billion, AFS debt securities – Tax-exempt securities of $599 million, Loans and leases of $2.0 billion and LHFS of $173 million.
	(2)	Includes models such as Monte Carlo simulation and Black-Scholes.
	(3)	Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
	CPR =onstant Prepayment Rate
	CDR =onstant Default Rate
	EBITDA =arnings before interest, taxes, depreciation and amortization
	MMBtu =illion British thermal units
	IR =nterest Rate
	FX =oreign Exchange
	n/a =ot applicable
	Quantitative Information about Level 3 Fair Value Measurements at December 31, 2013
	(Dollars in millions)					Inputs
	Financial Instrument	Fair			Valuation	Significant Unobservable	Ranges of	Weighted Average
		Value			Technique	Inputs	Inputs
	Loans and Securities (1)
	Instruments backed by residential real estate assets	$	3,443		Discounted cash flow, Market comparables	Yield	2% to 25%	6	%
	Trading account assets – Mortgage trading loans and ABS	363				Prepayment speed	0% to 35% CPR	9	%
	Loans and leases	2,151				Default rate	1% to 20% CDR	6	%
	Loans held-for-sale	929				Loss severity	21% to 80%	35	%
	Commercial loans, debt securities and other	$	12,135		Discounted cash flow, Market comparables	Yield	0% to 45%	5	%
	Trading account assets – Corporate securities, trading loans and other	3,462				Enterprise value/EBITDA multiple	0x to 24x	7x
Trading account assets – Non-U.S. sovereign debt	468			Prepayment speed		5% to 40%	19	%
Trading account assets – Mortgage trading loans and ABS	4,268			Default rate		1% to 5%	4	%
AFS debt securities – Other taxable securities	3,031			Loss severity		25% to 42%	36	%
Loans and leases	906			Duration		1 year to 5 years	4 years
Auction rate securities	$	1,719		Discounted cash flow, Market comparables	Projected tender price/Refinancing level	60% to 100%	96	%
Trading account assets – Corporate securities, trading loans and other	97
AFS debt securities – Other taxable securities	816
AFS debt securities – Tax-exempt securities	806
Structured liabilities
Long-term debt	$	(1,990	)	Industry standard derivative pricing (2, 3)	Equity correlation	18% to 98%	70	%
					Long-dated equity volatilities	4% to 63%	27	%
					Long-dated volatilities (IR)	0% to 2%	1	%
Net derivative assets
Credit derivatives	$	808		Discounted cash flow, Stochastic recovery correlation model	Yield	3% to 25%	14	%
					Upfront points	0 points to 100 points	63 points
					Spread to index	-1,407 bps to 1,741 bps	91 bps
					Credit correlation	14% to 99%	47	%
					Prepayment speed	3% to 40% CPR	13	%
					Default rate	1% to 5% CDR	3	%
					Loss severity	20% to 42%	35	%
Equity derivatives	$	(1,596	)	Industry standard derivative pricing (2)	Equity correlation	18% to 98%	70	%
					Long-dated equity volatilities	4% to 63%	27	%
Commodity derivatives	$	6		Discounted cash flow, Industry standard derivative pricing (2)	Natural gas forward price	$3/MMBtu to $11/MMBtu	$6/MMBtu
					Correlation	47% to 89%	81	%
					Volatilities	9% to 109%	30	%
Interest rate derivatives	$	558		Industry standard derivative pricing (3)	Correlation (IR/IR)	24% to 99%	60	%
					Correlation (FX/IR)	-30% to 40%	-4	%
					Long-dated inflation rates	0% to 3%	2	%
					Long-dated inflation volatilities	0% to 2%	1	%
Total net derivative assets	$	(224	)
(1)	The categories are aggregated based upon product type which differs from financial statement classification. The following is a reconciliation to the line items in the table on page 108: Trading account assets – Corporate securities, trading loans and other of $3.6 billion, Trading account assets – Non-U.S. sovereign debt of $468 million, Trading account assets – Mortgage trading loans and ABS of $4.6 billion, AFS debt securities – Other taxable securities of $3.8 billion, AFS debt securities – Tax-exempt securities of $806 million, Loans and leases of $3.1 billion and LHFS of $929 million.
(2)	Includes models such as Monte Carlo simulation and Black-Scholes.
(3)	Includes models such as Monte Carlo simulation, Black-Scholes and other methods that model the joint dynamics of interest, inflation and foreign exchange rates.
CPR =onstant Prepayment Rate
CDR =onstant Default Rate
EBITDA =arnings before interest, taxes, depreciation and amortization
MMBtu =illion British thermal units
IR =nterest Rate
FX =oreign Exchange
Assets and Liabilities Measured at Fair Value on Nonrecurring Basis	The amounts below represent only balances measured at fair value during 2014, 2013 and 2012, and still held as of the reporting date.
	Assets Measured at Fair Value on a Nonrecurring Basis
		31-Dec
		2014								2013
	(Dollars in millions)	Level 2				Level 3				Level 2				Level 3
	Assets
	Loans held-for-sale	$	156			$	30			$	2,138			$	115
	Loans and leases	5				4,636				18				5,240
	Foreclosed properties (1)	—				1,197				12				1,258
	Other assets	13				—				88				—
						Gains (Losses)
						2014				2013				2012
	Assets
	Loans held-for-sale					$	(19	)		$	(71	)		$	(24	)
	Loans and leases					(1,132		)		(1,104		)		(3,116		)
	Foreclosed properties (1)					(40		)		(39		)		(47		)
	Other assets					(6		)		(20		)		(16		)
	(1)	Amounts are included in other assets on the Consolidated Balance Sheet and represent fair value of, and related losses on, foreclosed properties that were written down subsequent to their initial classification as foreclosed properties.
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Valuation Techniques	The table below presents information about significant unobservable inputs related to the Corporation’s nonrecurring Level 3 financial assets and liabilities at December 31, 2014 and 2013.
	Quantitative Information about Nonrecurring Level 3 Fair Value Measurements
		December 31, 2014
	(Dollars in millions)					Inputs
	Financial Instrument	Fair Value			Valuation	Significant Unobservable	Ranges of	Weighted Average
					Technique	Inputs	Inputs
	Instruments backed by residential real estate assets	$	4,636		Market comparables	OREO discount	0% to 28%	8	%
	Loans and leases	4,636				Cost to sell	7% to 14%	8	%
		December 31, 2013
	Instruments backed by residential real estate assets	$	5,240		Market comparables	OREO discount	0% to 19%		8	%
	Loans and leases	5,240				Cost to sell	8	%	n/a
	n/a =ot applicable

Fair_Value_Option_Tables

Fair Value Option (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Option [Abstract]
Schedule of Fair Value Option Elections	The table below provides information about the fair value carrying amount and the contractual principal outstanding of assets and liabilities accounted for under the fair value option at December 31, 2014 and 2013.
	Fair Value Option Elections
		31-Dec
		2014									2013
	(Dollars in millions)	Fair Value Carrying Amount			Contractual Principal Outstanding			Fair Value Carrying Amount Less Unpaid Principal			Fair Value Carrying Amount			Contractual Principal Outstanding		Fair Value Carrying Amount Less Unpaid Principal
	Loans reported as trading account assets (1)	$	4,607		$	8,487		$	(3,880	)	$	2,406		$	4,541	$	(2,135	)
	Trading inventory – other	6,865			n/a			n/a			5,475			n/a		n/a
	Consumer and commercial loans	8,681			8,925			(244		)	10,042			10,423		(381		)
	Loans held-for-sale	6,801			6,920			(119		)	6,656			6,996		(340		)
	Securities financing agreements	97,539			97,234			305			95,156			94,890		266
	Other assets	253			270			(17		)	278			270		8
	Long-term deposits	1,469			1,361			108			1,899			1,797		102
	Unfunded loan commitments	405			n/a			n/a			354			n/a		n/a
	Short-term borrowings	2,697			2,697			—			1,520			1,520		—
	Long-term debt (2)	36,404			35,815			589			47,035			46,669		366
	(1)	A significant portion of the loans reported as trading account assets are distressed loans which trade and were purchased at a deep discount to par, and the remainder are loans with a fair value near contractual principal outstanding.
	(2)	Includes structured liabilities with a fair value of $35.3 billion and contractual principal outstanding of $34.6 billion at December 31, 2014 compared to $40.7 billion and $39.7 billion at December 31, 2013.
	n/a =ot applicable
	The table below provides information about where changes in the fair value of assets and liabilities accounted for under the fair value option are included in the Consolidated Statement of Income for 2014, 2013 and 2012.
	Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option
		2014
	(Dollars in millions)	Trading Account Profits (Losses)			Mortgage Banking Income			Other			Total
					(Loss)			Income
								(Loss)
	Loans reported as trading account assets	$	(87	)	$	—		$	—		$	(87	)
	Trading inventory – other (1)	1,091			—			—			1,091
	Consumer and commercial loans	(24		)	—			69			45
	Loans held-for-sale (2)	(56		)	798			83			825
	Securities financing agreements	(110		)	—			—			(110		)
	Long-term deposits	23			—			(26		)	(3		)
	Unfunded loan commitments	—			—			(64		)	(64		)
	Short-term borrowings	52			—			—			52
	Long-term debt (3)	239			—			407			646
	Total	$	1,128		$	798		$	469		$	2,395
		2013
	Loans reported as trading account assets	$	83		$	—		$	—		$	83
	Trading inventory – other (1)	1,355			—			—			1,355
	Consumer and commercial loans	(28		)	(38		)	240			174
	Loans held-for-sale (2)	7			966			75			1,048
	Securities financing agreements	(80		)	—			—			(80		)
	Other assets	—			—			(77		)	(77		)
	Long-term deposits	30			—			84			114
	Asset-backed secured financings	—			(91		)	—			(91		)
	Unfunded loan commitments	—			—			180			180
	Short-term borrowings	(70		)	—			—			(70		)
	Long-term debt (3)	(602		)	—			(649		)	(1,251		)
	Total	$	695		$	837		$	(147	)	$	1,385
		2012
	Loans reported as trading account assets	$	232		$	—		$	—		$	232
	Trading inventory – other (1)	659			—			—			659
	Consumer and commercial loans	17			—			542			559
	Loans held-for-sale (2)	75			3,048			190			3,313
	Securities financing agreements	(90		)	—			—			(90		)
	Other assets	—			—			12			12
	Long-term deposits	—			—			29			29
	Asset-backed secured financings	—			(180		)	—			(180		)
	Unfunded loan commitments	—			—			704			704
	Short-term borrowings	1			—			—			1
	Long-term debt (3)	(1,888		)	—			(5,107		)	(6,995		)
	Total	$	(994	)	$	2,868		$	(3,630	)	$	(1,756	)
	(1)	The gains (losses) in trading account profits (losses) are primarily offset by gains (losses) on trading liabilities that hedge these assets.
	(2)	Includes the value of interest rate lock commitments on loans funded, including those sold during the period.
	(3)	The majority of the net gains (losses) in trading account profits (losses) relate to the embedded derivative in structured liabilities and are offset by gains (losses) on derivatives and securities that hedge these liabilities. The net gains (losses) in other income (loss) relate to the impact on structured liabilities of changes in the Corporation’s credit spreads.

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	12 Months Ended
	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Carrying and Fair Value of Financial Instruments	The carrying values and fair values by fair value hierarchy of certain financial instruments where only a portion of the ending balance was carried at fair value at December 31, 2014 and 2013 are presented in the table below.
	Fair Value of Financial Instruments
		31-Dec-14
				Fair Value
	(Dollars in millions)	Carrying Value		Level 2		Level 3		Total
	Financial assets
	Loans	$	842,259	$	87,174	$	776,370	$	863,544
	Loans held-for-sale	12,836		12,236		618		12,854
	Financial liabilities
	Deposits	1,118,936		1,119,427		—		1,119,427
	Long-term debt	243,139		249,692		2,362		252,054
		December 31, 2013
	Financial assets
	Loans	$	885,724	$	102,564	$	789,273	$	891,837
	Loans held-for-sale	11,362		8,872		2,613		11,485
	Financial liabilities
	Deposits	1,119,271		1,119,512		—		1,119,512
	Long-term debt	249,674		257,402		1,990		259,392

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	12 Months Ended
	Dec. 31, 2014
Transfers and Servicing [Abstract]
Activity for Residential First Mortgage MSRs	The table below presents activity for residential mortgage and home equity MSRs for 2014 and 2013. Residential reverse mortgage MSRs, which are carried at the lower of cost or fair value and accounted for using the amortization method, totaled $10 million at December 31, 2013, and are not included in the tables below.
	Rollforward of Mortgage Servicing Rights
	(Dollars in millions)	2014				2013
	Balance, January 1	$	5,042			$	5,716
	Additions	707				472
	Sales	(61		)		(2,044		)
	Amortization of expected cash flows (1)	(927		)		(1,043		)
	Impact of changes in interest rates and other market factors (2)	(1,191		)		1,524
	Model and other cash flow assumption changes: (3)
	Projected cash flows, including changes in costs to service loans	(163		)		(27		)
	Impact of changes in the Home Price Index	(25		)		(398		)
	Impact of changes to the prepayment model	243				609
	Other model changes (4)	(95		)		233
	Balance, December 31 (5)	$	3,530			$	5,042
	Mortgage loans serviced for investors (in billions)	$	490			$	550
	(1)	Represents the net change in fair value of the MSR asset due to the recognition of modeled cash flows.
	(2)	These amounts reflect the changes in modeled MSR fair value primarily due to observed changes in interest rates, volatility, spreads and the shape of the forward swap curve.
	(3)	These amounts reflect periodic adjustments to the valuation model to reflect changes in the modeled relationship between inputs and their impact on projected cash flows as well as changes in certain cash flow assumptions such as cost to service and ancillary income per loan.
	(4)	These amounts include the impact of periodic recalibrations of the model to reflect changes in the relationship between market interest rate spreads and projected cash flows. Also included is a decrease of $127 million for 2014 due to changes in option-adjusted spread rate assumptions.
	(5)	At December 31, 2014, includes $3.3 billion of U.S. and $259 million of non-U.S. consumer MSR balances.
Assumption for Fair Value of MSRs	Significant economic assumptions in estimating the fair value of MSRs at December 31, 2014 and 2013 are presented below. The change in fair value as a result of changes in OAS rates is included within “Model and other cash flow assumption changes” in the Rollforward of Mortgage Servicing Rights table. The weighted-average life is not an input in the valuation model but is a product of both changes in market rates of interest and changes in model and other cash flow assumptions. The weighted-average life represents the average period of time that the MSRs’ cash flows are expected to be received. Absent other changes, an increase (decrease) to the weighted-average life would generally result in an increase (decrease) in the fair value of the MSRs.
	Significant Economic Assumptions
		31-Dec
		2014						2013
		Fixed			Adjustable			Fixed			Adjustable
	Weighted-average OAS	4.52	%		7.61	%		3.97	%		7.61	%
	Weighted-average life, in years	4.53			2.95			5.7			2.86
Sensitivity of the Weighted-Average Lives and Fair Value of MSRs	The table below presents the sensitivity of the weighted-average lives and fair value of MSRs to changes in modeled assumptions. These sensitivities are hypothetical and should be used with caution. As the amounts indicate, changes in fair value based on variations in assumptions generally cannot be extrapolated because the relationship of the change in assumption to the change in fair value may not be linear. Also, the effect of a variation in a particular assumption on the fair value of MSRs that continue to be held by the Corporation is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which might magnify or counteract the sensitivities. The below sensitivities do not reflect any hedge strategies that may be undertaken to mitigate such risk.
	Sensitivity Impacts
		December 31, 2014
		Change in
		Weighted-average Lives
	(Dollars in millions)	Fixed				Adjustable				Change in Fair Value
	Prepayment rates
	Impact of 10% decrease	0.23		years		0.19		years		$	232
	Impact of 20% decrease	0.5				0.4				494
	Impact of 10% increase	(0.21	)			(0.16	)			(208		)
	Impact of 20% increase	(0.39	)			(0.31	)			(395		)
	OAS level
	Impact of 100 bps decrease									$	158
	Impact of 200 bps decrease									329
	Impact of 100 bps increase									(146		)
	Impact of 200 bps increase									(281		)

Business_Segment_Information_T

Business Segment Information (Tables)	12 Months Ended
	Dec. 31, 2014
Segment Reporting [Abstract]
Schedule of Segment Reporting Information, by Segment	The table below presents net income (loss) and the components thereto (with net interest income on an FTE basis) for 2014, 2013 and 2012, and total assets at December 31, 2014 and 2013 for each business segment, as well as All Other.
	Results for Business Segments and All Other
	At and for the Year Ended December 31	Total Corporation (1)										Consumer Banking									Global Wealth &
																					Investment Management
	(Dollars in millions)	2014			2013			2012				2014			2013			2012			2014			2013			2012
	Net interest income (FTE basis)	$	40,821		$	43,124		$	41,557			$	20,178		$	20,620		$	20,470		$	5,836		$	6,064		$	5,827
	Noninterest income	44,295			46,677			42,678				10,630			11,313			12,800			12,568			11,726			10,691
	Total revenue, net of interest expense (FTE basis)	85,116			89,801			84,235				30,808			31,933			33,270			18,404			17,790			16,518
	Provision for credit losses	2,275			3,556			8,169				2,680			3,166			4,199			14			56			266
	Amortization of intangibles	936			1,086			1,264				398			502			622			367			387			410
	Other noninterest expense	74,181			68,128			70,829				17,458			18,409			18,818			13,280			12,646			12,312
	Income before income taxes (FTE basis)	7,724			17,031			3,973				10,272			9,856			9,631			4,743			4,701			3,530
	Income tax expense (benefit) (FTE basis)	2,891			5,600			(215		)		3,831			3,613			3,456			1,769			1,724			1,286
	Net income	$	4,833		$	11,431		$	4,188			$	6,441		$	6,243		$	6,175		$	2,974		$	2,977		$	2,244
	Year-end total assets	$	2,104,534		$	2,102,273						$	589,048		$	567,741					$	274,887		$	271,290
												Global Banking									Global Markets
												2014			2013			2012			2014			2013			2012
	Net interest income (FTE basis)											$	9,828		$	9,704		$	8,888		$	3,986		$	4,224		$	3,667
	Noninterest income											7,849			7,800			7,772			12,133			11,166			5,507
	Total revenue, net of interest expense (FTE basis)											17,677			17,504			16,660			16,119			15,390			9,174
	Provision for credit losses											322			1,142			(321		)	110			140			34
	Amortization of intangibles											45			64			83			65			65			64
	Other noninterest expense											8,217			8,085			8,121			11,706			11,930			11,221
	Income (loss) before income taxes (FTE basis)											9,093			8,213			8,777			4,238			3,255			(2,145		)
	Income tax expense (benefit) (FTE basis)											3,338			3,013			3,194			1,519			2,101			(161		)
	Net income (loss)											$	5,755		$	5,200		$	5,583		$	2,719		$	1,154		$	(1,984	)
	Year-end total assets											$	357,081		$	360,789					$	579,512		$	575,473
												Legacy Assets & Servicing									All Other
												2014			2013			2012			2014			2013			2012
	Net interest income (FTE basis)											$	1,516		$	1,541		$	1,567		$	(523	)	$	971		$	1,138
	Noninterest income											1,164			2,915			2,537			(49		)	1,757			3,371
	Total revenue, net of interest expense (FTE basis)											2,680			4,456			4,104			(572		)	2,728			4,509
	Provision for credit losses											127			(283		)	1,371			(978		)	(665		)	2,620
	Amortization of intangibles											—			—			—			61			68			85
	Other noninterest expense											20,643			12,483			13,759			2,877			4,575			6,598
	Loss before income taxes (FTE basis)											(18,090		)	(7,744		)	(11,026		)	(2,532		)	(1,250		)	(4,794		)
	Income tax benefit (FTE basis)											(4,976		)	(2,839		)	(3,857		)	(2,590		)	(2,012		)	(4,133		)
	Net income (loss)											$	(13,114	)	$	(4,905	)	$	(7,169	)	$	58		$	762		$	(661	)
	Year-end total assets											$	45,958		$	59,458					$	258,048		$	267,522
	(1)	There were no material intersegment revenues.
Reconciliation of Operating Profit (Loss) from Segments to Consolidated	The table below presents a reconciliation of the five business segments’ total revenue, net of interest expense, on an FTE basis, and net income to the Consolidated Statement of Income, and total assets to the Consolidated Balance Sheet. The adjustments presented in the table below include consolidated income, expense and asset amounts not specifically allocated to individual business segments.
	Business Segment Reconciliations
	(Dollars in millions)	2014				2013				2012
	Segments’ total revenue, net of interest expense (FTE basis)	$	85,688			$	87,073			$	79,726
	Adjustments:
	ALM activities	(804		)		(545		)		2,266
	Equity investment income	729				2,737				1,252
	Liquidating businesses and other	(497		)		536				991
	FTE basis adjustment	(869		)		(859		)		(901		)
	Consolidated revenue, net of interest expense	$	84,247			$	88,942			$	83,334
	Segments’ total net income	$	4,775			$	10,669			$	4,849
	Adjustments, net of taxes:
	ALM activities	(343		)		(929		)		(1,144		)
	Equity investment income	456				1,724				789
	Liquidating businesses and other	(55		)		(33		)		(306		)
	Consolidated net income	$	4,833			$	11,431			$	4,188
						December 31
						2014				2013
	Segments’ total assets					$	1,846,486			$	1,834,751
	Adjustments:
	ALM activities, including securities portfolio					658,319				664,519
	Equity investments					4,886				5,637
	Liquidating businesses and other					73,018				70,879
	Elimination of segment asset allocations to match liabilities					(478,175		)		(473,513		)
	Consolidated total assets					$	2,104,534			$	2,102,273
Reconciliation of Revenue from Segments to Consolidated	The table below presents a reconciliation of the five business segments’ total revenue, net of interest expense, on an FTE basis, and net income to the Consolidated Statement of Income, and total assets to the Consolidated Balance Sheet. The adjustments presented in the table below include consolidated income, expense and asset amounts not specifically allocated to individual business segments.
	Business Segment Reconciliations
	(Dollars in millions)	2014				2013				2012
	Segments’ total revenue, net of interest expense (FTE basis)	$	85,688			$	87,073			$	79,726
	Adjustments:
	ALM activities	(804		)		(545		)		2,266
	Equity investment income	729				2,737				1,252
	Liquidating businesses and other	(497		)		536				991
	FTE basis adjustment	(869		)		(859		)		(901		)
	Consolidated revenue, net of interest expense	$	84,247			$	88,942			$	83,334
	Segments’ total net income	$	4,775			$	10,669			$	4,849
	Adjustments, net of taxes:
	ALM activities	(343		)		(929		)		(1,144		)
	Equity investment income	456				1,724				789
	Liquidating businesses and other	(55		)		(33		)		(306		)
	Consolidated net income	$	4,833			$	11,431			$	4,188
						December 31
						2014				2013
	Segments’ total assets					$	1,846,486			$	1,834,751
	Adjustments:
	ALM activities, including securities portfolio					658,319				664,519
	Equity investments					4,886				5,637
	Liquidating businesses and other					73,018				70,879
	Elimination of segment asset allocations to match liabilities					(478,175		)		(473,513		)
	Consolidated total assets					$	2,104,534			$	2,102,273
Reconciliation of Assets from Segment to Consolidated	The table below presents a reconciliation of the five business segments’ total revenue, net of interest expense, on an FTE basis, and net income to the Consolidated Statement of Income, and total assets to the Consolidated Balance Sheet. The adjustments presented in the table below include consolidated income, expense and asset amounts not specifically allocated to individual business segments.
	Business Segment Reconciliations
	(Dollars in millions)	2014				2013				2012
	Segments’ total revenue, net of interest expense (FTE basis)	$	85,688			$	87,073			$	79,726
	Adjustments:
	ALM activities	(804		)		(545		)		2,266
	Equity investment income	729				2,737				1,252
	Liquidating businesses and other	(497		)		536				991
	FTE basis adjustment	(869		)		(859		)		(901		)
	Consolidated revenue, net of interest expense	$	84,247			$	88,942			$	83,334
	Segments’ total net income	$	4,775			$	10,669			$	4,849
	Adjustments, net of taxes:
	ALM activities	(343		)		(929		)		(1,144		)
	Equity investment income	456				1,724				789
	Liquidating businesses and other	(55		)		(33		)		(306		)
	Consolidated net income	$	4,833			$	11,431			$	4,188
						December 31
						2014				2013
	Segments’ total assets					$	1,846,486			$	1,834,751
	Adjustments:
	ALM activities, including securities portfolio					658,319				664,519
	Equity investments					4,886				5,637
	Liquidating businesses and other					73,018				70,879
	Elimination of segment asset allocations to match liabilities					(478,175		)		(473,513		)
	Consolidated total assets					$	2,104,534			$	2,102,273

Parent_Company_Information_Tab

Parent Company Information (Tables)	12 Months Ended
	Dec. 31, 2014
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Statement of Income	The following tables present the Parent Company-only financial information. This financial information is presented in accordance with bank regulatory reporting requirements and, accordingly, the information for 2012 has not been restated for the 2013 merger of Merrill Lynch & Co., Inc. into Bank of America Corporation.
	Condensed Statement of Income
	(Dollars in millions)	2014			2013			2012
	Income
	Dividends from subsidiaries:
	Bank holding companies and related subsidiaries	$	12,400		$	8,532		$	16,213
	Nonbank companies and related subsidiaries	149			357			542
	Interest from subsidiaries	1,836			2,087			627
	Other income (loss)	72			233			(304		)
	Total income	14,457			11,209			17,078
	Expense
	Interest on borrowed funds	7,213			8,109			6,147
	Noninterest expense	4,471			10,938			10,872
	Total expense	11,684			19,047			17,019
	Income (loss) before income taxes and equity in undistributed earnings of subsidiaries	2,773			(7,838		)	59
	Income tax benefit	(4,079		)	(7,227		)	(5,883		)
	Income (loss) before equity in undistributed earnings of subsidiaries	6,852			(611		)	5,942
	Equity in undistributed earnings (losses) of subsidiaries:
	Bank holding companies and related subsidiaries	3,613			14,150			1,072
	Nonbank companies and related subsidiaries	(5,632		)	(2,108		)	(2,826		)
	Total equity in undistributed earnings (losses) of subsidiaries	(2,019		)	12,042			(1,754		)
	Net income	$	4,833		$	11,431		$	4,188
	Net income applicable to common shareholders	$	3,789		$	10,082		$	2,760
	Condensed Balance Sheet
		31-Dec
	(Dollars in millions)	2014			2013
	Assets
	Cash held at bank subsidiaries (1)	$	100,304		$	98,679
	Securities	932			747
	Receivables from subsidiaries:
	Bank holding companies and related subsidiaries	23,356			23,558
	Banks and related subsidiaries	2,395			1,682
	Nonbank companies and related subsidiaries	52,251			46,577
	Investments in subsidiaries:
	Bank holding companies and related subsidiaries	270,441			268,234
	Nonbank companies and related subsidiaries	2,139			1,818
	Other assets	14,599			19,073
	Total assets	$	466,417		$	460,368
	Liabilities and shareholders’ equity
	Short-term borrowings	$	46		$	181
	Accrued expenses and other liabilities	16,872			15,428
	Payables to subsidiaries:
	Banks and related subsidiaries	2,559			1,991
	Nonbank companies and related subsidiaries	17,698			15,980
	Long-term debt	185,771			194,103
	Total liabilities	222,946			227,683
	Shareholders’ equity	243,471			232,685
	Total liabilities and shareholders’ equity	$	466,417		$	460,368
Balance Sheet
	Condensed Balance Sheet
		31-Dec
	(Dollars in millions)	2014			2013
	Assets
	Cash held at bank subsidiaries (1)	$	100,304		$	98,679
	Securities	932			747
	Receivables from subsidiaries:
	Bank holding companies and related subsidiaries	23,356			23,558
	Banks and related subsidiaries	2,395			1,682
	Nonbank companies and related subsidiaries	52,251			46,577
	Investments in subsidiaries:
	Bank holding companies and related subsidiaries	270,441			268,234
	Nonbank companies and related subsidiaries	2,139			1,818
	Other assets	14,599			19,073
	Total assets	$	466,417		$	460,368
	Liabilities and shareholders’ equity
	Short-term borrowings	$	46		$	181
	Accrued expenses and other liabilities	16,872			15,428
	Payables to subsidiaries:
	Banks and related subsidiaries	2,559			1,991
	Nonbank companies and related subsidiaries	17,698			15,980
	Long-term debt	185,771			194,103
	Total liabilities	222,946			227,683
	Shareholders’ equity	243,471			232,685
	Total liabilities and shareholders’ equity	$	466,417		$	460,368
	(1)	Balance includes third-party cash held of $29 million and $33 million at December 31, 2014 and 2013.
Statement of Cash Flows
	Condensed Statement of Cash Flows
	(Dollars in millions)	2014			2013			2012
	Operating activities
	Net income	$	4,833		$	11,431		$	4,188
	Reconciliation of net income to net cash provided by (used in) operating activities:
	Equity in undistributed (earnings) losses of subsidiaries	2,019			(12,042		)	1,754
	Other operating activities, net	2,143			(10,422		)	(3,432		)
	Net cash provided by (used in) operating activities	8,995			(11,033		)	2,510
	Investing activities
	Net sales (purchases) of securities	(142		)	459			13
	Net payments from (to) subsidiaries	(5,902		)	39,336			12,973
	Other investing activities, net	19			3			445
	Net cash provided by (used in) investing activities	(6,025		)	39,798			13,431
	Financing activities
	Net increase (decrease) in short-term borrowings	(55		)	178			(616		)
	Net increase (decrease) in other advances	1,264			(14,378		)	10,100
	Proceeds from issuance of long-term debt	29,324			30,966			17,176
	Retirement of long-term debt	(33,854		)	(39,320		)	(63,851		)
	Proceeds from issuance of preferred stock	5,957			1,008			667
	Redemption of preferred stock	—			(6,461		)	—
	Common stock repurchased	(1,675		)	(3,220		)	—
	Cash dividends paid	(2,306		)	(1,677		)	(1,909		)
	Other financing activities, net	—			—			(668		)
	Net cash used in financing activities	(1,345		)	(32,904		)	(39,101		)
	Net increase (decrease) in cash held at bank subsidiaries	1,625			(4,139		)	(23,160		)
	Cash held at bank subsidiaries at January 1	98,679			102,818			124,991
	Cash held at bank subsidiaries at December 31	$	100,304		$	98,679		$	101,831

Performance_by_Geographic_Area1

Performance by Geographic Area Performance by Geographic Area (Tables)	12 Months Ended
	Dec. 31, 2014
Segments, Geographical Areas [Abstract]
Schedule of Revenue from External Customers and Long-Lived Assets, by Geographical Areas
			31-Dec		Year Ended December 31
	(Dollars in millions)	Year	Total Assets (1)		Total Revenue, Net of Interest Expense (2)		Income Before Income Taxes		Net Income (Loss)
	U.S. (3)	2014	$	1,792,719	$	72,960	$	4,643	$	3,305
		2013	1,803,243		76,612		13,221		10,588
		2012			72,175		1,867		4,116
	Asia (4)	2014	92,005		3,605		759		473
		2013	98,605		4,442		1,382		887
		2012			3,478		353		282
	Europe, Middle East and Africa	2014	190,365		6,409		1,098		813
		2013	169,708		6,353		1,003		(403		)
		2012			6,011		323		(543		)
	Latin America and the Caribbean	2014	29,445		1,273		355		242
		2013	30,717		1,535		566		359
		2012			1,670		529		333
	Total Non-U.S.	2014	311,815		11,287		2,212		1,528
		2013	299,030		12,330		2,951		843
		2012			11,159		1,205		72
	Total Consolidated	2014	$	2,104,534	$	84,247	$	6,855	$	4,833
		2013	2,102,273		88,942		16,172		11,431
		2012			83,334		3,072		4,188
	(1)	Total assets include long-lived assets, which are primarily located in the U.S.
	(2)	There were no material intercompany revenues between geographic regions for any of the periods presented.
	(3)	Substantially reflects the U.S.
	(4)	Amounts include pretax gains of $753 million ($474 million net-of-tax) on the sale of common shares of CCB during 2013.

Summary_of_Significant_Account2

Summary of Significant Accounting Principles - Collateral (Details) (USD $)	12 Months Ended
In Billions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Accounting Policies [Abstract]
Securities held as collateral, fair value	$519.20	$575.30
Securities received as collateral, amount re-pledged and sold	$424.50	$430.40

Summary_of_Significant_Princip

Summary of Significant Principles - Derivatives (Details)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Terminated cash flow hedges, maximum length of time over which forecasted transactions are hedges	25 years
Terminated cash flow hedges, maximum length of time over which forecasted transactions are hedged for substantial number	10 years
For open or future cash flow hedges, maximum length of time over which forecasted transactions hedged	7 years

Summary_of_Significant_Account3

Summary of Significant Accounting Principles - Loans and Leases (Details)	12 Months Ended
	Dec. 31, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Home equity lines of credit
Financing Receivable, Recorded Investment, Past Due [Line Items]
Probability of default measurement period	12 months
Home equity lines of credit | Second Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loss severity	100.00%
Consumer Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Period for sustained repayment performance	6 months
Consumer Portfolio Segment | Personal Property Secured Loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	120 days
Consumer Portfolio Segment | Personal Property Secured Loans | Chapter Seven Bankruptcy
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	60 days
Consumer Portfolio Segment | Credit Card and Other Unsecured Consumer Loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Consumer Portfolio Segment | Credit Card and Other Unsecured Consumer Loans | Death or Bankruptcy
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	60 days
Consumer real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Consumer real estate | Core Portfolio Home Equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Consumer real estate | Junior Lien Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Consumer real estate | Home equity lines of credit
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Consumer real estate | Residential Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Credit card and other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Credit card and other consumer | Credit Card and Other Unsecured Consumer Loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of renegotiated financing receivable placed on a fixed payment plan	120 days
Commercial Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Period for sustained repayment performance	6 months
Commercial Portfolio Segment | Business Card Loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Commercial Portfolio Segment | Business Card Loans | Death or Bankruptcy
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for write-off of financing receivable	60 days

Summary_of_Significant_Account4

Summary of Significant Accounting Principles - Property Plant and Equipment (Details)	12 Months Ended
	Dec. 31, 2014
Building
Property, Plant and Equipment [Line Items]
Premises and equipment, estimated useful lives	40 years
Furniture and Equipment
Property, Plant and Equipment [Line Items]
Premises and equipment, estimated useful lives	12 years

Summary_of_Significant_Account5

Summary of Significant Accounting Principles - Revenue Recognition (Details)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Period uncollected fees are written off for credit receivables	180 days
Period uncollected fees are written off	60 days

Summary_of_Significant_Account6

Summary of Significant Accounting Principles - Credit Card and Deposit Arrangements (Details)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Endorsing organization agreements minimum term	2 years
Endorsing organization agreements maximum term	5 years

Derivatives_Derivative_Balance

Derivatives - Derivative Balances (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Notional Amount of Derivatives, [Abstract]
Contract/Notional	$1,134,132,000,000	$1,328,787,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	984,800,000,000	920,300,000,000
Less: Legally enforceable master netting agreements	-884,800,000,000	-825,500,000,000
Less: Cash collateral received/paid	-47,300,000,000	-47,300,000,000
Derivative assets	52,682,000,000	47,495,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	981,800,000,000	906,400,000,000
Less: Legally enforceable master netting agreements	-884,800,000,000	-825,500,000,000
Less: Cash collateral received/paid	-50,100,000,000	-43,500,000,000
Derivative liabilities	46,909,000,000	37,407,000,000
Interest rate contracts | Swaps
Notional Amount of Derivatives, [Abstract]
Contract/Notional	29,445,400,000,000	33,272,000,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	667,000,000,000	667,400,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	658,700,000,000	659,300,000,000
Interest rate contracts | Futures and forwards
Notional Amount of Derivatives, [Abstract]
Contract/Notional	10,159,400,000,000	8,217,600,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	1,700,000,000	1,600,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	2,000,000,000	1,500,000,000
Interest rate contracts | Options | Written options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	1,725,200,000,000	2,065,400,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	85,400,000,000	64,400,000,000
Interest rate contracts | Options | Purchased options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	1,739,800,000,000	2,028,300,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	85,600,000,000	65,400,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	0	0
Foreign exchange risk | Swaps
Notional Amount of Derivatives, [Abstract]
Contract/Notional	2,159,100,000,000	2,284,100,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	52,300,000,000	44,100,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	56,500,000,000	43,700,000,000
Foreign exchange risk | Spot, futures and forwards
Notional Amount of Derivatives, [Abstract]
Contract/Notional	4,226,400,000,000	2,922,500,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	70,400,000,000	33,200,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	72,600,000,000	34,600,000,000
Foreign exchange risk | Options | Written options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	600,700,000,000	412,400,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	16,000,000,000	9,200,000,000
Foreign exchange risk | Options | Purchased options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	584,600,000,000	392,400,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	15,100,000,000	8,800,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	0	0
Equity contracts | Swaps
Notional Amount of Derivatives, [Abstract]
Contract/Notional	193,700,000,000	162,000,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	3,200,000,000	3,600,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	4,000,000,000	4,200,000,000
Equity contracts | Futures and forwards
Notional Amount of Derivatives, [Abstract]
Contract/Notional	69,500,000,000	71,400,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	2,100,000,000	1,100,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,800,000,000	1,400,000,000
Equity contracts | Options | Written options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	341,000,000,000	315,600,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	26,000,000,000	29,600,000,000
Equity contracts | Options | Purchased options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	318,400,000,000	266,700,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	27,900,000,000	30,400,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	0	0
Commodity contracts | Swaps
Notional Amount of Derivatives, [Abstract]
Contract/Notional	74,300,000,000	73,100,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	5,800,000,000	3,800,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	8,500,000,000	5,700,000,000
Commodity contracts | Futures and forwards
Notional Amount of Derivatives, [Abstract]
Contract/Notional	376,500,000,000	454,400,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	4,500,000,000	4,700,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,800,000,000	2,500,000,000
Commodity contracts | Options | Written options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	129,500,000,000	157,300,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	11,500,000,000	5,000,000,000
Commodity contracts | Options | Purchased options
Notional Amount of Derivatives, [Abstract]
Contract/Notional	141,300,000,000	164,000,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	10,700,000,000	5,200,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	0	0
Credit derivatives
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	12,207,000,000	13,991,000,000
Credit derivatives | Swaps | Purchased credit derivatives
Notional Amount of Derivatives, [Abstract]
Contract/Notional	1,094,800,000,000	1,305,100,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	13,300,000,000	15,700,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	23,400,000,000	28,100,000,000
Credit derivatives | Swaps | Written credit derivatives
Notional Amount of Derivatives, [Abstract]
Contract/Notional	1,073,101,000,000	1,265,380,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	24,500,000,000	29,300,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	11,870,000,000	13,814,000,000
Credit derivatives | Total return swaps/other | Purchased credit derivatives
Notional Amount of Derivatives, [Abstract]
Contract/Notional	44,300,000,000	38,100,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	200,000,000	2,000,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,400,000,000	3,200,000,000
Credit derivatives | Total return swaps/other | Written credit derivatives
Notional Amount of Derivatives, [Abstract]
Contract/Notional	61,031,000,000	63,407,000,000
Derivative Assets [Abstract]
Gross Derivative Assets	500,000,000	4,000,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	337,000,000	177,000,000
Trading and Other Risk Management Derivatives
Derivative Assets [Abstract]
Gross Derivative Assets	974,000,000,000	911,100,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	979,200,000,000	903,400,000,000
Trading and Other Risk Management Derivatives | Interest rate contracts | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	658,500,000,000	659,900,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	658,200,000,000	658,400,000,000
Trading and Other Risk Management Derivatives | Interest rate contracts | Futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	1,700,000,000	1,600,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	2,000,000,000	1,500,000,000
Trading and Other Risk Management Derivatives | Interest rate contracts | Options | Written options
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	85,400,000,000	64,400,000,000
Trading and Other Risk Management Derivatives | Interest rate contracts | Options | Purchased options
Derivative Assets [Abstract]
Gross Derivative Assets	85,600,000,000	65,400,000,000
Trading and Other Risk Management Derivatives | Foreign exchange risk | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	51,500,000,000	43,100,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	54,600,000,000	42,700,000,000
Trading and Other Risk Management Derivatives | Foreign exchange risk | Spot, futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	68,900,000,000	32,500,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	72,400,000,000	33,500,000,000
Trading and Other Risk Management Derivatives | Foreign exchange risk | Options | Written options
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	16,000,000,000	9,200,000,000
Trading and Other Risk Management Derivatives | Foreign exchange risk | Options | Purchased options
Derivative Assets [Abstract]
Gross Derivative Assets	15,100,000,000	8,800,000,000
Trading and Other Risk Management Derivatives | Equity contracts | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	3,200,000,000	3,600,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	4,000,000,000	4,200,000,000
Trading and Other Risk Management Derivatives | Equity contracts | Futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	2,100,000,000	1,100,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,800,000,000	1,400,000,000
Trading and Other Risk Management Derivatives | Equity contracts | Options | Written options
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	26,000,000,000	29,600,000,000
Trading and Other Risk Management Derivatives | Equity contracts | Options | Purchased options
Derivative Assets [Abstract]
Gross Derivative Assets	27,900,000,000	30,400,000,000
Trading and Other Risk Management Derivatives | Commodity contracts | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	5,800,000,000	3,800,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	8,500,000,000	5,700,000,000
Trading and Other Risk Management Derivatives | Commodity contracts | Futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	4,500,000,000	4,700,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,800,000,000	2,500,000,000
Trading and Other Risk Management Derivatives | Commodity contracts | Options | Written options
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	11,500,000,000	5,000,000,000
Trading and Other Risk Management Derivatives | Commodity contracts | Options | Purchased options
Derivative Assets [Abstract]
Gross Derivative Assets	10,700,000,000	5,200,000,000
Trading and Other Risk Management Derivatives | Credit derivatives | Swaps | Purchased credit derivatives
Derivative Assets [Abstract]
Gross Derivative Assets	13,300,000,000	15,700,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	23,400,000,000	28,100,000,000
Trading and Other Risk Management Derivatives | Credit derivatives | Swaps | Written credit derivatives
Derivative Assets [Abstract]
Gross Derivative Assets	24,500,000,000	29,300,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	11,900,000,000	13,800,000,000
Trading and Other Risk Management Derivatives | Credit derivatives | Total return swaps/other | Purchased credit derivatives
Derivative Assets [Abstract]
Gross Derivative Assets	200,000,000	2,000,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,400,000,000	3,200,000,000
Trading and Other Risk Management Derivatives | Credit derivatives | Total return swaps/other | Written credit derivatives
Derivative Assets [Abstract]
Gross Derivative Assets	500,000,000	4,000,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	300,000,000	200,000,000
Qualifying Accounting Hedges
Derivative Assets [Abstract]
Gross Derivative Assets	10,800,000,000	9,200,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	2,600,000,000	3,000,000,000
Qualifying Accounting Hedges | Interest rate contracts | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	8,500,000,000	7,500,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	500,000,000	900,000,000
Qualifying Accounting Hedges | Interest rate contracts | Futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	0	0
Qualifying Accounting Hedges | Foreign exchange risk | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	800,000,000	1,000,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	1,900,000,000	1,000,000,000
Qualifying Accounting Hedges | Foreign exchange risk | Spot, futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	1,500,000,000	700,000,000
Derivative Liabilities [Abstract]
Gross Derivative Liabilities	200,000,000	1,100,000,000
Qualifying Accounting Hedges | Commodity contracts | Swaps
Derivative Assets [Abstract]
Gross Derivative Assets	0	0
Qualifying Accounting Hedges | Commodity contracts | Futures and forwards
Derivative Assets [Abstract]
Gross Derivative Assets	$0

