Wells Fargo & Company (WFC) 10-K 24 Feb 16 2015 FY Annual report Financial data

Document and Entity Information

Document and Entity Information - USD ($) $ in Billions	12 Months Ended
	Dec. 31, 2015	Jan. 29, 2016	Jun. 30, 2015
Document and Entity Information [Abstract]
Entity Registrant Name	WELLS FARGO & COMPANY/MN
Entity Central Index Key	72,971
Document Type	10-K
Document Period End Date	Dec. 31, 2015
Amendment Flag	false
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	FY
Current Fiscal Year End Date	--12-31
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		5,076,712,397
Entity Public Float			$ 288.4

Consolidated Statement of Incom

Consolidated Statement of Income - USD ($) shares in Millions, $ in Millions		12 Months Ended
		Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Interest income
Trading assets		$ 1,971	$ 1,685	$ 1,376
Investment securities		8,937	8,438	8,116
Mortgages held for sale		785	767	1,290
Loans held for sale		19	78	13
Loans		36,575	35,652	35,571
Other interest income		990	932	723
Total interest income		49,277	47,552	47,089
Interest expense
Deposits		963	1,096	1,337
Short-term borrowings		64	59	60
Long-term debt		2,592	2,488	2,585
Other interest expense		357	382	307
Total interest expense		3,976	4,025	4,289
Net interest income		45,301	43,527	42,800
Provision for credit losses		2,442	1,395	2,309
Net interest income after provision for credit losses		42,859	42,132	40,491
Noninterest income
Service charges on deposit accounts		5,168	5,050	5,023
Trust and investment fees		14,468	14,280	13,430
Card fees		3,720	3,431	3,191
Other fees		4,324	4,349	4,340
Mortgage banking		6,501	6,381	8,774
Insurance		1,694	1,655	1,814
Net gains from trading activities		614	1,161	1,623
Net gains (losses) on debt securities	[1]	952	593	(29)
Net gains from equity investments	[2]	2,230	2,380	1,472
Lease income		621	526	663
Other		464	1,014	679
Total noninterest income		40,756	40,820	40,980
Noninterest expense
Salaries		15,883	15,375	15,152
Commission and incentive compensation		10,352	9,970	9,951
Employee benefits		4,446	4,597	5,033
Equipment		2,063	1,973	1,984
Net occupancy		2,886	2,925	2,895
Core deposit and other intangibles		1,246	1,370	1,504
FDIC and other deposit assessments		973	928	961
Other		12,125	11,899	11,362
Total noninterest expense		49,974	49,037	48,842
Income before income tax expense		33,641	33,915	32,629
Income tax expense		10,365	10,307	10,405
Net income before noncontrolling interests		23,276	23,608	22,224
Less: Net income from noncontrolling interests		382	551	346
Wells Fargo net income		22,894	23,057	21,878
Less: Preferred stock dividends and other		1,424	1,236	989
Wells Fargo net income applicable to common stock		$ 21,470	$ 21,821	$ 20,889
Per share information
Earnings per common share (in dollars per share)		$ 4.18	$ 4.17	$ 3.95
Diluted earnings per common share (in dollars per share)		4.12	4.10	3.89
Dividends declared per common share (in dollars per share)		$ 1.475	$ 1.35	$ 1.15
Average common shares outstanding		5,136.5	5,237.2	5,287.3
Diluted average common shares outstanding		5,209.8	5,324.4	5,371.2
[1]	Total other-than-temporary impairment (OTTI) losses were $136 million, $18 million and $39 million for the years ended December 31, 2015, 2014 and 2013, respectively. Of total OTTI, losses of $183 million, $49 million and $158 million were recognized in earnings, and reversal of losses of $(47) million, $(31) million and $(119) million were recognized as non-credit-related OTTI in other comprehensive income for the years ended December 31, 2015, 2014 and 2013, respectively.
[2]	Includes OTTI losses of $376 million, $273 million and $186 million for the years ended December 31, 2015, 2014 and 2013, respectively.

Consolidated Statement of Inco3

Consolidated Statement of Income (Parenthetical) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Noninterest income
Total investment securities	$ 185	$ 52	$ 183
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Equity Securities and Nonmarketable Equity Securities	376	273	186
Debt securities [Member]
Noninterest income
Total OTTI losses recorded on debt securities	136	18	39
Total investment securities	183	49	158
Total reversal of losses recognized in OCI as non-credit-related impairment	$ (47)	$ (31)	$ (119)

Consolidated Statement of Compr

Consolidated Statement of Comprehensive Income - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Statement of Comprehensive Income [Abstract]
Wells Fargo net income	$ 22,894	$ 23,057	$ 21,878
Investment securities:
Net unrealized gains (losses) arising during the period	(3,318)	5,426	(7,661)
Reclassification of net gains to net income	(1,530)	(1,532)	(285)
Derivatives and hedging activities:
Net unrealized gains (losses) arising during the period	1,549	952	(32)
Reclassification of net gains on cash flow hedges to net income	(1,089)	(545)	(296)
Defined benefit plans adjustments:
Net actuarial gains (losses) arising during the period	(512)	(1,116)	1,533
Amortization of net actuarial loss, settlements and other to net income	114	74	276
Foreign currency translation adjustments:
Net unrealized losses arising during the period	(137)	(60)	(44)
Reclassification of net (gains) losses to net income	(5)	6	(12)
Other comprehensive income (loss), before tax	(4,928)	3,205	(6,521)
Income tax (expense) benefit related to other comprehensive income	1,774	(1,300)	2,524
Other comprehensive income (loss), net of tax	(3,154)	1,905	(3,997)
Less: Other comprehensive income (loss) from noncontrolling interests	67	(227)	267
Wells Fargo other comprehensive income (loss), net of tax	(3,221)	2,132	(4,264)
Wells Fargo comprehensive income	19,673	25,189	17,614
Comprehensive income from noncontrolling interests	449	324	613
Total comprehensive income	$ 20,122	$ 25,513	$ 18,227

Consolidated Balance Sheet

Consolidated Balance Sheet - USD ($) $ in Millions		Dec. 31, 2015	Dec. 31, 2014
Assets
Cash and due from banks		$ 19,111	$ 19,571
Federal funds sold, securities purchased under resale agreements and other short-term investments		270,130	258,429
Trading assets		77,202	78,255
Investment securities:
Available-for-sale, at fair value		267,358	257,442
Held-to-maturity, at cost (fair value $80,567 and $56,359)		80,197	55,483
Mortgages held for sale (includes $13,539 and $15,565 carried at fair value)	[1]	19,603	19,536
Loans held for sale (includes $0 and $1 carried at fair value)	[1]	279	722
Loans (includes $5,316 and $5,788 carried at fair value)	[1]	916,559	862,551
Allowance for loan losses		(11,545)	(12,319)
Net loans		905,014	850,232
Mortgage servicing rights:
Measured at fair value		12,415	12,738
Amortized		1,308	1,242
Premises and equipment, net		8,704	8,743
Goodwill		25,529	25,705
Other assets (includes $3,065 and $2,512 carried at fair value)	[1]	100,782	99,057
Total assets	[2]	1,787,632	1,687,155
Liabilities
Noninterest-bearing deposits		351,579	321,963
Interest-bearing deposits		871,733	846,347
Total deposits		1,223,312	1,168,310
Short-term borrowings		97,528	63,518
Accrued expenses and other liabilities		73,365	86,122
Long-term debt		199,536	183,943
Total liabilities	[3]	1,593,741	1,501,893
Wells Fargo stockholders' equity:
Preferred stock		22,214	19,213
Common stock – $1-2/3 par value, authorized 9,000,000,000 shares; issued 5,481,811,474 shares		9,136	9,136
Additional paid-in capital		60,714	60,537
Retained earnings		120,866	107,040
Cumulative other comprehensive income		297	3,518
Treasury stock – 389,682,664 shares and 311,462,276 shares		(18,867)	(13,690)
Unearned ESOP shares		(1,362)	(1,360)
Total Wells Fargo stockholders' equity		192,998	184,394
Noncontrolling interests		893	868
Total equity		193,891	185,262
Total liabilities and equity		$ 1,787,632	$ 1,687,155
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.
[2]	Our consolidated assets at December 31, 2015 and 2014, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $157 million and $117 million; Trading assets, $1 million and $0 million; Investment securities, $425 million and $875 million; Net loans, $4.8 billion and $4.5 billion; Other assets, $242 million and $316 million; and Total assets, $5.6 billion and $5.8 billion, respectively.
[3]	Our consolidated liabilities at December 31, 2015 and 2014, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Accrued expenses and other liabilities, $57 million and $49 million; Long-term debt, $1.3 billion and $1.6 billion; and Total liabilities, $1.4 billion and $1.7 billion, respectively.

Consolidated Balance Sheet (Par

Consolidated Balance Sheet (Parenthetical) - USD ($) $ in Millions		Dec. 31, 2015	Dec. 31, 2014
Assets
Cash and due from banks		$ 19,111	$ 19,571
Trading assets		77,202	78,255
Investment securities		347,925	313,801
Held-to-maturity Securities, Fair Value		80,567	56,359
Mortgages held for sale	[1]	19,603	19,536
Net loans		905,014	850,232
Other assets, carried at fair value		3,065	2,512
Total other assets	[1]	100,782	99,057
Total assets	[2]	1,787,632	1,687,155
Liabilities
Short-term borrowings		97,528	63,518
Accrued expenses and other liabilities		73,365	86,122
Long-term debt		199,536	183,943
Total liabilities	[3]	$ 1,593,741	1,501,893
Wells Fargo stockholders' equity:
Common stock, shares issued		5,481,811,474
Common stock, shares authorized		9,000,000,000
VIEs that we consolidate [Member]
Assets
Cash and due from banks		$ 157	117
Trading assets		1	0
Investment securities		425	875
Net loans		4,800	4,500
Total other assets		242	316
Total assets		5,636	5,817
Liabilities
Short-term borrowings		0	0
Accrued expenses and other liabilities		57	49
Long-term debt		1,301	1,628
Total liabilities		1,358	1,677
Vies That We Consolidate No Recourse [Member]
Liabilities
Accrued expenses and other liabilities		57	49
Long-term debt		1,300	1,600
Total liabilities		$ 1,400	$ 1,700
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.
[2]	Our consolidated assets at December 31, 2015 and 2014, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $157 million and $117 million; Trading assets, $1 million and $0 million; Investment securities, $425 million and $875 million; Net loans, $4.8 billion and $4.5 billion; Other assets, $242 million and $316 million; and Total assets, $5.6 billion and $5.8 billion, respectively.
[3]	Our consolidated liabilities at December 31, 2015 and 2014, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Accrued expenses and other liabilities, $57 million and $49 million; Long-term debt, $1.3 billion and $1.6 billion; and Total liabilities, $1.4 billion and $1.7 billion, respectively.

Consolidated Statement of Chang

Consolidated Statement of Changes in Equity - USD ($) $ in Millions		Total	Total Wells Fargo stockholders' equity [Member]	Preferred stock [Member]	Common stock [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Cumulative other comprehensive income [Member]	Treasury stock [Member]	Unearned ESOP Shares [Member]	Noncontrolling interests [Member]
Beginning balance at Dec. 31, 2012		$ 158,911	$ 157,554	$ 12,883	$ 9,136	$ 59,802	$ 77,679	$ 5,650	$ (6,610)	$ (986)	$ 1,357
Beginning balance, shares at Dec. 31, 2012				10,558,865	5,266,314,176
Stockholders' Equity Period Increase (Decrease)
Net income		21,878	21,878				21,878
Net income attributable to noncontrolling interests		346									346
Net income		22,224
Other comprehensive income (loss) attributable to parent, net of tax		(4,264)	(4,264)					(4,264)
Other comprehensive income (loss) attributable to noncontrolling interest, net of tax		267									267
Other comprehensive income (loss), net of tax		(3,997)
Noncontrolling interests, adjustments to Additional Paid in Capital			28			28
Noncontrolling interests											(1,104)
Total change in noncontrolling interests		(1,076)
Common stock issued		2,733	2,733			(2)	(10)		2,745
Common stock, shares issued					89,392,517
Common stock repurchased	[1]	(5,356)	(5,356)			(300)			(5,056)
Common stock repurchased, shares	[1]				(124,179,383)
Preferred stock issued to ESOP		0	0	$ 1,200		108				(1,308)
Preferred stock issued to ESOP, shares				1,200,000
Preferred stock released by ESOP		1,006	1,006			(88)				1,094
Preferred stock converted to common shares		0	0	$ (1,006)		191			815
Preferred stock converted to common shares, shares				(1,005,270)	25,635,395
Common stock warrants repurchased/exercised		0	0
Preferred stock issued		3,145	3,145	$ 3,190		(45)
Preferred stock, shares issued				127,600
Common stock dividends		(6,086)	(6,086)			83	(6,169)
Preferred stock dividends		(1,017)	(1,017)				(1,017)
Tax benefit from stock incentive compensation		269	269			269
Stock incentive compensation expense		725	725			725
Net change in deferred compensation and related plans		(473)	(473)			(475)			2
Net change		12,097	12,588	$ 3,384	$ 0	494	14,682	(4,264)	(1,494)	(214)	(491)
Net change, shares				322,330	(9,151,471)
Ending balance at Dec. 31, 2013		171,008	170,142	$ 16,267	$ 9,136	60,296	92,361	1,386	(8,104)	(1,200)	866
Ending balance, shares at Dec. 31, 2013				10,881,195	5,257,162,705
Stockholders' Equity Period Increase (Decrease)
Net income		23,057	23,057				$ 23,057
Net income attributable to noncontrolling interests		551									551
Net income		23,608
Other comprehensive income (loss) attributable to parent, net of tax		2,132	2,132					2,132
Other comprehensive income (loss) attributable to noncontrolling interest, net of tax		(227)									(227)
Other comprehensive income (loss), net of tax		1,905
Noncontrolling interests, adjustments to Additional Paid in Capital			(7)			(7)
Noncontrolling interests											(322)
Total change in noncontrolling interests		(329)
Common stock issued		2,483	2,483			(273)			2,756
Common stock, shares issued					75,340,898
Common stock repurchased	[1]	(9,414)	(9,414)			(250)			(9,164)
Common stock repurchased, shares	[1]				(183,146,803)
Preferred stock issued to ESOP		0	0	$ 1,217		108				(1,325)
Preferred stock issued to ESOP, shares				1,217,000
Preferred stock released by ESOP		1,071	1,071			(94)				1,165
Preferred stock converted to common shares		0	0	$ (1,071)		251			820
Preferred stock converted to common shares, shares				(1,071,377)	20,992,398
Common stock warrants repurchased/exercised		(9)	(9)			(9)
Preferred stock issued		2,775	2,775	$ 2,800		(25)
Preferred stock, shares issued				112,000
Common stock dividends		(7,067)	(7,067)			76	$ (7,143)
Preferred stock dividends		(1,235)	(1,235)				(1,235)
Tax benefit from stock incentive compensation		453	453			453
Stock incentive compensation expense		858	858			858
Net change in deferred compensation and related plans		(845)	(845)			(847)			2
Net change		14,254	14,252	$ 2,946	$ 0	241	14,679	2,132	(5,586)	(160)	2
Net change, shares				257,623	(86,813,507)
Ending balance at Dec. 31, 2014		185,262	184,394	$ 19,213	$ 9,136	60,537	107,040	3,518	(13,690)	(1,360)	868
Ending balance, shares at Dec. 31, 2014				11,138,818	5,170,349,198
Stockholders' Equity Period Increase (Decrease)
Net income		22,894	22,894				$ 22,894
Net income attributable to noncontrolling interests		382									382
Net income		23,276
Other comprehensive income (loss) attributable to parent, net of tax		(3,221)	(3,221)					(3,221)
Other comprehensive income (loss) attributable to noncontrolling interest, net of tax		67									67
Other comprehensive income (loss), net of tax		(3,154)
Noncontrolling interests, adjustments to Additional Paid in Capital			2			2
Noncontrolling interests											(424)
Total change in noncontrolling interests		(422)
Common stock issued		2,644	2,644			(397)			3,041
Common stock, shares issued					69,876,577
Common stock repurchased	[2]	(8,697)	(8,697)			250			(8,947)
Common stock repurchased, shares	[2]				(163,400,892)
Preferred stock issued to ESOP		0	0	$ 826		74				(900)
Preferred stock issued to ESOP, shares				826,598
Preferred stock released by ESOP		825	825			(73)				898
Preferred stock converted to common shares		0	0	$ (825)		107			718
Preferred stock converted to common shares, shares				(825,499)	15,303,927
Common stock warrants repurchased/exercised		(49)	(49)			(49)
Preferred stock issued		2,972	2,972	$ 3,000		(28)
Preferred stock, shares issued				120,000
Common stock dividends		(7,580)	(7,580)			62	$ (7,642)
Preferred stock dividends		(1,426)	(1,426)				(1,426)
Tax benefit from stock incentive compensation		453	453			453
Stock incentive compensation expense		844	844			844
Net change in deferred compensation and related plans		(1,057)	(1,057)			(1,068)			11
Net change		8,629	8,604	$ 3,001	$ 0	177	13,826	(3,221)	(5,177)	(2)	25
Net change, shares				121,099	(78,220,388)
Ending balance at Dec. 31, 2015		$ 193,891	$ 192,998	$ 22,214	$ 9,136	$ 60,714	$ 120,866	$ 297	$ (18,867)	$ (1,362)	$ 893
Ending balance, shares at Dec. 31, 2015				11,259,917	5,092,128,810
[1]	For the year ended December 31, 2013, includes $500 million related to a private forward repurchase transaction entered into in fourth quarter 2013 that settled in first quarter 2014 for 11.1 million shares of common stock. For the year ended December 31, 2014, includes $750 million related to a private forward repurchase transaction that settled in first quarter 2015 for 14.3 million shares of common stock. See Note 1 (Summary of Significant Accounting Policies) for additional information.
[2]	For the year ended December 31, 2015, includes $500 million related to a private forward repurchase transaction that settled in first quarter 2016 for 9.2 million shares of common stock. See Note 1 (Summary of Significant Accounting Policies) for additional information.

Consolidated Statement of Chan8

Consolidated Statement of Changes in Equity (Parenthetical) - Private Forward Repurchase Transaction [Member] - USD ($) shares in Millions, $ in Millions	3 Months Ended			12 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Consolidated Statement of Changes in Equity (Textuals) [Abstract]
Private forward repurchase contract				$ 500	$ 750	$ 500
Common stock repurchased, shares		14.3	11.1	64	66
Subsequent Event [Member]
Consolidated Statement of Changes in Equity (Textuals) [Abstract]
Common stock repurchased, shares	9.2

Consolidated Statement of Cash

Consolidated Statement of Cash Flows - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Cash flows from operating activities:
Net income before noncontrolling interests	$ 23,276	$ 23,608	$ 22,224
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	2,442	1,395	2,309
Changes in fair value of MSRs, MHFS and LHFS carried at fair value	62	1,820	(3,229)
Depreciation, amortization and accretion	3,288	2,515	3,293
Other net gains	(6,496)	(3,760)	(9,384)
Stock-based compensation	1,958	1,912	1,920
Excess tax benefits related to stock incentive compensation	(453)	(453)	(271)
Originations of MHFS	(178,266)	(144,812)	(317,054)
Proceeds from sales of and principal collected on mortgages originated for sale	133,194	117,097	311,431
Proceeds from sales of and principal collected on LHFS	7	207	575
Purchases of LHFS	(28)	(154)	(291)
Net change in:
Trading assets	47,244	11,186	43,638
Deferred income taxes	(2,265)	2,354	4,977
Accrued interest receivable	(623)	(372)	(13)
Accrued interest payable	160	119	(32)
Other assets	(1,764)	(10,681)	4,693
Other accrued expenses and liabilities	(6,964)	15,548	(7,145)
Net cash provided by operating activities	14,772	17,529	57,641
Net change in:
Federal funds sold, securities purchased under resale agreements and other short-term investments	(11,866)	(41,778)	(78,184)
Available-for-sale securities:
Sales proceeds	25,431	6,089	2,837
Prepayments and maturities	33,912	37,257	50,737
Purchases	(79,778)	(44,807)	(89,474)
Held-to-maturity securities:
Paydowns and maturities	5,290	5,168	30
Purchases	(25,424)	(47,012)	(5,782)
Nonmarketable equity investments:
Sales proceeds	3,496	3,161	2,577
Purchases	(2,352)	(3,087)	(3,273)
Loans:
Loans originated by banking subsidiaries, net of principal collected	(57,016)	(65,162)	(43,744)
Proceeds from sales (including participations) of loans held for investment	11,672	21,564	7,694
Purchases (including participations) of loans	(13,759)	(6,424)	(11,563)
Principal collected on nonbank entities' loans	10,023	13,589	19,955
Loans originated by nonbank entities	(12,441)	(13,570)	(17,311)
Net cash paid for acquisitions	(3)	(174)	0
Proceeds from sales of foreclosed assets and short sales	7,803	7,697	11,021
Net cash from purchases and sales of MSRs	(135)	(150)	407
Other, net	(2,088)	(741)	581
Net cash used by investing activities	(107,235)	(128,380)	(153,492)
Net change in:
Deposits	54,867	89,133	76,342
Short-term borrowings	34,010	8,035	(3,390)
Long-term debt:
Proceeds from issuance	43,030	42,154	53,227
Repayment	(27,333)	(15,829)	(25,423)
Preferred stock:
Proceeds from issuance	2,972	2,775	3,145
Cash dividends paid	(1,426)	(1,235)	(1,017)
Common stock:
Proceeds from issuance	1,726	1,840	2,224
Repurchased	(8,697)	(9,414)	(5,356)
Cash dividends paid	(7,400)	(6,908)	(5,953)
Excess tax benefits related to stock incentive compensation	453	453	271
Net change in noncontrolling interests	(232)	(552)	(296)
Other, net	33	51	136
Net cash provided by financing activities	92,003	110,503	93,910
Net change in cash and due from banks	(460)	(348)	(1,941)
Cash and due from banks at beginning of year	19,571	19,919	21,860
Cash and due from banks at end of year	19,111	19,571	19,919
Supplemental cash flow disclosures:
Cash paid for interest	3,816	3,906	4,321
Cash paid for income taxes	$ 13,688	$ 8,808	$ 7,132

Summary of Significant Accounti

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2015
Accounting Policies [Abstract]
Summary of Significant Accounting Policies	Note 1: Summary of Significant Accounting Policies Wells Fargo & Company is a diversified financial services company. We provide banking, insurance, trust and investments, mortgage banking, investment banking, retail banking, brokerage, and consumer and commercial finance through banking stores, the internet and other distribution channels to consumers, businesses and institutions in all 50 states, the District of Columbia, and in foreign countries. When we refer to “Wells Fargo,” “the Company,” “we,” “our” or “us,” we mean Wells Fargo & Company and Subsidiaries (consolidated). Wells Fargo & Company (the Parent) is a financial holding company and a bank holding company. We also hold a majority interest in a real estate investment trust, which has publicly traded preferred stock outstanding. Our accounting and reporting policies conform with U.S. generally accepted accounting principles (GAAP) and practices in the financial services industry. To prepare the financial statements in conformity with GAAP, management must make estimates based on assumptions about future economic and market conditions (for example, unemployment, market liquidity, real estate prices, etc.) that affect the reported amounts of assets and liabilities at the date of the financial statements, income and expenses during the reporting period and the related disclosures. Although our estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Management has made significant estimates in several areas, including allowance for credit losses and purchased credit-impaired (PCI) loans (Note 6 (Loans and Allowance for Credit Losses)), valuations of residential mortgage servicing rights (MSRs) (Note 8 (Securitizations and Variable Interest Entities) and Note 9 (Mortgage Banking Activities)) and financial instruments (Note 17 (Fair Values of Assets and Liabilities)) and income taxes (Note 21 (Income Taxes)). Actual results could differ from those estimates. Accounting Standards Adopted in 2015 In 2015 , we adopted the following new accounting guidance: • Accounting Standards Update (ASU or Update) 2014-11, Transfers and Servicing (Topic 860): Repurchase-to- Maturity Transactions, Repurchase Financings, and Disclosures ; • ASU 2014-08, Presentation of Financial Statements (Topic 205) and Property, Plant, and Equipment (Topic 360): Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity ; and • ASU 2014-01, Investments – Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects . ASU 2014-11 requires repurchase-to-maturity transactions to be accounted for as secured borrowings versus sales. The guidance also requires separate accounting for transfers of financial assets that are executed contemporaneously with repurchase agreements. The Update also includes new disclosures for transfers accounted for as sales and for repurchase agreements and similar arrangements, such as classes of collateral pledged for gross obligations and the remaining contractual maturity of repurchase agreements. We adopted the accounting changes in first quarter 2015 with no impact to our consolidated financial statements or disclosures. We adopted the collateral and remaining contractual maturity disclosures for repurchase and similar agreements in second quarter 2015. For additional information, see Note 14 (Guarantees, Pledged Assets and Collateral). ASU 2014-08 changes the definition and reporting requirements for discontinued operations. Under the new guidance, an entity’s disposal of a component or group of components must be reported in discontinued operations if the disposal is a strategic shift that has or will have a significant effect on the entity’s operations and financial results. We adopted these changes in first quarter 2015 with prospective application. This Update did not have a material impact on our consolidated financial statements. ASU 2014-01 amends the accounting guidance for investments in affordable housing projects that qualify for the low-income housing tax credits. The Update requires incremental disclosures for all entities that invest in qualified affordable housing projects. Additionally companies may make an accounting election to amortize the cost of their investments in proportion to the tax benefits received if certain criteria are met and present the amortization as a component of income tax expense. We adopted the new disclosure requirements in first quarter 2015 (see Note 7 (Premises, Equipment, Lease Commitments and Other Assets)) and will continue our previous accounting for these investments rather than make the alternative election to amortize the initial cost of the investments in proportion to the tax benefits received. Consolidation Our consolidated financial statements include the accounts of the Parent and our subsidiaries in which we have a controlling interest. We are also a variable interest holder in certain entities in which equity investors do not have the characteristics of a controlling financial interest or where the entity does not have enough equity at risk to finance its activities without additional subordinated financial support from other parties (referred to as variable interest entities (VIEs)). Our variable interest arises from contractual, ownership or other monetary interests in the entity, which change with fluctuations in the fair value of the entity's net assets. We consolidate a VIE if we are the primary beneficiary. We are the primary beneficiary if we have a controlling financial interest, which includes both the power to direct the activities that most significantly impact the VIE and a variable interest that potentially could be significant to the VIE. To determine whether or not a variable interest we hold could potentially be significant to the VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE. We assess whether or not we are the primary beneficiary of a VIE on an ongoing basis. Significant intercompany accounts and transactions are eliminated in consolidation. When we have significant influence over operating and financing decisions for a company but do not own a majority of the voting equity interests, we account for the investment using the equity method of accounting, which requires us to recognize our proportionate share of the company’s earnings. If we do not have significant influence, we recognize the equity investment at cost except for (1) marketable equity securities, which we recognize at fair value with changes in fair value included in OCI, and (2) nonmarketable equity investments for which we have elected the fair value option. Investments accounted for under the equity or cost method are included in other assets. Cash and Due From Banks Cash and cash equivalents include cash on hand, cash items in transit, and amounts due from the Federal Reserve Bank and other depository institutions. Trading Assets Trading assets are predominantly securities, including corporate debt, U.S. government agency obligations and other securities that we acquire for short-term appreciation or other trading purposes, certain loans held for market-making purposes to support the buying and selling demands of our customers and derivatives primarily held for customer accommodation purposes or risk mitigation and hedging. Interest-only strips and other retained interests in securitizations that can be contractually prepaid or otherwise settled in a way that the holder would not recover substantially all of its recorded investment are classified as trading assets. Trading assets are carried at fair value, with changes in fair value recorded in earnings. For securities and loans in trading assets, interest and dividend income are recorded in interest income, and realized and unrealized gains and losses are recorded in noninterest income. For other trading assets, including derivatives, the entire change in fair value is recorded in noninterest income. Investments Our investments include various debt and marketable equity securities and nonmarketable equity investments. We classify debt and marketable equity securities as available-for-sale or held-to-maturity securities based on our intent to hold to maturity. Our nonmarketable equity investments are reported in other assets. AVAILABLE-FOR-SALE SECURITIES Debt securities that we might not hold until maturity and marketable equity securities are classified as available-for-sale securities and reported at fair value. Unrealized gains and losses, after applicable income taxes, are reported in cumulative OCI. We conduct other-than-temporary impairment (OTTI) analysis on a quarterly basis or more often if a potential loss-triggering event occurs. The initial indicator of OTTI for both debt and equity securities is a decline in fair value below the amount recorded for an investment and the severity and duration of the decline. For a debt security for which there has been a decline in the fair value below amortized cost basis, we recognize OTTI if we (1) have the intent to sell the security, (2) it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis, or (3) we do not expect to recover the entire amortized cost basis of the security. Estimating recovery of the amortized cost basis of a debt security is based upon an assessment of the cash flows expected to be collected. If the present value of cash flows expected to be collected, discounted at the security’s effective yield, is less than amortized cost, OTTI is considered to have occurred. In performing an assessment of the cash flows expected to be collected, we consider all relevant information including: • the length of time and the extent to which the fair value has been less than the amortized cost basis; • the historical and implied volatility of the fair value of the security; • the cause of the price decline, such as the general level of interest rates or adverse conditions specifically related to the security, an industry or a geographic area; • the issuer's financial condition, near-term prospects and ability to service the debt; • the payment structure of the debt security and the likelihood of the issuer being able to make payments that increase in the future; • for asset-backed securities, the credit performance of the underlying collateral, including delinquency rates, level of non-performing assets, cumulative losses to date, collateral value and the remaining credit enhancement compared with expected credit losses; • any change in rating agencies' credit ratings at evaluation date from acquisition date and any likely imminent action; • independent analyst reports and forecasts, sector credit ratings and other independent market data; and • recoveries or additional declines in fair value subsequent to the balance sheet date. If we intend to sell the security, or if it is more likely than not we will be required to sell the security before recovery, an OTTI write-down is recognized in earnings equal to the entire difference between the amortized cost basis and fair value of the security. For debt securities that are considered other-than-temporarily impaired that we do not intend to sell or it is more likely than not that we will not be required to sell before recovery, the OTTI write-down is separated into an amount representing the credit loss, which is recognized in earnings, and the amount related to all other factors, which is recognized in OCI. The measurement of the credit loss component is equal to the difference between the debt security's amortized cost basis and the present value of its expected future cash flows discounted at the security's effective yield. The remaining difference between the security’s fair value and the present value of expected future cash flows is due to factors that are not credit-related and, therefore, is recognized in OCI. We believe that we will fully collect the carrying value of securities on which we have recorded a non-credit-related impairment in OCI. We hold investments in perpetual preferred securities (PPS) that are structured in equity form but have many of the characteristics of debt instruments, including periodic cash flows in the form of dividends, call features, ratings that are similar to debt securities and pricing like long-term callable bonds. Because of the hybrid nature of these securities, we evaluate PPS for OTTI using a model similar to the model we use for debt securities as described above. Among the factors we consider in our evaluation of PPS are whether there is any evidence of deterioration in the credit of the issuer as indicated by a decline in cash flows or a rating agency downgrade to below investment grade and the estimated recovery period. OTTI write-downs of PPS are recognized in earnings equal to the difference between the cost basis and fair value of the security. Based upon the factors considered in our OTTI evaluation, we believe our investments in PPS currently rated investment grade will be fully realized and, accordingly, have not recognized OTTI on such securities. For marketable equity securities other than PPS, OTTI evaluations focus on whether evidence exists that supports recovery of the unrealized loss within a timeframe consistent with temporary impairment. This evaluation considers the severity of and length of time fair value is below cost, our intent and ability to hold the security until forecasted recovery of the fair value of the security, and the investee's financial condition, capital strength, and near-term prospects. We recognize realized gains and losses on the sale of investment securities in noninterest income using the specific identification method. Unamortized premiums and discounts are recognized in interest income over the contractual life of the security using the interest method. As principal repayments are received on securities (i.e., primarily mortgage-backed securities (MBS)) a proportionate amount of the related premium or discount is recognized in income so that the effective interest rate on the remaining portion of the security continues unchanged. HELD-TO-MATURITY SECURITIES Debt securities for which the Company has the positive intent and ability to hold to maturity are reported at historical cost adjusted for amortization of premiums and accretion of discounts. We recognize OTTI when there is a decline in fair value and we do not expect to recover the entire amortized cost basis of the debt security. The amortized cost is written-down to fair value with the credit loss component recorded to earnings and the remaining component recognized in OCI. The OTTI assessment related to whether we expect recovery of the amortized cost basis and determination of any credit loss component recognized in earnings for held-to-maturity securities is the same as described for available-for-sale securities. Security transfers to the held-to-maturity classification are recorded at fair value. Unrealized gains or losses from the transfer of available-for-sale securities continue to be reported in cumulative OCI and are amortized into earnings over the remaining life of the security using the effective interest method. NONMARKETABLE EQUITY INVESTMENTS Nonmarketable equity investments include low income housing tax credit investments, equity securities that are not publicly traded and securities acquired for various purposes, such as to meet regulatory requirements (for example, Federal Reserve Bank and Federal Home Loan Bank (FHLB) stock). We have elected the fair value option for some of these investments with the remainder of these investments accounted for under the cost or equity method, which we review at least quarterly for possible OTTI. Our review typically includes an analysis of the facts and circumstances of each investment, the expectations for the investment's cash flows and capital needs, the viability of its business model and our exit strategy. We reduce the asset value when we consider declines in value to be other than temporary. We recognize the estimated loss as a loss from equity investments in noninterest income. Securities Purchased and Sold Agreements Securities purchased under resale agreements and securities sold under repurchase agreements are accounted for as collateralized financing transactions and are recorded at the acquisition or sale price plus accrued interest. We monitor the fair value of securities purchased and sold and obtain collateral from or return it to counterparties when appropriate. These financing transactions do not create material credit risk given the collateral provided and the related monitoring process. Mortgages and Loans Held for Sale Mortgages held for sale (MHFS) include commercial and residential mortgages originated for sale and securitization in the secondary market, which is our principal market, or for sale as whole loans. We have elected the fair value option for substantially all residential MHFS (see Note 17 (Fair Values of Assets and Liabilities)). The remaining residential MHFS are held at the lower of cost or fair value (LOCOM) and are valued on an aggregate portfolio basis. Commercial MHFS are held at LOCOM and are valued on an individual loan basis. Loans held for sale (LHFS) are carried at LOCOM. Generally, consumer loans are valued on an aggregate portfolio basis, and commercial loans are valued on an individual loan basis. Gains and losses on MHFS are recorded in mortgage banking noninterest income. Gains and losses on LHFS are recorded in other noninterest income. Direct loan origination costs and fees for MHFS and LHFS under the fair value option are recognized in income at origination. For MHFS and LHFS recorded at LOCOM, loan costs and fees are deferred at origination and are recognized in income at time of sale. Interest income on MHFS and LHFS is calculated based upon the note rate of the loan and is recorded to interest income. Our lines of business are authorized to originate held-for-investment loans that meet or exceed established loan product profitability criteria, including minimum positive net interest margin spreads in excess of funding costs. When a determination is made at the time of commitment to originate loans as held for investment, it is our intent to hold these loans to maturity or for the “foreseeable future,” subject to periodic review under our management evaluation processes, including corporate asset/liability management. In determining the “foreseeable future” for loans, management considers (1) the current economic environment and market conditions, (2) our business strategy and current business plans, (3) the nature and type of the loan receivable, including its expected life, and (4) our current financial condition and liquidity demands. If subsequent changes, including changes in interest rates, significantly impact the ongoing profitability of certain loan products, we may subsequently change our intent to hold these loans, and we would take actions to sell such loans. Upon such management determination, we immediately transfer these loans to the MHFS or LHFS portfolio at LOCOM. Loans Loans are reported at their outstanding principal balances net of any unearned income, cumulative charge-offs, unamortized deferred fees and costs on originated loans and unamortized premiums or discounts on purchased loans. PCI loans are reported net of any remaining purchase accounting adjustments. See the “Purchased Credit-Impaired Loans” section in this Note for our accounting policy for PCI loans. Unearned income, deferred fees and costs, and discounts and premiums are amortized to interest income over the contractual life of the loan using the interest method. Loan commitment fees are generally deferred and amortized into noninterest income on a straight-line basis over the commitment period. We have certain private label and co-brand credit card loans through a program agreement that involves our active participation in the operating activity of the program with a third party. We share in the economic results of the loans subject to this agreement. We consider the program to be a collaborative arrangement and therefore report our share of revenue and losses on a net basis in interest income for loans, other noninterest income and provision for credit losses as applicable. Our net share of revenue from this activity represented less than 1% of our total revenues for 2015 . Loans also include direct financing leases that are recorded at the aggregate of minimum lease payments receivable plus the estimated residual value of the leased property, less unearned income. Leveraged leases, which are a form of direct financing leases, are recorded net of related non-recourse debt. Leasing income is recognized as a constant percentage of outstanding lease financing balances over the lease terms in interest income. NONACCRUAL AND PAST DUE LOANS We generally place loans on nonaccrual status when: • the full and timely collection of interest or principal becomes uncertain (generally based on an assessment of the borrower’s financial condition and the adequacy of collateral, if any); • they are 90 days ( 120 days with respect to real estate 1-4 family first and junior lien mortgages) past due for interest or principal, unless both well-secured and in the process of collection; • part of the principal balance has been charged off; • for junior lien mortgages, we have evidence that the related first lien mortgage may be 120 days past due or in the process of foreclosure regardless of the junior lien delinquency status; or • consumer real estate and auto loans are discharged in bankruptcy, regardless of their delinquency status. PCI loans are written down at acquisition to fair value using an estimate of cash flows deemed to be collectible. Accordingly, such loans are no longer classified as nonaccrual even though they may be contractually past due because we expect to fully collect the new carrying values of such loans (that is, the new cost basis arising out of purchase accounting). When we place a loan on nonaccrual status, we reverse the accrued unpaid interest receivable against interest income and suspend amortization of any net deferred fees. If the ultimate collectability of the recorded loan balance is in doubt on a nonaccrual loan, the cost recovery method is used and cash collected is applied to first reduce the carrying value of the loan. Otherwise, interest income may be recognized to the extent cash is received. Generally, we return a loan to accrual status when all delinquent interest and principal become current under the terms of the loan agreement and collectability of remaining principal and interest is no longer doubtful. For modified loans, we re-underwrite at the time of a restructuring to determine if there is sufficient evidence of sustained repayment capacity based on the borrower’s financial strength, including documented income, debt to income ratios and other factors. If the borrower has demonstrated performance under the previous terms and the underwriting process shows the capacity to continue to perform under the restructured terms, the loan will generally remain in accruing status. When a loan classified as a troubled debt restructuring (TDR) performs in accordance with its modified terms, the loan either continues to accrue interest (for performing loans) or will return to accrual status after the borrower demonstrates a sustained period of performance (generally six consecutive months of payments, or equivalent, inclusive of consecutive payments made prior to the modification). Loans will be placed on nonaccrual status and a corresponding charge-off is recorded if we believe it is probable that principal and interest contractually due under the modified terms of the agreement will not be collectible. Our loans are considered past due when contractually required principal or interest payments have not been made on the due dates. LOAN CHARGE-OFF POLICIES For commercial loans, we generally fully charge off or charge down to net realizable value (fair value of collateral, less estimated costs to sell) for loans secured by collateral when: • management judges the loan to be uncollectible; • repayment is deemed to be protracted beyond reasonable time frames; • the loan has been classified as a loss by either our internal loan review process or our banking regulatory agencies; • the customer has filed bankruptcy and the loss becomes evident owing to a lack of assets; or • the loan is 180 days past due unless both well-secured and in the process of collection. For consumer loans, we fully charge off or charge down to net realizable value when deemed uncollectible due to bankruptcy discharge or other factors, or no later than reaching a defined number of days past due, as follows: • 1-4 family first and junior lien mortgages – We generally charge down to net realizable value when the loan is 180 days past due. • Auto loans – We generally fully charge off when the loan is 120 days past due. • Credit card loans – We generally fully charge off when the loan is 180 days past due. • Unsecured loans (closed end) – We generally fully charge off when the loan is 120 days past due. • Unsecured loans (open end) – We generally fully charge off when the loan is 180 days past due. • Other secured loans – We generally fully or partially charge down to net realizable value when the loan is 120 days past due. IMPAIRED LOANS We consider a loan to be impaired when, based on current information and events, we determine that we will not be able to collect all amounts due according to the loan contract, including scheduled interest payments. This evaluation is generally based on delinquency information, an assessment of the borrower’s financial condition and the adequacy of collateral, if any. Our impaired loans predominantly include loans on nonaccrual status for commercial and industrial, commercial real estate (CRE) and any loans modified in a TDR, on both accrual and nonaccrual status. When we identify a loan as impaired, we generally measure the impairment, if any, based on the difference between the recorded investment in the loan (net of previous charge-offs, deferred loan fees or costs and unamortized premium or discount) and the present value of expected future cash flows, discounted at the loan’s effective interest rate. When the value of an impaired loan is calculated by discounting expected cash flows, interest income is recognized using the loan’s effective interest rate over the remaining life of the loan. When collateral is the sole source of repayment for the impaired loan, rather than the borrower’s income or other sources of repayment, we charge down to net realizable value. TROUBLED DEBT RESTRUCTURINGS In situations where, for economic or legal reasons related to a borrower’s financial difficulties, we grant a concession for other than an insignificant period of time to the borrower that we would not otherwise consider, the related loan is classified as a TDR. These modified terms may include rate reductions, principal forgiveness, term extensions, payment forbearance and other actions intended to minimize our economic loss and to avoid foreclosure or repossession of the collateral. For modifications where we forgive principal, the entire amount of such principal forgiveness is immediately charged off. Loans classified as TDRs, including loans in trial payment periods (trial modifications), are considered impaired loans. Other than resolutions such as foreclosures, sales and transfers to held-for-sale, we may remove loans held for investment from TDR classification, but only if they have been refinanced or restructured at market terms and qualify as a new loan. PURCHASED CREDIT-IMPAIRED LOANS Loans acquired with evidence of credit deterioration since their origination and where it is probable that we will not collect all contractually required principal and interest payments are PCI loans. PCI loans are recorded at fair value at the date of acquisition, and the historical allowance for credit losses related to these loans is not carried over. Some loans that otherwise meet the definition as credit-impaired are specifically excluded from the PCI loan portfolios, such as revolving loans where the borrower still has revolving privileges. Evidence of credit quality deterioration as of the purchase date may include statistics such as past due and nonaccrual status, commercial risk ratings, recent borrower credit scores and recent loan-to-value percentages. Generally, acquired loans that meet our definition for nonaccrual status are considered to be credit-impaired. PCI loans may be aggregated into pools based on common risk characteristics. Each pool is accounted for as a single asset with a single composite interest rate and an aggregate expectation of cash flows. Generally, commercial PCI loans are accounted for as individual loans and consumer PCI loans are included in pools. Accounting for PCI loans involves estimating fair value at acquisition using the principal and interest cash flows expected to be collected discounted at the prevailing market rate of interest. The excess of cash flows expected to be collected over the carrying value (estimated fair value at acquisition date) is referred to as the accretable yield and is recognized in interest income using an effective yield method over the remaining life of the loan, or pool of loans, in situations where there is a reasonable expectation about the timing and amount of cash flows to be collected. The difference between contractually required payments and the cash flows expected to be collected at acquisition, considering the impact of prepayments, is referred to as the nonaccretable difference. Subsequent to acquisition, we regularly evaluate our estimates of cash flows expected to be collected. If we have probable decreases in cash flows expected to be collected (other than due to decreases in interest rate indices and changes in prepayment assumptions), we charge the provision for credit losses, resulting in an increase to the allowance for loan losses. If we have probable and significant increases in cash flows expected to be collected, we first reverse any previously established allowance for loan losses and then increase interest income as a prospective yield adjustment over the remaining life of the loan, or pool of loans. Estimates of cash flows are impacted by changes in interest rate indices for variable rate loans and prepayment assumptions, both of which are treated as prospective yield adjustments included in interest income. Resolutions of loans may include sales of loans to third parties, receipt of payments in settlement with the borrower, or foreclosure of the collateral. For individual PCI loans, gains or losses on sales to third parties are included in noninterest income, and gains or losses as a result of a settlement with the borrower are included in interest income. Our policy is to remove an individual loan from a pool based on comparing the amount received from its resolution with its contractual amount. Any difference between these amounts is absorbed by the nonaccretable difference for the entire pool. This removal method assumes that the amount received from resolution approximates pool performance expectations. The remaining accretable yield balance is unaffected and any material change in remaining effective yield caused by this removal method is addressed by our quarterly cash flow evaluation process for each pool. For loans that are resolved by payment in full, there is no release of the nonaccretable difference for the pool because there is no difference between the amount received at resolution and the contractual amount of the loan. Modified PCI loans are not removed from a pool even if those loans would otherwise be deemed TDRs. Modified PCI loans that are accounted for individually are considered TDRs and removed from PCI accounting if there has been a concession granted in excess of the original nonaccretable difference. We include these TDRs in our impaired loans. FORECLOSED ASSETS Foreclosed assets obtained through our lending activities primarily include real estate. Generally, loans have been written down to their net realizable value prior to foreclosure. Any further reduction to their net realizable value is

Business Combinations

Business Combinations	12 Months Ended
	Dec. 31, 2015
Business Combinations [Abstract]
Business Combinations	Note 2: Business Combinations We regularly explore opportunities to acquire financial services companies and businesses. Generally, we do not make a public announcement about an acquisition opportunity until a definitive agreement has been signed. For information on additional contingent consideration related to acquisitions, which is considered to be a guarantee, see Note 14 (Guarantees, Pledged Assets and Collateral). During 2015 , we completed an acquisition of a small investment intermediary and purchased total assets of $3 million . We had two acquisitions pending as of December 31, 2015 . The first acquisition, which closed on January 1, 2016, was the purchase of $4.0 billion of operating and capital leases associated with GE Railcar Services, which included 77,000 railcars and just over 1,000 locomotives. The second pending acquisition is the purchase of GE Capital's Commercial Distribution Finance and Vendor Finance businesses. The acquisition is expected to involve total assets of approximately $31 billion , and is expected to close in two phases. The North American portion, which represents approximately 90% of total assets to be acquired, is expected to close late in the first quarter of 2016. The international assets are expected to close in the second quarter of 2016. Approximately 2,900 full-time employees are expected to join Wells Fargo as a result of this transaction. During 2014 , we completed one acquisition of a railcar and locomotive leasing business with combined total assets of $422 million . Additionally, no business combinations were completed in 2013 .