Derivatives_Offsetting_Assets_

Derivatives - Offsetting Assets (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Offsetting Assets [Line Items]
Derivative assets, after netting	$36,900,000,000	$31,500,000,000
Other gross derivative assets	15,800,000,000	16,000,000,000
Derivative assets	52,682,000,000	47,495,000,000
Less: Financial instruments collateral	-13,300,000,000	-10,100,000,000
Total net derivative assets	39,400,000,000	37,400,000,000
Over-the-counter
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	580,100,000,000	535,200,000,000
Less: Legally enforceable master netting agreements and cash collateral received	-545,700,000,000	-505,000,000,000
Exchange-traded
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	16,100,000,000	12,100,000,000
Less: Legally enforceable master netting agreements and cash collateral received	-13,900,000,000	-11,200,000,000
Over-the-counter cleared
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	372,800,000,000	357,000,000,000
Less: Legally enforceable master netting agreements and cash collateral received	-372,500,000,000	-356,600,000,000
Interest rate contracts | Over-the-counter
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	386,600,000,000	381,700,000,000
Interest rate contracts | Exchange-traded
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	100,000,000	400,000,000
Interest rate contracts | Over-the-counter cleared
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	365,700,000,000	351,200,000,000
Foreign exchange risk | Over-the-counter
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	133,000,000,000	82,900,000,000
Equity contracts | Over-the-counter
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	19,500,000,000	20,300,000,000
Equity contracts | Exchange-traded
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	8,600,000,000	8,400,000,000
Commodity contracts | Over-the-counter
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	10,200,000,000	6,300,000,000
Commodity contracts | Exchange-traded
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	7,400,000,000	3,300,000,000
Commodity contracts | Over-the-counter cleared
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	100,000,000	0
Credit derivatives | Over-the-counter
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	30,800,000,000	44,000,000,000
Credit derivatives | Over-the-counter cleared
Offsetting Assets [Line Items]
Total gross derivative assets, before netting	$7,000,000,000	$5,800,000,000

Derivatives_Offsetting_Liabili

Derivatives - Offsetting Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Offsetting Liabilities [Line Items]
Derivative liabilities, after netting	$28,700,000,000	$20,100,000,000
Other gross derivative liabilities	18,200,000,000	17,300,000,000
Derivative liabilities	46,909,000,000	37,407,000,000
Less: Financial instruments collateral	-8,900,000,000	-4,600,000,000
Total net derivative liabilities	38,000,000,000	32,800,000,000
Over-the-counter
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	571,900,000,000	513,700,000,000
Less: Legally enforceable master netting agreements and cash collateral paid	-545,500,000,000	-495,400,000,000
Exchange-traded
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	15,600,000,000	13,000,000,000
Less: Legally enforceable master netting agreements and cash collateral paid	-13,900,000,000	-11,200,000,000
Over-the-counter cleared
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	376,100,000,000	362,400,000,000
Less: Legally enforceable master netting agreements and cash collateral paid	-375,500,000,000	-362,400,000,000
Interest rate contracts | Over-the-counter
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	373,200,000,000	365,900,000,000
Interest rate contracts | Exchange-traded
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	100,000,000	300,000,000
Interest rate contracts | Over-the-counter cleared
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	368,700,000,000	356,500,000,000
Foreign exchange risk | Over-the-counter
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	139,900,000,000	83,900,000,000
Equity contracts | Over-the-counter
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	16,700,000,000	17,600,000,000
Equity contracts | Exchange-traded
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	7,800,000,000	9,800,000,000
Commodity contracts | Over-the-counter
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	11,900,000,000	7,400,000,000
Commodity contracts | Exchange-traded
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	7,700,000,000	2,900,000,000
Commodity contracts | Over-the-counter cleared
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	600,000,000	0
Credit derivatives | Over-the-counter
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	30,200,000,000	38,900,000,000
Credit derivatives | Over-the-counter cleared
Offsetting Liabilities [Line Items]
Total gross derivative liabilities, before netting	$6,800,000,000	$5,900,000,000

Derivatives_Derivatives_Design

Derivatives - Derivatives Designated as Accounting Hedges - Fair Value Hedges (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Effect of Fair Value Hedges on Results of Operations [Abstract]
Derivative	($82)	($5,169)	($1,687)
Hedged Item	-827	4,181	552
Hedge Ineffectiveness	-909	-988	-1,135
Interest rate risk on long-term debt | Interest expense
Effect of Fair Value Hedges on Results of Operations [Abstract]
Derivative	2,144	-4,704	-195
Hedged Item	-2,935	3,925	-770
Hedge Ineffectiveness	-791	-779	-965
Interest rate and foreign currency risk on long-term debt | Interest expense
Effect of Fair Value Hedges on Results of Operations [Abstract]
Derivative	-2,212	-1,291	-1,482
Hedged Item	2,120	1,085	1,225
Hedge Ineffectiveness	-92	-206	-257
Interest rate risk on AFS securities | Interest income
Effect of Fair Value Hedges on Results of Operations [Abstract]
Derivative	-35	839	-4
Hedged Item	3	-840	91
Hedge Ineffectiveness	-32	-1	87
Price risk on commodity inventory | Trading gain (loss)
Effect of Fair Value Hedges on Results of Operations [Abstract]
Derivative	21	-13	-6
Hedged Item	-15	11	6
Hedge Ineffectiveness	$6	($2)

Derivatives_Derivatives_Design1

Derivatives - Derivatives Designated as Accounting Hedges - Cash Flow and Net Investment Hedges (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) Recognized in Accumulated OCI on Derivatives	$195	$156	$430
Gains (Losses) in Income Reclassified from Accumulated OCI	-760	-773	-1,035
Hedge Ineffectiveness and Amounts Excluded from Effectiveness Testing	-4
Interest rate risk on variable-rate portfolios | Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) Recognized in Accumulated OCI on Derivatives	68	-321	10
Gains (Losses) in Income Reclassified from Accumulated OCI	-1,119	-1,102	-957
Hedge Ineffectiveness and Amounts Excluded from Effectiveness Testing	-4
Price risk on restricted stock awards | Cash flow hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) Recognized in Accumulated OCI on Derivatives	127	477	420
Gains (Losses) in Income Reclassified from Accumulated OCI	359	329	-78
Foreign exchange risk | Net investment hedges
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) Recognized in Accumulated OCI on Derivatives	3,021	1,024	-771
Gains (Losses) in Income Reclassified from Accumulated OCI	21	-355	-26
Hedge Ineffectiveness and Amounts Excluded from Effectiveness Testing	($503)	($134)	($269)

Derivatives_Economic_Hedges_De

Derivatives - Economic Hedges (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Other
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives not designated as hedging	($9)	($19)	$58
Interest rate lock commitments
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives not designated as hedging	776	927	3,000
Mortgage banking income | Interest rate risk on mortgage banking income
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives not designated as hedging	1,017	-619	1,324
Other income | Credit risk on loans
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives not designated as hedging	16	-47	-95
Other income | Interest rate and foreign currency risk on ALM activities
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives not designated as hedging	-3,683	2,501	424
Personnel expense | Price risk on restricted stock awards
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on derivatives not designated as hedging	$600	$865	$1,008

Derivatives_Sales_and_Trading_

Derivatives - Sales and Trading Revenue (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	$6,309	$7,056	$5,870
Brokerage commissions and asset management fee revenue | Legacy Assets & Servicing
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	2,200	2,000	1,800
Trading Securities
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	12,740	12,231	6,492
Trading Securities | Trading Account Profits
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	5,997	6,734	5,706
Trading Securities | Net Interest Income
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	3,470	3,711	3,081
Trading Securities | Other
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	3,273	1,786	-2,295
Trading Securities | Interest rate risk
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	2,484	1,891	-1,840
Trading Securities | Interest rate risk | Trading Account Profits
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	952	1,120	-2,875
Trading Securities | Interest rate risk | Net Interest Income
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	1,169	1,104	1,039
Trading Securities | Interest rate risk | Other
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	363	-333	-4
Trading Securities | Foreign exchange risk
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	1,057	1,072	919
Trading Securities | Foreign exchange risk | Trading Account Profits
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	1,177	1,170	909
Trading Securities | Foreign exchange risk | Net Interest Income
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	8	5	5
Trading Securities | Foreign exchange risk | Other
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	-128	-103	5
Trading Securities | Equity risk
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	4,202	4,180	2,093
Trading Securities | Equity risk | Trading Account Profits
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	1,954	1,994	259
Trading Securities | Equity risk | Net Interest Income
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	-70	111	-57
Trading Securities | Equity risk | Other
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	2,318	2,075	1,891
Trading Securities | Credit risk
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	4,706	4,871	5,796
Trading Securities | Credit risk | Trading Account Profits
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	1,410	2,083	2,514
Trading Securities | Credit risk | Net Interest Income
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	2,682	2,710	2,321
Trading Securities | Credit risk | Other
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	614	78	961
Trading Securities | Other risk
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	291	217	-476
Trading Securities | Other risk | Trading Account Profits
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	504	367	4,899
Trading Securities | Other risk | Net Interest Income
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	-319	-219	-227
Trading Securities | Other risk | Other
Trading Activity, Gains and Losses, Net [Line Items]
Sales and Trading Revenue	$106	$69	($5,148)

Derivatives_Credit_Derivatives

Derivatives - Credit Derivatives (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Carrying Value of Derivatives [Abstract]
Total	$981,800	$906,400
Carrying Value of Credit-Related Notes [Abstract]
Less than One Year	7	145
One to Three Years	506	385
Three to Five Years	653	1,351
Over Five Years	4,077	5,403
Total	5,243	7,284
Notional Amount of Derivatives, [Abstract]
Less than One Year	233,784	273,635
One to Three Years	524,286	478,409
Three to Five Years	326,007	510,848
Over Five Years	50,055	65,895
Total	1,134,132	1,328,787
Credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	1,104	477
One to Three Years	3,068	2,182
Three to Five Years	2,795	3,445
Over Five Years	5,240	7,887
Total	12,207	13,991
Swaps | Credit derivatives | Written credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	1,016	426
One to Three Years	2,821	2,144
Three to Five Years	2,793	3,443
Over Five Years	5,240	7,801
Total	11,870	13,814
Notional Amount of Derivatives, [Abstract]
Less than One Year	187,300	224,080
One to Three Years	513,494	470,259
Three to Five Years	322,739	506,745
Over Five Years	49,568	64,296
Total	1,073,101	1,265,380
Total return swaps/other | Credit derivatives | Written credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	88	51
One to Three Years	247	38
Three to Five Years	2	2
Over Five Years		86
Total	337	177
Notional Amount of Derivatives, [Abstract]
Less than One Year	46,484	49,555
One to Three Years	10,792	8,150
Three to Five Years	3,268	4,103
Over Five Years	487	1,599
Total	61,031	63,407
Investment grade
Carrying Value of Credit-Related Notes [Abstract]
Less than One Year	2
One to Three Years	365	278
Three to Five Years	568	595
Over Five Years	2,634	4,457
Total	3,569	5,330
Investment grade | Swaps | Credit derivatives | Written credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	100	2
One to Three Years	714	220
Three to Five Years	1,455	974
Over Five Years	939	1,134
Total	3,208	2,330
Notional Amount of Derivatives, [Abstract]
Less than One Year	132,974	170,764
One to Three Years	342,914	379,273
Three to Five Years	242,728	411,426
Over Five Years	28,982	36,039
Total	747,598	997,502
Investment grade | Total return swaps/other | Credit derivatives | Written credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	24	22
Three to Five Years		0
Over Five Years		0
Total	24	22
Notional Amount of Derivatives, [Abstract]
Less than One Year	22,645	21,771
One to Three Years		0
Three to Five Years		0
Over Five Years		0
Total	22,645	21,771
Non-investment grade
Carrying Value of Credit-Related Notes [Abstract]
Less than One Year	5	145
One to Three Years	141	107
Three to Five Years	85	756
Over Five Years	1,443	946
Total	1,674	1,954
Non-investment grade | Swaps | Credit derivatives | Written credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	916	424
One to Three Years	2,107	1,924
Three to Five Years	1,338	2,469
Over Five Years	4,301	6,667
Total	8,662	11,484
Notional Amount of Derivatives, [Abstract]
Less than One Year	54,326	53,316
One to Three Years	170,580	90,986
Three to Five Years	80,011	95,319
Over Five Years	20,586	28,257
Total	325,503	267,878
Non-investment grade | Total return swaps/other | Credit derivatives | Written credit derivatives
Carrying Value of Derivatives [Abstract]
Less than One Year	64	29
One to Three Years	247	38
Three to Five Years	2	2
Over Five Years		86
Total	313	155
Notional Amount of Derivatives, [Abstract]
Less than One Year	23,839	27,784
One to Three Years	10,792	8,150
Three to Five Years	3,268	4,103
Over Five Years	487	1,599
Total	$38,386	$41,636

Derivatives_Creditrelated_Cont

Derivatives - Credit-related Contingent Features and Collateral (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Derivative [Line Items]
Additional collateral required to be posted upon downgrade, one incremental notch	$1,402
Additional collateral required to be posted upon downgrade, second incremental notch	2,825
Credit derivatives
Derivative [Line Items]
Derivative liability subject to unilateral termination upon downgrade, one incremental notch	1,785
Derivative liability subject to unilateral termination upon downgrade, second incremental notch	3,850
Collateral posted subject to unilateral termination upon downgrade, one incremental notch	1,520
Collateral posted subject to unilateral termination upon downgrade, second incremental notch	2,986
Bank of America, N.A.
Derivative [Line Items]
Additional collateral required to be posted upon downgrade, one incremental notch	1,072
Additional collateral required to be posted upon downgrade, second incremental notch	$1,886

Derivatives_Derivative_Valuati

Derivatives - Derivative Valuation Adjustments (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Valuation adjustments on derivative assets, gross	($22,000,000)	$738,000,000	$1,022,000,000
Valuation adjustments on derivative assets, net	191,000,000	-96,000,000	291,000,000
Funding valuation adjustment on derivative asset, gross	-632,000,000
Funding valuation adjustment on derivative asset, net	-632,000,000
Valuation adjustments on derivative liabilities, gross	-28,000,000	-39,000,000	-2,212,000,000
Valuation adjustments on derivative liabilities, net	-150,000,000	-75,000,000	-2,477,000,000
Funding valuation adjustment on derivative liabilities, gross	135,000,000
Funding valuation adjustment on derivative liabilities, net	135,000,000
Cumulative credit valuation adjustment	1,600,000,000	1,600,000,000	2,400,000,000
Cumulative funding valuation adjustment	497,000,000
Cumulative debit valuation adjustment	$800,000,000	$800,000,000	$800,000,000

Derivatives_Narrative_Details

Derivatives - Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Derivative [Line Items]
Accumulated other comprehensive income (loss)	($4,320,000,000)	($8,457,000,000)	($2,797,000,000)	($5,437,000,000)
Net losses in AOCI expected to be reclassified	803,000,000
Net losses in AOCI expected to be reclassified, after tax	502,000,000
Credit derivatives
Derivative [Line Items]
Cash and securities held as collateral	82,000,000,000	74,400,000,000
Cash and securities collateral posted	67,900,000,000	56,100,000,000
Collateral not yet posted	1,400,000,000
Aggregate fair value of derivative liability	84,000,000
Credit derivatives, Unilateral Termination Option
Derivative [Line Items]
Cash and securities collateral posted	54,000,000
Purchased credit derivatives | Credit derivatives
Derivative [Line Items]
Carrying value of written credit derivatives	5,700,000,000	8,100,000,000
Notional amount of written credit derivatives	880,600,000,000	1,000,000,000,000
Bank of America, N.A. | Credit derivatives
Derivative [Line Items]
Collateral not yet posted	670,000,000
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges
Derivative [Line Items]
Accumulated other comprehensive income (loss)	($1,661,000,000)	($2,277,000,000)	($2,869,000,000)	($3,785,000,000)

Securities_Amortized_Cost_Gain

Securities - Amortized Cost, Gains and Losses, and Fair Value Available-for-sale (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Available-for-sale Debt Securities:
Amortized Cost	$282,108	$241,145
Gross Unrealized Gains	3,001	1,357
Gross Unrealized Losses	-835	-6,551
Debt securities carried at fair value	284,274	235,951
Available-for-sale Equity Securities:
Accumulated other comprehensive income (loss)	-4,320	-8,457	-2,797	-5,437
Other Debt Securities, Carried at Fair Value:
Amortized Cost	36,524	34,145
Gross Unrealized Gains	261	34
Gross Unrealized Losses	-364	-1,335
Fair Value	36,421	32,844
Debt securities carried at fair value:
Amortized Cost	318,632	275,290
Gross Unrealized Gains	3,262	1,391
Gross Unrealized Losses	-1,199	-7,886
Debt securities carried at fair value	320,695	268,795
Held-to-maturity Securities:
Amortized Cost	59,766	55,150
Gross Unrealized Gains	486	20
Gross Unrealized Losses	-611	-2,740
Held-to-maturity, fair value	59,641	52,430
Debt securities:
Amortized Cost	378,398	330,440
Gross Unrealized Gains	3,748	1,411
Gross Unrealized Losses	-1,810	-10,626
Fair Value	380,336	321,225
Other assets
Available-for-sale Equity Securities:
Amortized Cost	336	230
Gross Unrealized Gains	27	0
Gross Unrealized Losses	0	-7
Fair Value	363	223
Nonperforming Financial Instruments
Available-for-sale Debt Securities:
Debt securities carried at fair value	161	103
U.S. Treasury and agency securities
Available-for-sale Debt Securities:
Amortized Cost	69,267	8,910
Gross Unrealized Gains	360	106
Gross Unrealized Losses	-32	-62
Debt securities carried at fair value	69,595	8,954
Other Debt Securities, Carried at Fair Value:
Fair Value	1,541	4,062
Debt securities carried at fair value:
Debt securities carried at fair value	71,136
Agency
Available-for-sale Debt Securities:
Amortized Cost	163,592	170,112
Gross Unrealized Gains	2,040	777
Gross Unrealized Losses	-593	-5,954
Debt securities carried at fair value	165,039	164,935
Other Debt Securities, Carried at Fair Value:
Fair Value	15,704	16,500
Debt securities carried at fair value:
Debt securities carried at fair value	180,743
Agency-collateralized mortgage obligations
Available-for-sale Debt Securities:
Amortized Cost	14,175	22,731
Gross Unrealized Gains	152	76
Gross Unrealized Losses	-79	-315
Debt securities carried at fair value	14,248	22,492
Other Debt Securities, Carried at Fair Value:
Fair Value	0	218
Debt securities carried at fair value:
Debt securities carried at fair value	14,248
Non-agency residential
Available-for-sale Debt Securities:
Amortized Cost	4,244	6,124
Gross Unrealized Gains	287	238
Gross Unrealized Losses	-77	-123
Debt securities carried at fair value	4,454	6,239
Other Debt Securities, Carried at Fair Value:
Fair Value	3,745	0
Debt securities carried at fair value:
Debt securities carried at fair value	8,199
Non-agency residential | Prime
Available-for-sale Equity Securities:
Available-for-sale securities, percent held by rating	76.00%	89.00%
Non-agency residential | Alt-A
Available-for-sale Equity Securities:
Available-for-sale securities, percent held by rating	14.00%	7.00%
Non-agency residential | Subprime
Available-for-sale Equity Securities:
Available-for-sale securities, percent held by rating	10.00%	4.00%
Commercial
Available-for-sale Debt Securities:
Amortized Cost	3,931	2,429
Gross Unrealized Gains	69	63
Gross Unrealized Losses		-12
Debt securities carried at fair value	4,000	2,480
Other Debt Securities, Carried at Fair Value:
Fair Value	0	749
Debt securities carried at fair value:
Debt securities carried at fair value	4,000
Non-U.S. securities
Available-for-sale Debt Securities:
Amortized Cost	6,208	7,207
Gross Unrealized Gains	33	37
Gross Unrealized Losses	-11	-24
Debt securities carried at fair value	6,230	7,220
Other Debt Securities, Carried at Fair Value:
Fair Value	15,132	11,315
Debt securities carried at fair value:
Debt securities carried at fair value	21,362
Corporate/Agency bonds
Available-for-sale Debt Securities:
Amortized Cost	361	860
Gross Unrealized Gains	9	20
Gross Unrealized Losses	-2	-7
Debt securities carried at fair value	368	873
Debt securities carried at fair value:
Debt securities carried at fair value	368
Other taxable securities, substantially all asset-backed securities
Available-for-sale Debt Securities:
Amortized Cost	10,774	16,805
Gross Unrealized Gains	39	30
Gross Unrealized Losses	-22	-5
Debt securities carried at fair value	10,791	16,830
Other Debt Securities, Carried at Fair Value:
Fair Value	299	0
Debt securities carried at fair value:
Debt securities carried at fair value	11,090
Total taxable securities
Available-for-sale Debt Securities:
Amortized Cost	272,552	235,178
Gross Unrealized Gains	2,989	1,347
Gross Unrealized Losses	-816	-6,502
Debt securities carried at fair value	274,725	230,023
Debt securities carried at fair value:
Debt securities carried at fair value	311,146
Tax-exempt securities
Available-for-sale Debt Securities:
Amortized Cost	9,556	5,967
Gross Unrealized Gains	12	10
Gross Unrealized Losses	-19	-49
Debt securities carried at fair value	9,549	5,928
Debt securities carried at fair value:
Debt securities carried at fair value	9,549
Debt securities
Available-for-sale Equity Securities:
Accumulated other comprehensive income tax benefit	823
Debt securities carried at fair value:
Debt securities carried at fair value	320,695
Debt securities | Available-for-sale debt securities
Available-for-sale Equity Securities:
Accumulated other comprehensive income (loss)	$1,343	($3,257)	$4,443	$3,100

Securities_Other_Debt_Securiti

Securities - Other Debt Securities Carried at Fair Value (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	$36,421,000,000	$32,844,000,000
U.S. Treasury and agency securities
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	1,541,000,000	4,062,000,000
Agency
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	15,704,000,000	16,500,000,000
Agency-collateralized mortgage obligations
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	0	218,000,000
Non-agency residential
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	3,745,000,000	0
Commercial
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	0	749,000,000
Non-U.S. securities
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	15,132,000,000	11,315,000,000
Other taxable securities, substantially all asset-backed securities
Other Debt Securities Carried at Fair Value [Line Items]
Other debt securities carried at fair value	299,000,000	0
Other income (loss)
Other Debt Securities Carried at Fair Value [Line Items]
Unrealized mark-to-market net gains (losses)	1,200,000,000	-1,300,000,000
Realized net gains (losses)	$275,000,000	($963,000,000)

Securities_Realized_Gains_and_

Securities - Realized Gains and Losses (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Net gains on sales of AFS debt securities	$1,354	$1,271	$1,662
Debt securities
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Gross gains	1,366	1,302	2,128
Gross losses	-12	-31	-466
Net gains on sales of AFS debt securities	1,354	1,271	1,662
Income tax expense attributable to realized net gains on sales of AFS debt securities	$515	$470	$615

Securities_US_GSE_Agency_and_T

Securities - U.S. GSE, Agency, and Treasury Securities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Marketable Securities [Line Items]
Fair Value	$380,336	$321,225
Fannie Mae
Marketable Securities [Line Items]
Amortized Cost	130,725	123,813
Fair Value	131,418	118,708
Government National Mortgage Association
Marketable Securities [Line Items]
Amortized Cost	98,278	118,700
Fair Value	98,633	115,314
U.S. Treasury
Marketable Securities [Line Items]
Amortized Cost	68,481	10,533
Fair Value	68,801	10,428
Freddie Mac
Marketable Securities [Line Items]
Amortized Cost	28,288	24,908
Fair Value	$28,556	$24,075

Securities_Gross_Unrealized_Lo

Securities - Gross Unrealized Losses (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Debt securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	$16,346	$154,358
Less than Twelve Months, Gross Unrealized Losses	-99	-5,791
Twelve Months or Longer, Fair Value	49,554	14,839
Twelve Months or Longer, Gross Unrealized Losses	-736	-760
Total, Fair Value	65,900	169,197
Total, Gross Unrealized Losses	-835	-6,551
Temporarily impaired AFS debt securities | Debt securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	15,791	154,356
Less than Twelve Months, Gross Unrealized Losses	-66	-5,790
Twelve Months or Longer, Fair Value	49,554	14,838
Twelve Months or Longer, Gross Unrealized Losses	-736	-759
Total, Fair Value	65,345	169,194
Total, Gross Unrealized Losses	-802	-6,549
Temporarily impaired AFS debt securities | U.S. Treasury and agency securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	10,121	5,770
Less than Twelve Months, Gross Unrealized Losses	-22	-61
Twelve Months or Longer, Fair Value	667	19
Twelve Months or Longer, Gross Unrealized Losses	-10	-1
Total, Fair Value	10,788	5,789
Total, Gross Unrealized Losses	-32	-62
Temporarily impaired AFS debt securities | Agency
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	1,366	132,032
Less than Twelve Months, Gross Unrealized Losses	-8	-5,457
Twelve Months or Longer, Fair Value	43,118	9,324
Twelve Months or Longer, Gross Unrealized Losses	-585	-497
Total, Fair Value	44,484	141,356
Total, Gross Unrealized Losses	-593	-5,954
Temporarily impaired AFS debt securities | Agency-collateralized mortgage obligations
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	2,242	13,438
Less than Twelve Months, Gross Unrealized Losses	-19	-210
Twelve Months or Longer, Fair Value	3,075	2,661
Twelve Months or Longer, Gross Unrealized Losses	-60	-105
Total, Fair Value	5,317	16,099
Total, Gross Unrealized Losses	-79	-315
Temporarily impaired AFS debt securities | Non-agency residential
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	307	819
Less than Twelve Months, Gross Unrealized Losses	-3	-15
Twelve Months or Longer, Fair Value	809	1,237
Twelve Months or Longer, Gross Unrealized Losses	-41	-106
Total, Fair Value	1,116	2,056
Total, Gross Unrealized Losses	-44	-121
Temporarily impaired AFS debt securities | Commercial
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value		286
Less than Twelve Months, Gross Unrealized Losses		-12
Twelve Months or Longer, Fair Value		0
Twelve Months or Longer, Gross Unrealized Losses		0
Total, Fair Value		286
Total, Gross Unrealized Losses		-12
Temporarily impaired AFS debt securities | Non-U.S. securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	157	0
Less than Twelve Months, Gross Unrealized Losses	-9	0
Twelve Months or Longer, Fair Value	32	45
Twelve Months or Longer, Gross Unrealized Losses	-2	-24
Total, Fair Value	189	45
Total, Gross Unrealized Losses	-11	-24
Temporarily impaired AFS debt securities | Corporate/Agency bonds
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	43	106
Less than Twelve Months, Gross Unrealized Losses	-1	-3
Twelve Months or Longer, Fair Value	93	282
Twelve Months or Longer, Gross Unrealized Losses	-1	-4
Total, Fair Value	136	388
Total, Gross Unrealized Losses	-2	-7
Temporarily impaired AFS debt securities | Other taxable securities, substantially all asset-backed securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	575	116
Less than Twelve Months, Gross Unrealized Losses	-3	-2
Twelve Months or Longer, Fair Value	1,080	280
Twelve Months or Longer, Gross Unrealized Losses	-19	-3
Total, Fair Value	1,655	396
Total, Gross Unrealized Losses	-22	-5
Temporarily impaired AFS debt securities | Total taxable securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	14,811	152,567
Less than Twelve Months, Gross Unrealized Losses	-65	-5,760
Twelve Months or Longer, Fair Value	48,874	13,848
Twelve Months or Longer, Gross Unrealized Losses	-718	-740
Total, Fair Value	63,685	166,415
Total, Gross Unrealized Losses	-783	-6,500
Temporarily impaired AFS debt securities | Tax-exempt securities
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	980	1,789
Less than Twelve Months, Gross Unrealized Losses	-1	-30
Twelve Months or Longer, Fair Value	680	990
Twelve Months or Longer, Gross Unrealized Losses	-18	-19
Total, Fair Value	1,660	2,779
Total, Gross Unrealized Losses	-19	-49
Other-than-temporarily impaired AFS debt securities | Non-agency residential
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than Twelve Months, Fair Value	555	2
Less than Twelve Months, Gross Unrealized Losses	-33	-1
Twelve Months or Longer, Fair Value	0	1
Twelve Months or Longer, Gross Unrealized Losses	0	-1
Total, Fair Value	555	3
Total, Gross Unrealized Losses	($33)	($2)

Securities_Asset_Impairment_Lo

Securities - Asset Impairment Losses Recongized in Earnings (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]
Total OTTI losses (unrealized and realized)	($30)	($21)	($57)
Unrealized OTTI losses recognized in OCI	14	1	4
Net impairment losses recognized in earnings	($16)	($20)	($53)

Securities_Rollforward_of_Cred

Securities - Rollforward of Credit Losses Recognized (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Rollforward of Credit Losses Recognized:
Balance, January 1	$184	$243	$310
Additions for credit losses recognized on AFS debt securities that had no previous impairment losses	14	6	7
Additions for credit losses recognized on AFS debt securities that had previously incurred impairment losses	2	14	46
Reductions for AFS debt securities matured, sold or intended to be sold	0	-79	-120
Balance, December 31	$200	$184	$243

Securities_OTTI_Significant_As

Securities - OTTI Significant Assumptions (Details) (Non-agency residential)	Dec. 31, 2014
Weighted Average
Significant Assumptions:
Prepayment speed	15.30%
Loss severity	35.20%
Life default rate	39.60%
Weighted Average | Prime
Significant Assumptions:
Loss severity	31.00%
Life default rate	24.50%
Weighted Average | Alt-A
Significant Assumptions:
Loss severity	34.10%
Life default rate	42.40%
Weighted Average | Subprime
Significant Assumptions:
Loss severity	45.00%
Life default rate	42.00%
Minimum
Significant Assumptions:
Prepayment speed	3.10%
Loss severity	11.80%
Life default rate	1.50%
Maximum
Significant Assumptions:
Prepayment speed	29.90%
Loss severity	44.70%
Life default rate	98.60%

Securities_Expected_Maturity_D

Securities - Expected Maturity (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Held-to-maturity Securities, Debt Maturities, Net Carrying Amount [Abstract]
Due in One Year or Less, Amount	$108
Due in One Year or Less, Yield	0.84%
Due after One Year through Five Years, Amount	19,513
Due after One Year through Five Years, Yield	2.40%
Due after Five Years through Ten Years, Amount	39,917
Due after Five Years though Ten Years, Yield	2.30%
Due after Ten Years, Amount	228
Due after Ten Years, Yield	3.31%
Amortized Cost	59,766	55,150
Total, Yield	2.40%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Debt Securities Carried at Fair Value	320,695	268,795
Held-to-maturity Securities, Debt Maturities, Fair Value [Abstract]
Due in One Year or Less, Amount	108
Due after One Year through Five Years, Amount	19,762
Due after Five Years though Ten Years, Amount	39,538
Due after Ten Years, Amount	233
Held-to-maturity Securities, Fair Value	59,641	52,430
U.S. Treasury and agency securities
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	577
Due in One Year or Less, Yield	0.41%
Due after One Year through Five Years, Amount	51,153
Due after One Year through Five Years, Yield	1.60%
Due after Five Years though Ten Years, Amount	17,535
Due after Five Years though Ten Years, Yield	2.10%
Due after Ten Years, Amount	1,480
Due after Ten Years, Yield	3.00%
Total, Amount	70,745
Total, Yield	1.78%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	577
Due after One Year through Five Years, Amount	51,383
Due after Five Years though Ten Years, Amount	17,633
Due after Ten Years, Amount	1,543
Debt Securities Carried at Fair Value	71,136
Agency
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	28
Due in One Year or Less, Yield	4.60%
Due after One Year through Five Years, Amount	24,283
Due after One Year through Five Years, Yield	2.70%
Due after Five Years though Ten Years, Amount	152,950
Due after Five Years though Ten Years, Yield	2.80%
Due after Ten Years, Amount	2,175
Due after Ten Years, Yield	3.00%
Total, Amount	179,436
Total, Yield	2.80%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	29
Due after One Year through Five Years, Amount	24,859
Due after Five Years though Ten Years, Amount	153,649
Due after Ten Years, Amount	2,206
Debt Securities Carried at Fair Value	180,743
Agency-collateralized mortgage obligations
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	794
Due in One Year or Less, Yield	0.40%
Due after One Year through Five Years, Amount	2,874
Due after One Year through Five Years, Yield	2.00%
Due after Five Years though Ten Years, Amount	10,488
Due after Five Years though Ten Years, Yield	2.80%
Due after Ten Years, Amount	19
Due after Ten Years, Yield	0.60%
Total, Amount	14,175
Total, Yield	2.50%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	795
Due after One Year through Five Years, Amount	2,838
Due after Five Years though Ten Years, Amount	10,596
Due after Ten Years, Amount	19
Debt Securities Carried at Fair Value	14,248
Non-agency residential
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	517
Due in One Year or Less, Yield	5.09%
Due after One Year through Five Years, Amount	1,834
Due after One Year through Five Years, Yield	5.39%
Due after Five Years though Ten Years, Amount	1,236
Due after Five Years though Ten Years, Yield	4.78%
Due after Ten Years, Amount	4,443
Due after Ten Years, Yield	10.61%
Total, Amount	8,030
Total, Yield	8.15%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	521
Due after One Year through Five Years, Amount	1,849
Due after Five Years though Ten Years, Amount	1,316
Due after Ten Years, Amount	4,513
Debt Securities Carried at Fair Value	8,199
Commercial
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	188
Due in One Year or Less, Yield	9.69%
Due after One Year through Five Years, Amount	590
Due after One Year through Five Years, Yield	2.32%
Due after Five Years though Ten Years, Amount	3,150
Due after Five Years though Ten Years, Yield	2.80%
Due after Ten Years, Amount	3
Due after Ten Years, Yield	2.83%
Total, Amount	3,931
Total, Yield	3.07%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	191
Due after One Year through Five Years, Amount	594
Due after Five Years though Ten Years, Amount	3,212
Due after Ten Years, Amount	3
Debt Securities Carried at Fair Value	4,000
Non-U.S. securities
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	18,991
Due in One Year or Less, Yield	0.98%
Due after One Year through Five Years, Amount	2,261
Due after One Year through Five Years, Yield	3.83%
Due after Five Years though Ten Years, Amount	68
Due after Five Years though Ten Years, Yield	6.23%
Total, Amount	21,320
Total, Yield	1.30%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	18,982
Due after One Year through Five Years, Amount	2,309
Due after Five Years though Ten Years, Amount	71
Debt Securities Carried at Fair Value	21,362
Corporate/Agency bonds
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	59
Due in One Year or Less, Yield	1.79%
Due after One Year through Five Years, Amount	112
Due after One Year through Five Years, Yield	3.77%
Due after Five Years though Ten Years, Amount	94
Due after Five Years though Ten Years, Yield	3.74%
Due after Ten Years, Amount	96
Due after Ten Years, Yield	0.63%
Total, Amount	361
Total, Yield	2.43%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	60
Due after One Year through Five Years, Amount	117
Due after Five Years though Ten Years, Amount	96
Due after Ten Years, Amount	95
Debt Securities Carried at Fair Value	368
Other taxable securities, substantially all asset-backed securities
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	3,199
Due in One Year or Less, Yield	1.34%
Due after One Year through Five Years, Amount	5,707
Due after One Year through Five Years, Yield	1.22%
Due after Five Years though Ten Years, Amount	1,376
Due after Five Years though Ten Years, Yield	1.81%
Due after Ten Years, Amount	796
Due after Ten Years, Yield	4.36%
Total, Amount	11,078
Total, Yield	1.59%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	3,202
Due after One Year through Five Years, Amount	5,699
Due after Five Years though Ten Years, Amount	1,399
Due after Ten Years, Amount	790
Debt Securities Carried at Fair Value	11,090
Total taxable securities
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	24,353
Due in One Year or Less, Yield	1.16%
Due after One Year through Five Years, Amount	88,814
Due after One Year through Five Years, Yield	2.07%
Due after Five Years though Ten Years, Amount	186,897
Due after Five Years though Ten Years, Yield	2.80%
Due after Ten Years, Amount	9,012
Due after Ten Years, Yield	6.86%
Total, Amount	309,076
Total, Yield	2.56%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	24,357
Due after One Year through Five Years, Amount	89,648
Due after Five Years though Ten Years, Amount	187,972
Due after Ten Years, Amount	9,169
Debt Securities Carried at Fair Value	311,146
Tax-exempt securities
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	929
Due in One Year or Less, Yield	0.97%
Due after One Year through Five Years, Amount	3,768
Due after One Year through Five Years, Yield	1.13%
Due after Five Years though Ten Years, Amount	3,082
Due after Five Years though Ten Years, Yield	1.15%
Due after Ten Years, Amount	1,777
Due after Ten Years, Yield	0.86%
Total, Amount	9,556
Total, Yield	1.14%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	929
Due after One Year through Five Years, Amount	3,770
Due after Five Years though Ten Years, Amount	3,078
Due after Ten Years, Amount	1,772
Debt Securities Carried at Fair Value	9,549
Debt securities
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	25,282
Due in One Year or Less, Yield	1.16%
Due after One Year through Five Years, Amount	92,582
Due after One Year through Five Years, Yield	2.03%
Due after Five Years though Ten Years, Amount	189,979
Due after Five Years though Ten Years, Yield	2.77%
Due after Ten Years, Amount	10,789
Due after Ten Years, Yield	5.87%
Total, Amount	318,632
Total, Yield	2.51%
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in One Year or Less, Amount	25,286
Due after One Year through Five Years, Amount	93,418
Due after Five Years though Ten Years, Amount	191,050
Due after Ten Years, Amount	10,941
Debt Securities Carried at Fair Value	$320,695

Securities_Certain_Corporate_a

Securities - Certain Corporate and Strategic Investments (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2014
Merchant Servicing Joint Venture
Schedule of Equity Method Investments [Line Items]
Equity method investment ownership percentage		49.00%
Other assets | Merchant Servicing Joint Venture
Schedule of Equity Method Investments [Line Items]
Equity method investments	$3,200,000,000	3,100,000,000
Equity Investment Income | China Construction Bank Corporation
Schedule of Equity Method Investments [Line Items]
Realized gain (loss) on sale of equity method investment	$753,000,000

Outstanding_Loans_and_Leases_P

Outstanding Loans and Leases - Past Due (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	$5,918,000,000	$7,405,000,000
60-89 Days Past Due	2,749,000,000	3,439,000,000
90 Days or More Past Due	19,754,000,000	28,263,000,000
Total Past Due 30 Days or More	28,421,000,000	39,107,000,000
Total Current or Less Than 30 Days Past Due	823,520,000,000	853,819,000,000
Carrying value gross of valuation allowance	20,769,000,000	25,265,000,000
Loans and leases, measured at fair value	8,681,000,000	10,042,000,000
Total Outstandings	881,391,000,000	928,233,000,000
Percentage outstanding, 30-59 days past due	0.67%	0.80%
Percentage outstanding, 60-90 days past due	0.31%	0.37%
Percentage outstanding, Equal to Greater than 90 days past due	2.24%	3.04%
Percentage outstanding, 30 days or more past due	3.22%	4.21%
Percentage outstanding, current or less than 30 days past due	93.44%	91.99%
Percentage outstanding, purchase credit-impaired	2.36%	2.72%
Percentage outstanding, loans accounted for under the fair value option	0.98%	1.08%
Percentage outstanding, total outstanding	100.00%	100.00%
Federal National Mortgage Association Certificates and Obligations (FNMA) and Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC) | Residential Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Unpaid Principal Balance of Loans Covered by Protection Agreements	17,200,000,000	28,200,000,000
Nonperforming Financing Receivable | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Current or Less Than 30 Days Past Due	27,000,000	33,000,000
Consumer Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	5,246,000,000	6,712,000,000
60-89 Days Past Due	2,492,000,000	3,159,000,000
90 Days or More Past Due	19,012,000,000	27,533,000,000
Total Past Due 30 Days or More	26,750,000,000	37,404,000,000
Total Current or Less Than 30 Days Past Due	438,974,000,000	467,117,000,000
Carrying value gross of valuation allowance	20,769,000,000	25,265,000,000
Loans and leases, measured at fair value	2,077,000,000	2,164,000,000
Total Outstandings	488,570,000,000	531,950,000,000
Consumer Portfolio Segment | Residential Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases, measured at fair value	1,900,000,000	2,000,000,000
Consumer Portfolio Segment | Home equity lines of credit
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases, measured at fair value	196,000,000	147,000,000
Consumer Portfolio Segment | Carrying Value
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	486,493,000,000	529,786,000,000
Consumer Portfolio Segment | Estimate of Fair Value Measurement
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	2,077,000,000	2,164,000,000
Consumer real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Carrying value gross of valuation allowance	20,769,000,000	25,265,000,000
Consumer real estate | Core Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	1,847,000,000	2,151,000,000
60-89 Days Past Due	700,000,000	754,000,000
90 Days or More Past Due	5,561,000,000	7,188,000,000
Total Past Due 30 Days or More	8,108,000,000	10,093,000,000
Total Current or Less Than 30 Days Past Due	154,112,000,000	167,243,000,000
Total Outstandings	162,220,000,000	177,336,000,000
Consumer real estate | Core Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	218,000,000	243,000,000
60-89 Days Past Due	105,000,000	113,000,000
90 Days or More Past Due	744,000,000	693,000,000
Total Past Due 30 Days or More	1,067,000,000	1,049,000,000
Total Current or Less Than 30 Days Past Due	50,820,000,000	53,450,000,000
Total Outstandings	51,887,000,000	54,499,000,000
Consumer real estate | Legacy Assets and Servicing Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	2,008,000,000	2,758,000,000
60-89 Days Past Due	1,060,000,000	1,412,000,000
90 Days or More Past Due	10,513,000,000	16,746,000,000
Total Past Due 30 Days or More	13,581,000,000	20,916,000,000
Total Current or Less Than 30 Days Past Due	25,244,000,000	31,142,000,000
Carrying value gross of valuation allowance	15,152,000,000	18,672,000,000
Total Outstandings	38,825,000,000	52,058,000,000
Consumer real estate | Legacy Assets and Servicing Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	374,000,000	444,000,000
60-89 Days Past Due	174,000,000	221,000,000
90 Days or More Past Due	1,166,000,000	1,292,000,000
Total Past Due 30 Days or More	1,714,000,000	1,957,000,000
Total Current or Less Than 30 Days Past Due	26,507,000,000	30,623,000,000
Carrying value gross of valuation allowance	5,617,000,000	6,593,000,000
Total Outstandings	28,221,000,000	32,580,000,000
Consumer real estate | Pay option | Legacy Assets and Servicing Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	3,200,000,000	4,400,000,000
Consumer real estate | Fully Insured Loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	2,100,000,000	2,500,000,000
60-89 Days Past Due	1,100,000,000	1,200,000,000
90 Days or More Past Due	11,400,000,000	17,000,000,000
Consumer real estate | Fully Insured Loans | Core Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	52,990,000,000	69,712,000,000
Consumer real estate | Fully Insured Loans | Core Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	0	0
Consumer real estate | Fully Insured Loans | Legacy Assets and Servicing Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	11,980,000,000	17,535,000,000
Consumer real estate | Fully Insured Loans | Legacy Assets and Servicing Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	0	0
Consumer real estate | Nonperforming Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	392,000,000	623,000,000
60-89 Days Past Due	332,000,000	410,000,000
Total Current or Less Than 30 Days Past Due	3,600,000,000	5,900,000,000
Consumer real estate | Carrying Value | Core Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	162,220,000,000	177,336,000,000
Consumer real estate | Carrying Value | Core Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	51,887,000,000	54,499,000,000
Consumer real estate | Carrying Value | Legacy Assets and Servicing Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	53,977,000,000	70,730,000,000
Consumer real estate | Carrying Value | Legacy Assets and Servicing Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	33,838,000,000	39,173,000,000
Credit card and other consumer | Credit Card Receivable | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	494,000,000	598,000,000
60-89 Days Past Due	341,000,000	422,000,000
90 Days or More Past Due	866,000,000	1,053,000,000
Total Past Due 30 Days or More	1,701,000,000	2,073,000,000
Total Current or Less Than 30 Days Past Due	90,178,000,000	90,265,000,000
Total Outstandings	91,879,000,000	92,338,000,000
Credit card and other consumer | Credit Card Receivable | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	49,000,000	63,000,000
60-89 Days Past Due	39,000,000	54,000,000
90 Days or More Past Due	95,000,000	131,000,000
Total Past Due 30 Days or More	183,000,000	248,000,000
Total Current or Less Than 30 Days Past Due	10,282,000,000	11,293,000,000
Total Outstandings	10,465,000,000	11,541,000,000
Percentage outstanding, Equal to Greater than 90 days past due	1.00%	1.00%
Percentage outstanding, current or less than 30 days past due	98.00%	98.00%
Credit card and other consumer | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	245,000,000	431,000,000
60-89 Days Past Due	71,000,000	175,000,000
90 Days or More Past Due	65,000,000	410,000,000
Total Past Due 30 Days or More	381,000,000	1,016,000,000
Total Current or Less Than 30 Days Past Due	80,000,000,000	81,176,000,000
Total Outstandings	80,381,000,000	82,192,000,000
Credit card and other consumer | Other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	11,000,000	24,000,000
60-89 Days Past Due	2,000,000	8,000,000
90 Days or More Past Due	2,000,000	20,000,000
Total Past Due 30 Days or More	15,000,000	52,000,000
Total Current or Less Than 30 Days Past Due	1,831,000,000	1,925,000,000
Total Outstandings	1,846,000,000	1,977,000,000
Credit card and other consumer | Other consumer | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	3,000,000	5,000,000
Credit card and other consumer | Dealer Financial Services Loans | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	37,700,000,000	38,500,000,000
Credit card and other consumer | Unsecured Consumed Lending Loans | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	1,500,000,000	2,700,000,000
Credit card and other consumer | Securities Based Lending Loans | Direct/Indirect Consumer | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	35,800,000,000	31,200,000,000
Credit card and other consumer | Securities Based Lending Loans | Direct/Indirect Consumer | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	4,000,000,000	4,700,000,000
Credit card and other consumer | Student Loans | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	632,000,000	4,100,000,000
Credit card and other consumer | Other Loans | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	761,000,000	1,000,000,000
Credit card and other consumer | Consumer Finance Loans | Other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	676,000,000	1,200,000,000
Credit card and other consumer | Consumer Leases | Other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	1,000,000,000	606,000,000
Credit card and other consumer | Consumer Overdrafts | Other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	162,000,000	176,000,000
Credit card and other consumer | Carrying Value | Credit Card Receivable | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	91,879,000,000	92,338,000,000
Credit card and other consumer | Carrying Value | Credit Card Receivable | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	10,465,000,000	11,541,000,000
Credit card and other consumer | Carrying Value | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	80,381,000,000	82,192,000,000
Credit card and other consumer | Carrying Value | Other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	1,846,000,000	1,977,000,000
Commercial Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	672,000,000	693,000,000
60-89 Days Past Due	257,000,000	280,000,000
90 Days or More Past Due	742,000,000	730,000,000
Total Past Due 30 Days or More	1,671,000,000	1,703,000,000
Total Current or Less Than 30 Days Past Due	384,546,000,000	386,702,000,000
Loans and leases, measured at fair value	6,604,000,000	7,878,000,000
Total Outstandings	392,821,000,000	396,283,000,000
Commercial Portfolio Segment | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	320,000,000	363,000,000
60-89 Days Past Due	151,000,000	151,000,000
90 Days or More Past Due	318,000,000	309,000,000
Total Past Due 30 Days or More	789,000,000	823,000,000
Total Current or Less Than 30 Days Past Due	219,504,000,000	211,734,000,000
Loans and leases, measured at fair value	1,900,000,000	1,500,000,000
Total Outstandings	220,293,000,000	212,557,000,000
Commercial Portfolio Segment | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	5,000,000	103,000,000
60-89 Days Past Due	4,000,000	8,000,000
90 Days or More Past Due		17,000,000
Total Past Due 30 Days or More	9,000,000	128,000,000
Total Current or Less Than 30 Days Past Due	80,074,000,000	89,334,000,000
Loans and leases, measured at fair value	4,700,000,000	6,400,000,000
Total Outstandings	80,083,000,000	89,462,000,000
Commercial Portfolio Segment | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	138,000,000	30,000,000
60-89 Days Past Due	16,000,000	29,000,000
90 Days or More Past Due	288,000,000	243,000,000
Total Past Due 30 Days or More	442,000,000	302,000,000
Total Current or Less Than 30 Days Past Due	47,240,000,000	47,591,000,000
Total Outstandings	47,682,000,000	47,893,000,000
Commercial Portfolio Segment | Commercial Real Estate | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	45,200,000,000	46,300,000,000
Commercial Portfolio Segment | Commercial Real Estate | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	2,500,000,000	1,600,000,000
Commercial Portfolio Segment | Commercial Lease Financing
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	121,000,000	110,000,000
60-89 Days Past Due	41,000,000	37,000,000
90 Days or More Past Due	42,000,000	48,000,000
Total Past Due 30 Days or More	204,000,000	195,000,000
Total Current or Less Than 30 Days Past Due	24,662,000,000	25,004,000,000
Total Outstandings	24,866,000,000	25,199,000,000
Commercial Portfolio Segment | Small Business Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 Days Past Due	88,000,000	87,000,000
60-89 Days Past Due	45,000,000	55,000,000
90 Days or More Past Due	94,000,000	113,000,000
Total Past Due 30 Days or More	227,000,000	255,000,000
Total Current or Less Than 30 Days Past Due	13,066,000,000	13,039,000,000
Commercial Portfolio Segment | Small Business Commercial | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	13,293,000,000	13,294,000,000
Commercial Portfolio Segment | Carrying Value
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	386,217,000,000	388,405,000,000
Commercial Portfolio Segment | Carrying Value | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	220,293,000,000	212,557,000,000
Commercial Portfolio Segment | Carrying Value | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	80,083,000,000	89,462,000,000
Commercial Portfolio Segment | Carrying Value | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	47,682,000,000	47,893,000,000
Commercial Portfolio Segment | Carrying Value | Commercial Lease Financing
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	24,866,000,000	25,199,000,000
Commercial Portfolio Segment | Carrying Value | Small Business Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	13,293,000,000	13,294,000,000
Commercial Portfolio Segment | Estimate of Fair Value Measurement
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Outstandings	$6,604,000,000	$7,878,000,000

Outstanding_Loans_and_Leases_N

Outstanding Loans and Leases - Nonperforming (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Loans and leases	$881,391	$928,233
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	19,754	28,263
Proceeds from sales	28,765	12,331	1,837
Nonperforming loans and leases	11,932	17,149
Accruing past due 90 days or more	12,654	18,759
Nonaccruing troubled debt restructurings excluded from nonperforming loans	102	260
Residential Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Accruing past due 90 days or more	4,100	4,000
Nonperforming Financing Receivable | Junior Lien Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	800	1,200
Chapter Seven Bankruptcy | Nonperforming Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Loans and leases	1,400
Non-performing troubled debt with no change in repayment terms at time of discharge, current with contractual payments	901
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	395
Nonperforming loans discharged more than twelve months prior (greater than)	80.00%
Nonperforming loans discharged more than twenty four months prior (greater than)	60.00%
Federal Housing Administration | Residential Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonperforming loans and leases	7,300	13,000
Consumer Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	488,570	531,950
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	19,012	27,533
Nonperforming loans and leases	10,819	15,840
Accruing past due 90 days or more	12,433	18,555
Consumer Portfolio Segment | Nonperforming Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Proceeds from sales	4,800	2,000
Gain (loss) on the sale of loans and leases receivable	247	58
Consumer real estate | Junior Lien Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Consumer real estate | Core Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	162,220	177,336
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	5,561	7,188
Nonperforming loans and leases	2,398	3,316
Accruing past due 90 days or more	3,942	5,137
Consumer real estate | Core Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Loans and leases	51,887	54,499
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	744	693
Nonperforming loans and leases	1,496	1,431
Accruing past due 90 days or more	0	0
Consumer real estate | Legacy Assets and Servicing Portfolio, Residential Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	38,825	52,058
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	10,513	16,746
Nonperforming loans and leases	4,491	8,396
Accruing past due 90 days or more	7,465	11,824
Consumer real estate | Legacy Assets and Servicing Portfolio, Home Equity Financing Receivable
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	28,221	32,580
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	1,166	1,292
Nonperforming loans and leases	2,405	2,644
Accruing past due 90 days or more	0	0
Consumer real estate | Residential Mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Credit card and other consumer | Credit Card Receivable | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	91,879	92,338
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	866	1,053
Accruing past due 90 days or more	866	1,053
Credit card and other consumer | Credit Card Receivable | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	10,465	11,541
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	95	131
Accruing past due 90 days or more	95	131
Credit card and other consumer | Direct/Indirect Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	80,381	82,192
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	65	410
Nonperforming loans and leases	28	35
Accruing past due 90 days or more	64	408
Credit card and other consumer | Other consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	1,846	1,977
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	2	20
Nonperforming loans and leases	1	18
Accruing past due 90 days or more	1	2
Credit card and other consumer | Other consumer | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	3	5
Commercial Portfolio Segment
Financing Receivable, Recorded Investment, Past Due [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Loans and leases	392,821	396,283
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	742	730
Nonperforming loans and leases	1,113	1,309
Accruing past due 90 days or more	221	204
Commercial Portfolio Segment | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	220,293	212,557
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	318	309
Nonperforming loans and leases	701	819
Accruing past due 90 days or more	110	47
Commercial Portfolio Segment | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	80,083	89,462
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due		17
Nonperforming loans and leases	1	64
Accruing past due 90 days or more	0	17
Commercial Portfolio Segment | Commercial Real Estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	47,682	47,893
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	288	243
Nonperforming loans and leases	321	322
Accruing past due 90 days or more	3	21
Commercial Portfolio Segment | Commercial Real Estate | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	45,200	46,300
Commercial Portfolio Segment | Commercial Real Estate | Non United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	2,500	1,600
Commercial Portfolio Segment | Commercial Lease Financing
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	24,866	25,199
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	42	48
Nonperforming loans and leases	3	16
Accruing past due 90 days or more	41	41
Commercial Portfolio Segment | Small Business Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Non-performing troubled debt with no change in repayment terms at time of discharge, 90 days or more past due	94	113
Nonperforming loans and leases	87	88
Accruing past due 90 days or more	67	78
Commercial Portfolio Segment | Small Business Commercial | United States
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	$13,293	$13,294

Outstanding_Loans_and_Leases_C

Outstanding Loans and Leases - Consumer Real Estate - Credit Quality Indicators (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$881,391,000,000	$928,233,000,000
Loans and leases, measured at fair value	8,681,000,000	10,042,000,000
Refreshed loan to value high property value threshold	1,000,000
Consumer Portfolio Segment
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	488,570,000,000	531,950,000,000
Loans and leases, measured at fair value	2,077,000,000	2,164,000,000
Consumer real estate | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	162,220,000,000	177,336,000,000
Consumer real estate | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	38,825,000,000	52,058,000,000
Consumer real estate | Legacy Assets & Servicing Residential Mortgage | Pay option
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,200,000,000	4,400,000,000
Consumer real estate | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	15,152,000,000	18,672,000,000
Consumer real estate | Residential Mortgage PCI | Pay option
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,800,000,000	4,000,000,000
Consumer real estate | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	51,887,000,000	54,499,000,000
Consumer real estate | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	28,221,000,000	32,580,000,000
Consumer real estate | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	5,617,000,000	6,593,000,000
Consumer real estate | Less than 620 | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,184,000,000	5,334,000,000
Consumer real estate | Less than 620 | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,313,000,000	9,955,000,000
Consumer real estate | Less than 620 | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,109,000,000	9,129,000,000
Consumer real estate | Less than 620 | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,169,000,000	2,415,000,000
Consumer real estate | Less than 620 | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,470,000,000	4,259,000,000
Consumer real estate | Less than 620 | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	864,000,000	1,045,000,000
Consumer real estate | Greater than or equal to 620 and less than 680 | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,272,000,000	7,164,000,000
Consumer real estate | Greater than or equal to 620 and less than 680 | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,032,000,000	5,276,000,000
Consumer real estate | Greater than or equal to 620 and less than 680 | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,014,000,000	3,349,000,000
Consumer real estate | Greater than or equal to 620 and less than 680 | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,683,000,000	4,211,000,000
Consumer real estate | Greater than or equal to 620 and less than 680 | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,529,000,000	5,133,000,000
Consumer real estate | Greater than or equal to 620 and less than 680 | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	995,000,000	1,172,000,000
Consumer real estate | Greater than or equal to 680 and less than 740 | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	21,946,000,000	22,617,000,000
Consumer real estate | Greater than or equal to 680 and less than 740 | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,463,000,000	7,639,000,000
Consumer real estate | Greater than or equal to 680 and less than 740 | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,310,000,000	3,211,000,000
Consumer real estate | Greater than or equal to 680 and less than 740 | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	10,231,000,000	11,726,000,000
Consumer real estate | Greater than or equal to 680 and less than 740 | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	7,905,000,000	9,143,000,000
Consumer real estate | Greater than or equal to 680 and less than 740 | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,651,000,000	1,936,000,000
Consumer real estate | Greater than or equal to 740 | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	76,828,000,000	72,509,000,000
Consumer real estate | Greater than or equal to 740 | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	10,037,000,000	11,653,000,000
Consumer real estate | Greater than or equal to 740 | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,719,000,000	2,983,000,000
Consumer real estate | Greater than or equal to 740 | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	35,804,000,000	36,147,000,000
Consumer real estate | Greater than or equal to 740 | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	12,317,000,000	14,045,000,000
Consumer real estate | Greater than or equal to 740 | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,107,000,000	2,440,000,000
Consumer real estate | Less than or equal to 90 percent | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	100,255,000,000	94,255,000,000
Consumer real estate | Less than or equal to 90 percent | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	18,499,000,000	21,587,000,000
Consumer real estate | Less than or equal to 90 percent | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	9,972,000,000	10,605,000,000
Consumer real estate | Less than or equal to 90 percent | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	45,414,000,000	44,892,000,000
Consumer real estate | Less than or equal to 90 percent | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	17,453,000,000	17,006,000,000
Consumer real estate | Less than or equal to 90 percent | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,046,000,000	1,598,000,000
Consumer real estate | Greater than 90 percent but less than or equal to 100 percent | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,958,000,000	7,013,000,000
Consumer real estate | Greater than 90 percent but less than or equal to 100 percent | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,081,000,000	4,216,000,000
Consumer real estate | Greater than 90 percent but less than or equal to 100 percent | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,005,000,000	2,638,000,000
Consumer real estate | Greater than 90 percent but less than or equal to 100 percent | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,442,000,000	3,178,000,000
Consumer real estate | Greater than 90 percent but less than or equal to 100 percent | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,272,000,000	3,948,000,000
Consumer real estate | Greater than 90 percent but less than or equal to 100 percent | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,048,000,000	1,121,000,000
Consumer real estate | Greater than 100 percent | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,017,000,000	6,356,000,000
Consumer real estate | Greater than 100 percent | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	5,265,000,000	8,720,000,000
Consumer real estate | Greater than 100 percent | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,175,000,000	5,429,000,000
Consumer real estate | Greater than 100 percent | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,031,000,000	6,429,000,000
Consumer real estate | Greater than 100 percent | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	7,496,000,000	11,626,000,000
Consumer real estate | Greater than 100 percent | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,523,000,000	3,874,000,000
Consumer real estate | Fully Insured Loans | Core Portfolio Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	52,990,000,000	69,712,000,000
Consumer real estate | Fully Insured Loans | Legacy Assets & Servicing Residential Mortgage
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	11,980,000,000	17,535,000,000
Consumer real estate | Fully Insured Loans | Residential Mortgage PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Consumer real estate | Fully Insured Loans | Core Portfolio Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Consumer real estate | Fully Insured Loans | Legacy Assets & Servicing Home Equity
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Consumer real estate | Fully Insured Loans | Home Equity PCI
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$0	$0

Outstanding_Loans_and_Leases_C1

Outstanding Loans and Leases - Credit Card and Other Consumer - Credit Quality Indicators (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$881,391,000,000	$928,233,000,000
Percentage outstanding, current or less than 30 days past due	93.44%	91.99%
Percentage outstanding, Equal to Greater than 90 days past due	2.24%	3.04%
Credit card and other consumer | Credit Card Receivable | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	91,879,000,000	92,338,000,000
Credit card and other consumer | Credit Card Receivable | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	10,465,000,000	11,541,000,000
Percentage outstanding, current or less than 30 days past due	98.00%	98.00%
Percentage outstanding, 30-89 days past due	1.00%	1.00%
Percentage outstanding, Equal to Greater than 90 days past due	1.00%	1.00%
Credit card and other consumer | Credit Card Receivable | Less than 620 | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,467,000,000	4,989,000,000
Credit card and other consumer | Credit Card Receivable | Less than 620 | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Credit card and other consumer | Credit Card Receivable | Greater than or equal to 620 and less than 680 | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	12,177,000,000	12,753,000,000
Credit card and other consumer | Credit Card Receivable | Greater than or equal to 620 and less than 680 | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Credit card and other consumer | Credit Card Receivable | Greater than or equal to 680 and less than 740 | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	34,986,000,000	35,413,000,000
Credit card and other consumer | Credit Card Receivable | Greater than or equal to 680 and less than 740 | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Credit card and other consumer | Credit Card Receivable | Greater than or equal to 740 | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	40,249,000,000	39,183,000,000
Credit card and other consumer | Credit Card Receivable | Greater than or equal to 740 | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Credit card and other consumer | Credit Card Receivable | Other internal credit metrics | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Credit card and other consumer | Credit Card Receivable | Other internal credit metrics | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	10,465,000,000	11,541,000,000
Credit card and other consumer | Direct/Indirect Consumer
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	80,381,000,000	82,192,000,000
Securities based lending overcollateralized	39,700,000,000	35,800,000,000
Loans no longer originated by corporation	632,000,000	4,100,000,000
Credit card and other consumer | Direct/Indirect Consumer | Less than 620
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,296,000,000	1,220,000,000
Credit card and other consumer | Direct/Indirect Consumer | Greater than or equal to 620 and less than 680
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,892,000,000	3,345,000,000
Credit card and other consumer | Direct/Indirect Consumer | Greater than or equal to 680 and less than 740
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	10,749,000,000	9,887,000,000
Credit card and other consumer | Direct/Indirect Consumer | Greater than or equal to 740
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	25,279,000,000	26,220,000,000
Credit card and other consumer | Direct/Indirect Consumer | Other internal credit metrics
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	41,165,000,000	41,520,000,000
Credit card and other consumer | Other consumer
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,846,000,000	1,977,000,000
Percentage from exited businesses	37.00%	60.00%
Credit card and other consumer | Other consumer | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	3,000,000	5,000,000
Credit card and other consumer | Other consumer | Less than 620
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	266,000,000	539,000,000
Credit card and other consumer | Other consumer | Greater than or equal to 620 and less than 680
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	227,000,000	264,000,000
Credit card and other consumer | Other consumer | Greater than or equal to 680 and less than 740
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	307,000,000	199,000,000
Credit card and other consumer | Other consumer | Greater than or equal to 740
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	881,000,000	188,000,000
Credit card and other consumer | Other consumer | Other internal credit metrics
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$165,000,000	$787,000,000

Outstanding_Loans_and_Leases_C2

Outstanding Loans and Leases - Commercial - Credit Quality Indicators (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$881,391	$928,233
Loans and leases, measured at fair value	8,681	10,042
Percentage outstanding, current or less than 30 days past due	93.44%	91.99%
Commercial Portfolio Segment
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	392,821	396,283
Loans and leases, measured at fair value	6,604	7,878
Commercial Portfolio Segment | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	47,682	47,893
Commercial Portfolio Segment | Commercial Lease Financing
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	24,866	25,199
Commercial Portfolio Segment | Pass rated | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	46,632	46,507
Commercial Portfolio Segment | Pass rated | Commercial Lease Financing
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	23,832	24,211
Commercial Portfolio Segment | Reservable criticized | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,050	1,386
Commercial Portfolio Segment | Reservable criticized | Commercial Lease Financing
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,034	988
Commercial Portfolio Segment | United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	220,293	212,557
Loans and leases, measured at fair value	1,900	1,500
Commercial Portfolio Segment | United States | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	45,200	46,300
Commercial Portfolio Segment | United States | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	13,293	13,294
Commercial Portfolio Segment | United States | Pass rated
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	213,839	205,416
Commercial Portfolio Segment | United States | Pass rated | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	751	1,191
Commercial Portfolio Segment | United States | Reservable criticized
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,454	7,141
Commercial Portfolio Segment | United States | Reservable criticized | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	182	346
Commercial Portfolio Segment | United States | Internal Credit Metrics | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Percentage outstanding, current or less than 30 days past due	98.00%	99.00%
Commercial Portfolio Segment | United States | Business Card and Small Business Loan | Refreshed FICO or Internal Credit Metric | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	762	289
Commercial Portfolio Segment | Non United States
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	80,083	89,462
Loans and leases, measured at fair value	4,700	6,400
Commercial Portfolio Segment | Non United States | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,500	1,600
Commercial Portfolio Segment | Non United States | Pass rated
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	79,367	88,138
Commercial Portfolio Segment | Non United States | Reservable criticized
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	716	1,324
Commercial Portfolio Segment | Less than 620 | United States | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	184	224
Commercial Portfolio Segment | Greater than or equal to 620 and less than 680 | United States | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	529	534
Commercial Portfolio Segment | Greater than or equal to 680 and less than 740 | United States | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	1,591	1,567
Commercial Portfolio Segment | Greater than or equal to 740 | United States | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,910	2,779
Commercial Portfolio Segment | Refreshed FICO score other internal credit metrics [Member] | United States | Small Business Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$7,146	$6,653

Outstanding_Loans_and_Leases_C3

Outstanding Loans and Leases - Consumer Real Estate - Impaired Loans (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
Loans and leases	$881,391	$928,233
Nonperforming Financing Receivable | Chapter Seven Bankruptcy
Financing Receivable, Impaired [Line Items]
Loans and leases	1,400
Consumer real estate
Financing Receivable, Impaired [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Real estate acquired through foreclosure	630	533
Consumer real estate | Residential Mortgage
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	19,710	21,567
With an allowance recorded	7,861	13,341
Total	27,571	34,908
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	15,605	16,450
With an allowance recorded	7,665	12,862
Total	23,270	29,312
Related Allowance	531	991
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	15,065	16,625	10,937
With an allowance recorded	10,826	13,926	11,575
Total	25,891	30,551	22,512
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	490	621	366
With an allowance recorded	411	616	423
Total	901	1,237	789
Consumer real estate | Home equity lines of credit
Financing Receivable, Impaired [Line Items]
Threshold period past due for write-off of financing receivable	180 days
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	3,540	3,249
With an allowance recorded	852	893
Total	4,392	4,142
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	1,630	1,385
With an allowance recorded	728	761
Total	2,358	2,146
Related Allowance	196	240
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	1,486	1,245	734
With an allowance recorded	743	912	1,145
Total	2,229	2,157	1,879
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	87	76	49
With an allowance recorded	25	41	44
Total	112	117	93
Consumer real estate | Chapter Seven Bankruptcy | Home equity lines of credit
Financing Receivable, Impaired [Line Items]
Loans and leases	2,400
Consumer real estate | Federal Housing Administration | Fully Insured Loans | Chapter Seven Bankruptcy | Home equity lines of credit
Financing Receivable, Impaired [Line Items]
Loans and leases	$1,000

Outstanding_Loans_and_Leases_C4

Outstanding Loans and Leases - Consumer Real Estate - TDRs Entered into During the Period (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Consumer real estate
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	$6,803	$12,111	$16,809
Carrying Value	5,712	10,537	13,086
Pre-Modification Interest Rate	5.12%	5.30%	5.49%
Post-Modification Interest Rate	4.73%	4.24%	4.66%
Net Charge-offs	171	427	1,239
Consumer real estate | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Threshold period considered past due after modification	90 days
Unpaid Principal Balance	5,940	11,233	15,088
Carrying Value	5,120	10,016	12,228
Pre-Modification Interest Rate	5.28%	5.30%	5.52%
Post-Modification Interest Rate	4.93%	4.27%	4.70%
Net Charge-offs	72	235	523
Principal Forgiveness	53	467	778
Consumer real estate | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	863	878	1,721
Carrying Value	592	521	858
Pre-Modification Interest Rate	4.00%	5.29%	5.22%
Post-Modification Interest Rate	3.33%	3.92%	4.39%
Net Charge-offs	99	192	716
Principal Forgiveness	1		9
Chapter Seven Bankruptcy | Consumer real estate
Financing Receivable, Modifications [Line Items]
Carrying Value	710	1,429	3,534
Chapter Seven Bankruptcy | Consumer real estate | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	521	1,151	2,936
Chapter Seven Bankruptcy | Consumer real estate | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	$189	$278	$598
Nonperforming Financing Receivable | Chapter Seven Bankruptcy
Financing Receivable, Modifications [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days

Outstanding_Loans_and_Leases_C5

Outstanding Loans and Leases - Consumer Real Estate - Modification Programs (Details) (Consumer real estate, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]
Carrying Value	$5,712	$10,537	$13,086
Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	5,120	10,016	12,228
Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	592	521	858
Modifications under government programs
Financing Receivable, Modifications [Line Items]
Carrying Value	832	2,022	840
Modifications under government programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	757	1,950	730
Modifications under government programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	75	72	110
Modifications under proprietary programs
Financing Receivable, Modifications [Line Items]
Carrying Value	567	3,589	4,096
Modifications under proprietary programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	421	3,505	4,015
Modifications under proprietary programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	146	84	81
Trial modifications
Financing Receivable, Modifications [Line Items]
Carrying Value	3,603	3,497	4,616
Trial modifications | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	3,421	3,410	4,547
Trial modifications | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	182	87	69
Loans discharged in Chapter 7 bankruptcy
Financing Receivable, Modifications [Line Items]
Carrying Value	710	1,429	3,534
Loans discharged in Chapter 7 bankruptcy | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	521	1,151	2,936
Loans discharged in Chapter 7 bankruptcy | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	189	278	598
Contractual interest rate reduction | Modifications under government programs
Financing Receivable, Modifications [Line Items]
Carrying Value	699	1,863	720
Contractual interest rate reduction | Modifications under government programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	643	1,815	642
Contractual interest rate reduction | Modifications under government programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	56	48	78
Contractual interest rate reduction | Modifications under proprietary programs
Financing Receivable, Modifications [Line Items]
Carrying Value	266	2,839	3,394
Contractual interest rate reduction | Modifications under proprietary programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	244	2,799	3,350
Contractual interest rate reduction | Modifications under proprietary programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	22	40	44
Capitalization of past due amounts | Modifications under proprietary programs
Financing Receivable, Modifications [Line Items]
Carrying Value	73	134	144
Capitalization of past due amounts | Modifications under proprietary programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	71	132	144
Capitalization of past due amounts | Modifications under proprietary programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	2	2	0
Principal and/or interest forbearance | Modifications under government programs
Financing Receivable, Modifications [Line Items]
Carrying Value	34	59	82
Principal and/or interest forbearance | Modifications under government programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	16	35	51
Principal and/or interest forbearance | Modifications under government programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	18	24	31
Principal and/or interest forbearance | Modifications under proprietary programs
Financing Receivable, Modifications [Line Items]
Carrying Value	141	486	440
Principal and/or interest forbearance | Modifications under proprietary programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	66	469	424
Principal and/or interest forbearance | Modifications under proprietary programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	75	17	16
Other modifications | Modifications under government programs
Financing Receivable, Modifications [Line Items]
Carrying Value	99	100	38
Other modifications | Modifications under government programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	98	100	37
Other modifications | Modifications under government programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	1	0	1
Other modifications | Modifications under proprietary programs
Financing Receivable, Modifications [Line Items]
Carrying Value	87	130	118
Other modifications | Modifications under proprietary programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Carrying Value	40	105	97
Other modifications | Modifications under proprietary programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Carrying Value	$47	$25	$21

Outstanding_Loans_and_Leases_C6

Outstanding Loans and Leases - Consumer Real Estate - TDRs Entering Payment Default That Were Modified During the Preceding 12 Months (Details) (Consumer real estate, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]
Carrying value of loans entered into payment default that are no longer held	$2,000	$2,400	$667
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	4,264	6,961	4,818
Residential Mortgage
Financing Receivable, Modifications [Line Items]
Number of missing payments causing default	3
Threshold period considered past due after modification	90 days
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	4,122	6,911	4,723
Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	142	50	95
Modifications under government programs
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	700	456	210
Modifications under government programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	696	454	202
Modifications under government programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	4	2	8
Modifications under proprietary programs
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	726	1,121	956
Modifications under proprietary programs | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	714	1,117	942
Modifications under proprietary programs | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	12	4	14
Loans discharged in Chapter 7 bankruptcy
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	551	994	1,281
Loans discharged in Chapter 7 bankruptcy | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	481	964	1,228
Loans discharged in Chapter 7 bankruptcy | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	70	30	53
Trial modifications
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	2,287	4,390	2,371
Trial modifications | Residential Mortgage
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	2,231	4,376	2,351
Trial modifications | Home equity lines of credit
Financing Receivable, Modifications [Line Items]
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	$56	$14	$20

Outstanding_Loans_and_Leases_C7

Outstanding Loans and Leases - Credit Card and Other Consumer - Impaired Loans (Details) (Credit card and other consumer, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
Fixed payment plan period for loans modified	60 months
Threshold period past due for write-off of financing receivable	180 days
Threshold period past due for write-off of financing receivable after placed on fixed payment plan	120 days
Direct/Indirect Consumer
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	$59	$75
With an allowance recorded	76	242
Total	135	317
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	25	32
With an allowance recorded	92	282
Total	117	314
Related Allowance	24	84
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	27	42	58
With an allowance recorded	180	456	929
Total	207	498	987
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	0	0	0
With an allowance recorded	9	24	50
Total	9	24	50
Other consumer
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	0	34
With an allowance recorded	0	27
Total	0	61
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	0	34
With an allowance recorded	0	26
Total	0	60
Related Allowance	0	9
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	33	34	35
With an allowance recorded	23	28	29
Total	56	62	64
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	2	2	2
With an allowance recorded	1	2	2
Total	3	4	4
United States | Credit Card Receivable
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With an allowance recorded	804	1,384
Total	804	1,384
Impaired Financing Receivable, Recorded Investment [Abstract]
With an allowance recorded	856	1,465
Total	856	1,465
Related Allowance	207	337
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With an allowance recorded	1,148	2,144	4,085
Total	1,148	2,144	4,085
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With an allowance recorded	71	134	253
Total	71	134	253
Non United States | Credit Card Receivable
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With an allowance recorded	132	200
Total	132	200
Impaired Financing Receivable, Recorded Investment [Abstract]
With an allowance recorded	168	240
Total	168	240
Related Allowance	108	149
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With an allowance recorded	210	266	464
Total	210	266	464
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With an allowance recorded	6	7	10
Total	$6	$7	$10

Outstanding_Loans_and_Leases_C8

Outstanding Loans and Leases - Credit Card and Other Consumer - Renegotiated TDRs by Program Type (Details) (Credit card and other consumer, USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	$1,141	$2,079
Percent of balances current or less than 30 days past due	79.51%	78.77%
Internal Programs
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	541	1,143
External Programs
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	447	739
Other
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	153	197
Credit Card Receivable | United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	856	1,465
Percent of balances current or less than 30 days past due	84.99%	82.77%
Credit Card Receivable | Non United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	168	240
Percent of balances current or less than 30 days past due	47.56%	49.01%
Credit Card Receivable | Internal Programs | United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	450	842
Credit Card Receivable | Internal Programs | Non United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	41	71
Credit Card Receivable | External Programs | United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	397	607
Credit Card Receivable | External Programs | Non United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	16	26
Credit Card Receivable | Other | United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	9	16
Credit Card Receivable | Other | Non United States
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	111	143
Direct/Indirect Consumer
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	117	314
Percent of balances current or less than 30 days past due	85.21%	84.29%
Direct/Indirect Consumer | Internal Programs
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	50	170
Direct/Indirect Consumer | External Programs
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	34	106
Direct/Indirect Consumer | Other
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	33	38
Other consumer
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	0	60
Percent of balances current or less than 30 days past due	0.00%	71.08%
Other consumer | Internal Programs
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	0	60
Other consumer | External Programs
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	0	0
Other consumer | Other
Financing Receivable, Modifications [Line Items]
Renegotiated TDRs	$0	$0

Outstanding_Loans_and_Leases_C9

Outstanding Loans and Leases - Credit Card and Other Consumer - Renegotiated TDRs Entered into During the Period (Details) (Credit card and other consumer, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	$394	$488	$761
Carrying Value	426	522	728
Pre-Modification Interest Rate	18.32%	18.89%	18.68%
Post-Modification Interest Rate	4.03%	4.37%	4.79%
Net Charge-offs	142	183	287
Direct/Indirect Consumer
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	27	47	160
Carrying Value	19	38	113
Pre-Modification Interest Rate	8.66%	11.53%	9.59%
Post-Modification Interest Rate	4.90%	4.74%	5.72%
Net Charge-offs	14	15	52
Other consumer
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance		8	9
Carrying Value		8	9
Pre-Modification Interest Rate		9.28%	9.97%
Post-Modification Interest Rate		5.25%	6.44%
Net Charge-offs		0	0
United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	276	299	396
Carrying Value	301	329	400
Pre-Modification Interest Rate	16.64%	16.84%	17.59%
Post-Modification Interest Rate	5.15%	5.84%	6.36%
Net Charge-offs	37	30	45
Non United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	91	134	196
Carrying Value	106	147	206
Pre-Modification Interest Rate	24.90%	25.90%	26.19%
Post-Modification Interest Rate	0.68%	0.95%	1.15%
Net Charge-offs	$91	$138	$190

Recovered_Sheet1

Outstanding Loans and Leases - Credit Card and Other Consumer - Renegotiated TDRs Entered into During the Period by Program Type (Details) (Credit card and other consumer, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]
Carrying Value	$426	$522	$728
Period for payment default after modification	12 months
Direct/Indirect Consumer
Financing Receivable, Modifications [Line Items]
Carrying Value	19	38	113
Percent expected to be in payment default within 12 months after modification	12.00%
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	5	12	35
Other consumer
Financing Receivable, Modifications [Line Items]
Carrying Value		8	9
United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	301	329	400
Percent expected to be in payment default within 12 months after modification	14.00%
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	56	61	203
Non United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	106	147	206
Percent expected to be in payment default within 12 months after modification	81.00%
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	200	236	298
Internal Programs
Financing Receivable, Modifications [Line Items]
Carrying Value	206	231	331
Internal Programs | Direct/Indirect Consumer
Financing Receivable, Modifications [Line Items]
Carrying Value	4	15	36
Internal Programs | Other consumer
Financing Receivable, Modifications [Line Items]
Carrying Value		8	9
Internal Programs | United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	196	192	248
Internal Programs | Non United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	6	16	38
External Programs
Financing Receivable, Modifications [Line Items]
Carrying Value	113	154	185
External Programs | Direct/Indirect Consumer
Financing Receivable, Modifications [Line Items]
Carrying Value	2	8	19
External Programs | Other consumer
Financing Receivable, Modifications [Line Items]
Carrying Value		0	0
External Programs | United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	105	137	152
External Programs | Non United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	6	9	14
Other
Financing Receivable, Modifications [Line Items]
Carrying Value	107	137	212
Other | Direct/Indirect Consumer
Financing Receivable, Modifications [Line Items]
Carrying Value	13	15	58
Other | Other consumer
Financing Receivable, Modifications [Line Items]
Carrying Value		0	0
Other | United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	0	0	0
Other | Non United States | Credit Card Receivable
Financing Receivable, Modifications [Line Items]
Carrying Value	$94	$122	$154