Cash, Loan and Dividend Restric

Cash, Loan and Dividend Restrictions	12 Months Ended
	Dec. 31, 2015
Disclosure of Restrictions on Dividends, Loans and Advances Disclosure [Abstract]
Cash, Loan and Dividend Restrictions	Note 3: Cash, Loan and Dividend Restrictions Federal Reserve Board (FRB) regulations require that each of our subsidiary banks maintain reserve balances on deposit with the Federal Reserve Banks. The total daily average required reserve balance for all our subsidiary banks was $10.6 billion in 2015 and $12.9 billion in 2014 . Federal law restricts the amount and the terms of both credit and non-credit transactions between a bank and its nonbank affiliates. They may not exceed 10% of the bank's capital and surplus (which for this purpose represents Tier 1 and Tier 2 capital, as calculated under the risk-based capital (RBC) guidelines, plus the balance of the allowance for credit losses excluded from Tier 2 capital) with any single nonbank affiliate and 20% of the bank's capital and surplus with all its nonbank affiliates. Transactions that are extensions of credit may require collateral to be held to provide added security to the bank. For further discussion of RBC, see Note 26 (Regulatory and Agency Capital Requirements) in this Report. Dividends paid by our subsidiary banks are subject to various federal and state regulatory limitations. Dividends that may be paid by a national bank without the express approval of the Office of the Comptroller of the Currency (OCC) are limited to that bank's retained net profits for the preceding two calendar years plus retained net profits up to the date of any dividend declaration in the current calendar year. Retained net profits, as defined by the OCC, consist of net income less dividends declared during the period. We also have a state-chartered subsidiary bank that is subject to state regulations that limit dividends. Under these provisions and regulatory limitations, our national and state-chartered subsidiary banks could have declared additional dividends of $17.8 billion at December 31, 2015 , without obtaining prior regulatory approval. We have elected to retain capital at our national and state-chartered subsidiary banks to meet internal capital policy minimums and regulatory requirements associated with the implementation of Basel III. Our nonbank subsidiaries are also limited by certain federal and state statutory provisions and regulations covering the amount of dividends that may be paid in any given year. Based on retained earnings at December 31, 2015 , our nonbank subsidiaries could have declared additional dividends of $9.5 billion at December 31, 2015 , without obtaining prior approval. The FRB's Capital Plan Rule (codified at 12 CFR 225.8 of Regulation Y) establishes capital planning and prior notice and approval requirements for capital distributions including dividends by certain bank holding companies. The FRB has also published guidance regarding its supervisory expectations for capital planning, including capital policies regarding the process relating to common stock dividend and repurchase decisions in SR Letter 15-18. The effect of this guidance is to require the approval of the FRB (or specifically under the Capital Plan Rule, a notice of non-objection) for the Company to repurchase or redeem common or perpetual preferred stock as well as to raise the per share quarterly dividend from its current level of $0.375 per share as declared by the Company’s Board of Directors on January 26, 2016, payable on March 1, 2016.

Federal Funds Sold, Securities

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	12 Months Ended
	Dec. 31, 2015
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Abstract]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	Note 4: Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments Table 4.1 provides the detail of federal funds sold, securities purchased under short-term resale agreements (generally less than one year) and other short-term investments. The majority of interest-earning deposits at December 31, 2015 and 2014 , were held at the Federal Reserve. Table 4.1: Fed Funds Sold and Other Short-Term Investments (in millions) Dec 31, Dec 31, Federal funds sold and securities purchased under resale agreements $ 45,828 36,856 Interest-earning deposits 220,409 219,220 Other short-term investments 3,893 2,353 Total $ 270,130 258,429 As part of maintaining our memberships in certain clearing organizations, we are required to stand ready to provide liquidity meant to sustain market clearing activity in the event unforeseen events occur or are deemed likely to occur. This includes commitments we have entered into to purchase securities under resale agreements from a central clearing organization that, at its option, require us to provide funding under such agreements. We do not have any outstanding amounts funded, and the amount of our unfunded contractual commitment was $2.2 billion and $2.6 billion as of December 31, 2015 and 2014 , respectively. We have classified securities purchased under long-term resale agreements (generally one year or more), which totaled $20.1 billion and $14.9 billion at December 31, 2015 and 2014 , respectively, in loans. For additional information on the collateral we receive from other entities under resale agreements and securities borrowings, see the “Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending Agreements” section of Note 14 (Guarantees, Pledged Assets and Collateral).

Investment Securities

Investment Securities	12 Months Ended
	Dec. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Note 5: Investment Securities Table 5.1 provides the amortized cost and fair value by major categories of available-for-sale securities, which are carried at fair value, and held-to-maturity debt securities, which are carried at amortized cost. The net unrealized gains (losses) for available-for-sale securities are reported on an after-tax basis as a component of cumulative OCI. Table 5.1: Amortized Cost and Fair Value (in millions) Amortized Cost Gross unrealized gains Gross unrealized losses Fair value December 31, 2015 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ 36,374 24 (148 ) 36,250 Securities of U.S. states and political subdivisions 49,167 1,325 (502 ) 49,990 Mortgage-backed securities: Federal agencies 103,391 1,983 (828 ) 104,546 Residential 7,843 740 (25 ) 8,558 Commercial 13,943 230 (85 ) 14,088 Total mortgage-backed securities 125,177 2,953 (938 ) 127,192 Corporate debt securities 15,548 312 (449 ) 15,411 Collateralized loan and other debt obligations (1) 31,210 125 (368 ) 30,967 Other (2) 5,842 115 (46 ) 5,911 Total debt securities 263,318 4,854 (2,451 ) 265,721 Marketable equity securities: Perpetual preferred securities 819 112 (13 ) 918 Other marketable equity securities 239 482 (2 ) 719 Total marketable equity securities 1,058 594 (15 ) 1,637 Total available-for-sale securities 264,376 5,448 (2,466 ) 267,358 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies 44,660 580 (73 ) 45,167 Securities of U.S. states and political subdivisions 2,185 65 — 2,250 Federal agency mortgage-backed securities 28,604 131 (314 ) 28,421 Collateralized loans and other debt obligations (1) 1,405 — (24 ) 1,381 Other (2) 3,343 8 (3 ) 3,348 Total held-to-maturity securities 80,197 784 (414 ) 80,567 Total (3) $ 344,573 6,232 (2,880 ) 347,925 December 31, 2014 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ 25,898 44 (138 ) 25,804 Securities of U.S. states and political subdivisions 43,939 1,504 (499 ) 44,944 Mortgage-backed securities: Federal agencies 107,850 2,990 (751 ) 110,089 Residential 8,213 1,080 (24 ) 9,269 Commercial 16,248 803 (57 ) 16,994 Total mortgage-backed securities 132,311 4,873 (832 ) 136,352 Corporate debt securities 14,211 745 (170 ) 14,786 Collateralized loan and other debt obligations (1) 25,137 408 (184 ) 25,361 Other (2) 6,251 295 (27 ) 6,519 Total debt securities 247,747 7,869 (1,850 ) 253,766 Marketable equity securities: Perpetual preferred securities 1,622 148 (70 ) 1,700 Other marketable equity securities 284 1,694 (2 ) 1,976 Total marketable equity securities 1,906 1,842 (72 ) 3,676 Total available-for-sale-securities 249,653 9,711 (1,922 ) 257,442 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies 40,886 670 (8 ) 41,548 Securities of U.S. states and political subdivisions 1,962 27 — 1,989 Federal agency mortgage-backed securities 5,476 165 — 5,641 Collateralized loans and other debt obligations (1) 1,404 — (13 ) 1,391 Other (2) 5,755 35 — 5,790 Total held-to-maturity securities 55,483 897 (21 ) 56,359 Total (3) $ 305,136 10,608 (1,943 ) 313,801 (1) The available-for-sale portfolio includes collateralized debt obligations (CDOs) with a cost basis and fair value of $247 million and $257 million , respectively, at December 31, 2015 , and $364 million and $500 million , respectively, at December 31, 2014 . The held-to-maturity portfolio only includes collateralized loan obligations. (2) The “Other” category of available-for-sale securities predominantly includes asset-backed securities collateralized by credit cards, student loans, home equity loans and auto leases or loans and cash. Included in the “Other” category of held-to-maturity securities are asset-backed securities collateralized by auto leases or loans and cash with a cost basis and fair value of $1.9 billion each at December 31, 2015 , and $3.8 billion each at December 31, 2014 . Also included in the “Other” category of held-to-maturity securities are asset-backed securities collateralized by dealer floorplan loans with a cost basis and fair value of $1.4 billion each at December 31, 2015 , and $1.9 billion and $2.0 billion , respectively, at December 31, 2014 . (3) At December 31, 2015 and 2014 , we held no securities of any single issuer (excluding the U.S. Treasury and federal agencies and government-sponsored entities (GSEs)) with a book value that exceeded 10% of stockholders’ equity. Gross Unrealized Losses and Fair Value Table 5.2 shows the gross unrealized losses and fair value of securities in the investment securities portfolio by length of time that individual securities in each category have been in a continuous loss position. Debt securities on which we have taken credit-related OTTI write-downs are categorized as being "less than 12 months" or "12 months or more" in a continuous loss position based on the point in time that the fair value declined to below the cost basis and not the period of time since the credit-related OTTI write-down. Table 5.2: Gross Unrealized Losses and Fair Value Less than 12 months 12 months or more Total (in millions) Gross unrealized losses Fair value Gross unrealized losses Fair value Gross unrealized losses Fair value December 31, 2015 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (148 ) 24,795 — — (148 ) 24,795 Securities of U.S. states and political subdivisions (26 ) 3,453 (476 ) 12,377 (502 ) 15,830 Mortgage-backed securities: Federal agencies (522 ) 36,329 (306 ) 9,888 (828 ) 46,217 Residential (20 ) 1,276 (5 ) 285 (25 ) 1,561 Commercial (32 ) 4,476 (53 ) 2,363 (85 ) 6,839 Total mortgage-backed securities (574 ) 42,081 (364 ) 12,536 (938 ) 54,617 Corporate debt securities (244 ) 4,941 (205 ) 1,057 (449 ) 5,998 Collateralized loan and other debt obligations (276 ) 22,214 (92 ) 4,844 (368 ) 27,058 Other (33 ) 2,768 (13 ) 425 (46 ) 3,193 Total debt securities (1,301 ) 100,252 (1,150 ) 31,239 (2,451 ) 131,491 Marketable equity securities: Perpetual preferred securities (1 ) 24 (12 ) 109 (13 ) 133 Other marketable equity securities (2 ) 40 — — (2 ) 40 Total marketable equity securities (3 ) 64 (12 ) 109 (15 ) 173 Total available-for-sale securities (1,304 ) 100,316 (1,162 ) 31,348 (2,466 ) 131,664 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (73 ) 5,264 — — (73 ) 5,264 Federal agency mortgage-backed securities (314 ) 23,115 — — (314 ) 23,115 Collateralized loan and other debt obligations (20 ) 1,148 (4 ) 233 (24 ) 1,381 Other (3 ) 1,096 — — (3 ) 1,096 Total held-to-maturity securities (410 ) 30,623 (4 ) 233 (414 ) 30,856 Total $ (1,714 ) 130,939 (1,166 ) 31,581 (2,880 ) 162,520 December 31, 2014 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (16 ) 7,138 (122 ) 5,719 (138 ) 12,857 Securities of U.S. states and political subdivisions (198 ) 10,228 (301 ) 3,725 (499 ) 13,953 Mortgage-backed securities: Federal agencies (16 ) 1,706 (735 ) 37,854 (751 ) 39,560 Residential (18 ) 946 (6 ) 144 (24 ) 1,090 Commercial (9 ) 2,202 (48 ) 1,532 (57 ) 3,734 Total mortgage-backed securities (43 ) 4,854 (789 ) 39,530 (832 ) 44,384 Corporate debt securities (102 ) 1,674 (68 ) 1,265 (170 ) 2,939 Collateralized loan and other debt obligations (99 ) 12,755 (85 ) 3,958 (184 ) 16,713 Other (23 ) 708 (4 ) 277 (27 ) 985 Total debt securities (481 ) 37,357 (1,369 ) 54,474 (1,850 ) 91,831 Marketable equity securities: Perpetual preferred securities (2 ) 92 (68 ) 633 (70 ) 725 Other marketable equity securities (2 ) 41 — — (2 ) 41 Total marketable equity securities (4 ) 133 (68 ) 633 (72 ) 766 Total available-for-sale securities (485 ) 37,490 (1,437 ) 55,107 (1,922 ) 92,597 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (8 ) 1,889 — — (8 ) 1,889 Collateralized loan and other debt obligations (13 ) 1,391 — — (13 ) 1,391 Total held-to-maturity securities (21 ) 3,280 — — (21 ) 3,280 Total $ (506 ) 40,770 (1,437 ) 55,107 (1,943 ) 95,877 We have assessed each security with gross unrealized losses included in the previous table for credit impairment. As part of that assessment we evaluated and concluded that we do not intend to sell any of the securities and that it is more likely than not that we will not be required to sell prior to recovery of the amortized cost basis. For debt securities, we evaluate, where necessary, whether credit impairment exists by comparing the present value of the expected cash flows to the securities’ amortized cost basis. For equity securities, we consider numerous factors in determining whether impairment exists, including our intent and ability to hold the securities for a period of time sufficient to recover the cost basis of the securities. For descriptions of the factors we consider when analyzing securities for impairment, see Note 1 (Summary of Significant Accounting Policies) and below. SECURITIES OF U.S. TREASURY AND FEDERAL AGENCIES AND FEDERAL AGENCY MORTGAGE-BACKED SECURITIES (MBS) The unrealized losses associated with U.S. Treasury and federal agency securities and federal agency MBS are primarily driven by changes in interest rates and not due to credit losses given the explicit or implicit guarantees provided by the U.S. government. SECURITIES OF U.S. STATES AND POLITICAL SUBDIVISIONS The unrealized losses associated with securities of U.S. states and political subdivisions are primarily driven by changes in the relationship between municipal and term funding credit curves rather than by changes to the credit quality of the underlying securities. Substantially all of these investments are investment grade. The securities were generally underwritten in accordance with our own investment standards prior to the decision to purchase. Some of these securities are guaranteed by a bond insurer, but we did not rely on this guarantee when making our investment decision. These investments will continue to be monitored as part of our ongoing impairment analysis but are expected to perform, even if the rating agencies reduce the credit rating of the bond insurers. As a result, we expect to recover the entire amortized cost basis of these securities. RESIDENTIAL AND COMMERCIAL MBS The unrealized losses associated with private residential MBS and commercial MBS are primarily driven by changes in projected collateral losses, credit spreads and interest rates. We assess for credit impairment by estimating the present value of expected cash flows. The key assumptions for determining expected cash flows include default rates, loss severities and/or prepayment rates. We estimate security losses by forecasting the underlying mortgage loans in each transaction. We use forecasted loan performance to project cash flows to the various tranches in the structure. We also consider cash flow forecasts and, as applicable, independent industry analyst reports and forecasts, sector credit ratings, and other independent market data. Based upon our assessment of the expected credit losses and the credit enhancement level of the securities, we expect to recover the entire amortized cost basis of these securities. CORPORATE DEBT SECURITIES The unrealized losses associated with corporate debt securities are primarily related to unsecured debt obligations issued by various corporations. We evaluate the financial performance of each issuer on a quarterly basis to determine if the issuer can make all contractual principal and interest payments. Based upon this assessment, we expect to recover the entire amortized cost basis of these securities. COLLATERALIZED LOAN AND OTHER DEBT OBLIGATIONS The unrealized losses associated with collateralized loan and other debt obligations relate to securities primarily backed by commercial, residential or other consumer collateral. The unrealized losses are primarily driven by changes in projected collateral losses, credit spreads and interest rates. We assess for credit impairment by estimating the present value of expected cash flows. The key assumptions for determining expected cash flows include default rates, loss severities and prepayment rates. We also consider cash flow forecasts and, as applicable, independent industry analyst reports and forecasts, sector credit ratings, and other independent market data. Based upon our assessment of the expected credit losses and the credit enhancement level of the securities, we expect to recover the entire amortized cost basis of these securities. OTHER DEBT SECURITIES The unrealized losses associated with other debt securities predominantly relate to other asset-backed securities. The losses are primarily driven by changes in projected collateral losses, credit spreads and interest rates. We assess for credit impairment by estimating the present value of expected cash flows. The key assumptions for determining expected cash flows include default rates, loss severities and prepayment rates. Based upon our assessment of the expected credit losses and the credit enhancement level of the securities, we expect to recover the entire amortized cost basis of these securities. MARKETABLE EQUITY SECURITIES Our marketable equity securities include investments in perpetual preferred securities, which provide attractive tax-equivalent yields. We evaluate these hybrid financial instruments with investment-grade ratings for impairment using an evaluation methodology similar to the approach used for debt securities. Perpetual preferred securities are not considered to be other-than-temporarily impaired if there is no evidence of credit deterioration or investment rating downgrades of any issuers to below investment grade, and we expect to continue to receive full contractual payments. We will continue to evaluate the prospects for these securities for recovery in their market value in accordance with our policy for estimating OTTI. We have recorded impairment write-downs on perpetual preferred securities where there was evidence of credit deterioration. OTHER INVESTMENT SECURITIES MATTERS The fair values of our investment securities could decline in the future if the underlying performance of the collateral for the residential and commercial MBS or other securities deteriorate, and our credit enhancement levels do not provide sufficient protection to our contractual principal and interest. As a result, there is a risk that significant OTTI may occur in the future. Table 5.3 shows the gross unrealized losses and fair value of debt and perpetual preferred investment securities by those rated investment grade and those rated less than investment grade according to their lowest credit rating by Standard & Poor’s Rating Services (S&P) or Moody’s Investors Service (Moody’s). Credit ratings express opinions about the credit quality of a security. Securities rated investment grade, that is those rated BBB- or higher by S&P or Baa3 or higher by Moody’s, are generally considered by the rating agencies and market participants to be low credit risk. Conversely, securities rated below investment grade, labeled as "speculative grade" by the rating agencies, are considered to be distinctively higher credit risk than investment grade securities. We have also included securities not rated by S&P or Moody’s in the table below based on our internal credit grade of the securities (used for credit risk management purposes) equivalent to the credit rating assigned by major credit agencies. The unrealized losses and fair value of unrated securities categorized as investment grade based on internal credit grades were $17 million and $3.7 billion , respectively, at December 31, 2015 , and $25 million and $1.6 billion , respectively, at December 31, 2014 . If an internal credit grade was not assigned, we categorized the security as non-investment grade. Table 5.3: Gross Unrealized Losses and Fair Value by Investment Grade Investment grade Non-investment grade (in millions) Gross unrealized losses Fair value Gross unrealized losses Fair value December 31, 2015 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (148 ) 24,795 — — Securities of U.S. states and political subdivisions (464 ) 15,470 (38 ) 360 Mortgage-backed securities: Federal agencies (828 ) 46,217 — — Residential (12 ) 795 (13 ) 766 Commercial (59 ) 6,361 (26 ) 478 Total mortgage-backed securities (899 ) 53,373 (39 ) 1,244 Corporate debt securities (140 ) 4,167 (309 ) 1,831 Collateralized loan and other debt obligations (368 ) 27,058 — — Other (43 ) 2,915 (3 ) 278 Total debt securities (2,062 ) 127,778 (389 ) 3,713 Perpetual preferred securities (13 ) 133 — — Total available-for-sale securities (2,075 ) 127,911 (389 ) 3,713 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (73 ) 5,264 — — Federal agency mortgage-backed securities (314 ) 23,115 — — Collateralized loan and other debt obligations (24 ) 1,381 — — Other (3 ) 1,096 — — Total held-to-maturity securities (414 ) 30,856 — — Total $ (2,489 ) 158,767 (389 ) 3,713 December 31, 2014 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (138 ) 12,857 — — Securities of U.S. states and political subdivisions (459 ) 13,600 (40 ) 353 Mortgage-backed securities: Federal agencies (751 ) 39,560 — — Residential — 139 (24 ) 951 Commercial (24 ) 3,366 (33 ) 368 Total mortgage-backed securities (775 ) 43,065 (57 ) 1,319 Corporate debt securities (39 ) 1,807 (131 ) 1,132 Collateralized loan and other debt obligations (172 ) 16,609 (12 ) 104 Other (23 ) 782 (4 ) 203 Total debt securities (1,606 ) 88,720 (244 ) 3,111 Perpetual preferred securities (70 ) 725 — — Total available-for-sale securities (1,676 ) 89,445 (244 ) 3,111 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (8 ) 1,889 — — Collateralized loan and other debt obligations (13 ) 1,391 — — Total held-to-maturity securities (21 ) 3,280 — — Total $ (1,697 ) 92,725 (244 ) 3,111 Contractual Maturities Table 5.4 shows the remaining contractual maturities and contractual weighted-average yields (taxable-equivalent basis) of available-for-sale debt securities. The remaining contractual principal maturities for MBS do not consider prepayments. Remaining expected maturities will differ from contractual maturities because borrowers may have the right to prepay obligations before the underlying mortgages mature. Table 5.4: Contractual Maturities Remaining contractual maturity Total Within one year After one year through five years After five years through ten years After ten years (in millions) amount Yield Amount Yield Amount Yield Amount Yield Amount Yield December 31, 2015 Available-for-sale securities (1): Securities of U.S. Treasury and federal agencies $ 36,250 1.49 % $ 216 0.77 % $ 31,602 1.44 % $ 4,432 1.86 % $ — — % Securities of U.S. states and political subdivisions 49,990 5.82 1,969 2.09 7,709 2.02 3,010 5.25 37,302 6.85 Mortgage-backed securities: Federal agencies 104,546 3.29 3 6.55 373 1.58 1,735 3.84 102,435 3.29 Residential 8,558 4.17 — — 34 5.11 34 6.03 8,490 4.16 Commercial 14,088 5.06 — — 61 2.79 — — 14,027 5.07 Total mortgage-backed securities 127,192 3.54 3 6.55 468 1.99 1,769 3.88 124,952 3.55 Corporate debt securities 15,411 4.57 1,960 3.84 6,731 4.47 5,459 4.76 1,261 5.47 Collateralized loan and other debt obligations 30,967 2.08 2 0.33 804 0.90 12,707 2.01 17,454 2.19 Other 5,911 2.05 68 2.47 1,228 2.57 953 1.94 3,662 1.89 Total available-for-sale debt securities at fair value $ 265,721 3.55 % $ 4,218 2.84 % $ 48,542 1.98 % $ 28,330 2.98 % $ 184,631 4.07 % December 31, 2014 Available-for-sale securities (1): Securities of U.S. Treasury and federal agencies $ 25,804 1.49 % $ 181 1.47 % $ 22,348 1.44 % $ 3,275 1.83 % $ — — % Securities of U.S. states and political subdivisions 44,944 5.66 3,568 1.71 7,050 2.19 3,235 5.13 31,091 6.96 Mortgage-backed securities: Federal agencies 110,089 3.27 — — 276 2.86 1,011 3.38 108,802 3.27 Residential 9,269 4.50 — — 9 4.81 83 5.63 9,177 4.49 Commercial 16,994 5.16 1 0.28 62 2.71 5 1.30 16,926 5.17 Total mortgage-backed securities 136,352 3.59 1 0.28 347 2.88 1,099 3.54 134,905 3.59 Corporate debt securities 14,786 4.90 600 4.32 7,634 4.54 5,209 5.30 1,343 5.70 Collateralized loan and other debt obligations 25,361 1.83 23 1.95 944 0.71 8,472 1.67 15,922 1.99 Other 6,519 1.79 274 1.55 1,452 2.56 1,020 1.32 3,773 1.64 Total available-for-sale debt securities at fair value $ 253,766 3.60 % $ 4,647 2.03 % $ 39,775 2.20 % $ 22,310 3.12 % $ 187,034 3.99 % (1) Weighted-average yields displayed by maturity bucket are weighted based on fair value and predominantly represent contractual coupon rates without effect for any related hedging derivatives. Table 5.5 shows the amortized cost and weighted-average yields of held-to-maturity debt securities by contractual maturity. Table 5.5: Amortized Cost by Contractual Maturity Remaining contractual maturity Total Within one year After one year through five years After five years through ten years After ten years (in millions) amount Yield Amount Yield Amount Yield Amount Yield Amount Yield December 31, 2015 Held-to-maturity securities (1): Amortized cost: Securities of U.S. Treasury and federal agencies $ 44,660 2.12 % $ — — % $ 1,276 1.75 % $ 43,384 2.13 % $ — — % Securities of U.S. states and political subdivisions 2,185 5.97 — — — — 104 7.49 2,081 5.89 Federal agency mortgage-backed securities 28,604 3.47 — — — — — — 28,604 3.47 Collateralized loan and other debt obligations 1,405 2.03 — — — — — — 1,405 2.03 Other 3,343 1.68 — — 2,351 1.74 992 1.53 — — Total held-to-maturity debt securities at amortized cost $ 80,197 2.69 % $ — — % $ 3,627 1.74 % $ 44,480 2.13 % $ 32,090 3.57 % December 31, 2014 Held-to-maturity securities (1): Amortized cost: Securities of U.S. Treasury and federal agencies $ 40,886 2.12 % $ — — % $ — — % $ 40,886 2.12 % $ — — % Securities of U.S. states and political subdivisions 1,962 5.60 — — — — 9 6.60 1,953 5.59 Federal agency mortgage-backed securities 5,476 3.89 — — — — — — 5,476 3.89 Collateralized loan and other debt obligations 1,404 1.96 — — — — — — 1,404 1.96 Other 5,755 1.64 192 1.61 4,214 1.72 1,349 1.41 — — Total held-to-maturity debt securities at amortized cost $ 55,483 2.37 % $ 192 1.61 % $ 4,214 1.72 % $ 42,244 2.10 % $ 8,833 3.96 % (1) Weighted-average yields displayed by maturity bucket are weighted based on amortized cost and predominantly represent contractual coupon rates. Table 5.6 shows the fair value of held-to-maturity debt securities by contractual maturity. Table 5.6: Fair Value by Contractual Maturity Remaining contractual maturity Total Within one year After one year through five years After five years through ten years After ten years (in millions) amount Amount Amount Amount Amount December 31, 2015 Held-to-maturity securities: Fair value: Securities of U.S. Treasury and federal agencies $ 45,167 — 1,298 43,869 — Securities of U.S. states and political subdivisions 2,250 — — 105 2,145 Federal agency mortgage-backed securities 28,421 — — — 28,421 Collateralized loan and other debt obligations 1,381 — — — 1,381 Other 3,348 — 2,353 995 — Total held-to-maturity debt securities at fair value $ 80,567 — 3,651 44,969 31,947 December 31, 2014 Held-to-maturity securities: Fair Value: Securities of U.S. Treasury and federal agencies $ 41,548 — — 41,548 — Securities of U.S. states and political subdivisions 1,989 — — 9 1,980 Federal agency mortgage-backed securities 5,641 — — — 5,641 Collateralized loan and other debt obligations 1,391 — — — 1,391 Other 5,790 193 4,239 1,358 — Total held-to-maturity debt securities at fair value $ 56,359 193 4,239 42,915 9,012 Realized Gains and Losses Table 5.7 shows the gross realized gains and losses on sales and OTTI write-downs related to the available-for-sale securities portfolio, which includes marketable equity securities, as well as net realized gains and losses on nonmarketable equity investments (see Note 7 (Premises, Equipment, Lease Commitments and Other Assets)). Table 5.7: Realized Gains and Losses Year ended December 31, (in millions) 2015 2014 2013 Gross realized gains $ 1,775 1,560 492 Gross realized losses (67 ) (14 ) (24 ) OTTI write-downs (185 ) (52 ) (183 ) Net realized gains from available-for-sale securities 1,523 1,494 285 Net realized gains from nonmarketable equity investments 1,659 1,479 1,158 Net realized gains from debt securities and equity investments $ 3,182 2,973 1,443 Other-Than-Temporary Impairment Table 5.8 shows the detail of total OTTI write-downs included in earnings for available-for-sale debt securities, marketable equity securities and nonmarketable equity investments. There were no OTTI write-downs on held-to-maturity securities during the years ended December 31, 2015 , 2014 or 2013 . Table 5.8: OTTI Write-downs Year ended December 31, (in millions) 2015 2014 2013 OTTI write-downs included in earnings Debt securities: Securities of U.S. states and political subdivisions $ 18 11 2 Mortgage-backed securities: Federal agencies — — 1 Residential 54 26 72 Commercial 4 9 53 Corporate debt securities (1) 105 1 4 Collateralized loan and other debt obligations — 2 — Other debt securities 2 — 26 Total debt securities 183 49 158 Equity securities: Marketable equity securities: Other marketable equity securities 2 3 25 Total marketable equity securities 2 3 25 Total investment securities 185 52 183 Nonmarketable equity investments (1) 374 270 161 Total OTTI write-downs included in earnings (1) $ 559 322 344 (1) December 31, 2015, includes $287 million in OTTI write-downs of energy investments, of which $104 million related to corporate debt securities and $183 million related to nonmarketable equity investments. Other-Than-Temporarily Impaired Debt Securities Table 5.9 shows the detail of OTTI write-downs on available-for-sale debt securities included in earnings and the related changes in OCI for the same securities. Table 5.9: OTTI Write-downs Included in Earnings Year ended December 31, (in millions) 2015 2014 2013 OTTI on debt securities Recorded as part of gross realized losses: Credit-related OTTI $ 169 40 107 Intent-to-sell OTTI 14 9 51 Total recorded as part of gross realized losses 183 49 158 Changes to OCI for losses (reversal of losses) in non-credit-related OTTI (1): Securities of U.S. states and political subdivisions (1 ) — (2 ) Residential mortgage-backed securities (42 ) (10 ) (27 ) Commercial mortgage-backed securities (16 ) (21 ) (90 ) Corporate debt securities 12 — — Collateralized loan and other debt obligations — — (1 ) Other debt securities — — 1 Total changes to OCI for non-credit-related OTTI (47 ) (31 ) (119 ) Total OTTI losses recorded on debt securities $ 136 18 39 (1) Represents amounts recorded to OCI for impairment, due to factors other than credit, on debt securities that have also had credit-related OTTI write-downs during the period. Increases represent initial or subsequent non-credit-related OTTI on debt securities. Decreases represent partial to full reversal of impairment due to recoveries in the fair value of securities due to non-credit factors. Table 5.10 presents a rollforward of the OTTI credit loss that has been recognized in earnings as a write-down of available-for-sale debt securities we still own (referred to as "credit-impaired" debt securities) and do not intend to sell. Recognized credit loss represents the difference between the present value of expected future cash flows discounted using the security’s current effective interest rate and the amortized cost basis of the security prior to considering credit loss. Table 5.10: Rollforward of OTTI Credit Loss Year ended December 31, (in millions) 2015 2014 2013 Credit loss recognized, beginning of year $ 1,025 1,171 1,289 Additions: For securities with initial credit impairments 102 5 21 For securities with previous credit impairments 67 35 86 Total additions 169 40 107 Reductions: For securities sold, matured, or intended/required to be sold (93 ) (169 ) (194 ) For recoveries of previous credit impairments (1) (9 ) (17 ) (31 ) Total reductions (102 ) (186 ) (225 ) Credit loss recognized, end of year $ 1,092 1,025 1,171 (1) Recoveries of previous credit impairments result from increases in expected cash flows subsequent to credit loss recognition. Such recoveries are reflected prospectively as interest yield adjustments using the effective interest method.

Loans and Allowance for Credit

Loans and Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Loans and Allowance for Credit Losses	Note 6: Loans and Allowance for Credit Losses Table 6.1 presents total loans outstanding by portfolio segment and class of financing receivable. Outstanding balances include a total net reduction of $3.8 billion and $4.5 billion at December 31, 2015 and 2014 , respectively, for unearned income, net deferred loan fees, and unamortized discounts and premiums. Table 6.1: Loans Outstanding December 31, (in millions) 2015 2014 2013 2012 2011 Commercial: Commercial and industrial $ 299,892 271,795 235,358 223,703 205,824 Real estate mortgage 122,160 111,996 112,427 106,392 106,028 Real estate construction 22,164 18,728 16,934 16,983 19,470 Lease financing 12,367 12,307 12,371 12,736 13,387 Total commercial 456,583 414,826 377,090 359,814 344,709 Consumer: Real estate 1-4 family first mortgage 273,869 265,386 258,507 249,912 229,408 Real estate 1-4 family junior lien mortgage 53,004 59,717 65,950 75,503 86,041 Credit card 34,039 31,119 26,882 24,651 22,905 Automobile 59,966 55,740 50,808 45,998 43,508 Other revolving credit and installment 39,098 35,763 43,049 42,473 43,060 Total consumer 459,976 447,725 445,196 438,537 424,922 Total loans $ 916,559 862,551 822,286 798,351 769,631 Our foreign loans are reported by respective class of financing receivable in the table above. Substantially all of our foreign loan portfolio is commercial loans. Loans are classified as foreign primarily based on whether the borrower’s primary address is outside of the United States. Table 6.2 presents total commercial foreign loans outstanding by class of financing receivable. Table 6.2: Commercial Foreign Loans Outstanding December 31, (in millions) 2015 2014 2013 2012 2011 Commercial foreign loans: Commercial and industrial $ 49,049 44,707 41,547 37,148 38,609 Real estate mortgage 8,350 4,776 5,328 52 53 Real estate construction 444 218 187 79 88 Lease financing 274 336 338 312 269 Total commercial foreign loans $ 58,117 50,037 47,400 37,591 39,019 Loan Concentrations Loan concentrations may exist when there are amounts loaned to borrowers engaged in similar activities or similar types of loans extended to a diverse group of borrowers that would cause them to be similarly impacted by economic or other conditions. At December 31, 2015 and 2014 , we did not have concentrations representing 10% or more of our total loan portfolio in domestic commercial and industrial loans and lease financing by industry or CRE loans (real estate mortgage and real estate construction) by state or property type. Our real estate 1-4 family mortgage loans to borrowers in the state of California represented approximately 13% of total loans at both December 31, 2015 and 2014 , of which 2% were PCI loans in both years. These California loans are generally diversified among the larger metropolitan areas in California, with no single area consisting of more than 5% of total loans. We continuously monitor changes in real estate values and underlying economic or market conditions for all geographic areas of our real estate 1-4 family mortgage portfolio as part of our credit risk management process. Some of our real estate 1-4 family first and junior lien mortgage loans include an interest-only feature as part of the loan terms. These interest-only loans were approximately 9% of total loans at December 31, 2015 , and 12% at December 31, 2014 . Substantially all of these interest-only loans at origination were considered to be prime or near prime. We do not offer option adjustable-rate mortgage (ARM) products, nor do we offer variable-rate mortgage products with fixed payment amounts, commonly referred to within the financial services industry as negative amortizing mortgage loans. We acquired an option payment loan portfolio (Pick-a-Pay) from Wachovia at December 31, 2008. A majority of the portfolio was identified as PCI loans. Since the acquisition, we have reduced our exposure to the option payment portion of the portfolio through our modification efforts and loss mitigation actions. At December 31, 2015 , approximately 2% of total loans remained with the payment option feature compared with 10% at December 31, 2008. Our first and junior lien lines of credit products generally have a draw period of 10 years (with some up to 15 or 20 years ) with variable interest rate and payment options during the draw period of (1) interest only or (2) 1.5% of total outstanding balance plus accrued interest. During the draw period, the borrower has the option of converting all or a portion of the line from a variable interest rate to a fixed rate with terms including interest-only payments for a fixed period between three to seven years or a fully amortizing payment with a fixed period between five to 30 years . At the end of the draw period, a line of credit generally converts to an amortizing payment schedule with repayment terms of up to 30 years based on the balance at time of conversion. At December 31, 2015 , our lines of credit portfolio had an outstanding balance of $63.6 billion , of which $9.6 billion , or 15% , is in its amortization period, another $11.3 billion , or 18% , of our total outstanding balance, will reach their end of draw period during 2016 through 2017 , $6.8 billion , or 11% , during 2018 through 2020 , and $35.9 billion , or 56% , will convert in subsequent years. This portfolio had unfunded credit commitments of $67.7 billion at December 31, 2015 . The lines that enter their amortization period may experience higher delinquencies and higher loss rates than the ones in their draw period. At December 31, 2015 , $506 million , or 5% , of outstanding lines of credit that are in their amortization period were 30 or more days past due, compared with $937 million , or 2% , for lines in their draw period. We have considered this increased inherent risk in our allowance for credit loss estimate. In anticipation of our borrowers reaching the end of their contractual commitment, we have created a program to inform, educate and help these borrowers transition from interest-only to fully-amortizing payments or full repayment. We monitor the performance of the borrowers moving through the program in an effort to refine our ongoing program strategy. Loan Purchases, Sales, and Transfers Table 6.3 summarizes the proceeds paid or received for purchases and sales of loans and transfers from loans held for investment to mortgages/loans held for sale at lower of cost or fair value. This loan activity primarily includes loans purchased and sales of whole loan or participating interests, whereby we receive or transfer a portion of a loan after origination. The table excludes PCI loans and loans recorded at fair value, including loans originated for sale because their loan activity normally does not impact the allowance for credit losses. Table 6.3: Loan Purchases, Sales, and Transfers Year ended December 31, 2015 2014 (in millions) Commercial Consumer Total Commercial Consumer Total Purchases (1) $ 13,674 340 14,014 4,952 1,365 6,317 Sales (1) (1,214 ) (160 ) (1,374 ) (1,706 ) (152 ) (1,858 ) Transfers to MHFS/LHFS (1) (91 ) (16 ) (107 ) (99 ) (9,778 ) (9,877 ) (1) All categories exclude activity in government insured/guaranteed real estate 1-4 family first mortgage loans. As servicer, we are able to buy delinquent insured/guaranteed loans out of the Government National Mortgage Association (GNMA) pools, and manage and/or resell them in accordance with applicable requirements. These loans are predominantly insured by the Federal Housing Administration (FHA) or guaranteed by the Department of Veterans Affairs (VA). Accordingly, these loans have limited impact on the allowance for loan losses. Commitments to Lend A commitment to lend is a legally binding agreement to lend funds to a customer, usually at a stated interest rate, if funded, and for specific purposes and time periods. We generally require a fee to extend such commitments. Certain commitments are subject to loan agreements with covenants regarding the financial performance of the customer or borrowing base formulas on an ongoing basis that must be met before we are required to fund the commitment. We may reduce or cancel consumer commitments, including home equity lines and credit card lines, in accordance with the contracts and applicable law. We may, as a representative for other lenders, advance funds or provide for the issuance of letters of credit under syndicated loan or letter of credit agreements. Any advances are generally repaid in less than a week and would normally require default of both the customer and another lender to expose us to loss. These temporary advance arrangements totaled approximately $75 billion at December 31, 2015 and $87 billion at December 31, 2014 . We issue commercial letters of credit to assist customers in purchasing goods or services, typically for international trade. At December 31, 2015 and 2014 , we had $1.1 billion and $1.2 billion , respectively, of outstanding issued commercial letters of credit. We also originate multipurpose lending commitments under which borrowers have the option to draw on the facility for different purposes in one of several forms, including a standby letter of credit. See Note 14 (Guarantees, Pledged Assets and Collateral) for additional information on standby letters of credit. When we make commitments, we are exposed to credit risk. The maximum credit risk for these commitments will generally be lower than the contractual amount because a significant portion of these commitments are expected to expire without being used by the customer. In addition, we manage the potential risk in commitments to lend by limiting the total amount of commitments, both by individual customer and in total, by monitoring the size and maturity structure of these commitments and by applying the same credit standards for these commitments as for all of our credit activities. For loans and commitments to lend, we generally require collateral or a guarantee. We may require various types of collateral, including commercial and consumer real estate, autos, other short-term liquid assets such as accounts receivable or inventory and long-lived assets, such as equipment and other business assets. Collateral requirements for each loan or commitment may vary based on the loan product and our assessment of a customer’s credit risk according to the specific credit underwriting, including credit terms and structure. The contractual amount of our unfunded credit commitments, including unissued standby and commercial letters of credit, is summarized by portfolio segment and class of financing receivable in Table 6.4 . The table excludes the standby and commercial letters of credit and temporary advance arrangements described above. Table 6.4: Unfunded Credit Commitments (in millions) Dec 31, Dec 31, Commercial: Commercial and industrial $ 296,710 278,093 Real estate mortgage 7,378 6,134 Real estate construction 18,047 15,587 Lease financing — 3 Total commercial 322,135 299,817 Consumer: Real estate 1-4 family first mortgage 34,621 32,055 Real estate 1-4 family junior lien mortgage 43,309 45,492 Credit card 98,904 95,062 Other revolving credit and installment 27,899 24,816 Total consumer 204,733 197,425 Total unfunded credit commitments $ 526,868 497,242 Allowance for Credit Losses Table 6.5 presents the allowance for credit losses, which consists of the allowance for loan losses and the allowance for unfunded credit commitments. Table 6.5: Allowance for Credit Losses Year ended December 31, (in millions) 2015 2014 2013 2012 2011 Balance, beginning of year $ 13,169 14,971 17,477 19,668 23,463 Provision for credit losses 2,442 1,395 2,309 7,217 7,899 Interest income on certain impaired loans (1) (198 ) (211 ) (264 ) (315 ) (332 ) Loan charge-offs: Commercial: Commercial and industrial (734 ) (627 ) (739 ) (1,404 ) (1,681 ) Real estate mortgage (59 ) (66 ) (190 ) (382 ) (636 ) Real estate construction (4 ) (9 ) (28 ) (191 ) (351 ) Lease financing (14 ) (15 ) (34 ) (24 ) (41 ) Total commercial (811 ) (717 ) (991 ) (2,001 ) (2,709 ) Consumer: Real estate 1-4 family first mortgage (507 ) (721 ) (1,439 ) (3,020 ) (3,896 ) Real estate 1-4 family junior lien mortgage (635 ) (864 ) (1,579 ) (3,437 ) (3,765 ) Credit card (1,116 ) (1,025 ) (1,022 ) (1,105 ) (1,458 ) Automobile (742 ) (729 ) (625 ) (651 ) (797 ) Other revolving credit and installment (643 ) (668 ) (754 ) (759 ) (990 ) Total consumer (3,643 ) (4,007 ) (5,419 ) (8,972 ) (10,906 ) Total loan charge-offs (4,454 ) (4,724 ) (6,410 ) (10,973 ) (13,615 ) Loan recoveries: Commercial: Commercial and industrial 252 369 396 472 426 Real estate mortgage 127 160 226 163 143 Real estate construction 37 136 137 124 146 Lease financing 8 8 17 20 25 Total commercial 424 673 776 779 740 Consumer: Real estate 1-4 family first mortgage 245 212 246 157 405 Real estate 1-4 family junior lien mortgage 259 238 269 260 218 Credit card 175 161 127 188 257 Automobile 325 349 322 364 449 Other revolving credit and installment 134 146 161 191 247 Total consumer 1,138 1,106 1,125 1,160 1,576 Total loan recoveries 1,562 1,779 1,901 1,939 2,316 Net loan charge-offs (2) (2,892 ) (2,945 ) (4,509 ) (9,034 ) (11,299 ) Other (9 ) (41 ) (42 ) (59 ) (63 ) Balance, end of year $ 12,512 13,169 14,971 17,477 19,668 Components: Allowance for loan losses $ 11,545 12,319 14,502 17,060 19,372 Allowance for unfunded credit commitments 967 850 469 417 296 Allowance for credit losses (3) $ 12,512 13,169 14,971 17,477 19,668 Net loan charge-offs as a percentage of average total loans (2) 0.33 % 0.35 0.56 1.17 1.49 Allowance for loan losses as a percentage of total loans (3) 1.26 1.43 1.76 2.13 2.52 Allowance for credit losses as a percentage of total loans (3) 1.37 1.53 1.82 2.19 2.56 (1) Certain impaired loans with an allowance calculated by discounting expected cash flows using the loan’s effective interest rate over the remaining life of the loan recognize reductions in the allowance as interest income. (2) For PCI loans, charge-offs are only recorded to the extent that losses exceed the purchase accounting estimates. (3) The allowance for credit losses includes $1 million , $11 million , $30 million , $117 million and $231 million at December 31, 2015 , 2014 , 2013 , 2012 , and 2011 , respectively, related to PCI loans acquired from Wachovia. Loans acquired from Wachovia are included in total loans net of related purchase accounting net write-downs. Table 6.6 summarizes the activity in the allowance for credit losses by our commercial and consumer portfolio segments. Table 6.6: Allowance Activity by Portfolio Segment Year ended December 31, 2015 2014 (in millions) Commercial Consumer Total Commercial Consumer Total Balance, beginning of year $ 6,377 6,792 13,169 6,103 8,868 14,971 Provision for credit losses 908 1,534 2,442 342 1,053 1,395 Interest income on certain impaired loans (17 ) (181 ) (198 ) (20 ) (191 ) (211 ) Loan charge-offs (811 ) (3,643 ) (4,454 ) (717 ) (4,007 ) (4,724 ) Loan recoveries 424 1,138 1,562 673 1,106 1,779 Net loan charge-offs (387 ) (2,505 ) (2,892 ) (44 ) (2,901 ) (2,945 ) Other (9 ) — (9 ) (4 ) (37 ) (41 ) Balance, end of year $ 6,872 5,640 12,512 6,377 6,792 13,169 Table 6.7 disaggregates our allowance for credit losses and recorded investment in loans by impairment methodology. Table 6.7: Allowance by Impairment Methodology Allowance for credit losses Recorded investment in loans (in millions) Commercial Consumer Total Commercial Consumer Total December 31, 2015 Collectively evaluated (1) $ 5,999 3,436 9,435 452,063 420,705 872,768 Individually evaluated (2) 872 2,204 3,076 3,808 20,012 23,820 PCI (3) 1 — 1 712 19,259 19,971 Total $ 6,872 5,640 12,512 456,583 459,976 916,559 December 31, 2014 Collectively evaluated (1) $ 5,482 3,706 9,188 409,560 404,263 813,823 Individually evaluated (2) 884 3,086 3,970 3,759 21,649 25,408 PCI (3) 11 — 11 1,507 21,813 23,320 Total $ 6,377 6,792 13,169 414,826 447,725 862,551 (1) Represents loans collectively evaluated for impairment in accordance with Accounting Standards Codification (ASC) 450-20, Loss Contingencies (formerly FAS 5), and pursuant to amendments by ASU 2010-20 regarding allowance for non-impaired loans. (2) Represents loans individually evaluated for impairment in accordance with ASC 310-10, Receivables (formerly FAS 114), and pursuant to amendments by ASU 2010-20 regarding allowance for impaired loans. (3) Represents the allowance and related loan carrying value determined in accordance with ASC 310-30 , Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly SOP 3-3) and pursuant to amendments by ASU 2010-20 regarding allowance for PCI loans. Credit Quality We monitor credit quality by evaluating various attributes and utilize such information in our evaluation of the appropriateness of the allowance for credit losses. The following sections provide the credit quality indicators we most closely monitor. The credit quality indicators are generally based on information as of our financial statement date, with the exception of updated Fair Isaac Corporation (FICO) scores and updated loan-to-value (LTV)/combined LTV (CLTV), which are obtained at least quarterly. Generally, these indicators are updated in the second month of each quarter, with updates no older than September 30, 2015 . See the “Purchased Credit-Impaired Loans” section of this Note for credit quality information on our PCI portfolio. COMMERCIAL CREDIT QUALITY INDICATORS In addition to monitoring commercial loan concentration risk, we manage a consistent process for assessing commercial loan credit quality. Generally, commercial loans are subject to individual risk assessment using our internal borrower and collateral quality ratings. Our ratings are aligned to Pass and Criticized categories. The Criticized category includes Special Mention, Substandard, and Doubtful categories which are defined by bank regulatory agencies. Table 6.8 provides a breakdown of outstanding commercial loans by risk category. Of the $7.1 billion in criticized commercial real estate (CRE) loans at December 31, 2015 , $1.0 billion has been placed on nonaccrual status and written down to net realizable collateral value. CRE loans have a high level of monitoring in place to manage these assets and mitigate loss exposure. Table 6.8: Commercial Loans by Risk Category (in millions) Commercial and industrial Real estate mortgage Real estate construction Lease financing Total December 31, 2015 By risk category: Pass $ 281,356 115,025 21,546 11,772 429,699 Criticized 18,458 6,593 526 595 26,172 Total commercial loans (excluding PCI) 299,814 121,618 22,072 12,367 455,871 Total commercial PCI loans (carrying value) 78 542 92 — 712 Total commercial loans $ 299,892 122,160 22,164 12,367 456,583 December 31, 2014 By risk category: Pass $ 255,611 103,319 17,661 11,723 388,314 Criticized 16,109 7,416 896 584 25,005 Total commercial loans (excluding PCI) 271,720 110,735 18,557 12,307 413,319 Total commercial PCI loans (carrying value) 75 1,261 171 — 1,507 Total commercial loans $ 271,795 111,996 18,728 12,307 414,826 Table 6.9 provides past due information for commercial loans, which we monitor as part of our credit risk management practices. Table 6.9: Commercial Loans by Delinquency Status (in millions) Commercial and industrial Real estate mortgage Real estate construction Lease financing Total December 31, 2015 By delinquency status: Current-29 DPD and still accruing $ 297,847 120,415 21,920 12,313 452,495 30-89 DPD and still accruing 507 221 82 28 838 90+ DPD and still accruing 97 13 4 — 114 Nonaccrual loans 1,363 969 66 26 2,424 Total commercial loans (excluding PCI) 299,814 121,618 22,072 12,367 455,871 Total commercial PCI loans (carrying value) 78 542 92 — 712 Total commercial loans $ 299,892 122,160 22,164 12,367 456,583 December 31, 2014 By delinquency status: Current-29 DPD and still accruing $ 270,624 109,032 18,345 12,251 410,252 30-89 DPD and still accruing 527 197 25 32 781 90+ DPD and still accruing 31 16 — — 47 Nonaccrual loans 538 1,490 187 24 2,239 Total commercial loans (excluding PCI) 271,720 110,735 18,557 12,307 413,319 Total commercial PCI loans (carrying value) 75 1,261 171 — 1,507 Total commercial loans $ 271,795 111,996 18,728 12,307 414,826 CONSUMER CREDIT QUALITY INDICATORS We have various classes of consumer loans that present unique risks. Loan delinquency, FICO credit scores and LTV for loan types are common credit quality indicators that we monitor and utilize in our evaluation of the appropriateness of the allowance for credit losses for the consumer portfolio segment. Many of our loss estimation techniques used for the allowance for credit losses rely on delinquency-based models; therefore, delinquency is an important indicator of credit quality and the establishment of our allowance for credit losses. Table 6.10 provides the outstanding balances of our consumer portfolio by delinquency status. Table 6.10: Consumer Loans by Delinquency Status (in millions) Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Credit card Automobile Other revolving credit and installment Total December 31, 2015 By delinquency status: Current-29 DPD $ 225,195 51,778 33,208 58,503 38,690 407,374 30-59 DPD 2,072 325 257 1,121 175 3,950 60-89 DPD 821 184 177 253 107 1,542 90-119 DPD 402 110 150 84 86 832 120-179 DPD 460 145 246 4 21 876 180+ DPD 3,376 393 1 1 19 3,790 Government insured/guaranteed loans (1) 22,353 — — — — 22,353 Total consumer loans (excluding PCI) 254,679 52,935 34,039 59,966 39,098 440,717 Total consumer PCI loans (carrying value) 19,190 69 — — — 19,259 Total consumer loans $ 273,869 53,004 34,039 59,966 39,098 459,976 December 31, 2014 By delinquency status: Current-29 DPD $ 208,642 58,182 30,356 54,365 35,356 386,901 30-59 DPD 2,415 398 239 1,056 180 4,288 60-89 DPD 993 220 160 235 111 1,719 90-119 DPD 488 158 136 78 82 942 120-179 DPD 610 194 227 5 21 1,057 180+ DPD 4,258 464 1 1 13 4,737 Government insured/guaranteed loans (1) 26,268 — — — — 26,268 Total consumer loans (excluding PCI) 243,674 59,616 31,119 55,740 35,763 425,912 Total consumer PCI loans (carrying value) 21,712 101 — — — 21,813 Total consumer loans $ 265,386 59,717 31,119 55,740 35,763 447,725 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $12.4 billion at December 31, 2015 , compared with $16.2 billion at December 31, 2014 . Of the $5.5 billion of consumer loans not government insured/guaranteed that are 90 days or more past due at December 31, 2015 , $867 million was accruing, compared with $6.7 billion past due and $873 million accruing at December 31, 2014 . Real estate 1-4 family first mortgage loans 180 days or more past due totaled $3.4 billion , or 1.3% of total first mortgages (excluding PCI), at December 31, 2015 , compared with $4.3 billion , or 1.7% , at December 31, 2014 . Table 6.11 provides a breakdown of our consumer portfolio by updated FICO. We obtain FICO scores at loan origination and the scores are updated at least quarterly. The majority of our portfolio is underwritten with a FICO score of 680 and above. FICO is not available for certain loan types and may not be obtained if we deem it unnecessary due to strong collateral and other borrower attributes, primarily security-based loans of $7.0 billion at December 31, 2015 , and $5.9 billion at December 31, 2014 . Table 6.11: Consumer Loans by FICO (in millions) Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Credit card Automobile Other revolving credit and installment Total December 31, 2015 By updated FICO: < 600 $ 8,716 3,025 2,927 9,260 965 24,893 600-639 6,961 2,367 2,875 6,619 1,086 19,908 640-679 13,006 4,613 5,354 10,014 2,416 35,403 680-719 24,460 7,863 6,857 10,947 4,388 54,515 720-759 38,309 10,966 7,017 8,279 6,010 70,581 760-799 92,975 16,369 5,693 7,761 8,351 131,149 800+ 44,452 6,895 3,090 6,654 6,510 67,601 No FICO available 3,447 837 226 432 2,395 7,337 FICO not required — — — — 6,977 6,977 Government insured/guaranteed loans (1) 22,353 — — — — 22,353 Total consumer loans (excluding PCI) 254,679 52,935 34,039 59,966 39,098 440,717 Total consumer PCI loans (carrying value) 19,190 69 — — — 19,259 Total consumer loans $ 273,869 53,004 34,039 59,966 39,098 459,976 December 31, 2014 By updated FICO: < 600 $ 11,166 4,001 2,639 8,825 894 27,525 600-639 7,866 2,794 2,588 6,236 1,058 20,542 640-679 13,894 5,324 4,931 9,352 2,366 35,867 680-719 24,412 8,970 6,285 9,994 4,389 54,050 720-759 35,490 12,171 6,407 7,475 5,896 67,439 760-799 82,123 17,897 5,234 7,315 7,673 120,242 800+ 39,219 7,581 2,758 6,184 5,819 61,561 No FICO available 3,236 878 277 359 1,814 6,564 FICO not required — — — — 5,854 5,854 Government insured/guaranteed loans (1) 26,268 — — — — 26,268 Total consumer loans (excluding PCI) 243,674 59,616 31,119 55,740 35,763 425,912 Total consumer PCI loans (carrying value) 21,712 101 — — — 21,813 Total consumer loans $ 265,386 59,717 31,119 55,740 35,763 447,725 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. LTV refers to the ratio comparing the loan’s unpaid principal balance to the property’s collateral value. CLTV refers to the combination of first mortgage and junior lien mortgage (including unused line amounts for credit line products) ratios. LTVs and CLTVs are updated quarterly using a cascade approach which first uses values provided by automated valuation models (AVMs) for the property. If an AVM is not available, then the value is estimated using the original appraised value adjusted by the change in Home Price Index (HPI) for the property location. If an HPI is not available, the original appraised value is used. The HPI value is normally the only method considered for high value properties, generally with an original value of $1 million or more, as the AVM values have proven less accurate for these properties. Table 6.12 shows the most updated LTV and CLTV distribution of the real estate 1-4 family first and junior lien mortgage loan portfolios. We consider the trends in residential real estate markets as we monitor credit risk and establish our allowance for credit losses. In the event of a default, any loss should be limited to the portion of the loan amount in excess of the net realizable value of the underlying real estate collateral value. Certain loans do not have an LTV or CLTV primarily due to industry data availability and portfolios acquired from or serviced by other institutions. Table 6.12: Consumer Loans by LTV/CLTV December 31, 2015 December 31, 2014 (in millions) Real estate 1-4 family first mortgage by LTV Real estate 1-4 family junior lien mortgage by CLTV Total Real estate 1-4 family first mortgage by LTV Real estate 1-4 family junior lien mortgage by CLTV Total By LTV/CLTV: 0-60% $ 109,558 15,805 125,363 95,719 15,603 111,322 60.01-80% 92,005 16,579 108,584 86,112 17,651 103,763 80.01-100% 22,765 11,385 34,150 25,170 14,004 39,174 100.01-120% (1) 4,480 5,545 10,025 6,133 7,254 13,387 > 120% (1) 2,065 3,051 5,116 2,856 4,058 6,914 No LTV/CLTV available 1,453 570 2,023 1,416 1,046 2,462 Government insured/guaranteed loans (2) 22,353 — 22,353 26,268 — 26,268 Total consumer loans (excluding PCI) 254,679 52,935 307,614 243,674 59,616 303,290 Total consumer PCI loans (carrying value) 19,190 69 19,259 21,712 101 21,813 Total consumer loans $ 273,869 53,004 326,873 265,386 59,717 325,103 (1) Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV. (2) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. NONACCRUAL LOANS Table 6.13 provides loans on nonaccrual status. PCI loans are excluded from this table because they continue to earn interest from accretable yield, independent of performance in accordance with their contractual terms. Table 6.13: Nonaccrual Loans December 31, (in millions) 2015 2014 Commercial: Commercial and industrial $ 1,363 538 Real estate mortgage 969 1,490 Real estate construction 66 187 Lease financing 26 24 Total commercial (1) 2,424 2,239 Consumer: Real estate 1-4 family first mortgage (2) 7,293 8,583 Real estate 1-4 family junior lien mortgage 1,495 1,848 Automobile 121 137 Other revolving credit and installment 49 41 Total consumer 8,958 10,609 Total nonaccrual loans (excluding PCI) $ 11,382 12,848 (1) Includes LHFS of $0 million and $1 million at December 31, 2015 and 2014 , respectively. (2) Includes MHFS of $177 million and $177 million at December 31, 2015 and 2014 , respectively. LOANS IN PROCESS OF FORECLOSURE Our recorded investment in consumer mortgage loans collateralized by residential real estate property that are in process of foreclosure was $11.0 billion and $12.7 billion at December 31, 2015 and 2014 , respectively, which included $6.2 billion and $6.6 billion , respectively, of loans that are government insured/guaranteed. We commence the foreclosure process on consumer real estate loans when a borrower becomes 120 days delinquent in accordance with Consumer Finance Protection Bureau Guidelines. Foreclosure procedures and timelines vary depending on whether the property address resides in a judicial or non-judicial state. Judicial states require the foreclosure to be processed through the state's courts while non-judicial states are processed without court intervention. Foreclosure timelines vary according to state law. LOANS 90 DAYS OR MORE PAST DUE AND STILL ACCRUING Certain loans 90 days or more past due as to interest or principal are still accruing, because they are (1) well-secured and in the process of collection or (2) real estate 1‑4 family mortgage loans or consumer loans exempt under regulatory rules from being classified as nonaccrual until later delinquency, usually 120 days past due. PCI loans of $2.9 billion at December 31, 2015 , and $3.7 billion at December 31, 2014 , are not included in these past due and still accruing loans even though they are 90 days or more contractually past due. These PCI loans are considered to be accruing because they continue to earn interest from accretable yield, independent of performance in accordance with their contractual terms. Table 6.14 shows non-PCI loans 90 days or more past due and still accruing by class for loans not government insured/guaranteed. Table 6.14: Loans 90 Days or More Past Due and Still Accruing Dec 31, Dec 31, (in millions) 2015 2014 Loans 90 days or more past due and still accruing: Total (excluding PCI): $ 14,380 17,810 Less: FHA insured/guaranteed by the VA (1)(2) 13,373 16,827 Less: Student loans guaranteed under the FFELP (3) 26 63 Total, not government insured/guaranteed $ 981 920 By segment and class, not government insured/guaranteed: Commercial: Commercial and industrial $ 97 31 Real estate mortgage 13 16 Real estate construction 4 — Total commercial 114 47 Consumer: Real estate 1-4 family first mortgage (2) 224 260 Real estate 1-4 family junior lien mortgage (2) 65 83 Credit card 397 364 Automobile 79 73 Other revolving credit and installment 102 93 Total consumer 867 873 Total, not government insured/guaranteed $ 981 920 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. (2) Includes mortgage loans held for sale 90 days or more past due and still accruing. (3) Represents loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the FFELP. IMPAIRED LOANS Table 6.15 summarizes key information for impaired loans. Our impaired loans predominantly include loans on nonaccrual status in the commercial portfolio segment and loans modified in a TDR, whether on accrual or nonaccrual status. These impaired loans generally have estimated losses which are included in the allowance for credit losses. We have impaired loans with no allowance for credit losses when loss content has been previously recognized through charge-offs and we do not anticipate additional charge-offs or losses, or certain loans are currently performing in accordance with their terms and for which no loss has been estimated. Impaired loans exclude PCI loans. Table 6.15 includes trial modifications that totaled $402 million at December 31, 2015 , and $452 million at December 31, 2014 . For additional information on our impaired loans and allowance for credit losses, see Note 1 (Summary of Significant Accounting Policies). Table 6.15: Impaired Loans Summary Recorded