Recovered_Sheet2

Outstanding Loans and Leases - Commerical Loans - Impaired Loans (Details) (Commercial Portfolio Segment, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
Real estate acquired through foreclosure	$67	$90
U.S. Commercial
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	668	609
With an allowance recorded	1,139	1,581
Total	1,807	2,190
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	650	577
With an allowance recorded	839	1,262
Total	1,489	1,839
Related Allowance	75	164
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	546	442	588
With an allowance recorded	1,198	1,553	2,104
Total	1,744	1,995	2,692
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	12	6	9
With an allowance recorded	51	47	55
Total	63	53	64
Non United States
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	0	10
With an allowance recorded	47	254
Total	47	264
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	0	10
With an allowance recorded	44	64
Total	44	74
Related Allowance	1	16
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	15	28	104
With an allowance recorded	52	109	77
Total	67	137	181
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	0	0	0
With an allowance recorded	3	5	4
Total	3	5	4
Commercial Real Estate
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With no recorded allowance	60	254
With an allowance recorded	678	1,066
Total	738	1,320
Impaired Financing Receivable, Recorded Investment [Abstract]
With no recorded allowance	48	228
With an allowance recorded	495	731
Total	543	959
Related Allowance	48	61
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With no recorded allowance	166	269	1,119
With an allowance recorded	632	1,148	2,126
Total	798	1,417	3,245
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With no recorded allowance	3	3	3
With an allowance recorded	16	28	29
Total	19	31	32
Small Business Commercial
Impaired Financing Receivable, Unpaid Principal Balance [Abstract]
With an allowance recorded	133	186
Total	133	186
Impaired Financing Receivable, Recorded Investment [Abstract]
With an allowance recorded	122	176
Total	122	176
Related Allowance	35	36
Impaired Financing Receivable, Average Recorded Investment [Abstract]
With an allowance recorded	151	236	409
Total	151	236	409
Impaired Financing Receivable, Interest Income, Accrual and Cash Basis Method [Abstract]
With an allowance recorded	3	6	13
Total	$3	$6	$13

Recovered_Sheet3

Outstanding Loans and Leases - Commercial Loans TDRs (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financing Receivable, Modifications [Line Items]
Threshold period past due for nonperforming status of financing receivables	90 days
Commercial Portfolio Segment
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	$1,211	$1,478	$1,495
Carrying Value	1,177	1,388	1,390
Net Charge-offs	57	44	60
Threshold period past due for nonperforming status of financing receivables	90 days
Commercial Portfolio Segment | U.S. Commercial
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	818	926	590
Carrying Value	785	910	558
Net Charge-offs	49	33	34
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	103	55	130
Commercial Portfolio Segment | Non United States
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	44	61	90
Carrying Value	43	44	89
Net Charge-offs	0	7	1
Commercial Portfolio Segment | Commercial Real Estate
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	346	483	793
Carrying Value	346	425	721
Net Charge-offs	8	3	20
Trouble debt restructurings entered payment default that were modified during the preceding twelve months	211	128	455
Commercial Portfolio Segment | Small Business Commercial
Financing Receivable, Modifications [Line Items]
Unpaid Principal Balance	3	8	22
Carrying Value	3	9	22
Net Charge-offs	$0	$1	$5

Outstanding_Loans_and_Leases_P1

Outstanding Loans and Leases - Purchased Loans at Acquisition Date (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Less: Accretable yield	$5,608	$6,694	$4,644
Federal National Mortgage Association FNMA
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Contractually required payments including interest		8,274
Less: Nonaccretable difference		2,159
Cash flows expected to be collected		6,115
Less: Accretable yield		1,125
Fair value of loans acquired		$4,990

Outstanding_Loans_and_Leases_R

Outstanding Loans and Leases - Rollforward of Accretable Yield (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning of period	$6,694,000,000	$4,644,000,000
Accretion	-1,061,000,000	-1,194,000,000
Loans purchased		1,125,000,000
Disposals/transfers	-506,000,000	-361,000,000
Reclassifications from nonaccretable difference	481,000,000	2,480,000,000
Accretable yield, ending of period	5,608,000,000	6,694,000,000
Purchased credit impaired loans sold	1,900,000,000
Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing receivable allowance sold	$317,000,000

Outstanding_Loans_and_Leases_L

Outstanding Loans and Leases - Loans Held-for-Sale (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Leases Receivable Disclosure [Abstract]
Loans held-for-sale	$12,836,000,000	$11,362,000,000
Proceeds including cash and securities from sales securitizations and paydowns of loans held for sale	40,100,000,000	81,000,000,000	58,000,000,000
Originations and purchases	($40,113,000,000)	($65,688,000,000)	($59,540,000,000)

Allowance_for_Credit_Losses_Al

Allowance for Credit Losses - Allowance by Portfolio Segment (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan and lease losses, January 1	$17,428	$24,179	$33,783
Loans and leases charged off	-7,026	-10,369	-17,672
Recoveries of loans and leases previously charged off	2,643	2,472	2,764
Net charge-offs	-4,383	-7,897	-14,908
Provision for loan and lease losses	2,231	3,574	8,310
Other	-47	-92	-186
Allowance for loan and lease losses, December 31	14,419	17,428	24,179
Reserve for unfunded lending commitments, January 1	17,912	24,692
Provision for unfunded lending commitments	2,275	3,556	8,169
Reserve for unfunded lending commitments, December 31	14,947	17,912	24,692
Allowance for credit losses	14,947	17,912	24,692
Consumer Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan and lease losses, January 1	8,518	14,933	21,079
Loans and leases charged off	-2,219	-3,766	-7,849
Recoveries of loans and leases previously charged off	1,426	879	496
Net charge-offs	-793	-2,887	-7,353
Provision for loan and lease losses	-976	-1,124	4,073
Other	-4	-68	-46
Allowance for loan and lease losses, December 31	5,935	8,518	14,933
Reserve for unfunded lending commitments, January 1	8,518	14,933
Reserve for unfunded lending commitments, December 31	5,935	8,518	14,933
Allowance for credit losses	5,935	8,518	14,933
Valuation allowance	1,652	2,493
Credit card and other consumer
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan and lease losses, January 1	4,905	6,140	8,569
Loans and leases charged off	-4,149	-5,495	-7,727
Recoveries of loans and leases previously charged off	871	1,141	1,519
Net charge-offs	-3,278	-4,354	-6,208
Provision for loan and lease losses	2,458	3,139	3,899
Other	-38	-20	-120
Allowance for loan and lease losses, December 31	4,047	4,905	6,140
Reserve for unfunded lending commitments, January 1	4,905	6,140
Reserve for unfunded lending commitments, December 31	4,047	4,905	6,140
Allowance for credit losses	4,047	4,905	6,140
Commercial
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan and lease losses, January 1	4,005	3,106	4,135
Loans and leases charged off	-658	-1,108	-2,096
Recoveries of loans and leases previously charged off	346	452	749
Net charge-offs	-312	-656	-1,347
Provision for loan and lease losses	749	1,559	338
Other	-5	-4	-20
Allowance for loan and lease losses, December 31	4,437	4,005	3,106
Reserve for unfunded lending commitments, January 1	4,489	3,619
Reserve for unfunded lending commitments, December 31	4,965	4,489	3,619
Allowance for credit losses	4,965	4,489	3,619
Receivables Acquired with Deteriorated Credit Quality
Allowance for Loan and Lease Losses [Roll Forward]
Loans and leases charged off	-810	-2,336	-2,820
Provision for loan and lease losses	-31	-707	-103
Valuation allowance	1,652	2,493	5,500
Receivables Acquired with Deteriorated Credit Quality | Consumer Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Loans and leases charged off	-810	-2,336	-2,820
Receivables Acquired with Deteriorated Credit Quality | Credit card and other consumer
Allowance for Loan and Lease Losses [Roll Forward]
Loans and leases charged off	0	0	0
Receivables Acquired with Deteriorated Credit Quality | Commercial
Allowance for Loan and Lease Losses [Roll Forward]
Loans and leases charged off	0	0	0
Unfunded loan commitments
Allowance for Loan and Lease Losses [Roll Forward]
Other		-11	-60
Reserve for unfunded lending commitments, January 1	484	513	714
Provision for unfunded lending commitments	44	-18	-141
Reserve for unfunded lending commitments, December 31	528	484	513
Allowance for credit losses	528	484	513
Unfunded loan commitments | Consumer Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Other		0	0
Reserve for unfunded lending commitments, January 1	0	0	0
Provision for unfunded lending commitments	0	0	0
Reserve for unfunded lending commitments, December 31	0	0	0
Allowance for credit losses	0	0	0
Unfunded loan commitments | Credit card and other consumer
Allowance for Loan and Lease Losses [Roll Forward]
Other		0	0
Reserve for unfunded lending commitments, January 1	0	0	0
Provision for unfunded lending commitments	0	0	0
Reserve for unfunded lending commitments, December 31	0	0	0
Allowance for credit losses	0	0	0
Unfunded loan commitments | Commercial
Allowance for Loan and Lease Losses [Roll Forward]
Other		-11	-60
Reserve for unfunded lending commitments, January 1	484	513	714
Provision for unfunded lending commitments	44	-18	-141
Reserve for unfunded lending commitments, December 31	528	484	513
Allowance for credit losses	$528	$484	$513

Allowance_for_Credit_Losses_Al1

Allowance for Credit Losses - Allowance and Carrying Value by Portfolio Segment (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Impaired loans and troubled debt restructurings
Allowance for loan and lease losses	$1,225	$2,087
Carrying value	28,967	36,585
Allowance as a percentage of carrying value	4.23%	5.70%
Loans collectively evaluated for impairment
Allowance for loan and lease losses	11,542	12,848
Carrying value	822,974	856,341
Allowance as a percentage of carrying value	1.40%	1.50%
Purchased credit-impaired loans
Carrying value gross of valuation allowance	20,769	25,265
Valuation allowance as a percentage of carrying value	7.95%	9.87%
Total
Allowance for loan and lease losses	14,419	17,428	24,179	33,783
Carrying value	872,710	918,191
Allowance as a percentage of carrying value	1.65%	1.90%
Loans and leases, measured at fair value	8,681	10,042
Consumer Real Estate
Impaired loans and troubled debt restructurings
Allowance for loan and lease losses	727	1,231
Carrying value	25,628	31,458
Allowance as a percentage of carrying value	2.84%	3.91%
Loans collectively evaluated for impairment
Allowance for loan and lease losses	3,556	4,794
Carrying value	255,525	285,015
Allowance as a percentage of carrying value	1.39%	1.68%
Purchased credit-impaired loans
Valuation allowance	1,652	2,493
Carrying value gross of valuation allowance	20,769	25,265
Valuation allowance as a percentage of carrying value	7.95%	9.87%
Total
Allowance for loan and lease losses	5,935	8,518	14,933	21,079
Carrying value	301,922	341,738
Allowance as a percentage of carrying value	1.97%	2.49%
Credit card and other consumer
Impaired loans and troubled debt restructurings
Allowance for loan and lease losses	339	579
Carrying value	1,141	2,079
Allowance as a percentage of carrying value	29.71%	27.85%
Loans collectively evaluated for impairment
Allowance for loan and lease losses	3,708	4,326
Carrying value	183,430	185,969
Allowance as a percentage of carrying value	2.02%	2.33%
Total
Allowance for loan and lease losses	4,047	4,905	6,140	8,569
Carrying value	184,571	188,048
Allowance as a percentage of carrying value	2.19%	2.61%
Commercial
Impaired loans and troubled debt restructurings
Allowance for loan and lease losses	159	277
Carrying value	2,198	3,048
Allowance as a percentage of carrying value	7.23%	9.09%
Loans collectively evaluated for impairment
Allowance for loan and lease losses	4,278	3,728
Carrying value	384,019	385,357
Allowance as a percentage of carrying value	1.11%	0.97%
Total
Allowance for loan and lease losses	4,437	4,005	3,106	4,135
Carrying value	386,217	388,405
Allowance as a percentage of carrying value	1.15%	1.03%
Loans and leases, measured at fair value	6,604	7,878
Commercial | United States
Total
Loans and leases, measured at fair value	1,900	1,500
Small Business Commercial Loan | United States
Total
Allowance for loan and lease losses	$35	$36

Securitizations_and_Other_Vari2

Securitizations and Other Variable Interest Entities - First Lien Mortgage Securitizations (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Servicing fees	$1,800,000,000	$2,900,000,000
First Lien Mortgages
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Gain (loss) on loans securitized	715,000,000	2,000,000,000
Servicing advance	10,400,000,000	14,100,000,000
Loans repurchased from investors and securitization trusts	5,200,000,000	10,800,000,000
Agency
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Cash proceeds from new securitizations	36,905,000,000	49,888,000,000
Gain (loss) on securitizations	371,000,000	81,000,000
Non-agency | Subprime
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Cash proceeds from new securitizations	809,000,000	0
Gain (loss) on securitizations	49,000,000	0
Commercial Mortgage
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Cash proceeds from new securitizations	5,710,000,000	5,326,000,000
Gain (loss) on securitizations	68,000,000	119,000,000
Level 2 | First Lien Mortgages
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Transfers of financial assets accounted for as sale initial fair value of assets	$5,400,000,000	$3,300,000,000

Securitizations_and_Other_Vari3

Securitizations and Other Variable Interest Entities - First Lien Mortgages VIE (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
On-balance sheet assets
Trading account assets	$191,785	$200,993
Debt securities carried at fair value	320,695	268,795
Held-to-maturity securities	59,766	55,150
Loans and leases	881,391	928,233
Allowance for loan and lease losses	-14,419	-17,428	-24,179	-33,783
All other assets	112,063	124,090
Total assets	2,104,534	2,102,273
On-balance sheet liabilities
Long-term debt	243,139	249,674
Total liabilities	1,861,063	1,869,588
Unpaid principal balance of mortgage loans eligible for repurchase	635	1,600
Principal amount that would be payable to the securitization vehicles	635	1,600
Unconsolidated VIEs | Agency
Variable Interest Entity [Line Items]
Maximum loss exposure	14,918	21,140
On-balance sheet assets
Residual interests held	0	0
All other assets	24	27
Total assets	14,918	21,140
Principal balance outstanding	397,055	437,765
Unconsolidated VIEs | Agency | Senior Lien
On-balance sheet assets
Trading account assets	584	650
Debt securities carried at fair value	13,473	19,451
Held-to-maturity securities	837	1,012
Unconsolidated VIEs | Agency | Junior Lien
On-balance sheet assets
Trading account assets	0	0
Debt securities carried at fair value	0	0
Held-to-maturity securities	0	0
Unconsolidated VIEs | Non-agency | Prime
Variable Interest Entity [Line Items]
Maximum loss exposure	1,288	1,527
On-balance sheet assets
Residual interests held	10	13
All other assets	56	71
Total assets	897	1,087
Principal balance outstanding	20,167	25,104
Unconsolidated VIEs | Non-agency | Prime | Senior Lien
On-balance sheet assets
Trading account assets	3	0
Debt securities carried at fair value	816	988
Held-to-maturity securities	0	0
Unconsolidated VIEs | Non-agency | Prime | Junior Lien
On-balance sheet assets
Trading account assets	0	0
Debt securities carried at fair value	12	15
Held-to-maturity securities	0	0
Unconsolidated VIEs | Non-agency | Subprime
Variable Interest Entity [Line Items]
Maximum loss exposure	3,167	591
On-balance sheet assets
Residual interests held	0	0
All other assets	1	1
Total assets	2,831	236
Principal balance outstanding	32,592	36,854
Unconsolidated VIEs | Non-agency | Subprime | Senior Lien
On-balance sheet assets
Trading account assets	14	1
Debt securities carried at fair value	2,811	220
Held-to-maturity securities	0	0
Unconsolidated VIEs | Non-agency | Subprime | Junior Lien
On-balance sheet assets
Trading account assets	0	8
Debt securities carried at fair value	5	6
Held-to-maturity securities	0	0
Unconsolidated VIEs | Non-agency | Alt-A
Variable Interest Entity [Line Items]
Maximum loss exposure	710	437
On-balance sheet assets
Residual interests held	0	0
All other assets	245	325
Total assets	710	437
Principal balance outstanding	50,054	56,454
Unconsolidated VIEs | Non-agency | Alt-A | Senior Lien
On-balance sheet assets
Trading account assets	81	3
Debt securities carried at fair value	383	109
Held-to-maturity securities	0	0
Unconsolidated VIEs | Non-agency | Alt-A | Junior Lien
On-balance sheet assets
Trading account assets	1	0
Debt securities carried at fair value	0	0
Held-to-maturity securities	0	0
Unconsolidated VIEs | Commercial Mortgage
Variable Interest Entity [Line Items]
Maximum loss exposure	352	432
On-balance sheet assets
Residual interests held	22	16
All other assets	0	0
Total assets	325	402
Principal balance outstanding	20,593	19,730
Unconsolidated VIEs | Commercial Mortgage | Senior Lien
On-balance sheet assets
Trading account assets	54	14
Debt securities carried at fair value	76	306
Held-to-maturity securities	42	0
Unconsolidated VIEs | Commercial Mortgage | Junior Lien
On-balance sheet assets
Trading account assets	58	13
Debt securities carried at fair value	58	53
Held-to-maturity securities	15	0
Consolidated VIEs | Agency
Variable Interest Entity [Line Items]
Maximum loss exposure	38,345	42,420
On-balance sheet assets
Trading account assets	1,538	1,640
Loans and leases	36,187	40,316
Allowance for loan and lease losses	-2	-3
All other assets	623	474
Total assets	38,346	42,427
On-balance sheet liabilities
Long-term debt	1	7
All other liabilities	0	0
Total liabilities	1	7
Consolidated VIEs | Non-agency | Prime
Variable Interest Entity [Line Items]
Maximum loss exposure	77	79
On-balance sheet assets
Trading account assets	0	0
Loans and leases	130	140
Allowance for loan and lease losses	0	0
All other assets	6	0
Total assets	136	140
On-balance sheet liabilities
Long-term debt	56	61
All other liabilities	3	0
Total liabilities	59	61
Consolidated VIEs | Non-agency | Subprime
Variable Interest Entity [Line Items]
Maximum loss exposure	206	183
On-balance sheet assets
Trading account assets	30	0
Loans and leases	768	803
Allowance for loan and lease losses	0	0
All other assets	15	7
Total assets	813	810
On-balance sheet liabilities
Long-term debt	770	803
All other liabilities	13	7
Total liabilities	783	810
Consolidated VIEs | Non-agency | Alt-A
Variable Interest Entity [Line Items]
Maximum loss exposure	0	0
On-balance sheet assets
Trading account assets	0	0
Loans and leases	0	0
Allowance for loan and lease losses	0	0
All other assets	0	0
Total assets	0	0
On-balance sheet liabilities
Long-term debt	0	0
All other liabilities	0	0
Total liabilities	0	0
Consolidated VIEs | Commercial Mortgage
Variable Interest Entity [Line Items]
Maximum loss exposure	0	0
On-balance sheet assets
Trading account assets	0	0
Loans and leases	0	0
Allowance for loan and lease losses	0	0
All other assets	0	0
Total assets	0	0
On-balance sheet liabilities
Long-term debt	0	0
All other liabilities	0	0
Total liabilities	$0	$0

Securitizations_and_Other_Vari4

Securitizations and Other Variable Interest Entities - Home Equity Loans (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2014	Dec. 31, 2012	Dec. 31, 2011
On-balance sheet assets
Trading account assets	$200,993,000,000	$191,785,000,000
Debt securities carried at fair value	268,795,000,000	320,695,000,000
Loans and leases	928,233,000,000	881,391,000,000
Allowance for loan and lease losses	-17,428,000,000	-14,419,000,000	-24,179,000,000	-33,783,000,000
All other assets	124,090,000,000	112,063,000,000
Total assets	2,102,273,000,000	2,104,534,000,000
On-balance sheet liabilities
Long-term debt	249,674,000,000	243,139,000,000
Total liabilities	1,869,588,000,000	1,861,063,000,000
Home equity lines of credit
Variable Interest Entity [Line Items]
Maximum loss exposure	7,486,000,000	6,215,000,000
On-balance sheet assets
Trading account assets	12,000,000	14,000,000
Debt securities carried at fair value	25,000,000	39,000,000
Loans and leases	1,329,000,000	1,014,000,000
Allowance for loan and lease losses	-80,000,000	-56,000,000
All other assets	20,000,000	33,000,000
Total assets	1,306,000,000	1,044,000,000
On-balance sheet liabilities
Long-term debt	1,450,000,000	1,076,000,000
All other liabilities	90,000,000	0
Total liabilities	1,540,000,000	1,076,000,000
Principal balance outstanding	8,871,000,000	7,376,000,000
Trust certificates outstanding	7,600,000,000	6,300,000,000
Remaining borrowing capacity on home equity line	82,000,000	39,000,000
Assets deconsolidated	475,000,000
Liabilities deconsolidated	616,000,000
Home equity lines of credit | Consolidated VIEs
Variable Interest Entity [Line Items]
Maximum loss exposure	1,269,000,000	991,000,000
On-balance sheet assets
Trading account assets	0	0
Debt securities carried at fair value	0	0
Loans and leases	1,329,000,000	1,014,000,000
Allowance for loan and lease losses	-80,000,000	-56,000,000
All other assets	20,000,000	33,000,000
Total assets	1,269,000,000	991,000,000
On-balance sheet liabilities
Long-term debt	1,450,000,000	1,076,000,000
All other liabilities	90,000,000	0
Total liabilities	1,540,000,000	1,076,000,000
Principal balance outstanding	1,329,000,000	1,014,000,000
Home equity lines of credit | Unconsolidated VIEs
Variable Interest Entity [Line Items]
Maximum loss exposure	6,217,000,000	5,224,000,000
On-balance sheet assets
Trading account assets	12,000,000	14,000,000
Debt securities carried at fair value	25,000,000	39,000,000
Loans and leases	0	0
Allowance for loan and lease losses	0	0
All other assets	0	0
Total assets	37,000,000	53,000,000
On-balance sheet liabilities
Long-term debt	0	0
All other liabilities	0	0
Total liabilities	0	0
Principal balance outstanding	7,542,000,000	6,362,000,000
Other income (loss) | Home equity lines of credit
On-balance sheet liabilities
Gain (loss) on deconsolidation	$141,000,000

Securitizations_and_Other_Vari5

Securitizations and Other Variable Interest Entities - Credit Card (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
On-balance sheet assets
Derivative assets	$52,682,000,000	$47,495,000,000
Loans and leases	881,391,000,000	928,233,000,000
Allowance for loan and lease losses	-14,419,000,000	-17,428,000,000	-24,179,000,000	-33,783,000,000
Loans held-for-sale	12,836,000,000	11,362,000,000
All other assets	112,063,000,000	124,090,000,000
Total assets	2,104,534,000,000	2,102,273,000,000
On-balance sheet liabilities
Long-term debt	243,139,000,000	249,674,000,000
Total liabilities	1,861,063,000,000	1,869,588,000,000
Credit Card Receivable
On-balance sheet liabilities
Principal balance outstanding	7,400,000,000	7,900,000,000
Transferred financial assets, stated interest rate	0.00%
Credit Card Receivable | Senior Lien
On-balance sheet liabilities
Transferred financial assets, amount issued	4,100,000,000	0
Credit Card Receivable | Junior Lien
On-balance sheet liabilities
Transferred financial assets, amount issued	662,000,000	0
Consolidated VIEs | Credit Card Receivable
Variable Interest Entity [Line Items]
Maximum loss exposure	43,139,000,000	49,621,000,000
On-balance sheet assets
Derivative assets	1,000,000	182,000,000
Loans and leases	53,068,000,000	61,241,000,000
Allowance for loan and lease losses	-1,904,000,000	-2,585,000,000
Loans held-for-sale	0	386,000,000
All other assets	391,000,000	2,281,000,000
Total assets	51,556,000,000	61,505,000,000
On-balance sheet liabilities
Long-term debt	8,401,000,000	11,822,000,000
All other liabilities (includes $84 and $138 of non-recourse liabilities)	16,000,000	62,000,000
Total liabilities	8,417,000,000	11,884,000,000
Consolidated VIEs | Credit Card Receivable | Loans and leases
On-balance sheet liabilities
Residual interests held	$36,900,000,000	$41,200,000,000

Securitizations_and_Other_Vari6

Securitizations and Other Variable Interest Entities - Other Asset Backed (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
On-balance sheet assets
Trading account assets	$191,785	$200,993
Loans and leases	881,391	928,233
Loans held-for-sale	12,836	11,362
Debt securities carried at fair value	320,695	268,795
Held-to-maturity securities	59,766	55,150
All other assets	112,063	124,090
Total assets	2,104,534	2,102,273
On-balance sheet liabilities
Long-term debt	243,139	249,674
Total liabilities	1,861,063	1,869,588
Resecuritization Trusts
On-balance sheet liabilities
Cash proceeds from new securitizations	14,400	26,500
Gain (loss) on securitizations	71
Automobile and Other Securitization Trusts
On-balance sheet liabilities
Principal balance outstanding	1,900	2,500
Automobile Loan
On-balance sheet liabilities
Principal balance outstanding	400	877
Student Loan
On-balance sheet liabilities
Principal balance outstanding	609	741
Other Loan and Receivable
On-balance sheet liabilities
Principal balance outstanding	876	911
Available-for-sale Securities | Resecuritization Trusts
On-balance sheet liabilities
Cash proceeds from new securitizations	1,500
Unconsolidated VIEs | Resecuritization Trusts
On-balance sheet assets
Unconsolidated total assets of VIEs	28,065	40,924
Unconsolidated VIEs | Municipal Bond Trusts
On-balance sheet assets
Unconsolidated total assets of VIEs	3,314	3,643
Unconsolidated VIEs | Automobile and Other Securitization Trusts
On-balance sheet assets
Unconsolidated total assets of VIEs	1,276	1,788
Unconsolidated VIEs
On-balance sheet liabilities
Weighted average remaining life of bonds held in the trusts in years	7 years 2 months 12 days
Unconsolidated VIEs | Resecuritization Trusts
Variable Interest Entity [Line Items]
Maximum loss exposure	8,569	11,913
On-balance sheet assets
Residual interests held	7	5
All other assets	0	0
Total assets	8,569	11,913
Unconsolidated VIEs | Resecuritization Trusts | Senior Lien
On-balance sheet assets
Trading account assets	767	971
Debt securities carried at fair value	6,945	10,866
Held-to-maturity securities	740	0
Unconsolidated VIEs | Resecuritization Trusts | Junior Lien
On-balance sheet assets
Trading account assets	37	0
Debt securities carried at fair value	73	71
Unconsolidated VIEs | Municipal Bond Trusts
Variable Interest Entity [Line Items]
Maximum loss exposure	2,100	2,192
On-balance sheet assets
Residual interests held	0	0
All other assets	0	0
Total assets	25	53
On-balance sheet liabilities
Liquidity commitments to unconsolidated securitization trusts	2,100	2,100
Unconsolidated VIEs | Municipal Bond Trusts | Senior Lien
On-balance sheet assets
Trading account assets	25	53
Debt securities carried at fair value	0	0
Held-to-maturity securities	0	0
Unconsolidated VIEs | Municipal Bond Trusts | Junior Lien
On-balance sheet assets
Trading account assets	0	0
Debt securities carried at fair value	0	0
Unconsolidated VIEs | Automobile and Other Securitization Trusts
Variable Interest Entity [Line Items]
Maximum loss exposure	77	81
On-balance sheet assets
Residual interests held	0	0
All other assets	10	10
Total assets	77	81
Unconsolidated VIEs | Automobile and Other Securitization Trusts | Senior Lien
On-balance sheet assets
Trading account assets	6	1
Debt securities carried at fair value	61	70
Held-to-maturity securities	0	0
Unconsolidated VIEs | Automobile and Other Securitization Trusts | Junior Lien
On-balance sheet assets
Trading account assets	0	0
Debt securities carried at fair value	0	0
Consolidated VIEs | Resecuritization Trusts
Variable Interest Entity [Line Items]
Maximum loss exposure	654	164
On-balance sheet assets
Trading account assets	1,295	319
Loans and leases	0	0
Loans held-for-sale	0	0
All other assets	0	0
Total assets	1,295	319
On-balance sheet liabilities
Short-term borrowings	0	0
Long-term debt	641	155
All other liabilities	0	0
Total liabilities	641	155
Consolidated VIEs | Municipal Bond Trusts
Variable Interest Entity [Line Items]
Maximum loss exposure	2,440	2,667
On-balance sheet assets
Trading account assets	2,452	2,684
Loans and leases	0	0
Loans held-for-sale	0	0
All other assets	0	0
Total assets	2,452	2,684
On-balance sheet liabilities
Short-term borrowings	1,032	1,073
Long-term debt	12	17
All other liabilities	0	0
Total liabilities	1,044	1,090
Consolidated VIEs | Automobile and Other Securitization Trusts
Variable Interest Entity [Line Items]
Maximum loss exposure	92	94
On-balance sheet assets
Trading account assets	0	0
Loans and leases	0	680
Loans held-for-sale	555	0
All other assets	54	61
Total assets	609	741
On-balance sheet liabilities
Short-term borrowings	0	0
Long-term debt	516	646
All other liabilities	1	1
Total liabilities	$517	$647

Securitizations_and_Other_Vari7

Securitizations and Other Variable Interest Entities - Other (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
On-balance sheet assets
Trading account assets	$191,785,000,000	$200,993,000,000
Derivative assets	52,682,000,000	47,495,000,000
Debt securities carried at fair value	320,695,000,000	268,795,000,000
Loans and leases	881,391,000,000	928,233,000,000
Allowance for loan and lease losses	-14,419,000,000	-17,428,000,000	-24,179,000,000	-33,783,000,000
Loans held-for-sale	12,836,000,000	11,362,000,000
All other assets	112,063,000,000	124,090,000,000
Total assets	2,104,534,000,000	2,102,273,000,000
On-balance sheet liabilities
Long-term debt	243,139,000,000	249,674,000,000
Total liabilities	1,861,063,000,000	1,869,588,000,000
Customer Vehicles
Variable Interest Entity [Line Items]
Maximum loss exposure	4,700,000,000	5,900,000,000
On-balance sheet liabilities
Long-term debt	584,000,000	1,200,000,000
Liquidity commitments to unconsolidated securitization trusts	658,000,000	748,000,000
Collateralized Debt Obligations
Variable Interest Entity [Line Items]
Maximum loss exposure	780,000,000	2,100,000,000
On-balance sheet liabilities
Long-term debt	0	1,300,000,000
Notional amount of liquidity exposure	1,200,000,000
Investment Vehicles
Variable Interest Entity [Line Items]
Maximum loss exposure	5,100,000,000	4,200,000,000
On-balance sheet liabilities
Long-term debt	780,000,000	780,000,000
Other Asset Back Financing Arrangement
Variable Interest Entity [Line Items]
Maximum loss exposure	77,000,000	1,100,000,000
On-balance sheet liabilities
Financing provided for asset-backed financing arrangements, percentage	75.00%
Consolidated VIEs | Investment Vehicles
On-balance sheet assets
Total assets	1,100,000,000	1,200,000,000
Consolidated VIEs | Leveraged Lease Trusts
On-balance sheet assets
Total assets	3,300,000,000	3,800,000,000
Unconsolidated VIEs | Investment Vehicles
Variable Interest Entity [Line Items]
Maximum loss exposure	660,000,000	2,500,000,000
On-balance sheet assets
Total assets	11,200,000,000	5,500,000,000
On-balance sheet liabilities
Consolidated total assets of VIEs	431,000,000	1,900,000,000
Unconsolidated VIEs | Real Estate Vehicles
On-balance sheet assets
Total assets	6,200,000,000	5,800,000,000
Other Variable Interest Entities
Variable Interest Entity [Line Items]
Maximum loss exposure	20,372,000,000	22,239,000,000
On-balance sheet assets
Trading account assets	1,930,000,000	5,189,000,000
Derivative assets	289,000,000	742,000,000
Debt securities carried at fair value	483,000,000	1,944,000,000
Loans and leases	6,713,000,000	4,879,000,000
Allowance for loan and lease losses	-6,000,000	-6,000,000
Loans held-for-sale	2,081,000,000	1,083,000,000
All other assets	8,015,000,000	7,901,000,000
Total assets	19,505,000,000	21,732,000,000
On-balance sheet liabilities
Short-term borrowings	0	77,000,000
Long-term debt	1,834,000,000	4,487,000,000
All other liabilities	2,748,000,000	2,631,000,000
Total liabilities	4,582,000,000	7,195,000,000
Other Variable Interest Entities | Consolidated VIEs
Variable Interest Entity [Line Items]
Maximum loss exposure	7,981,000,000	9,716,000,000
On-balance sheet assets
Trading account assets	1,575,000,000	3,769,000,000
Derivative assets	5,000,000	3,000,000
Debt securities carried at fair value	0	0
Loans and leases	4,020,000,000	4,609,000,000
Allowance for loan and lease losses	-6,000,000	-6,000,000
Loans held-for-sale	1,267,000,000	998,000,000
All other assets	1,641,000,000	1,734,000,000
Total assets	8,502,000,000	11,107,000,000
On-balance sheet liabilities
Short-term borrowings	0	77,000,000
Long-term debt	1,834,000,000	4,487,000,000
All other liabilities	105,000,000	93,000,000
Total liabilities	1,939,000,000	4,657,000,000
Other Variable Interest Entities | Unconsolidated VIEs
Variable Interest Entity [Line Items]
Maximum loss exposure	12,391,000,000	12,523,000,000
On-balance sheet assets
Trading account assets	355,000,000	1,420,000,000
Derivative assets	284,000,000	739,000,000
Debt securities carried at fair value	483,000,000	1,944,000,000
Loans and leases	2,693,000,000	270,000,000
Allowance for loan and lease losses	0	0
Loans held-for-sale	814,000,000	85,000,000
All other assets	6,374,000,000	6,167,000,000
Total assets	11,003,000,000	10,625,000,000
On-balance sheet liabilities
Short-term borrowings	0	0
Long-term debt	0	0
All other liabilities	2,643,000,000	2,538,000,000
Total liabilities	2,643,000,000	2,538,000,000
Other Variable Interest Entities | Unconsolidated VIEs
On-balance sheet liabilities
Consolidated total assets of VIEs	8,502,000,000	11,107,000,000
Unconsolidated total assets of VIEs	41,467,000,000	38,505,000,000
Total assets of VIEs	$49,969,000,000	$49,612,000,000

Representations_and_Warranties2

Representations and Warranties Obligations and Corporate Guarantees - Settlement Actions (Details) (USD $)

0 Months Ended

1 Months Ended

12 Months Ended

0 Months Ended

Nov. 27, 2013

Apr. 01, 2014

Jan. 31, 2013

Dec. 31, 2014

7-May-13

Jul. 17, 2012

Jun. 28, 2011

Dec. 31, 2013

Jan. 06, 2013

Dec. 31, 2012

28-May-14

15-May-14

Apr. 11, 2014

Mar. 31, 2013

Investor

trust

trust

Loss Contingencies [Line Items]

Notional amount of derivatives

$1,134,132,000,000

$1,328,787,000,000

Federal Home Loan Mortgage Corporation Certificates and Obligations (FHLMC)

Loss Contingencies [Line Items]

Payments for legal settlements

391,000,000

Federal Housing Finance Agency (FHFA) Settlement

Loss Contingencies [Line Items]

Payments for legal settlements

9,500,000,000

Settlement payment

-6,300,000,000

Federal National Mortgage Association FNMA

Loss Contingencies [Line Items]

Payments for legal settlements

3,600,000,000

Original principal balance

1,400,000,000,000

Aggregate outstanding principal balance

300,000,000,000

Unpaid principal balance of unresolved repurchase claims

12,200,000,000

Cash paid for repurchases

6,600,000,000

FGIC Settlement

Loss Contingencies [Line Items]

Payments for legal settlements

950,000,000

MBIA Inc. Settlement

Loss Contingencies [Line Items]

Payments for legal settlements

1,600,000,000

Original principal balance

54,800,000,000

Unpaid principal balance of unresolved repurchase claims

19,100,000,000

Fair market value of notes transferred in settlement

95,000,000

Percentage of common stock received as warrants in settlement

4.90%

Exercise price of common stock received as warrants in settlement

$9.59

Credit facility borrowing capacity

500,000,000

Syncora Holdings Ltd Settlement

Loss Contingencies [Line Items]

Settlement payment

-375,000,000

Bank of New York Mellon, As Trustee Settlement

Loss Contingencies [Line Items]

Settlement payment

-8,500,000,000

Original principal balance

424,000,000,000

Principal amount of delinquent loans

220,000,000,000

Number of institutional investors involved in settlement agreement

22

Non-agency residential | Federal Housing Finance Agency (FHFA) Settlement

Loss Contingencies [Line Items]

Marketable securities received in legal settlement

3,200,000,000

First Mortgage | Syncora Holdings Ltd Settlement

Loss Contingencies [Line Items]

Original principal balance

9,600,000,000

Number of trusts involved in settlement agreement

8

First Mortgage | Bank of New York Mellon, As Trustee Settlement

Loss Contingencies [Line Items]

Number of trusts involved in settlement agreement

525

Second Mortgage | FGIC Settlement

Loss Contingencies [Line Items]

Number of trusts involved in settlement agreement

1

1

7

Second Mortgage | Syncora Holdings Ltd Settlement

Loss Contingencies [Line Items]

Original principal balance

7,700,000,000

Number of trusts involved in settlement agreement

6

Second Mortgage | Bank of New York Mellon, As Trustee Settlement

Loss Contingencies [Line Items]

Number of trusts involved in settlement agreement

5

Credit Default Swap | MBIA Inc. Settlement

Loss Contingencies [Line Items]

Notional amount of derivatives

7,400,000,000

Fair value of derivatives

813,000,000

Mortgage Loans Originated between 2004 and 2008 | Bank of New York Mellon, As Trustee Settlement

Loss Contingencies [Line Items]

Original principal balance

409,000,000,000

Principal amount of delinquent loans

$217,000,000,000

Mortgage Loans Originated between 2004 and 2008 | First Mortgage | Bank of New York Mellon, As Trustee Settlement

Loss Contingencies [Line Items]

Number of trusts involved in settlement agreement in which parent is not trustee

6

Representations_and_Warranties3

Representations and Warranties Obligations and Corporate Guarantees - Outstanding Claims (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Jun. 28, 2011
	claim
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	$26,094,000,000	$19,655,000,000
Duplicate claims	-3,248,000,000	-961,000,000
Unresolved repurchase claims, net of duplicated claims	22,846,000,000	18,694,000,000
Outstanding claims with review	14,100,000,000	13,800,000,000
Outstanding claims without review	10,400,000,000	4,100,000,000
Number of duplicate claims outstanding (more than)	1
New purchase claims	8,100,000,000
Individual loan file reviews on repurchase claims	6,300,000,000
Amount of loan repurchase claims resolved	2,000,000,000
Amount of loan repurchase claims resolved through settlement	856,000,000
Amount of loan repurchase claims resolved through rescission	535,000,000
Bank of New York Mellon, As Trustee Settlement
Loss Contingencies [Line Items]
Principal amount of delinquent loans			220,000,000,000
Prime loans
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	587,000,000	623,000,000
Alt-A
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	2,397,000,000	2,259,000,000
Home equity lines of credit
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	2,485,000,000	1,905,000,000
Pay option
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	6,294,000,000	5,780,000,000
Subprime
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	14,121,000,000	8,928,000,000
Other
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	210,000,000	160,000,000
Private-label securitization trustees, whole-loan investors, including third-party securitization sponsors and other
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	24,489,000,000	17,953,000,000
Monolines
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	1,546,000,000	1,532,000,000
Additional unresolved repurchase claims with individual file review	459,000,000
GSEs
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	59,000,000	170,000,000
Additional unresolved repurchase claims with individual file review	347,000,000
Private-Label Investors
Loss Contingencies [Line Items]
Duplicate claims submitted without individual loan file review	2,900,000,000
Whole-Loan Investors
Loss Contingencies [Line Items]
Additional unresolved repurchase claims with individual file review	265,000,000
Private-Label Securitization Trustees
Loss Contingencies [Line Items]
Additional unresolved repurchase claims with individual file review	730,000,000
Private Label Securitization Trustees, Whole-Loan Investors And The Government Sponsored Enterprises
Loss Contingencies [Line Items]
Amount of loan repurchase claims resolved through repurchase and make whole payments	594,000,000
Sponsors of Third-Party Securitizations
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	2,000,000,000	737,000,000
Mortgage Loans Originated between 2004 and 2008 | Bank of New York Mellon, As Trustee Settlement
Loss Contingencies [Line Items]
Principal amount of delinquent loans			217,000,000,000
Mortgage Loans Originated between 2004 and 2008 | Private-label securitization trustees, whole-loan investors, including third-party securitization sponsors and other
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	24,400,000,000
Duplicate claims submitted without individual loan file review	3,200,000,000
Mortgage Loans Originated between 2004 and 2008 | Monolines
Loss Contingencies [Line Items]
Unresolved repurchase claims sold	184,500,000,000
Mortgage Loans Originated 2009 and Prior | GSEs
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	18,300,000,000
Unresolved repurchase claims principal paid	15,800,000,000
Principal amount of delinquent loans	956,000,000
Unresolved repurchase claims notional amount	$48,000,000

Representations_and_Warranties4

Representations and Warranties Obligations and Corporate Guarantees - Liabilities (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loss Contingency Accrual [Roll Forward]
Net reductions	($496)	($1,244)
Representations and Warranties Obligations and Corporate Guarantees
Loss Contingency Accrual [Roll Forward]
Additions for new sales	8	36
Net reductions	-1,892	-6,615
Representations and Warranties Obligations and Corporate Guarantees | Provision for Loan Lease and Other Losses
Loss Contingency Accrual [Roll Forward]
Provision	683	840
Representations and Warranties Obligations and Corporate Guarantees | Accrued Liabilities And Other Liabilities
Loss Contingency Accrual [Roll Forward]
Liability for representations and warranties and corporate guarantees, January 1			19,021
Liability for representations and warranties and corporate guarantees, December 31	$12,081	$13,282	$19,021

Representations_and_Warranties5

Representations and Warranties Obligations and Corporate Guarantees (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
	rescission_notice	RescissionNotices
	RescissionNotices
Loss Contingencies [Line Items]
Inactive claims, threshold period of inactivity after denial	6 months
Notional amount of unresolved repurchase claims	$26,094,000,000	$19,655,000,000
Number of open rescission notices	65,000
Number of open mortgage insurance rescission notices		101,000
Number of open rescission notices pertaining to first-lien mortgages	17,000
Number of open rescission notices pertaining to ongoing litigations for second lien mortgages	48,000
Maximum estimated range of possible loss	2,700,000,000
Representations and Warranties Exposure
Loss Contingencies [Line Items]
Maximum estimated range of possible loss	4,000,000,000
Monolines
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	1,546,000,000	1,532,000,000
Private-label securitization trustees, whole-loan investors, including third-party securitization sponsors and other
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	24,489,000,000	17,953,000,000
Mortgage Loans Originated between 2004 and 2008 | Private-label securitization trustees, whole-loan investors, including third-party securitization sponsors and other
Loss Contingencies [Line Items]
Notional amount of unresolved repurchase claims	24,400,000,000
Duplicate claims submitted without individual loan file review	3,200,000,000
Unresolved repurchase claims, net of duplicate claims, in which statute of limitations has expired	$4,700,000,000
Minimum | Monolines
Loss Contingencies [Line Items]
Timetable to reach a settlement once a breach of representations and warranties is confirmed	60 days
Maximum | Monolines
Loss Contingencies [Line Items]
Timetable to reach a settlement once a breach of representations and warranties is confirmed	90 days

Representations_and_Warranties6

Representations and Warranties Obligations and Corporate Guarantees - Loan Repurchases (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Loss Contingencies [Line Items]
Unpaid Principal Balance	$857	$1,481
Cash Paid for Repurchases	496	1,244
Loss	334	609
First Mortgage
Loss Contingencies [Line Items]
Unpaid Principal Balance	835	1,407
Cash Paid for Repurchases	474	1,167
Loss	312	532
First Mortgage | Obligation to Repurchase Receivables Sold
Loss Contingencies [Line Items]
Unpaid Principal Balance	211	746
Cash Paid for Repurchases	241	784
Loss	79	149
First Mortgage | Indemnification Agreement
Loss Contingencies [Line Items]
Unpaid Principal Balance	624	661
Cash Paid for Repurchases	233	383
Loss	233	383
Home equity lines of credit | Indemnification Agreement
Loss Contingencies [Line Items]
Unpaid Principal Balance	22	74
Cash Paid for Repurchases	22	77
Loss	$22	$77

Goodwill_and_Intangible_Assets2

Goodwill and Intangible Assets - Goodwill (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Goodwill [Line Items]
Total Goodwill	$69,777,000,000	$69,844,000,000
Impairment loss on goodwill	0	0
Operating Segments | Consumer Banking
Goodwill [Line Items]
Total Goodwill	30,125,000,000	30,123,000,000
Operating Segments | Global Banking
Goodwill [Line Items]
Total Goodwill	9,698,000,000	9,698,000,000
Operating Segments | Global Markets
Goodwill [Line Items]
Total Goodwill	23,923,000,000	23,923,000,000
Operating Segments | Legacy Assets & Servicing
Goodwill [Line Items]
Total Goodwill	5,197,000,000	5,197,000,000
All Other
Goodwill [Line Items]
Total Goodwill	$834,000,000	$903,000,000

Goodwill_and_Intangible_Assets3

Goodwill and Intangible Assets - Intangible Assets (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Intangible Assets [Abstract]
Gross Carrying Value	$14,918	$17,397
Accumulated Amortization	10,306	11,823
Net Carrying Value	4,612	5,574
Purchased credit card relationships
Intangible Assets [Abstract]
Gross Carrying Value	5,504	6,160
Accumulated Amortization	4,527	4,849
Net Carrying Value	977	1,311
Core deposit intangibles
Intangible Assets [Abstract]
Gross Carrying Value	1,779	3,592
Accumulated Amortization	1,382	3,055
Net Carrying Value	397	537
Customer relationships
Intangible Assets [Abstract]
Gross Carrying Value	4,025	4,025
Accumulated Amortization	2,648	2,281
Net Carrying Value	1,377	1,744
Affinity relationships
Intangible Assets [Abstract]
Gross Carrying Value	1,565	1,575
Accumulated Amortization	1,283	1,197
Net Carrying Value	282	378
Other intangibles
Intangible Assets [Abstract]
Gross Carrying Value	2,045	2,045
Accumulated Amortization	466	441
Net Carrying Value	$1,579	$1,604

Goodwill_and_Intangible_Assets4

Goodwill and Intangible Assets - Amortization Expense (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Finite-Lived Intangible Assets [Line Items]
Amortization of intangibles	$936	$1,086	$1,264
Purchased credit card and Affinity relationships
Finite-Lived Intangible Assets [Line Items]
Amortization of intangibles	415	475	556
Core deposit intangibles
Finite-Lived Intangible Assets [Line Items]
Amortization of intangibles	140	197	254
Customer relationships
Finite-Lived Intangible Assets [Line Items]
Amortization of intangibles	355	371	391
Other intangibles
Finite-Lived Intangible Assets [Line Items]
Amortization of intangibles	$26	$43	$63

Goodwill_and_Intangible_Assets5

Goodwill and Intangible Assets - Estimated Future Amortization Expense (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2015	$836
2016	738
2017	646
2018	565
2019	415
Purchased credit card and Affinity relationships
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2015	358
2016	299
2017	239
2018	180
2019	121
Core deposit intangibles
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2015	122
2016	105
2017	91
2018	80
2019	7
Customer relationships
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2015	340
2016	325
2017	310
2018	302
2019	286
Other intangibles
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2015	16
2016	9
2017	6
2018	3
2019	$1

Deposits_Details

Deposits (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
U.S. certificates of deposit and other time deposits
Three Months or Less	$15,327
Over Three Months to Twelve Months	14,134
Thereafter	2,948
Total	32,409	38,300
Non-U.S. certificates of deposit and other time deposits
Three Months or Less	12,446
Over Three Months to Twelve Months	1,308
Thereafter	253
Total	$14,007	$26,200

Deposits_Deposits_Contractual_

Deposits Deposits - Contractual Maturities (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
U.S.
Due in 2015	$61,439
Due in 2016	4,119
Due in 2017	1,532
Due in 2018	775
Due in 2019	830
Thereafter	1,734
Total time deposits	70,429
Non-U.S.
Due in 2015	14,165
Due in 2016	176
Due in 2017	38
Due in 2018	0
Due in 2019	35
Thereafter	0
Total time deposits	14,414
Total
Due in 2015	75,604
Due in 2016	4,295
Due in 2017	1,570
Due in 2018	775
Due in 2019	865
Thereafter	1,734
Time Deposits	$84,843

Federal_Funds_Sold_or_Purchase2

Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings - Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Federal funds sold	$0	$0	$600,000,000
Securities borrowed or purchased under agreements to resell	191,823,000,000	190,328,000,000	219,324,000,000
Federal funds purchased	14,000,000	186,000,000	1,151,000,000
Securities loaned or sold under agreements to repurchase	201,263,000,000	197,920,000,000	292,108,000,000
Short-term borrowings	31,172,000,000	45,999,000,000	30,731,000,000
Maturity period (greater than)	7 days
Federal funds purchased
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Average liability amount during year	147,000,000	191,000,000	384,000,000
Maximum month-end balance during year	213,000,000	195,000,000	1,211,000,000
Weighted average interest rate	0.00%	0.00%	0.17%
Average liability rate during year (percent)	0.05%	0.06%	0.11%
Securities loaned or sold under agreements to repurchase
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Average liability amount during year	215,645,000,000	257,409,000,000	281,516,000,000
Maximum month-end balance during year	239,984,000,000	319,608,000,000	319,401,000,000
Weighted average interest rate	0.98%	0.92%	1.11%
Average liability rate during year (percent)	0.99%	0.81%	0.98%
Short-term borrowings
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Average liability amount during year	41,886,000,000	43,816,000,000	36,500,000,000
Maximum month-end balance during year	51,409,000,000	48,387,000,000	40,129,000,000
Weighted average interest rate	1.47%	1.55%	3.08%
Average liability rate during year (percent)	1.08%	1.89%	2.22%
Federal funds sold
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Average asset outstanding amount	3,000,000	7,000,000	351,000,000
Maximum month-end asset outstanding amount	12,000,000	35,000,000	600,000,000
Weighted average interest rate	0.00%	0.00%	0.54%
Average asset outstanding rate (percent)	0.90%	0.69%	0.43%
Securities borrowed or purchased under agreements to resell
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Average asset outstanding amount	222,480,000,000	224,324,000,000	235,691,000,000
Maximum month-end asset outstanding amount	240,110,000,000	249,791,000,000	252,985,000,000
Weighted average interest rate	0.47%	0.60%	0.92%
Average asset outstanding rate (percent)	0.47%	0.55%	0.64%
Bank of America, N.A.
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Short-term bank notes outstanding	14,600,000,000	15,100,000,000
Bank Notes | Bank of America, N.A.
Federal Funds Sold or Purchased, Securities Financing Agreements and Short-Term Borrowings [Line Items]
Debt authorized	$75,000,000,000

Federal_Funds_Sold_or_Purchase3

Federal Funds Sold or Purchased, Securities Financing Agreements and Short-term Borrowings - Offsetting Assets and Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Securities borrowed or purchased under agreements to resell:
Gross Assets	$316,567,000,000	$272,296,000,000
Amounts Offset	-124,744,000,000	-81,968,000,000
Net Balance Sheet Amount	191,823,000,000	190,328,000,000
Financial Instruments	-145,573,000,000	-157,132,000,000
Net Assets	46,250,000,000	33,196,000,000
Securities loaned or sold under agreements to repurchase:
Gross Liabilities	326,007,000,000	279,888,000,000
Amounts Offset	-124,744,000,000	-81,968,000,000
Net Balance Sheet Amount	201,263,000,000	197,920,000,000
Financial Instruments	-164,306,000,000	-160,111,000,000
Net Liabilities	36,957,000,000	37,809,000,000
Other:
Gross Liabilities	11,641,000,000	10,871,000,000
Amounts Offset	0	0
Net Balance Sheet Amount	11,641,000,000	10,871,000,000
Financial Instruments	-11,641,000,000	-10,871,000,000
Net Liabilities	0	0
Total Securities Financing Agreements Liability:
Gross Liabilities	337,648,000,000	290,759,000,000
Amounts Offset	-124,744,000,000	-81,968,000,000
Net Balance Sheet Amount	212,904,000,000	208,791,000,000
Financial Instruments	-175,947,000,000	-170,982,000,000
Net Liabilities	36,957,000,000	37,809,000,000
Loans and leases repurchase activity	$5,600,000,000	$4,100,000,000

Longterm_Debt_Balances_Details

Long-term Debt - Balances (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Debt Instrument [Line Items]
Long-term debt	$243,139	$249,674
Bank of America Corporation
Debt Instrument [Line Items]
Long-term debt	185,771	194,103
Bank of America, N.A.
Debt Instrument [Line Items]
Long-term debt	35,466	29,440
Subsidiaries
Debt Instrument [Line Items]
Long-term debt	21,902	26,131
Senior notes | Bank of America Corporation
Debt Instrument [Line Items]
Long-term debt	127,628
Senior notes | Bank of America Corporation | Fixed, with a weighted-average rate of 4.67%, ranging from 1.25% to 8.83%, due 2015 to 2044
Debt Instrument [Line Items]
Long-term debt	113,069	109,845
Senior notes | Bank of America Corporation | Floating, with a weighted-average rate of 1.32%, ranging from 0.09% to 4.98%, due 2015 to 2044
Debt Instrument [Line Items]
Long-term debt	14,559	22,268
Senior notes | Bank of America, N.A.
Debt Instrument [Line Items]
Long-term debt	8,579
Senior notes | Bank of America, N.A. | Fixed, with a weighted-average rate of 1.98%, ranging from 0.08% to 7.72%, due 2015 to 2187
Debt Instrument [Line Items]
Long-term debt	2,893	1,670
Senior notes | Bank of America, N.A. | Floating, with a weighted-average rate of 0.60%, ranging from 0.36% to 0.70%, due 2015 to 2041
Debt Instrument [Line Items]
Long-term debt	5,686	3,684
Senior notes | Subsidiaries
Debt Instrument [Line Items]
Long-term debt	22
Senior notes | Subsidiaries | Fixed, with a rate of 5.50%, due 2017 to 2021
Debt Instrument [Line Items]
Long-term debt	1	194
Senior notes | Subsidiaries | Floating, with a rate of 1.88%, due 2015
Debt Instrument [Line Items]
Long-term debt	21	115
Senior structured notes | Bank of America Corporation
Debt Instrument [Line Items]
Long-term debt	22,168	30,575
Subordinated notes | Bank of America Corporation
Debt Instrument [Line Items]
Long-term debt	28,700
Subordinated notes | Bank of America Corporation | Fixed, with a weighted-average rate of 4.91%, ranging from 0.80% to 10.20%, due 2015 to 2038
Debt Instrument [Line Items]
Long-term debt	26,995	22,379
Subordinated notes | Bank of America Corporation | Floating, with a weighted-average rate of 0.97%, ranging from 0.01% to 3.16%, due 2016 to 2026
Debt Instrument [Line Items]
Long-term debt	1,705	1,798
Subordinated notes | Bank of America, N.A.
Debt Instrument [Line Items]
Long-term debt	6,322
Subordinated notes | Bank of America, N.A. | Fixed, with a weighted-average rate of 5.68%, ranging from 5.30% to 6.10%, due 2016 to 2036
Debt Instrument [Line Items]
Long-term debt	4,921	4,876
Subordinated notes | Bank of America, N.A. | Floating, with a weighted-average rate of 0.53%, ranging from 0.26% to 0.54%, due 2016 to 2019
Debt Instrument [Line Items]
Long-term debt	1,401	1,401
Advances from Federal Home Loan Banks | Bank of America, N.A.
Debt Instrument [Line Items]
Long-term debt	10,683
Advances from Federal Home Loan Banks | Bank of America, N.A. | Fixed, with a weighted-average rate of 5.34%, ranging from 0.01% to 7.72%, due 2015 to 2034
Debt Instrument [Line Items]
Long-term debt	183	1,441
Advances from Federal Home Loan Banks | Bank of America, N.A. | Floating, with a weighted-average rate of 0.26%, ranging from 0.24% to 0.30%, due 2015 to 2016
Debt Instrument [Line Items]
Long-term debt	10,500	3,001
Securitizations and other BANA VIEs | Bank of America, N.A.
Debt Instrument [Line Items]
Long-term debt	9,882	13,367
Structured liabilities | Subsidiaries
Debt Instrument [Line Items]
Long-term debt	15,971	16,913
Junior subordinated notes (related to trust preferred securities) | Bank of America Corporation
Debt Instrument [Line Items]
Long-term debt	7,275
Junior subordinated notes (related to trust preferred securities) | Bank of America Corporation | Fixed, with a weighted-average rate of 6.78%, ranging from 5.25% to 8.05%, due 2027 to perpetual
Debt Instrument [Line Items]
Long-term debt	6,722	6,685
Junior subordinated notes (related to trust preferred securities) | Bank of America Corporation | Floating, with a weighted-average rate of 0.92%, ranging from 0.78% to 1.24%, due 2027 to 2056
Debt Instrument [Line Items]
Long-term debt	553	553
Junior subordinated notes (related to trust preferred securities) | Subsidiaries
Debt Instrument [Line Items]
Long-term debt	405
Junior subordinated notes (related to trust preferred securities) | Subsidiaries | Fixed, with a weighted-average rate of 7.14%, ranging from 7.00% to 7.28%, perpetual
Debt Instrument [Line Items]
Long-term debt	339	340
Junior subordinated notes (related to trust preferred securities) | Subsidiaries | Floating, with a rate of 0.86%, due 2027
Debt Instrument [Line Items]
Long-term debt	66	66
Nonbank VIEs | Subsidiaries
Debt Instrument [Line Items]
Long-term debt	3,425	6,081
Other | Subsidiaries
Debt Instrument [Line Items]
Long-term debt	$2,079	$2,422

Longterm_Debt_Interest_Rates_D

Long-term Debt - Interest Rates (Details)	12 Months Ended
	Dec. 31, 2014
Bank of America Corporation | Fixed, with a weighted-average rate of 4.67%, ranging from 1.25% to 8.83%, due 2015 to 2044 | Senior notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	4.67%
Weighted average rate of debt minimum	1.25%
Weighted average rate of debt maximum	8.83%
Bank of America Corporation | Floating, with a weighted-average rate of 1.32%, ranging from 0.09% to 4.98%, due 2015 to 2044 | Senior notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	1.32%
Bank of America Corporation | Fixed, with a weighted-average rate of 4.91%, ranging from 0.80% to 10.20%, due 2015 to 2038 | Subordinated notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	4.91%
Weighted average rate of debt minimum	0.80%
Weighted average rate of debt maximum	10.20%
Bank of America Corporation | Floating, with a weighted-average rate of 0.97%, ranging from 0.01% to 3.16%, due 2016 to 2026 | Subordinated notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.97%
Bank of America Corporation | Fixed, with a weighted-average rate of 6.78%, ranging from 5.25% to 8.05%, due 2027 to perpetual | Junior subordinated notes (related to trust preferred securities)
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	6.78%
Weighted average rate of debt minimum	5.25%
Weighted average rate of debt maximum	8.05%
Bank of America Corporation | Floating, with a weighted-average rate of 0.92%, ranging from 0.78% to 1.24%, due 2027 to 2056 | Junior subordinated notes (related to trust preferred securities)
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.92%
Bank of America, N.A. | Fixed, with a weighted-average rate of 1.98%, ranging from 0.08% to 7.72%, due 2015 to 2187 | Senior notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	1.98%
Weighted average rate of debt minimum	0.08%
Weighted average rate of debt maximum	7.72%
Bank of America, N.A. | Floating, with a weighted-average rate of 0.60%, ranging from 0.36% to 0.70%, due 2015 to 2041 | Senior notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.60%
Bank of America, N.A. | Fixed, with a weighted-average rate of 5.68%, ranging from 5.30% to 6.10%, due 2016 to 2036 | Subordinated notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	5.68%
Weighted average rate of debt minimum	5.30%
Weighted average rate of debt maximum	6.10%
Bank of America, N.A. | Floating, with a weighted-average rate of 0.53%, ranging from 0.26% to 0.54%, due 2016 to 2019 | Subordinated notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.53%
Bank of America, N.A. | Fixed, with a weighted-average rate of 5.34%, ranging from 0.01% to 7.72%, due 2015 to 2034 | Advances from Federal Home Loan Banks
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	5.34%
Weighted average rate of debt minimum	0.01%
Weighted average rate of debt maximum	7.72%
Bank of America, N.A. | Floating, with a weighted-average rate of 0.26%, ranging from 0.24% to 0.30%, due 2015 to 2016 | Advances from Federal Home Loan Banks
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.26%
Subsidiaries | Fixed, with a rate of 5.50%, due 2017 to 2021 | Senior notes
Debt Instrument [Line Items]
Per annum interest rate of the notes	5.50%
Subsidiaries | Floating, with a rate of 1.88%, due 2015 | Senior notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	1.88%
Subsidiaries | Fixed, with a weighted-average rate of 7.14%, ranging from 7.00% to 7.28%, perpetual | Junior subordinated notes (related to trust preferred securities)
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	7.14%
Weighted average rate of debt minimum	7.00%
Weighted average rate of debt maximum	7.28%
Subsidiaries | Floating, with a rate of 0.86%, due 2027 | Junior subordinated notes (related to trust preferred securities)
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.86%
Minimum | Bank of America Corporation | Floating, with a weighted-average rate of 1.32%, ranging from 0.09% to 4.98%, due 2015 to 2044 | Senior notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.09%
Minimum | Bank of America Corporation | Floating, with a weighted-average rate of 0.97%, ranging from 0.01% to 3.16%, due 2016 to 2026 | Subordinated notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.01%
Minimum | Bank of America Corporation | Floating, with a weighted-average rate of 0.92%, ranging from 0.78% to 1.24%, due 2027 to 2056 | Junior subordinated notes (related to trust preferred securities)
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.78%
Minimum | Bank of America, N.A. | Floating, with a weighted-average rate of 0.60%, ranging from 0.36% to 0.70%, due 2015 to 2041 | Senior notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.36%
Minimum | Bank of America, N.A. | Floating, with a weighted-average rate of 0.53%, ranging from 0.26% to 0.54%, due 2016 to 2019 | Subordinated notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.26%
Minimum | Bank of America, N.A. | Floating, with a weighted-average rate of 0.26%, ranging from 0.24% to 0.30%, due 2015 to 2016 | Advances from Federal Home Loan Banks
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.24%
Maximum | Bank of America Corporation | Floating, with a weighted-average rate of 1.32%, ranging from 0.09% to 4.98%, due 2015 to 2044 | Senior notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	4.98%
Maximum | Bank of America Corporation | Floating, with a weighted-average rate of 0.97%, ranging from 0.01% to 3.16%, due 2016 to 2026 | Subordinated notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	3.16%
Maximum | Bank of America Corporation | Floating, with a weighted-average rate of 0.92%, ranging from 0.78% to 1.24%, due 2027 to 2056 | Junior subordinated notes (related to trust preferred securities)
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	1.24%
Maximum | Bank of America, N.A. | Floating, with a weighted-average rate of 0.60%, ranging from 0.36% to 0.70%, due 2015 to 2041 | Senior notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.70%
Maximum | Bank of America, N.A. | Floating, with a weighted-average rate of 0.53%, ranging from 0.26% to 0.54%, due 2016 to 2019 | Subordinated notes
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.54%
Maximum | Bank of America, N.A. | Floating, with a weighted-average rate of 0.26%, ranging from 0.24% to 0.30%, due 2015 to 2016 | Advances from Federal Home Loan Banks
Debt Instrument [Line Items]
Percentage bearing variable interest, percentage rate	0.30%

Longterm_Debt_Narrative_Detail

Long-term Debt - Narrative (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Debt Instrument [Line Items]
Long-term debt	$243,139	$249,674
Repayments of long-term debt	53,749	65,602	124,389
Consolidated VIEs
Debt Instrument [Line Items]
Long-term debt	13,307	19,448
Bank of America Corporation
Debt Instrument [Line Items]
Long-term debt	185,771	194,103
Repayments of long-term debt	33,854	39,320	63,851
Bank of America, N.A.
Debt Instrument [Line Items]
Long-term debt	35,466	29,440
Repayments of long-term debt	8,900	16,000
Subsidiaries
Debt Instrument [Line Items]
Long-term debt	21,902	26,131
Repayments of long-term debt	10,900	10,300
Credit Card Receivable | Consolidated VIEs
Debt Instrument [Line Items]
Long-term debt	8,400
Home equity lines of credit
Debt Instrument [Line Items]
Long-term debt	1,076	1,450
Home equity lines of credit | Consolidated VIEs
Debt Instrument [Line Items]
Long-term debt	1,100
Other Asset-backed Securitizations
Debt Instrument [Line Items]
Long-term debt	1,834	4,487
Other Asset-backed Securitizations | Consolidated VIEs
Debt Instrument [Line Items]
Long-term debt	3,800
Foreign Currency - Dominated Debt
Debt Instrument [Line Items]
Long-term debt	51,900	73,400
Subordinated Debt and Senior Notes
Debt Instrument [Line Items]
Extinguishment of debt		9,200
Gains (losses) on extinguishment of debt		($59)
Long Term Debt, Excluding Senior Structured Notes
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	4.06%	4.37%
Fixed Rate Debt
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	4.65%	5.14%
Floating Rate Debt
Debt Instrument [Line Items]
Long-term debt, weighted average interest rate	0.84%	0.92%

LongTerm_Debt_Aggregate_Annual

Long-Term Debt - Aggregate Annual Maturities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Long-term Debt, Fiscal Year Maturity [Abstract]
Long-term Debt	$243,139	$249,674
Bank of America Corporation
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	21,684
2016	25,272
2017	25,945
2018	24,842
2019	19,312
Thereafter	68,716
Long-term Debt	185,771	194,103
Bank of America Corporation | Senior notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	14,905
2016	17,373
2017	18,935
2018	20,006
2019	16,206
Thereafter	40,203
Long-term Debt	127,628
Bank of America Corporation | Senior structured notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	5,558
2016	2,825
2017	1,791
2018	1,885
2019	1,526
Thereafter	8,583
Long-term Debt	22,168	30,575
Bank of America Corporation | Subordinated notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	1,221
2016	5,074
2017	5,219
2018	2,951
2019	1,580
Thereafter	12,655
Long-term Debt	28,700
Bank of America Corporation | Junior subordinated notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	0
2016	0
2017	0
2018	0
2019	0
Thereafter	7,275
Long-term Debt	7,275
Bank of America, N.A.
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	6,431
2016	10,868
2017	12,279
2018	10
2019	2,486
Thereafter	3,392
Long-term Debt	35,466	29,440
Bank of America, N.A. | Senior notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	777
2016	2,498
2017	5,162
2018	0
2019	19
Thereafter	123
Long-term Debt	8,579
Bank of America, N.A. | Subordinated notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	0
2016	1,069
2017	3,553
2018	0
2019	1
Thereafter	1,699
Long-term Debt	6,322
Bank of America, N.A. | Advances from Federal Home Loan Banks
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	4,503
2016	6,003
2017	10
2018	10
2019	16
Thereafter	141
Long-term Debt	10,683
Bank of America, N.A. | Securitizations and other BANA VIEs
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	1,151
2016	1,298
2017	3,554
2018	0
2019	2,450
Thereafter	1,429
Long-term Debt	9,882	13,367
Subsidiaries
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	2,609
2016	3,408
2017	2,981
2018	1,428
2019	1,058
Thereafter	10,418
Long-term Debt	21,902	26,131
Subsidiaries | Senior notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	21
2016	0
2017	1
2018	0
2019	0
Thereafter	0
Long-term Debt	22
Subsidiaries | Junior subordinated notes
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	0
2016	0
2017	0
2018	0
2019	0
Thereafter	405
Long-term Debt	405
Subsidiaries | Structured liabilities
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	2,314
2016	2,133
2017	2,296
2018	1,281
2019	1,027
Thereafter	6,920
Long-term Debt	15,971	16,913
Subsidiaries | Non-core/non-bank VIEs
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	20
2016	348
2017	255
2018	102
2019	27
Thereafter	2,673
Long-term Debt	3,425
Subsidiaries | Other
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	254
2016	927
2017	429
2018	45
2019	4
Thereafter	420
Long-term Debt	2,079	2,422
Consolidated Entity Excluding Variable Interest Entities (VIE) [Member]
Long-term Debt, Fiscal Year Maturity [Abstract]
2015	30,724
2016	39,548
2017	41,205
2018	26,280
2019	22,856
Thereafter	82,526
Long-term Debt	$243,139

Longterm_Debt_Trust_and_Hybrid

Long-term Debt - Trust and Hybrid Securities (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013
Debt Instrument [Line Items]
Payments for repurchase of trust preferred securities	$933
Subordinated Debentures Subject to Mandatory Redemption
Debt Instrument [Line Items]
Extinguishment of debt	934
Trust Preferred Securities Subject to Mandatory Redemption
Debt Instrument [Line Items]
Financial instruments subject to mandatory redemption, settlement	$934

Longterm_Debt_Longterm_Debt_Tr

Long-term Debt Long-term Debt - Trust and Hybrid Securities Outstanding (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Trust Preferred Securities Subject to Mandatory Redemption
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	8,773
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust VI
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	36
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust VII
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	7
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust VIII
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	524
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust XI
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	658
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust XV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	1
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	131
Trust Preferred Securities Subject to Mandatory Redemption | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	103
Trust Preferred Securities Subject to Mandatory Redemption | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	64
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	79
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	53
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	102
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust B
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	70
Trust Preferred Securities Subject to Mandatory Redemption | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	200
Trust Preferred Securities Subject to Mandatory Redemption | Capital IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	500
Trust Preferred Securities Subject to Mandatory Redemption | Capital V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	1,495
Trust Preferred Securities Subject to Mandatory Redemption | Preferred Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	750
Trust Preferred Securities Subject to Mandatory Redemption | Preferred Capital Trust IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	400
Trust Preferred Securities Subject to Mandatory Redemption | Preferred Capital Trust V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	850
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust I
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	1,050
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust II
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	950
Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of Trust Securities	750
Junior subordinated notes
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	9,259
Junior subordinated notes | Capital Trust VI
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	37
Per Annum Interest Rate of the Notes	5.63%
Junior subordinated notes | Capital Trust VII
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	7
Per Annum Interest Rate of the Notes	5.25%
Junior subordinated notes | Capital Trust VIII
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	540
Per Annum Interest Rate of the Notes	6.00%
Junior subordinated notes | Capital Trust XI
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	678
Per Annum Interest Rate of the Notes	6.63%
Junior subordinated notes | Capital Trust XV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	1
Junior subordinated notes | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	136
Junior subordinated notes | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	106
Junior subordinated notes | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	66
Junior subordinated notes | Capital Trust V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	82
Junior subordinated notes | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	55
Junior subordinated notes | Capital Trust IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	106
Junior subordinated notes | Capital Trust B
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	73
Junior subordinated notes | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	206
Per Annum Interest Rate of the Notes	8.05%
Junior subordinated notes | Capital IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	515
Per Annum Interest Rate of the Notes	6.75%
Junior subordinated notes | Capital V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	1,496
Per Annum Interest Rate of the Notes	7.00%
Junior subordinated notes | Preferred Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	901
Per Annum Interest Rate of the Notes	7.00%
Junior subordinated notes | Preferred Capital Trust IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	480
Per Annum Interest Rate of the Notes	7.12%
Junior subordinated notes | Preferred Capital Trust V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	1,021
Per Annum Interest Rate of the Notes	7.28%
Junior subordinated notes | Capital Trust I
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	1,051
Per Annum Interest Rate of the Notes	6.45%
Junior subordinated notes | Capital Trust II
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	951
Per Annum Interest Rate of the Notes	6.45%
Junior subordinated notes | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Aggregate Principal Amount of the Notes	751
Per Annum Interest Rate of the Notes	7.38%
3-Month London Interbank Offered Rate (LIBOR) | Trust Preferred Securities Subject to Mandatory Redemption | Capital Trust V
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	1.00%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital Trust XV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.80%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.55%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.57%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.63%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital Trust III
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.75%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital Trust IV
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.60%
3-Month London Interbank Offered Rate (LIBOR) | Junior subordinated notes | Capital Trust B
Financial Instruments Subject to Mandatory Redemption by Settlement Terms [Line Items]
Basis spread on variable rate	0.80%

Commitments_and_Contingencies_1

Commitments and Contingencies - Credit Extension Commitments Narrative (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
Other Commitments [Line Items]
Legally binding unfunded commitments syndicated	$15,700,000,000	$21,900,000,000
Carrying amount credit extension commitments syndicated	546,000,000	503,000,000
Deferred revenue	18,000,000	19,000,000
Other liabilities reserve for unfunded lending commitments	528,000,000	484,000,000
Notional amount of credit extension commitments under fair value option	9,900,000,000	13,000,000,000
Unfunded loan commitments
Other Commitments [Line Items]
Fair value carrying amount liabilities	$405,000,000	$354,000,000

Commitments_and_Contingencies_2

Commitments and Contingencies - Credit Extension Commitments (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Other Commitments [Line Items]
Expire in One Year or Less	$471,320	$486,482
Expire After One Year Through Three Years	126,525	131,772
Expire After Three Years Through Five Years	163,616	157,244
Expire After Five Years	36,254	40,535
Notional Amount of Credit Extension Commitments	797,715	816,033
Loan commitments
Other Commitments [Line Items]
Expire in One Year or Less	79,897	80,799
Expire After One Year Through Three Years	97,583	105,175
Expire After Three Years Through Five Years	146,743	133,290
Expire After Five Years	18,942	21,864
Notional Amount of Credit Extension Commitments	343,165	341,128
Home equity lines of credit
Other Commitments [Line Items]
Expire in One Year or Less	6,292	4,580
Expire After One Year Through Three Years	19,679	16,855
Expire After Three Years Through Five Years	12,319	21,074
Expire After Five Years	15,417	14,301
Notional Amount of Credit Extension Commitments	53,707	56,810
Standby letters of credit and financial guarantees
Other Commitments [Line Items]
Expire in One Year or Less	19,259	21,994
Expire After One Year Through Three Years	9,106	8,843
Expire After Three Years Through Five Years	4,519	2,876
Expire After Five Years	1,807	3,967
Notional Amount of Credit Extension Commitments	34,691	37,680
Standby letters of credit and financial guarantees | Investment grade
Other Commitments [Line Items]
Notional Amount of Credit Extension Commitments	26,100	27,600
Standby letters of credit and financial guarantees | Non-investment grade
Other Commitments [Line Items]
Notional Amount of Credit Extension Commitments	8,200	9,600
Letters of credit
Other Commitments [Line Items]
Expire in One Year or Less	1,883	1,263
Expire After One Year Through Three Years	157	899
Expire After Three Years Through Five Years	35	4
Expire After Five Years	88	403
Notional Amount of Credit Extension Commitments	2,163	2,569
Legally binding commitments
Other Commitments [Line Items]
Expire in One Year or Less	107,331	108,636
Expire After One Year Through Three Years	126,525	131,772
Expire After Three Years Through Five Years	163,616	157,244
Expire After Five Years	36,254	40,535
Notional Amount of Credit Extension Commitments	433,726	438,187
Credit card lines
Other Commitments [Line Items]
Expire in One Year or Less	363,989	377,846
Expire After One Year Through Three Years	0	0
Expire After Three Years Through Five Years	0	0
Expire After Five Years	0	0
Notional Amount of Credit Extension Commitments	363,989	377,846
Credit Card and Other Consumer | Standby letters of credit and financial guarantees
Other Commitments [Line Items]
Notional Amount of Credit Extension Commitments	$396	$453

Commitments_and_Contingencies_3

Commitments and Contingencies - Additional Information (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Operating Leases, Future Minimum Payments Due [Abstract]
2015	$2,600,000,000
2016	2,300,000,000
2017	1,900,000,000
2018	1,500,000,000
2019	1,200,000,000
Thereafter	4,900,000,000
Notional amount of derivatives	1,134,132,000,000	1,328,787,000,000
Commercial Banks
Operating Leases, Future Minimum Payments Due [Abstract]
Notional amount of derivatives	527,000,000	1,800,000,000
Unconsolidated VIEs
Operating Leases, Future Minimum Payments Due [Abstract]
Notional amount of derivatives	1,200,000,000	1,300,000,000
Life Insurance Book Value Protection
Operating Leases, Future Minimum Payments Due [Abstract]
Notional amount of derivatives	13,600,000,000	13,400,000,000
Net fair value of bank-owned life insurance book value protection	25,000,000	39,000,000
Maximum potential exposure	3,100,000,000	3,000,000,000
Employee Retirement Protection
Operating Leases, Future Minimum Payments Due [Abstract]
Notional amount of derivatives	500,000,000	4,600,000,000
Other Guarantee
Operating Leases, Future Minimum Payments Due [Abstract]
Maximum potential exposure	6,200,000,000	6,900,000,000
Loan commitments
Loss Contingencies [Line Items]
Other commitments	1,800,000,000	1,500,000,000
Forward-Dated Resale and Securities Borrowing Agreements
Loss Contingencies [Line Items]
Other commitments	73,200,000,000	75,500,000,000
Forward-Dated Repurchase and Securities Lending Agreements
Loss Contingencies [Line Items]
Other commitments	55,800,000,000	38,300,000,000
Unfunded Equity Investment Commitments
Loss Contingencies [Line Items]
Other commitments	57,000,000	195,000,000
Payment Protection Insurance
Operating Leases, Future Minimum Payments Due [Abstract]
Loss contingency accrual	378,000,000	381,000,000
Provision	621,000,000	258,000,000
Merchant Servicing Joint Venture
Operating Leases, Future Minimum Payments Due [Abstract]
Equity method investment ownership percentage	49.00%
Merchant Processing Servicers, Sponsored Entities
Operating Leases, Future Minimum Payments Due [Abstract]
Transactions processed and settled by sponsored entities	647,100,000,000	623,700,000,000
Losses as result of cardholder disputed transactions	16,000,000	15,000,000
Merchant escrow deposits held as collateral	130,000,000	203,000,000
Merchant Processing Servicers, Sponsored Entities | Merchant Services
Operating Leases, Future Minimum Payments Due [Abstract]
Maximum potential exposure	$269,300,000,000	$258,500,000,000

Commitments_and_Contingencies_4

Commitments and Contingencies - Litigation and Regulatory Matters (Details)

12 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

12 Months Ended

0 Months Ended

1 Months Ended

12 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

0 Months Ended

1 Months Ended

Dec. 31, 2014

Dec. 31, 2013

28-May-13

Dec. 30, 2014

Dec. 30, 2014

Dec. 30, 2014

Dec. 30, 2014

Jun. 09, 2009

Dec. 31, 2014

Oct. 19, 2012

Dec. 31, 2014

Oct. 19, 2012

Nov. 30, 2014

Jan. 14, 2011

Dec. 31, 2014

Oct. 15, 2014

Mar. 15, 2010

Dec. 06, 2013

Mar. 14, 2013

Apr. 17, 2014

Aug. 29, 2011

Aug. 29, 2014

Dec. 31, 2014

Aug. 29, 2014

Feb. 05, 2015

Nov. 25, 2009

Jul. 30, 2014

Aug. 23, 2013

Dec. 31, 2014

Oct. 31, 2013

Apr. 11, 2012

Aug. 27, 2014

Aug. 27, 2014

Apr. 30, 2010

Apr. 30, 2010

Dec. 31, 2014

USD ($)

USD ($)

Ambac Countrywide Litigation, Claim One

Ambac Countrywide Litigation, Claim Two

Ambac Countrywide Litigation, Claim Two

Ambac Countrywide Litigation, Claim Three

Ambac Countrywide Litigation, Claim Three

Fontainebleau Las Vegas Litigation

Fontainebleau Las Vegas Litigation

In Re Payment Card Interchange Fee and Merchant Discount Anti-Trust Litigation (Interchange)

In Re Payment Card Interchange Fee and Merchant Discount Anti-Trust Litigation (Interchange)

In Re Payment Card Interchange Fee and Merchant Discount Anti-Trust Litigation (Interchange)

The Office of the Comptroller Litigation

Montgomery Litigation

Federal Home Loan Bank Settlement

Federal Home Loan Bank Settlement

Federal Home Loan Bank Settlement

Luther Class Action Settlement

Prudential Insurance Litigation

Prudential Insurance Litigation

U.S. Bank Litigation

U.S. Bank Summonses with Notice Litigation

U.S. Bank Summonses with Notice Litigation

U.S. Bank Summonses with Notice Litigation

U.S. Bank Summonses with Notice Litigation

Ocala Investor Litigation

O'Donnell Litigation

Policemen’s Annuity Litigation

Policemen’s Annuity Litigation

Policemen’s Annuity Litigation

Policemen’s Annuity Litigation

Takefuji Settlement

Takefuji Settlement

Takefuji Settlement

Takefuji Settlement

Mortgage Backed Securities

USD ($)

USD ($)

residential_mortgage_backed_securities_transaction

USD ($)

residential_mortgage_backed_securities_transaction

USD ($)

USD ($)

USD ($)

opt_out_suits

M

USD ($)

USD ($)

USD ($)

trust

mortgage_backed_securities_offering

USD ($)

mortgage_backed_securities_offering

complaint

USD ($)

summon

trust

trust

Subsequent Event

USD ($)

USD ($)

claim

trust

trust

trust

USD ($)

JPY (¥)

USD ($)