Premises, Equipment, Lease Comm

Premises, Equipment, Lease Commitments and Other Assets	12 Months Ended
	Dec. 31, 2015
Premises, Equipment, Lease Commitments, And Other Assets [Abstract]
Premises, Equipment, Lease Commitments and Other Assets	Note 7: Premises, Equipment, Lease Commitments and Other Assets Table 7.1: Premises and Equipment (in millions) Dec 31, 2015 Dec 31, 2014 Land $ 1,743 1,748 Buildings 8,479 8,155 Furniture and equipment 7,289 7,215 Leasehold improvements 2,131 2,009 Premises and equipment leased under capital leases 79 79 Total premises and equipment 19,721 19,206 Less: Accumulated depreciation and amortization 11,017 10,463 Net book value, premises and equipment $ 8,704 8,743 Depreciation and amortization expense for premises and equipment was $1.2 billion in 2015 , 2014 and 2013 , respectively. Dispositions of premises and equipment, included in noninterest expense, resulted in a net gain of $75 million in 2015 , a net gain of $28 million in 2014 and a net loss of $15 million in 2013 . We have obligations under a number of noncancelable operating leases for premises and equipment. The leases predominantly expire over the next fifteen years, with the longest expiring in 2105 , and many provide for periodic adjustment of rentals based on changes in various economic indicators. Some leases also include a renewal option. Table 7.2 provides the future minimum payments under capital leases and noncancelable operating leases, net of sublease rentals, with terms greater than one year as of December 31, 2015 . Table 7.2: Minimum Lease Payments (in millions) Operating leases Capital leases Year ended December 31, 2016 $ 1,131 2 2017 1,026 2 2018 902 3 2019 781 3 2020 628 3 Thereafter 2,234 6 Total minimum lease payments $ 6,702 19 Executory costs $ (7 ) Amounts representing interest (4 ) Present value of net minimum lease payments $ 8 Operating lease rental expense (predominantly for premises), net of rental income, was $1.3 billion , in 2015 , 2014 and 2013 , respectively. Table 7.3 presents the components of other assets. Table 7.3: Other Assets (in millions) Dec 31, 2015 Dec 31, 2014 Nonmarketable equity investments: Cost method: Federal bank stock $ 4,814 4,733 Private equity 1,626 2,300 Auction rate securities (1) 595 — Total cost method 7,035 7,033 Equity method: LIHTC (2) 8,314 7,278 Private equity 3,300 3,043 Tax-advantaged renewable energy 1,625 1,710 New market tax credit and other 408 379 Total equity method 13,647 12,410 Fair value (3) 3,065 2,512 Total nonmarketable equity investments 23,747 21,955 Corporate/bank-owned life insurance 19,199 18,982 Accounts receivable (4) 26,251 27,151 Interest receivable 5,065 4,871 Core deposit intangibles 2,539 3,561 Customer relationship and other amortized intangibles 614 857 Foreclosed assets: Residential real estate: Government insured/guaranteed (4) 446 982 Non-government insured/guaranteed 414 671 Non-residential real estate 565 956 Operating lease assets 3,782 2,714 Due from customers on acceptances 273 201 Other (5) 17,887 16,156 Total other assets $ 100,782 99,057 (1) Reflects auction rate perpetual preferred equity securities that were reclassified during 2015 with a cost basis of $689 million (fair value of $640 million ) from available-for-sale securities because they do not trade on a qualified exchange. (2) Represents low income housing tax credit investments. (3) Represents nonmarketable equity investments for which we have elected the fair value option. See Note 17 (Fair Values of Assets and Liabilities) for additional information. (4) Certain government-guaranteed residential real estate mortgage loans upon foreclosure are included in Accounts receivable. Both principal and interest related to these foreclosed real estate assets are collectible because the loans were predominantly insured by the FHA or guaranteed by the VA. (5) Includes derivatives designated as hedging instruments, derivatives not designated as hedging instruments, and derivative loan commitments, which are carried at fair value. See Note 16 (Derivatives) for additional information. Table 7.4 presents income (expense) related to nonmarketable equity investments. Table 7.4: Nonmarketable Equity Investments Year ended December 31, (in millions) 2015 2014 2013 Net realized gains from nonmarketable equity investments $ 1,659 1,479 1,158 All other (743 ) (741 ) (287 ) Total $ 916 738 871 Low Income Housing Tax Credit Investments We invest in affordable housing projects that qualify for the low income housing tax credit, which is designed to promote private development of low income housing. These investments generate a return primarily through realization of federal tax credits. Total low income housing tax credit (LIHTC) investments were $8.3 billion and $7.3 billion at December 31, 2015 and 2014 , respectively. In 2015 , we recognized pre-tax losses of $708 million related to our LIHTC investments. We also recognized a total tax benefit of $1.1 billion in 2015 , which included a tax credit of $829 million recorded in income taxes. We are periodically required to provide additional financial support during the investment period. Our liability for these unfunded commitments was $3.0 billion at December 31, 2015 , of which predominantly all is expected to be paid over the next three years. This liability is included in long-term debt.

Securitizations and Variable In

Securitizations and Variable Interest Entities	12 Months Ended
	Dec. 31, 2015
Securitizations and Variable Interest Entities [Abstract]
Securitizations and Variable Interest Entities	Note 8: Securitizations and Variable Interest Entities Involvement with SPEs In the normal course of business, we enter into various types of on- and off-balance sheet transactions with SPEs, which are corporations, trusts or partnerships that are established for a limited purpose. Generally, SPEs are formed in connection with securitization transactions. In a securitization transaction, assets are transferred to an SPE, which then issues to investors various forms of interests in those assets and may also enter into derivative transactions. In a securitization transaction where we transferred assets from our balance sheet, we typically receive cash and/or other interests in an SPE as proceeds for the assets we transfer. Also, in certain transactions, we may retain the right to service the transferred receivables and to repurchase those receivables from the SPE if the outstanding balance of the receivables falls to a level where the cost exceeds the benefits of servicing such receivables. In addition, we may purchase the right to service loans in an SPE that were transferred to the SPE by a third party. In connection with our securitization activities, we have various forms of ongoing involvement with SPEs, which may include: • underwriting securities issued by SPEs and subsequently making markets in those securities; • providing liquidity facilities to support short-term obligations of SPEs issued to third party investors; • providing credit enhancement on securities issued by SPEs or market value guarantees of assets held by SPEs through the use of letters of credit, financial guarantees, credit default swaps and total return swaps; • entering into other derivative contracts with SPEs; • holding senior or subordinated interests in SPEs; • acting as servicer or investment manager for SPEs; and • providing administrative or trustee services to SPEs. SPEs formed in connection with securitization transactions are generally considered variable interest entities (VIEs). SPEs formed for other corporate purposes may be VIEs as well. A VIE is an entity that has either a total equity investment that is insufficient to finance its activities without additional subordinated financial support or whose equity investors lack the ability to control the entity’s activities or lack the ability to receive expected benefits or absorb obligations in a manner that’s consistent with their investment in the entity. A VIE is consolidated by its primary beneficiary, the party that has both the power to direct the activities that most significantly impact the VIE and a variable interest that could potentially be significant to the VIE. A variable interest is a contractual, ownership or other interest whose value changes with changes in the fair value of the VIE’s net assets. To determine whether or not a variable interest we hold could potentially be significant to the VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE. We assess whether or not we are the primary beneficiary of a VIE on an on-going basis. We have segregated our involvement with VIEs between those VIEs which we consolidate, those which we do not consolidate and those for which we account for the transfers of financial assets as secured borrowings. Secured borrowings are transactions involving transfers of our financial assets to third parties that are accounted for as financings with the assets pledged as collateral. Accordingly, the transferred assets remain recognized on our balance sheet. Subsequent tables within this Note further segregate these transactions by structure type. Table 8.1 provides the classifications of assets and liabilities in our balance sheet for our transactions with VIEs. Table 8.1: Balance Sheet Transactions with VIEs (in millions) VIEs that we do not consolidate VIEs that we consolidate Transfers that we account for as secured borrowings Total December 31, 2015 Cash $ — 157 — 157 Trading assets 1,340 1 203 1,544 Investment securities (1) 12,388 425 2,171 14,984 Loans 9,661 4,811 4,887 19,359 Mortgage servicing rights 12,518 — — 12,518 Other assets 8,938 242 26 9,206 Total assets 44,845 5,636 7,287 57,768 Short-term borrowings — — 1,799 1,799 Accrued expenses and other liabilities 629 57 (2) 1 687 Long-term debt 3,021 1,301 (2) 4,844 9,166 Total liabilities 3,650 1,358 6,644 11,652 Noncontrolling interests — 93 — 93 Net assets $ 41,195 4,185 643 46,023 December 31, 2014 Cash $ — 117 4 121 Trading assets 2,165 — 204 2,369 Investment securities (1) 18,271 875 4,592 23,738 Loans 13,195 4,509 5,280 22,984 Mortgage servicing rights 12,562 — — 12,562 Other assets 7,456 316 52 7,824 Total assets 53,649 5,817 10,132 69,598 Short-term borrowings — — 3,141 3,141 Accrued expenses and other liabilities 848 49 (2) 1 898 Long-term debt 2,585 1,628 (2) 4,990 9,203 Total liabilities 3,433 1,677 8,132 13,242 Noncontrolling interests — 103 — 103 Net assets $ 50,216 4,037 2,000 56,253 (1) Excludes certain debt securities related to loans serviced for the Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and GNMA. (2) There were no VIE liabilities with recourse to the general credit of Wells Fargo for the periods presented. Transactions with Unconsolidated VIEs Our transactions with VIEs include securitizations of residential mortgage loans, CRE loans, student loans, auto loans and leases and dealer floorplan loans; investment and financing activities involving collateralized debt obligations (CDOs) backed by asset-backed and CRE securities, tax credit structures, collateralized loan obligations (CLOs) backed by corporate loans, and other types of structured financing. We have various forms of involvement with VIEs, including servicing, holding senior or subordinated interests, entering into liquidity arrangements, credit default swaps and other derivative contracts. Involvements with these unconsolidated VIEs are recorded on our balance sheet primarily in trading assets, investment securities, loans, MSRs, other assets, other liabilities, and long-term debt, as appropriate. Table 8.2 provides a summary of unconsolidated VIEs with which we have significant continuing involvement, but we are not the primary beneficiary. We do not consider our continuing involvement in an unconsolidated VIE to be significant when it relates to third-party sponsored VIEs for which we were not the transferor (unless we are servicer and have other significant forms of involvement) or if we were the sponsor only or sponsor and servicer but do not have any other forms of significant involvement. Significant continuing involvement includes transactions where we were the sponsor or transferor and have other significant forms of involvement. Sponsorship includes transactions with unconsolidated VIEs where we solely or materially participated in the initial design or structuring of the entity or marketing of the transaction to investors. When we transfer assets to a VIE and account for the transfer as a sale, we are considered the transferor. We consider investments in securities (other than those held temporarily in trading), loans, guarantees, liquidity agreements, written options and servicing of collateral to be other forms of involvement that may be significant. We have excluded certain transactions with unconsolidated VIEs from the balances presented in the following table where we have determined that our continuing involvement is not significant due to the temporary nature and size of our variable interests, because we were not the transferor or because we were not involved in the design of the unconsolidated VIEs. We also exclude from the table secured borrowing transactions with unconsolidated VIEs (for information on these transactions, see the Transactions with Consolidated VIEs and Secured Borrowings section in this Note). Table 8.2: Unconsolidated VIEs Carrying value – asset (liability) (in millions) Total VIE assets Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Net assets December 31, 2015 Residential mortgage loan securitizations: Conforming (2) $ 1,199,225 2,458 11,665 — (386 ) 13,737 Other/nonconforming 24,809 1,228 141 — (1 ) 1,368 Commercial mortgage securitizations 184,959 6,323 712 203 (26 ) 7,212 Collateralized debt obligations: Debt securities 3,247 — — 64 (57 ) 7 Loans (3) 3,314 3,207 — — — 3,207 Asset-based finance structures 13,063 8,956 — (66 ) — 8,890 Tax credit structures 26,099 9,094 — — (3,047 ) 6,047 Collateralized loan obligations 898 213 — — — 213 Investment funds 1,131 47 — — — 47 Other (4) 12,690 511 — (44 ) — 467 Total $ 1,469,435 32,037 12,518 157 (3,517 ) 41,195 Maximum exposure to loss Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Total exposure Residential mortgage loan securitizations: Conforming $ 2,458 11,665 — 1,452 15,575 Other/nonconforming 1,228 141 — 1 1,370 Commercial mortgage securitizations 6,323 712 203 7,152 14,390 Collateralized debt obligations: Debt securities — — 64 57 121 Loans (3) 3,207 — — — 3,207 Asset-based finance structures 8,956 — 76 444 9,476 Tax credit structures 9,094 — — 866 9,960 Collateralized loan obligations 213 — — — 213 Investment funds 47 — — — 47 Other (4) 511 — 117 150 778 Total $ 32,037 12,518 460 10,122 55,137 (continued on following page) (continued from previous page) Carrying value - asset (liability) (in millions) Total VIE assets Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Net assets December 31, 2014 Residential mortgage loan securitizations: Conforming (2) $ 1,268,200 2,846 11,684 — (581 ) 13,949 Other/nonconforming 32,213 1,644 209 — (8 ) 1,845 Commercial mortgage securitizations 196,510 8,756 650 251 (32 ) 9,625 Collateralized debt obligations: Debt securities 5,039 11 — 163 (105 ) 69 Loans (3) 5,347 5,221 — — — 5,221 Asset-based finance structures 18,954 13,044 — (71 ) — 12,973 Tax credit structures 22,859 7,809 — — (2,585 ) 5,224 Collateralized loan obligations 1,251 518 — — — 518 Investment funds 2,764 49 — — — 49 Other (4) 12,912 747 19 (18 ) (5 ) 743 Total $ 1,566,049 40,645 12,562 325 (3,316 ) 50,216 Maximum exposure to loss Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Total exposure Residential mortgage loan securitizations: Conforming $ 2,846 11,684 — 2,507 17,037 Other/nonconforming 1,644 209 — 345 2,198 Commercial mortgage securitizations 8,756 650 251 5,715 15,372 Collateralized debt obligations: Debt securities 11 — 163 105 279 Loans (3) 5,221 — — — 5,221 Asset-based finance structures 13,044 — 89 656 13,789 Tax credit structures 7,809 — — 725 8,534 Collateralized loan obligations 518 — — 38 556 Investment funds 49 — — — 49 Other (4) 747 19 150 156 1,072 Total $ 40,645 12,562 653 10,247 64,107 (1) Includes total equity interests of $8.9 billion and $8.1 billion at December 31, 2015 and 2014 , respectively. Also includes debt interests in the form of both loans and securities. Excludes certain debt securities held related to loans serviced for FNMA, FHLMC and GNMA. (2) Excludes assets and related liabilities with a recorded carrying value on our balance sheet of $1.3 billion and $1.7 billion at December 31, 2015 and 2014 , respectively, for certain delinquent loans that are eligible for repurchase primarily from GNMA loan securitizations. The recorded carrying value represents the amount that would be payable if the Company was to exercise the repurchase option. The carrying amounts are excluded from the table because the loans eligible for repurchase do not represent interests in the VIEs. (3) Represents senior loans to trusts that are collateralized by asset-backed securities. The trusts invest primarily in senior tranches from a diversified pool of primarily U.S. asset securitizations, of which all are current and 70% were rated as investment grade by the primary rating agencies at both December 31, 2015 and 2014 . These senior loans are accounted for at amortized cost and are subject to the Company’s allowance and credit charge-off policies. (4) Includes structured financing and credit-linked note structures. Also contains investments in auction rate securities (ARS) issued by VIEs that we do not sponsor and, accordingly, are unable to obtain the total assets of the entity. In the two preceding tables, “Total VIE assets” represents the remaining principal balance of assets held by unconsolidated VIEs using the most current information available. For VIEs that obtain exposure to assets synthetically through derivative instruments, the remaining notional amount of the derivative is included in the asset balance. “Carrying value” is the amount in our consolidated balance sheet related to our involvement with the unconsolidated VIEs. “Maximum exposure to loss” from our involvement with off-balance sheet entities, which is a required disclosure under GAAP, is determined as the carrying value of our involvement with off-balance sheet (unconsolidated) VIEs plus the remaining undrawn liquidity and lending commitments, the notional amount of net written derivative contracts, and generally the notional amount of, or stressed loss estimate for, other commitments and guarantees. It represents estimated loss that would be incurred under severe, hypothetical circumstances, for which we believe the possibility is extremely remote, such as where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. Accordingly, this required disclosure is not an indication of expected loss. RESIDENTIAL MORTGAGE LOANS Residential mortgage loan securitizations are financed through the issuance of fixed-rate or floating-rate asset-backed securities, which are collateralized by the loans transferred to a VIE. We typically transfer loans we originated to these VIEs, account for the transfers as sales, retain the right to service the loans and may hold other beneficial interests issued by the VIEs. We also may be exposed to limited liability related to recourse agreements and repurchase agreements we make to our issuers and purchasers, which are included in other commitments and guarantees. In certain instances, we may service residential mortgage loan securitizations structured by third parties whose loans we did not originate or transfer. Our residential mortgage loan securitizations consist of conforming and nonconforming securitizations. Conforming residential mortgage loan securitizations are those that are guaranteed by the GSEs, including GNMA. Because of the power of the GSEs over the VIEs that hold the assets from these conforming residential mortgage loan securitizations, we do not consolidate them. The loans sold to the VIEs in nonconforming residential mortgage loan securitizations are those that do not qualify for a GSE guarantee. We may hold variable interests issued by the VIEs, including senior securities. We do not consolidate the nonconforming residential mortgage loan securitizations included in the table because we either do not hold any variable interests, hold variable interests that we do not consider potentially significant or are not the primary servicer for a majority of the VIE assets. Other commitments and guarantees include amounts related to loans sold that we may be required to repurchase, or otherwise indemnify or reimburse the investor or insurer for losses incurred, due to material breach of contractual representations and warranties as well as other retained recourse arrangements. The maximum exposure to loss for material breach of contractual representations and warranties represents a stressed case estimate we utilize for determining stressed case regulatory capital needs and is considered to be a remote scenario. COMMERCIAL MORTGAGE LOAN SECURITIZATIONS Commercial mortgage loan securitizations are financed through the issuance of fixed or floating-rate asset-backed securities, which are collateralized by the loans transferred to the VIE. In a typical securitization, we may transfer loans we originate to these VIEs, account for the transfers as sales, retain the right to service the loans and may hold other beneficial interests issued by the VIEs. In certain instances, we may service commercial mortgage loan securitizations structured by third parties whose loans we did not originate or transfer. We typically serve as primary or master servicer of these VIEs. The primary or master servicer in a commercial mortgage loan securitization typically cannot make the most significant decisions impacting the performance of the VIE and therefore does not have power over the VIE. We do not consolidate the commercial mortgage loan securitizations included in the disclosure because we either do not have power or do not have a variable interest that could potentially be significant to the VIE. COLLATERALIZED DEBT OBLIGATIONS (CDOs) A CDO is a securitization where a VIE purchases a pool of assets consisting of asset-backed securities and issues multiple tranches of equity or notes to investors. In some CDOs, a portion of the assets are obtained synthetically through the use of derivatives such as credit default swaps or total return swaps. In addition to our role as arranger we may have other forms of involvement with these CDOs. Such involvement may include acting as liquidity provider, derivative counterparty, secondary market maker or investor. For certain CDOs, we may also act as the collateral manager or servicer. We receive fees in connection with our role as collateral manager or servicer. We assess whether we are the primary beneficiary of CDOs based on our role in them in combination with the variable interests we hold. Subsequently, we monitor our ongoing involvement to determine if the nature of our involvement has changed. We are not the primary beneficiary of these CDOs in most cases because we do not act as the collateral manager or servicer, which generally denotes power. In cases where we are the collateral manager or servicer, we are not the primary beneficiary because we do not hold interests that could potentially be significant to the VIE. COLLATERALIZED LOAN OBLIGATIONS (CLOs) A CLO is a securitization where an SPE purchases a pool of assets consisting of loans and issues multiple tranches of equity or notes to investors. Generally, CLOs are structured on behalf of a third party asset manager that typically selects and manages the assets for the term of the CLO. Typically, the asset manager has the power over the significant decisions of the VIE through its discretion to manage the assets of the CLO. We assess whether we are the primary beneficiary of CLOs based on our role in them and the variable interests we hold. In most cases, we are not the primary beneficiary because we do not have the power to manage the collateral in the VIE. In addition to our role as arranger, we may have other forms of involvement with these CLOs. Such involvement may include acting as underwriter, derivative counterparty, secondary market maker or investor. For certain CLOs, we may also act as the servicer, for which we receive fees in connection with that role. We also earn fees for arranging these CLOs and distributing the securities. ASSET-BASED FINANCE STRUCTURES We engage in various forms of structured finance arrangements with VIEs that are collateralized by various asset classes including energy contracts, auto and other transportation loans and leases, intellectual property, equipment and general corporate credit. We typically provide senior financing, and may act as an interest rate swap or commodity derivative counterparty when necessary. In most cases, we are not the primary beneficiary of these structures because we do not have power over the significant activities of the VIEs involved in them. In fourth quarter 2014, we sold $8.3 billion of government guaranteed student loans, including the rights to service the loans, to a third party, resulting in a $217 million gain. In connection with the sale, we provided $6.5 billion in floating-rate loan financing to an asset backed financing entity (VIE) formed by the third party purchaser. Our financing, which is fully collateralized by government guaranteed student loans, is measured at amortized cost and classified in loans on the balance sheet. The collateral supporting our loan includes a portion of the student loans we sold. We are not the primary beneficiary of the VIE and, therefore, are not required to consolidate the entity as we do not have power over the significant activities of the entity. For information on the estimated fair value of the loan and related sensitivity analysis, see the Retained Interests from Unconsolidated VIEs section in this Note. In addition, we also have investments in asset-backed securities that are collateralized by auto leases or loans and cash. These fixed-rate and variable-rate securities have been structured as single-tranche, fully amortizing, unrated bonds that are equivalent to investment-grade securities due to their significant overcollateralization. The securities are issued by VIEs that have been formed by third party auto financing institutions primarily because they require a source of liquidity to fund ongoing vehicle sales operations. The third party auto financing institutions manage the collateral in the VIEs, which is indicative of power in them and we therefore do not consolidate these VIEs. TAX CREDIT STRUCTURES We co-sponsor and make investments in affordable housing and sustainable energy projects that are designed to generate a return primarily through the realization of federal tax credits. In some instances, our investments in these structures may require that we fund future capital commitments at the discretion of the project sponsors. While the size of our investment in a single entity may at times exceed 50% of the outstanding equity interests, we do not consolidate these structures due to the project sponsor’s ability to manage the projects, which is indicative of power in them. INVESTMENT FUNDS We do not consolidate the investment funds because we do not absorb the majority of the expected future variability associated with the funds’ assets, including variability associated with credit, interest rate and liquidity risks. OTHER TRANSACTIONS WITH VIEs Other VIEs include entities that issue auction rate securities (ARS) which are debt instruments with long-term maturities that re-price more frequently, and preferred equities with no maturity. At December 31, 2015 , we held $502 million of ARS issued by VIEs compared with $567 million at December 31, 2014 . We acquired the ARS pursuant to agreements entered into in 2008 and 2009. We do not consolidate the VIEs that issued the ARS because we do not have power over the activities of the VIEs. TRUST PREFERRED SECURITIES VIEs that we wholly own issue debt securities or preferred equity to third party investors. All of the proceeds of the issuance are invested in debt securities or preferred equity that we issue to the VIEs. The VIEs’ operations and cash flows relate only to the issuance, administration and repayment of the securities held by third parties. We do not consolidate these VIEs because the sole assets of the VIEs are receivables from us, even though we own all of the voting equity shares of the VIEs, have fully guaranteed the obligations of the VIEs and may have the right to redeem the third party securities under certain circumstances. In our consolidated balance sheet at December 31, 2015 and 2014 , we reported the debt securities issued to the VIEs as long-term junior subordinated debt with a carrying value of $2.2 billion and $2.1 billion , respectively, and the preferred equity securities issued to the VIEs as preferred stock with a carrying value of $2.5 billion at both dates. These amounts are in addition to the involvements in these VIEs included in the preceding table. In 2013, we redeemed $2.8 billion of trust preferred securities that will no longer count as Tier 1 capital under the Dodd-Frank Act and the Basel Committee recommendations known as the Basel III standards. Loan Sales and Securitization Activity We periodically transfer consumer and CRE loans and other types of financial assets in securitization and whole loan sale transactions. We typically retain the servicing rights from these sales and may continue to hold other beneficial interests in the transferred financial assets. We may also provide liquidity to investors in the beneficial interests and credit enhancements in the form of standby letters of credit. Through these transfers we may be exposed to liability under limited amounts of recourse as well as standard representations and warranties we make to purchasers and issuers. Table 8.3 presents the cash flows for our transfers accounted for as sales. Table 8.3: Cash Flows From Sales and Securitization Activity Year ended December 31, 2015 2014 2013 (in millions) Mortgage loans Other financial assets Mortgage loans Other financial assets Mortgage loans Other financial assets Proceeds from securitizations and whole loan sales $ 202,335 531 164,331 — 357,807 — Fees from servicing rights retained 3,675 5 4,062 8 4,240 10 Cash flows from other interests held (1) 1,297 38 1,417 75 2,284 93 Repurchases of assets/loss reimbursements (2): Non-agency securitizations and whole loan transactions 14 — 6 — 18 — Agency securitizations (3) 300 — 316 — 1,079 — Servicing advances, net of repayments (764 ) — (170 ) — (34 ) — (1) Cash flows from other interests held include principal and interest payments received on retained bonds and excess cash flows received on interest-only strips. (2) Consists of cash paid to repurchase loans from investors and cash paid to investors to reimburse them for losses on individual loans that are already liquidated. In addition, during 2015 , we paid $19 million to third-party investors to settle repurchase liabilities on pools of loans, compared to $78 million and $1.3 billion in 2014 and 2013 , respectively. (3) Represent loans repurchased from GNMA, FNMA, and FHLMC under representation and warranty provisions included in our loan sales contracts. Excludes $11.3 billion in delinquent insured/guaranteed loans that we service and have exercised our option to purchase out of GNMA pools in 2015 , compared with $13.8 billion and $15.8 billion in 2014 and 2013 , respectively. These loans are predominantly insured by the FHA or guaranteed by the VA. In 2015 , 2014 , and 2013 , we recognized net gains of $506 million , $288 million and $149 million , respectively, from transfers accounted for as sales of financial assets. These net gains primarily relate to commercial mortgage securitizations and residential mortgage securitizations where the loans were not already carried at fair value. Sales with continuing involvement during 2015 , 2014 and 2013 predominantly related to securitizations of residential mortgages that are sold to the government-sponsored entities (GSEs), including FNMA, FHLMC and GNMA (conforming residential mortgage securitizations). During 2015 , 2014 and 2013 we transferred $186.6 billion , $155.8 billion and $343.9 billion , respectively, in fair value of residential mortgages to unconsolidated VIEs and third-party investors and recorded the transfers as sales. Substantially all of these transfers did not result in a gain or loss because the loans were already carried at fair value. In connection with all of these transfers, in 2015 we recorded a $1.6 billion servicing asset, measured at fair value using a Level 3 measurement technique, securities of $1.9 billion , classified as Level 2, and a $43 million liability for repurchase losses which reflects management’s estimate of probable losses related to various representations and warranties for the loans transferred, initially measured at fair value. In 2014 , we recorded a $1.2 billion servicing asset, securities of $751 million and a $44 million liability. In 2013 , we recorded a $3.5 billion servicing asset and a $143 million liability. Table 8.4 presents the key weighted-average assumptions we used to measure residential mortgage servicing rights at the date of securitization. Table 8.4: Residential Mortgage Servicing Rights Residential mortgage servicing rights 2015 2014 2013 Year ended December 31, Prepayment speed (1) 12.1 % 12.4 11.2 Discount rate 7.3 7.6 7.3 Cost to service ($ per loan) (2) $ 223 259 184 (1) The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior. (2) Includes costs to service and unreimbursed foreclosure costs, which can vary period to period depending on the mix of modified government-guaranteed loans sold to GNMA. During 2015 , 2014 and 2013 , we transferred $17.3 billion , $10.3 billion and $5.6 billion , respectively, in carrying value of commercial mortgages to unconsolidated VIEs and third-party investors and recorded the transfers as sales. These transfers resulted in gains of $338 million in 2015 , $198 million in 2014 and $152 million in 2013 , respectively, because the loans were carried at lower of cost or market value (LOCOM). In connection with these transfers, in 2015 we recorded a servicing asset of $180 million , initially measured at fair value using a Level 3 measurement technique, and securities of $241 million , classified as Level 2. In 2014 , we recorded a servicing asset of $99 million and securities of $100 million . In 2013 , we recorded a servicing asset of $20 million and securities of $54 million . Retained Interests from Unconsolidated VIEs Table 8.5 provides key economic assumptions and the sensitivity of the current fair value of residential mortgage servicing rights and other interests held to immediate adverse changes in those assumptions. “Other interests held” relate predominantly to residential and commercial mortgage loan securitizations. Residential mortgage-backed securities retained in securitizations issued through GSEs, such as FNMA, FHLMC and GNMA, are excluded from the table because these securities have a remote risk of credit loss due to the GSE guarantee. These securities also have economic characteristics similar to GSE mortgage-backed securities that we purchase, which are not included in the table. Subordinated interests include only those bonds whose credit rating was below AAA by a major rating agency at issuance. Senior interests include only those bonds whose credit rating was AAA by a major rating agency at issuance. The information presented excludes trading positions held in inventory. Table 8.5: Retained Interests from Unconsolidated VIEs Other interests held Residential mortgage servicing rights (1) Interest-only strips Consumer Commercial (2) ($ in millions, except cost to service amounts) Subordinated bonds Subordinated bonds Senior bonds Fair value of interests held at December 31, 2015 $ 12,415 34 1 342 673 Expected weighted-average life (in years) 6.0 3.6 11.6 1.9 5.8 Key economic assumptions: Prepayment speed assumption (3) 11.4 % 19.0 15.1 Decrease in fair value from: 10% adverse change $ 616 1 — 25% adverse change 1,463 3 — Discount rate assumption 7.3 % 13.8 10.5 5.3 3.0 Decrease in fair value from: 100 basis point increase $ 605 1 — 6 33 200 basis point increase 1,154 1 — 11 63 Cost to service assumption ($ per loan) 168 Decrease in fair value from: 10% adverse change 567 25% adverse change 1,417 Credit loss assumption 1.1 % 2.8 — Decrease in fair value from: 10% higher losses $ — — — 25% higher losses — 2 — Fair value of interests held at December 31, 2014 $ 12,738 117 36 294 546 Expected weighted-average life (in years) 5.7 3.9 5.5 2.9 6.2 Key economic assumptions: Prepayment speed assumption (3) 12.5 % 11.4 7.1 Decrease in fair value from: 10% adverse change $ 738 2 — 25% adverse change 1,754 6 — Discount rate assumption 7.6 % 18.7 3.9 4.7 2.8 Decrease in fair value from: 100 basis point increase $ 617 2 2 8 29 200 basis point increase 1,178 4 3 15 55 Cost to service assumption ($ per loan) 179 Decrease in fair value from: 10% adverse change 579 25% adverse change 1,433 Credit loss assumption 0.4 % 4.1 — Decrease in fair value from: 10% higher losses $ — 3 — 25% higher losses — 10 — (1) See narrative following this table for a discussion of commercial mortgage servicing rights. (2) Prepayment speed assumptions do not significantly impact the valu

Mortgage Banking Activities

Mortgage Banking Activities	12 Months Ended
	Dec. 31, 2015
Mortgage Banking Activities [Abstract]
Mortgage Banking Activities	Note 9: Mortgage Banking Activities Mortgage banking activities, included in the Community Banking and Wholesale Banking operating segments, consist of residential and commercial mortgage originations, sale activity and servicing. We apply the amortization method to commercial MSRs and apply the fair value method to residential MSRs. Table 9.1 presents the changes in MSRs measured using the fair value method. Table 9.1: Analysis of Changes in Fair Value MSRs Year ended December 31, (in millions) 2015 2014 2013 Fair value, beginning of year $ 12,738 15,580 11,538 Servicing from securitizations or asset transfers 1,556 1,196 3,469 Sales and other (1) (9 ) (7 ) (583 ) Net additions 1,547 1,189 2,886 Changes in fair value: Due to changes in valuation model inputs or assumptions: Mortgage interest rates (2) 247 (2,150 ) 4,362 Servicing and foreclosure costs (3) (83 ) (20 ) (228 ) Discount rates (4) — (55 ) — Prepayment estimates and other (5) 50 103 (736 ) Net changes in valuation model inputs or assumptions 214 (2,122 ) 3,398 Other changes in fair value (6) (2,084 ) (1,909 ) (2,242 ) Total changes in fair value (1,870 ) (4,031 ) 1,156 Fair value, end of year $ 12,415 12,738 15,580 (1) Includes sales and transfers of MSRs, which can result in an increase of total reported MSRs if the sales or transfers are related to nonperforming loan portfolios. (2) Includes prepayment speed changes as well as other valuation changes due to changes in mortgage interest rates (such as changes in estimated interest earned on custodial deposit balances). (3) Includes costs to service and unreimbursed foreclosure costs. (4) Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates. (5) Represents changes driven by other valuation model inputs or assumptions including prepayment speed estimation changes and other assumption updates. Prepayment speed estimation changes are influenced by observed changes in borrower behavior and other external factors that occur independent of interest rate changes. (6) Represents changes due to collection/realization of expected cash flows over time. Table 9.2 presents the changes in amortized MSRs. Table 9.2: Analysis of Changes in Amortized MSRs Year ended December 31, (in millions) 2015 2014 2013 Balance, beginning of year $ 1,242 1,229 1,160 Purchases 144 157 176 Servicing from securitizations or asset transfers 180 110 147 Amortization (258 ) (254 ) (254 ) Balance, end of year (1) $ 1,308 1,242 1,229 Fair value of amortized MSRs: Beginning of year $ 1,637 1,575 1,400 End of year 1,680 1,637 1,575 (1) Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs. We present the components of our managed servicing portfolio in Table 9.3 at unpaid principal balance for loans serviced and subserviced for others and at book value for owned loans serviced. Table 9.3: Managed Servicing Portfolio (in billions) Dec 31, 2015 Dec 31, 2014 Residential mortgage servicing: Serviced for others $ 1,300 1,405 Owned loans serviced 345 342 Subserviced for others 4 5 Total residential servicing 1,649 1,752 Commercial mortgage servicing: Serviced for others 478 456 Owned loans serviced 122 112 Subserviced for others 7 7 Total commercial servicing 607 575 Total managed servicing portfolio $ 2,256 2,327 Total serviced for others $ 1,778 1,861 Ratio of MSRs to related loans serviced for others 0.77 % 0.75 Table 9.4 presents the components of mortgage banking noninterest income. Table 9.4: Mortgage Banking Noninterest Income Year ended December 31, (in millions) 2015 2014 2013 Servicing income, net: Servicing fees: Contractually specified servicing fees $ 4,037 4,285 4,442 Late charges 198 203 216 Ancillary fees 288 319 343 Unreimbursed direct servicing costs (1) (625 ) (694 ) (1,074 ) Net servicing fees 3,898 4,113 3,927 Changes in fair value of MSRs carried at fair value: Due to changes in valuation model inputs or assumptions (2) (A) 214 (2,122 ) 3,398 Other changes in fair value (3) (2,084 ) (1,909 ) (2,242 ) Total changes in fair value of MSRs carried at fair value (1,870 ) (4,031 ) 1,156 Amortization (258 ) (254 ) (254 ) Net derivative gains (losses) from economic hedges (4) (B) 671 3,509 (2,909 ) Total servicing income, net 2,441 3,337 1,920 Net gains on mortgage loan origination/sales activities 4,060 3,044 6,854 Total mortgage banking noninterest income $ 6,501 6,381 8,774 Market-related valuation changes to MSRs, net of hedge results (2)(4) (A)+(B) $ 885 1,387 489 (1) Primarily associated with foreclosure expenses and unreimbursed interest advances to investors. (2) Refer to the changes in fair value of MSRs table in this Note for more detail. (3) Represents changes due to collection/realization of expected cash flows over time. (4) Represents results from economic hedges used to hedge the risk of changes in fair value of MSRs. See Note 16 (Derivatives Not Designated as Hedging Instruments) for additional discussion and detail. Table 9.5 summarizes the changes in our liability for mortgage loan repurchase losses. This liability is in “Accrued expenses and other liabilities” in our consolidated balance sheet and the provision for repurchase losses reduces net gains on mortgage loan origination/sales activities in "Mortgage banking" in our consolidated income statement. Because the level of mortgage loan repurchase losses depends upon economic factors, investor demand strategies and other external conditions that may change over the life of the underlying loans, the level of the liability for mortgage loan repurchase losses is difficult to estimate and requires considerable management judgment. We maintain regular contact with the GSEs, the Federal Housing Finance Agency (FHFA), and other significant investors to monitor their repurchase demand practices and issues as part of our process to update our repurchase liability estimate as new information becomes available. The Company reached settlements with both FHLMC and FNMA in 2013, that resolved substantially all repurchase liabilities associated with loans sold to FHLMC prior to January 1, 2009 and loans sold to FNMA that were originated prior to January 1, 2009. Because of the uncertainty in the various estimates underlying the mortgage repurchase liability, there is a range of losses in excess of the recorded mortgage repurchase liability that is reasonably possible. The estimate of the range of possible loss for representations and warranties 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 high end of this range of reasonably possible losses exceeded our recorded liability by $293 million at December 31, 2015 , and was determined based upon modifying the assumptions (particularly to assume significant changes in investor repurchase demand practices) used in our best estimate of probable loss to reflect what we believe to be the high end of reasonably possible adverse assumptions. Our estimate of reasonably possible losses decreased in 2015 as court rulings during the year provided a better understanding of our exposure to repurchase risk. Table 9.5: Analysis of Changes in Liability for Mortgage Loan Repurchase Losses Year ended December 31, (in millions) 2015 2014 2013 Balance, beginning of year $ 615 899 2,206 Provision for repurchase losses: Loan sales 43 44 143 Change in estimate (1) (202 ) (184 ) 285 Net additions (reductions) (159 ) (140 ) 428 Losses (2) (78 ) (144 ) (1,735 ) Balance, end of year $ 378 615 899 (1) Results from changes in investor demand, mortgage insurer practices, credit and the financial stability of correspondent lenders. (2) Year ended December 31, 2013, reflects $746 million and $508 million as a result of the settlements reached with FHLMC and FNMA, respectively, that resolved substantially all repurchase liabilities associated with loans sold to FHLMC prior to January 1, 2009 and loans sold to FNMA that were originated prior to January 1, 2009.

Intangible Assets

Intangible Assets	12 Months Ended
	Dec. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Intangible Assets	Note 10: Intangible Assets Table 10.1 presents the gross carrying value of intangible assets and accumulated amortization. Table 10.1: Intangible Assets December 31, 2015 December 31, 2014 (in millions) Gross carrying value Accumulated amortization Net carrying value Gross carrying value Accumulated amortization Net carrying value Amortized intangible assets (1): MSRs (2) $ 3,228 (1,920 ) 1,308 2,906 (1,664 ) 1,242 Core deposit intangibles 12,834 (10,295 ) 2,539 12,834 (9,273 ) 3,561 Customer relationship and other intangibles 3,163 (2,549 ) 614 3,179 (2,322 ) 857 Total amortized intangible assets $ 19,225 (14,764 ) 4,461 18,919 (13,259 ) 5,660 Unamortized intangible assets: MSRs (carried at fair value) (2) $ 12,415 12,738 Goodwill 25,529 25,705 Trademark 14 14 (1) Excludes fully amortized intangible assets. (2) See Note 9 (Mortgage Banking Activities) for additional information on MSRs. Table 10.2 provides the current year and estimated future amortization expense for amortized intangible assets. We based our projections of amortization expense shown below on existing asset balances at December 31, 2015 . Future amortization expense may vary from these projections. Table 10.2: Amortization Expense for Intangible Assets (in millions) Amortized MSRs Core deposit intangibles Customer relationship and other intangibles Total Year ended December 31, 2015 (actual) $ 258 1,022 227 1,507 Estimate for year ended December 31, 2016 $ 259 919 208 1,386 2017 206 851 193 1,250 2018 170 769 185 1,124 2019 148 — 10 158 2020 135 — 6 141 For our goodwill impairment analysis, we allocate all of the goodwill to the individual operating segments. We identify reporting units that are one level below an operating segment (referred to as a component), and distinguish these reporting units based on how the segments and components are managed, taking into consideration the economic characteristics, nature of the products and customers of the components. At the time we acquire a business, we allocate goodwill to applicable reporting units based on their relative fair value, and if we have a significant business reorganization, we may reallocate the goodwill . See Note 24 (Operating Segments) for further information on management reporting. Table 10.3 shows the allocation of goodwill to our reportable operating segments for purposes of goodwill impairment testing. Table 10.3: Goodwill (in millions) Community Banking Wholesale Banking Wealth and Investment Management Consolidated Company December 31, 2013 (1) $ 16,878 7,557 1,202 25,637 Reduction in goodwill related to divested businesses and other (8 ) (11 ) — (19 ) Goodwill from business combinations — 87 — 87 December 31, 2014 $ 16,870 7,633 1,202 25,705 Reduction in goodwill related to divested businesses and other (21 ) (158 ) — (179 ) Goodwill from business combinations — — 3 3 December 31, 2015 $ 16,849 7,475 1,205 25,529 (1) December 31, 2013 has been revised to reflect realignment of our operating segments. See Note 24 (Operating Segments) for additional information.

Deposits

Deposits	12 Months Ended
	Dec. 31, 2015
Deposits [Abstract]
Deposits	Note 11: Deposits Table 11.1 presents a summary of the time certificates of deposit (CDs) and other time deposits issued by domestic and foreign offices. Table 11.1: Time Certificates of Deposit December 31, (in billions) 2015 2014 Total domestic and foreign $ 98.5 124.9 Domestic: $100,000 or more 48.9 14.7 $250,000 or more 43.0 6.9 Foreign: $100,000 or more 9.5 16.4 $250,000 or more 9.5 16.4 Substantially all CDs and other time deposits issued by domestic and foreign offices were interest bearing. The contractual maturities of these deposits are presented in Table 11.2 . Table 11.2: Contractual Maturities of CDs and Other Time Deposits (in millions) December 31, 2015 2016 $ 81,846 2017 5,549 2018 3,643 2019 2,200 2020 1,121 Thereafter 4,155 Total $ 98,514 The contractual maturities of the domestic time deposits with a denomination of $100,000 or more are presented in Table 11.3 . Table 11.3: Contractual Maturities of Domestic Time Deposits (in millions) 2015 Three months or less $ 36,683 After three months through six months 6,010 After six months through twelve months 2,143 After twelve months 4,091 Total $ 48,927 Demand deposit overdrafts of $523 million and $581 million were included as loan balances at December 31, 2015 and 2014 , respectively.

Short-Term Borrowings

Short-Term Borrowings	12 Months Ended
	Dec. 31, 2015
Short-term Debt [Abstract]
Short-Term Borrowings	Note 12: Short-Term Borrowings Table 12.1 shows selected information for short-term borrowings, which generally mature in less than 30 days . We pledge certain financial instruments that we own to collateralize repurchase agreements and other securities financings. For additional information, see the “Pledged Assets” section of Note 14 (Guarantees, Pledged Assets and Collateral). Table 12.1: Short-Term Borrowings 2015 2014 2013 (in millions) Amount Rate Amount Rate Amount Rate As of December 31, Federal funds purchased and securities sold under agreements to repurchase $ 82,948 0.21 % $ 51,052 0.07 % $ 36,263 0.05 % Commercial paper 334 0.81 2,456 0.34 5,162 0.18 Other short-term borrowings (1) 14,246 (0.10 ) 10,010 0.07 12,458 0.31 Total $ 97,528 0.17 $ 63,518 0.08 $ 53,883 0.12 Year ended December 31, Average daily balance Federal funds purchased and securities sold under agreements to repurchase $ 75,021 0.09 $ 44,680 0.08 $ 36,227 0.08 Commercial paper 1,583 0.36 4,751 0.17 4,702 0.25 Other short-term borrowings (1) 10,861 (0.08 ) 10,680 0.18 13,787 0.22 Total $ 87,465 0.07 $ 60,111 0.10 $ 54,716 0.13 Maximum month-end balance Federal funds purchased and securities sold under agreements to repurchase (2) $ 89,800 N/A $ 51,052 N/A $ 39,451 N/A Commercial paper (3) 3,552 N/A 6,070 N/A 5,700 N/A Other short-term borrowings (4) 14,246 N/A 12,209 N/A 16,564 N/A N/A- Not applicable (1) Negative other short-term borrowings rate in 2015 is a result of increased customer demand for certain securities in stock loan transactions combined with the impact of low interest rates. (2) Highest month-end balance in each of the last three years was October 2015 , December 2014 and May 2013 . (3) Highest month-end balance in each of the last three years was March 2015 , March 2014 and March 2013 . (4) Highest month-end balance in each of the last three years was December 2015 , June 2014 and March 2013 .

Long-Term Debt

Long-Term Debt	12 Months Ended
	Dec. 31, 2015
Long-term Debt, Current and Noncurrent [Abstract]
Long-Term Debt	Note 13: Long-Term Debt We issue long-term debt denominated in multiple currencies, predominantly in U.S. dollars. Our issuances have both fixed and floating interest rates. As a part of our overall interest rate risk management strategy, we often use derivatives to manage our exposure to interest rate risk. We also use derivatives to manage our exposure to foreign currency risk. As a result, a major portion of the long-term debt presented below is hedged in a fair value or cash flow hedge relationship. See Note 16 (Derivatives) for further information on qualifying hedge contracts. Table 13.1 presents a summary of our long-term debt carrying values, reflecting unamortized debt discounts and premiums, and purchase accounting adjustments, where applicable. The interest rates displayed represent the range of contractual rates in effect at December 31, 2015 . These interest rates do not include the effects of any associated derivatives designated in a hedge accounting relationship. Table 13.1: Long-Term Debt December 31, 2015 2014 (in millions) Maturity date(s) Stated interest rate(s) Wells Fargo & Company (Parent only) Senior Fixed-rate notes 2016-2045 0.375-6.75% $ 68,604 54,441 Floating-rate notes 2016-2048 0.070-3.152 15,942 15,317 Structured notes (1) 2016-2053 0.00-3.890 5,672 4,825 Total senior debt - Parent 90,218 74,583 Subordinated Fixed-rate notes (2) 2016-2045 3.45-7.574% 25,119 19,688 Floating-rate notes 2016 0.691 639 1,215 Total subordinated debt - Parent 25,758 20,903 Junior subordinated Fixed-rate notes - hybrid trust securities 2029-2036 5.95-7.95% 1,398 1,378 Floating-rate notes 2027 0.821-1.321 280 272 Total junior subordinated debt - Parent (3) 1,678 1,650 Total long-term debt - Parent (2) 117,654 97,136 Wells Fargo Bank, N.A. and other bank entities (Bank) Senior Fixed-rate notes — 500 Floating-rate notes 2016-2053 0.084-0.806% 6,694 4,969 Floating-rate extendible notes (4) 2016-2017 0.407-0.766 6,315 11,048 Fixed-rate advances - Federal Home Loan Bank (FHLB) (5) 2016-2031 3.83-7.50 102 125 Floating-rate advances - FHLB (5) 2017-2020 0.32-0.87 37,000 34,000 Structured notes (1) 2016-2025 2.45-7.15 1 4 Capital leases (Note 7) 2016-2025 7.045-17.775 8 9 Total senior debt - Bank 50,120 50,655 Subordinated Fixed-rate notes 2016-2038 5.25-7.74% 7,927 10,310 Floating-rate notes 2016-2017 0.572-2.64 989 994 Total subordinated debt - Bank 8,916 11,304 Junior subordinated Floating-rate notes 2027 0.932-0.971% 322 313 Total junior subordinated debt - Bank (3) 322 313 Long-term debt issued by VIE - Fixed rate (6) 2020-2047 0.00-7.00% 456 609 Long-term debt issued by VIE - Floating rate (6) 2016-2047 0.00-18.78 845 996 Mortgage notes and other debt (7) 2016-2065 0.37-9.20 16,365 16,239 Total long-term debt - Bank 77,024 80,116 (continued on following page) (continued from previous page) December 31, 2015 2014 (in millions) Maturity date(s) Stated interest rate(s) Other consolidated subsidiaries Senior Fixed-rate notes 2016-2023 2.774-3.70% 4,628 6,317 FixFloat notes — 20 Structured notes (1) 2021 0.427 % 1 1 Total senior debt - Other consolidated subsidiaries 4,629 6,338 Junior subordinated Floating-rate notes 2027 0.822 % 155 155 Total junior subordinated debt - Other consolidated subsidiaries (3) 155 155 Long-term debt issued by VIE - Fixed rate (6) — 23 Mortgage notes and other (7) 2017-2018 1.625-5.125% 74 175 Total long-term debt - Other consolidated subsidiaries 4,858 6,691 Total long-term debt $ 199,536 183,943 (1) Largely consists of long-term notes where the performance of the note is linked to an embedded equity, commodity, or currency index, or basket of indices accounted for separately from the note as a free-standing derivative. For information on embedded derivatives, see the "Derivatives Not Designated as Hedging Instruments" section in Note 16 (Derivatives). In addition, a major portion consists of zero coupon callable notes where interest is paid as part of the final redemption amount. (2) Includes fixed-rate subordinated notes issued by the Parent at a discount of $137 million and $139 million in 2015 and 2014, respectively, to effect a modification of Wells Fargo Bank, NA notes. These notes are carried at their par amount on the balance sheet of the Parent presented in Note 25 (Parent-Only Financial Statements). (3) Represents junior subordinated debentures held by unconsolidated wholly-owned trusts formed for the sole purpose of issuing trust preferred securities. See Note 8 (Securitizations and Variable Interest Entities) for additional information on our trust preferred security structures. (4) Represents floating-rate extendible notes where holders of the notes may elect to extend the contractual maturity of all or a portion of the principal amount on a periodic basis. (5) At December 31, 2015, FHLB advances were secured by residential loan collateral. Outstanding advances at December 31, 2014, were secured by investment securities and residential loan collateral. (6) For additional information on VIEs, see Note 8 (Securitizations and Variable Interest Entities). (7) Predominantly related to securitizations and secured borrowings, see Note 8 (Securitizations and Variable Interest Entities). The aggregate carrying value of long-term debt that matures (based on contractual payment dates) as of December 31, 2015 , in each of the following five years and thereafter is presented in Table 13.2 . Table 13.2: Maturity of Long-Term Debt (in millions) Parent Company 2016 $ 14,713 31,904 2017 13,259 21,953 2018 8,189 22,961 2019 6,384 21,402 2020 12,998 20,236 Thereafter 62,111 81,080 Total $ 117,654 199,536 As part of our long-term and short-term borrowing arrangements, we are subject to various financial and operational covenants. Some of the agreements under which debt has been issued have provisions that may limit the merger or sale of certain subsidiary banks and the issuance of capital stock or convertible securities by certain subsidiary banks. At December 31, 2015 , we were in compliance with all the covenants.

Guarantees, Pledged Assets and

Guarantees, Pledged Assets and Collateral	12 Months Ended
	Dec. 31, 2015
Guarantees [Abstract]
Guarantees, Pledged Assets and Collateral	90 days Total Gross Obligation Repurchase agreements $ 58,021 19,561 2,935 1,025 81,542 Securities lending 7,845 362 1,529 — 9,736 Total repurchases and securities lending (1) $ 65,866 19,923 4,464 1,025 91,278 (1) Repurchase and securities lending transactions are largely conducted under enforceable master lending agreements that allow either party to terminate the transaction on demand. These transactions have been reported as continuous obligations unless the MRA or MSLA has been modified with an overriding agreement that specifies an alternative termination date." id="sjs-B4">Note 14: Guarantees, Pledged Assets and Collateral Guarantees are contracts that contingently require us to make payments to a guaranteed party based on an event or a change in an underlying asset, liability, rate or index. Guarantees are generally in the form of standby letters of credit, securities lending and other indemnifications, written put options, recourse obligations, and other types of arrangements. Table 14.1 shows carrying value, maximum exposure to loss on our guarantees and the related non-investment grade amounts. Table 14.1: Guarantees – Carrying Value and Maximum Exposure to Loss December 31, 2015 Maximum exposure to loss (in millions) Carrying value Expires in one year or less Expires after one year through three years Expires after three years through five years Expires after five years Total Non-investment grade Standby letters of credit (1) $ 38 16,360 9,618 4,116 642 30,736 8,981 Securities lending and other indemnifications — — — — 1,841 1,841 — Written put options (2) 371 7,387 6,463 4,505 1,440 19,795 9,583 Loans and MHFS sold with recourse 62 112 723 690 6,434 7,959 4,864 Factoring guarantees — 1,598 — — — 1,598 1,598 Other guarantees 28 62 17 17 2,482 2,578 53 Total guarantees $ 499 25,519 16,821 9,328 12,839 64,507 25,079 December 31, 2014 Maximum exposure to loss (in millions) Carrying value Expires in one year or less Expires after one year through three years Expires after three years through five years Expires after five years Total Non-investment grade Standby letters of credit (1) $ 41 16,271 10,269 6,295 645 33,480 8,447 Securities lending and other indemnifications — — 2 2 5,948 5,952 — Written put options (2) 469 7,644 5,256 2,822 2,409 18,131 7,902 Loans and MHFS sold with recourse 72 131 486 822 5,386 6,825 3,945 Factoring guarantees — 3,460 — — — 3,460 3,460 Other guarantees 24 9 85 22 2,158 2,274 69 Total guarantees $ 606 27,515 16,098 9,963 16,546 70,122 23,823 (1) Total maximum exposure to loss includes direct pay letters of credit (DPLCs) of $11.8 billion and $15.0 billion at December 31, 2015 and 2014 , respectively. We issue DPLCs to provide credit enhancements for certain bond issuances. Beneficiaries (bond trustees) may draw upon these instruments to make scheduled principal and interest payments, redeem all outstanding bonds because a default event has occurred, or for other reasons as permitted by the agreement. We also originate multipurpose lending commitments under which borrowers have the option to draw on the facility in one of several forms, including as a standby letter of credit. Total maximum exposure to loss includes the portion of these facilities for which we have issued standby letters of credit under the commitments. (2) Written put options, which are in the form of derivatives, are also included in the derivative disclosure in Note 16 (Derivatives). “Maximum exposure to loss” and “Non-investment grade” are required disclosures under GAAP. Non-investment grade represents those guarantees on which we have a higher risk of being required to perform under the terms of the guarantee. If the underlying assets under the guarantee are non-investment grade (that is, an external rating that is below investment grade or an internal credit default grade that is equivalent to a below investment grade external rating), we consider the risk of performance to be high. Internal credit default grades are determined based upon the same credit policies that we use to evaluate the risk of payment or performance when making loans and other extensions of credit. These credit policies are further described in Note 6 (Loans and Allowance for Credit Losses). Maximum exposure to loss represents the estimated loss that would be incurred under an assumed hypothetical circumstance, despite what we believe is its extremely remote possibility, where the value of our interests and any associated collateral declines to zero. Maximum exposure to loss estimates in the table above do not reflect economic hedges or collateral we could use to offset or recover losses we may incur under our guarantee agreements. Accordingly, this required disclosure is not an indication of expected loss. We believe the carrying value, which is either fair value for derivative-related products or the allowance for lending-related commitments, is more representative of our exposure to loss than maximum exposure to loss. STANDBY LETTERS OF CREDIT We issue standby letters of credit, which include performance and financial guarantees, for customers in connection with contracts between our customers and third parties. Standby letters of credit are agreements where we are obligated to make payment to a third party on behalf of a customer if the customer fails to meet their contractual obligations. We consider the credit risk in standby letters of credit and commercial and similar letters of credit in determining the allowance for credit losses. SECURITIES LENDING AND OTHER INDEMNIFICATIONS As a securities lending agent, we lend debt and equity securities from participating institutional clients’ portfolios to third-party borrowers. These arrangements are for an indefinite period of time, and we indemnify our clients against default by the borrower in returning these lent securities. This indemnity is supported by collateral received from the borrowers and is generally in the form of cash or highly liquid securities that are marked to market daily. For the transactions subject to the indemnifications, the fair value of securities loaned out at December 31, 2015 and 2014 , totaled $0 million and $211 million , respectively. The fair value of collateral supporting the loaned securities was $0 million and $218 million at December 31, 2015 and 2014 , respectively. We use certain third-party clearing agents to clear and settle transactions on behalf of some of our institutional brokerage customers. We indemnify the clearing agents against loss that could occur for non-performance by our customers on transactions that are not sufficiently collateralized. Transactions subject to the indemnifications may include customer obligations related to the settlement of margin accounts and short positions, such as written call options and securities borrowing transactions. Outstanding customer obligations were $352 million and $950 million and the related collateral was $1.5 billion and $5.6 billion at December 31, 2015 and 2014 , respectively. Our estimate of maximum exposure to loss, which requires judgment regarding the range and likelihood of future events, was $1.8 billion as of December 31, 2015 , and $5.7 billion as of December 31, 2014 . We enter into other types of indemnification agreements in the ordinary course of business under which we agree to indemnify third parties against any damages, losses and expenses incurred in connection with legal and other proceedings arising from relationships or transactions with us. These relationships or transactions include those arising from service as a director or officer of the Company, underwriting agreements relating to our securities, acquisition agreements and various other business transactions or arrangements. Because the extent of our obligations under these agreements depends entirely upon the occurrence of future events, we are unable to determine our potential future liability under these agreements. We do, however, record a liability for residential mortgage loans that we expect to repurchase pursuant to various representations and warranties. See Note 9 (Mortgage Banking Activities) for additional information on the liability for mortgage loan repurchase losses. WRITTEN PUT OPTIONS Written put options are contracts that give the counterparty the right to sell to us an underlying instrument held by the counterparty at a specified price and may include options, floors, caps and credit default swaps. These written put option contracts generally permit net settlement. While these derivative transactions expose us to risk if the option is exercised, we manage this risk by entering into offsetting trades or by taking short positions in the underlying instrument. We offset substantially all put options written to customers with purchased options. Additionally, for certain of these contracts, we require the counterparty to pledge the underlying instrument as collateral for the transaction. Our ultimate obligation under written put options is based on future market conditions and is only quantifiable at settlement. See Note 16 (Derivatives) for additional information regarding written derivative contracts. LOANS AND MHFS SOLD WITH RECOURSE In certain loan sales or securitizations, we provide recourse to the buyer whereby we are required to indemnify the buyer for any loss on the loan up to par value plus accrued interest. We provide recourse, predominantly to the GSEs, on loans sold under various programs and arrangements. Predominantly all of these programs and arrangements require that we share in the loans’ credit exposure for their remaining life by providing recourse to the GSE, up to 33.33% of actual losses incurred on a pro-rata basis in the event of borrower default. Under the remaining recourse programs and arrangements, if certain events occur within a specified period of time from transfer date, we have to provide limited recourse to the buyer to indemnify them for losses incurred for the remaining life of the loans. The maximum exposure to loss reported in the accompanying table represents the outstanding principal balance of the loans sold or securitized that are subject to recourse provisions or the maximum losses per the contractual agreements. However, we believe the likelihood of loss of the entire balance due to these recourse agreements is remote, and amounts paid can be recovered in whole or in part from the sale of collateral. During 2015 and 2014 we repurchased $6 million and $14 million , respectively, of loans associated with these agreements. We also provide representation and warranty guarantees on loans sold under the various recourse programs and arrangements. Our loss exposure relative to these guarantees is separately considered and provided for, as necessary, in determination of our liability for loan repurchases due to breaches of representation and warranties. See Note 9 (Mortgage Banking Activities) for additional information on the liability for mortgage loan repurchase losses. FACTORING GUARANTEES Under certain factoring arrangements, we are required to purchase trade receivables from third parties, generally upon their request, if receivable debtors default on their payment obligations. OTHER GUARANTEES We are members of exchanges and clearing houses that we use to clear our trades and those of our customers. It is common that all members in these organizations are required to collectively guarantee the performance of other members. Our obligations under the guarantees are based on either a fixed amount or a multiple of the collateral we are required to maintain with these organizations. We have not recorded a liability for these arrangements as of the dates presented in the previous table because we believe the likelihood of loss is remote. Other guarantees also include liquidity agreements and contingent performance arrangements. We provide liquidity to certain off-balance sheet entities that hold securitized fixed-rate municipal bonds and consumer or commercial assets that are partially funded with the issuance of money market and other short-term notes. See Note 8 (Securitization and Variable Interest Entities) for additional information on securitization and VIEs. Under our contingent performance arrangements, we are required to pay the counterparties to transactions related to various customer relationships and lease agreements if third parties default on certain obligations. Pledged Assets As part of our liquidity management strategy, we pledge assets to secure trust and public deposits, borrowings and letters of credit from the FHLB and FRB, securities sold under agreements to repurchase (repurchase agreements), securities lending arrangements, and for other purposes as required or permitted by law or insurance statutory requirements. The types of collateral we pledge include securities issued by federal agencies, GSEs, domestic and foreign companies and various commercial and consumer loans. Table 14.2 provides the total carrying amount of pledged assets by asset type. The table excludes pledged consolidated VIE assets of $5.6 billion and $5.8 billion at December 31, 2015 and 2014 , respectively, which can only be used to settle the liabilities of those entities. The table also excludes $7.3 billion and $10.1 billion in assets pledged in transactions accounted for as secured borrowings at December 31, 2015 and 2014 , respectively. See Note 8 (Securitizations and Variable Interest Entities) for additional information on consolidated VIE assets and secured borrowings. Table 14.2: Pledged Assets Dec 31, Dec 31, (in millions) 2015 2014 Trading assets and other (1) $ 73,396 49,685 Investment securities (2) 113,912 101,997 Mortgages held for sale and loans (3) 453,058 418,338 Total pledged assets $ 640,366 570,020 (1) Represent assets pledged to collateralize repurchase agreements and other securities financings. Balance includes $73.0 billion and $49.4 billion at December 31, 2015 and 2014 , respectively, under agreements that permit the secured parties to sell or repledge the collateral. (2) Includes carrying value of $6.5 billion and $6.6 billion (fair value of $6.5 billion and $6.8 billion ) in collateral for repurchase agreements at December 31, 2015 and 2014 , respectively, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Also includes $13.0 billion and $164 million in collateral pledged under repurchase agreements at December 31, 2015 and 2014 , respectively, that permit the secured parties to sell or repledge the collateral. Substantially all other pledged securities are pursuant to agreements that do not permit the secured party to sell or repledge the collateral. (3) Includes mortgages held for sale of $ 8.7 billion at both December 31, 2015 and 2014 . Balance consists of mortgages held for sale and loans that are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Amounts exclude $1.3 billion and $1.7 billion at December 31, 2015 and 2014 , respectively, of pledged loans recorded on our balance sheet representing certain delinquent loans that are eligible for repurchase primarily from GNMA loan securitizations. See Note 8 (Securitizations and Variable Interest Entities) for additional information. Securities Financing Activities We enter into resale and repurchase agreements and securities borrowing and lending agreements (collectively, “securities financing activities”) primarily to finance inventory positions, acquire securities to cover short trading positions, accommodate customers’ financing needs, and settle other securities obligations. These activities are conducted through our broker dealer subsidiaries and to a lesser extent through other bank entities. The majority of our securities financing activities involve high quality, liquid securities, such as U.S. Treasury securities and government agency securities, and to a lesser extent, less liquid securities, including equity securities, corporate bonds and asset-backed securities. We account for these transactions as collateralized financings in which we typically receive or pledge securities as collateral. We believe these financing transactions generally do not have material credit risk given the collateral provided and the related monitoring processes. OFFSETTING OF RESALE AND REPURCHASE AGREEMENTS AND SECURITIES BORROWING AND LENDING AGREEMENTS Table 14.3 presents resale and repurchase agreements subject to master repurchase agreements (MRA) and securities borrowing and lending agreements subject to master securities lending agreements (MSLA). We account for transactions subject to these agreements as collateralized financings, and those with a single counterparty are presented net on our balance sheet, provided certain criteria are met that permit balance sheet netting. Most transactions subject to these agreements do not meet those criteria and thus are not eligible for balance sheet netting. Collateral we pledged consists of non-cash instruments, such as securities or loans, and is not netted on the balance sheet against the related liability. Collateral we received includes securities or loans and is not recognized on our balance sheet. Collateral pledged or received may be increased or decreased over time to maintain certain contractual thresholds, as the assets underlying each arrangement fluctuate in value. Generally, these agreements require collateral to exceed the asset or liability recognized on the balance sheet. The following table includes the amount of collateral pledged or received related to exposures subject to enforceable MRAs or MSLAs. While these agreements are typically over-collateralized, U.S. GAAP requires disclosure in this table to limit the amount of such collateral to the amount of the related recognized asset or liability for each counterparty. In addition to the amounts included in Table 14.3 , we also have balance sheet netting related to derivatives that is disclosed in Note 16 (Derivatives). Table 14.3: Offsetting – Resale and Repurchase Agreements Dec 31, Dec 31, (in millions) 2015 2014 Assets: Resale and securities borrowing agreements Gross amounts recognized $ 74,935 58,148 Gross amounts offset in consolidated balance sheet (1) (9,158 ) (6,477 ) Net amounts in consolidated balance sheet (2) 65,777 51,671 Collateral not recognized in consolidated balance sheet (3) (65,035 ) (51,624 ) Net amount (4) $ 742 47 Liabilities: Repurchase and securities lending agreements Gross amounts recognized (5) $ 91,278 56,583 Gross amounts offset in consolidated balance sheet (1) (9,158 ) (6,477 ) Net amounts in consolidated balance sheet (6) 82,120 50,106 Collateral pledged but not netted in consolidated balance sheet (7) (81,772 ) (49,713 ) Net amount (8) $ 348 393 (1) Represents recognized amount of resale and repurchase agreements with counterparties subject to enforceable MRAs or MSLAs that have been offset in the consolidated balance sheet. (2) At December 31, 2015 and 2014 , includes $45.7 billion and $36.8 billion , respectively, classified on our consolidated balance sheet in federal funds sold, securities purchased under resale agreements and other short-term investments and $20.1 billion and $14.9 billion , respectively, in loans. (3) Represents the fair value of collateral we have received under enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized asset due from each counterparty. At December 31, 2015 and 2014 , we have received total collateral with a fair value of $84.9 billion and $64.5 billion , respectively, all of which, we have the right to sell or repledge. These amounts include securities we have sold or repledged to others with a fair value of $51.1 billion at December 31, 2015 and $40.8 billion at December 31, 2014 . (4) Represents the amount of our exposure that is not collateralized and/or is not subject to an enforceable MRA or MSLA. (5) For additional information on underlying collateral and contractual maturities, see the "Repurchase and Securities Lending Agreements" section in this Note. (6) Amount is classified in short-term borrowings on our consolidated balance sheet. (7) Represents the fair value of collateral we have pledged, related to enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized liability owed to each counterparty. At December 31, 2015 and 2014 , we have pledged total collateral with a fair value of $92.9 billion and $56.5 billion , respectively, of which, the counterparty does not have the right to sell or repledge $6.9 billion at both December 31, 2015 and 2014 . (8) Represents the amount of our obligation that is not covered by pledged collateral and/or is not subject to an enforceable MRA or MSLA. REPURCHASE AND SECURITIES LENDING AGREEMENTS Securities sold under repurchase agreements and securities lending arrangements are effectively short-term collateralized borrowings. In these transactions, we receive cash in exchange for transferring securities as collateral and recognize an obligation to reacquire the securities for cash at the transaction's maturity. These types of transactions create risks, including (1) the counterparty may fail to return the securities at maturity, (2) the fair value of the securities transferred may decline below the amount of our obligation to reacquire the securities, and therefore create an obligation for us to pledge additional amounts, and (3) the counterparty may accelerate the maturity on demand, requiring us to reacquire the security prior to contractual maturity. We attempt to mitigate these risks by the fact that the majority of our securities financing activities involve highly liquid securities, we underwrite and monitor the financial strength of our counterparties, we monitor the fair value of collateral pledged relative to contractually required repurchase amounts, and we monitor that our collateral is properly returned through the clearing and settlement process in advance of our cash repayment. Table 14.4 provides the underlying collateral types of our gross obligations under repurchase and securities lending agreements. Table 14.4: Underlying Collateral Types of Gross Obligations December 31, 2015 (in millions) Total Gross Obligation Repurchase agreements: Securities of U.S. Treasury and federal agencies $ 32,254 Securities of U.S. States and political subdivisions 7 Federal agency mortgage-backed securities 37,033 Non-agency mortgage-backed securities 1,680 Corporate debt securities 4,674 Asset-backed securities 2,275 Equity securities 2,457 Other 1,162 Total repurchases 81,542 Securities lending: Securities of U.S. Treasury and federal agencies 61 Federal agency mortgage-backed securities 76 Corporate debt securities 899 Equity securities (1) 8,700 Total securities lending 9,736 Total repurchases and securities lending $ 91,278 (1) Equity securities are generally exchange traded and either re-hypothecated under margin lending agreements or obtained through contemporaneous securities borrowing transactions with other counterparties. Table 14.5 provides the contractual maturities of our gross obligations under repurchase and securities lending agreements. Table 14.5: Contractual Maturities of Gross Obligations December 31, 2015 (in millions) Overnight/Continuous Up to 30 days 30-90 days >90 days Total Gross Obligation Repurchase agreements $ 58,021 19,561 2,935 1,025 81,542 Securities lending 7,845 362 1,529 — 9,736 Total repurchases and securities lending (1) $ 65,866 19,923 4,464 1,025 91,278 (1) Repurchase and securities lending transactions are largely conducted under enforceable master lending agreements that allow either party to terminate the transaction on demand. These transactions have been reported as continuous obligations unless the MRA or MSLA has been modified with an overriding agreement that specifies an alternative termination date.

Legal Actions

Legal Actions	12 Months Ended
	Dec. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Legal Actions	Note 15: Legal Actions Wells Fargo and certain of our subsidiaries are involved in a number of judicial, regulatory and arbitration proceedings concerning matters arising from the conduct of our business activities. These proceedings include actions brought against Wells Fargo and/or our subsidiaries with respect to corporate related matters and transactions in which Wells Fargo and/or our subsidiaries were involved. In addition, Wells Fargo and our subsidiaries may be requested to provide information or otherwise cooperate with government authorities in the conduct of investigations of other persons or industry groups. Although there can be no assurance as to the ultimate outcome, Wells Fargo and/or our subsidiaries have generally denied, or believe we have a meritorious defense and will deny, liability in all significant litigation pending against us, including the matters described below, and we intend to defend vigorously each case, other than matters we describe as having settled. Reserves are established for legal claims when payments associated with the claims become probable and the costs can be reasonably estimated. The actual costs of resolving legal claims may be substantially higher or lower than the amounts reserved for those claims. FHA INSURANCE LITIGATION On October 9, 2012, the United States filed a complaint, captioned United States of America v. Wells Fargo Bank, N . A. , in the U.S. District Court for the Southern District of New York. The complaint makes claims with respect to Wells Fargo's Federal Housing Administration (FHA) lending program for the period 2001 to 2010. The complaint alleges, among other allegations, that Wells Fargo improperly certified certain FHA mortgage loans for United States Department of Housing and Urban Development (HUD) insurance that did not qualify for the program, and therefore Wells Fargo should not have received insurance proceeds from HUD when some of the loans later defaulted. The complaint further alleges Wells Fargo knew some of the mortgages did not qualify for insurance and did not disclose the deficiencies to HUD before making insurance claims. On February 1, 2016, Wells Fargo reached an agreement in principle with the United States Department of Justice, the United States Attorney’s Office for the Southern District of New York, the United States Attorney’s Office for the Northern District of California, and HUD (collectively, the Federal Government) to pay $1.2 billion to resolve the complaint’s allegations, as well as other potential civil claims relating to Wells Fargo’s FHA lending activities for other periods. Although Wells Fargo and the Federal Government have reached an agreement in principle to resolve these matters, there can be no assurance that Wells Fargo and the Federal Government will agree on the final documentation of the settlement. INTERCHANGE LITIGATION Wells Fargo Bank, N.A., Wells Fargo & Company, Wachovia Bank, N.A. and Wachovia Corporation are named as defendants, separately or in combination, in putative class actions filed on behalf of a plaintiff class of merchants and in individual actions brought by individual merchants with regard to the interchange fees associated with Visa and MasterCard payment card transactions. These actions have been consolidated in the U.S. District Court for the Eastern District of New York. Visa, MasterCard and several banks and bank holding companies are named as defendants in various of these actions. The amended and consolidated complaint asserts claims against defendants based on alleged violations of federal and state antitrust laws and seeks damages, as well as injunctive relief. Plaintiff merchants allege that Visa, MasterCard and payment card issuing banks unlawfully colluded to set interchange rates. Plaintiffs also allege that enforcement of certain Visa and MasterCard rules and alleged tying and bundling of services offered to merchants are anticompetitive. Wells Fargo and Wachovia, along with other defendants and entities, are parties to Loss and Judgment Sharing Agreements, which provide that they, along with other entities, will share, based on a formula, in any losses from the Interchange Litigation. On July 13, 2012, Visa, MasterCard and the financial institution defendants, including Wells Fargo, signed a memorandum of understanding with plaintiff merchants to resolve the consolidated class actions and reached a separate settlement in principle of the consolidated individual actions. The settlement payments to be made by all defendants in the consolidated class and individual actions total approximately $6.6 billion before reductions applicable to certain merchants opting out of the settlement. The class settlement also provided for the distribution to class merchants of 10 basis points of default interchange across all credit rate categories for a period of eight consecutive months. The District Court granted final approval of the settlement, which has been appealed to the Second Circuit Court of Appeals by settlement objector merchants. Other merchants have opted out of the settlement and are pursuing several individual actions. Several merchants have now filed a motion to vacate the class settlement. MORTGAGE RELATED REGULATORY INVESTIGATIONS Federal and state government agencies, including the United States Department of Justice, continue investigations or examinations of certain mortgage related practices of Wells Fargo and predecessor institutions. Wells Fargo, for itself and for predecessor institutions, has responded, and continues to respond, to requests from these agencies seeking information regarding the origination, underwriting and securitization of residential mortgages, including sub-prime mortgages. ORDER OF POSTING LITIGATION A series of putative class actions have been filed against Wachovia Bank, N.A. and Wells Fargo Bank, N.A., as well as many other banks, challenging the "high to low" order in which the banks post debit card transactions to consumer deposit accounts. There are currently several such cases pending against Wells Fargo Bank (including the Wachovia Bank cases to which Wells Fargo succeeded), most of which have been consolidated in multi-district litigation proceedings (the "MDL proceedings") in the U.S. District Court for the Southern District of Florida. The court in the MDL proceedings has certified a class of putative plaintiffs and Wells Fargo has moved to compel arbitration of the claims of unnamed class members. On August 10, 2010, the U.S. District Court for the Northern District of California issued an order in Gutierrez v. Wells Fargo Bank, N.A. , a case that was not consolidated in the MDL proceedings described above, enjoining the bank’s use of the high to low posting method for debit card transactions with respect to the plaintiff class of California depositors, directing the bank to establish a different posting methodology and ordering remediation of approximately $203 million . On October 26, 2010, a final judgment was entered in Gutierrez. Following appellate proceedings which reversed in part and affirmed in part the trial court's judgment, Wells Fargo filed a petition for writ of certiorari to the United States Supreme Court on April 10, 2015. The Supreme Court has not yet acted on the petition. OUTLOOK When establishing a liability for contingent litigation losses, the Company determines a range of potential losses for each matter that is both probable and estimable, and records the amount it considers to be the best estimate within the range. The high end of the range of reasonably possible potential litigation losses in excess of the Company’s liability for probable and estimable losses was approximately $1.3 billion as of December 31, 2015 . For these matters and others where an unfavorable outcome is reasonably possible but not probable, there may be a range of possible losses in excess of the established liability that cannot be estimated. Based on information currently available, advice of counsel, available insurance coverage and established reserves, Wells Fargo believes that the eventual outcome of the actions against Wells Fargo and/or its subsidiaries, including the matters described above, will not, individually or in the aggregate, have a material adverse effect on Wells Fargo’s consolidated financial position. However, in the event of unexpected future developments, it is possible that the ultimate resolution of those matters, if unfavorable, may be material to Wells Fargo’s results of operations for any particular period.