JPY (¥)

Luther Class Action Settlement

offering

private_placement

mortgage_backed_securities_offering

trust

trust

plaintiff

USD ($)

Loss Contingencies [Line Items]

Litigation settlement expense

$16,400,000,000

$6,100,000,000

Minimum estimated range of possible loss

0

Maximum estimated range of possible loss

2,700,000,000

Damages sought (more than)

2,200,000,000

600,000,000

350,000,000

700,000,000

1,600,000,000

Estimated litigation liability

1,300,000,000

Number of partially insured residential mortgage backed securities backed by negative amortization pay option adjustable-rate mortgage loans

8

Number of partially insured residential mortgage backed securities backed by negative amortization pay option adjustable-rate mortgage loans issued and underwritten by non-parties

7

5

Settlement payment

300,000,000

420,000,000

500,000,000

-135,000,000

-14,500,000,000

Total litigation settlement for group of defendants

6,600,000,000

Basis points distributed to class merchants

0.10%

Number of consecutive months distribution to class merchants

8

Number of opt-out suits

3

Number of opt-out suits brought by cardholders

1

Number of opt-out suits not yet filed

1

Payments for legal settlements

250,000,000

Number of offerings at issue

3

Alleged proceeds from issuance of preferred stock

15,800,000,000

MBS offerings purchased

51

Number of private placement issued and/or underwritten

1

Number of trusts involved in settlement agreement

2

7

Number of trusts defendants demanded complaints

3

Number of trusts defendants must demand complain in next 3 months

1

Number of trusts defendants must demand complaints in next seven months

3

Number of MBS offerings

429

54

Debt securities carried at fair value

284,274,000,000

235,951,000,000

350,000,000,000

Number of pending claims

2

Loans and leases original balance

1,750,000,000

Subset of loans and leases original balance (more than)

100,000,000

Number of claims filed

7

2

Number of collateralized RMBS trusts

41

Number of plaintiffs

10

Number of proposed classes of purchasers

2

Number of collateralized trusts

34

35

Loss incurred by plaintiff

$270,000,000

¥ 29,000,000,000

Interest rate

5.00%

5.00%

Shareholders_Equity_Declared_Q

Shareholders' Equity - Declared Quarterly Cash Dividends on Common Stock (Details) (USD $)	0 Months Ended
	Oct. 23, 2014	Aug. 06, 2014	Jun. 18, 2014	Feb. 11, 2014	Feb. 10, 2015
Class of Stock [Line Items]
Common dividends (in dollars per share)	$0.05	$0.05	$0.01	$0.01
Subsequent Event
Class of Stock [Line Items]
Common dividends (in dollars per share)					$0.05

Shareholders_Equity_Narrative_

Shareholders' Equity - Narrative (Details) (USD $)

0 Months Ended

12 Months Ended

0 Months Ended

Dec. 26, 2014

Oct. 23, 2014

Sep. 26, 2014

Aug. 06, 2014

Jun. 18, 2014

Feb. 11, 2014

Dec. 31, 2014

Dec. 31, 2013

Dec. 31, 2012

Jun. 17, 2014

Sep. 05, 2014

Sep. 09, 2014

Feb. 10, 2015

Jan. 27, 2015

Class of Stock [Line Items]

Common dividends (in dollars per share)

$0.05

$0.05

$0.01

$0.01

Redempmtion of stock

$1,675,000,000

$3,220,000,000

Cash dividends declared per common share (dollars per share)

$0.05

$0.05

$0.12

$0.04

$0.04

Share-based compensation, number of shares authorized (shares)

1,800,000,000

Preferred stock dividends

1,044,000,000

1,249,000,000

1,472,000,000

Issuance of preferred stock

5,957,000,000

1,008,000,000

667,000,000

Redemption of preferred stock

-6,561,000,000

Common stock issued in connection with exchanges of preferred stock and trust preferred securities

-160,000,000

Series 1 Preferred Stock

Class of Stock [Line Items]

Liquidation preference (in usd per share)

$30,000

Series T Preferred Stock

Class of Stock [Line Items]

Warrants outstanding

700,000,000

Exercise price per warrant

$7.14

Per Annum Dividend Rate

6.00%

Liquidation preference (in usd per share)

$100,000

Series V, X, W, and Z Preferred Stock

Class of Stock [Line Items]

Issuance of preferred stock

6,000,000,000

Series V Preferred Stock

Class of Stock [Line Items]

Per Annum Dividend Rate

5.13%

Shares issued during the period (shares)

60,000

Issuance of preferred stock

1,500,000,000

Liquidation preference (in usd per share)

$25,000

Series X Preferred Stock

Class of Stock [Line Items]

Per Annum Dividend Rate

6.25%

Shares issued during the period (shares)

80,000

Issuance of preferred stock

2,000,000,000

Liquidation preference (in usd per share)

$25,000

Series W Preferred Stock

Class of Stock [Line Items]

Per Annum Dividend Rate

6.63%

6.63%

Shares issued during the period (shares)

44,000

Issuance of preferred stock

1,100,000,000

Liquidation preference (in usd per share)

$25,000

Series Z Preferred Stock

Class of Stock [Line Items]

Per Annum Dividend Rate

65.00%

Shares issued during the period (shares)

56,000

Issuance of preferred stock

1,400,000,000

Liquidation preference (in usd per share)

$25,000

Series X, W, Z Preferred Stock

Class of Stock [Line Items]

Liquidation preference (in usd per share)

$25,000

Preferred Stock Series H, J, 6, 7, and 8

Class of Stock [Line Items]

Redemption of preferred stock

-6,600,000,000

Series U Preferred Stock

Class of Stock [Line Items]

Per Annum Dividend Rate

5.20%

Issuance of preferred stock

1,000,000,000

Liquidation preference (in usd per share)

$25,000

Trust Preferred Securities

Class of Stock [Line Items]

Redeemable and nonredeemable preferred stock

760,000,000

Series F and G Preferred Stock

Class of Stock [Line Items]

Issuance of preferred stock

633,000,000

Warrants Expiring January 16, 2019

Class of Stock [Line Items]

Warrants outstanding

150,400,000

Exercise price per warrant

$13.24

$13.30

$13.24

Minimum required dividend rate

$0.01

Warrants Expiring October 18, 2018

Class of Stock [Line Items]

Warrants outstanding

121,800,000

Exercise price per warrant

$30.79

Minimum required dividend rate

$0.32

Subsequent Event

Class of Stock [Line Items]

Common dividends (in dollars per share)

$0.05

Subsequent Event | Series Y Preferred Stock

Class of Stock [Line Items]

Per Annum Dividend Rate

6.50%

Shares issued during the period (shares)

44,000

Issuance of preferred stock

1,100,000,000

Liquidation preference (in usd per share)

$25,000

Common Stock

Class of Stock [Line Items]

Redempmtion of stock (shares)

101,100,000

231,700,000

Redempmtion of stock

1,700,000,000

3,200,000,000

Stock issued (shares)

43,000,000

Shares paid for tax withholding for share based compensation (shares)

17,000,000

Common Stock and Additional Paid-in Capital

Class of Stock [Line Items]

Redempmtion of stock (shares)

101,132,000

231,744,000

Redempmtion of stock

1,675,000,000

3,220,000,000

Common stock issued in connection with exchanges of preferred stock and trust preferred securities, shares

49,867,000

Common stock issued in connection with exchanges of preferred stock and trust preferred securities

-412,000,000

Retained Earnings

Class of Stock [Line Items]

Preferred stock dividends

1,044,000,000

1,249,000,000

1,472,000,000

Redemption of preferred stock

-100,000,000

Common stock issued in connection with exchanges of preferred stock and trust preferred securities

-44,000,000

Retained Earnings | Preferred Stock Series H, J, 6, 7, and 8

Class of Stock [Line Items]

Redemption of preferred stock

-100,000,000

Preferred Stock

Class of Stock [Line Items]

Issuance of preferred stock

5,957,000,000

1,008,000,000

667,000,000

Redemption of preferred stock

-6,461,000,000

Common stock issued in connection with exchanges of preferred stock and trust preferred securities

296,000,000

Preferred Stock | Preferred Stock Series H, J, 6, 7, and 8

Class of Stock [Line Items]

Redemption of preferred stock

-6,500,000,000

Exchange Agreements | Common Stock

Class of Stock [Line Items]

Payments Included in Exchange of Preferred Stock and Trust Preferred Securities for Common Stock

398,000,000

Exchange Agreements | Non-Convertible Preferred Stock and Trust Preferred Securities

Class of Stock [Line Items]

Increase In Retained Earnings And Net Income Applicable To Common Shareholders

246,000,000

Net Interest Income | Exchange Agreements | Non-Convertible Preferred Stock and Trust Preferred Securities

Class of Stock [Line Items]

Other income (loss)

$202,000,000

Shareholders_Equity_Preferred_

Shareholders' Equity - Preferred Stock Summary (Details) (USD $)	12 Months Ended	0 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2014	Sep. 09, 2014	Jan. 30, 2018	15-May-18	Jun. 02, 2023	Jun. 18, 2019	Sep. 06, 2024	Oct. 24, 2024	Dec. 31, 2013
Class of Stock [Line Items]
Total Shares Outstanding	3,647,790								3,407,790
Carrying Value	$19,505
Adjustment to preferred stock	196
Series B Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	7,571
Liquidation Preference per Share (in dollars)	$100
Carrying Value	1
Per Annum Dividend Rate	7.00%
Series D Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	26,174
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	654
Per Annum Dividend Rate	6.20%
Series E Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	12,691
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	317
Minimum interest rate per annum	4.00%
Series F Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	1,409
Liquidation Preference per Share (in dollars)	$100,000
Carrying Value	141
Minimum interest rate per annum	4.00%
Series G Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	4,926
Liquidation Preference per Share (in dollars)	$100,000
Carrying Value	493
Minimum interest rate per annum	4.00%
Series I Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	14,584
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	365
Per Annum Dividend Rate	6.63%
Series K Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	61,773
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	1,544
Per Annum Dividend Rate	8.00%
Series L Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	3,080,182
Liquidation Preference per Share (in dollars)	$1,000
Carrying Value	3,080
Per Annum Dividend Rate	7.25%
Series M Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	52,399
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	1,310
Per Annum Dividend Rate	8.13%
Series T Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	50,000
Liquidation Preference per Share (in dollars)	$100,000
Carrying Value	2,918
Per Annum Dividend Rate	6.00%
Series U Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	40,000
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	1,000
Per Annum Dividend Rate	5.20%
Series V Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	60,000
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	1,500
Per Annum Dividend Rate	5.13%
Series W Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	44,000
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	1,100
Per Annum Dividend Rate	6.63%	6.63%
Series X Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	80,000
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	2,000
Per Annum Dividend Rate	6.25%
Series Z Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	56,000
Liquidation Preference per Share (in dollars)	$25,000
Carrying Value	1,400
Per Annum Dividend Rate	65.00%
Series 1 Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	3,275
Liquidation Preference per Share (in dollars)	$30,000
Carrying Value	98
Minimum interest rate per annum	3.00%
Series 2 Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	9,967
Liquidation Preference per Share (in dollars)	$30,000
Carrying Value	299
Minimum interest rate per annum	3.00%
Series 3 Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	21,773
Liquidation Preference per Share (in dollars)	$30,000
Carrying Value	653
Per Annum Dividend Rate	6.38%
Series 4 Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	7,010
Liquidation Preference per Share (in dollars)	$30,000
Carrying Value	210
Minimum interest rate per annum	4.00%
Series 5 Preferred Stock
Class of Stock [Line Items]
Total Shares Outstanding	14,056
Liquidation Preference per Share (in dollars)	$30,000
Carrying Value	$422
Minimum interest rate per annum	4.00%
3-Month London Interbank Offered Rate (LIBOR) | Series E Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.0035
3-Month London Interbank Offered Rate (LIBOR) | Series F Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.004
3-Month London Interbank Offered Rate (LIBOR) | Series G Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.004
3-Month London Interbank Offered Rate (LIBOR) | Series 1 Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.0075
3-Month London Interbank Offered Rate (LIBOR) | Series 2 Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.0065
3-Month London Interbank Offered Rate (LIBOR) | Series 4 Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.0075
3-Month London Interbank Offered Rate (LIBOR) | Series 5 Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate	0.005
Scenario, Forecast | 3-Month London Interbank Offered Rate (LIBOR) | Series K Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate			0.0363
Scenario, Forecast | 3-Month London Interbank Offered Rate (LIBOR) | Series M Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate				0.0364
Scenario, Forecast | 3-Month London Interbank Offered Rate (LIBOR) | Series U Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate					0.3135
Scenario, Forecast | 3-Month London Interbank Offered Rate (LIBOR) | Series V Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate						0.3387
Scenario, Forecast | 3-Month London Interbank Offered Rate (LIBOR) | Series X Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate							0.3705
Scenario, Forecast | 3-Month London Interbank Offered Rate (LIBOR) | Series Z Preferred Stock
Class of Stock [Line Items]
Basis spread on variable rate for dividend rate								0.4174

Shareholders_Equity_Preferred_1

Shareholders' Equity - Preferred Stock Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
	D
Class of Stock [Line Items]
Preferred stock, par value (in usd per share)	0.01	$0.01
Series L Preferred Stock
Class of Stock [Line Items]
Per Annum Dividend Rate	7.25%
Preferred stock to be convertible into common shares	20
Number of trading days	20
Period of consecutive trading days	30 days
Threshold percentage of common stock closing price	130.00%
Preferred Stock, Excluding Series T Preferred
Class of Stock [Line Items]
Number of semi annual periods in arrears (or more)	3
Number of quarterly periods in arrears (or more)	6
Number of additional directors to be elected	2
Number of semi annual periods for termination (or more)	2
Number of quarterly periods for termination (or more)	4

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) - Change in Accumulated OCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Beginning balance	($8,457)	($2,797)	($5,437)
Net change	4,137	-5,660	2,640
Ending balance	-4,320	-8,457	-2,797
Derivatives
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Beginning balance	-2,277	-2,869	-3,785
Net change	616	592	916
Ending balance	-1,661	-2,277	-2,869
Employee Benefit Plans
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Beginning balance	-2,407	-4,456	-4,391
Net change	-943	2,049	-65
Ending balance	-3,350	-2,407	-4,456
Foreign currency
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Beginning balance	-512	-377	-364
Net change	-157	-135	-13
Ending balance	-669	-512	-377
Debt securities | Available-for-sale debt securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Beginning balance	-3,257	4,443	3,100
Net change	4,600	-7,700	1,343
Ending balance	1,343	-3,257	4,443
Equity securities | Available-for-sale debt securities
Accumulated Other Comprehensive Income (Loss), Net of Tax [Roll Forward]
Beginning balance	-4	462	3
Net change	21	-466	459
Ending balance	$17	($4)	$462

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income (Loss) - Changes in OCI Components Before- and After-tax (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Available-for-sale Securities, after Tax
Net changer, after Tax	$4,621	($8,166)	$1,802
Derivatives, before Tax
Net change in fair value, before Tax	195	156	430
Net realized losses reclassified into earnings, before Tax	760	773	1,035
Net change, before Tax	955	929	1,465
Derivatives, Tax
Net change in fair value, Tax	-54	-51	-166
Net realized losses reclassified into earnings, Tax	-285	-286	-383
Net change, Tax	-339	-337	-549
Derivatives, after Tax
Net change in fair value, after Tax	141	105	264
Net realized losses reclassified into earnings, after Tax	475	487	652
Net change, after Tax	616	592	916
Employee benefit plans, before Tax
Net increase in fair value, before tax	-1,629	2,985	-1,891
Net realized losses reclassified into earnings, before Tax	55	237	490
Settlements and curtailments, before Tax	-1	46	1,378
Net change, before Tax	-1,575	3,268	-23
Employee benefit plans, Tax
Net increase in fair value, tax	614	-1,128	660
Net realized losses reclassified into earnings, Tax	-23	-79	-192
Settlements and curtailments, Tax	41	-12	-510
Net change, Tax	632	-1,219	-42
Employee benefit plans, after Tax
Net increase in fair value, after tax	-1,015	1,857	-1,231
Net realized losses reclassified into earnings, after Tax	32	158	298
Settlements and curtailments, after Tax	40	34	868
Net change, after Tax	-943	2,049	-65
Foreign currency, before Tax
Net increase (decrease) in fair value, before Tax	714	244	-226
Net realized (gains) losses reclassified into earnings, before Tax	20	138	-30
Net change, before tax	734	382	-256
Foreign currency, Tax
Net increase (decrease) in fair value, Tax	-879	-384	233
Net realized losses reclassified into earnings, Tax	-12	-133	10
Net change, Tax	-891	-517	243
Foreign currency, after Tax
Net increase (decrease) in fair value, after Tax	-165	-140	7
Net realized losses reclassified into earnings, after Tax	8	5	-20
Net change, after tax	-157	-135	-13
Other comprehensive income (loss), net-of-tax:
Other Comprehensive Income (Loss), before Tax	7,508	-8,400	3,982
Other comprehensive income (loss), tax	-3,371	2,740	-1,342
Other comprehensive income (loss)	4,137	-5,660	2,640
Debt securities
Available-for-sale Securities, before Tax
Net change in fair value, before Tax	8,698	-10,989	3,676
Net realized gains reclassified into earnings, before Tax	-1,338	-1,251	-1,609
Net change, before Tax	7,360	-12,240	2,067
Available-for-sale Securities, Tax
Net change in fair value, Tax	-3,268	4,077	-1,319
Net realized gains reclassified into earnings, Tax	508	463	595
Net change, Tax	-2,760	4,540	-724
Available-for-sale Securities, after Tax
Net change in fair value, after Tax	5,430	-6,912	2,357
Net realized gains reclassified into earnings, after Tax	-830	-788	-1,014
Net changer, after Tax	4,600	-7,700	1,343
Equity securities
Available-for-sale Securities, before Tax
Net change in fair value, before Tax	34	32	748
Net realized gains reclassified into earnings, before Tax	0	-771	-19
Net change, before Tax	34	-739	729
Available-for-sale Securities, Tax
Net change in fair value, Tax	-13	-12	-277
Net realized gains reclassified into earnings, Tax	0	285	7
Net change, Tax	-13	273	-270
Available-for-sale Securities, after Tax
Net change in fair value, after Tax	21	20	471
Net realized gains reclassified into earnings, after Tax	0	-486	-12
Net changer, after Tax	$21	($466)	$459

Accumulated_Other_Comprehensiv4

Accumulated Other Comprehensive Income (Loss) - Reclassifications Out of AOCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Gains on sales of debt securities	$1,354	$1,271	$1,662
Net interest income	39,952	42,265	40,656
Trading account profits	6,309	7,056	5,870
Other income (loss)	1,203	-49	-2,087
Personnel	-33,787	-34,719	-35,648
Equity investment income	1,130	2,901	2,070
Income Before Income Taxes	6,855	16,172	3,072
Income tax expense (benefit)	2,022	4,741	-1,116
Net income	4,833	11,431	4,188
Reclassification out of Accumulated Other Comprehensive Income
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net income	315	624	67
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Unrealized Investment Gain (Loss) | Debt securities
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Gains on sales of debt securities	1,354	1,271	1,662
Other income (loss)	-16	-20	-53
Income Before Income Taxes	1,338	1,251	1,609
Income tax expense (benefit)	508	463	595
Net income	830	788	1,014
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Unrealized Investment Gain (Loss) | Equity securities
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Equity investment income	0	771	19
Income Before Income Taxes	0	771	19
Income tax expense (benefit)	0	285	7
Net income	0	486	12
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income Before Income Taxes	-760	-773	-1,035
Income tax expense (benefit)	-285	-286	-383
Net income	-475	-487	-652
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges | Interest rate contracts
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Net interest income	-1,119	-1,119	-956
Other income (loss)	0	18	0
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges | Commodity contracts
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Trading account profits	0	-1	-1
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges | Equity contracts
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel	359	329	-78
Reclassification out of Accumulated Other Comprehensive Income | Prior service cost
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel	-5	-4	-6
Reclassification out of Accumulated Other Comprehensive Income | Transition obligation
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel	0	0	-32
Reclassification out of Accumulated Other Comprehensive Income | Net actuarial losses
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel	-50	-225	-443
Reclassification out of Accumulated Other Comprehensive Income | Settlements and curtailments
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Personnel	0	-8	-58
Reclassification out of Accumulated Other Comprehensive Income | Accumulated Defined Benefit Plans Adjustment
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Income Before Income Taxes	-55	-237	-539
Income tax expense (benefit)	-23	-79	-212
Net income	-32	-158	-327
Reclassification out of Accumulated Other Comprehensive Income | Foreign currency
Reclassification Adjustment out of Accumulated Other Comprehensive Income [Line Items]
Other income (loss)	-20	-138	30
Income Before Income Taxes	-20	-138	30
Income tax expense (benefit)	-12	-133	10
Net income	($8)	($5)	$20

Earnings_Per_Common_Share_Basi

Earnings Per Common Share - Basic and Diluted (Details) (USD $)	12 Months Ended
In Millions, except Share data in Thousands, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Earnings (loss) per common share
Net income	$4,833	$11,431	$4,188
Preferred stock dividends	-1,044	-1,349	-1,428
Net income applicable to common shareholders	3,789	10,082	2,760
Dividends and undistributed earnings allocated to participating securities	0	-2	-2
Net income allocated to common shareholders	3,789	10,080	2,758
Average common shares issued and outstanding	10,527,818	10,731,165	10,746,028
Earnings (loss) per common share (in dollars per share)	$0.36	$0.94	$0.26
Diluted earnings (loss) per common share
Add preferred stock dividends due to assumed conversions	0	300	0
Dividends and undistributed earnings allocated to participating securities	0	-2	-2
Net income allocated to common shareholders	$3,789	$10,380	$2,758
Average common shares issued and outstanding (in thousands)	10,527,818	10,731,165	10,746,028
Dilutive potential common shares	56,717	760,253	94,826
Total diluted average common shares issued and outstanding (in thousands)	10,584,535	11,491,418	10,840,854
Diluted earnings (loss) per common share (in dollars per share)	$0.36	$0.90	$0.25

Earnings_Per_Common_Share_Anti

Earnings Per Common Share - Antidilutive Securites (Details)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Stock Options
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Average options to purchase shares of common stock	91	126	163
Series T Preferred Stock | Warrant
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Average options to purchase shares of common stock	700		700
Series L Preferred Stock | Convertible Preferred Stock Subject to Mandatory Redemption
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Average options to purchase shares of common stock	62	62	62
Common Stock | Warrant
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Average options to purchase shares of common stock	122	272	272

Earnings_Per_Common_Share_Dilu

Earnings Per Common Share - Dilutive Shares (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2014
Class of Stock [Line Items]
Noncash dividends	$100
Redemption of preferred stock	6,561
Common stock issued in connection with exchanges of preferred stock and trust preferred securities		160
Common Stock
Class of Stock [Line Items]
Incremental common shares attributable to dilutive effect of call options and warrants			150
Retained Earnings
Class of Stock [Line Items]
Redemption of preferred stock	100
Common stock issued in connection with exchanges of preferred stock and trust preferred securities		44
Preferred Stock Series H, J, 6, 7, and 8
Class of Stock [Line Items]
Redemption of preferred stock	6,600
Preferred Stock Series H, J, 6, 7, and 8 | Retained Earnings
Class of Stock [Line Items]
Redemption of preferred stock	$100
Series T Preferred Stock
Class of Stock [Line Items]
Incremental common shares attributable to dilutive effect of conversion of preferred stock	700

Regulatory_Requirements_and_Re2

Regulatory Requirements and Restrictions (Details)	Dec. 31, 2014	Jan. 01, 2015	Dec. 31, 2013
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 capital ratio	4.00%
Total capital ratio	8.00%
Increase in capital required for capital adequacy to reach well capitalized to risk weighted assets	2.00%
Subsequent Event
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 capital ratio		6.00%
Percentage increase in Tier 1 capital ratio		2.00%
Bank of America Corporation
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 leverage required for capital adequacy	4.00%
Tier 1 leverage ratio	5.00%		5.00%
Tier 1 capital ratio	13.40%		12.20%
Total capital ratio	16.50%		15.10%
Tier 1 leverage ratio	8.20%		7.70%
Bank of America, N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tier 1 leverage ratio	5.00%		5.00%
Tier 1 capital ratio	13.10%		12.30%
Total capital ratio	14.60%		13.80%
Tier 1 leverage ratio	9.60%		9.20%

Regulatory_Requirements_and_Re3

Regulatory Requirements and Restrictions - Regulatory Capital (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Bank of America Corporation
Common Equity Tier 1 Capital [Abstract]
Ratio	12.30%
Amount	$155,361,000,000
Minimum Required	4.00%
Tier 1 Common Capital [Abstract]
Ratio		10.90%
Amount		141,522,000,000
Tier One Risk Based Capital [Abstract]
Ratio	13.40%	12.20%
Amount	168,973,000,000	157,742,000,000
Minimum Required	6.00%	6.00%
Capital [Abstract]
Ratio	16.50%	15.10%
Amount	208,670,000,000	196,567,000,000
Minimum Required	10.00%	10.00%
Tier One Leverage Capital [Abstract]
Ratio	8.20%	7.70%
Amount	168,973,000,000	157,742,000,000
Minimum Required	5.00%	5.00%
Risk Weighted Assets	1,262,000,000,000	1,298,000,000,000
Adjusted Quarterly Average Assets	2,060,000,000,000	2,052,000,000,000
Bank of America, N.A.
Common Equity Tier 1 Capital [Abstract]
Ratio	13.10%
Amount	145,150,000,000
Minimum Required	4.00%
Tier One Risk Based Capital [Abstract]
Ratio	13.10%	12.30%
Amount	145,150,000,000	125,886,000,000
Minimum Required	6.00%	6.00%
Capital [Abstract]
Ratio	14.60%	13.80%
Amount	161,623,000,000	141,232,000,000
Minimum Required	10.00%	10.00%
Tier One Leverage Capital [Abstract]
Ratio	9.60%	9.20%
Amount	145,150,000,000	125,886,000,000
Minimum Required	5.00%	5.00%
Risk Weighted Assets	1,105,000,000,000	1,020,000,000,000
Adjusted Quarterly Average Assets	$1,509,000,000,000	$1,368,000,000,000

Regulatory_Requirements_and_Re4

Regulatory Requirements and Restrictions - Basel III Requirements (Details)	Dec. 31, 2014
Banking and Thrift [Abstract]
Basel 3 tier 1 common capital transition percentage	20.00%

Regulatory_Requirements_and_Re5

Regulatory Requirements and Restrictions - Other Regulatory Matters (Details) (USD $)	12 Months Ended		10 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2015
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Average daily reserve balances required by federal reserve	$18,200,000,000	$16,600,000,000
Average daily reserve balances in excess of vault cash held with federal reserve	9,100,000,000	7,800,000,000
Cash segregated under other regulations	4,500,000,000	6,000,000,000
Securities segregated under other regulations	13,100,000,000	8,400,000,000
Bank of America, N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends paid to parent company by consolidated subsidiaries	12,400,000,000
Subsidiaries, FIA Card Services, N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Return of capital paid to parent company by consolidated subsidiaries	4,200,000,000
Scenario, Forecast | Bank of America, N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends allowable to be declared and paid by parent company by consolidated subsidiaries			16,900,000,000
Scenario, Forecast | Subsidiaries, Bank of America California, N.A.
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Cash dividends allowable to be declared and paid by parent company by consolidated subsidiaries			$924,000,000

Employee_Benefit_Plans_Narrati

Employee Benefit Plans - Narrative (Details) (USD $)	12 Months Ended
Share data in Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Service period to become vested	3 years
Threshold of highest consecutive paid years	5 years
Threshold of years of employment	10 years
Increase from change in mortality assumption	$580,000,000
Increase from change in weighted average discount rates	1,900,000,000
Percentage of prior years market gains (losses) recognized at next measurement date	60.00%
Percentage of prior years market gains (losses) recognized equally over 4 year period	40.00%
Defined Contribution Plan:
Cost recognized	1,000,000,000	1,100,000,000	886,000,000
Number of common stock shares held in plan	238	235
Dividend payments to the plan	29,000,000	10,000,000	10,000,000
Non-U.S. Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Plan amendments	1,000,000	2,000,000
Expected return on plan assets	5.52%	5.50%	6.65%
Estimated future employer contributions in next fiscal year	56,000,000
Nonqualified and Other Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Plan amendments	0	0
Expected return on plan assets	4.60%	3.75%	5.25%
Estimated future employer contributions in next fiscal year	101,000,000
Postretirement Health and Life Plans
Defined Benefit Plan Disclosure [Line Items]
Plan amendments	0	0
Expected return on plan assets	6.00%	6.50%	8.00%
Estimated future employer contributions in next fiscal year	87,000,000
Percentage of unrecognized gain (loss) recognized during the period	50.00%
Health care cost trend rate assumed for next fiscal year	7.00%
Ultimate health care cost trend rate	5.00%
Effect of 1% increase on service and interest cost components	2,000,000
Effect of 1% increase on accumulated postretirement benefit obligatio	47,000,000
Effect of 1% decrease on service and interest cost components	2,000,000
Effect of 1% decrease on accumulated postretirement benefit obligation	41,000,000
Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Plan amendments	0	0	1,300,000,000
Increase in AOCI, net of tax		2,000,000,000	832,000,000
Expected return on plan assets	6.00%	6.50%	8.00%
Effect of 25 basis point decline in discount rate on net periodic benefit cost	7,000,000
Effect of 25 basis point decline in expected return on plan assets on net periodic benefit cost	43,000,000
Plan assets recognized in the next fiscal year with respect to decline in discount rate	9,000,000
Plan assets recognized in the next fiscal year with respect to decline in expected return	44,000,000
Postretirement Health and Life Plans
Defined Benefit Plan Disclosure [Line Items]
Effect of 25 basis point decline in expected return on plan assets on net periodic benefit cost	9,000,000
Plan assets recognized in the next fiscal year with respect to decline in expected return	10,000,000
Personnel expense | Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Curtailments			-58,000,000
Equity securities | Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Amount of employer and related party securities included in plan assets	$215,000,000	$200,000,000
Actual plan asset allocations	1.15%	1.10%

Employee_Benefit_Plans_Funded_

Employee Benefit Plans - Funded Status (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Change in fair value of plan assets
Fair value, December 31	$24,133	$23,525
Qualified Pension Plan
Change in fair value of plan assets
Fair value, January 1	18,276	16,274
Actual return on plan assets	1,261	2,873
Company contributions	0	0
Plan participant contributions	0	0
Settlements and curtailments	0	0
Benefits paid	-923	-871
Fair value, December 31	18,614	18,276	16,274
Change in projected benefit obligation
Projected benefit obligation, January 1	14,145	15,655
Service cost	0	0	236
Interest cost	665	623	681
Plan participant contributions	0	0
Plan amendments	0	0	1,300
Settlements and curtailments	0	17
Actuarial loss (gain)	1,621	-1,279
Benefits paid	-923	-871
Projected benefit obligation, December 31	15,508	14,145	15,655
Amount recognized, December 31	3,106	4,131
Funded status, December 31
Accumulated benefit obligation	15,508	14,145
Overfunded (unfunded) status of ABO	3,106	4,131
Provision for future salaries	0	0
Projected benefit obligation	15,508	14,145	15,655
Weighted-average assumptions, December 31
Discount rate	4.12%	4.85%
Non-U.S. Pension Plans
Change in fair value of plan assets
Fair value, January 1	2,457	2,306
Actual return on plan assets	256	146
Company contributions	84	131
Plan participant contributions	1	1
Settlements and curtailments	-5	-80
Benefits paid	-68	-80
Foreign currency exchange rate changes	-161	33
Fair value, December 31	2,564	2,457	2,306
Change in projected benefit obligation
Projected benefit obligation, January 1	2,580	2,460
Service cost	29	32	40
Interest cost	109	98	97
Plan participant contributions	1	1
Plan amendments	1	2
Settlements and curtailments	-6	-116
Actuarial loss (gain)	208	156
Benefits paid	-68	-80
Foreign currency exchange rate changes	-166	27
Projected benefit obligation, December 31	2,688	2,580	2,460
Amount recognized, December 31	-124	-123
Funded status, December 31
Accumulated benefit obligation	2,582	2,463
Overfunded (unfunded) status of ABO	-18	-6
Provision for future salaries	106	117
Projected benefit obligation	2,688	2,580	2,460
Weighted-average assumptions, December 31
Discount rate	3.56%	4.30%
Rate of compensation increase	4.70%	4.91%
Nonqualified and Other Pension Plans
Change in fair value of plan assets
Fair value, January 1	2,720	3,063
Actual return on plan assets	336	-217
Company contributions	97	98
Plan participant contributions	0	0
Settlements and curtailments	0	-7
Benefits paid	-226	-217
Fair value, December 31	2,927	2,720	3,063
Change in projected benefit obligation
Projected benefit obligation, January 1	3,070	3,334
Service cost	1	1	1
Interest cost	133	120	138
Plan participant contributions	0	0
Plan amendments	0	0
Settlements and curtailments	0	-7
Actuarial loss (gain)	351	-161
Benefits paid	-226	-217
Projected benefit obligation, December 31	3,329	3,070	3,334
Amount recognized, December 31	-402	-350
Funded status, December 31
Accumulated benefit obligation	3,329	3,067
Overfunded (unfunded) status of ABO	-402	-347
Provision for future salaries	0	3
Projected benefit obligation	3,329	3,070	3,334
Weighted-average assumptions, December 31
Discount rate	3.80%	4.55%
Rate of compensation increase	4.00%	4.00%
Postretirement Health and Life Plans
Change in fair value of plan assets
Fair value, January 1	72	86
Actual return on plan assets	6	9
Company contributions	53	61
Plan participant contributions	129	138
Settlements and curtailments	0	0
Benefits paid	-248	-237
Federal subsidy on benefits paid	16	15
Fair value, December 31	28	72	86
Change in projected benefit obligation
Projected benefit obligation, January 1	1,356	1,574
Service cost	8	9	13
Interest cost	58	54	71
Plan participant contributions	129	138
Plan amendments	0	0
Settlements and curtailments	0	0
Actuarial loss (gain)	29	-197
Benefits paid	-248	-237
Federal subsidy on benefits paid	16	15
Foreign currency exchange rate changes	-2	0
Projected benefit obligation, December 31	1,346	1,356	1,574
Amount recognized, December 31	-1,318	-1,284
Funded status, December 31
Projected benefit obligation	$1,346	$1,356	$1,574
Weighted-average assumptions, December 31
Discount rate	3.75%	4.50%

Employee_Benefit_Plans_Amounts

Employee Benefit Plans - Amounts Recognized on the Balance Sheet (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Other assets	$3,106	$4,131
Accrued expenses and other liabilities	0	0
Net amount recognized at December 31	3,106	4,131
Non-U.S. Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Other assets	252	205
Accrued expenses and other liabilities	-376	-328
Net amount recognized at December 31	-124	-123
Nonqualified and Other Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Other assets	786	777
Accrued expenses and other liabilities	-1,188	-1,127
Net amount recognized at December 31	-402	-350
Postretirement Health and Life Plans
Defined Benefit Plan Disclosure [Line Items]
Other assets	0	0
Accrued expenses and other liabilities	-1,318	-1,284
Net amount recognized at December 31	($1,318)	($1,284)

Employee_Benefit_Plans_ABO_and

Employee Benefit Plans - ABO and PBO in Excess of Plan Assets (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Non-U.S. Pension Plans
Plans with ABO in excess of plan assets
PBO	$583	$617
ABO	563	606
Fair value of plan assets	206	290
Plans with PBO in excess of plan assets
PBO	583	720
Fair value of plan assets	206	392
Nonqualified and Other Pension Plans
Plans with ABO in excess of plan assets
PBO	1,190	1,129
ABO	1,190	1,126
Fair value of plan assets	2	2
Plans with PBO in excess of plan assets
PBO	1,190	1,129
Fair value of plan assets	$2	$2

Employee_Benefit_Plans_Compone

Employee Benefit Plans - Components of Periodic Benefit Cost (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Qualified Pension Plan
Components of net periodic benefit cost
Service cost	$0	$0	$236
Interest cost	665	623	681
Expected return on plan assets	-1,018	-1,024	-1,246
Amortization of prior service cost (credits)	0	0	9
Amortization of net actuarial loss (gain)	111	242	469
Recognized loss due to settlements and curtailments	0	17	58
Net periodic benefit cost (income)	-242	-142	207
Weighted-average assumptions used to determine net cost for years ended December 31
Discount rate	4.85%	4.00%	4.95%
Expected return on plan assets	6.00%	6.50%	8.00%
Rate of compensation increase			4.00%
Non-U.S. Pension Plans
Components of net periodic benefit cost
Service cost	29	32	40
Interest cost	109	98	97
Expected return on plan assets	-137	-121	-137
Amortization of prior service cost (credits)	1	0	0
Amortization of net actuarial loss (gain)	3	2	-9
Recognized loss due to settlements and curtailments	2	-7	0
Net periodic benefit cost (income)	7	4	-9
Weighted-average assumptions used to determine net cost for years ended December 31
Discount rate	4.30%	4.23%	4.87%
Expected return on plan assets	5.52%	5.50%	6.65%
Rate of compensation increase	4.91%	4.37%	4.42%
Nonqualified and Other Pension Plans
Components of net periodic benefit cost
Service cost	1	1	1
Interest cost	133	120	138
Expected return on plan assets	-124	-109	-152
Amortization of transition obligation	0	0	0
Amortization of prior service cost (credits)	0	0	-3
Amortization of net actuarial loss (gain)	25	25	8
Recognized loss due to settlements and curtailments	0	2	0
Net periodic benefit cost (income)	35	39	-8
Weighted-average assumptions used to determine net cost for years ended December 31
Discount rate	4.55%	3.65%	4.65%
Expected return on plan assets	4.60%	3.75%	5.25%
Rate of compensation increase	4.00%	4.00%	4.00%
Postretirement Health and Life Plans
Components of net periodic benefit cost
Service cost	8	9	13
Interest cost	58	54	71
Expected return on plan assets	-4	-5	-8
Amortization of transition obligation	0	0	32
Amortization of prior service cost (credits)	4	4	4
Amortization of net actuarial loss (gain)	-89	-42	-38
Recognized loss due to settlements and curtailments	0	6	0
Net periodic benefit cost (income)	($23)	$26	$74
Weighted-average assumptions used to determine net cost for years ended December 31
Discount rate	4.50%	3.65%	4.65%
Expected return on plan assets	6.00%	6.50%	8.00%

Employee_Benefit_Plans_Pretax_

Employee Benefit Plans - Pretax Amounts Included in Accumulated OCI (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Defined Benefit Plan Disclosure [Line Items]
Net actuarial loss (gain)	$5,328	$3,749
Prior service cost (credits)	11	15
Amounts recognized in accumulated OCI	5,339	3,764
Qualified Pension Plan
Defined Benefit Plan Disclosure [Line Items]
Net actuarial loss (gain)	4,061	2,794
Prior service cost (credits)	0	0
Amounts recognized in accumulated OCI	4,061	2,794
Non-U.S. Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Net actuarial loss (gain)	355	271
Prior service cost (credits)	-9	-9
Amounts recognized in accumulated OCI	346	262
Nonqualified and Other Pension Plans
Defined Benefit Plan Disclosure [Line Items]
Net actuarial loss (gain)	968	855
Prior service cost (credits)	0	0
Amounts recognized in accumulated OCI	968	855
Postretirement Health and Life Plans
Defined Benefit Plan Disclosure [Line Items]
Net actuarial loss (gain)	-56	-171
Prior service cost (credits)	20	24
Amounts recognized in accumulated OCI	($36)	($147)

Employee_Benefit_Plans_Pretax_1

Employee Benefit Plans - Pretax Amounts Recognized in OCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, before Tax [Abstract]
Current year actuarial loss	$1,629
Amortization of actuarial gain (loss)	-50
Current year prior service cost	1
Amortization of prior service cost	-5
Amounts recognized in OCI	1,575
Qualified Pension Plan
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, before Tax [Abstract]
Current year actuarial loss	1,378
Amortization of actuarial gain (loss)	-111
Current year prior service cost	0
Amortization of prior service cost	0
Amounts recognized in OCI	1,267
Non-U.S. Pension Plans
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, before Tax [Abstract]
Current year actuarial loss	87
Amortization of actuarial gain (loss)	-3
Current year prior service cost	1
Amortization of prior service cost	-1
Amounts recognized in OCI	84
Nonqualified and Other Pension Plans
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, before Tax [Abstract]
Current year actuarial loss	138
Amortization of actuarial gain (loss)	-25
Current year prior service cost	0
Amortization of prior service cost	0
Amounts recognized in OCI	113
Postretirement Health and Life Plans
Other Comprehensive (Income) Loss, Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, before Tax [Abstract]
Current year actuarial loss	26
Amortization of actuarial gain (loss)	89
Current year prior service cost	0
Amortization of prior service cost	-4
Amounts recognized in OCI	$111

Employee_Benefit_Plans_Amount_

Employee Benefit Plans - Amount Amortized from Accumulated OCI (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
Defined Benefit Plan, Amount to be Amortized from Accumulated Other Comprehensive Income (Loss) Next Fiscal Year [Abstract]
Net actuarial loss (gain)	$172
Prior service cost	5
Total amounts amortized from accumulated OCI	177
Qualified Pension Plan
Defined Benefit Plan, Amount to be Amortized from Accumulated Other Comprehensive Income (Loss) Next Fiscal Year [Abstract]
Net actuarial loss (gain)	166
Prior service cost	0
Total amounts amortized from accumulated OCI	166
Non-U.S. Pension Plans
Defined Benefit Plan, Amount to be Amortized from Accumulated Other Comprehensive Income (Loss) Next Fiscal Year [Abstract]
Net actuarial loss (gain)	6
Prior service cost	1
Total amounts amortized from accumulated OCI	7
Nonqualified and Other Pension Plans
Defined Benefit Plan, Amount to be Amortized from Accumulated Other Comprehensive Income (Loss) Next Fiscal Year [Abstract]
Net actuarial loss (gain)	34
Prior service cost	0
Total amounts amortized from accumulated OCI	34
Postretirement Health and Life Plans
Defined Benefit Plan, Amount to be Amortized from Accumulated Other Comprehensive Income (Loss) Next Fiscal Year [Abstract]
Net actuarial loss (gain)	-34
Prior service cost	4
Total amounts amortized from accumulated OCI	($30)

Employee_Benefit_Plans_Target_

Employee Benefit Plans - Target Allocation (Details)	12 Months Ended
	Dec. 31, 2014
Equity securities | Qualified Pension Plan
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	30.00%
Equity Securities Maximum	60.00%
Equity securities | Non-U.S. Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	10.00%
Equity Securities Maximum	35.00%
Equity securities | Nonqualified and Other Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	5.00%
Equity securities | Postretirement Health and Life Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	20.00%
Debt securities | Qualified Pension Plan
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	40.00%
Equity Securities Maximum	70.00%
Debt securities | Non-U.S. Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	40.00%
Equity Securities Maximum	80.00%
Debt securities | Nonqualified and Other Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	95.00%
Equity Securities Maximum	100.00%
Debt securities | Postretirement Health and Life Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	70.00%
Equity Securities Maximum	100.00%
Real Estate | Qualified Pension Plan
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	10.00%
Real Estate | Non-U.S. Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	15.00%
Real Estate | Nonqualified and Other Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	5.00%
Real Estate | Postretirement Health and Life Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	5.00%
Other | Qualified Pension Plan
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	5.00%
Other | Non-U.S. Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	15.00%
Other | Nonqualified and Other Pension Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	5.00%
Other | Postretirement Health and Life Plans
Defined Benefit Plan, Assets, Target Allocations [Abstract]
Equity Securities Minimum	0.00%
Equity Securities Maximum	5.00%

Employee_Benefit_Plans_Fair_Va

Employee Benefit Plans - Fair Value Measurements (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$24,133	$23,525
Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	13,315	12,615
Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	9,856	10,031
Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	962	879	817	739
Money market and interest-bearing cash
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	3,814	2,586
Money market and interest-bearing cash | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	3,814	2,586
Money market and interest-bearing cash | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Money market and interest-bearing cash | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Cash and cash equivalent commingled/mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	4	223
Cash and cash equivalent commingled/mutual funds | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Cash and cash equivalent commingled/mutual funds | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	4	223
Cash and cash equivalent commingled/mutual funds | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
U.S. government and government agency securities
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	4,166	3,847
U.S. government and government agency securities | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	2,004	1,590
U.S. government and government agency securities | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	2,151	2,245
U.S. government and government agency securities | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	11	12	13	13
Corporate debt securities
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,454	1,233
Corporate debt securities | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Corporate debt securities | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,454	1,233
Corporate debt securities | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Asset-backed securities
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,930	1,455
Asset-backed securities | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Asset-backed securities | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,930	1,455
Asset-backed securities | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Non-U.S. debt securities
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,114	1,055
Non-U.S. debt securities | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	627	547
Non-U.S. debt securities | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	487	502
Non-U.S. debt securities | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	6	10	10
Fixed income commingled/mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,498	1,368
Fixed income commingled/mutual funds | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	101	89
Fixed income commingled/mutual funds | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,397	1,279
Fixed income commingled/mutual funds | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Common and preferred equity securities
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	6,628	7,463
Common and preferred equity securities | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	6,628	7,463
Common and preferred equity securities | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Common and preferred equity securities | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Equity commingled/mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,833	2,521
Equity commingled/mutual funds | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	16	213
Equity commingled/mutual funds | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1,817	2,308
Equity commingled/mutual funds | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Public real estate investment trusts
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	124	127
Public real estate investment trusts | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	124	127
Public real estate investment trusts | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Public real estate investment trusts | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Private real estate
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	127	119
Private real estate | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Private real estate | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Private real estate | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	127	119	110	113
Real estate commingled/mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	636	469
Real estate commingled/mutual funds | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Real estate commingled/mutual funds | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	4	7
Real estate commingled/mutual funds | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	632	462	324	249
Limited partnerships
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	187	262
Limited partnerships | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Limited partnerships | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	122	117
Limited partnerships | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	65	145	231	232
Other investments
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	618	797
Other investments | Level 1
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	0
Other investments | Level 2
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	490	662
Other investments | Level 3
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	127	135	129	122
Interest Rate Swap
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	297	435
Participant Loans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	78	87
Commodity and Balanced Funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	178	229
Other Various Investments
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$65	$46

Employee_Benefit_Plans_Fair_Va1

Employee Benefit Plans - Fair Value Measurements Rollforward (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Change in fair value of plan assets
Fair value, December 31	$24,133	$23,525
U.S. government and government agency securities
Change in fair value of plan assets
Fair value, December 31	4,166	3,847
Non-U.S. debt securities
Change in fair value of plan assets
Fair value, December 31	1,114	1,055
Private real estate
Change in fair value of plan assets
Fair value, December 31	127	119
Real estate commingled/mutual funds
Change in fair value of plan assets
Fair value, December 31	636	469
Limited partnerships
Change in fair value of plan assets
Fair value, December 31	187	262
Other investments
Change in fair value of plan assets
Fair value, December 31	618	797
Level 3
Change in fair value of plan assets
Fair value, January 1	879	817	739
Actual Return on Plan Assets Still Held at the Reporting Date	31	19	25
Purchases	159	166	80
Sales and Settlements	-103	-95	-28
Transfers into/ (out of) Level 3	-4	-28	1
Fair value, December 31	962	879	817
Level 3 | U.S. government and government agency securities
Change in fair value of plan assets
Fair value, January 1	12	13	13
Actual Return on Plan Assets Still Held at the Reporting Date	0	0	0
Purchases	0	0	0
Sales and Settlements	-1	-1	0
Transfers into/ (out of) Level 3	0	0	0
Fair value, December 31	11	12	13
Level 3 | Non-U.S. debt securities
Change in fair value of plan assets
Fair value, January 1	6	10	10
Actual Return on Plan Assets Still Held at the Reporting Date	0	-2	-1
Purchases	0	0	1
Sales and Settlements	-2	-2	-1
Transfers into/ (out of) Level 3	-4	0	1
Fair value, December 31	0	6	10
Level 3 | Private real estate
Change in fair value of plan assets
Fair value, January 1	119	110	113
Actual Return on Plan Assets Still Held at the Reporting Date	5	4	-2
Purchases	5	7	2
Sales and Settlements	-2	-2	-3
Transfers into/ (out of) Level 3	0	0	0
Fair value, December 31	127	119	110
Level 3 | Real estate commingled/mutual funds
Change in fair value of plan assets
Fair value, January 1	462	324	249
Actual Return on Plan Assets Still Held at the Reporting Date	20	15	13
Purchases	150	123	62
Sales and Settlements	0	0	0
Transfers into/ (out of) Level 3	0	0	0
Fair value, December 31	632	462	324
Level 3 | Limited partnerships
Change in fair value of plan assets
Fair value, January 1	145	231	232
Actual Return on Plan Assets Still Held at the Reporting Date	5	8	8
Purchases	3	23	11
Sales and Settlements	-88	-89	-20
Transfers into/ (out of) Level 3	0	-28	0
Fair value, December 31	65	145	231
Level 3 | Other investments
Change in fair value of plan assets
Fair value, January 1	135	129	122
Actual Return on Plan Assets Still Held at the Reporting Date	1	-6	7
Purchases	1	13	4
Sales and Settlements	-10	-1	-4
Transfers into/ (out of) Level 3	0	0	0
Fair value, December 31	$127	$135	$129

Employee_Benefit_Plans_Project

Employee Benefit Plans - Projected Benefit Payments (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Qualified Pension Plan
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	$921
2016	908
2017	900
2018	899
2019	895
2020 - 2024	4,407
Non-U.S. Pension Plans
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	55
2016	58
2017	62
2018	65
2019	72
2020 - 2024	449
Nonqualified and Other Pension Plans
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	244
2016	241
2017	242
2018	239
2019	236
2020 - 2024	1,136
Postretirement Health and Life Plans
Defined Benefit Plan, Expected Future Benefit Payments, Fiscal Year Maturity [Abstract]
2015	130
2016	126
2017	122
2018	117
2019	111
2020 - 2024	495
Defined Benefit Plan, Expected Future Medicare Subsidy Received, Fiscal Year Maturity [Abstract]
2015	14
2016	14
2017	14
2018	13
2019	13
2020-2024	$58

Stockbased_Compensation_Plans_1

Stock-based Compensation Plans Stock-based Compensation Plans (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based compensation expense	$2,300,000,000	$2,280,000,000	$2,270,000,000
Tax benefit from compensation expense	$854,000,000	$842,000,000	$839,000,000
Options outstanding (in shares)	88,087,054	122,168,691
Restricted Stock Units (RSUs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of vesting installments	3
Period vesting of restricted stock units begins	1 year
Stock-settled Restricted Stock and Restricted Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Restricted Stock Units, grants in period	2,064,195
Restricted Stock Units, outstanding	29,882,769	71,202,751
Key Associate Stock Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of shares authorized	1,100,000,000
Options outstanding (in shares)	79,000,000
Key Associate Stock Plan | Restricted Stock Units (RSUs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Restricted Stock Units, grants in period	133,000,000
Key Associate Stock Plan | Stock-settled Restricted Stock and Restricted Stock Units
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Restricted Stock Units, grants in period	2,000,000
Financial Advisor Capital Accumulation Award Plan [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Period of recognition	8 years
Financial Advisor Capital Accumulation Award Plan [Member] | Restricted Stock Units (RSUs)
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Restricted Stock Units, outstanding	5,000,000

Stockbased_Compensation_Plans_2

Stock-based Compensation Plans - Restricted Stock Units (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Weighted-average Grant Date Fair Value (in dollars per share):
Cash Flow Effect, Cash Used to Settle Awards	$1,700,000,000	$1,400,000,000	$779,000,000
Stock-settled Restricted Stock and Restricted Stock Units
Restricted Stock/Units (in shares);
Outstanding at beginning of period	71,202,751
Granted	2,064,195
Vested	-42,209,408
Canceled	-1,174,769
Outstanding at end of period	29,882,769
Weighted-average Grant Date Fair Value (in dollars per share):
Outstanding at beginning of period	$12.05
Granted	$16.63
Vested	$14.27
Canceled	$10.45
Outstanding at end of period	$9.30
Restricted Stock and Restricted Stock Units
Weighted-average Grant Date Fair Value (in dollars per share):
Total Unrecognized Compensation Cost	1,500,000,000
Total Unrecognized Compensation Cost, Expected Period	4 years 0 months
Total Unrecognized Compensation Cost, Period for Recognition	1 year 7 months
Vested in Period, Fair Value	$576,000,000	$1,000,000,000	$2,900,000,000
Key Associate Stock Plan | Stock-settled Restricted Stock and Restricted Stock Units
Restricted Stock/Units (in shares);
Granted	2,000,000
Key Associate Stock Plan | Cash-settled Restricted Stock Units
Restricted Stock/Units (in shares);
Outstanding at beginning of period	359,928,869
Granted	130,956,173
Vested	-162,061,256
Canceled	-11,867,351
Outstanding at end of period	316,956,435

Stockbased_Compensation_Plans_3

Stock-based Compensation Plans - Stock Options (Details) (USD $)	12 Months Ended
	Dec. 31, 2014
Stock Options (in shares):
Outstanding at beginning of period	122,168,691
Forfeited	-34,081,637
Outstanding at end of period	88,087,054
Options vested and exercisable at end of period	88,087,054
Weighted-average Exercise Price (in dollars per share):
Outstanding at beginning of period	$48.23
Forfeited	$46.32
Outstanding at end of period	$48.96
Options vested and exercisable at end of period	$48.96
Aggregate intrinsic value	$0
Outstanding, Weighted average remaining contractual term	1 year 7 months
Key Associate Stock Plan
Stock Options (in shares):
Outstanding at end of period	79,000,000
Predecessor Company Plans Assumed In Mergers
Stock Options (in shares):
Outstanding at end of period	9,000,000

Income_Taxes_Components_of_Inc

Income Taxes - Components of Income Tax Expense (Benefit) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Current income tax expense
U.S. federal	$443	$180	$458
U.S. state and local	340	786	592
Non-U.S.	513	513	569
Total current expense	1,296	1,479	1,619
Deferred income tax expense (benefit)
U.S. federal	583	2,056	-3,433
U.S. state and local	85	-94	-55
Non-U.S.	58	1,300	753
Deferred Income Tax Expense (Benefit)	726	3,262	-2,735
Total income tax expense (benefit)	$2,022	$4,741	($1,116)

Income_Taxes_Effective_Income_

Income Taxes - Effective Income Tax Reconciliation (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Effective Income Tax Rate Reconciliation, Amount [Abstract]
Expected U.S. federal income tax expense	$2,399,000,000	$5,660,000,000	$1,075,000,000
State tax expense, net of federal benefit	276,000,000	450,000,000	349,000,000
Affordable housing credits/other credits	-950,000,000	-863,000,000	-783,000,000
Changes in prior period UTBs, including interest	-741,000,000	-255,000,000	-198,000,000
Tax-exempt income, including dividends	-533,000,000	-524,000,000	-576,000,000
Non-U.S. tax rate differential	-507,000,000	-940,000,000	-1,968,000,000
Nondeductible expenses	1,982,000,000	104,000,000	231,000,000
Leveraged lease tax differential	53,000,000	26,000,000	83,000,000
Non-U.S. statutory rate reductions	0	1,133,000,000	788,000,000
Other	43,000,000	-50,000,000	-117,000,000
Total income tax expense (benefit)	2,022,000,000	4,741,000,000	-1,116,000,000
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Expected U.S. federal income tax expense	35.00%	35.00%	35.00%
State tax expense, net of federal benefit	4.00%	2.80%	11.40%
Affordable housing credits/other credits	-13.80%	-5.30%	-25.50%
Changes in prior period UTBs, including interest	-10.80%	-1.60%	-6.40%
Tax-exempt income, including dividends	-7.80%	-3.20%	-18.80%
Non-U.S. tax rate differential	-7.40%	-5.80%	-64.10%
Nondeductible expenses	28.90%	0.60%	7.50%
Leveraged lease tax differential	0.80%	0.20%	2.70%
Non-U.S. statutory rate reductions	0.00%	7.00%	25.70%
Other	0.60%	-0.40%	-3.80%
Total income tax expense (benefit)	29.50%	29.30%	-36.30%
Repatriation of foreign earnings amount			($1,700,000,000)

Income_Taxes_Reconciliation_of

Income Taxes - Reconciliation of the Change in Unrecognized Tax Benefits (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]
Balance, January 1	$3,068	$3,677	$4,203
Increases related to positions taken during the current year	75	98	352
Increases related to positions taken during prior years	519	254	142
Decreases related to positions taken during prior years	-973	-508	-711
Settlements	-1,594	-448	-205
Expiration of statute of limitations	-27	-5	-104
Balance, December 31	1,068	3,068	3,677
Changes in prior period UTBs, including interest	($741)	($255)	($198)

Income_Taxes_Deferred_Tax_Asse

Income Taxes - Deferred Tax Assets and Deferred Tax Liabilities (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Deferred tax assets
Net operating loss carryforwards	$9,787	$10,967
Accrued expenses	5,916	6,749
Tax credit carryforwards	5,614	9,689
Security, loan and debt valuations	5,190	4,264
Allowance for credit losses	5,047	6,100
Employee compensation and retirement benefits	3,665	2,729
State income taxes	2,034	2,643
Available-for-sale securities	0	1,918
Other	1,688	722
Gross deferred tax assets	38,941	45,781
Valuation allowance	-1,111	-1,940
Total deferred tax assets, net of valuation allowance	37,830	43,841
Deferred tax liabilities
Equipment lease financing	2,880	3,106
Intangibles	1,349	1,529
Mortgage servicing rights	1,041	1,547
Available-for-sale securities	828	0
Fee income	816	798
Long-term borrowings	587	3,033
Other	2,075	1,472
Gross deferred tax liabilities	9,576	11,485
Net deferred tax assets	$28,254	$32,356

Income_Taxes_Net_Operating_Los

Income Taxes - Net Operating Loss and Tax Credit Carryforwards (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Operating Loss Carryforwards [Line Items]
Deferred Tax Asset	$9,787,000,000	$10,967,000,000
Net operating losses before benefit of federal deductions	1,800,000,000
Valuation allowance before considering benefit of federal deductions	708,000,000
Net operating losses – U.S.
Operating Loss Carryforwards [Line Items]
Deferred Tax Asset	3,065,000,000
Valuation Allowance	0
Net Deferred Tax Asset	3,065,000,000
Net operating losses – U.K. and other
Operating Loss Carryforwards [Line Items]
Deferred Tax Asset	446,000,000
Valuation Allowance	-316,000,000
Net Deferred Tax Asset	130,000,000
Net operating losses – U.S. states
Operating Loss Carryforwards [Line Items]
Deferred Tax Asset	1,168,000,000
Valuation Allowance	-460,000,000
Net Deferred Tax Asset	708,000,000
UNITED KINGDOM | Net operating losses – U.K. and other
Operating Loss Carryforwards [Line Items]
Deferred Tax Asset	6,276,000,000
Valuation Allowance	0
Net Deferred Tax Asset	6,276,000,000
General business credits
Tax Credit Carryforward [Line Items]
Deferred Tax Asset	3,383,000,000
Valuation Allowance	0
Net Deferred Tax Asset	3,383,000,000
Foreign tax credits
Tax Credit Carryforward [Line Items]
Deferred Tax Asset	2,231,000,000
Valuation Allowance	-68,000,000
Net Deferred Tax Asset	$2,163,000,000

Income_Taxes_Narrative_Details

Income Taxes - Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
	Jurisdiction
Income Tax Disclosure [Abstract]
Other comprehensive income (loss), tax	($3,371,000,000)	$2,740,000,000	($1,342,000,000)
Tax effect on common stock and additional paid in capital from employee stock purchase plan activity	-35,000,000	-128,000,000	-277,000,000
Unrecognized tax benefits that would impact effective rate	700,000,000	2,500,000,000	3,100,000,000
Number of jurisdictions for filing income tax returns (more than)	100
Unrecognized tax benefits is reasonable possible, amount of unrecorded benefit	-400,000,000
Penalties and interest expense	-196,000,000	127,000,000	99,000,000
Penalties and interest accured	455,000,000	888,000,000
Undistributed earnings of foreign subsidiaries	17,200,000,000
Deferred tax liabilities, undistributed foreign earnings	$4,500,000,000

Fair_Value_Measurements_Recurr

Fair Value Measurements - Recurring Fair Value (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financial assets
Federal funds sold and securities borrowed or purchased under agreements to resell	$62,182	$68,656
Trading account assets	191,785	200,993
Gross Derivative Assets	984,800	920,300
Derivative assets	52,682	47,495
Total available-for-sale debt securities	284,274	235,951
Other debt securities carried at fair value	36,421	32,844
Loans and leases	8,681	10,042
Mortgage servicing rights	3,530	5,042	5,716
Loans held-for-sale	6,801	6,656
Other assets	13,873	18,055
Liabilities
Interest-bearing deposits in U.S. offices	1,469	1,899
Federal funds purchased and securities loaned or sold under agreements to repurchase, measured at fair value	35,357	26,500
Gross Derivative Liabilities	981,800	906,400
Derivative Liability	46,909	37,407
Short-term borrowings	2,697	1,520
Long-term debt	36,404	47,035
Assets and Liabilities, Recurring Basis, Supplemental Information:
Assets transferred from Level 1 to Level 2	4,100	500
Liabilities transferred from Level 1 to Level 2	570
U.S. government and government agency securities
Financial assets
Total available-for-sale debt securities	69,595	8,954
Other debt securities carried at fair value	1,541	4,062
Agency
Financial assets
Total available-for-sale debt securities	165,039	164,935
Other debt securities carried at fair value	15,704	16,500
Agency-collateralized mortgage obligations
Financial assets
Total available-for-sale debt securities	14,248	22,492
Other debt securities carried at fair value	0	218
Non-agency residential
Financial assets
Total available-for-sale debt securities	4,454	6,239
Other debt securities carried at fair value	3,745	0
Commercial
Financial assets
Total available-for-sale debt securities	4,000	2,480
Other debt securities carried at fair value	0	749
Other taxable securities
Financial assets
Total available-for-sale debt securities	10,791	16,830
Other debt securities carried at fair value	299	0
Tax-exempt securities
Financial assets
Total available-for-sale debt securities	9,549	5,928
US Government-sponsored Enterprises Debt Securities
Financial assets
Trading account assets	17,200	15,600
Recurring
Financial assets
Federal funds sold and securities borrowed or purchased under agreements to resell	62,182	68,656
Trading account assets	191,785	200,993
Netting adjustments	-932,103	-872,758
Derivative assets	52,682	47,495
Total available-for-sale debt securities	284,274	235,951
Other debt securities carried at fair value	36,421	32,844
Loans and leases	8,681	10,042
Mortgage servicing rights	3,530	5,042
Loans held-for-sale	6,801	6,656
Other assets	13,873	18,055
Total assets	660,229	625,734
Liabilities
Interest-bearing deposits in U.S. offices	1,469	1,899
Federal funds purchased and securities loaned or sold under agreements to repurchase, measured at fair value	35,357	26,500
Total trading account liabilities	74,192	83,469
Netting adjustment	-934,857	-868,969
Derivative Liability	46,909	37,407
Short-term borrowings	2,697	1,520
Accrued expenses and other liabilities	12,055	11,233
Long-term debt	36,404	47,035
Total liabilities	209,083	209,063
Recurring | U.S. government and agency securities
Financial assets
Trading account assets	51,019	48,847
Liabilities
Total trading account liabilities	18,960	27,263
Recurring | Corporate securities, trading loans and other
Financial assets
Trading account assets	35,212	32,452
Liabilities
Total trading account liabilities	7,169	6,479
Recurring | Equity securities
Financial assets
Trading account assets	56,358	64,451
Liabilities
Total trading account liabilities	28,349	27,585
Recurring | Non-U.S. sovereign debt
Financial assets
Trading account assets	36,254	37,224
Liabilities
Total trading account liabilities	19,714	22,142
Recurring | Mortgage trading loans and ABS
Financial assets
Trading account assets	12,942	18,019
Recurring | U.S. government and government agency securities
Financial assets
Total available-for-sale debt securities	69,595	8,954
Other debt securities carried at fair value	1,541	4,062
Recurring | Agency
Financial assets
Total available-for-sale debt securities	165,039	164,935
Other debt securities carried at fair value	15,704	16,500
Recurring | Agency-collateralized mortgage obligations
Financial assets
Total available-for-sale debt securities	14,248	22,492
Other debt securities carried at fair value		218
Recurring | Non-agency residential
Financial assets
Total available-for-sale debt securities	4,454	6,239
Other debt securities carried at fair value	3,745
Recurring | Commercial
Financial assets
Total available-for-sale debt securities	4,000	2,480
Other debt securities carried at fair value		749
Recurring | Non-U.S. securities
Financial assets
Total available-for-sale debt securities	6,230	7,220
Other debt securities carried at fair value	15,132	11,315
Recurring | Corporate/Agency bonds
Financial assets
Total available-for-sale debt securities	368	873
Recurring | Other taxable securities
Financial assets
Total available-for-sale debt securities	10,791	16,830
Other debt securities carried at fair value	299
Recurring | Tax-exempt securities
Financial assets
Total available-for-sale debt securities	9,549	5,928
Recurring | Level 1
Financial assets
Federal funds sold and securities borrowed or purchased under agreements to resell	0	0
Trading account assets	87,579	101,050
Gross Derivative Assets	4,957	2,374
Total available-for-sale debt securities	70,624	10,309
Other debt securities carried at fair value	14,811	11,519
Loans and leases	0	0
Mortgage servicing rights	0	0
Loans held-for-sale	0	0
Other assets	11,581	14,474
Total assets	189,552	139,726
Liabilities
Interest-bearing deposits in U.S. offices	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase, measured at fair value	0	0
Total trading account liabilities	59,471	72,062
Gross Derivative Liabilities	4,493	1,968
Short-term borrowings	0	0
Accrued expenses and other liabilities	10,795	10,130
Long-term debt	0	0
Total liabilities	74,759	84,160
Recurring | Level 1 | U.S. government and agency securities
Financial assets
Trading account assets	33,470	34,222
Liabilities
Total trading account liabilities	18,514	26,915
Recurring | Level 1 | Corporate securities, trading loans and other
Financial assets
Trading account assets	243	1,147
Liabilities
Total trading account liabilities	189	518
Recurring | Level 1 | Equity securities
Financial assets
Trading account assets	33,518	41,324
Liabilities
Total trading account liabilities	24,679	23,874
Recurring | Level 1 | Non-U.S. sovereign debt
Financial assets
Trading account assets	20,348	24,357
Liabilities
Total trading account liabilities	16,089	20,755
Recurring | Level 1 | U.S. government and government agency securities
Financial assets
Total available-for-sale debt securities	67,413	6,591
Other debt securities carried at fair value	1,541	4,062
Recurring | Level 1 | Agency
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value	0	0
Recurring | Level 1 | Agency-collateralized mortgage obligations
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value		0
Recurring | Level 1 | Non-agency residential
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value	0
Recurring | Level 1 | Commercial
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value		0
Recurring | Level 1 | Non-U.S. securities
Financial assets
Total available-for-sale debt securities	3,191	3,698
Other debt securities carried at fair value	13,270	7,457
Recurring | Level 1 | Corporate/Agency bonds
Financial assets
Total available-for-sale debt securities	0	0
Recurring | Level 1 | Other taxable securities
Financial assets
Total available-for-sale debt securities	20	20
Other debt securities carried at fair value	0
Recurring | Level 1 | Tax-exempt securities
Financial assets
Total available-for-sale debt securities	0	0
Recurring | Level 2
Financial assets
Federal funds sold and securities borrowed or purchased under agreements to resell	62,182	68,656
Trading account assets	97,947	90,899
Gross Derivative Assets	972,977	910,602
Total available-for-sale debt securities	211,095	220,882
Other debt securities carried at fair value	21,610	21,325
Loans and leases	6,698	6,985
Mortgage servicing rights	0
Loans held-for-sale	6,628	5,727
Other assets	1,381	1,912
Total assets	1,380,518	1,326,988
Liabilities
Interest-bearing deposits in U.S. offices	1,469	1,899
Federal funds purchased and securities loaned or sold under agreements to repurchase, measured at fair value	35,357	26,500
Total trading account liabilities	14,685	11,372
Gross Derivative Liabilities	969,502	896,907
Short-term borrowings	2,697	1,520
Accrued expenses and other liabilities	1,250	1,093
Long-term debt	34,042	45,045
Total liabilities	1,059,002	984,336
Recurring | Level 2 | U.S. government and agency securities
Financial assets
Trading account assets	17,549	14,625
Liabilities
Total trading account liabilities	446	348
Recurring | Level 2 | Corporate securities, trading loans and other
Financial assets
Trading account assets	31,699	27,746
Liabilities
Total trading account liabilities	6,944	5,926
Recurring | Level 2 | Equity securities
Financial assets
Trading account assets	22,488	22,741
Liabilities
Total trading account liabilities	3,670	3,711
Recurring | Level 2 | Non-U.S. sovereign debt
Financial assets
Trading account assets	15,332	12,399
Liabilities
Total trading account liabilities	3,625	1,387
Recurring | Level 2 | Mortgage trading loans and ABS
Financial assets
Trading account assets	10,879	13,388
Recurring | Level 2 | U.S. government and government agency securities
Financial assets
Total available-for-sale debt securities	2,182	2,363
Other debt securities carried at fair value	0
Recurring | Level 2 | Agency
Financial assets
Total available-for-sale debt securities	165,039	164,935
Other debt securities carried at fair value	15,704	16,500
Recurring | Level 2 | Agency-collateralized mortgage obligations
Financial assets
Total available-for-sale debt securities	14,248	22,492
Other debt securities carried at fair value		218
Recurring | Level 2 | Non-agency residential
Financial assets
Total available-for-sale debt securities	4,175	6,239
Other debt securities carried at fair value	3,745
Recurring | Level 2 | Commercial
Financial assets
Total available-for-sale debt securities	4,000	2,480
Other debt securities carried at fair value		749
Recurring | Level 2 | Non-U.S. securities
Financial assets
Total available-for-sale debt securities	3,029	3,415
Other debt securities carried at fair value	1,862	3,858
Recurring | Level 2 | Corporate/Agency bonds
Financial assets
Total available-for-sale debt securities	368	873
Recurring | Level 2 | Other taxable securities
Financial assets
Total available-for-sale debt securities	9,104	12,963
Other debt securities carried at fair value	299
Recurring | Level 2 | Tax-exempt securities
Financial assets
Total available-for-sale debt securities	8,950	5,122
Recurring | Level 3
Financial assets
Federal funds sold and securities borrowed or purchased under agreements to resell	0	0
Trading account assets	6,259	9,044
Gross Derivative Assets	6,851	7,277	8,100
Total available-for-sale debt securities	2,555	4,760
Other debt securities carried at fair value		0
Loans and leases	1,983	3,057
Mortgage servicing rights	3,530	5,042
Loans held-for-sale	173	929
Other assets	911	1,669
Total assets	22,262	31,778
Liabilities
Interest-bearing deposits in U.S. offices	0	0
Federal funds purchased and securities loaned or sold under agreements to repurchase, measured at fair value	0	0
Total trading account liabilities	36	35
Gross Derivative Liabilities	7,771	7,501	6,600
Short-term borrowings	0	0
Accrued expenses and other liabilities	10	10
Long-term debt	2,362	1,990
Total liabilities	10,179	9,536
Recurring | Level 3 | U.S. government and agency securities
Financial assets
Trading account assets	0	0
Liabilities
Total trading account liabilities		0
Recurring | Level 3 | Corporate securities, trading loans and other
Financial assets
Trading account assets	3,270	3,559
Total assets	3,300	3,600
Liabilities
Total trading account liabilities	36	35
Recurring | Level 3 | Equity securities
Financial assets
Trading account assets	352	386
Liabilities
Total trading account liabilities		0
Recurring | Level 3 | Non-U.S. sovereign debt
Financial assets
Trading account assets	574	468
Total assets	574	468
Liabilities
Total trading account liabilities		0
Recurring | Level 3 | Mortgage trading loans and ABS
Financial assets
Trading account assets	2,063	4,631
Total assets	2,100	4,600
Recurring | Level 3 | U.S. government and government agency securities
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value	0
Recurring | Level 3 | Agency
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value	0	0
Recurring | Level 3 | Agency-collateralized mortgage obligations
Financial assets
Total available-for-sale debt securities	0
Other debt securities carried at fair value		0
Recurring | Level 3 | Non-agency residential
Financial assets
Total available-for-sale debt securities	279	0
Other debt securities carried at fair value	0
Recurring | Level 3 | Commercial
Financial assets
Total available-for-sale debt securities	0	0
Other debt securities carried at fair value		0
Recurring | Level 3 | Non-U.S. securities
Financial assets
Total available-for-sale debt securities	10	107
Other debt securities carried at fair value	0	0
Recurring | Level 3 | Corporate/Agency bonds
Financial assets
Total available-for-sale debt securities	0	0
Recurring | Level 3 | Other taxable securities
Financial assets
Total available-for-sale debt securities	1,667	3,847
Other debt securities carried at fair value	0
Total assets	1,700	3,800
Recurring | Level 3 | Tax-exempt securities
Financial assets
Total available-for-sale debt securities	599	806
Total assets	$599	$806

Fair_Value_Measurements_Reconc

Fair Value Measurements - Reconciliation (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, beginning	($224)	$1,468	$5,866
Gains (Losses) in Earnings	463	-304	-221
Gains (Losses) in OCI	0	0	0
Purchases	823	824	893
Sales	-1,738	-1,467	-1,012
Issuances	0	0	0
Settlements	-432	-1,362	-3,328
Gross Transfers into Level 3	28	-10	-269
Gross Transfers out of Level 3	160	627	-461
Balance, ending	-920	-224	1,468
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Transfers between asset classes			900
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Gross Derivative Assets	984,800	920,300
Gross Derivative Liabilities	981,800	906,400
Level 3 | Recurring
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]
Balance, ending	-920	-224
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Gross Derivative Assets	6,851	7,277	8,100
Gross Derivative Liabilities	7,771	7,501	6,600
Corporate securities, trading loans and other
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	-35	-64	-114
Gains (Losses) in Earnings	1	10	4
Gains (Losses) in OCI	0	0	0
Purchases	10	43	116
Sales	-13	-54	-136
Issuances	0	-5	0
Settlements	0	0	80
Gross Transfers into Level 3	-9	-9	-68
Gross Transfers out of Level 3	10	44	54
Balance, ending	-36	-35	-64
Short-term borrowings
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning			0
Gains (Losses) in Earnings			0
Gains (Losses) in OCI			0
Purchases			0
Sales			0
Issuances			-232
Settlements			232
Gross Transfers into Level 3			0
Gross Transfers out of Level 3			0
Balance, ending			0
Accrued expenses and other liabilities
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	-10	-15	-14
Gains (Losses) in Earnings	2	30	-4
Gains (Losses) in OCI	0	0	0
Purchases	0	0	8
Sales	0	0	0
Issuances	-3	-751	-9
Settlements	0	724	0
Gross Transfers into Level 3	0	-1	0
Gross Transfers out of Level 3	1	3	4
Balance, ending	-10	-10	-15
Long-term debt
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	-1,990	-2,301	-2,943
Gains (Losses) in Earnings	49	13	-307
Gains (Losses) in OCI	0	0	0
Purchases	169	358	290
Sales	0	-4	-33
Issuances	-615	-172	-259
Settlements	540	258	1,239
Gross Transfers into Level 3	-1,581	-1,331	-2,040
Gross Transfers out of Level 3	1,066	1,189	1,752
Balance, ending	-2,362	-1,990	-2,301
U.S. government and agency securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	0
Gains (Losses) in Earnings	0
Gains (Losses) in OCI	0
Purchases	87
Sales	-87
Issuances	0
Settlements	0
Gross Transfers into Level 3	0
Gross Transfers out of Level 3	0
Balance, ending	0
Corporate securities, trading loans and other
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	3,559	3,726	6,880
Gains (Losses) in Earnings	180	242	195
Gains (Losses) in OCI	0	0	0
Purchases	1,675	3,848	2,798
Sales	-857	-3,110	-4,556
Issuances	0	59	0
Settlements	-938	-651	-1,077
Gross Transfers into Level 3	1,275	890	436
Gross Transfers out of Level 3	-1,624	-1,445	-950
Balance, ending	3,270	3,559	3,726
Equity securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	386	545	544
Gains (Losses) in Earnings	0	74	31
Gains (Losses) in OCI	0	0	0
Purchases	104	96	201
Sales	-86	-175	-271
Issuances	0	0	0
Settlements	-16	-100	27
Gross Transfers into Level 3	146	70	90
Gross Transfers out of Level 3	-182	-124	-77
Balance, ending	352	386	545
Non-U.S. sovereign debt
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	468	353	342
Gains (Losses) in Earnings	30	50	8
Gains (Losses) in OCI	0	0	0
Purchases	120	122	388
Sales	-34	-18	-359
Issuances	0	0	0
Settlements	-19	-36	-5
Gross Transfers into Level 3	11	2	0
Gross Transfers out of Level 3	-2	-5	-21
Balance, ending	574	468	353
Mortgage trading loans and ABS
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	4,631	4,935	3,689
Gains (Losses) in Earnings	199	53	215
Gains (Losses) in OCI	0	0	0
Purchases	1,643	2,514	2,574
Sales	-1,259	-1,993	-1,536
Issuances	0	0	0
Settlements	-585	-868	-678
Gross Transfers into Level 3	39	20	844
Gross Transfers out of Level 3	-2,605	-30	-173
Balance, ending	2,063	4,631	4,935
Trading Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	9,044	9,559	11,455
Gains (Losses) in Earnings	409	419	449
Gains (Losses) in OCI	0	0	0
Purchases	3,629	6,580	5,961
Sales	-2,323	-5,296	-6,722
Issuances	0	59	0
Settlements	-1,558	-1,655	-1,733
Gross Transfers into Level 3	1,471	982	1,370
Gross Transfers out of Level 3	-4,413	-1,604	-1,221
Balance, ending	6,259	9,044	9,559
Agency
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning			37
Gains (Losses) in Earnings			0
Gains (Losses) in OCI			0
Purchases			0
Sales			0
Issuances			0
Settlements			-4
Gross Transfers into Level 3			0
Gross Transfers out of Level 3			-33
Balance, ending			0
Non-agency residential
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	0		860
Gains (Losses) in Earnings	-2		-69
Gains (Losses) in OCI	0		19
Purchases	11		0
Sales	0		-306
Issuances	0		0
Settlements	0		-2
Gross Transfers into Level 3	270		0
Gross Transfers out of Level 3	0		-502
Balance, ending	279		0
Commercial
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning		10	40
Gains (Losses) in Earnings		0	0
Gains (Losses) in OCI		0	0
Purchases		0	0
Sales		0	-24
Issuances		0	0
Settlements		-10	-6
Gross Transfers into Level 3		0	0
Gross Transfers out of Level 3		0	0
Balance, ending		0	10
Non-U.S. securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	107	0
Gains (Losses) in Earnings	-7	5
Gains (Losses) in OCI	-11	2
Purchases	241	1
Sales	0	-1
Issuances	0	0
Settlements	-147	0
Gross Transfers into Level 3	0	100
Gross Transfers out of Level 3	-173	0
Balance, ending	10	107
Corporate/Agency bonds
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	0	92	162
Gains (Losses) in Earnings	0	0	-2
Gains (Losses) in OCI	0	4	0
Purchases	0	0	-2
Sales	0	0	0
Issuances	0	0	0
Settlements	0	0	-39
Gross Transfers into Level 3	93	0	0
Gross Transfers out of Level 3	-93	-96	-27
Balance, ending	0	0	92
Other taxable securities, substantially all asset-backed securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	3,847	3,928	4,265
Gains (Losses) in Earnings	9	9	23
Gains (Losses) in OCI	-8	15	26
Purchases	154	1,055	3,196
Sales	0	0	-28
Issuances	0	0	0
Settlements	-1,381	-1,155	-3,345
Gross Transfers into Level 3	0	0	0
Gross Transfers out of Level 3	-954	-5	-209
Balance, ending	1,667	3,847	3,928
Tax-exempt securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	806	1,061	2,648
Gains (Losses) in Earnings	8	3	61
Gains (Losses) in OCI	0	19	20
Purchases	0	0	0
Sales	-16	0	-133
Issuances	0	0	0
Settlements	-235	-109	-1,535
Gross Transfers into Level 3	36	0	0
Gross Transfers out of Level 3		-168	0
Balance, ending	599	806	1,061
Available-for-sale Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	4,760	5,091	8,012
Gains (Losses) in Earnings	8	17	13
Gains (Losses) in OCI	-19	40	65
Purchases	406	1,056	3,194
Sales	-16	-1	-491
Issuances	0	0	0
Settlements	-1,763	-1,274	-4,931
Gross Transfers into Level 3	399	100	0
Gross Transfers out of Level 3	-1,220	-269	-771
Balance, ending	2,555	4,760	5,091
Loans and leases
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	3,057	2,287	2,744
Gains (Losses) in Earnings	69	98	334
Gains (Losses) in OCI	0	0	0
Purchases	0	310	564
Sales	-3	-128	-1,520
Issuances	699	1,252	0
Settlements	-1,591	-757	-274
Gross Transfers into Level 3	25	19	450
Gross Transfers out of Level 3	-273	-24	-11
Balance, ending	1,983	3,057	2,287
Mortgage servicing rights
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	5,042	5,716	7,378
Gains (Losses) in Earnings	-1,231	1,941	-430
Gains (Losses) in OCI	0	0	0
Purchases	0	0	0
Sales	-61	-2,044	-122
Issuances	707	472	374
Settlements	-927	-1,043	-1,484
Gross Transfers into Level 3	0	0	0
Gross Transfers out of Level 3	0	0	0
Balance, ending	3,530	5,042	5,716
Loans Held-for-Sale
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	929	2,733	3,387
Gains (Losses) in Earnings	45	62	352
Gains (Losses) in OCI	0	0	0
Purchases	59	8	794
Sales	-725	-402	-834
Issuances	23	4	0
Settlements	-216	-1,507	-414
Gross Transfers into Level 3	83	34	80
Gross Transfers out of Level 3	-25	-3	-632
Balance, ending	173	929	2,733
Other assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning	1,669	3,129	4,235
Gains (Losses) in Earnings	-98	-288	-54
Gains (Losses) in OCI	0	0	0
Purchases	0	46	109
Sales	-430	-383	-1,039
Issuances	0	0	270
Settlements	-245	-1,019	-381
Gross Transfers into Level 3	39	239	0
Gross Transfers out of Level 3	-24	-55	-11
Balance, ending	$911	$1,669	$3,129