Derivatives

Derivatives	12 Months Ended
	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Note 16: Derivatives We primarily use derivatives to manage exposure to market risk, including interest rate risk, credit risk and foreign currency risk, and to assist customers with their risk management objectives. We designate certain derivatives as hedging instruments in a qualifying hedge accounting relationship (fair value or cash flow hedge). Our remaining derivatives consist of economic hedges that do not qualify for hedge accounting and derivatives held for customer accommodation, trading or other purposes. Our asset/liability management approach to interest rate, foreign currency and certain other risks includes the use of derivatives. Such derivatives are typically designated as fair value or cash flow hedges, or economic hedges. This helps minimize significant, unplanned fluctuations in earnings, fair values of assets and liabilities, and cash flows caused by interest rate, foreign currency and other market risk volatility. This approach involves modifying the repricing characteristics of certain assets and liabilities so that changes in interest rates, foreign currency and other exposures do not have a significantly adverse effect on the net interest margin, cash flows and earnings. As a result of fluctuations in these exposures, hedged assets and liabilities will gain or lose fair value. In a fair value or economic hedge, the effect of this unrealized gain or loss will generally be offset by the gain or loss on the derivatives linked to the hedged assets and liabilities. In a cash flow hedge, where we manage the variability of cash payments due to interest rate fluctuations by the effective use of derivatives linked to hedged assets and liabilities, the hedged asset or liability is not adjusted and the unrealized gain or loss on the derivative is generally reflected in other comprehensive income and not in earnings. We also offer various derivatives, including interest rate, commodity, equity, credit and foreign exchange contracts, to our customers as part of our trading businesses. These derivative transactions, which involve us engaging in market-making activities or acting as an intermediary, are conducted in an effort to help customers manage their market risks. We usually offset our exposure from such derivatives by entering into other financial contracts, such as separate derivative or security transactions. The customer accommodations and any offsetting derivatives are treated as customer accommodation, trading and other derivatives in our disclosures. Additionally, this category includes embedded derivatives that are required to be accounted for separately from their host contracts. Table 16.1 presents the total notional or contractual amounts and fair values for our derivatives. Derivative transactions can be measured in terms of the notional amount, but this amount is not recorded on the balance sheet and is not, when viewed in isolation, a meaningful measure of the risk profile of the instruments. The notional amount is generally not exchanged, but is used only as the basis on which interest and other payments are determined. Derivatives designated as qualifying hedging instruments and economic hedges are recorded on the balance sheet at fair value in other assets or other liabilities. Customer accommodation, trading and other derivatives are recorded on the balance sheet at fair value in trading assets, other assets or other liabilities. Table 16.1: Notional or Contractual Amounts and Fair Values of Derivatives December 31, 2015 December 31, 2014 Notional or Fair value Notional or Fair value contractual Asset Liability contractual Asset Liability (in millions) amount derivatives derivatives amount derivatives derivatives Derivatives designated as hedging instruments Interest rate contracts (1) $ 191,684 7,477 2,253 148,967 6,536 2,435 Foreign exchange contracts (1) 25,115 378 2,494 26,778 752 1,347 Total derivatives designated as qualifying hedging instruments 7,855 4,747 7,288 3,782 Derivatives not designated as hedging instruments Economic hedges: Interest rate contracts (2) 211,375 195 315 221,527 697 487 Equity contracts 7,427 531 47 5,219 367 96 Foreign exchange contracts 16,407 321 100 14,405 275 28 Subtotal (3) 1,047 462 1,339 611 Customer accommodation, trading and other derivatives: Interest rate contracts 4,685,898 55,053 55,409 4,378,767 56,465 57,137 Commodity contracts 47,571 4,659 5,519 88,640 7,461 7,702 Equity contracts 139,956 7,068 4,761 138,422 8,638 6,942 Foreign exchange contracts 295,962 8,248 8,339 253,742 6,377 6,452 Credit contracts - protection sold 10,544 83 541 12,304 151 943 Credit contracts - protection purchased 18,018 567 88 16,659 755 168 Other contracts 1,041 — 58 1,994 — 44 Subtotal 75,678 74,715 79,847 79,388 Total derivatives not designated as hedging instruments 76,725 75,177 81,186 79,999 Total derivatives before netting 84,580 79,924 88,474 83,781 Netting (3) (66,924 ) (66,004 ) (65,869 ) (65,043 ) Total $ 17,656 13,920 22,605 18,738 (1) Notional amounts presented exclude $1.9 billion of interest rate contracts at both December 31, 2015 and 2014 , for certain derivatives that are combined for designation as a hedge on a single instrument. The notional amount for foreign exchange contracts at December 31, 2015 and 2014 , excludes $7.8 billion and $2.7 billion , respectively for certain derivatives that are combined for designation as a hedge on a single instrument. (2) Includes economic hedge derivatives used to hedge the risk of changes in the fair value of residential MSRs, MHFS, loans, derivative loan commitments and other interests held. (3) Represents balance sheet netting of derivative asset and liability balances, related cash collateral and portfolio level counterparty valuation adjustments. See the next table in this Note for further information. Table 16.2 provides information on the gross fair values of derivative assets and liabilities, the balance sheet netting adjustments and the resulting net fair value amount recorded on our balance sheet, as well as the non-cash collateral associated with such arrangements. We execute substantially all of our derivative transactions under master netting arrangements. We reflect all derivative balances and related cash collateral subject to enforceable master netting arrangements on a net basis within the balance sheet. The “Gross amounts recognized” column in the following table include $69.9 billion and $74.0 billion of gross derivative assets and liabilities, respectively, at December 31, 2015 , and $69.6 billion and $75.0 billion , respectively, at December 31, 2014 , with counterparties subject to enforceable master netting arrangements that are carried on the balance sheet net of offsetting amounts. The remaining gross derivative assets and liabilities of $14.6 billion and $5.9 billion , respectively, at December 31, 2015 and $18.9 billion and $8.8 billion , respectively, at December 31, 2014 , include those with counterparties subject to master netting arrangements for which we have not assessed the enforceability because they are with counterparties where we do not currently have positions to offset, those subject to master netting arrangements where we have not been able to confirm the enforceability and those not subject to master netting arrangements. As such, we do not net derivative balances or collateral within the balance sheet for these counterparties. We determine the balance sheet netting adjustments based on the terms specified within each master netting arrangement. We disclose the balance sheet netting amounts within the column titled “Gross amounts offset in consolidated balance sheet.” Balance sheet netting adjustments are determined at the counterparty level for which there may be multiple contract types. For disclosure purposes, we allocate these adjustments to the contract type for each counterparty proportionally based upon the “Gross amounts recognized” by counterparty. As a result, the net amounts disclosed by contract type may not represent the actual exposure upon settlement of the contracts. Balance sheet netting does not include non-cash collateral that we receive and pledge. For disclosure purposes, we present the fair value of this non-cash collateral in the column titled “Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)” within the table. We determine and allocate the Disclosure-only netting amounts in the same manner as balance sheet netting amounts. The “Net amounts” column within the following table represents the aggregate of our net exposure to each counterparty after considering the balance sheet and Disclosure-only netting adjustments. We manage derivative exposure by monitoring the credit risk associated with each counterparty using counterparty specific credit risk limits, using master netting arrangements and obtaining collateral. Derivative contracts executed in over-the-counter markets include bilateral contractual arrangements that are not cleared through a central clearing organization but are typically subject to master netting arrangements. The percentage of our bilateral derivative transactions outstanding at period end in such markets, based on gross fair value, is provided within the following table. Other derivative contracts executed in over-the-counter or exchange-traded markets are settled through a central clearing organization and are excluded from this percentage. In addition to the netting amounts included in the table, we also have balance sheet netting related to resale and repurchase agreements that are disclosed within Note 14 (Guarantees, Pledged Assets and Collateral). Table 16.2: Gross Fair Value of Derivative Assets and Liabilities (in millions) Gross amounts recognized Gross amounts offset in consolidated balance sheet (1) Net amounts in consolidated balance sheet (2) Gross amounts not offset in consolidated balance sheet (Disclosure-only netting) (3) Net amounts Percent exchanged in over-the-counter market (4) December 31, 2015 Derivative assets Interest rate contracts $ 62,725 (56,612 ) 6,113 (749 ) 5,364 39 % Commodity contracts 4,659 (998 ) 3,661 (76 ) 3,585 35 Equity contracts 7,599 (2,625 ) 4,974 (471 ) 4,503 51 Foreign exchange contracts 8,947 (6,141 ) 2,806 (34 ) 2,772 98 Credit contracts-protection sold 83 (79 ) 4 — 4 76 Credit contracts-protection purchased 567 (469 ) 98 (2 ) 96 100 Total derivative assets $ 84,580 (66,924 ) 17,656 (1,332 ) 16,324 Derivative liabilities Interest rate contracts $ 57,977 (53,259 ) 4,718 (3,543 ) 1,175 35 % Commodity contracts 5,519 (1,052 ) 4,467 (40 ) 4,427 84 Equity contracts 4,808 (2,241 ) 2,567 (154 ) 2,413 85 Foreign exchange contracts 10,933 (8,968 ) 1,965 (634 ) 1,331 100 Credit contracts-protection sold 541 (434 ) 107 (107 ) — 100 Credit contracts-protection purchased 88 (50 ) 38 (6 ) 32 70 Other contracts 58 — 58 — 58 100 Total derivative liabilities $ 79,924 (66,004 ) 13,920 (4,484 ) 9,436 December 31, 2014 Derivative assets Interest rate contracts $ 63,698 (56,051 ) 7,647 (769 ) 6,878 45 % Commodity contracts 7,461 (1,233 ) 6,228 (72 ) 6,156 27 Equity contracts 9,005 (2,842 ) 6,163 (405 ) 5,758 54 Foreign exchange contracts 7,404 (4,923 ) 2,481 (85 ) 2,396 98 Credit contracts-protection sold 151 (131 ) 20 — 20 90 Credit contracts-protection purchased 755 (689 ) 66 (1 ) 65 100 Total derivative assets $ 88,474 (65,869 ) 22,605 (1,332 ) 21,273 Derivative liabilities Interest rate contracts $ 60,059 (54,394 ) 5,665 (4,244 ) 1,421 44 % Commodity contracts 7,702 (1,459 ) 6,243 (33 ) 6,210 81 Equity contracts 7,038 (2,845 ) 4,193 (484 ) 3,709 82 Foreign exchange contracts 7,827 (5,511 ) 2,316 (270 ) 2,046 100 Credit contracts-protection sold 943 (713 ) 230 (199 ) 31 100 Credit contracts-protection purchased 168 (121 ) 47 (18 ) 29 86 Other contracts 44 — 44 — 44 100 Total derivative liabilities $ 83,781 (65,043 ) 18,738 (5,248 ) 13,490 (1) Represents amounts with counterparties subject to enforceable master netting arrangements that have been offset in the consolidated balance sheet, including related cash collateral and portfolio level counterparty valuation adjustments. Counterparty valuation adjustments were $375 million and $266 million related to derivative assets and $81 million and $56 million related to derivative liabilities as of December 31, 2015 and 2014 , respectively. Cash collateral totaled $5.3 billion and $4.7 billion , netted against derivative assets and liabilities, respectively, at December 31, 2015 , and $5.2 billion and $4.6 billion , respectively, at December 31, 2014 . (2) Net derivative assets of $12.4 billion and $16.9 billion are classified in Trading assets as of December 31, 2015 and 2014 , respectively. $5.3 billion and $5.7 billion are classified in Other assets in the consolidated balance sheet as of December 31, 2015 and 2014 , respectively. Net derivative liabilities are classified in Accrued expenses and other liabilities in the consolidated balance sheet. (3) Represents the fair value of non-cash collateral pledged and received against derivative assets and liabilities with the same counterparty that are subject to enforceable master netting arrangements. U.S. GAAP does not permit netting of such non-cash collateral balances in the consolidated balance sheet but requires disclosure of these amounts. (4) Represents derivatives executed in over-the-counter markets not settled through a central clearing organization. Over-the-counter percentages are calculated based on Gross amounts recognized as of the respective balance sheet date. The remaining percentage represents derivatives settled through a central clearing organization, which are executed in either over-the-counter or exchange-traded markets. Fair Value Hedges We use interest rate swaps to convert certain of our fixed-rate long-term debt to floating rates to hedge our exposure to interest rate risk. We also enter into cross-currency swaps, cross-currency interest rate swaps and forward contracts to hedge our exposure to foreign currency risk and interest rate risk associated with the issuance of non-U.S. dollar denominated long-term debt. In addition, we use interest rate swaps, cross-currency swaps, cross-currency interest rate swaps and forward contracts to hedge against changes in fair value of certain investments in available-for-sale debt securities due to changes in interest rates, foreign currency rates, or both. We also use interest rate swaps to hedge against changes in fair value for certain mortgages held for sale. The entire derivative gain or loss is included in the assessment of hedge effectiveness for all fair value hedge relationships, except for those involving foreign-currency denominated available-for-sale securities and long-term debt hedged with foreign currency forward derivatives for which the time value component of the derivative gain or loss related to the changes in the difference between the spot and forward price is excluded from the assessment of hedge effectiveness. We use statistical regression analysis to assess hedge effectiveness, both at inception of the hedging relationship and on an ongoing basis. The regression analysis involves regressing the periodic change in fair value of the hedging instrument against the periodic changes in fair value of the asset or liability being hedged due to changes in the hedged risk(s). The assessment includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness. Table 16.3 shows the net gains (losses) recognized in the income statement related to derivatives in fair value hedging relationships. Table 16.3: Derivatives in Fair Value Hedging Relationships Interest rate contracts hedging: Foreign exchange contracts hedging: Total net gains (losses) on fair value hedges (in millions) Available-for-sale securities Mortgages held for sale Long-term debt Available-for-sale securities Long-term debt Year ended December 31, 2015 Net interest income (expense) recognized on derivatives $ (782 ) (13 ) 1,955 — 182 1,342 Gains (losses) recorded in noninterest income Recognized on derivatives (18 ) (9 ) 327 253 (2,370 ) (1,817 ) Recognized on hedged item 7 (4 ) (251 ) (247 ) 2,390 1,895 Net recognized on fair value hedges (ineffective portion) (1) $ (11 ) (13 ) 76 6 20 78 Year ended December 31, 2014 Net interest income (expense) recognized on derivatives $ (722 ) (15 ) 1,843 (10 ) 308 1,404 Gains (losses) recorded in noninterest income Recognized on derivatives (1,943 ) (49 ) 3,623 391 (1,418 ) 604 Recognized on hedged item 1,911 32 (3,143 ) (388 ) 1,490 (98 ) Net recognized on fair value hedges (ineffective portion) (1) $ (32 ) (17 ) 480 3 72 506 Year ended December 31, 2013 Net interest income (expense) recognized on derivatives $ (584 ) (11 ) 1,632 (8 ) 280 1,309 Gains (losses) recorded in noninterest income Recognized on derivatives 1,889 47 (3,767 ) (49 ) (847 ) (2,727 ) Recognized on hedged item (1,874 ) (57 ) 3,521 49 722 2,361 Net recognized on fair value hedges (ineffective portion) (1) $ 15 (10 ) (246 ) — (125 ) (366 ) (1) Included $(7) million , $(1) million and $(5) million , respectively, for years ended December 31, 2015 , 2014 , and 2013 of the time value component recognized as net interest income (expense) on forward derivatives hedging foreign currency available-for-sale securities and long-term debt that were excluded from the assessment of hedge effectiveness. Cash Flow Hedges We use interest rate swaps to hedge the variability in interest payments received on certain floating-rate commercial loans and paid on certain floating-rate debt due to changes in the benchmark interest rate. Gains and losses on derivatives that are reclassified from OCI to interest income (for loans) and interest expense (for debt) in the current period are included in the line item in which the hedged item’s effect on earnings is recorded. All parts of gain or loss on these derivatives are included in the assessment of hedge effectiveness. We assess hedge effectiveness using regression analysis, both at inception of the hedging relationship and on an ongoing basis. The regression analysis involves regressing the periodic changes in cash flows of the hedging instrument against the periodic changes in cash flows of the forecasted transaction being hedged due to changes in the hedged risk(s). The assessment includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness. Based upon current interest rates, we estimate that $826 million (pre tax) of deferred net gains on derivatives in OCI at December 31, 2015 , will be reclassified into net interest income during the next twelve months. Future changes to interest rates may significantly change actual amounts reclassified to earnings. We are hedging our exposure to the variability of future cash flows for all forecasted transactions for a maximum of 7 years. Table 16.4 shows the net gains (losses) recognized related to derivatives in cash flow hedging relationships. Table 16.4: Derivatives in Cash Flow Hedging Relationships Year ended December 31, (in millions) 2015 2014 2013 Gains (losses) (pre tax) recognized in OCI on derivatives $ 1,549 952 (32 ) Gains (pre tax) reclassified from cumulative OCI into net income (1) 1,089 545 296 Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness (2) 1 2 1 (1) See Note 23 (Other Comprehensive Income) for detail on components of net income. (2) None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness. Derivatives Not Designated as Hedging Instruments We use economic hedge derivatives primarily to hedge the risk of changes in the fair value of certain residential MHFS, certain loans held for investment, residential MSRs measured at fair value, derivative loan commitments and other interests held. The resulting gain or loss on these economic hedge derivatives is reflected in mortgage banking noninterest income, net gains (losses) from equity investments and other noninterest income. The derivatives used to hedge MSRs measured at fair value, which include swaps, swaptions, constant maturity mortgages, forwards, Eurodollar and Treasury futures and options contracts, resulted in net derivative gains of $671 million in 2015 , net derivative gains of $3.5 billion in 2014 and net derivative losses of $2.9 billion in 2013 , which are included in mortgage banking noninterest income. The aggregate fair value of these derivatives was a net liability of $3 million at December 31, 2015 and a net asset of $492 million at December 31, 2014 . The change in fair value of these derivatives for each period end is due to changes in the underlying market indices and interest rates as well as the purchase and sale of derivative financial instruments throughout the period as part of our dynamic MSR risk management process. Interest rate lock commitments for mortgage loans that we intend to sell are considered derivatives. Our interest rate exposure on these derivative loan commitments, as well as substantially all residential MHFS, is hedged with economic hedge derivatives such as swaps, forwards and options, Eurodollar futures and options, and Treasury futures, forwards and options contracts. The derivative loan commitments, economic hedge derivatives and residential MHFS are carried at fair value with changes in fair value included in mortgage banking noninterest income. For the fair value measurement of interest rate lock commitments we include, at inception and during the life of the loan commitment, the expected net future cash flows related to the associated servicing of the loan. Fair value changes subsequent to inception are based on changes in fair value of the underlying loan resulting from the exercise of the commitment and changes in the probability that the loan will not fund within the terms of the commitment (referred to as a fall-out factor). The value of the underlying loan is affected primarily by changes in interest rates and the passage of time. However, changes in investor demand can also cause changes in the value of the underlying loan value that cannot be hedged. The aggregate fair value of derivative loan commitments on the balance sheet was a net asset of $56 million and $98 million at December 31, 2015 and 2014 , respectively, and is included in the caption “Interest rate contracts” under “Customer accommodation, trading and other derivatives” in Table 16.1. We also enter into various derivatives primarily to provide derivative products to customers. These derivatives are not linked to specific assets and liabilities on the balance sheet or to forecasted transactions in an accounting hedge relationship and, therefore, do not qualify for hedge accounting. We also enter into derivatives for risk management that do not otherwise qualify for hedge accounting. They are carried at fair value with changes in fair value recorded as other noninterest income. Customer accommodation, trading and other derivatives also include embedded derivatives that are required to be accounted for separately from their host contract. We periodically issue hybrid long-term notes and CDs where the performance of the hybrid instrument notes is linked to an equity, commodity or currency index, or basket of such indices. These notes contain explicit terms that affect some or all of the cash flows or the value of the note in a manner similar to a derivative instrument and therefore are considered to contain an “embedded” derivative instrument. The indices on which the performance of the hybrid instrument is calculated are not clearly and closely related to the host debt instrument. The “embedded” derivative is separated from the host contract and accounted for as a derivative. Additionally, we may invest in hybrid instruments that contain embedded derivatives, such as credit derivatives, that are not clearly and closely related to the host contract. In such instances, we either elect fair value option for the hybrid instrument or separate the embedded derivative from the host contract and account for the host contract and derivative separately. Table 16.5 shows the net gains recognized in the income statement related to derivatives not designated as hedging instruments. Table 16.5: Derivatives Not Designated as Hedging Instruments Year ended December 31, (in millions) 2015 2014 2013 Net gains (losses) recognized on economic hedge derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (1) $ 723 1,759 1,412 Other (2) (42 ) (230 ) 119 Equity contracts (3) (393 ) (469 ) (317 ) Foreign exchange contracts (2) 496 758 24 Credit contracts (2) — (1 ) (6 ) Subtotal 784 1,817 1,232 Net gains (losses) recognized on customer accommodation, trading and other derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (4) 941 1,350 (561 ) Other (5) 265 (855 ) 743 Commodity contracts (5) 88 77 324 Equity contracts (5) 563 (719 ) (622 ) Foreign exchange contracts (5) 812 593 746 Credit contracts (5) 44 7 (53 ) Other (5) (15 ) (39 ) — Subtotal 2,698 414 577 Net gains recognized related to derivatives not designated as hedging instruments $ 3,482 2,231 1,809 (1) Predominantly mortgage banking noninterest income including gains (losses) on the derivatives used as economic hedges of MSRs measured at fair value, interest rate lock commitments and mortgages held for sale. (2) Predominantly included in other noninterest income. (3) Predominantly included in net gains (losses) from equity investments in noninterest income. (4) Predominantly mortgage banking noninterest income including gains (losses) on interest rate lock commitments. (5) Predominantly included in net gains from trading activities in noninterest income. Credit Derivatives Credit derivative contracts are arrangements whose value is derived from the transfer of credit risk of a reference asset or entity from one party (the purchaser of credit protection) to another party (the seller of credit protection). We use credit derivatives primarily to assist customers with their risk management objectives. We may also use credit derivatives in structured product transactions or liquidity agreements written to special purpose vehicles. The maximum exposure of sold credit derivatives is managed through posted collateral, purchased credit derivatives and similar products in order to achieve our desired credit risk profile. This credit risk management provides an ability to recover a significant portion of any amounts that would be paid under the sold credit derivatives. We would be required to perform under the noted credit derivatives in the event of default by the referenced obligors. Events of default include events such as bankruptcy, capital restructuring or lack of principal and/or interest payment. In certain cases, other triggers may exist, such as the credit downgrade of the referenced obligors or the inability of the special purpose vehicle for which we have provided liquidity to obtain funding. Table 16.6 provides details of sold and purchased credit derivatives. Table 16.6: Sold and Purchased Credit Derivatives Notional amount (in millions) Fair value liability Protection sold (A) Protection sold - non-investment grade Protection purchased with identical underlyings (B) Net protection sold (A)-(B) Other protection purchased Range of maturities December 31, 2015 Credit default swaps on: Corporate bonds $ 44 4,838 1,745 3,602 1,236 2,272 2016 - 2025 Structured products 275 598 463 395 203 142 2017 - 2047 Credit protection on: Default swap index — 1,727 370 1,717 10 960 2016 - 2020 Commercial mortgage-backed securities index 203 822 — 766 56 316 2047 - 2057 Asset-backed securities index 18 47 — 1 46 71 2045 - 2046 Other 1 2,512 2,512 — 2,512 7,776 2016 - 2025 Total credit derivatives $ 541 10,544 5,090 6,481 4,063 11,537 December 31, 2014 Credit default swaps on: Corporate bonds $ 23 6,344 2,904 4,894 1,450 2,831 2015 - 2021 Structured products 654 1,055 874 608 447 277 2017 - 2052 Credit protection on: Default swap index — 1,659 292 777 882 1,042 2015 - 2019 Commercial mortgage-backed securities index 246 1,058 — 608 450 355 2047 - 2063 Asset-backed securities index 19 52 1 1 51 81 2045 - 2046 Other 1 2,136 2,136 — 2,136 5,185 2015 - 2025 Total credit derivatives $ 943 12,304 6,207 6,888 5,416 9,771 Protection sold represents the estimated maximum exposure to loss that would be incurred under an assumed hypothetical circumstance, where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. We believe this hypothetical circumstance to be an extremely remote possibility and accordingly, this required disclosure is not an indication of expected loss. The amounts under non-investment grade represent the notional amounts of those credit derivatives on which we have a higher risk of being required to perform under the terms of the credit derivative and are a function of the underlying assets. We consider the risk of performance to be high if the underlying assets under the credit derivative have an external rating that is below investment grade or an internal credit default grade that is equivalent thereto. We believe the net protection sold, which is representative of the net notional amount of protection sold and purchased with identical underlyings, in combination with other protection purchased, is more representative of our exposure to loss than either non-investment grade or protection sold. Other protection purchased represents additional protection, which may offset the exposure to loss for protection sold, that was not purchased with an identical underlying of the protection sold. Credit-Risk Contingent Features Certain of our derivative contracts contain provisions whereby if the credit rating of our debt were to be downgraded by certain major credit rating agencies, the counterparty could demand additional collateral or require termination or replacement of derivative instruments in a net liability position. The aggregate fair value of all derivative instruments with such credit-risk-related contingent features that are in a net liability position was $12.3 billion at December 31, 2015 , and $13.6 billion at December 31, 2014 , respectively, for which we posted $8.8 billion and $10.5 billion , respectively, in collateral in the normal course of business. If the credit rating of our debt had been downgraded below investment grade, which is the credit-risk-related contingent feature that if triggered requires the maximum amount of collateral to be posted, on December 31, 2015 , or December 31, 2014 , we would have been required to post additional collateral of $3.6 billion or $3.1 billion , respectively, or potentially settle the contract in an amount equal to its fair value. Some contracts require that we provide more collateral than the fair value of derivatives that are in a net liability position if a downgrade occurs. Counterparty Credit Risk By using derivatives, we are exposed to counterparty credit risk if counterparties to the derivative contracts do not perform as expected. If a counterparty fails to perform, our counterparty credit risk is equal to the amount reported as a derivative asset on our balance sheet. The amounts reported as a derivative asset are derivative contracts in a gain position, and to the extent subject to legally enforceable master netting arrangements, net of derivatives in a loss position with the same counterparty and cash collateral received. We minimize counterparty credit risk through credit approvals, limits, monitoring procedures, executing master netting arrangements and obtaining collateral, where appropriate. To the extent the master netting arrangements and other criteria meet the applicable requirements, including determining the legal enforceability of the arrangement, it is our policy to present derivative balances and related cash collateral amounts net on the balance sheet. We incorporate credit valuation adjustments (CVA) to reflect counterparty credit risk in determining the fair value of our derivatives. Such adjustments, which consider the effects of enforceable master netting agreements and collateral arrangements, reflect market-based views of the credit quality of each counterparty. Our CVA calculation is determined based on observed credit spreads in the credit default swap market and indices indicative of the credit quality of the counterparties to our derivatives.

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	12 Months Ended
	Dec. 31, 2015
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	Note 17: Fair Values of Assets and Liabilities We use fair value measurements to record fair value adjustments to certain assets and liabilities and to determine fair value disclosures. Assets and liabilities recorded at fair value on a recurring basis are presented in the recurring table in this Note. From time to time, we may be required to record at fair value other assets on a nonrecurring basis, such as certain residential and commercial MHFS, certain LHFS, loans held for investment, nonmarketable equity investments and certain other assets. These nonrecurring fair value adjustments typically involve application of LOCOM accounting or write-downs of individual assets. Following is a discussion of the fair value hierarchy and the valuation methodologies used for assets and liabilities recorded at fair value on a recurring or nonrecurring basis and for estimating fair value for financial instruments not recorded at fair value. Fair Value Hierarchy We group our assets and liabilities measured at fair value in three levels based on the markets in which the assets and liabilities are traded and the reliability of the assumptions used to determine fair value. These levels are: • Level 1 – Valuation is based upon quoted prices for identical instruments traded in active markets. • Level 2 – Valuation is based upon quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-based valuation techniques for which all significant assumptions are observable in the market. • Level 3 – Valuation is generated from techniques that use significant assumptions that are not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in pricing the asset or liability. Valuation techniques include use of option pricing models, discounted cash flow models and similar techniques. In the determination of the classification of financial instruments in Level 2 or Level 3 of the fair value hierarchy, we consider all available information, including observable market data, indications of market liquidity and orderliness, and our understanding of the valuation techniques and significant inputs used. For securities in inactive markets, we use a predetermined percentage to evaluate the impact of fair value adjustments derived from weighting both external and internal indications of value to determine if the instrument is classified as Level 2 or Level 3. Otherwise, the classification of Level 2 or Level 3 is based upon the specific facts and circumstances of each instrument or instrument category and judgments are made regarding the significance of the Level 3 inputs to the instruments’ fair value measurement in its entirety. If Level 3 inputs are considered significant, the instrument is classified as Level 3. Assets SHORT-TERM FINANCIAL ASSETS Short-term financial assets include cash and due from banks, federal funds sold and securities purchased under resale agreements and due from customers on acceptances. These assets are carried at historical cost. The carrying amount is a reasonable estimate of fair value because of the relatively short time between the origination of the instrument and its expected realization. TRADING ASSETS (EXCLUDING DERIVATIVES) AND INVESTMENT SECURITIES Trading assets and available-for-sale securities are recorded at fair value on a recurring basis. Other investment securities classified as held-to-maturity are subject to impairment and fair value measurement if fair value declines below amortized cost and we do not expect to recover the entire amortized cost basis of the debt security. Fair value measurement is based upon various sources of market pricing. We use quoted prices in active markets, where available, and classify such instruments within Level 1 of the fair value hierarchy. Examples include exchange-traded equity securities and some highly liquid government securities, such as U.S. Treasuries. When instruments are traded in secondary markets and quoted market prices do not exist for such securities, we generally rely on internal valuation techniques or on prices obtained from vendors (predominantly third-party pricing services), and accordingly, we classify these instruments as Level 2 or 3. Trading securities are mostly valued using internal trader prices that are subject to price verification procedures performed by separate internal personnel. The majority of fair values derived using internal valuation techniques are verified against multiple pricing sources, including prices obtained from third-party vendors. Vendors compile prices from various sources and often apply matrix pricing for similar securities when no price is observable. We review pricing methodologies provided by the vendors in order to determine if observable market information is being used versus unobservable inputs. When evaluating the appropriateness of an internal trader price compared with vendor prices, considerations include the range and quality of vendor prices. Vendor prices are used to ensure the reasonableness of a trader price; however, valuing financial instruments involves judgments acquired from knowledge of a particular market. If a trader asserts that a vendor price is not reflective of market value, justification for using the trader price, including recent sales activity where possible, must be provided to and approved by the appropriate levels of management. Similarly, while investment securities traded in secondary markets are typically valued using unadjusted vendor prices or vendor prices adjusted by weighting them with internal discounted cash flow techniques, these prices are reviewed and, if deemed inappropriate by a trader who has the most knowledge of a particular market, can be adjusted. These investment securities, which include those measured using unadjusted vendor prices, are generally classified as Level 2 and typically involve using quoted market prices for the same or similar securities, pricing models, discounted cash flow analyses using significant inputs observable in the market where available or a combination of multiple valuation techniques. Examples include certain residential and commercial MBS, other asset-backed securities municipal bonds, U.S. government and agency MBS, and corporate debt securities. Security fair value measurements using significant inputs that are unobservable in the market due to limited activity or a less liquid market are classified as Level 3 in the fair value hierarchy. Such measurements include securities valued using internal models or a combination of multiple valuation techniques where the unobservable inputs are significant to the overall fair value measurement. Securities classified as Level 3 include certain residential and commercial MBS, other asset-backed securities, CDOs and certain CLOs, and certain residual and retained interests in residential mortgage loan securitizations. We value CDOs using the prices of similar instruments, the pricing of completed or pending third-party transactions or the pricing of the underlying collateral within the CDO. Where vendor prices are not readily available, we use management's best estimate. MORTGAGES HELD FOR SALE (MHFS) MHFS are carried at LOCOM or at fair value. We carry substantially all of our residential MHFS portfolio at fair value. Fair value is based on quoted market prices, where available, or the prices for other mortgage whole loans with similar characteristics. As necessary, these prices are adjusted for typical securitization activities, including servicing value, portfolio composition, market conditions and liquidity. Predominantly all of our MHFS are classified as Level 2. For the portion where market pricing data is not available, we use a discounted cash flow model to estimate fair value and, accordingly, classify as Level 3. LOANS HELD FOR SALE (LHFS) LHFS are carried at LOCOM or at fair value. The fair value of LHFS is based on current offerings in secondary markets for loans with similar characteristics. As such, we classify those loans subjected to nonrecurring fair value adjustments as Level 2. LOANS For information on how we report the carrying value of loans, including PCI loans, see Note 1 (Summary of Significant Accounting Policies). Although most loans are not recorded at fair value on a recurring basis, reverse mortgages are recorded at fair value on a recurring basis. In addition, we record nonrecurring fair value adjustments to loans to reflect partial write-downs that are based on the observable market price of the loan or current appraised value of the collateral. We provide fair value estimates in this disclosure for loans that are not recorded at fair value on a recurring or nonrecurring basis. Those estimates differentiate loans based on their financial characteristics, such as product classification, loan category, pricing features and remaining maturity. Prepayment and credit loss estimates are evaluated by product and loan rate. The fair value of commercial loans is calculated by discounting contractual cash flows, adjusted for credit loss estimates, using discount rates that are appropriate for loans with similar characteristics and remaining maturity. For real estate 1-4 family first and junior lien mortgages, we calculate fair value by discounting contractual cash flows, adjusted for prepayment and credit loss estimates, using discount rates based on current industry pricing (where readily available) or our own estimate of an appropriate discount rate for loans of similar size, type, remaining maturity and repricing characteristics. The estimated fair value of consumer loans is generally calculated by discounting the contractual cash flows, adjusted for prepayment and credit loss estimates, based on the current rates we offer for loans with similar characteristics. Loan commitments, standby letters of credit and commercial and similar letters of credit generate ongoing fees at our current pricing levels, which are recognized over the term of the commitment period. In situations where the credit quality of the counterparty to a commitment has declined, we record an allowance. A reasonable estimate of the fair value of these instruments is the carrying value of deferred fees adjusted for the related allowance. DERIVATIVES Quoted market prices are available and used for our exchange-traded derivatives, such as certain interest rate futures and option contracts, which we classify as Level 1. However, substantially all of our derivatives are traded in over-the-counter (OTC) markets where quoted market prices are not always readily available. Therefore we value most OTC derivatives using internal valuation techniques. Valuation techniques and inputs to internally-developed models depend on the type of derivative and nature of the underlying rate, price or index upon which the derivative's value is based. Key inputs can include yield curves, credit curves, foreign exchange rates, prepayment rates, volatility measurements and correlation of such inputs. Where model inputs can be observed in a liquid market and the model does not require significant judgment, such derivatives are typically classified as Level 2 of the fair value hierarchy. Examples of derivatives classified as Level 2 include generic interest rate swaps, foreign currency swaps, commodity swaps, and certain option and forward contracts. When instruments are traded in less liquid markets and significant inputs are unobservable, such derivatives are classified as Level 3. Examples of derivatives classified as Level 3 include complex and highly structured derivatives, certain credit default swaps, interest rate lock commitments written for our mortgage loans that we intend to sell and long-dated equity options where volatility is not observable. Additionally, significant judgments are required when classifying financial instruments within the fair value hierarchy, particularly between Level 2 and 3, as is the case for certain derivatives. MSRs AND CERTAIN OTHER INTERESTS HELD IN SECURITIZATIONS MSRs and certain other interests held in securitizations (e.g., interest-only strips) do not trade in an active market with readily observable prices. Accordingly, we determine the fair value of MSRs using a valuation model that calculates the present value of estimated future net servicing income cash flows. The model incorporates assumptions that market participants use in estimating future net servicing income cash flows, including estimates of prepayment speeds (including housing price volatility), discount rates, default rates, cost to service (including delinquency and foreclosure costs), escrow account earnings, contractual servicing fee income, ancillary income and late fees. Commercial MSRs are carried at LOCOM and, therefore, can be subject to fair value measurements on a nonrecurring basis. Changes in the fair value of MSRs occur primarily due to the collection/realization of expected cash flows as well as changes in valuation inputs and assumptions. For other interests held in securitizations (such as interest-only strips), we use a valuation model that calculates the present value of estimated future cash flows. The model incorporates our own estimates of assumptions market participants use in determining the fair value, including estimates of prepayment speeds, discount rates, defaults and contractual fee income. Interest-only strips are recorded as trading assets. Our valuation approach is validated by our internal valuation model validation group. Fair value measurements of our MSRs and interest-only strips use significant unobservable inputs and, accordingly, we classify them as Level 3. FORECLOSED ASSETS Foreclosed assets are carried at net realizable value, which represents fair value less costs to sell. Fair value is generally based upon independent market prices or appraised values of the collateral and, accordingly, we classify foreclosed assets as Level 2. NONMARKETABLE EQUITY INVESTMENTS For certain equity securities that are not publicly traded, we have elected the fair value option, and we use a market comparable pricing technique to estimate their fair value. The remaining nonmarketable equity investments include low income housing tax credit investments, Federal Reserve Bank and Federal Home Loan Bank (FHLB) stock, and private equity investments that are recorded under the cost or equity method of accounting. We estimate fair value to record OTTI write-downs on a nonrecurring basis. Additionally, we provide fair value estimates in this disclosure for cost method investments that are not measured at fair value on a recurring or nonrecurring basis. Federal Bank stock carrying values approximate fair value. For the remaining cost or equity method investments for which we determine fair value, we estimate the fair value using all available information and consider the range of potential inputs including discounted cash flow models, transaction prices, trading multiples of comparable public companies, and entry level multiples. Where appropriate these metrics are adjusted to account for comparative differences with public companies and for company-specific issues like liquidity or marketability. For investments in private equity funds, we generally use the NAV provided by the fund sponsor as a practical expedient to measure fair value. In some cases, NAVs may require adjustments based on certain unobservable inputs. Liabilities DEPOSIT LIABILITIES Deposit liabilities are carried at historical cost. The fair value of deposits with no stated maturity, such as noninterest-bearing demand deposits, interest-bearing checking, and market rate and other savings, is equal to the amount payable on demand at the measurement date. The fair value of other time deposits is calculated based on the discounted value of contractual cash flows. The discount rate is estimated using the rates currently offered for like wholesale deposits with similar remaining maturities. SHORT-TERM FINANCIAL LIABILITIES Short-term financial liabilities are carried at historical cost and include federal funds purchased and securities sold under repurchase agreements, commercial paper and other short-term borrowings. The carrying amount is a reasonable estimate of fair value because of the relatively short time between the origination of the instrument and its expected realization. OTHER LIABILITIES Other liabilities recorded at fair value on a recurring basis, excluding derivative liabilities (see the “Derivatives” section for derivative liabilities), primarily include short sale liabilities. Short sale liabilities are predominantly classified as either Level 1 or Level 2, generally depending upon whether the underlying securities have readily obtainable quoted prices in active exchange markets. LONG-TERM DEBT Long-term debt is generally carried at amortized cost. For disclosure, we are required to estimate the fair value of long-term debt and generally do so using the discounted cash flow method. Contractual cash flows are discounted using rates currently offered for new notes with similar remaining maturities and, as such, these discount rates include our current spread levels. Level 3 Asset and Liability Valuation Processes We generally determine fair value of our Level 3 assets and liabilities by using internally-developed models and, to a lesser extent, prices obtained from vendors, which predominantly consist of third-party pricing services. Our valuation processes vary depending on which approach is utilized. INTERNAL MODEL VALUATIONS Our internally-developed models primarily use discounted cash flow techniques. Use of such techniques requires determining relevant inputs, some of which are unobservable. Unobservable inputs are generally derived from historic performance of similar assets or determined from previous market trades in similar instruments. These unobservable inputs usually consist of discount rates, default rates, loss severity upon default, volatilities, correlations and prepayment rates, which are inherent within our Level 3 instruments. Such inputs can be correlated to similar portfolios with known historic experience or recent trades where particular unobservable inputs may be implied, but due to the nature of various inputs being reflected within a particular trade, the value of each input is considered unobservable. We attempt to correlate each unobservable input to historic experience and other third-party data where available. Internal valuation models are subject to review prescribed within our model risk management policies and procedures, which include model validation. The purpose of model validation includes ensuring the model is appropriate for its intended use and the appropriate controls exist to help mitigate risk of invalid valuations. Model validation assesses the adequacy and appropriateness of the model, including reviewing its key components, such as inputs, processing components, logic or theory, output results and supporting model documentation. Validation also includes ensuring significant unobservable model inputs are appropriate given observable market transactions or other market data within the same or similar asset classes. This process ensures modeled approaches are appropriate given similar product valuation techniques and are in line with their intended purpose. We have ongoing monitoring procedures in place for our Level 3 assets and liabilities that use such internal valuation models. These procedures, which are designed to provide reasonable assurance that models continue to perform as expected after approved, include: • ongoing analysis and benchmarking to market transactions and other independent market data (including pricing vendors, if available); • back-testing of modeled fair values to actual realized transactions; and • review of modeled valuation results against expectations, including review of significant or unusual value fluctuations. We update model inputs and methodologies periodically to reflect these monitoring procedures. Additionally, procedures and controls are in place to ensure existing models are subject to periodic reviews, and we perform full model revalidations as necessary. All internal valuation models are subject to ongoing review by business-unit-level management, and all models are subject to additional oversight by a corporate-level risk management department. Corporate oversight responsibilities include evaluating the adequacy of business unit risk management programs, maintaining company-wide model validation policies and standards and reporting the results of these activities to management and our Corporate Model Risk Committee (CMoR). The CMoR consists of senior executive management and reports on top model risk issues to the Company’s Risk Committee of the Board. VENDOR-DEVELOPED VALUATIONS In certain limited circumstances we obtain pricing from third-party vendors for the value of our Level 3 assets or liabilities. We have processes in place to approve such vendors to ensure information obtained and valuation techniques used are appropriate. Once these vendors are approved to provide pricing information, we monitor and review the results to ensure the fair values are reasonable and in line with market experience in similar asset classes. While the input amounts used by the pricing vendor in determining fair value are not provided, and therefore unavailable for our review, we do perform one or more of the following procedures to validate the prices received: • comparison to other pricing vendors (if available); • variance analysis of prices; • corroboration of pricing by reference to other independent market data, such as market transactions and relevant benchmark indices; • review of pricing by Company personnel familiar with market liquidity and other market-related conditions; and • investigation of prices on a specific instrument-by-instrument basis. Fair Value Measurements from Vendors For certain assets and liabilities, we obtain fair value measurements from vendors, which predominantly consist of third-party pricing services, and record the unadjusted fair value in our financial statements. For instruments where we utilize vendor prices to record the price of an instrument, we perform additional procedures (see the "Vendor-Developed Valuation" section). Methodologies employed, controls relied upon and inputs used by third-party pricing vendors are subject to additional review when such services are provided. This review may consist of, in part, obtaining and evaluating control reports issued and pricing methodology materials distributed. Table 17.1 presents unadjusted fair value measurements provided by brokers or third-party pricing services fair value hierarchy level . Fair value measurements obtained from brokers or third-party pricing services that we have adjusted to determine the fair value recorded in our financial statements are excluded from Table 17.1 . Table 17.1: Fair Value Measurements by Brokers or Third-Party Pricing Services Brokers Third-party pricing services (in millions) Level 1 Level 2 Level 3 Level 1 Level 2 Level 3 December 31, 2015 Trading assets (excluding derivatives) $ — — — — 5 — Available-for-sale securities: Securities of U.S. Treasury and federal agencies — — — 32,868 3,382 — Securities of U.S. states and political subdivisions — — — — 48,443 51 Mortgage-backed securities — 226 — — 126,525 73 Other debt securities (1) — 503 409 — 48,721 345 Total debt securities — 729 409 32,868 227,071 469 Total marketable equity securities — — — — 484 — Total available-for-sale securities — 729 409 32,868 227,555 469 Derivatives (trading and other assets) — — — — 224 — Derivatives (liabilities) — — — — (221 ) — Other liabilities — — — — (1 ) — December 31, 2014 Trading assets (excluding derivatives) $ — — — 2 105 — Available-for-sale securities: Securities of U.S. Treasury and federal agencies — — — 19,899 5,905 — Securities of U.S. states and political subdivisions — — — — 42,666 61 Mortgage-backed securities — 152 — — 135,997 133 Other debt securities (1) — 1,035 601 — 41,933 541 Total debt securities — 1,187 601 19,899 226,501 735 Total marketable equity securities — — — — 569 — Total available-for-sale securities — 1,187 601 19,899 227,070 735 Derivatives (trading and other assets) — 1 — — 290 — Derivatives (liabilities) — (1 ) — — (292 ) — Other liabilities — — — — (1 ) — (1) Includes corporate debt securities, collateralized loan and other debt obligations, asset-backed securities, and other debt securities. Assets and Liabilities Recorded at Fair Value on a Recurring Basis Table 17.2 presents the balances of assets and liabilities recorded at fair value on a recurring basis. Table 17.2: Fair Value on a Recurring Basis (in millions) Level 1 Level 2 Level 3 Netting Total December 31, 2015 Trading assets (excluding derivatives) Securities of U.S. Treasury and federal agencies $ 13,357 3,469 — — 16,826 Securities of U.S. states and political subdivisions — 1,667 8 — 1,675 Collateralized loan and other debt obligations (1) — 346 343 — 689 Corporate debt securities — 7,909 56 — 7,965 Mortgage-backed securities — 20,619 — — 20,619 Asset-backed securities — 1,005 — — 1,005 Equity securities 15,010 101 — — 15,111 Total trading securities (2) 28,367 35,116 407 — 63,890 Other trading assets — 891 34 — 925 Total trading assets (excluding derivatives) 28,367 36,007 441 — 64,815 Securities of U.S. Treasury and federal agencies 32,868 3,382 — — 36,250 Securities of U.S. states and political subdivisions — 48,490 1,500 (3) — 49,990 Mortgage-backed securities: Federal agencies — 104,546 — — 104,546 Residential — 8,557 1 — 8,558 Commercial — 14,015 73 — 14,088 Total mortgage-backed securities — 127,118 74 — 127,192 Corporate debt securities 54 14,952 405 — 15,411 Collateralized loan and other debt obligations (4) — 30,402 565 (3) — 30,967 Asset-backed securities: Auto loans and leases — 15 — — 15 Home equity loans — 414 — — 414 Other asset-backed securities — 4,290 1,182 (3) — 5,472 Total asset-backed securities — 4,719 1,182 — 5,901 Other debt securities — 10 — — 10 Total debt securities 32,922 229,073 3,726 — 265,721 Marketable equity securities: Perpetual preferred securities 434 484 — — 918 Other marketable equity securities 719 — — — 719 Total marketable equity securities 1,153 484 — — 1,637 Total available-for-sale securities 34,075 229,557 3,726 — 267,358 Mortgages held for sale — 12,457 1,082 — 13,539 Loans held for sale — — — — — Loans — — 5,316 — 5,316 Mortgage servicing rights (residential) — — 12,415 — 12,415 Derivative assets: Interest rate contracts 16 62,390 319 — 62,725 Commodity contracts — 4,623 36 — 4,659 Equity contracts 3,726 2,907 966 — 7,599 Foreign exchange contracts 48 8,899 — — 8,947 Credit contracts — 375 275 — 650 Netting — — — (66,924 ) (5) (66,924 ) Total derivative assets (6) 3,790 79,194 1,596 (66,924 ) 17,656 Other assets — — 3,088 — 3,088 Total assets recorded at fair value $ 66,232 357,215 27,664 (66,924 ) 384,187 Derivative liabilities: Interest rate contracts $ (41 ) (57,905 ) (31 ) — (57,977 ) Commodity contracts — (5,495 ) (24 ) — (5,519 ) Equity contracts (704 ) (3,027 ) (1,077 ) — (4,808 ) Foreign exchange contracts (37 ) (10,896 ) — — (10,933 ) Credit contracts — (351 ) (278 ) — (629 ) Other derivative contracts — — (58 ) — (58 ) Netting — — — 66,004 (5) 66,004 Total derivative liabilities (6) (782 ) (77,674 ) (1,468 ) 66,004 (13,920 ) Short sale liabilities: Securities of U.S. Treasury and federal agencies (8,621 ) (1,074 ) — — (9,695 ) Securities of U.S. states and political subdivisions — — — — — Corporate debt securities — (4,209 ) — — (4,209 ) Equity securities (1,692 ) (4 ) — — (1,696 ) Other securities — (70 ) — — (70 ) Total short sale liabilities (10,313 ) (5,357 ) — — (15,670 ) Other liabilities (excluding derivatives) — — (30 ) — (30 ) Total liabilities recorded at fair value $ (11,095 ) (83,031 ) (1,498 ) 66,004 (29,620 ) (1) The entire balance is collateralized loan obligations. (2) Net gains from trading activities recognized in the income statement for the year ended December 31, 2015 , include $1.0 billion in net unrealized losses on trading securities held at December 31, 2015 . (3) Balances consist of securities that are mostly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. (4) Includes collateralized debt obligations of $257 million . (5) Represents balance sheet netting of derivative asset and liability balances and related cash collateral. See Note 16 (Derivatives) for additional information. (6) Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively. (continued on following page) (continued from previous page) (in millions) Level 1 Level 2 Level 3 Netting Total December 31, 2014 Trading assets (excluding derivatives) Securities of U.S. Treasury and federal agencies $ 10,506 3,886 — — 14,392 Securities of U.S. states and political subdivisions — 1,537 7 — 1,544 Collateralized loan and other debt obligations (1) — 274 445 — 719 Corporate debt securities — 7,517 54 — 7,571 Mortgage-backed securities — 16,273 — — 16,273 Asset-backed securities — 776 79 — 855 Equity securities 18,512 38 10 — 18,560 Total trading securities (2) 29,018 30,301 595 — 59,914 Other trading assets — 1,398 55 — 1,453 Total trading assets (excluding derivatives) 29,018 31,699 650 — 61,367 Securities of U.S. Treasury and federal agencies 19,899 5,905 — — 25,804 Securities of U.S. states and political subdivisions — 42,667 2,277 (3) — 44,944 Mortgage-backed securities: Federal agencies — 110,089 — — 110,089 Residential — 9,245 24 — 9,269 Commercial — 16,885 109 — 16,994 Total mortgage-backed securities — 136,219 133 — 136,352 Corporate debt securities 83 14,451 252 — 14,786 Collateralized loan and other debt obligations (4) — 24,274 1,087 (3) — 25,361 Asset-backed securities: Auto loans and leases — 31 245 (3) — 276 Home equity loans — 662 — — 662 Other asset-backed securities — 4,189 1,372 (3) — 5,561 Total asset-backed securities — 4,882 1,617 — 6,499 Other debt securities — 20 — — 20 Total debt securities 19,982 228,418 5,366 — 253,766 Marketable equity securities: Perpetual preferred securities (5) 468 569 663 (3) — 1,700 Other marketable equity securities 1,952 24 — — 1,976 Total marketable equity securities 2,420 593 663 — 3,676 Total available-for-sale securities 22,402 229,011 6,029 — 257,442 Mortgages held for sale — 13,252 2,313 — 15,565 Loans held for sale — 1 — — 1 Loans — — 5,788 — 5,788 Mortgage servicing rights (residential) — — 12,738 — 12,738 Derivative assets: Interest rate contracts 27 63,306 365 — 63,698 Commodity contracts — 7,438 23 — 7,461 Equity contracts 4,102 3,544 1,359 — 9,005 Foreign exchange contracts 65 7,339 — — 7,404 Credit contracts — 440 466 — 906 Netting — — — (65,869 ) (6) (65,869 ) Total derivative assets (7) 4,194 82,067 2,213 (65,869 ) 22,605 Other assets — — 2,593 — 2,593 Total assets recorded at fair value $ 55,614 356,030 32,324 (65,869 ) 378,099 Derivative liabilities: Interest rate contracts (29 ) (59,958 ) (72 ) — (60,059 ) Commodity contracts — (7,680 ) (22 ) — (7,702 ) Equity contracts (1,290 ) (4,305 ) (1,443 ) — (7,038 ) Foreign exchange contracts (60 ) (7,767 ) — — (7,827 ) Credit contracts — (456 ) (655 ) — (1,111 ) Other derivative contracts — — (44 ) — (44 ) Netting — — — 65,043 (6) 65,043 Total derivative liabilities (7) (1,379 ) (80,166 ) (2,236 ) 65,043 (18,738 ) Short sale liabilities: Securities of U.S. Treasury and federal agencies (7,043 ) (1,636 ) — — (8,679 ) Securities of U.S. states and political subdivisions — (26 ) — — (26 ) Corporate debt securities — (5,055 ) — — (5,055 ) Equity securities (2,259 ) (2 ) — — (2,261 ) Other securities — (73 ) (6 ) — (79 ) Total short sale liabilities (9,302 ) (6,792 ) (6 ) — (16,100 ) Other liabilities (excluding derivatives) — — (28 ) — (28 ) Total liabilities recorded at fair value $ (10,681 ) (86,958 ) (2,270 ) 65,043 (34,866 ) (1) The entire balance is collateralized loan obligations. (2) Net gains from trading activities recognized in the income statement for the year ended December 31, 2014 , include $211 million in net unrealized gains on trading securities held at December 31, 2014 . (3) Balances consist of securities that are mostly inves

Preferred Stock

Preferred Stock	12 Months Ended
	Dec. 31, 2015
Preferred Stock [Abstract]
Preferred Stock	Note 18: Preferred Stock We are authorized to issue 20 million shares of preferred stock and 4 million shares of preference stock, both without par value. Preferred shares outstanding rank senior to common shares both as to dividends and liquidation preference but have no general voting rights. We have not issued any preference shares under this authorization. If issued, preference shares would be limited to one vote per share. Our total authorized, issued and outstanding preferred stock is presented in the following two tables along with the Employee Stock Ownership Plan (ESOP) Cumulative Convertible Preferred Stock. Table 18.1: Preferred Stock Shares December 31, 2015 December 31, 2014 Liquidation preference per share Shares authorized and designated Liquidation preference per share Shares authorized and designated DEP Shares Dividend Equalization Preferred Shares (DEP) $ 10 97,000 $ 10 97,000 Series G 7.25% Class A Preferred Stock — — 15,000 50,000 Series H Floating Class A Preferred Stock 20,000 50,000 20,000 50,000 Series I Floating Class A Preferred Stock 100,000 25,010 100,000 25,010 Series J 8.00% Non-Cumulative Perpetual Class A Preferred Stock 1,000 2,300,000 1,000 2,300,000 Series K 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 1,000 3,500,000 1,000 3,500,000 Series L 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock 1,000 4,025,000 1,000 4,025,000 Series N 5.20% Non-Cumulative Perpetual Class A Preferred Stock 25,000 30,000 25,000 30,000 Series O 5.125% Non-Cumulative Perpetual Class A Preferred Stock 25,000 27,600 25,000 27,600 Series P 5.25% Non-Cumulative Perpetual Class A Preferred Stock 25,000 26,400 25,000 26,400 Series Q 5.85% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 69,000 25,000 69,000 Series R 6.625% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 34,500 25,000 34,500 Series S 5.900% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 80,000 25,000 80,000 Series T 6.000% Non-Cumulative Perpetual Class A Preferred Stock 25,000 32,200 25,000 32,200 Series U 5.875% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 80,000 — — Series V 6.000% Non-Cumulative Perpetual Class A Preferred Stock 25,000 40,000 — — ESOP Cumulative Convertible Preferred Stock (1) — 1,252,386 — 1,251,287 Total 11,669,096 11,597,997 (1) See the ESOP Cumulative Convertible Preferred Stock section of this Note for additional information about the liquidation preference for the ESOP Cumulative Preferred Stock. Table 18.2: Preferred Stock – Par and Carrying Value December 31, 2015 December 31, 2014 (in millions, except shares) Shares issued and outstanding Par value Carrying value Discount Shares issued and outstanding Par value Carrying value Discount DEP Shares Dividend Equalization Preferred Shares (DEP) 96,546 $ — — — 96,546 $ — — — Series I (1) Floating Class A Preferred Stock 25,010 2,501 2,501 — 25,010 2,501 2,501 — Series J (1) 8.00% Non-Cumulative Perpetual Class A Preferred Stock 2,150,375 2,150 1,995 155 2,150,375 2,150 1,995 155 Series K (1) 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 3,352,000 3,352 2,876 476 3,352,000 3,352 2,876 476 Series L (1) 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock 3,968,000 3,968 3,200 768 3,968,000 3,968 3,200 768 Series N (1) 5.20% Non-Cumulative Perpetual Class A Preferred Stock 30,000 750 750 — 30,000 750 750 — Series O (1) 5.125% Non-Cumulative Perpetual Class A Preferred Stock 26,000 650 650 — 26,000 650 650 — Series P (1) 5.25% Non-Cumulative Perpetual Class A Preferred Stock 25,000 625 625 — 25,000 625 625 — Series Q (1) 5.85% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 69,000 1,725 1,725 — 69,000 1,725 1,725 — Series R (1) 6.625% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 33,600 840 840 — 33,600 840 840 — Series S (1) 5.900% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 80,000 2,000 2,000 — 80,000 2,000 2,000 — Series T (1) 6.000% Non-Cumulative Perpetual Class A Preferred Stock 32,000 800 800 — 32,000 800 800 — Series U (1) 5.875% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 80,000 2,000 2,000 — — — — — Series V (1) 6.000% Non-Cumulative Perpetual Class A Preferred Stock 40,000 1,000 1,000 — — — — — ESOP Cumulative Convertible Preferred Stock 1,252,386 1,252 1,252 — 1,251,287 1,251 1,251 — Total 11,259,917 $ 23,613 22,214 1,399 11,138,818 $ 20,612 19,213 1,399 (1) Preferred shares qualify as Tier 1 capital. In January 2015, we issued 2 million Depositary Shares, each representing a 1/25th interest in a share of Non-Cumulative Perpetual Class A Preferred Stock, Series U, for an aggregate public offering price of $2.0 billion . In September 2015, we issued 40 million Depositary Shares each representing a 1/1,000th interest in a share of the Non-Cumulative Perpetual Class A Preferred Stock, Series V, for an aggregate public offering price of $1.0 billion . See Note 8 (Securitizations and Variable Interest Entities) for additional information on our trust preferred securities. We do not have a commitment to issue Series H preferred stock. ESOP CUMULATIVE CONVERTIBLE PREFERRED STOCK All shares of our ESOP Cumulative Convertible Preferred Stock (ESOP Preferred Stock) were issued to a trustee acting on behalf of the Wells Fargo & Company 401(k) Plan (the 401(k) Plan). Dividends on the ESOP Preferred Stock are cumulative from the date of initial issuance and are payable quarterly at annual rates based upon the year of issuance. Each share of ESOP Preferred Stock released from the unallocated reserve of the 401(k) Plan is converted into shares of our common stock based on the stated value of the ESOP Preferred Stock and the then current market price of our common stock. The ESOP Preferred Stock is also convertible at the option of the holder at any time, unless previously redeemed. We have the option to redeem the ESOP Preferred Stock at any time, in whole or in part, at a redemption price per share equal to the higher of (a) $1,000 per share plus accrued and unpaid dividends or (b) the fair market value, as defined in the Certificates of Designation for the ESOP Preferred Stock. Table 18.3: ESOP Preferred Stock Shares issued and outstanding Carrying value Dec 31, Dec 31, Dec 31, Dec 31, Adjustable dividend rate (in millions, except shares) 2015 2014 2015 2014 Minimum Maximum ESOP Preferred Stock $1,000 liquidation preference per share 2015 220,408 — $ 220 — 8.90 % 9.90 2014 283,791 352,158 284 352 8.70 9.70 2013 251,304 288,000 251 288 8.50 9.50 2012 166,353 189,204 166 189 10.00 11.00 2011 177,614 205,263 178 205 9.00 10.00 2010 113,234 141,011 113 141 9.50 10.50 2008 28,972 42,204 29 42 10.50 11.50 2007 10,710 24,728 11 25 10.75 11.75 2006 — 8,719 — 9 10.75 11.75 Total ESOP Preferred Stock (1) 1,252,386 1,251,287 $ 1,252 1,251 Unearned ESOP shares (2) $ (1,362 ) (1,360 ) (1) At December 31, 2015 and 2014 , additional paid-in capital included $110 million and $109 million , respectively, related to ESOP preferred stock. (2) We recorded a corresponding charge to unearned ESOP shares in connection with the issuance of the ESOP Preferred Stock. The unearned ESOP shares are reduced as shares of the ESOP Preferred Stock are committed to be released.