Fair_Value_Measurements_Gains_

Fair Value Measurements - Gains and Losses (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total	($283)	$1,998	$136
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Total	-1,551	342	-3,204
Trading account liabilities – Corporate securities and other
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	1		4
Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	1	10	4
Accrued expenses and other liabilities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	2	30	-4
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	1		-2
Long-term debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	49	13	-307
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	-8	-36	-309
Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	180	242	195
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	69	-130	-19
Equity securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	74	31
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-8	40	17
Non-U.S. sovereign debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	30	50	8
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	31	80	20
Mortgage trading loans and ABS
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	199	53	215
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	79	-174	36
Trading Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	409	419	449
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	171	-184	54
Derivative assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	463	-304	-221
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-87	-1,340	-2,326
Non-agency residential
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-2		-69
Non-U.S. securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-7	5
Corporate/Agency bonds
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings			-2
Other taxable securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	9	9	23
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date			2
Tax-exempt securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	8	3	61
Available-for-sale Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	8	17	13
Loans and leases
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	69	98	334
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	76	118	214
Mortgage servicing rights
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-1,231	1,941	-430
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-1,753	1,541	-1,100
Loans Held-for-Sale
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	45	62	352
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-4	63	280
Other assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-98	-288	-54
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	52	180	-21
Trading Account Profits (Losses)
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total	-7	-750	-2,886
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Total	-95	-1,563	-2,858
Trading Account Profits (Losses) | Trading account liabilities – Corporate securities and other
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	1		4
Trading Account Profits (Losses) | Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	1	10	4
Trading Account Profits (Losses) | Accrued expenses and other liabilities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	0		0
Trading Account Profits (Losses) | Long-term debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	78	45	-133
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	29	-4	-136
Trading Account Profits (Losses) | Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	180	242	195
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	69	-130	-19
Trading Account Profits (Losses) | Equity securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings		74	31
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-8	40	17
Trading Account Profits (Losses) | Non-U.S. sovereign debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	30	50	8
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	31	80	20
Trading Account Profits (Losses) | Mortgage trading loans and ABS
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	199	53	215
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	79	-174	36
Trading Account Profits (Losses) | Trading Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	409	419	449
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	171	-184	54
Trading Account Profits (Losses) | Derivative assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-475	-1,224	-3,208
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-276	-1,375	-2,782
Trading Account Profits (Losses) | Non-agency residential
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0
Trading Account Profits (Losses) | Non-U.S. securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Trading Account Profits (Losses) | Corporate/Agency bonds
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings			0
Trading Account Profits (Losses) | Other taxable securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	2
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date			2
Trading Account Profits (Losses) | Tax-exempt securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Trading Account Profits (Losses) | Available-for-sale Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	2
Trading Account Profits (Losses) | Loans and leases
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Trading Account Profits (Losses) | Mortgage servicing rights
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-6	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-6	0	0
Trading Account Profits (Losses) | Loans Held-for-Sale
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-14	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-14	0	0
Trading Account Profits (Losses) | Other assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Mortgage Banking Income (Loss)
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total	-470	2,984	2,631
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Total	-1,712	1,721	-603
Mortgage Banking Income (Loss) | Trading account liabilities – Corporate securities and other
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	0		0
Mortgage Banking Income (Loss) | Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	0	0	0
Mortgage Banking Income (Loss) | Accrued expenses and other liabilities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	0	30	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	0		0
Mortgage Banking Income (Loss) | Long-term debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	0	0	0
Mortgage Banking Income (Loss) | Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Mortgage Banking Income (Loss) | Equity securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings		0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Mortgage Banking Income (Loss) | Non-U.S. sovereign debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Mortgage Banking Income (Loss) | Mortgage trading loans and ABS
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Mortgage Banking Income (Loss) | Trading Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Mortgage Banking Income (Loss) | Derivative assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	834	927	2,987
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	85	42	456
Mortgage Banking Income (Loss) | Non-agency residential
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0		0
Mortgage Banking Income (Loss) | Non-U.S. securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0
Mortgage Banking Income (Loss) | Corporate/Agency bonds
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings			0
Mortgage Banking Income (Loss) | Other taxable securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date			0
Mortgage Banking Income (Loss) | Tax-exempt securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Mortgage Banking Income (Loss) | Available-for-sale Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Mortgage Banking Income (Loss) | Loans and leases
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	-38	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	-34	0
Mortgage Banking Income (Loss) | Mortgage servicing rights
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-1,225	1,941	-430
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-1,747	1,541	-1,100
Mortgage Banking Income (Loss) | Loans Held-for-Sale
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	2	148
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	6	112
Mortgage Banking Income (Loss) | Other assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-79	122	-74
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	-50	166	-71
Other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total	194	-236	391
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Total	256	184	257
Other | Trading account liabilities – Corporate securities and other
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	0		0
Other | Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	0	0	0
Other | Accrued expenses and other liabilities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	2	0	-4
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	1		-2
Other | Long-term debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Total Realized and Unrealized Gains (losses) included in Earnings, Liabilities	-29	-32	-174
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in Unrealized Gains (losses) relating to liabilities still held at reporting date	-37	-32	-173
Other | Corporate securities, trading loans and other
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Other | Equity securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings		0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Other | Non-U.S. sovereign debt
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Other | Mortgage trading loans and ABS
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Other | Trading Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Other | Derivative assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	104	-7	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	104	-7	0
Other | Non-agency residential
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-2		-69
Other | Non-U.S. securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-7	5
Other | Corporate/Agency bonds
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings			-2
Other | Other taxable securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	9	9	21
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date			0
Other | Tax-exempt securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	8	3	61
Other | Available-for-sale Securities
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	8	17	11
Other | Loans and leases
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	69	136	334
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	76	152	214
Other | Mortgage servicing rights
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	0	0	0
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	0	0	0
Other | Loans Held-for-Sale
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	59	60	204
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	10	57	168
Other | Other assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	-19	-410	20
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	102	14	50
Equity investments | Net derivative assets and other assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings	86	77
Equity investments | Other assets
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings			97
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date
Change in unrealized Gains (losses) relating to assets still held at reporting date	$170	$53	$141

Fair_Value_Measurements_Recurr1

Fair Value Measurements - Recurring Fair Value Inputs (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Net derivative asset (liability)	-920,000,000	-224,000,000	$1,468,000,000	$5,866,000,000
Fair Value Inputs [Abstract]
Loans held-for-sale, measured at fair value	6,801,000,000	6,656,000,000
Other assets, measured at fair value	13,873,000,000	18,055,000,000
Recurring
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	660,229,000,000	625,734,000,000
Long-term debt	-209,083,000,000	-209,063,000,000
Fair Value Inputs [Abstract]
Loans held-for-sale, measured at fair value	6,801,000,000	6,656,000,000
Other assets, measured at fair value	13,873,000,000	18,055,000,000
Recurring | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	22,262,000,000	31,778,000,000
Long-term debt	-10,179,000,000	-9,536,000,000
Net derivative asset (liability)	-920,000,000	-224,000,000
Fair Value Inputs [Abstract]
Loans held-for-sale, measured at fair value	173,000,000	929,000,000
Other assets, measured at fair value	911,000,000	1,669,000,000
Recurring | Level 3 | Loans Held-for-Sale
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	173,000,000	929,000,000
Recurring | Level 3 | Loans and leases
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	2,000,000,000	3,100,000,000
Recurring | Level 3 | Credit derivatives
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Net derivative asset (liability)	22,000,000	808,000,000
Recurring | Level 3 | Credit derivatives | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Default rate	4.00%
Loss severity	35.00%
Recurring | Level 3 | Credit derivatives | Minimum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Yield	0.00%	3.00%
Prepayment speed	3.00%	3.00%
Default rate		1.00%
Loss severity		20.00%
Upfront points	0.00%	0.00%
Spread to index	0.25%	-14.07%
Credit correlation	24.00%	14.00%
Recurring | Level 3 | Credit derivatives | Maximum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Yield	25.00%	25.00%
Prepayment speed	20.00%	40.00%
Default rate		5.00%
Loss severity		42.00%
Upfront points	1.00%	1.00%
Spread to index	4.50%	17.41%
Credit correlation	99.00%	99.00%
Recurring | Level 3 | Credit derivatives | Weighted Average | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Yield	14.00%	14.00%
Prepayment speed	11.00%	13.00%
Default rate		3.00%
Loss severity		35.00%
Upfront points	0.65%	0.63%
Spread to index	1.19%	0.91%
Credit correlation	51.00%	47.00%
Recurring | Level 3 | Equity contracts
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Net derivative asset (liability)	-1,560,000,000	-1,596,000,000
Recurring | Level 3 | Equity contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation	20.00%	18.00%
Long-dated equity volatilities	6.00%	4.00%
Recurring | Level 3 | Equity contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation	98.00%	98.00%
Long-dated equity volatilities	69.00%	63.00%
Recurring | Level 3 | Equity contracts | Weighted Average | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation	65.00%	70.00%
Long-dated equity volatilities	24.00%	27.00%
Recurring | Level 3 | Commodity contracts
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Net derivative asset (liability)	141,000,000	6,000,000
Recurring | Level 3 | Commodity contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Long-dated equity volatilities	16.00%	9.00%
Natural gas forward price	2	3
Correlation	82.00%	47.00%
Recurring | Level 3 | Commodity contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Long-dated equity volatilities	98.00%	109.00%
Natural gas forward price	7	11
Correlation	93.00%	89.00%
Recurring | Level 3 | Commodity contracts | Weighted Average | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Long-dated equity volatilities	35.00%	30.00%
Natural gas forward price	5	6
Correlation	90.00%	81.00%
Recurring | Level 3 | Interest rate contracts
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Net derivative asset (liability)	477,000,000	558,000,000
Recurring | Level 3 | Interest rate contracts | Minimum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Correlation (IR/IR)	11.00%	24.00%
Long-dated inflation volatilities	0.00%	0.00%
Correlation (FX/IR)	-48.00%	-30.00%
Long-dated inflation rates	0.00%	0.00%
Recurring | Level 3 | Interest rate contracts | Maximum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Correlation (IR/IR)	99.00%	99.00%
Long-dated inflation volatilities	2.00%	2.00%
Correlation (FX/IR)	40.00%	40.00%
Long-dated inflation rates	3.00%	3.00%
Recurring | Level 3 | Interest rate contracts | Weighted Average | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Correlation (IR/IR)	55.00%	60.00%
Long-dated inflation volatilities	1.00%	1.00%
Correlation (FX/IR)	-5.00%	-4.00%
Long-dated inflation rates	1.00%	2.00%
Recurring | Level 3 | Mortgage trading loans and ABS
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	2,100,000,000	4,600,000,000
Recurring | Level 3 | Corporate securities, trading loans and other
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	3,300,000,000	3,600,000,000
Recurring | Level 3 | Non-U.S. sovereign debt
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	574,000,000	468,000,000
Recurring | Level 3 | Other taxable securities, substantially all asset-backed securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	1,700,000,000	3,800,000,000
Recurring | Level 3 | Tax-exempt securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	599,000,000	806,000,000
Recurring | Level 3 | Private equity funds
Fair Value Inputs [Abstract]
Other assets, measured at fair value	347,000,000	767,000,000
Recurring | Level 3 | Instruments backed by residential real estate assets
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	2,030,000,000	3,443,000,000
Recurring | Level 3 | Instruments backed by residential real estate assets | Minimum | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Yield	0.00%	2.00%
Prepayment speed	0.00%	0.00%
Default rate	2.00%	1.00%
Loss severity	26.00%	21.00%
Recurring | Level 3 | Instruments backed by residential real estate assets | Maximum | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Yield	25.00%	25.00%
Prepayment speed	35.00%	35.00%
Default rate	15.00%	20.00%
Loss severity	100.00%	80.00%
Recurring | Level 3 | Instruments backed by residential real estate assets | Weighted Average | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Yield	6.00%	6.00%
Prepayment speed	14.00%	9.00%
Default rate	7.00%	6.00%
Loss severity	34.00%	35.00%
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans Held-for-Sale
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	173,000,000	929,000,000
Recurring | Level 3 | Instruments backed by residential real estate assets | Loans and leases
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	1,374,000,000	2,151,000,000
Recurring | Level 3 | Instruments backed by residential real estate assets | Mortgage trading loans and ABS | Trading Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	483,000,000	363,000,000
Recurring | Level 3 | Commercial loans, debt securities and other
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	7,203,000,000	12,135,000,000
Recurring | Level 3 | Commercial loans, debt securities and other | Minimum | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Yield	0.00%	0.00%
Prepayment speed	1.00%	5.00%
Default rate	1.00%	1.00%
Loss severity	25.00%	25.00%
Enterprise value/EBITDA multiple	0	0
Duration	0 years	1 year
Price	0
Recurring | Level 3 | Commercial loans, debt securities and other | Maximum | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Yield	40.00%	45.00%
Prepayment speed	30.00%	40.00%
Default rate	5.00%	5.00%
Loss severity	40.00%	42.00%
Enterprise value/EBITDA multiple	30	24
Duration	5 years	5 years
Price	107
Recurring | Level 3 | Commercial loans, debt securities and other | Weighted Average | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Yield	9.00%	5.00%
Prepayment speed	12.00%	19.00%
Default rate	4.00%	4.00%
Loss severity	38.00%	36.00%
Enterprise value/EBITDA multiple	6	7
Duration	3 years	4 years
Price	76
Recurring | Level 3 | Commercial loans, debt securities and other | Loans and leases
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	609,000,000	906,000,000
Recurring | Level 3 | Commercial loans, debt securities and other | Mortgage trading loans and ABS | Trading Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	1,580,000,000	4,268,000,000
Recurring | Level 3 | Commercial loans, debt securities and other | Corporate securities, trading loans and other | Trading Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	3,224,000,000	3,462,000,000
Recurring | Level 3 | Commercial loans, debt securities and other | Non-U.S. sovereign debt | Trading Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	574,000,000	468,000,000
Recurring | Level 3 | Commercial loans, debt securities and other | Other taxable securities, substantially all asset-backed securities | Available-for-sale Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	1,216,000,000	3,031,000,000
Recurring | Level 3 | Auction rate securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	1,096,000,000	1,719,000,000
Recurring | Level 3 | Auction rate securities | Minimum | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Projected tender price to refinancing level		60.00%
Price	60
Recurring | Level 3 | Auction rate securities | Maximum | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Projected tender price to refinancing level		100.00%
Price	100
Recurring | Level 3 | Auction rate securities | Weighted Average | Income and Market Approach Technique
Fair Value Inputs [Abstract]
Projected tender price to refinancing level		96.00%
Price	95
Recurring | Level 3 | Auction rate securities | Corporate securities, trading loans and other | Trading Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	46,000,000	97,000,000
Recurring | Level 3 | Auction rate securities | Other taxable securities, substantially all asset-backed securities | Available-for-sale Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	451,000,000	816,000,000
Recurring | Level 3 | Auction rate securities | Tax-exempt securities | Available-for-sale Securities
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	599,000,000	806,000,000
Recurring | Level 3 | Structured liabilities | Minimum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation	20.00%	18.00%
Long-dated equity volatilities	6.00%	4.00%
Long-dated inflation volatilities	0.00%	0.00%
Recurring | Level 3 | Structured liabilities | Maximum | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation	98.00%	98.00%
Long-dated equity volatilities	69.00%	63.00%
Long-dated inflation volatilities	2.00%	2.00%
Recurring | Level 3 | Structured liabilities | Weighted Average | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation	65.00%
Long-dated equity volatilities	24.00%
Long-dated inflation volatilities	1.00%
Recurring | Level 3 | Structured liabilities | Long-term debt
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Long-term debt	-2,362,000,000	-1,990,000,000
Recurring | Level 3 | Structured liabilities | Long-term debt | Weighted Average | Income Approach Valuation Technique
Fair Value Inputs [Abstract]
Equity correlation		70.00%
Long-dated equity volatilities		27.00%
Long-dated inflation volatilities		1.00%

Fair_Value_Measurements_Nonrec

Fair Value Measurements - Nonrecurring Fair Value (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
Loans held-for-sale, measured at fair value	$6,801	$6,656
Loans and leases, measured at fair value	8,681	10,042
Other assets, measured at fair value	13,873	18,055
Nonrecurring
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
Gains (Losses) on loans held-for-sale	-19	-71	-24
Gains (Losses) on loans and leases	-1,132	-1,104	-3,116
Gains (Losses) on Foreclosed Properties	-40	-39	-47
Gains (Losses) on other assets	-6	-20	-16
Nonrecurring | Level 2
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
Loans held-for-sale, measured at fair value	156	2,138
Loans and leases, measured at fair value	5	18
Foreclosed properties, measured at fair value	0	12
Other assets, measured at fair value	13	88
Nonrecurring | Level 3
Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis
Loans held-for-sale, measured at fair value	30	115
Loans and leases, measured at fair value	4,636	5,240
Foreclosed properties, measured at fair value	1,197	1,258
Other assets, measured at fair value	$0	$0

Fair_Value_Measurements_Nonrec1

Fair Value Measurements - Nonrecurring Fair Value Inputs (Details) (Nonrecurring, Level 3, USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Market Comparables
Fair Value Inputs [Abstract]
Cost to sell		8.00%
Market Comparables | Minimum
Fair Value Inputs [Abstract]
Discount Rate	0.00%	0.00%
Cost to sell	7.00%
Market Comparables | Maximum
Fair Value Inputs [Abstract]
Discount Rate	28.00%	19.00%
Cost to sell	14.00%
Instruments backed by residential real estate assets
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	4,636	5,240
Instruments backed by residential real estate assets | Market Comparables | Weighted Average
Fair Value Inputs [Abstract]
Discount Rate	8.00%	8.00%
Instruments backed by residential real estate assets | Loans and leases
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Assets, fair value	4,636	5,240
Loans | Market Comparables | Weighted Average
Fair Value Inputs [Abstract]
Discount Rate	8.00%

Fair_Value_Option_Elections_De

Fair Value Option - Elections (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Loans and Loan Commitments
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value option, changes in borrower specific credit risk, gains (losses) on assets	$32	$148	$527
Loans reported as trading account assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value option, changes in borrower specific credit risk, gains (losses) on assets	28	56
Fair Value Carrying Amount Assets	4,607	2,406
Contractual Principal Outstanding Assets	8,487	4,541
Fair Value Carrying Amount Less Unpaid Principal Assets	-3,880	-2,135
Trading inventory – other
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Assets	6,865	5,475
Loans and leases
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Assets	8,681	10,042
Contractual Principal Outstanding Assets	8,925	10,423
Fair Value Carrying Amount Less Unpaid Principal Assets	-244	-381
Loans Held-for-Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair value option, changes in borrower specific credit risk, gains (losses) on assets	84	225	425
Fair Value Carrying Amount Assets	6,801	6,656
Contractual Principal Outstanding Assets	6,920	6,996
Fair Value Carrying Amount Less Unpaid Principal Assets	-119	-340
Securities financing agreements
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Assets	97,539	95,156
Contractual Principal Outstanding Assets	97,234	94,890
Fair Value Carrying Amount Less Unpaid Principal Assets	305	266
Other assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Assets	253	278
Contractual Principal Outstanding Assets	270	270
Fair Value Carrying Amount Less Unpaid Principal Assets	-17	8
Long-term deposits
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Liabilities	1,469	1,899
Contractual Principal Outstanding Liabilities	1,361	1,797
Fair Value Carrying Amount Less Unpaid Principal Liabilities	108	102
Unfunded loan commitments
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Liabilities	405	354
Short-term borrowings
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Liabilities	2,697	1,520
Contractual Principal Outstanding Liabilities	2,697	1,520
Fair Value Carrying Amount Less Unpaid Principal Liabilities	0	0
Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Liabilities	36,404	47,035
Contractual Principal Outstanding Liabilities	35,815	46,669
Fair Value Carrying Amount Less Unpaid Principal Liabilities	589	366
Structured liabilities
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value Carrying Amount Liabilities	35,300	40,700
Contractual Principal Outstanding Liabilities	$34,600	$39,700

Fair_Value_Option_Changes_in_F

Fair Value Option - Changes in FV of Assets and Liabilities (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	$2,395	$1,385	($1,756)
Loans reported as trading account assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-87	83	232
Trading inventory – other
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	1,091	1,355	659
Loans and leases
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	45	174	559
Loans Held-for-Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	825	1,048	3,313
Securities financing agreements
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-110	-80	-90
Other assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		-77	12
Long-term deposits
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-3	114	29
Asset-backed securities
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		-91	-180
Unfunded loan commitments
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-64	180	704
Short-term borrowings
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	52	-70	1
Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	646	-1,251	-6,995
Trading Account Profits (Losses)
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	1,128	695	-994
Trading Account Profits (Losses) | Loans reported as trading account assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-87	83	232
Trading Account Profits (Losses) | Trading inventory – other
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	1,091	1,355	659
Trading Account Profits (Losses) | Loans and leases
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-24	-28	17
Trading Account Profits (Losses) | Loans Held-for-Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-56	7	75
Trading Account Profits (Losses) | Securities financing agreements
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-110	-80	-90
Trading Account Profits (Losses) | Other assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		0	0
Trading Account Profits (Losses) | Long-term deposits
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	23	30	0
Trading Account Profits (Losses) | Asset-backed securities
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		0	0
Trading Account Profits (Losses) | Unfunded loan commitments
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Trading Account Profits (Losses) | Short-term borrowings
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	52	-70	1
Trading Account Profits (Losses) | Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	239	-602	-1,888
Mortgage Banking Income (Loss)
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	798	837	2,868
Mortgage Banking Income (Loss) | Loans reported as trading account assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Mortgage Banking Income (Loss) | Trading inventory – other
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Mortgage Banking Income (Loss) | Loans and leases
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	-38	0
Mortgage Banking Income (Loss) | Loans Held-for-Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	798	966	3,048
Mortgage Banking Income (Loss) | Securities financing agreements
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Mortgage Banking Income (Loss) | Other assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		0	0
Mortgage Banking Income (Loss) | Long-term deposits
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Mortgage Banking Income (Loss) | Asset-backed securities
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		-91	-180
Mortgage Banking Income (Loss) | Unfunded loan commitments
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Mortgage Banking Income (Loss) | Short-term borrowings
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Mortgage Banking Income (Loss) | Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Other Income (Loss)
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	469	-147	-3,630
Other Income (Loss) | Loans reported as trading account assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Other Income (Loss) | Trading inventory – other
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Other Income (Loss) | Loans and leases
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	69	240	542
Other Income (Loss) | Loans Held-for-Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	83	75	190
Other Income (Loss) | Securities financing agreements
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Other Income (Loss) | Other assets
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		-77	12
Other Income (Loss) | Long-term deposits
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-26	84	29
Other Income (Loss) | Asset-backed securities
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option		0	0
Other Income (Loss) | Unfunded loan commitments
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	-64	180	704
Other Income (Loss) | Short-term borrowings
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	0	0	0
Other Income (Loss) | Long-term debt
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) Relating to Assets and Liabilities Accounted for Under the Fair Value Option	$407	($649)	($5,107)

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Financial assets
Loans held-for-sale, measured at fair value	$6,801	$6,656
Financial liabilities
Long-term debt	36,404	47,035
Carrying Value
Financial assets
Loans	842,259	885,724
Loans held-for-sale, measured at fair value	12,836	11,362
Financial liabilities
Deposits	1,118,936	1,119,271
Long-term debt	243,139	249,674
Commercial unfunded lending commitments	-932	-830
Estimate of Fair Value Measurement
Financial assets
Loans	863,544	891,837
Loans held-for-sale, measured at fair value	12,854	11,485
Financial liabilities
Deposits	1,119,427	1,119,512
Long-term debt	252,054	259,392
Commercial unfunded lending commitments	-3,800	-3,700
Estimate of Fair Value Measurement | Level 2
Financial assets
Loans	87,174	102,564
Loans held-for-sale, measured at fair value	12,236	8,872
Financial liabilities
Deposits	1,119,427	1,119,512
Long-term debt	249,692	257,402
Estimate of Fair Value Measurement | Level 3
Financial assets
Loans	776,370	789,273
Loans held-for-sale, measured at fair value	618	2,613
Financial liabilities
Deposits	0	0
Long-term debt	$2,362	$1,990

Mortgage_Servicing_Rights_Addi

Mortgage Servicing Rights - Additional Information (Details) (Residential Reverse Mortgage Servicing Rights [Member], USD $)	Dec. 31, 2013
In Millions, unless otherwise specified
Residential Reverse Mortgage Servicing Rights [Member]
Servicing Asset at Amortized Cost [Line Items]
Servicing assets at amortized cost	$10

Mortgage_Servicing_Rights_Roll

Mortgage Servicing Rights - Rollforward of Mortgage Servicing Rights (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Activity for residential first mortgage MSRs
Balance, beginning of period	$5,042,000,000	$5,716,000,000
Additions	707,000,000	472,000,000
Sales	-61,000,000	-2,044,000,000
Amortization of expected cash flows	-927,000,000	-1,043,000,000
Impact of changes in interest rates and other market factors	-1,191,000,000	1,524,000,000
Model and other cash flow assumption changes:
Projected cash flows, including changes in costs to service loans	-163,000,000	-27,000,000
Impact of changes in the Home Price Index	-25,000,000	-398,000,000
Impact of changes to the prepayment model	243,000,000	609,000,000
Other model changes	-95,000,000	233,000,000
Balance, end of period	3,530,000,000	5,042,000,000
Mortgage loans serviced for investors (in billions)	490,000,000,000	550,000,000,000
Option adjusted spread due to MSR model recalibration	-127,000,000
Consumer Portfolio Segment | United States
Model and other cash flow assumption changes:
Balance, end of period	3,300,000,000
Consumer Portfolio Segment | Non United States
Model and other cash flow assumption changes:
Balance, end of period	$259,000,000

Mortgage_Servicing_Rights_Sign

Mortgage Servicing Rights - Significant Economic Assumptions (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Fixed
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]
Weighted-average OAS	4.52%	3.97%
Weighted-average life, in years	4 years 6 months 10 days	5 years 8 months 12 days
Adjustable
Assumption for Fair Value as of Balance Sheet Date of Assets or Liabilities that relate to Transferor's Continuing Involvement [Line Items]
Weighted-average OAS	7.61%	7.61%
Weighted-average life, in years	2 years 11 months 12 days	2 years 10 months 9 days

Mortgage_Servicing_Rights_Sens

Mortgage Servicing Rights - Sensitivity Impacts (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014
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]
Prepayment rates, impact of 10 percent increase	232
Prepayment rates, impact of 20 percent increase	494
Prepayment rates, impact of 10 percent decrease	-208
Prepayment rates, impact of 20 percent decrease	-395
OAS level, impact of 100 bps decrease	158
OAS level, impact of 200 bps decrease	329
OAS level, impact of 100 bps increase	-146
OAS level, impact of 200 bps increase	-281
Fixed
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]
Impact of 10 percent decrease	2 months 23 days
Impact of 20 percent decrease	6 months
Impact of 10 percent increase	2 months 15 days
Impact of 20 percent increase	4 months 20 days
Adjustable
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]
Impact of 10 percent decrease	2 months 8 days
Impact of 20 percent decrease	4 months 24 days
Impact of 10 percent increase	1 month 27 days
Impact of 20 percent increase	3 months 21 days

Business_Segment_Information_N

Business Segment Information - Narrative (Details)	12 Months Ended
	Dec. 31, 2014
	segments
	atm
	banking_center
	state
Segment Reporting Information [Line Items]
Number of operating segments	5
Number of states in which entity operates	32
Number of banking centers	4,800
Number of ATMs	15,800

Business_Segment_Information_D

Business Segment Information (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	$40,821	$43,124	$41,557
Noninterest income	44,295	46,677	42,678
Total revenue, net of interest expense (FTE basis)	85,116	89,801	84,235
Provision for credit losses	2,275	3,556	8,169
Amortization of intangibles	936	1,086	1,264
Other noninterest expense	74,181	68,128	70,829
Income before income taxes (FTE basis)	7,724	17,031	3,973
Income tax expense (benefit) (FTE basis)	2,891	5,600	-215
Net income	4,833	11,431	4,188
Year-end total assets	2,104,534	2,102,273
Operating Segments
Segment Reporting Information [Line Items]
Total revenue, net of interest expense (FTE basis)	85,688	87,073	79,726
Net income	4,775	10,669	4,849
Year-end total assets	1,846,486	1,834,751
Operating Segments | Consumer Banking
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	20,178	20,620	20,470
Noninterest income	10,630	11,313	12,800
Total revenue, net of interest expense (FTE basis)	30,808	31,933	33,270
Provision for credit losses	2,680	3,166	4,199
Amortization of intangibles	398	502	622
Other noninterest expense	17,458	18,409	18,818
Income before income taxes (FTE basis)	10,272	9,856	9,631
Income tax expense (benefit) (FTE basis)	3,831	3,613	3,456
Net income	6,441	6,243	6,175
Year-end total assets	589,048	567,741
Operating Segments | Global Wealth & Investment Management
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	1,516	1,541	1,567
Noninterest income	1,164	2,915	2,537
Total revenue, net of interest expense (FTE basis)	2,680	4,456	4,104
Provision for credit losses	127	-283	1,371
Amortization of intangibles	0	0	0
Other noninterest expense	20,643	12,483	13,759
Income before income taxes (FTE basis)	-18,090	-7,744	-11,026
Income tax expense (benefit) (FTE basis)	-4,976	-2,839	-3,857
Net income	-13,114	-4,905	-7,169
Year-end total assets	45,958	59,458
Operating Segments | Global Banking
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	5,836	6,064	5,827
Noninterest income	12,568	11,726	10,691
Total revenue, net of interest expense (FTE basis)	18,404	17,790	16,518
Provision for credit losses	14	56	266
Amortization of intangibles	367	387	410
Other noninterest expense	13,280	12,646	12,312
Income before income taxes (FTE basis)	4,743	4,701	3,530
Income tax expense (benefit) (FTE basis)	1,769	1,724	1,286
Net income	2,974	2,977	2,244
Year-end total assets	274,887	271,290
Operating Segments | Global Markets
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	9,828	9,704	8,888
Noninterest income	7,849	7,800	7,772
Total revenue, net of interest expense (FTE basis)	17,677	17,504	16,660
Provision for credit losses	322	1,142	-321
Amortization of intangibles	45	64	83
Other noninterest expense	8,217	8,085	8,121
Income before income taxes (FTE basis)	9,093	8,213	8,777
Income tax expense (benefit) (FTE basis)	3,338	3,013	3,194
Net income	5,755	5,200	5,583
Year-end total assets	357,081	360,789
Operating Segments | Legacy Assets & Servicing
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	3,986	4,224	3,667
Noninterest income	12,133	11,166	5,507
Total revenue, net of interest expense (FTE basis)	16,119	15,390	9,174
Provision for credit losses	110	140	34
Amortization of intangibles	65	65	64
Other noninterest expense	11,706	11,930	11,221
Income before income taxes (FTE basis)	4,238	3,255	-2,145
Income tax expense (benefit) (FTE basis)	1,519	2,101	-161
Net income	2,719	1,154	-1,984
Year-end total assets	579,512	575,473
All Other
Segment Reporting Information [Line Items]
Net interest income (FTE basis)	-523	971	1,138
Noninterest income	-49	1,757	3,371
Total revenue, net of interest expense (FTE basis)	-572	2,728	4,509
Provision for credit losses	-978	-665	2,620
Amortization of intangibles	61	68	85
Other noninterest expense	2,877	4,575	6,598
Income before income taxes (FTE basis)	-2,532	-1,250	-4,794
Income tax expense (benefit) (FTE basis)	-2,590	-2,012	-4,133
Net income	58	762	-661
Year-end total assets	$258,048	$267,522

Business_Segment_Information_R

Business Segment Information - Reconciliation of Revenue and Net Income (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Segment Reporting Information [Line Items]
Segments’ total revenue, net of interest expense (FTE basis)	$85,116	$89,801	$84,235
Revenues	84,247	88,942	83,334
Reclassification to net income	4,833	11,431	4,188
Year-end total assets	2,104,534	2,102,273
Operating Segments
Segment Reporting Information [Line Items]
Segments’ total revenue, net of interest expense (FTE basis)	85,688	87,073	79,726
Reclassification to net income	4,775	10,669	4,849
Year-end total assets	1,846,486	1,834,751
ALM activities
Segment Reporting Information [Line Items]
Revenues	-804	-545	2,266
Reclassification to net income	-343	-929	-1,144
Year-end total assets	658,319	664,519
Equity investment income
Segment Reporting Information [Line Items]
Revenues	729	2,737	1,252
Reclassification to net income	456	1,724	789
Year-end total assets	4,886	5,637
Liquidating businesses and other
Segment Reporting Information [Line Items]
Revenues	-497	536	991
Reclassification to net income	-55	-33	-306
Year-end total assets	73,018	70,879
FTE basis adjustment
Segment Reporting Information [Line Items]
Revenues	-869	-859	-901
Elimination of segment asset allocations to match liabilities
Segment Reporting Information [Line Items]
Year-end total assets	($478,175)	($473,513)

Parent_Company_Information_Inc

Parent Company Information - Income Statement (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Condensed Income Statements, Captions [Line Items]
Other income (loss)	$1,203	($49)	($2,087)
Revenues	84,247	88,942	83,334
Noninterest expense	75,117	69,214	72,093
Income tax expense (benefit)	2,022	4,741	-1,116
Net income	4,833	11,431	4,188
Net income (loss) applicable to common shareholders	3,789	10,082	2,760
Bank of America Corporation
Condensed Income Statements, Captions [Line Items]
Interest from subsidiaries	1,836	2,087	627
Other income (loss)	72	233	-304
Revenues	14,457	11,209	17,078
Interest on borrowed funds	7,213	8,109	6,147
Noninterest expense	4,471	10,938	10,872
Total Expense	11,684	19,047	17,019
Income (loss) before income taxes and equity in undistributed earnings of subsidiaries	2,773	-7,838	59
Income tax expense (benefit)	-4,079	-7,227	-5,883
Income (loss) before equity in undistributed earnings of subsidiaries	6,852	-611	5,942
Bank holding companies and related subsidiaries	-2,019	12,042	-1,754
Net income	4,833	11,431	4,188
Net income (loss) applicable to common shareholders	3,789	10,082	2,760
Bank Holding Companies and Related Subsidiaries | Bank of America Corporation
Condensed Income Statements, Captions [Line Items]
Dividends from subsidiaries	12,400	8,532	16,213
Bank holding companies and related subsidiaries	3,613	14,150	1,072
Nonbank Companies and Related Subsidiaries | Bank of America Corporation
Condensed Income Statements, Captions [Line Items]
Dividends from subsidiaries	149	357	542
Bank holding companies and related subsidiaries	($5,632)	($2,108)	($2,826)

Parent_Company_Information_Bal

Parent Company Information - Balance Sheet (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Cash held at bank subsidiaries	$138,589	$131,322	$110,752	$120,102
Securities	380,461	323,945
All other assets	112,063	124,090
Total assets	2,104,534	2,102,273
Liabilities and Equity [Abstract]
Accrued expenses and other liabilities	145,438	135,662
Long-term debt	243,139	249,674
Total liabilities	1,861,063	1,869,588
Shareholders’ equity	243,471	232,685	236,956	230,101
Total liabilities and shareholders’ equity	2,104,534	2,102,273
Bank of America Corporation
Assets
Cash held at bank subsidiaries	100,304	98,679		124,991
Securities	932	747
All other assets	14,599	19,073
Total assets	466,417	460,368
Liabilities and Equity [Abstract]
Short-term borrowings	46	181
Accrued expenses and other liabilities	16,872	15,428
Long-term debt	185,771	194,103
Total liabilities	222,946	227,683
Shareholders’ equity	243,471	232,685
Total liabilities and shareholders’ equity	466,417	460,368
Third party cash held	29	33
Bank Holding Companies and Related Subsidiaries | Bank of America Corporation
Assets
Receivables from subsidiaries	23,356	23,558
Investments in subsidiaries	270,441	268,234
Banks and Related Subsidiaries | Bank of America Corporation
Assets
Receivables from subsidiaries	2,395	1,682
Liabilities and Equity [Abstract]
Payables to subsidiaries	2,559	1,991
Nonbank Companies and Related Subsidiaries | Bank of America Corporation
Assets
Receivables from subsidiaries	52,251	46,577
Investments in subsidiaries	2,139	1,818
Liabilities and Equity [Abstract]
Payables to subsidiaries	$17,698	$15,980

Parent_Company_Information_Sta

Parent Company Information - Statement of Cash Flows (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Condensed Cash Flow Statements, Captions [Line Items]
Net income	$4,833	$11,431	$4,188
Operating activities
Other operating activities, net	-1,662	2,806	4,951
Investing activities
Other investing activities, net	-1,621	-1,097	-320
Financing activities
Short-term borrowings	-14,827	16,009	-5,017
Proceeds from issuance	51,573	45,658	22,200
Retirement of long-term debt	-53,749	-65,602	-124,389
Proceeds from issuance of preferred stock	5,957	1,008	667
Redemption of preferred stock	0	-6,461	0
Common stock repurchased	-1,675	-3,220	0
Cash dividends paid	-2,306	-1,677	-1,909
Other financing activities, net	-44	-26	236
Net increase (decrease) in cash and cash equivalents	7,267	20,570	-9,350
Cash and cash equivalents at January 1	131,322	110,752	120,102
Cash and cash equivalents at December 31	138,589	131,322	110,752
Bank of America Corporation
Condensed Cash Flow Statements, Captions [Line Items]
Net income	4,833	11,431	4,188
Operating activities
Equity in undistributed (earnings) losses of subsidiaries	2,019	-12,042	1,754
Other operating activities, net	2,143	-10,422	-3,432
Net cash provided by (used in) operating activities	8,995	-11,033	2,510
Investing activities
Net sales (purchases) of securities	-142	459	13
Net payments from (to) subsidiaries	-5,902	39,336	12,973
Other investing activities, net	19	3	445
Net cash provided by (used in) investing activities	-6,025	39,798	13,431
Financing activities
Short-term borrowings	-55	178	-616
Net increase (decrease) in other advances	1,264	-14,378	10,100
Proceeds from issuance	29,324	30,966	17,176
Retirement of long-term debt	-33,854	-39,320	-63,851
Proceeds from issuance of preferred stock	5,957	1,008	667
Redemption of preferred stock		-6,461
Common stock repurchased	-1,675	-3,220
Cash dividends paid	-2,306	-1,677	-1,909
Other financing activities, net		0	-668
Net cash provided by (used in) financing activities	-1,345	-32,904	-39,101
Net increase (decrease) in cash and cash equivalents	1,625	-4,139	-23,160
Cash and cash equivalents at January 1	98,679		124,991
Cash and cash equivalents at December 31	100,304	98,679
Successor | Bank of America Corporation
Financing activities
Cash and cash equivalents at December 31			102,818
Predecessor | Bank of America Corporation
Financing activities
Cash and cash equivalents at December 31			$101,831

Performance_by_Geographic_Area2

Performance by Geographic Area (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	$2,104,534	$2,102,273
Total revenue, net of interest expense	84,247	88,942	83,334
Income Before Income Taxes	6,855	16,172	3,072
Net income	4,833	11,431	4,188
U.S.
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	1,792,719	1,803,243
Total revenue, net of interest expense	72,960	76,612	72,175
Income Before Income Taxes	4,643	13,221	1,867
Net income	3,305	10,588	4,116
Asia
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	92,005	98,605
Total revenue, net of interest expense	3,605	4,442	3,478
Income Before Income Taxes	759	1,382	353
Net income	473	887	282
Europe, Middle East and Africa
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	190,365	169,708
Total revenue, net of interest expense	6,409	6,353	6,011
Income Before Income Taxes	1,098	1,003	323
Net income	813	-403	-543
Latin America and the Caribbean
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	29,445	30,717
Total revenue, net of interest expense	1,273	1,535	1,670
Income Before Income Taxes	355	566	529
Net income	242	359	333
Total Non-U.S.
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	311,815	299,030
Total revenue, net of interest expense	11,287	12,330	11,159
Income Before Income Taxes	2,212	2,951	1,205
Net income	1,528	843	72
Bank of America Corporation
Revenues from External Customers and Long-Lived Assets [Line Items]
Total assets	466,417	460,368
Total revenue, net of interest expense	14,457	11,209	17,078
Net income	4,833	11,431	4,188
Bank of America Corporation | China Construction Bank
Revenues from External Customers and Long-Lived Assets [Line Items]
Realized gain (loss) on sale of equity method investment		753
Equity method investment, realized gain (loss) on disposal net of tax		$474