Common Stock and Stock Plans

Common Stock and Stock Plans	12 Months Ended
	Dec. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Common Stock and Stock Plans	Note 19: Common Stock and Stock Plans Common Stock Table 19.1 presents our reserved, issued and authorized shares of common stock at December 31, 2015 . Table 19.1: Common Stock Shares Number of shares Dividend reinvestment and common stock purchase plans 9,011,692 Director plans 825,868 Stock plans (1) 414,005,566 Convertible securities and warrants 100,652,100 Total shares reserved 524,495,226 Shares issued 5,481,811,474 Shares not reserved or issued 2,993,693,300 Total shares authorized 9,000,000,000 (1) Includes employee options, restricted shares and restricted share rights, 401(k) profit sharing and compensation deferral plans. At December 31, 2015 , we had warrants outstanding and exercisable to purchase 34,816,632 shares of our common stock with an exercise price of $33.92 per share, expiring on October 28, 2018. We purchased none of these warrants in 2015 or 2014. Warrants to purchase 3,607,802 and 684,430 shares of our common stock were exercised in 2015 and 2014, respectively. These warrants were issued in connection with our participation in the Troubled Asset Relief Program (TARP) Capital Purchase Program (CPP). Dividend Reinvestment and Common Stock Purchase Plans Participants in our dividend reinvestment and common stock direct purchase plans may purchase shares of our common stock at fair market value by reinvesting dividends and/or making optional cash payments, under the plan's terms. Employee Stock Plans We offer stock-based employee compensation plans as described below. For information on our accounting for stock-based compensation plans, see Note 1 (Summary of Significant Accounting Policies). LONG-TERM INCENTIVE COMPENSATION PLANS Our Long- Term Incentive Compensation Plan (LTICP) provides for awards of incentive and nonqualified stock options, stock appreciation rights, restricted shares, restricted stock rights (RSRs), performance share awards (PSAs), performance units and stock awards with or without restrictions. Beginning in 2010, we granted RSRs and performance shares as our primary long-term incentive awards instead of stock options. Holders of RSRs are entitled to the related shares of common stock at no cost generally vesting over three to five years after the RSRs were granted. RSRs generally continue to vest after retirement according to the original vesting schedule. Except in limited circumstances, RSRs are canceled when employment ends. Holders of each vested PSA are entitled to the related shares of common stock at no cost. PSAs continue to vest after retirement according to the original vesting schedule subject to satisfying the performance criteria and other vesting conditions. Holders of RSRs and PSAs may be entitled to receive additional RSRs and PSAs (dividend equivalents) or cash payments equal to the cash dividends that would have been paid had the RSRs or PSAs been issued and outstanding shares of common stock. RSRs and PSAs granted as dividend equivalents are subject to the same vesting schedule and conditions as the underlying award. Stock options must have an exercise price at or above fair market value (as defined in the plan) of the stock at the date of grant (except for substitute or replacement options granted in connection with mergers or other acquisitions) and a term of no more than 10 years . Except for options granted in 2004 and 2005, which generally vested in full upon grant, options generally become exercisable over three years beginning on the first anniversary of the date of grant. Except as otherwise permitted under the plan, if employment is ended for reasons other than retirement, permanent disability or death, the option exercise period is reduced or the options are canceled. Compensation expense for most of our RSRs, and PSAs granted prior to 2013 is based on the quoted market price of the related stock at the grant date; beginning in 2013 certain RSRs and all PSAs granted include discretionary performance based vesting conditions and are subject to variable accounting. For these awards, the associated compensation expense fluctuates with changes in our stock price. Stock option expense is based on the fair value of the awards at the date of grant. Table 19.2 summarizes the major components of stock incentive compensation expense and the related recognized tax benefit. Table 19.2: Stock Incentive Compensation Expense Year ended December 31, (in millions) 2015 2014 2013 RSRs $ 675 639 568 Performance shares 169 219 157 Total stock incentive compensation expense $ 844 858 725 Related recognized tax benefit $ 318 324 273 For various acquisitions and mergers, we converted employee and director stock options of acquired or merged companies into stock options to purchase our common stock based on the terms of the original stock option plan and the agreed-upon exchange ratio. In addition, we converted restricted stock awards into awards that entitle holders to our stock after the vesting conditions are met. Holders receive cash dividends on outstanding awards if provided in the original award. The total number of shares of common stock available for grant under the plans at December 31, 2015 , was 214 million . Director Awards Beginning in 2011, we granted only common stock awards under the LTICP to non-employee directors elected or re-elected at the annual meeting of stockholders and prorated awards to directors who join the Board at any other time. Stock awards vest immediately. Options also were granted to directors prior to 2011 and can be exercised after 12 months through the tenth anniversary of the grant date. Options granted prior to 2005 may include the right to acquire a “reload” stock option. Reload grants are fully vested upon grant and are expensed immediately. The last reload options were granted in 2013. As of December 31, 2015 , none of the options outstanding included a reload feature. Restricted Share Rights A summary of the status of our RSRs and restricted share awards at December 31, 2015 , and changes during 2015 is presented in Table 19.3 . Table 19.3: Restricted Share Rights Number Weighted- average grant-date fair value Nonvested at January 1, 2015 53,572,149 $ 36.46 Granted 13,363,597 55.34 Vested (25,712,018 ) 37.39 Canceled or forfeited (588,936 ) 41.98 Nonvested at December 31, 2015 40,634,792 42.00 The weighted-average grant date fair value of RSRs granted during 2014 and 2013 was $36.46 and $35.52 , respectively. At December 31, 2015 , there was $686 million of total unrecognized compensation cost related to nonvested RSRs. The cost is expected to be recognized over a weighted-average period of 2.5 years . The total fair value of RSRs that vested during 2015 , 2014 and 2013 was $1.4 billion , $1.0 billion and $472 million , respectively. Performance Share Awards Holders of PSAs are entitled to the related shares of common stock at no cost subject to the Company's achievement of specified performance criteria over a three -year period. PSAs are granted at a target number; based on the Company's performance, the number of awards that vest can be adjusted downward to zero and upward to a maximum of either 125% or 150% of target. The awards vest in the quarter after the end of the performance period. For PSAs whose performance period ended December 31, 2015 , the determination of the number of performance shares that will vest will occur in first quarter of 2016 after review of the Company’s performance by the Human Resources Committee of the Board of Directors. Beginning in 2013, PSAs granted include discretionary performance-based vesting conditions and are subject to variable accounting. For these awards, the associated compensation expense fluctuates with changes in our stock price and the estimated outcome of meeting the performance conditions. The total expense that will be recognized on these awards cannot be finalized until the determination of the awards that will vest. A summary of the status of our PSAs at December 31, 2015 , and changes during 2015 is in Table 19.4 , based on the performance adjustments recognized as of December 2015. Table 19.4: Performance Share Awards Number Weighted- average grant-date fair value (1) Nonvested at January 1, 2015 9,294,768 $ 36.87 Granted 3,530,859 45.52 Vested (5,399,517 ) 37.75 Nonvested at December 31, 2015 7,426,110 40.34 (1) Reflects approval date fair value for grants subject to variable accounting. The weighted-average grant date fair value of performance awards granted during 2014 and 2013 was $36.87 and $33.56 , respectively. At December 31, 2015 , there was $34 million of total unrecognized compensation cost related to nonvested performance awards. The cost is expected to be recognized over a weighted-average period of 1.7 years . The total fair value of PSAs that vested during 2015 , 2014 and 2013 was $299 million , $262 million , and $168 million , respectively. Stock Options Table 19.5 summarizes stock option activity and related information for the stock plans. Options assumed in mergers are included in the activity and related information for Incentive Compensation Plans if originally issued under an employee plan, and in the activity and related information for Director Awards if originally issued under a director plan. Table 19.5: Stock Option Activity Number Weighted- average exercise price Weighted- average remaining contractual term (in yrs.) Aggregate intrinsic value (in millions) Incentive compensation plans Options outstanding as of December 31, 2014 97,663,200 $ 43.40 Canceled or forfeited (2,258,720 ) 238.54 Exercised (20,084,720 ) 30.63 Options exercisable and outstanding as of December 31, 2015 75,319,760 40.96 2.0 $ 1,956 Director awards Options outstanding as of December 31, 2014 391,547 32.07 Exercised (84,657 ) 30.95 Options exercisable and outstanding as of December 31, 2015 306,890 32.37 1.5 7 The total intrinsic value of options exercised during 2015 , 2014 and 2013 was $497 million , $805 million and $643 million , respectively. Cash received from the exercise of stock options for 2015 , 2014 and 2013 was $618 million , $1.2 billion and $1.6 billion , respectively. We do not have a specific policy on repurchasing shares to satisfy share option exercises. Rather, we have a general policy on repurchasing shares to meet common stock issuance requirements for our benefit plans (including share option exercises), conversion of our convertible securities, acquisitions and other corporate purposes. Various factors determine the amount and timing of our share repurchases, including our capital requirements, the number of shares we expect to issue for acquisitions and employee benefit plans, market conditions (including the trading price of our stock), and regulatory and legal considerations. These factors can change at any time, and there can be no assurance as to the number of shares we will repurchase or when we will repurchase them. The fair value of each option award granted on or after January 1, 2006, is estimated using a Black-Scholes valuation model. The expected term of reload options granted is generally based on the midpoint between the valuation date and the contractual termination date of the original option. Our expected volatilities are based on a combination of the historical volatility of our common stock and implied volatilities for traded options on our common stock. The risk-free rate is based on the U.S. Treasury zero-coupon yield curve in effect at the time of grant. Both expected volatility and the risk-free rates are based on a period commensurate with our expected term. The expected dividend is based on a fixed dividend amount. Table 19.6 presents the weighted-average per share fair value of options granted and the assumptions used based on a Black-Scholes option valuation model. All of the options granted in 2013 resulted from the reload feature. Table 19.6: Weighted-Average Per Share Fair Value of Options Granted Year ended December 31, 2015 2014 2013 Per share fair value of options granted $ — — 1.58 Expected volatility — % — 18.3 Expected dividends $ — — 0.93 Expected term (in years) — — 0.5 Risk-free interest rate — % — 0.1 Employee Stock Ownership Plan The Wells Fargo & Company 401(k) Plan (401(k) Plan) is a defined contribution plan with an Employee Stock Ownership Plan (ESOP) feature. The ESOP feature enables the 401(k) Plan to borrow money to purchase our preferred or common stock. From 1994 through 2015, with the exception of 2009, we loaned money to the 401(k) Plan to purchase shares of our ESOP preferred stock. As our employer contributions are made to the 401(k) Plan and are used by the 401(k) Plan to make ESOP loan payments, the ESOP preferred stock in the 401(k) Plan is released and converted into our common stock shares. Dividends on the common stock shares allocated as a result of the release and conversion of the ESOP preferred stock reduce retained earnings, and the shares are considered outstanding for computing earnings per share. Dividends on the unallocated ESOP preferred stock do not reduce retained earnings, and the shares are not considered to be common stock equivalents for computing earnings per share. Loan principal and interest payments are made from our employer contributions to the 401(k) Plan, along with dividends paid on the ESOP preferred stock. With each principal and interest payment, a portion of the ESOP preferred stock is released and converted to common stock shares, which are allocated to the 401(k) Plan participants and invested in the Wells Fargo ESOP Fund within the 401(k) Plan. Table 19.7 presents the balance of common stock and unreleased preferred stock held in the Wells Fargo ESOP fund, the fair value of unreleased ESOP preferred stock and the dividends on allocated shares of common stock and unreleased ESOP Preferred Stock paid to the 401(k) Plan. Table 19.7: Common Stock and Unreleased Preferred Stock in the Wells Fargo ESOP Fund Shares outstanding December 31, (in millions, except shares) 2015 2014 2013 Allocated shares (common) 137,418,176 136,801,782 137,354,139 Unreleased shares (preferred) 1,252,386 1,251,287 1,105,664 Fair value of unreleased ESOP preferred shares $ 1,252 1,251 1,105 Dividends paid Year ended December 31, 2015 2014 2013 Allocated shares (common) $ 201 186 159 Unreleased shares (preferred) 143 152 132 Deferred Compensation Plan for Independent Sales Agents WF Deferred Compensation Holdings, Inc. is a wholly-owned subsidiary of the Parent formed solely to sponsor a deferred compensation plan for independent sales agents who provide investment, financial and other qualifying services for or with respect to participating affiliates. The Nonqualified Deferred Compensation Plan for Independent Contractors, which became effective January 1, 2002, allowed participants to defer all or part of their eligible compensation payable to them by a participating affiliate. The plan was frozen for new compensation deferrals effective January 1, 2012. The Parent has fully and unconditionally guaranteed the deferred compensation obligations of WF Deferred Compensation Holdings, Inc. under the plan.

Employee Benefits and Other Exp

Employee Benefits and Other Expenses	12 Months Ended
	Dec. 31, 2015
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Employee Benefits and Other Expenses	Note 20: Employee Benefits and Other Expenses Pension and Postretirement Plans We sponsor a frozen noncontributory qualified defined benefit retirement plan called the Wells Fargo & Company Cash Balance Plan (Cash Balance Plan), which covers eligible employees of Wells Fargo. The Cash Balance Plan was frozen on July 1, 2009 and no new benefits accrue after that date. Prior to July 1, 2009, eligible employees' Cash Balance Plan accounts were allocated a compensation credit based on a percentage of their certified compensation; the freeze discontinued the allocation of compensation credits after June 30, 2009. Investment credits continue to be allocated to participants based on their accumulated balances. We recognize settlement losses for our Cash Balance Plan based on an assessment of whether our estimated lump sum payments related to the Cash Balance Plan will, in aggregate for the year, exceed the sum of its annual service and interest cost (threshold). Lump sum payments did not exceed this threshold in 2015 and 2014 . In 2013, lump sum payments exceeded this threshold. Settlement losses of $123 million were recognized in 2013, representing the pro rata portion of the net loss remaining in cumulative other comprehensive income based on the percentage reduction in the Cash Balance Plan’s projected benefit obligation. A remeasurement of the Cash Balance liability and related plan assets occurs at the end of each quarter in which settlement losses are recognized. We did not make a contribution to our Cash Balance Plan in 2015 . We do not expect that we will be required to make a contribution to the Cash Balance Plan in 2016; however, this is dependent on the finalization of the actuarial valuation in 2016. Our decision of whether to make a contribution in 2016 will be based on various factors including the actual investment performance of plan assets during 2016. Given these uncertainties, we cannot estimate at this time the amount, if any, that we will contribute in 2016 to the Cash Balance Plan. For the nonqualified pension plans and postretirement benefit plans, there is no minimum required contribution beyond the amount needed to fund benefit payments; we may contribute more to our postretirement benefit plans dependent on various factors. We provide health care and life insurance benefits for certain retired employees and reserve the right to terminate, modify or amend any of the benefits at any time. The information set forth in the following tables is based on current actuarial reports using the measurement date of December 31 for our pension and postretirement benefit plans. In 2015 and 2014, the Society of Actuaries (SOA) published updated mortality tables. The benefit obligations at December 31, 2015 and 2014 , reflect the SOA's updated mortality tables, which did not have a material effect on these obligations. Table 20.1 presents the changes in the benefit obligation and the fair value of plan assets, the funded status, and the amounts recognized on the balance sheet. Table 20.1: Changes in Benefit Obligation and Fair Value of Plan Assets December 31, 2015 December 31, 2014 Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Change in benefit obligation: Benefit obligation at beginning of year $ 11,125 730 1,100 10,198 669 982 Service cost 2 — 6 1 — 7 Interest cost 429 25 42 465 27 42 Plan participants’ contributions — — 68 — — 73 Actuarial loss (gain) (196 ) (25 ) (56 ) 1,161 89 136 Benefits paid (676 ) (82 ) (139 ) (692 ) (54 ) (148 ) Medicare Part D subsidy — — 9 — — 9 Curtailment — — (25 ) — — — Foreign exchange impact (11 ) (1 ) (3 ) (8 ) (1 ) (1 ) Benefit obligation at end of year 10,673 647 1,002 11,125 730 1,100 Change in plan assets: Fair value of plan assets at beginning of year 9,626 — 624 9,409 — 645 Actual return on plan assets (112 ) — 2 909 — 26 Employer contribution 7 82 4 7 54 19 Plan participants’ contributions — — 68 — — 73 Benefits paid (676 ) (82 ) (139 ) (692 ) (54 ) (148 ) Medicare Part D subsidy — — 9 — — 9 Foreign exchange impact (9 ) — — (7 ) — — Fair value of plan assets at end of year 8,836 — 568 9,626 — 624 Funded status at end of year $ (1,837 ) (647 ) (434 ) (1,499 ) (730 ) (476 ) Amounts recognized on the balance sheet at end of year: Liabilities $ (1,837 ) (647 ) (434 ) (1,499 ) (730 ) (476 ) Table 20.2 provides information for pension plans with benefit obligations in excess of plan assets. Table 20.2: Pension Plans with Benefit Obligations in Excess of Plan Assets Dec 31, Dec 31, (in millions) 2015 2014 Projected benefit obligation $ 11,317 11,855 Accumulated benefit obligation 11,314 11,851 Fair value of plan assets 8,832 9,626 Table 20.3 presents the components of net periodic benefit cost and other comprehensive income. Table 20.3: Net Periodic Benefit Cost and Other Comprehensive Income December 31, 2015 December 31, 2014 December 31, 2013 Pension benefits Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Service cost $ 2 — 6 1 — 7 — — 11 Interest cost 429 25 42 465 27 42 465 29 47 Expected return on plan assets (644 ) — (35 ) (629 ) — (36 ) (674 ) — (36 ) Amortization of net actuarial loss (gain) 108 18 (4 ) 91 11 (28 ) 137 15 (1 ) Amortization of prior service credit — — (3 ) — — (2 ) — — (2 ) Settlement loss (1) — 13 — — 2 — 124 3 — Curtailment gain — — (43 ) — — — — — — Net periodic benefit cost (105 ) 56 (37 ) (72 ) 40 (17 ) 52 47 19 Other changes in plan assets and benefit obligations recognized in other comprehensive income: Net actuarial loss (gain) 560 (25 ) (23 ) 881 89 146 (1,175 ) (17 ) (341 ) Amortization of net actuarial gain (loss) (108 ) (18 ) 4 (91 ) (11 ) 28 (137 ) (15 ) 1 Prior service credit — — 18 — — — — — — Amortization of prior service credit — — 3 — — 2 — — 2 Settlement (1) — (13 ) — — (2 ) — (124 ) (3 ) — Total recognized in other comprehensive income 452 (56 ) 2 790 76 176 (1,436 ) (35 ) (338 ) Total recognized in net periodic benefit cost and other comprehensive income $ 347 — (35 ) 718 116 159 (1,384 ) 12 (319 ) (1) Qualified settlements in 2013 include $123 million for the Cash Balance Plan. Table 20.4 provides the amounts recognized in cumulative OCI (pre tax). Table 20.4: Benefits Recognized in Cumulative OCI December 31, 2015 December 31, 2014 Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Net actuarial loss (gain) $ 3,128 168 (165 ) 2,677 224 (147 ) Net prior service credit (1 ) — — (2 ) — (20 ) Total $ 3,127 168 (165 ) 2,675 224 (167 ) The net actuarial loss for the defined benefit pension plans and other post retirement plans that will be amortized from cumulative OCI into net periodic benefit cost in 2016 is $141 million . The net prior service credit for other post retirement plans was fully recognized in 2015 in conjunction with a curtailment. Plan Assumptions For additional information on our pension accounting assumptions, see Note 1 (Summary of Significant Accounting Policies). Table 20.5 presents the weighted-average discount rates used to estimate the projected benefit obligation for pension benefits. Table 20.5: Discount Rates Used to Estimate Projected Benefit Obligation December 31, 2015 December 31, 2014 Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate 4.25 % 4.25 4.25 4.00 3.75 4.00 Table 20.6 presents the weighted-average assumptions used to determine the net periodic benefit cost. Table 20.6: Weighted-Average Assumptions Used to Determine Net Periodic Benefit Cost December 31, 2015 December 31, 2014 December 31, 2013 Pension benefits Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate (1) 4.00 % 3.60 4.00 4.75 4.16 4.50 4.38 4.08 3.75 Expected return on plan assets 7.00 N/A 6.00 7.00 N/A 6.00 7.50 N/A 6.00 (1) The discount rate for the 2013 qualified pension benefits and for the 2015 , 2014 , and 2013 nonqualified pension benefits includes the impact of quarter-end remeasurements when settlement losses are recognized. To account for postretirement health care plans we use health care cost trend rates to recognize the effect of expected changes in future health care costs due to medical inflation, utilization changes, new technology, regulatory requirements and Medicare cost shifting. In determining the end of year benefit obligation we assume an average annual increase of approximately 9.30% , for health care costs in 2016. This rate is assumed to trend down 0.40% - 0.60% per year until the trend rate reaches an ultimate rate of 5.00% in 2024 . The 2015 periodic benefit cost was determined using an initial annual trend rate of 7.00% . This rate was assumed to decrease 0.25% per year until the trend rate reached an ultimate rate of 5.00% in 2023 . Increasing the assumed health care trend by one percentage point in each year would increase the benefit obligation as of December 31, 2015 , by $34 million and the total of the interest cost and service cost components of the net periodic benefit cost for 2015 by $2 million . Decreasing the assumed health care trend by one percentage point in each year would decrease the benefit obligation as of December 31, 2015 , by $30 million and the total of the interest cost and service cost components of the net periodic benefit cost for 2015 by $2 million . Investment Strategy and Asset Allocation We seek to achieve the expected long-term rate of return with a prudent level of risk given the benefit obligations of the pension plans and their funded status. Our overall investment strategy is designed to provide our Cash Balance Plan with long-term growth opportunities while ensuring that risk is mitigated through diversification across numerous asset classes and various investment strategies. We target the asset allocation for our Cash Balance Plan at a target mix range of 30% - 50% equities, 40% - 60% fixed income, and approximately 10% in real estate, venture capital, private equity and other investments. The Employee Benefit Review Committee (EBRC), which includes several members of senior management, formally reviews the investment risk and performance of our Cash Balance Plan on a quarterly basis. Annual Plan liability analysis and periodic asset/liability evaluations are also conducted. Other benefit plan assets include (1) assets held in a 401(h) trust, which are invested with a target mix of 40% - 60% for both equities and fixed income, and (2) assets held in the Retiree Medical Plan Voluntary Employees' Beneficiary Association (VEBA) trust, which are invested with a general target asset mix of 20% - 40% equities and 60% - 80% fixed income. In addition, the strategy for the VEBA trust assets considers the effect of income taxes by utilizing a combination of variable annuity and low turnover investment strategies. Members of the EBRC formally review the investment risk and performance of these assets on a quarterly basis. Projected Benefit Payments Future benefits that we expect to pay under the pension and other benefit plans are presented in Table 20.7 . Other benefits payments are expected to be reduced by prescription drug subsidies from the federal government provided by the Medicare Prescription Drug, Improvement and Modernization Act of 2003. Table 20.7: Projected Benefit Payments Pension benefits Other benefits (in millions) Qualified Non- qualified Future benefits Subsidy receipts Year ended December 31, 2016 $ 762 61 86 11 2017 753 60 87 12 2018 737 56 87 12 2019 740 53 87 12 2020 745 52 87 12 2021-2025 3,578 224 410 61 Fair Value of Plan Assets Table 20.8 presents the balances of pension plan assets and other benefit plan assets measured at fair value. See Note 17 (Fair Values of Assets and Liabilities) for fair value hierarchy level definitions. Table 20.8: Pension and Other Benefit Plan Assets Carrying value at year end Pension plan assets Other benefits plan assets (in millions) Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total December 31, 2015 Cash and cash equivalents $ 5 109 — 114 119 21 — 140 Long duration fixed income (1) 446 3,253 16 3,715 — — — — Intermediate (core) fixed income (2) 4 499 — 503 — 182 — 182 High-yield fixed income — 276 4 280 — — — — International fixed income 51 250 — 301 — — — — Domestic large-cap stocks (3) 809 378 — 1,187 — 118 — 118 Domestic mid-cap stocks 226 125 — 351 — 31 — 31 Domestic small-cap stocks (4) 207 13 — 220 — 17 — 17 Global stocks (5) 48 161 — 209 — — — — International stocks (6) 463 287 — 750 22 33 — 55 Emerging market stocks — 311 — 311 — — — — Real estate/timber (7) 109 1 245 355 — — — — Hedge funds (8) — 160 71 231 — — — — Private equity — — 148 148 — — — — Other — 66 27 93 2 — 23 25 Total plan investments $ 2,368 5,889 511 8,768 143 402 23 568 Net receivables 68 — Total plan assets $ 8,836 568 December 31, 2014 Cash and cash equivalents $ 31 224 — 255 139 21 — 160 Long duration fixed income (1) 556 3,622 12 4,190 — — — — Intermediate (core) fixed income (2) 127 329 — 456 61 115 — 176 High-yield fixed income 1 321 5 327 — — — — International fixed income 53 284 — 337 — — — — Domestic large-cap stocks (3) 833 375 — 1,208 — 102 — 102 Domestic mid-cap stocks 252 140 — 392 — 47 — 47 Domestic small-cap stocks (4) 238 17 — 255 — 37 — 37 Global stocks (5) 47 155 — 202 — — — — International stocks (6) 457 276 — 733 25 53 — 78 Emerging market stocks — 412 — 412 — — — — Real estate/timber (7) 121 1 265 387 — — — — Hedge funds (8) — 203 84 287 — — — — Private equity — — 155 155 — — — — Other — 23 52 75 2 — 22 24 Total plan investments $ 2,716 6,382 573 9,671 227 375 22 624 Payable upon return of securities loaned (53 ) — Net receivables 8 — Total plan assets $ 9,626 624 (1) This category includes a diversified mix of assets which are being managed in accordance with a duration target of approximately 10 years and an emphasis on corporate credit bonds combined with investments in U.S. Treasury securities and other U.S. agency and non-agency bonds. (2) This category includes assets that are primarily intermediate duration, investment grade bonds held in investment strategies benchmarked to the Barclays Capital U.S. Aggregate Bond Index. Includes U.S. Treasury securities, agency and non-agency asset-backed bonds and corporate bonds. (3) This category covers a broad range of investment styles, including active, enhanced index and passive approaches, as well as style characteristics of value, core and growth emphasized strategies. Assets in this category are currently diversified across eight unique investment strategies with no single investment manager strategy representing more than 2.5% of total plan assets. (4) This category consists of a highly diversified combination of four distinct investment management strategies with no single strategy representing more than 2% of total plan assets. Allocations in this category are spread across actively managed approaches with distinct value and growth emphasized approaches in fairly equal proportions. (5) This category consists of three unique investment strategies providing exposure to broadly diversified, global equity investments, which generally have an allocation of 40 - 60% in U.S. domiciled equities and an equivalent allocation range in primarily developed market, non-U.S. equities, with no single strategy representing more than 1.5% of total Plan assets. (6) This category includes assets diversified across six unique investment strategies providing exposure to companies based primarily in developed market, non-U.S. countries with no single strategy representing more than 2.5% of total plan assets. (7) This category primarily includes investments in private and public real estate, as well as timber specific limited partnerships; real estate holdings are diversified by geographic location and sector (e.g., retail, office, apartments). (8) This category consists of several investment strategies diversified across more than 30 hedge fund managers. Single manager allocation exposure is limited to 0.15% (15 basis points) of total plan assets. Table 20.9 presents the changes in Level 3 pension plan and other benefit plan assets measured at fair value. Table 20.9: Fair Value Level 3 Pension and Other Benefit Plan Assets Balance beginning of year Gains (losses) Purchases, sales and settlements (net) Transfers Into/ (Out of) Level 3 Balance end of year (in millions) Realized Unrealized (1) Year ended December 31, 2015 Pension plan assets: Long duration fixed income $ 12 — — 1 3 16 High-yield fixed income 5 — — 2 (3 ) 4 Real estate/timber 265 10 8 (38 ) — 245 Hedge funds 84 4 (5 ) (21 ) 9 71 Private equity 155 19 (5 ) (21 ) — 148 Other 52 9 (7 ) (27 ) — 27 $ 573 42 (9 ) (104 ) 9 511 Other benefits plan assets: Other $ 22 — — 1 — 23 $ 22 — — 1 — 23 Year ended December 31, 2014 Pension plan assets: Long duration fixed income $ 1 — — 1 10 12 High-yield fixed income — — — 3 2 5 International stocks 1 — — (1 ) — — Real estate/timber 294 9 34 (72 ) — 265 Hedge funds 152 1 4 (9 ) (64 ) 84 Private equity 158 12 (3 ) (12 ) — 155 Other 52 2 1 (3 ) — 52 $ 658 24 36 (93 ) (52 ) 573 Other benefits plan assets: Other $ 22 — — — — 22 $ 22 — — — — 22 (1) All unrealized gains (losses) relate to instruments held at period end. VALUATION METHODOLOGIES Following is a description of the valuation methodologies used for assets measured at fair value. Cash and Cash Equivalents – includes investments in collective investment funds valued at fair value based upon the quoted market values of the underlying net assets. The unit price is quoted on a private market that is not active; however, the unit price is based on underlying investments traded on an active market. This group of assets also includes investments in registered investment companies valued at the NAV of shares held at year end and in interest-bearing bank accounts. Long Duration, Intermediate (Core), High-Yield, and International Fixed Income – includes investments traded on the secondary markets; prices are measured by using quoted market prices for similar securities, pricing models, and discounted cash flow analyses using significant inputs observable in the market where available, or a combination of multiple valuation techniques. This group of assets also includes highly liquid government securities such as U.S. Treasuries, limited partnerships valued at the NAV provided by the fund sponsor and registered investment companies and collective investment funds described above. Domestic, Global, International and Emerging Market Stocks – investments in exchange-traded equity securities are valued at quoted market values. This group of assets also includes investments in registered investment companies, collective investment funds and limited partnerships described above. Real Estate and Timber – the fair value of real estate and timber is estimated based primarily on appraisals prepared by third-party appraisers. Market values are estimates and the actual market price of the real estate can only be determined by negotiation between independent third parties in a sales transaction. This group of assets also includes investments in exchange-traded equity securities and collective investment funds described above. Hedge Funds and Private Equity – the fair values of hedge funds are valued based on the proportionate share of the underlying net assets of the investment funds that comprise the fund, based on valuations supplied by the underlying investment funds. Investments in private equity funds are valued at the NAV provided by the fund sponsor. Market values are estimates and the actual market price of the investments can only be determined by negotiation between independent third parties in a sales transaction. Other – insurance contracts that are generally stated at cash surrender value. This group of assets also includes investments in collective investment funds and private equity described above. The methods described above may produce a fair value calculation that may not be indicative of net realizable value or reflective of future fair values. While we believe our 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 fair value measurement at the reporting date. Defined Contribution Retirement Plans We sponsor a defined contribution retirement plan named the Wells Fargo & Company 401(k) Plan (401(k) Plan). Under the 401(k) Plan, after one month of service, eligible employees may contribute up to 50% of their certified compensation, subject to statutory limits. Eligible employees who complete 1 year of service are eligible for company matching contributions, which are generally dollar for dollar up to 6% of an employee's eligible certified compensation. Matching contributions are 100% vested. The 401(k) Plan includes an employer discretionary profit sharing contribution feature to allow us to make a contribution to eligible employees’ 401(k) Plan accounts. Eligible employees who complete 1 year of service are eligible for profit sharing contributions. Profit sharing contributions are vested after 3 years of service. Total defined contribution retirement plan expenses were $1.1 billion in both 2015 and 2014 and $1.2 billion in 2013 . Other Expenses Table 20.10 presents expenses exceeding 1% of total interest income and noninterest income in any of the years presented that are not otherwise shown separately in the financial statements or Notes to Financial Statements. Table 20.10: Other Expenses Year ended December 31, (in millions) 2015 2014 2013 Outside professional services $ 2,665 2,689 2,519 Operating losses 1,871 1,249 821 Outside data processing 985 1,034 983 Contract services 978 975 935 Travel and entertainment 692 904 885

Income Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2015
Income Tax Disclosure [Abstract]
Income Taxes	Note 21: Income Taxes Table 21.1 presents the components of income tax expense. Table 21.1: Income Tax Expense Year ended December 31, (in millions) 2015 2014 2013 Current: Federal $ 10,822 7,321 4,601 State and local 1,669 520 736 Foreign 139 112 91 Total current 12,630 7,953 5,428 Deferred: Federal (2,047 ) 2,117 4,457 State and local (235 ) 224 522 Foreign 17 13 (2 ) Total deferred (2,265 ) 2,354 4,977 Total $ 10,365 10,307 10,405 The tax effects of our temporary differences that gave rise to significant portions of our deferred tax assets and liabilities are presented in Table 21.2 . Table 21.2: Net Deferred Tax Liability December 31, (in millions) 2015 2014 Deferred tax assets Allowance for loan losses $ 4,363 4,592 Deferred compensation and employee benefits 4,589 4,608 Accrued expenses 1,460 1,213 PCI loans 1,816 1,935 Net operating loss and tax credit carry forwards 528 631 Other 1,448 1,700 Total deferred tax assets 14,204 14,679 Deferred tax assets valuation allowance (358 ) (426 ) Deferred tax liabilities Mortgage servicing rights (5,399 ) (5,860 ) Leasing (3,866 ) (4,057 ) Mark to market, net (5,471 ) (7,635 ) Intangible assets (1,233 ) (1,494 ) Net unrealized gains on investment securities (1,008 ) (2,737 ) Insurance reserves (2,071 ) (2,087 ) Other (2,063 ) (1,635 ) Total deferred tax liabilities (21,111 ) (25,505 ) Net deferred tax liability (1) $ (7,265 ) (11,252 ) (1) Included in accrued expenses and other liabilities. Deferred taxes related to net unrealized gains (losses) on investment securities, net unrealized gains (losses) on derivatives, foreign currency translation, and employee benefit plan adjustments are recorded in cumulative OCI (see Note 23 (Other Comprehensive Income)). These associated adjustments increased OCI by $1.8 billion in 2015 . We have determined that a valuation reserve is required for 2015 in the amount of $358 million predominantly attributable to deferred tax assets in various state and foreign jurisdictions where we believe it is more likely than not that these deferred tax assets will not be realized. In these jurisdictions, carry back limitations, lack of sources of taxable income, and tax planning strategy limitations contributed to our conclusion that the deferred tax assets would not be realizable. We have concluded that it is more likely than not that the remaining deferred tax assets will be realized based on our history of earnings, sources of taxable income in carry back periods, and our ability to implement tax planning strategies. At December 31, 2015 , we had net operating loss carry forwards with related deferred tax assets of $528 million . If these carry forwards are not utilized, they will expire in varying amounts through 2035 . At December 31, 2015 , we had undistributed foreign earnings of $2.0 billion related to foreign subsidiaries. We intend to reinvest these earnings indefinitely outside the U.S. and accordingly have not provided $557 million of income tax liability on these earnings. Table 21.3 reconciles the statutory federal income tax expense and rate to the effective income tax expense and rate. Our effective tax rate is calculated by dividing income tax expense by income before income tax expense less the net income from noncontrolling interests. Table 21.3: Effective Income Tax Expense and Rate December 31, 2015 2014 2013 (in millions) Amount Rate Amount Rate Amount Rate Statutory federal income tax expense and rate $ 11,641 35.0 % $ 11,677 35.0 % $ 11,299 35.0 % Change in tax rate resulting from: State and local taxes on income, net of federal income tax benefit 1,025 3.1 971 2.9 964 3.0 Tax-exempt interest (641 ) (1.9 ) (550 ) (1.6 ) (490 ) (1.5 ) Tax credits (1,108 ) (3.3 ) (1,074 ) (3.2 ) (967 ) (3.0 ) Life insurance (186 ) (0.6 ) (179 ) (0.5 ) (173 ) (0.5 ) Leveraged lease tax expense 140 0.4 158 0.5 302 0.9 Other (506 ) (1.5 ) (696 ) (2.2 ) (530 ) (1.7 ) Effective income tax expense and rate $ 10,365 31.2 % $ 10,307 30.9 % $ 10,405 32.2 % The effective tax rate for 2015 includes net reductions in reserves for uncertain tax positions primarily due to audit resolutions of prior period matters with U.S. federal and state taxing authorities. The effective tax rate for 2014 included a net reduction in the reserve for uncertain tax positions primarily due to the resolution of prior period matters with state taxing authorities. The effective tax rate for 2013 included a net reduction in the reserve for uncertain tax positions primarily due to settlements with authorities regarding certain cross border transactions and tax benefits recognized from the realization for tax purposes of a previously written down investment. Table 21.4 presents the change in unrecognized tax benefits. Table 21.4: Change in Unrecognized Tax Benefits Year ended December 31, (in millions) 2015 2014 Balance at beginning of year $ 5,002 5,528 Additions: For tax positions related to the current year 196 412 For tax positions related to prior years 225 324 Reductions: For tax positions related to prior years (413 ) (213 ) Lapse of statute of limitations (22 ) (50 ) Settlements with tax authorities (182 ) (999 ) Balance at end of year $ 4,806 5,002 Of the $4.8 billion of unrecognized tax benefits at December 31, 2015 , approximately $3.0 billion would, if recognized, affect the effective tax rate. The remaining $1.8 billion of unrecognized tax benefits relates to income tax positions on temporary differences. We recognize interest and penalties as a component of income tax expense. As of December 31, 2015 and 2014 , we have accrued approximately $524 million and $660 million for the payment of interest and penalties, respectively. In 2015 , we recognized in income tax expense a net tax benefit related to interest and penalties of $79 million . In 2014 , we recognized in income tax expense a net tax benefit related to interest and penalties of $142 million . We are subject to U.S. federal income tax as well as income tax in numerous state and foreign jurisdictions. We are routinely examined by tax authorities in these various jurisdictions. The IRS is currently examining the 2011 through 2014 consolidated federal income tax returns of Wells Fargo & Company and its subsidiaries. In addition, we are currently subject to examination by various state, local and foreign taxing authorities. With few exceptions, Wells Fargo and its subsidiaries are not subject to federal, state, local and foreign income tax examinations for taxable years prior to 2007. Wachovia Corporation and its subsidiaries are no longer subject to federal examination and, with limited exception, are no longer subject to state, local and foreign income tax examinations. We are litigating or appealing various issues related to prior IRS examinations for the periods 2003 through 2010, and we are appealing various issues related to IRS examinations of Wachovia’s 2006 through 2008 tax years. For the 2003 through 2006 Wells Fargo periods and the 2006 through 2008 Wachovia periods, we have paid the IRS the contested income tax and interest associated with these issues and refund claims have been filed for the respective years. It is possible that one or more of these examinations, appeals or litigation may be resolved within the next twelve months resulting in a decrease of up to $600 million to our gross unrecognized tax benefits.

Earnings Per Common Share

Earnings Per Common Share	12 Months Ended
	Dec. 31, 2015
Earnings Per Share [Abstract]
Earnings Per Common Share	Note 22: Earnings Per Common Share Table 22.1 shows earnings per common share and diluted earnings per common share and reconciles the numerator and denominator of both earnings per common share calculations. See Note 1 (Summary of Significant Accounting Policies) for discussion of private share repurchases and the Consolidated Statement of Changes in Equity and Note 19 (Common Stock and Stock Plans) for information about stock and options activity and terms and conditions of warrants. Table 22.1: Earnings Per Common Share Calculations Year ended December 31, (in millions, except per share amounts) 2015 2014 2013 Wells Fargo net income $ 22,894 23,057 21,878 Less: Preferred stock dividends and other 1,424 1,236 989 Wells Fargo net income applicable to common stock (numerator) $ 21,470 21,821 20,889 Earnings per common share Average common shares outstanding (denominator) 5,136.5 5,237.2 5,287.3 Per share $ 4.18 4.17 3.95 Diluted earnings per common share Average common shares outstanding 5,136.5 5,237.2 5,287.3 Add: Stock options 26.7 32.9 33.1 Restricted share rights 32.8 41.6 44.8 Warrants 13.8 12.7 6.0 Diluted average common shares outstanding (denominator) 5,209.8 5,324.4 5,371.2 Per share $ 4.12 4.10 3.89 Table 22.2 presents the outstanding options to purchase shares of common stock that were anti-dilutive (the exercise price was higher than the weighted-average market price), and therefore not included in the calculation of diluted earnings per common share. Table 22.2: Outstanding Anti-Dilutive Options Weighted-average shares Year ended December 31, (in millions) 2015 2014 2013 Options 5.7 8.0 11.1

Other Comprehensive Income

Other Comprehensive Income	12 Months Ended
	Dec. 31, 2015
Cumulative Other Comprehensive Income Balances [Abstract] [Abstract]
Other Comprehensive Income	Note 23: Other Comprehensive Income Table 23.1 provides the components of other comprehensive income (OCI), reclassifications to net income by income statement line item, and the related tax effects. Table 23.1: Summary of Other Comprehensive Income Year ended December 31, 2015 2014 2013 (in millions) Before tax Tax effect Net of tax Before tax Tax effect Net of tax Before tax Tax effect Net of tax Investment securities: Net unrealized gains (losses) arising during the period $ (3,318 ) 1,237 (2,081 ) 5,426 (2,111 ) 3,315 (7,661 ) 2,981 (4,680 ) Reclassification of net (gains) losses to net income: Interest income on investment securities (1) (1 ) — (1 ) (37 ) 14 (23 ) — — — Net (gains) losses on debt securities (952 ) 356 (596 ) (593 ) 224 (369 ) 29 (11 ) 18 Net (gains) losses from equity investments (571 ) 213 (358 ) (901 ) 340 (561 ) (314 ) 118 (196 ) Other noninterest income (6 ) 3 (3 ) (1 ) — (1 ) — — — Subtotal reclassifications to net income (1,530 ) 572 (958 ) (1,532 ) 578 (954 ) (285 ) 107 (178 ) Net change (4,848 ) 1,809 (3,039 ) 3,894 (1,533 ) 2,361 (7,946 ) 3,088 (4,858 ) Derivatives and hedging activities: Net unrealized gains (losses) arising during the period 1,549 (584 ) 965 952 (359 ) 593 (32 ) 12 (20 ) Reclassification of net (gains) losses to net income: Interest income on investment securities (3 ) 1 (2 ) (1 ) — (1 ) — — — Interest income on loans (1,103 ) 416 (687 ) (588 ) 222 (366 ) (426 ) 156 (270 ) Interest expense on long-term debt 17 (6 ) 11 44 (17 ) 27 91 (34 ) 57 Other noninterest income — — — — — — 35 (13 ) 22 Salaries expense — — — — — — 4 (2 ) 2 Subtotal reclassifications to net income (1,089 ) 411 (678 ) (545 ) 205 (340 ) (296 ) 107 (189 ) Net change 460 (173 ) 287 407 (154 ) 253 (328 ) 119 (209 ) Defined benefit plans adjustments: Net actuarial gains (losses) arising during the period (512 ) 193 (319 ) (1,116 ) 420 (696 ) 1,533 (578 ) 955 Reclassification of amounts to net periodic benefit costs (2): Amortization of net actuarial loss 122 (46 ) 76 74 (28 ) 46 151 (57 ) 94 Settlements and other (8 ) 3 (5 ) — — — 125 (46 ) 79 Subtotal reclassifications to net periodic benefit costs 114 (43 ) 71 74 (28 ) 46 276 (103 ) 173 Net change (398 ) 150 (248 ) (1,042 ) 392 (650 ) 1,809 (681 ) 1,128 Foreign currency translation adjustments: Net unrealized losses arising during the period (137 ) (12 ) (149 ) (60 ) (5 ) (65 ) (44 ) (7 ) (51 ) Reclassification of net (gains) losses to net income: Net gains from equity investments (5 ) — (5 ) — — — — — — Other noninterest income — — — 6 — 6 (12 ) 5 (7 ) Subtotal reclassifications (5 ) — (5 ) 6 — 6 (12 ) 5 (7 ) Net change (142 ) (12 ) (154 ) (54 ) (5 ) (59 ) (56 ) (2 ) (58 ) Other comprehensive income (loss) $ (4,928 ) 1,774 (3,154 ) 3,205 (1,300 ) 1,905 (6,521 ) 2,524 (3,997 ) Less: Other comprehensive income (loss) from noncontrolling interests, net of tax 67 (227 ) 267 Wells Fargo other comprehensive income (loss), net of tax $ (3,221 ) 2,132 (4,264 ) (1) Represents net unrealized gains and losses amortized over the remaining lives of securities that were transferred from the available-for-sale portfolio to the held-to-maturity portfolio. (2) These items are included in the computation of net periodic benefit cost, which is recorded in employee benefits expense (see Note 20 (Employee Benefits and Other Expenses) for additional details). Table 23.2: Cumulative OCI Balances (in millions) Investment securities Derivatives and hedging activities Defined benefit plans adjustments Foreign currency translation adjustments Cumulative other comprehensive income Balance, December 31, 2012 $ 7,462 289 (2,181 ) 80 5,650 Net unrealized gains (losses) arising during the period (4,680 ) (20 ) 955 (51 ) (3,796 ) Amounts reclassified from accumulated other comprehensive income (178 ) (189 ) 173 (7 ) (201 ) Net change (4,858 ) (209 ) 1,128 (58 ) (3,997 ) Less: Other comprehensive income from noncontrolling interests 266 — — 1 267 Balance, December 31, 2013 2,338 80 (1,053 ) 21 1,386 Net unrealized gains (losses) arising during the period 3,315 593 (696 ) (65 ) 3,147 Amounts reclassified from accumulated other comprehensive income (954 ) (340 ) 46 6 (1,242 ) Net change 2,361 253 (650 ) (59 ) 1,905 Less: Other comprehensive loss from noncontrolling interests (227 ) — — — (227 ) Balance, December 31, 2014 4,926 333 (1,703 ) (38 ) 3,518 Net unrealized gains (losses) arising during the period (2,081 ) 965 (319 ) (149 ) (1,584 ) Amounts reclassified from accumulated other comprehensive income (958 ) (678 ) 71 (5 ) (1,570 ) Net change (3,039 ) 287 (248 ) (154 ) (3,154 ) Less: Other comprehensive income (loss) from noncontrolling interests 74 — — (7 ) 67 Balance, December 31, 2015 $ 1,813 620 (1,951 ) (185 ) 297

Operating Segments

Operating Segments	12 Months Ended
	Dec. 31, 2015
Segment Reporting [Abstract]
Operating Segments	Note 24: Operating Segments We have three reportable operating segments: Community Banking; Wholesale Banking; and Wealth and Investment Management (WIM) (formerly Wealth, Brokerage and Retirement). We define our operating segments by product type and customer segment and their results are based on our management accounting process, for which there is no comprehensive, authoritative guidance equivalent to GAAP for financial accounting. The management accounting process measures the performance of the operating segments based on our management structure and is not necessarily comparable with similar information for other financial services companies. If the management structure and/or the allocation process changes, allocations, transfers and assignments may change. A number of business movements that impact operating segment reporting were implemented in 2015. We realigned our asset management business from Wholesale Banking to WIM; our reinsurance business from WIM to Wholesale Banking; and our strategic auto investment, business banking, and merchant payment services businesses from Community Banking to Wholesale Banking. Results for these operating segments were revised for prior periods to reflect the impact of these realignments. Community Banking offers a complete line of diversified financial products and services to consumers and small businesses with annual sales generally up to $5 million in which the owner generally is the financial decision maker. Community Banking also offers investment management and other services to retail customers and securities brokerage through affiliates. These products and services include the Wells Fargo Advantage Funds SM , a family of mutual funds. Loan products include lines of credit, auto floor plan lines, equity lines and loans, equipment and transportation loans, education loans, origination and purchase of residential mortgage loans and servicing of mortgage loans and credit cards. Other credit products and financial services available to small businesses and their owners include equipment leases, real estate and other commercial financing, Small Business Administration financing, venture capital financing, cash management, payroll services, retirement plans, Health Savings Accounts, credit cards, and merchant payment processing. Community Banking also offers private label financing solutions for retail merchants across the United States and purchases retail installment contracts from auto dealers in the United States and Puerto Rico. Consumer and business deposit products include checking accounts, savings deposits, market rate accounts, Individual Retirement Accounts, time deposits, global remittance and debit cards. Community Banking serves customers through a complete range of channels, including traditional banking stores, in-store banking centers, business centers, ATMs, Online and Mobile Banking, and Wells Fargo Customer Connection, a 24-hours a day, seven days a week telephone service. The Community Banking segment also includes the results of our Corporate Treasury activities net of allocations in support of other segments and results of investments in our affiliated venture capital partnerships. Wholesale Banking provides financial solutions to businesses across the United States with annual sales generally in excess of $5 million and to financial institutions globally. Wholesale Banking provides a complete line of business banking, commercial, corporate, capital markets, cash management and real estate banking products and services. These include traditional commercial loans and lines of credit, letters of credit, asset-based lending, equipment leasing, international trade facilities, trade financing, collection services, foreign exchange services, treasury management, merchant payment processing, institutional fixed-income sales, interest rate, commodity and equity risk management, online/electronic products such as the Commercial Electronic Office ® ( CEO ® ) portal, insurance, corporate trust fiduciary and agency services, and investment banking services. Wholesale Banking also supports the CRE market with products and services such as construction loans for commercial and residential development, land acquisition and development loans, secured and unsecured lines of credit, interim financing arrangements for completed structures, rehabilitation loans, affordable housing loans and letters of credit, permanent loans for securitization, CRE loan servicing and real estate and mortgage brokerage services. Wealth and Investment Management (f ormerly Wealth, Brokerage and Retirement) provides a full range of personalized wealth management, investment and retirement products and services to clients across U.S. based businesses including Wells Fargo Advisors, The Private Bank, Abbot Downing, Wells Fargo Institutional Retirement and Trust, and Wells Fargo Asset Management. We deliver financial planning, private banking, credit, investment management and fiduciary services to high-net worth and ultra-high-net worth individuals and families. We also serve customers’ brokerage needs, supply retirement and trust services to institutional clients and provide investment management capabilities delivered to global institutional clients through separate accounts and the Wells Fargo Funds. Other includes items not assigned to a specific business segment and elimination of certain items that are included in more than one business segment, substantially all of which represents products and services for Wealth and Investment Management customers served through Community Banking distribution channels. Table 24.1: Operating Segments (income/expense in millions, average balances in billions) Community Banking Wholesale Banking Wealth and Investment Management Other (1) Consolidated Company 2015 Net interest income (2) $ 29,242 $ 14,350 $ 3,478 $ (1,769 ) $ 45,301 Provision (reversal of provision) for credit losses 2,427 27 (25 ) 13 2,442 Noninterest income 20,099 11,554 12,299 (3,196 ) 40,756 Noninterest expense 26,981 14,116 12,067 (3,190 ) 49,974 Income (loss) before income tax expense (benefit) 19,933 11,761 3,735 (1,788 ) 33,641 Income tax expense (benefit) 6,202 3,424 1,420 (681 ) 10,365 Net income (loss) before noncontrolling interests 13,731 8,337 2,315 (1,107 ) 23,276 Less: Net income (loss) from noncontrolling interests 240 143 (1 ) — 382 Net income (loss) (3) $ 13,491 $ 8,194 $ 2,316 $ (1,107 ) $ 22,894 2014 Net interest income (2) $ 27,999 $ 14,073 $ 3,032 $ (1,577 ) $ 43,527 Provision (reversal of provision) for credit losses 1,796 (382 ) (50 ) 31 1,395 Noninterest income 20,159 11,325 12,237 (2,901 ) 40,820 Noninterest expense 26,290 13,831 11,993 (3,077 ) 49,037 Income (loss) before income tax expense (benefit) 20,072 11,949 3,326 (1,432 ) 33,915 Income tax expense (benefit) 6,049 3,540 1,262 (544 ) 10,307 Net income (loss) before noncontrolling interests 14,023 8,409 2,064 (888 ) 23,608 Less: Net income from noncontrolling interests 337 210 4 — 551 Net income (loss) (3) $ 13,686 $ 8,199 $ 2,060 $ (888 ) $ 23,057 2013 Net interest income (2) $ 27,123 $ 14,353 $ 2,797 $ (1,473 ) $ 42,800 Provision (reversal of provision) for credit losses 2,841 (521 ) (16 ) 5 2,309 Noninterest income 20,556 11,494 11,533 (2,603 ) 40,980 Noninterest expense 27,090 13,077 11,486 (2,811 ) 48,842 Income (loss) before income tax expense (benefit) 17,748 13,291 2,860 (1,270 ) 32,629 Income tax expense (benefit) 5,442 4,364 1,082 (483 ) 10,405 Net income (loss) before noncontrolling interests 12,306 8,927 1,778 (787 ) 22,224 Less: Net income from noncontrolling interests 159 175 12 — 346 Net income (loss) (3) $ 12,147 $ 8,752 $ 1,766 $ (787 ) $ 21,878 2015 Average loans $ 475.9 397.3 60.1 (47.9 ) 885.4 Average assets 910.0 724.9 192.8 (84.8 ) 1,742.9 Average deposits 654.4 438.9 172.3 (71.5 ) 1,194.1 2014 Average loans 468.8 355.6 52.1 (42.1 ) 834.4 Average assets 853.2 636.5 186.1 (82.5 ) 1,593.3 Average deposits 614.3 404.0 163.5 (67.7 ) 1,114.1 (1) Includes items not specific to a business segment and the elimination of certain items that are included in more than one business segment, substantially all of which represents products and services for Wealth and Investment Management customers served through Community Banking distribution channels. (2) Net interest income is the difference between interest earned on assets and the cost of liabilities to fund those assets. Interest earned includes actual interest earned on segment assets and, if the segment has excess liabilities, interest credits for providing funding to other segments. The cost of liabilities includes interest expense on segment liabilities and, if the segment does not have enough liabilities to fund its assets, a funding charge based on the cost of excess liabilities from another segment. (3) Represents segment net income (loss) for Community Banking; Wholesale Banking; and Wealth and Investment Management segments and Wells Fargo net income for the consolidated company.

Parent-Only Financial Statement

Parent-Only Financial Statements	12 Months Ended
	Dec. 31, 2015
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Parent Company Financial Statements	Note 25: Parent-Only Financial Statements The following tables present Parent-only condensed financial statements. Table 25.1: Parent-Only Statement of Income Year ended December 31, (in millions) 2015 2014 2013 Income Dividends from subsidiaries: Bank $ 13,804 15,077 10,612 Nonbank 542 526 33 Interest income from subsidiaries 907 772 848 Other interest income 199 216 240 Other income 576 1,032 484 Total income 16,028 17,623 12,217 Expense Interest expense: Indebtedness to nonbank subsidiaries 325 357 334 Short-term borrowings 1 7 5 Long-term debt 1,784 1,540 1,546 Other 4 5 15 Noninterest expense 932 797 1,175 Total expense 3,046 2,706 3,075 Income before income tax benefit and equity in undistributed income of subsidiaries 12,982 14,917 9,142 Income tax benefit (870 ) (926 ) (570 ) Equity in undistributed income of subsidiaries 9,042 7,214 12,166 Net income $ 22,894 23,057 21,878 Table 25.2: Parent-Only Statement of Comprehensive Income Year ended December 31, (in millions) 2015 2014 2013 Net income $ 22,894 23,057 21,878 Other comprehensive income (loss), net of tax: Investment securities 52 142 (248 ) Derivatives and hedging activities — 12 39 Defined benefit plans adjustment (254 ) (633 ) 1,136 Equity in other comprehensive income (loss) of subsidiaries (3,019 ) 2,611 (5,191 ) Other comprehensive income (loss), net of tax: (3,221 ) 2,132 (4,264 ) Total comprehensive income $ 19,673 25,189 17,614 Table 25.3: Parent-Only Balance Sheet December 31, (in millions) 2015 2014 Assets Cash and cash equivalents due from: Subsidiary banks $ 36,162 43,843 Nonaffiliates 4 3 Investment securities issued by: Subsidiary banks 14,992 10,001 Nonaffiliates 8,201 10,753 Loans to subsidiaries: Bank 47,363 18,166 Nonbank 35,327 35,783 Investments in subsidiaries: Bank 169,081 162,806 Nonbank 25,638 24,567 Other assets 6,857 6,225 Total assets $ 343,625 312,147 Liabilities and equity Short-term borrowings $ — 2,270 Accrued expenses and other liabilities 8,135 6,984 Long-term debt 117,791 97,275 Indebtedness to nonbank subsidiaries 24,701 21,224 Total liabilities 150,627 127,753 Stockholders' equity 192,998 184,394 Total liabilities and equity $ 343,625 312,147 Table 25.4: Parent-Only Statement of Cash Flows Year ended December 31, (in millions) 2015 2014 2013 Cash flows from operating activities: Net cash provided by operating activities $ 12,337 18,019 8,607 Cash flows from investing activities: Available-for-sale securities: Sales proceeds 5,345 1,196 3,606 Prepayments and maturities: Subsidiary banks 7,750 25 — Nonaffiliates — — 12 Purchases: Subsidiary banks (12,750 ) (10,025 ) — Nonaffiliates (2,709 ) (14 ) (6,016 ) Loans: Net repayments from (advances to) subsidiaries 460 (2,199 ) 655 Capital notes and term loans made to subsidiaries (29,860 ) (11,275 ) (6,700 ) Principal collected on notes/loans made to subsidiaries 301 2,526 1,472 Net increase in investment in subsidiaries (1,283 ) (1,096 ) (1,188 ) Other, net 714 470 461 Net cash used by investing activities (32,032 ) (20,392 ) (7,698 ) Cash flows from financing activities: Net increase in short-term borrowings and indebtedness to subsidiaries 2,084 2,314 6,732 Long-term debt: Proceeds from issuance 31,487 22,627 18,714 Repayment (9,194 ) (8,659 ) (13,096 ) Preferred stock: Proceeds from issuance 2,972 2,775 3,145 Cash dividends paid (1,426 ) (1,235 ) (1,017 ) Common stock: Proceeds from issuance 1,726 1,840 2,224 Repurchased (8,697 ) (9,414 ) (5,356 ) Cash dividends paid (7,400 ) (6,908 ) (5,953 ) Excess tax benefits related to stock option payments 453 453 271 Other, net 10 37 114 Net cash provided by financing activities 12,015 3,830 5,778 Net change in cash and due from banks (7,680 ) 1,457 6,687 Cash and due from banks at beginning of year 43,846 42,389 35,702 Cash and due from banks at end of year $ 36,166 43,846 42,389

Regulatory and Agency Capital R

Regulatory and Agency Capital Requirements	12 Months Ended
	Dec. 31, 2015
Banking and Thrift [Abstract]
Regulatory and Agency Capital Requirements	Note 26: Regulatory and Agency Capital Requirements The Company and each of its subsidiary banks are subject to regulatory capital adequacy requirements promulgated by federal bank regulatory agencies. The Federal Reserve establishes capital requirements for the consolidated financial holding company, and the OCC has similar requirements for the Company’s national banks, including Wells Fargo Bank, N.A. (the Bank). Table 26.1 presents regulatory capital information for Wells Fargo & Company and the Bank using Basel III, which increased minimum required capital ratios, and introduced a minimum Common Equity Tier 1 (CET1) ratio. Beginning second quarter 2015, our capital ratios were calculated in accordance with the Basel III Standardized and Advanced Approaches. Accordingly, we must report the lower of our CET1, tier 1 and total capital ratios calculated under the Standardized Approach and under the Advanced Approach in the assessment of our capital adequacy. The information presented for 2015 reflects the transition to determining risk-weighted assets (RWAs) under the Basel III Standardized and Advanced Approaches with Transition Requirements from RWAs determined using general risk-based capital rules (General Approach) effective in 2014. The Standardized and General Approaches each apply assigned risk weights to broad risk categories but many of the risk categories and/or weights were changed by Basel III for the Standardized Approach and will generally result in higher risk-weighted assets than from those prescribed for the General Approach. Calculation of RWAs under the Advanced Approach differs by requiring applicable banks to utilize a risk-sensitive methodology, which relies upon the use of internal credit models, and includes an operational risk component. The Basel III revised definition of capital, and changes are being phased-in effective January 1, 2014, through the end of 2021. The Bank is an approved seller/servicer of mortgage loans and is required to maintain minimum levels of shareholders’ equity, as specified by various agencies, including the United States Department of Housing and Urban Development, GNMA, FHLMC and FNMA. At December 31, 2015, the Bank met these requirements. Other subsidiaries, including the Company’s insurance and broker-dealer subsidiaries, are also subject to various minimum capital levels, as defined by applicable industry regulations. The minimum capital levels for these subsidiaries, and related restrictions, are not significant to our consolidated operations. Table 26.1: Regulatory Capital Information Wells Fargo & Company Wells Fargo Bank, N.A. Advanced Approach Standardized General Advanced Approach Standardized General Advanced & Standardized Approach Minimum December 31, (in billions, except ratios) 2015 2015 2014 2015 2015 2014 2015 Regulatory capital: Common equity tier 1 $ 144.2 144.2 137.1 126.9 126.9 119.9 Tier 1 164.6 164.6 154.7 126.9 126.9 119.9 Total 195.2 205.6 192.9 140.5 150.0 144.0 Assets: Risk-weighted $ 1,263.2 1,303.1 1,242.5 1,100.9 1,197.6 1,142.5 Adjusted average (2) 1,757.1 1,757.1 1,637.0 1,584.3 1,584.3 1,487.6 Regulatory capital ratios: Common equity tier 1 capital 11.42 % 11.07 * 11.04 11.53 10.60 * 10.49 4.50 Tier 1 capital 13.03 12.63 * 12.45 11.53 10.60 * 10.49 6.00 Total capital 15.45 * 15.77 15.53 12.77 12.52 * 12.61 8.00 Tier 1 leverage (2) 9.37 9.37 9.45 8.01 8.01 8.06 4.00 *Denotes the lowest capital ratio as determined under the Basel III Advanced and Standardized Approaches. (1) As defined by the regulations issued by the Federal Reserve, OCC and FDIC, which apply to Wells Fargo & Company and Wells Fargo Bank, N.A. (2) The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations.

Summary of Significant Accoun36

Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2015
Significant Accounting Policies [Line Items]
Nature of Operations	Wells Fargo & Company is a diversified financial services company. We provide banking, insurance, trust and investments, mortgage banking, investment banking, retail banking, brokerage, and consumer and commercial finance through banking stores, the internet and other distribution channels to consumers, businesses and institutions in all 50 states, the District of Columbia, and in foreign countries. When we refer to “Wells Fargo,” “the Company,” “we,” “our” or “us,” we mean Wells Fargo & Company and Subsidiaries (consolidated). Wells Fargo & Company (the Parent) is a financial holding company and a bank holding company. We also hold a majority interest in a real estate investment trust, which has publicly traded preferred stock outstanding.
Use of Estimates	Our accounting and reporting policies conform with U.S. generally accepted accounting principles (GAAP) and practices in the financial services industry. To prepare the financial statements in conformity with GAAP, management must make estimates based on assumptions about future economic and market conditions (for example, unemployment, market liquidity, real estate prices, etc.) that affect the reported amounts of assets and liabilities at the date of the financial statements, income and expenses during the reporting period and the related disclosures. Although our estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Management has made significant estimates in several areas, including allowance for credit losses and purchased credit-impaired (PCI) loans (Note 6 (Loans and Allowance for Credit Losses)), valuations of residential mortgage servicing rights (MSRs) (Note 8 (Securitizations and Variable Interest Entities) and Note 9 (Mortgage Banking Activities)) and financial instruments (Note 17 (Fair Values of Assets and Liabilities)) and income taxes (Note 21 (Income Taxes)). Actual results could differ from those estimates.
Accounting Standards Adopted in 2015	Accounting Standards Adopted in 2015 In 2015 , we adopted the following new accounting guidance: • Accounting Standards Update (ASU or Update) 2014-11, Transfers and Servicing (Topic 860): Repurchase-to- Maturity Transactions, Repurchase Financings, and Disclosures ; • ASU 2014-08, Presentation of Financial Statements (Topic 205) and Property, Plant, and Equipment (Topic 360): Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity ; and • ASU 2014-01, Investments – Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects .
Consolidation	Consolidation Our consolidated financial statements include the accounts of the Parent and our subsidiaries in which we have a controlling interest. We are also a variable interest holder in certain entities in which equity investors do not have the characteristics of a controlling financial interest or where the entity does not have enough equity at risk to finance its activities without additional subordinated financial support from other parties (referred to as variable interest entities (VIEs)). Our variable interest arises from contractual, ownership or other monetary interests in the entity, which change with fluctuations in the fair value of the entity's net assets. We consolidate a VIE if we are the primary beneficiary. We are the primary beneficiary if we have a controlling financial interest, which includes both the power to direct the activities that most significantly impact the VIE and a variable interest that potentially could be significant to the VIE. To determine whether or not a variable interest we hold could potentially be significant to the VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE. We assess whether or not we are the primary beneficiary of a VIE on an ongoing basis. Significant intercompany accounts and transactions are eliminated in consolidation. When we have significant influence over operating and financing decisions for a company but do not own a majority of the voting equity interests, we account for the investment using the equity method of accounting, which requires us to recognize our proportionate share of the company’s earnings. If we do not have significant influence, we recognize the equity investment at cost except for (1) marketable equity securities, which we recognize at fair value with changes in fair value included in OCI, and (2) nonmarketable equity investments for which we have elected the fair value option. Investments accounted for under the equity or cost method are included in other assets.
Cash and Due From Banks	Cash and Due From Banks Cash and cash equivalents include cash on hand, cash items in transit, and amounts due from the Federal Reserve Bank and other depository institutions.
Trading Assets	Trading Assets Trading assets are predominantly securities, including corporate debt, U.S. government agency obligations and other securities that we acquire for short-term appreciation or other trading purposes, certain loans held for market-making purposes to support the buying and selling demands of our customers and derivatives primarily held for customer accommodation purposes or risk mitigation and hedging. Interest-only strips and other retained interests in securitizations that can be contractually prepaid or otherwise settled in a way that the holder would not recover substantially all of its recorded investment are classified as trading assets. Trading assets are carried at fair value, with changes in fair value recorded in earnings. For securities and loans in trading assets, interest and dividend income are recorded in interest income, and realized and unrealized gains and losses are recorded in noninterest income. For other trading assets, including derivatives, the entire change in fair value is recorded in noninterest income.
Investments	Investments Our investments include various debt and marketable equity securities and nonmarketable equity investments. We classify debt and marketable equity securities as available-for-sale or held-to-maturity securities based on our intent to hold to maturity. Our nonmarketable equity investments are reported in other assets.
Available-for-Sale Securities	AVAILABLE-FOR-SALE SECURITIES Debt securities that we might not hold until maturity and marketable equity securities are classified as available-for-sale securities and reported at fair value. Unrealized gains and losses, after applicable income taxes, are reported in cumulative OCI. We conduct other-than-temporary impairment (OTTI) analysis on a quarterly basis or more often if a potential loss-triggering event occurs. The initial indicator of OTTI for both debt and equity securities is a decline in fair value below the amount recorded for an investment and the severity and duration of the decline. For a debt security for which there has been a decline in the fair value below amortized cost basis, we recognize OTTI if we (1) have the intent to sell the security, (2) it is more likely than not that we will be required to sell the security before recovery of its amortized cost basis, or (3) we do not expect to recover the entire amortized cost basis of the security. Estimating recovery of the amortized cost basis of a debt security is based upon an assessment of the cash flows expected to be collected. If the present value of cash flows expected to be collected, discounted at the security’s effective yield, is less than amortized cost, OTTI is considered to have occurred. In performing an assessment of the cash flows expected to be collected, we consider all relevant information including: • the length of time and the extent to which the fair value has been less than the amortized cost basis; • the historical and implied volatility of the fair value of the security; • the cause of the price decline, such as the general level of interest rates or adverse conditions specifically related to the security, an industry or a geographic area; • the issuer's financial condition, near-term prospects and ability to service the debt; • the payment structure of the debt security and the likelihood of the issuer being able to make payments that increase in the future; • for asset-backed securities, the credit performance of the underlying collateral, including delinquency rates, level of non-performing assets, cumulative losses to date, collateral value and the remaining credit enhancement compared with expected credit losses; • any change in rating agencies' credit ratings at evaluation date from acquisition date and any likely imminent action; • independent analyst reports and forecasts, sector credit ratings and other independent market data; and • recoveries or additional declines in fair value subsequent to the balance sheet date. If we intend to sell the security, or if it is more likely than not we will be required to sell the security before recovery, an OTTI write-down is recognized in earnings equal to the entire difference between the amortized cost basis and fair value of the security. For debt securities that are considered other-than-temporarily impaired that we do not intend to sell or it is more likely than not that we will not be required to sell before recovery, the OTTI write-down is separated into an amount representing the credit loss, which is recognized in earnings, and the amount related to all other factors, which is recognized in OCI. The measurement of the credit loss component is equal to the difference between the debt security's amortized cost basis and the present value of its expected future cash flows discounted at the security's effective yield. The remaining difference between the security’s fair value and the present value of expected future cash flows is due to factors that are not credit-related and, therefore, is recognized in OCI. We believe that we will fully collect the carrying value of securities on which we have recorded a non-credit-related impairment in OCI. We hold investments in perpetual preferred securities (PPS) that are structured in equity form but have many of the characteristics of debt instruments, including periodic cash flows in the form of dividends, call features, ratings that are similar to debt securities and pricing like long-term callable bonds. Because of the hybrid nature of these securities, we evaluate PPS for OTTI using a model similar to the model we use for debt securities as described above. Among the factors we consider in our evaluation of PPS are whether there is any evidence of deterioration in the credit of the issuer as indicated by a decline in cash flows or a rating agency downgrade to below investment grade and the estimated recovery period. OTTI write-downs of PPS are recognized in earnings equal to the difference between the cost basis and fair value of the security. Based upon the factors considered in our OTTI evaluation, we believe our investments in PPS currently rated investment grade will be fully realized and, accordingly, have not recognized OTTI on such securities. For marketable equity securities other than PPS, OTTI evaluations focus on whether evidence exists that supports recovery of the unrealized loss within a timeframe consistent with temporary impairment. This evaluation considers the severity of and length of time fair value is below cost, our intent and ability to hold the security until forecasted recovery of the fair value of the security, and the investee's financial condition, capital strength, and near-term prospects. We recognize realized gains and losses on the sale of investment securities in noninterest income using the specific identification method. Unamortized premiums and discounts are recognized in interest income over the contractual life of the security using the interest method. As principal repayments are received on securities (i.e., primarily mortgage-backed securities (MBS)) a proportionate amount of the related premium or discount is recognized in income so that the effective interest rate on the remaining portion of the security continues unchanged.
Held-to-Maturity Securities	HELD-TO-MATURITY SECURITIES Debt securities for which the Company has the positive intent and ability to hold to maturity are reported at historical cost adjusted for amortization of premiums and accretion of discounts. We recognize OTTI when there is a decline in fair value and we do not expect to recover the entire amortized cost basis of the debt security. The amortized cost is written-down to fair value with the credit loss component recorded to earnings and the remaining component recognized in OCI. The OTTI assessment related to whether we expect recovery of the amortized cost basis and determination of any credit loss component recognized in earnings for held-to-maturity securities is the same as described for available-for-sale securities. Security transfers to the held-to-maturity classification are recorded at fair value. Unrealized gains or losses from the transfer of available-for-sale securities continue to be reported in cumulative OCI and are amortized into earnings over the remaining life of the security using the effective interest method.
Nonmarketable Equity Investments	NONMARKETABLE EQUITY INVESTMENTS Nonmarketable equity investments include low income housing tax credit investments, equity securities that are not publicly traded and securities acquired for various purposes, such as to meet regulatory requirements (for example, Federal Reserve Bank and Federal Home Loan Bank (FHLB) stock). We have elected the fair value option for some of these investments with the remainder of these investments accounted for under the cost or equity method, which we review at least quarterly for possible OTTI. Our review typically includes an analysis of the facts and circumstances of each investment, the expectations for the investment's cash flows and capital needs, the viability of its business model and our exit strategy. We reduce the asset value when we consider declines in value to be other than temporary. We recognize the estimated loss as a loss from equity investments in noninterest income.
Securities Purchased and Sold Agreements	Securities Purchased and Sold Agreements Securities purchased under resale agreements and securities sold under repurchase agreements are accounted for as collateralized financing transactions and are recorded at the acquisition or sale price plus accrued interest. We monitor the fair value of securities purchased and sold and obtain collateral from or return it to counterparties when appropriate. These financing transactions do not create material credit risk given the collateral provided and the related monitoring process.
Mortgages and Loans Held for Sale	Mortgages and Loans Held for Sale Mortgages held for sale (MHFS) include commercial and residential mortgages originated for sale and securitization in the secondary market, which is our principal market, or for sale as whole loans. We have elected the fair value option for substantially all residential MHFS (see Note 17 (Fair Values of Assets and Liabilities)). The remaining residential MHFS are held at the lower of cost or fair value (LOCOM) and are valued on an aggregate portfolio basis. Commercial MHFS are held at LOCOM and are valued on an individual loan basis. Loans held for sale (LHFS) are carried at LOCOM. Generally, consumer loans are valued on an aggregate portfolio basis, and commercial loans are valued on an individual loan basis. Gains and losses on MHFS are recorded in mortgage banking noninterest income. Gains and losses on LHFS are recorded in other noninterest income. Direct loan origination costs and fees for MHFS and LHFS under the fair value option are recognized in income at origination. For MHFS and LHFS recorded at LOCOM, loan costs and fees are deferred at origination and are recognized in income at time of sale. Interest income on MHFS and LHFS is calculated based upon the note rate of the loan and is recorded to interest income. Our lines of business are authorized to originate held-for-investment loans that meet or exceed established loan product profitability criteria, including minimum positive net interest margin spreads in excess of funding costs. When a determination is made at the time of commitment to originate loans as held for investment, it is our intent to hold these loans to maturity or for the “foreseeable future,” subject to periodic review under our management evaluation processes, including corporate asset/liability management. In determining the “foreseeable future” for loans, management considers (1) the current economic environment and market conditions, (2) our business strategy and current business plans, (3) the nature and type of the loan receivable, including its expected life, and (4) our current financial condition and liquidity demands. If subsequent changes, including changes in interest rates, significantly impact the ongoing profitability of certain loan products, we may subsequently change our intent to hold these loans, and we would take actions to sell such loans. Upon such management determination, we immediately transfer these loans to the MHFS or LHFS portfolio at LOCOM.
Loans	Loans Loans are reported at their outstanding principal balances net of any unearned income, cumulative charge-offs, unamortized deferred fees and costs on originated loans and unamortized premiums or discounts on purchased loans. PCI loans are reported net of any remaining purchase accounting adjustments. See the “Purchased Credit-Impaired Loans” section in this Note for our accounting policy for PCI loans. Unearned income, deferred fees and costs, and discounts and premiums are amortized to interest income over the contractual life of the loan using the interest method. Loan commitment fees are generally deferred and amortized into noninterest income on a straight-line basis over the commitment period. We have certain private label and co-brand credit card loans through a program agreement that involves our active participation in the operating activity of the program with a third party. We share in the economic results of the loans subject to this agreement. We consider the program to be a collaborative arrangement and therefore report our share of revenue and losses on a net basis in interest income for loans, other noninterest income and provision for credit losses as applicable. Our net share of revenue from this activity represented less than 1% of our total revenues for 2015 . Loans also include direct financing leases that are recorded at the aggregate of minimum lease payments receivable plus the estimated residual value of the leased property, less unearned income. Leveraged leases, which are a form of direct financing leases, are recorded net of related non-recourse debt. Leasing income is recognized as a constant percentage of outstanding lease financing balances over the lease terms in interest income. NONACCRUAL AND PAST DUE LOANS We generally place loans on nonaccrual status when: • the full and timely collection of interest or principal becomes uncertain (generally based on an assessment of the borrower’s financial condition and the adequacy of collateral, if any); • they are 90 days ( 120 days with respect to real estate 1-4 family first and junior lien mortgages) past due for interest or principal, unless both well-secured and in the process of collection; • part of the principal balance has been charged off; • for junior lien mortgages, we have evidence that the related first lien mortgage may be 120 days past due or in the process of foreclosure regardless of the junior lien delinquency status; or • consumer real estate and auto loans are discharged in bankruptcy, regardless of their delinquency status. PCI loans are written down at acquisition to fair value using an estimate of cash flows deemed to be collectible. Accordingly, such loans are no longer classified as nonaccrual even though they may be contractually past due because we expect to fully collect the new carrying values of such loans (that is, the new cost basis arising out of purchase accounting). When we place a loan on nonaccrual status, we reverse the accrued unpaid interest receivable against interest income and suspend amortization of any net deferred fees. If the ultimate collectability of the recorded loan balance is in doubt on a nonaccrual loan, the cost recovery method is used and cash collected is applied to first reduce the carrying value of the loan. Otherwise, interest income may be recognized to the extent cash is received. Generally, we return a loan to accrual status when all delinquent interest and principal become current under the terms of the loan agreement and collectability of remaining principal and interest is no longer doubtful. For modified loans, we re-underwrite at the time of a restructuring to determine if there is sufficient evidence of sustained repayment capacity based on the borrower’s financial strength, including documented income, debt to income ratios and other factors. If the borrower has demonstrated performance under the previous terms and the underwriting process shows the capacity to continue to perform under the restructured terms, the loan will generally remain in accruing status. When a loan classified as a troubled debt restructuring (TDR) performs in accordance with its modified terms, the loan either continues to accrue interest (for performing loans) or will return to accrual status after the borrower demonstrates a sustained period of performance (generally six consecutive months of payments, or equivalent, inclusive of consecutive payments made prior to the modification). Loans will be placed on nonaccrual status and a corresponding charge-off is recorded if we believe it is probable that principal and interest contractually due under the modified terms of the agreement will not be collectible. Our loans are considered past due when contractually required principal or interest payments have not been made on the due dates. LOAN CHARGE-OFF POLICIES For commercial loans, we generally fully charge off or charge down to net realizable value (fair value of collateral, less estimated costs to sell) for loans secured by collateral when: • management judges the loan to be uncollectible; • repayment is deemed to be protracted beyond reasonable time frames; • the loan has been classified as a loss by either our internal loan review process or our banking regulatory agencies; • the customer has filed bankruptcy and the loss becomes evident owing to a lack of assets; or • the loan is 180 days past due unless both well-secured and in the process of collection. For consumer loans, we fully charge off or charge down to net realizable value when deemed uncollectible due to bankruptcy discharge or other factors, or no later than reaching a defined number of days past due, as follows: • 1-4 family first and junior lien mortgages – We generally charge down to net realizable value when the loan is 180 days past due. • Auto loans – We generally fully charge off when the loan is 120 days past due. • Credit card loans – We generally fully charge off when the loan is 180 days past due. • Unsecured loans (closed end) – We generally fully charge off when the loan is 120 days past due. • Unsecured loans (open end) – We generally fully charge off when the loan is 180 days past due. • Other secured loans – We generally fully or partially charge down to net realizable value when the loan is 120 days past due. IMPAIRED LOANS We consider a loan to be impaired when, based on current information and events, we determine that we will not be able to collect all amounts due according to the loan contract, including scheduled interest payments. This evaluation is generally based on delinquency information, an assessment of the borrower’s financial condition and the adequacy of collateral, if any. Our impaired loans predominantly include loans on nonaccrual status for commercial and industrial, commercial real estate (CRE) and any loans modified in a TDR, on both accrual and nonaccrual status. When we identify a loan as impaired, we generally measure the impairment, if any, based on the difference between the recorded investment in the loan (net of previous charge-offs, deferred loan fees or costs and unamortized premium or discount) and the present value of expected future cash flows, discounted at the loan’s effective interest rate. When the value of an impaired loan is calculated by discounting expected cash flows, interest income is recognized using the loan’s effective interest rate over the remaining life of the loan. When collateral is the sole source of repayment for the impaired loan, rather than the borrower’s income or other sources of repayment, we charge down to net realizable value. TROUBLED DEBT RESTRUCTURINGS In situations where, for economic or legal reasons related to a borrower’s financial difficulties, we grant a concession for other than an insignificant period of time to the borrower that we would not otherwise consider, the related loan is classified as a TDR. These modified terms may include rate reductions, principal forgiveness, term extensions, payment forbearance and other actions intended to minimize our economic loss and to avoid foreclosure or repossession of the collateral. For modifications where we forgive principal, the entire amount of such principal forgiveness is immediately charged off. Loans classified as TDRs, including loans in trial payment periods (trial modifications), are considered impaired loans. Other than resolutions such as foreclosures, sales and transfers to held-for-sale, we may remove loans held for investment from TDR classification, but only if they have been refinanced or restructured at market terms and qualify as a new loan. PURCHASED CREDIT-IMPAIRED LOANS Loans acquired with evidence of credit deterioration since their origination and where it is probable that we will not collect all contractually required principal and interest payments are PCI loans. PCI loans are recorded at fair value at the date of acquisition, and the historical allowance for credit losses related to these loans is not carried over. Some loans that otherwise meet the definition as credit-impaired are specifically excluded from the PCI loan portfolios, such as revolving loans where the borrower still has revolving privileges. Evidence of credit quality deterioration as of the purchase date may include statistics such as past due and nonaccrual status, commercial risk ratings, recent borrower credit scores and recent loan-to-value percentages. Generally, acquired loans that meet our definition for nonaccrual status are considered to be credit-impaired. PCI loans may be aggregated into pools based on common risk characteristics. Each pool is accounted for as a single asset with a single composite interest rate and an aggregate expectation of cash flows. Generally, commercial PCI loans are accounted for as individual loans and consumer PCI loans are included in pools. Accounting for PCI loans involves estimating fair value at acquisition using the principal and interest cash flows expected to be collected discounted at the prevailing market rate of interest. The excess of cash flows expected to be collected over the carrying value (estimated fair value at acquisition date) is referred to as the accretable yield and is recognized in interest income using an effective yield method over the remaining life of the loan, or pool of loans, in situations where there is a reasonable expectation about the timing and amount of cash flows to be collected. The difference between contractually required payments and the cash flows expected to be collected at acquisition, considering the impact of prepayments, is referred to as the nonaccretable difference. Subsequent to acquisition, we regularly evaluate our estimates of cash flows expected to be collected. If we have probable decreases in cash flows expected to be collected (other than due to decreases in interest rate indices and changes in prepayment assumptions), we charge the provision for credit losses, resulting in an increase to the allowance for loan losses. If we have probable and significant increases in cash flows expected to be collected, we first reverse any previously established allowance for loan losses and then increase interest income as a prospective yield adjustment over the remaining life of the loan, or pool of loans. Estimates of cash flows are impacted by changes in interest rate indices for variable rate loans and prepayment assumptions, both of which are treated as prospective yield adjustments included in interest income. Resolutions of loans may include sales of loans to third parties, receipt of payments in settlement with the borrower, or foreclosure of the collateral. For individual PCI loans, gains or losses on sales to third parties are included in noninterest income, and gains or losses as a result of a settlement with the borrower are included in interest income. Our policy is to remove an individual loan from a pool based on comparing the amount received from its resolution with its contractual amount. Any difference between these amounts is absorbed by the nonaccretable difference for the entire pool. This removal method assumes that the amount received from resolution approximates pool performance expectations. The remaining accretable yield balance is unaffected and any material change in remaining effective yield caused by this removal method is addressed by our quarterly cash flow evaluation process for each pool. For loans that are resolved by payment in full, there is no release of the nonaccretable difference for the pool because there is no difference between the amount received at resolution and the contractual amount of the loan. Modified PCI loans are not removed from a pool even if those loans would otherwise be deemed TDRs. Modified PCI loans that are accounted for individually are considered TDRs and removed from PCI accounting if there has been a concession granted in excess of the original nonaccretable difference. We include these TDRs in our impaired loans. FORECLOSED ASSETS Foreclosed assets obtained through our lending activities primarily include real estate. Generally, loans have been written down to their net realizable value prior to foreclosure. Any further reduction to their net realizable value is recorded with a charge to the allowance for credit losses at foreclosure. We allow up to 90 days after foreclosure to finalize determination of net realizable value. Thereafter, changes in net realizable value are recorded to noninterest expense. The net realizable value of these assets is reviewed and updated periodically depending on the type of property. Certain government-guaranteed mortgage loans upon foreclosure are included in accounts receivable, not foreclosed assets. These receivables were loans predominantly insured by the FHA or guaranteed by the VA and are measured based on the balance expected to be recovered from the guarantor. ALLOWANCE FOR CREDIT LOSSES (ACL) The allowance for credit losses is management’s estimate of credit losses inherent in the loan portfolio, including unfunded credit commitments, at the balance sheet date. We have an established process to determine the appropriateness of the allowance for credit losses that assesses the losses inherent in our portfolio and related unfunded credit commitments. We develop and document our allowance methodology at the portfolio segment level – commercial loan portfolio and consumer loan portfolio. While we attribute portions of the allowance to our respective commercial and consumer portfolio segments, the entire allowance is available to absorb credit losses inherent in the total loan portfolio and unfunded credit commitments. Our process involves procedures to appropriately consider the unique risk characteristics of our commercial and consumer loan portfolio segments. For each portfolio segment, losses are estimated collectively for groups of loans with similar characteristics, individually or pooled for impaired loans or, for PCI loans, based on the changes in cash flows expected to be collected. Our allowance levels are influenced by loan volumes, loan grade migration or delinquency status, historic loss experience and other conditions influencing loss expectations, such as economic conditions. COMMERCIAL PORTFOLIO SEGMENT ACL METHODOLOGY Generally, commercial loans are assessed for estimated losses by grading each loan using various risk factors as identified through periodic reviews. Our estimation approach for the commercial portfolio reflects the estimated probability of default in accordance with the borrower’s financial strength and the severity of loss in the event of default, considering the quality of any underlying collateral. Probability of default and severity at the time of default are statistically derived through historical observations of default and losses after default within each credit risk rating. These estimates are adjusted as appropriate based on additional analysis of long-term average loss experience compared to previously forecasted losses, external loss data or other risks identified from current economic conditions and credit quality trends. The estimated probability of default and severity at the time of default are applied to loan equivalent exposures to estimate losses for unfunded credit commitments. The allowance also includes an amount for the estimated impairment on nonaccrual commercial loans and commercial loans modified in a TDR, whether on accrual or nonaccrual status. CONSUMER PORTFOLIO SEGMENT ACL METHODOLOGY For consumer loans that are not identified as a TDR, we determine the allowance predominantly on a collective basis utilizing forecasted losses to represent our best estimate of inherent loss. We pool loans, generally by product types with similar risk characteristics, such as residential real estate mortgages and credit cards. As appropriate and to achieve greater accuracy, we may further stratify selected portfolios by sub-product, origination channel, vintage, loss type, geographic location and other predictive characteristics. Models designed for each pool are utilized to develop the loss estimates. We use assumptions for these pools in our forecast models, such as historic delinquency and default, loss severity, home price trends, unemployment trends, and other key economic variables that may influence the frequency and severity of losses in the pool. In determining the appropriate allowance attributable to our residential mortgage portfolio, we take into consideration portfolios determined to be at elevated risk, such as junior lien mortgages behind delinquent first lien mortgages and junior lien lines of credit subject to near term significant payment increases. We incorporate the default rates and high severity of loss for these higher risk portfolios, including the impact of our established loan modification programs. Accordingly, the loss content associated with the effects of loan modifications and higher risk portfolios has been captured in our allowance methodology. We separately estimate impairment for consumer loans that have been modified in a TDR (including trial modifications), whether on accrual or nonaccrual status. OTHER ACL MATTERS The allowance for credit losses for both portfolio segments includes an amount for imprecision or uncertainty that may change from period to period. This amount represents management’s judgment of risks inherent in the processes and assumptions used in establishing the allowance. This imprecision considers economic environmental factors, modeling assumptions and performance, process risk, and other subjective factors, including industry trends and emerging risk assessments.
Securitizations and Beneficial Interests	Securitizations and Beneficial Interests In certain asset securitization transactions that meet the applicable criteria to be accounted for as a sale, assets are sold to an entity referred to as a Special Purpose Entity (SPE), which then issues beneficial interests in the form of senior and subordinated interests collateralized by the assets. In some cases, we may retain beneficial interests issued by the entity. Additionally, from time to time, we may also re-securitize certain assets in a new securitization transaction. The assets and liabilities transferred to an SPE are excluded from our consolidated balance sheet if the transfer qualifies as a sale and we are not required to consolidate the SPE. For transfers of financial assets recorded as sales, we recognize and initially measure at fair value all assets obtained (including beneficial interests) and liabilities incurred. We record a gain or loss in noninterest income for the difference between the carrying amount and the fair value of the assets sold. Fair values are based on quoted market prices, quoted market prices for similar assets, or if market prices are not available, then the fair value is estimated using discounted cash flow analyses with assumptions for credit losses, prepayments and discount rates that are corroborated by and verified against market observable data, where possible. Retained interests and liabilities incurred from securitizations with off-balance sheet entities, including SPEs and VIEs, where we are not the primary beneficiary, are classified as investment securities, trading account assets, loans, MSRs or other liabilities (including liabilities for mortgage repurchase losses) and are accounted for as described herein.
Mortgage Servicing Rights	Mortgage Servicing Rights (MSRs) We recognize the rights to service mortgage loans for others, or MSRs, as assets whether we purchase the MSRs or the MSRs result from a sale or securitization of loans we originate (asset transfers). We initially record all of our MSRs at fair value. Subsequently, residential loan MSRs are carried at fair value. All of our MSRs related to our commercial mortgage loans are subsequently measured at LOCOM. The valuation and sensitivity of MSRs is discussed further in Note 8 (Securitizations and Variable Interest Entities), Note 9 (Mortgage Banking Activities) and Note 17 (Fair Values of Assets and Liabilities). For MSRs carried at fair value, changes in fair value are reported in noninterest income in the period in which the change occurs. MSRs subsequently measured at LOCOM are amortized in proportion to, and over the period of, estimated net servicing income. The amortization of MSRs is reported in noninterest income, analyzed monthly and adjusted to reflect changes in prepayment speeds, as well as other factors. MSRs accounted for at LOCOM are periodically evaluated for impairment based on the fair value of those assets. For purposes of impairment evaluation and measurement, we stratify MSRs based on the predominant risk characteristics of the underlying loans, including investor and product type. If, by individual stratum, the carrying amount of these MSRs exceeds fair value, a valuation allowance is established. The valuation reserve is adjusted as the fair value changes.
Premises and Equipment	Premises and Equipment Premises and equipment are carried at cost less accumulated depreciation and amortization. Capital leases, where we are the lessee, are included in premises and equipment at the capitalized amount less accumulated amortization. We primarily use the straight-line method of depreciation and amortization. Estimated useful lives range up to 40 years for buildings, up to 10 years for furniture and equipment, and the shorter of the estimated useful life (up to 8 years ) or the lease term for leasehold improvements. We amortize capitalized leased assets on a straight-line basis over the lives of the respective leases.
Goodwill and Identifiable Intangible Assets	Goodwill and Identifiable Intangible Assets Goodwill is recorded in business combinations under the purchase method of accounting when the purchase price is higher than the fair value of net assets, including identifiable intangible assets. We assess goodwill for impairment at a reporting unit level on an annual basis or more frequently in certain circumstances. We have determined that our reporting units are one level below the operating segments. At the time we acquire a business, we allocate goodwill to applicable reporting units based on their relative fair value, and if we have a significant business reorganization, we may reallocate the goodwill. We have the option of performing a qualitative assessment of goodwill. We may also elect to bypass the qualitative test and proceed directly to a quantitative test. If we perform a qualitative assessment of goodwill to test for impairment and conclude it is more likely than not that a reporting unit’s fair value is greater than its carrying amount, quantitative tests are not required. However, if we determine it is more likely than not that a reporting unit’s fair value is less than its carrying amount, then we complete a quantitative assessment to determine if there is goodwill impairment. We apply various quantitative valuation methodologies, including discounted cash flow and earnings multiple approaches, to determine the estimated fair value, which is compared to the carrying value of each reporting unit. If the fair value is less than the carrying amount, an additional test is required to measure the amount of impairment. We recognize impairment losses as a charge to noninterest expense (unless related to discontinued operations) and an adjustment to the carrying value of the goodwill asset. Subsequent reversals of goodwill impairment are prohibited. We amortize core deposit and other customer relationship intangibles on an accelerated basis over useful lives not exceeding 10 years. We review such intangibles for impairment whenever events or changes in circumstances indicate that their carrying amounts may not be recoverable. Impairment is indicated if the sum of undiscounted estimated future net cash flows is less than the carrying value of the asset. Impairment is permanently recognized by writing down the asset to the extent that the carrying value exceeds the estimated fair value.
Operating Lease Assets	Operating Lease Assets Operating lease rental income for leased assets is recognized in other income on a straight-line basis over the lease term. Related depreciation expense is recorded on a straight-line basis over the estimated useful life, considering the estimated residual value of the leased asset. The useful life may be adjusted to the term of the lease depending on our plans for the asset after the lease term. On a periodic basis, leased assets are reviewed for impairment. Impairment loss is recognized if the carrying amount of leased assets exceeds fair value and is not recoverable. The carrying amount of leased assets is not recoverable if it exceeds the sum of the undiscounted cash flows expected to result from the lease payments and the estimated residual value upon the eventual disposition of the equipment.
Liability for Mortgage Loan Repurchase Losses	Liability for Mortgage Loan Repurchase Losses In connection with our sales and securitization of residential mortgage loans to various parties, we establish a mortgage repurchase liability, initially at fair value, related to various representations and warranties that reflect management’s estimate of losses for loans for which we could have a repurchase obligation, whether or not we currently service those loans, based on a combination of factors. Such factors include default expectations, expected investor repurchase demands (influenced by current and expected mortgage loan file requests and mortgage insurance rescission notices, as well as estimated levels of origination defects) and appeals success rates (where the investor rescinds the demand based on a cure of the defect or acknowledges that the loan satisfies the investor’s applicable representations and warranties), reimbursement by correspondent and other third-party originators, and projected loss severity. We continually update our mortgage repurchase liability estimate during the life of the loans. The liability for mortgage loan repurchase losses is included in other liabilities. For additional information on our repurchase liability, see Note 9 (Mortgage Banking Activities).
Pension Accounting	Pension Accounting We account for our defined benefit pension plans using an actuarial model. Two principal assumptions in determining net periodic pension cost are the discount rate and the expected long-term rate of return on plan assets. A discount rate is used to estimate the present value of our future pension benefit obligations. We use a consistent methodology to determine the discount rate based upon the yields on multiple portfolios of bonds with maturity dates that closely match the estimated timing and amounts of the expected benefit payments for our plans. Such portfolios are derived from a broad-based universe of high quality corporate bonds as of the measurement date. Our determination of the reasonableness of our expected long-term rate of return on plan assets is highly quantitative by nature. We evaluate the current asset allocations and expected returns under two sets of conditions: (1) projected returns using several forward-looking capital market assumptions, and (2) historical returns for the main asset classes dating back to 1970 or the earliest period for which historical data was readily available for the asset classes included. Using long-term historical data allows us to capture multiple economic environments, which we believe is relevant when using historical returns. We place greater emphasis on the forward-looking return and risk assumptions than on historical results. We use the resulting projections to derive a base line expected rate of return and risk level for the Cash Balance Plan’s prescribed asset mix. We evaluate the portfolio based on: (1) the established target asset allocations over short term ( one -year) and longer term ( ten -year) investment horizons, and (2) the range of potential outcomes over these horizons within specific standard deviations. We perform the above analyses to assess the reasonableness of our expected long-term rate of return on plan assets. We consider the expected rate of return to be a long-term average view of expected returns. The use of an expected long-term rate of return on plan assets may cause us to recognize pension income returns that are greater or less than the actual returns of plan assets in any given year. Differences between expected and actual returns in each year, if any, are included in our net actuarial gain or loss amount, which is recognized in OCI. We generally amortize net actuarial gain or loss in excess of a 5% corridor from accumulated OCI into net periodic pension cost over the estimated average remaining participation period, which at December 31, 2015 , is 20 years . See Note 20 (Employee Benefits and Other Expenses) for additional information on our pension accounting.
Income Taxes	Income Taxes We file consolidated and separate company federal income tax returns, foreign tax returns and various combined and separate company state tax returns. We evaluate two components of income tax expense: current and deferred. Current income tax expense represents our estimated taxes to be paid or refunded for the current period and includes income tax expense related to our uncertain tax positions. We determine deferred income taxes using the balance sheet method. Under this method, the net deferred tax asset or liability is based on the tax effects of the differences between the book and tax bases of assets and liabilities and recognizes enacted changes in tax rates and laws in the period in which they occur. Deferred income tax expense results from changes in deferred tax assets and liabilities between periods. Deferred tax assets are recognized subject to management's judgment that realization is “more likely than not.” Uncertain tax positions that meet the more likely than not recognition threshold are measured to determine the amount of benefit to recognize. An uncertain tax position is measured at the largest amount of benefit that management believes has a greater than 50% likelihood of realization upon settlement. Tax benefits not meeting our realization criteria represent unrecognized tax benefits. Foreign taxes paid are generally applied as credits to reduce federal income taxes payable. We account for interest and penalties as a component of income tax expense.
Stock-Based Compensation	Stock-Based Compensation We have stock-based employee compensation plans as more fully discussed in Note 19 (Common Stock and Stock Plans). Our Long-Term Incentive Compensation Plan provides for awards of incentive and nonqualified stock options, stock appreciation rights, restricted shares, restricted share rights (RSRs), performance share awards (PSAs) and stock awards without restrictions. For most awards, we measure the cost of employee services received in exchange for an award of equity instruments, such as stock options, RSRs or PSAs, based on the fair value of the award on the grant date. The cost is normally recognized in our income statement over the vesting period of the award; awards with graded vesting are expensed on a straight-line method. Awards that continue to vest after retirement are expensed over the shorter of the period of time between the grant date and the final vesting period or between the grant date and when a team member becomes retirement eligible; awards to team members who are retirement eligible at the grant date are subject to immediate expensing upon grant. Beginning in 2013, certain RSRs and all PSAs granted include discretionary performance-based vesting conditions and are subject to variable accounting. For these awards, the associated compensation expense fluctuates with changes in our stock price. For PSAs, compensation expense also fluctuates based on the estimated outcome of meeting the performance conditions.
Earnings Per Common Share	Earnings Per Common Share We compute earnings per common share by dividing net income (after deducting dividends on preferred stock) by the average number of common shares outstanding during the year. We compute diluted earnings per common share by dividing net income (after deducting dividends on preferred stock) by the average number of common shares outstanding during the year plus the effect of common stock equivalents (for example, stock options, restricted share rights, convertible debentures and warrants) that are dilutive.
Fair Value of Financial Instruments	Fair Value of Financial Instruments We use fair value measurements in our fair value disclosures and to record certain assets and liabilities at fair value on a recurring basis, such as trading assets, or on a nonrecurring basis, such as measuring impairment on assets carried at amortized cost. DETERMINATION OF FAIR VALUE We base our fair values on the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. These fair value measurements are based on exit prices and determined by maximizing the use of observable inputs. However, for certain instruments we must utilize unobservable inputs in determining fair value due to the lack of observable inputs in the market, which requires greater judgment in measuring fair value. In instances where there is limited or no observable market data, fair value measurements for assets and liabilities are based primarily upon our own estimates or combination of our own estimates and third-party vendor or broker pricing, and the measurements are often calculated based on current pricing for products we offer or issue, the economic and competitive environment, the characteristics of the asset or liability and other such factors. As with any valuation technique used to estimate fair value, changes in underlying assumptions used, including discount rates and estimates of future cash flows, could significantly affect the results of current or future values. Accordingly, these fair value estimates may not be realized in an actual sale or immediate settlement of the asset or liability. We incorporate lack of liquidity into our fair value measurement based on the type of asset or liability measured and the valuation methodology used. For example, for certain residential MHFS and certain securities where the significant inputs have become unobservable due to illiquid markets and vendor or broker pricing is not used, we use a discounted cash flow technique to measure fair value. This technique incorporates forecasting of expected cash flows (adjusted for credit loss assumptions and estimated prepayment speeds) discounted at an appropriate market discount rate to reflect the lack of liquidity in the market that a market participant would consider. For other securities where vendor or broker pricing is used, we use either unadjusted broker quotes or vendor prices or vendor or broker prices adjusted by weighting them with internal discounted cash flow techniques to measure fair value. These unadjusted vendor or broker prices inherently reflect any lack of liquidity in the market, as the fair value measurement represents an exit price from a market participant viewpoint. Where markets are inactive and transactions are not orderly, transaction or quoted prices for assets or liabilities in inactive markets may require adjustment due to the uncertainty of whether the underlying transactions are orderly. For items that use price quotes in inactive markets, we analyze the degree of market inactivity and distressed transactions to determine the appropriate adjustment to the price quotes. We continually assess the level and volume of market activity in our investment security classes in determining adjustments, if any, to price quotes. Given market conditions can change over time, our determination of which securities markets are considered active or inactive can change. If we determine a market to be inactive, the degree to which price quotes require adjustment, can also change. See Note 17 (Fair Values of Assets and Liabilities) for discussion of the fair value hierarchy and valuation methodologies applied to financial instruments to determine fair value.
Derivatives and Hedging Activities	Derivatives and Hedging Activities We recognize all derivatives on the balance sheet at fair value. On the date we enter into a derivative contract, we designate the derivative as (1) a hedge of the fair value of a recognized asset or liability, including hedges of foreign currency exposure (“fair value hedge”), (2) a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedge”), or (3) held for trading, customer accommodation or asset/liability risk management purposes, including economic hedges not qualifying for hedge accounting. For a fair value hedge, we record changes in the fair value of the derivative and, to the extent that it is effective, changes in the fair value of the hedged asset or liability attributable to the hedged risk, in current period earnings in the same financial statement category as the hedged item. For a cash flow hedge, we record changes in the fair value of the derivative to the extent that it is effective in OCI, with any ineffectiveness recorded in current period earnings. We subsequently reclassify these changes in fair value to net income in the same period(s) that the hedged transaction affects net income in the same financial statement category as the hedged item. For derivatives not designated as a fair value or cash flow hedge, we report changes in the fair values in current period noninterest income. For fair value and cash flow hedges qualifying for hedge accounting, we formally document at inception the relationship between hedging instruments and hedged items, our risk management objective, strategy and our evaluation of effectiveness for our hedge transactions. This process includes linking all derivatives designated as fair value or cash flow hedges to specific assets and liabilities on the balance sheet or to specific forecasted transactions. Periodically, as required, we also formally assess whether the derivative we designated in each hedging relationship is expected to be and has been highly effective in offsetting changes in fair values or cash flows of the hedged item using the regression analysis method. We discontinue hedge accounting prospectively when (1) a derivative is no longer highly effective in offsetting changes in the fair value or cash flows of a hedged item, (2) a derivative expires or is sold, terminated or exercised, (3) we elect to discontinue the designation of a derivative as a hedge, or (4) in a cash flow hedge, a derivative is de-designated because it is not probable that a forecasted transaction will occur. When we discontinue fair value hedge accounting, we no longer adjust the previously hedged asset or liability for changes in fair value, and cumulative adjustments to the hedged item are accounted for in the same manner as other components of the carrying amount of the asset or liability. If the derivative continues to be held after fair value hedge accounting ceases, we carry the derivative on the balance sheet at its fair value with changes in fair value included in earnings. When we discontinue cash flow hedge accounting and it is probable that the forecasted transaction will occur, the accumulated amount reported in OCI at the de-designation date continues to be reported in OCI until the forecasted transaction affects earnings. If cash flow hedge accounting is discontinued and it is probable the forecasted transaction will not occur, the accumulated amount reported in OCI at the de-designation date is immediately recognized in earnings. If the derivative continues to be held after cash flow hedge accounting ceases, we carry the derivative on the balance sheet at its fair value with future changes in fair value included in earnings. We may purchase or originate financial instruments that contain an embedded derivative. At inception of the financial instrument, we assess (1) if the economic characteristics of the embedded derivative are not clearly and closely related to the economic characteristics of the financial instrument (host contract), (2) if the financial instrument that embodies both the embedded derivative and the host contract is not measured at fair value with changes in fair value reported in earnings, and (3) if a separate instrument with the same terms as the embedded instrument would meet the definition of a derivative. If the embedded derivative meets all of these conditions, we separate it from the host contract by recording the bifurcated derivative at fair value and the remaining host contract at the difference between the basis of the hybrid instrument and the fair value of the bifurcated derivative. The bifurcated derivative is carried at fair value with changes recorded in current period earnings. By using derivatives, we are exposed to counterparty credit risk, which is the risk that counterparties to the derivative contracts do not perform as expected. If a counterparty fails to perform, our counterparty credit risk is equal to the amount reported as a derivative asset on our balance sheet. The amounts reported as a derivative asset are derivative contracts in a gain position, and to the extent subject to legally enforceable master netting arrangements, net of derivatives in a loss position with the same counterparty and cash collateral received. We minimize counterparty credit risk through credit approvals, limits, monitoring procedures, executing master netting arrangements and obtaining collateral, where appropriate. To the extent derivatives subject to master netting arrangements meet the applicable requirements, including determining the legal enforceability of the arrangement, it is our policy to present derivative balances and related cash collateral amounts net on the balance sheet. Counterparty credit risk related to derivatives is considered in determining fair value and our assessment of hedge effectiveness.
Private Share Repurchases	Private Share Repurchases During 2015 and 2014 , we repurchased approximately 64 million shares and 66 million shares of our common stock, respectively, under private forward repurchase contracts. We enter into these transactions with unrelated third parties to complement our open-market common stock repurchase strategies, to allow us to manage our share repurchases in a manner consistent with our capital plans, currently submitted under the 2015 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. Our payments to the counterparties for these private share repurchase contracts are recorded in permanent equity in the quarter paid and are not subject to re-measurement. The classification of the up-front payments as permanent equity assures that we have appropriate repurchase timing consistent with our 2015 capital plan, which contemplated a fixed dollar amount available per quarter for share repurchases pursuant to Federal Reserve Board (FRB) supervisory guidance. In return, the counterparty agrees to deliver a variable number of shares based on a per share discount to the volume-weighted average stock price over the contract period. There are no scenarios where the contracts would not either physically settle in shares or allow us to choose the settlement method. In fourth quarter 2015 , we entered into a private forward repurchase contract and paid $500 million to an unrelated third party. This contract settled in first quarter 2016 for 9.2 million shares of common stock. At December 31, 2014 , we had a $750 million private forward repurchase contract outstanding that settled in first quarter 2015 for 14.3 million shares of common stock. Our total number of outstanding shares of common stock is not reduced until settlement of the private share repurchase contract.
Subsequent Events	SUBSEQUENT EVENTS We have evaluated the effects of events that have occurred subsequent to December 31, 2015 , and there have been no material events that would require recognition in our 2015 consolidated financial statements or disclosure in the Notes to the consolidated financial statements, except for a business acquisition completed on January 1, 2016, as discussed in Note 2 (Business Combinations). Additionally, on February 1, 2016, and subsequent to the announcement of our 2015 financial results on January 15, 2016, we reached an agreement in principle with the Federal Government to pay $1.2 billion to resolve certain civil claims related to our Federal Housing Administration lending activities. This agreement was considered to be a recognizable subsequent event under GAAP and required adjustment to our December 31, 2015 consolidated financial statements. Accordingly, we provided for an additional legal accrual that increased operating losses within noninterest expense by $200 million and, as a result, reduced net income for the year ended December 31, 2015, by $134 million , or $0.03 per common share. See Note 15 (Legal Actions) for additional information.
ASU 2014-11,Transfers and Servicing (Topic 860): Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2015	ASU 2014-11 requires repurchase-to-maturity transactions to be accounted for as secured borrowings versus sales. The guidance also requires separate accounting for transfers of financial assets that are executed contemporaneously with repurchase agreements. The Update also includes new disclosures for transfers accounted for as sales and for repurchase agreements and similar arrangements, such as classes of collateral pledged for gross obligations and the remaining contractual maturity of repurchase agreements. We adopted the accounting changes in first quarter 2015 with no impact to our consolidated financial statements or disclosures. We adopted the collateral and remaining contractual maturity disclosures for repurchase and similar agreements in second quarter 2015. For additional information, see Note 14 (Guarantees, Pledged Assets and Collateral).
ASU 2014-08, Presentation of Financial Statements (Topic 205) and Property, Plant, and Equipment (Topic 360):Reporting Discontinued Operations and Disclosures of Disposals of Components of an Entity [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2015	ASU 2014-08 changes the definition and reporting requirements for discontinued operations. Under the new guidance, an entity’s disposal of a component or group of components must be reported in discontinued operations if the disposal is a strategic shift that has or will have a significant effect on the entity’s operations and financial results. We adopted these changes in first quarter 2015 with prospective application. This Update did not have a material impact on our consolidated financial statements.
ASU 2014-01, Investments - Equity Method and Joint Ventures (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2015	ASU 2014-01 amends the accounting guidance for investments in affordable housing projects that qualify for the low-income housing tax credits. The Update requires incremental disclosures for all entities that invest in qualified affordable housing projects. Additionally companies may make an accounting election to amortize the cost of their investments in proportion to the tax benefits received if certain criteria are met and present the amortization as a component of income tax expense. We adopted the new disclosure requirements in first quarter 2015 (see Note 7 (Premises, Equipment, Lease Commitments and Other Assets)) and will continue our previous accounting for these investments rather than make the alternative election to amortize the initial cost of the investments in proportion to the tax benefits received.

Summary of Significant Accoun37

Summary of Significant Accounting Policies (Tables)	12 Months Ended
	Dec. 31, 2015
Accounting Policies [Abstract]
Supplemental Cash Flow Information	Noncash activities are presented in Table 1.1 , including information on transfers affecting MHFS, LHFS, and MSRs. Table 1.1: Supplemental Cash Flow Information Year ended December 31, (in millions) 2015 2014 2013 Trading assets retained from securitizations of MHFS $ 46,291 28,604 47,198 Capitalization of MSRs from sale of MHFS 1,736 1,302 3,616 Transfers from loans to MHFS 9,205 11,021 7,610 Transfers from loans to LHFS 90 9,849 274 Transfers from loans to foreclosed and other assets 3,274 4,094 4,470 Transfers from available-for-sale to held-to-maturity securities 4,972 1,810 6,042

Federal Funds Sold, Securitie38

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Tables)	12 Months Ended
	Dec. 31, 2015
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Abstract]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	Table 4.1 provides the detail of federal funds sold, securities purchased under short-term resale agreements (generally less than one year) and other short-term investments. The majority of interest-earning deposits at December 31, 2015 and 2014 , were held at the Federal Reserve. Table 4.1: Fed Funds Sold and Other Short-Term Investments (in millions) Dec 31, Dec 31, Federal funds sold and securities purchased under resale agreements $ 45,828 36,856 Interest-earning deposits 220,409 219,220 Other short-term investments 3,893 2,353 Total $ 270,130 258,429

Investment Securities (Tables)

Investment Securities (Tables)	12 Months Ended
	Dec. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Investment Securities Major Categories	Table 5.1 provides the amortized cost and fair value by major categories of available-for-sale securities, which are carried at fair value, and held-to-maturity debt securities, which are carried at amortized cost. The net unrealized gains (losses) for available-for-sale securities are reported on an after-tax basis as a component of cumulative OCI. Table 5.1: Amortized Cost and Fair Value (in millions) Amortized Cost Gross unrealized gains Gross unrealized losses Fair value December 31, 2015 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ 36,374 24 (148 ) 36,250 Securities of U.S. states and political subdivisions 49,167 1,325 (502 ) 49,990 Mortgage-backed securities: Federal agencies 103,391 1,983 (828 ) 104,546 Residential 7,843 740 (25 ) 8,558 Commercial 13,943 230 (85 ) 14,088 Total mortgage-backed securities 125,177 2,953 (938 ) 127,192 Corporate debt securities 15,548 312 (449 ) 15,411 Collateralized loan and other debt obligations (1) 31,210 125 (368 ) 30,967 Other (2) 5,842 115 (46 ) 5,911 Total debt securities 263,318 4,854 (2,451 ) 265,721 Marketable equity securities: Perpetual preferred securities 819 112 (13 ) 918 Other marketable equity securities 239 482 (2 ) 719 Total marketable equity securities 1,058 594 (15 ) 1,637 Total available-for-sale securities 264,376 5,448 (2,466 ) 267,358 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies 44,660 580 (73 ) 45,167 Securities of U.S. states and political subdivisions 2,185 65 — 2,250 Federal agency mortgage-backed securities 28,604 131 (314 ) 28,421 Collateralized loans and other debt obligations (1) 1,405 — (24 ) 1,381 Other (2) 3,343 8 (3 ) 3,348 Total held-to-maturity securities 80,197 784 (414 ) 80,567 Total (3) $ 344,573 6,232 (2,880 ) 347,925 December 31, 2014 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ 25,898 44 (138 ) 25,804 Securities of U.S. states and political subdivisions 43,939 1,504 (499 ) 44,944 Mortgage-backed securities: Federal agencies 107,850 2,990 (751 ) 110,089 Residential 8,213 1,080 (24 ) 9,269 Commercial 16,248 803 (57 ) 16,994 Total mortgage-backed securities 132,311 4,873 (832 ) 136,352 Corporate debt securities 14,211 745 (170 ) 14,786 Collateralized loan and other debt obligations (1) 25,137 408 (184 ) 25,361 Other (2) 6,251 295 (27 ) 6,519 Total debt securities 247,747 7,869 (1,850 ) 253,766 Marketable equity securities: Perpetual preferred securities 1,622 148 (70 ) 1,700 Other marketable equity securities 284 1,694 (2 ) 1,976 Total marketable equity securities 1,906 1,842 (72 ) 3,676 Total available-for-sale-securities 249,653 9,711 (1,922 ) 257,442 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies 40,886 670 (8 ) 41,548 Securities of U.S. states and political subdivisions 1,962 27 — 1,989 Federal agency mortgage-backed securities 5,476 165 — 5,641 Collateralized loans and other debt obligations (1) 1,404 — (13 ) 1,391 Other (2) 5,755 35 — 5,790 Total held-to-maturity securities 55,483 897 (21 ) 56,359 Total (3) $ 305,136 10,608 (1,943 ) 313,801 (1) The available-for-sale portfolio includes collateralized debt obligations (CDOs) with a cost basis and fair value of $247 million and $257 million , respectively, at December 31, 2015 , and $364 million and $500 million , respectively, at December 31, 2014 . The held-to-maturity portfolio only includes collateralized loan obligations. (2) The “Other” category of available-for-sale securities predominantly includes asset-backed securities collateralized by credit cards, student loans, home equity loans and auto leases or loans and cash. Included in the “Other” category of held-to-maturity securities are asset-backed securities collateralized by auto leases or loans and cash with a cost basis and fair value of $1.9 billion each at December 31, 2015 , and $3.8 billion each at December 31, 2014 . Also included in the “Other” category of held-to-maturity securities are asset-backed securities collateralized by dealer floorplan loans with a cost basis and fair value of $1.4 billion each at December 31, 2015 , and $1.9 billion and $2.0 billion , respectively, at December 31, 2014 . (3) At December 31, 2015 and 2014 , we held no securities of any single issuer (excluding the U.S. Treasury and federal agencies and government-sponsored entities (GSEs)) with a book value that exceeded 10% of stockholders’ equity.
Investment Securities Gross Unrealized Losses Over And Under 12 Months	Table 5.2 shows the gross unrealized losses and fair value of securities in the investment securities portfolio by length of time that individual securities in each category have been in a continuous loss position. Debt securities on which we have taken credit-related OTTI write-downs are categorized as being "less than 12 months" or "12 months or more" in a continuous loss position based on the point in time that the fair value declined to below the cost basis and not the period of time since the credit-related OTTI write-down. Table 5.2: Gross Unrealized Losses and Fair Value Less than 12 months 12 months or more Total (in millions) Gross unrealized losses Fair value Gross unrealized losses Fair value Gross unrealized losses Fair value December 31, 2015 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (148 ) 24,795 — — (148 ) 24,795 Securities of U.S. states and political subdivisions (26 ) 3,453 (476 ) 12,377 (502 ) 15,830 Mortgage-backed securities: Federal agencies (522 ) 36,329 (306 ) 9,888 (828 ) 46,217 Residential (20 ) 1,276 (5 ) 285 (25 ) 1,561 Commercial (32 ) 4,476 (53 ) 2,363 (85 ) 6,839 Total mortgage-backed securities (574 ) 42,081 (364 ) 12,536 (938 ) 54,617 Corporate debt securities (244 ) 4,941 (205 ) 1,057 (449 ) 5,998 Collateralized loan and other debt obligations (276 ) 22,214 (92 ) 4,844 (368 ) 27,058 Other (33 ) 2,768 (13 ) 425 (46 ) 3,193 Total debt securities (1,301 ) 100,252 (1,150 ) 31,239 (2,451 ) 131,491 Marketable equity securities: Perpetual preferred securities (1 ) 24 (12 ) 109 (13 ) 133 Other marketable equity securities (2 ) 40 — — (2 ) 40 Total marketable equity securities (3 ) 64 (12 ) 109 (15 ) 173 Total available-for-sale securities (1,304 ) 100,316 (1,162 ) 31,348 (2,466 ) 131,664 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (73 ) 5,264 — — (73 ) 5,264 Federal agency mortgage-backed securities (314 ) 23,115 — — (314 ) 23,115 Collateralized loan and other debt obligations (20 ) 1,148 (4 ) 233 (24 ) 1,381 Other (3 ) 1,096 — — (3 ) 1,096 Total held-to-maturity securities (410 ) 30,623 (4 ) 233 (414 ) 30,856 Total $ (1,714 ) 130,939 (1,166 ) 31,581 (2,880 ) 162,520 December 31, 2014 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (16 ) 7,138 (122 ) 5,719 (138 ) 12,857 Securities of U.S. states and political subdivisions (198 ) 10,228 (301 ) 3,725 (499 ) 13,953 Mortgage-backed securities: Federal agencies (16 ) 1,706 (735 ) 37,854 (751 ) 39,560 Residential (18 ) 946 (6 ) 144 (24 ) 1,090 Commercial (9 ) 2,202 (48 ) 1,532 (57 ) 3,734 Total mortgage-backed securities (43 ) 4,854 (789 ) 39,530 (832 ) 44,384 Corporate debt securities (102 ) 1,674 (68 ) 1,265 (170 ) 2,939 Collateralized loan and other debt obligations (99 ) 12,755 (85 ) 3,958 (184 ) 16,713 Other (23 ) 708 (4 ) 277 (27 ) 985 Total debt securities (481 ) 37,357 (1,369 ) 54,474 (1,850 ) 91,831 Marketable equity securities: Perpetual preferred securities (2 ) 92 (68 ) 633 (70 ) 725 Other marketable equity securities (2 ) 41 — — (2 ) 41 Total marketable equity securities (4 ) 133 (68 ) 633 (72 ) 766 Total available-for-sale securities (485 ) 37,490 (1,437 ) 55,107 (1,922 ) 92,597 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (8 ) 1,889 — — (8 ) 1,889 Collateralized loan and other debt obligations (13 ) 1,391 — — (13 ) 1,391 Total held-to-maturity securities (21 ) 3,280 — — (21 ) 3,280 Total $ (506 ) 40,770 (1,437 ) 55,107 (1,943 ) 95,877
Investment Securities Gross Unrealized Losses By Investment Grade	Table 5.3 shows the gross unrealized losses and fair value of debt and perpetual preferred investment securities by those rated investment grade and those rated less than investment grade according to their lowest credit rating by Standard & Poor’s Rating Services (S&P) or Moody’s Investors Service (Moody’s). Credit ratings express opinions about the credit quality of a security. Securities rated investment grade, that is those rated BBB- or higher by S&P or Baa3 or higher by Moody’s, are generally considered by the rating agencies and market participants to be low credit risk. Conversely, securities rated below investment grade, labeled as "speculative grade" by the rating agencies, are considered to be distinctively higher credit risk than investment grade securities. We have also included securities not rated by S&P or Moody’s in the table below based on our internal credit grade of the securities (used for credit risk management purposes) equivalent to the credit rating assigned by major credit agencies. The unrealized losses and fair value of unrated securities categorized as investment grade based on internal credit grades were $17 million and $3.7 billion , respectively, at December 31, 2015 , and $25 million and $1.6 billion , respectively, at December 31, 2014 . If an internal credit grade was not assigned, we categorized the security as non-investment grade. Table 5.3: Gross Unrealized Losses and Fair Value by Investment Grade Investment grade Non-investment grade (in millions) Gross unrealized losses Fair value Gross unrealized losses Fair value December 31, 2015 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (148 ) 24,795 — — Securities of U.S. states and political subdivisions (464 ) 15,470 (38 ) 360 Mortgage-backed securities: Federal agencies (828 ) 46,217 — — Residential (12 ) 795 (13 ) 766 Commercial (59 ) 6,361 (26 ) 478 Total mortgage-backed securities (899 ) 53,373 (39 ) 1,244 Corporate debt securities (140 ) 4,167 (309 ) 1,831 Collateralized loan and other debt obligations (368 ) 27,058 — — Other (43 ) 2,915 (3 ) 278 Total debt securities (2,062 ) 127,778 (389 ) 3,713 Perpetual preferred securities (13 ) 133 — — Total available-for-sale securities (2,075 ) 127,911 (389 ) 3,713 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (73 ) 5,264 — — Federal agency mortgage-backed securities (314 ) 23,115 — — Collateralized loan and other debt obligations (24 ) 1,381 — — Other (3 ) 1,096 — — Total held-to-maturity securities (414 ) 30,856 — — Total $ (2,489 ) 158,767 (389 ) 3,713 December 31, 2014 Available-for-sale securities: Securities of U.S. Treasury and federal agencies $ (138 ) 12,857 — — Securities of U.S. states and political subdivisions (459 ) 13,600 (40 ) 353 Mortgage-backed securities: Federal agencies (751 ) 39,560 — — Residential — 139 (24 ) 951 Commercial (24 ) 3,366 (33 ) 368 Total mortgage-backed securities (775 ) 43,065 (57 ) 1,319 Corporate debt securities (39 ) 1,807 (131 ) 1,132 Collateralized loan and other debt obligations (172 ) 16,609 (12 ) 104 Other (23 ) 782 (4 ) 203 Total debt securities (1,606 ) 88,720 (244 ) 3,111 Perpetual preferred securities (70 ) 725 — — Total available-for-sale securities (1,676 ) 89,445 (244 ) 3,111 Held-to-maturity securities: Securities of U.S. Treasury and federal agencies (8 ) 1,889 — — Collateralized loan and other debt obligations (13 ) 1,391 — — Total held-to-maturity securities (21 ) 3,280 — — Total $ (1,697 ) 92,725 (244 ) 3,111
Debt Securities Contractual Maturities	Table 5.4 shows the remaining contractual maturities and contractual weighted-average yields (taxable-equivalent basis) of available-for-sale debt securities. The remaining contractual principal maturities for MBS do not consider prepayments. Remaining expected maturities will differ from contractual maturities because borrowers may have the right to prepay obligations before the underlying mortgages mature. Table 5.4: Contractual Maturities Remaining contractual maturity Total Within one year After one year through five years After five years through ten years After ten years (in millions) amount Yield Amount Yield Amount Yield Amount Yield Amount Yield December 31, 2015 Available-for-sale securities (1): Securities of U.S. Treasury and federal agencies $ 36,250 1.49 % $ 216 0.77 % $ 31,602 1.44 % $ 4,432 1.86 % $ — — % Securities of U.S. states and political subdivisions 49,990 5.82 1,969 2.09 7,709 2.02 3,010 5.25 37,302 6.85 Mortgage-backed securities: Federal agencies 104,546 3.29 3 6.55 373 1.58 1,735 3.84 102,435 3.29 Residential 8,558 4.17 — — 34 5.11 34 6.03 8,490 4.16 Commercial 14,088 5.06 — — 61 2.79 — — 14,027 5.07 Total mortgage-backed securities 127,192 3.54 3 6.55 468 1.99 1,769 3.88 124,952 3.55 Corporate debt securities 15,411 4.57 1,960 3.84 6,731 4.47 5,459 4.76 1,261 5.47 Collateralized loan and other debt obligations 30,967 2.08 2 0.33 804 0.90 12,707 2.01 17,454 2.19 Other 5,911 2.05 68 2.47 1,228 2.57 953 1.94 3,662 1.89 Total available-for-sale debt securities at fair value $ 265,721 3.55 % $ 4,218 2.84 % $ 48,542 1.98 % $ 28,330 2.98 % $ 184,631 4.07 % December 31, 2014 Available-for-sale securities (1): Securities of U.S. Treasury and federal agencies $ 25,804 1.49 % $ 181 1.47 % $ 22,348 1.44 % $ 3,275 1.83 % $ — — % Securities of U.S. states and political subdivisions 44,944 5.66 3,568 1.71 7,050 2.19 3,235 5.13 31,091 6.96 Mortgage-backed securities: Federal agencies 110,089 3.27 — — 276 2.86 1,011 3.38 108,802 3.27 Residential 9,269 4.50 — — 9 4.81 83 5.63 9,177 4.49 Commercial 16,994 5.16 1 0.28 62 2.71 5 1.30 16,926 5.17 Total mortgage-backed securities 136,352 3.59 1 0.28 347 2.88 1,099 3.54 134,905 3.59 Corporate debt securities 14,786 4.90 600 4.32 7,634 4.54 5,209 5.30 1,343 5.70 Collateralized loan and other debt obligations 25,361 1.83 23 1.95 944 0.71 8,472 1.67 15,922 1.99 Other 6,519 1.79 274 1.55 1,452 2.56 1,020 1.32 3,773 1.64 Total available-for-sale debt securities at fair value $ 253,766 3.60 % $ 4,647 2.03 % $ 39,775 2.20 % $ 22,310 3.12 % $ 187,034 3.99 % (1) Weighted-average yields displayed by maturity bucket are weighted based on fair value and predominantly represent contractual coupon rates without effect for any related hedging derivatives. Table 5.5 shows the amortized cost and weighted-average yields of held-to-maturity debt securities by contractual maturity. Table 5.5: Amortized Cost by Contractual Maturity Remaining contractual maturity Total Within one year After one year through five years After five years through ten years After ten years (in millions) amount Yield Amount Yield Amount Yield Amount Yield Amount Yield December 31, 2015 Held-to-maturity securities (1): Amortized cost: Securities of U.S. Treasury and federal agencies $ 44,660 2.12 % $ — — % $ 1,276 1.75 % $ 43,384 2.13 % $ — — % Securities of U.S. states and political subdivisions 2,185 5.97 — — — — 104 7.49 2,081 5.89 Federal agency mortgage-backed securities 28,604 3.47 — — — — — — 28,604 3.47 Collateralized loan and other debt obligations 1,405 2.03 — — — — — — 1,405 2.03 Other 3,343 1.68 — — 2,351 1.74 992 1.53 — — Total held-to-maturity debt securities at amortized cost $ 80,197 2.69 % $ — — % $ 3,627 1.74 % $ 44,480 2.13 % $ 32,090 3.57 % December 31, 2014 Held-to-maturity securities (1): Amortized cost: Securities of U.S. Treasury and federal agencies $ 40,886 2.12 % $ — — % $ — — % $ 40,886 2.12 % $ — — % Securities of U.S. states and political subdivisions 1,962 5.60 — — — — 9 6.60 1,953 5.59 Federal agency mortgage-backed securities 5,476 3.89 — — — — — — 5,476 3.89 Collateralized loan and other debt obligations 1,404 1.96 — — — — — — 1,404 1.96 Other 5,755 1.64 192 1.61 4,214 1.72 1,349 1.41 — — Total held-to-maturity debt securities at amortized cost $ 55,483 2.37 % $ 192 1.61 % $ 4,214 1.72 % $ 42,244 2.10 % $ 8,833 3.96 % (1) Weighted-average yields displayed by maturity bucket are weighted based on amortized cost and predominantly represent contractual coupon rates. Table 5.6 shows the fair value of held-to-maturity debt securities by contractual maturity. Table 5.6: Fair Value by Contractual Maturity Remaining contractual maturity Total Within one year After one year through five years After five years through ten years After ten years (in millions) amount Amount Amount Amount Amount December 31, 2015 Held-to-maturity securities: Fair value: Securities of U.S. Treasury and federal agencies $ 45,167 — 1,298 43,869 — Securities of U.S. states and political subdivisions 2,250 — — 105 2,145 Federal agency mortgage-backed securities 28,421 — — — 28,421 Collateralized loan and other debt obligations 1,381 — — — 1,381 Other 3,348 — 2,353 995 — Total held-to-maturity debt securities at fair value $ 80,567 — 3,651 44,969 31,947 December 31, 2014 Held-to-maturity securities: Fair Value: Securities of U.S. Treasury and federal agencies $ 41,548 — — 41,548 — Securities of U.S. states and political subdivisions 1,989 — — 9 1,980 Federal agency mortgage-backed securities 5,641 — — — 5,641 Collateralized loan and other debt obligations 1,391 — — — 1,391 Other 5,790 193 4,239 1,358 — Total held-to-maturity debt securities at fair value $ 56,359 193 4,239 42,915 9,012
Investment Securities Realized Gains And Losses	Table 5.7 shows the gross realized gains and losses on sales and OTTI write-downs related to the available-for-sale securities portfolio, which includes marketable equity securities, as well as net realized gains and losses on nonmarketable equity investments (see Note 7 (Premises, Equipment, Lease Commitments and Other Assets)). Table 5.7: Realized Gains and Losses Year ended December 31, (in millions) 2015 2014 2013 Gross realized gains $ 1,775 1,560 492 Gross realized losses (67 ) (14 ) (24 ) OTTI write-downs (185 ) (52 ) (183 ) Net realized gains from available-for-sale securities 1,523 1,494 285 Net realized gains from nonmarketable equity investments 1,659 1,479 1,158 Net realized gains from debt securities and equity investments $ 3,182 2,973 1,443
Investment Securities And Nonmarketable Equity Securities Other Than Temporary Impairment	Table 5.8 shows the detail of total OTTI write-downs included in earnings for available-for-sale debt securities, marketable equity securities and nonmarketable equity investments. There were no OTTI write-downs on held-to-maturity securities during the years ended December 31, 2015 , 2014 or 2013 . Table 5.8: OTTI Write-downs Year ended December 31, (in millions) 2015 2014 2013 OTTI write-downs included in earnings Debt securities: Securities of U.S. states and political subdivisions $ 18 11 2 Mortgage-backed securities: Federal agencies — — 1 Residential 54 26 72 Commercial 4 9 53 Corporate debt securities (1) 105 1 4 Collateralized loan and other debt obligations — 2 — Other debt securities 2 — 26 Total debt securities 183 49 158 Equity securities: Marketable equity securities: Other marketable equity securities 2 3 25 Total marketable equity securities 2 3 25 Total investment securities 185 52 183 Nonmarketable equity investments (1) 374 270 161 Total OTTI write-downs included in earnings (1) $ 559 322 344 (1) December 31, 2015, includes $287 million in OTTI write-downs of energy investments, of which $104 million related to corporate debt securities and $183 million related to nonmarketable equity investments.
Debt Securities Other Than Temporary Impairment	Table 5.9 shows the detail of OTTI write-downs on available-for-sale debt securities included in earnings and the related changes in OCI for the same securities. Table 5.9: OTTI Write-downs Included in Earnings Year ended December 31, (in millions) 2015 2014 2013 OTTI on debt securities Recorded as part of gross realized losses: Credit-related OTTI $ 169 40 107 Intent-to-sell OTTI 14 9 51 Total recorded as part of gross realized losses 183 49 158 Changes to OCI for losses (reversal of losses) in non-credit-related OTTI (1): Securities of U.S. states and political subdivisions (1 ) — (2 ) Residential mortgage-backed securities (42 ) (10 ) (27 ) Commercial mortgage-backed securities (16 ) (21 ) (90 ) Corporate debt securities 12 — — Collateralized loan and other debt obligations — — (1 ) Other debt securities — — 1 Total changes to OCI for non-credit-related OTTI (47 ) (31 ) (119 ) Total OTTI losses recorded on debt securities $ 136 18 39 (1) Represents amounts recorded to OCI for impairment, due to factors other than credit, on debt securities that have also had credit-related OTTI write-downs during the period. Increases represent initial or subsequent non-credit-related OTTI on debt securities. Decreases represent partial to full reversal of impairment due to recoveries in the fair value of securities due to non-credit factors.
Credit Loss Component Of Credit-Impaired Debt Securities	Table 5.10 presents a rollforward of the OTTI credit loss that has been recognized in earnings as a write-down of available-for-sale debt securities we still own (referred to as "credit-impaired" debt securities) and do not intend to sell. Recognized credit loss represents the difference between the present value of expected future cash flows discounted using the security’s current effective interest rate and the amortized cost basis of the security prior to considering credit loss. Table 5.10: Rollforward of OTTI Credit Loss Year ended December 31, (in millions) 2015 2014 2013 Credit loss recognized, beginning of year $ 1,025 1,171 1,289 Additions: For securities with initial credit impairments 102 5 21 For securities with previous credit impairments 67 35 86 Total additions 169 40 107 Reductions: For securities sold, matured, or intended/required to be sold (93 ) (169 ) (194 ) For recoveries of previous credit impairments (1) (9 ) (17 ) (31 ) Total reductions (102 ) (186 ) (225 ) Credit loss recognized, end of year $ 1,092 1,025 1,171 (1) Recoveries of previous credit impairments result from increases in expected cash flows subsequent to credit loss recognition. Such recoveries are reflected prospectively as interest yield adjustments using the effective interest method.

Loans and Allowance for Credi40

Loans and Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Loans and Allowance for Credit Losses, Loans Outstanding	Table 6.1 presents total loans outstanding by portfolio segment and class of financing receivable. Outstanding balances include a total net reduction of $3.8 billion and $4.5 billion at December 31, 2015 and 2014 , respectively, for unearned income, net deferred loan fees, and unamortized discounts and premiums. Table 6.1: Loans Outstanding December 31, (in millions) 2015 2014 2013 2012 2011 Commercial: Commercial and industrial $ 299,892 271,795 235,358 223,703 205,824 Real estate mortgage 122,160 111,996 112,427 106,392 106,028 Real estate construction 22,164 18,728 16,934 16,983 19,470 Lease financing 12,367 12,307 12,371 12,736 13,387 Total commercial 456,583 414,826 377,090 359,814 344,709 Consumer: Real estate 1-4 family first mortgage 273,869 265,386 258,507 249,912 229,408 Real estate 1-4 family junior lien mortgage 53,004 59,717 65,950 75,503 86,041 Credit card 34,039 31,119 26,882 24,651 22,905 Automobile 59,966 55,740 50,808 45,998 43,508 Other revolving credit and installment 39,098 35,763 43,049 42,473 43,060 Total consumer 459,976 447,725 445,196 438,537 424,922 Total loans $ 916,559 862,551 822,286 798,351 769,631 Our foreign loans are reported by respective class of financing receivable in the table above. Substantially all of our foreign loan portfolio is commercial loans. Loans are classified as foreign primarily based on whether the borrower’s primary address is outside of the United States. Table 6.2 presents total commercial foreign loans outstanding by class of financing receivable. Table 6.2: Commercial Foreign Loans Outstanding December 31, (in millions) 2015 2014 2013 2012 2011 Commercial foreign loans: Commercial and industrial $ 49,049 44,707 41,547 37,148 38,609 Real estate mortgage 8,350 4,776 5,328 52 53 Real estate construction 444 218 187 79 88 Lease financing 274 336 338 312 269 Total commercial foreign loans $ 58,117 50,037 47,400 37,591 39,019
Loans and Allowance for Credit Losses, Significant Activity	Table 6.3 summarizes the proceeds paid or received for purchases and sales of loans and transfers from loans held for investment to mortgages/loans held for sale at lower of cost or fair value. This loan activity primarily includes loans purchased and sales of whole loan or participating interests, whereby we receive or transfer a portion of a loan after origination. The table excludes PCI loans and loans recorded at fair value, including loans originated for sale because their loan activity normally does not impact the allowance for credit losses. Table 6.3: Loan Purchases, Sales, and Transfers Year ended December 31, 2015 2014 (in millions) Commercial Consumer Total Commercial Consumer Total Purchases (1) $ 13,674 340 14,014 4,952 1,365 6,317 Sales (1) (1,214 ) (160 ) (1,374 ) (1,706 ) (152 ) (1,858 ) Transfers to MHFS/LHFS (1) (91 ) (16 ) (107 ) (99 ) (9,778 ) (9,877 ) (1) All categories exclude activity in government insured/guaranteed real estate 1-4 family first mortgage loans. As servicer, we are able to buy delinquent insured/guaranteed loans out of the Government National Mortgage Association (GNMA) pools, and manage and/or resell them in accordance with applicable requirements. These loans are predominantly insured by the Federal Housing Administration (FHA) or guaranteed by the Department of Veterans Affairs (VA). Accordingly, these loans have limited impact on the allowance for loan losses.
Loans and Allowance for Credit Losses, Commitments to Lend	The contractual amount of our unfunded credit commitments, including unissued standby and commercial letters of credit, is summarized by portfolio segment and class of financing receivable in Table 6.4 . The table excludes the standby and commercial letters of credit and temporary advance arrangements described above. Table 6.4: Unfunded Credit Commitments (in millions) Dec 31, Dec 31, Commercial: Commercial and industrial $ 296,710 278,093 Real estate mortgage 7,378 6,134 Real estate construction 18,047 15,587 Lease financing — 3 Total commercial 322,135 299,817 Consumer: Real estate 1-4 family first mortgage 34,621 32,055 Real estate 1-4 family junior lien mortgage 43,309 45,492 Credit card 98,904 95,062 Other revolving credit and installment 27,899 24,816 Total consumer 204,733 197,425 Total unfunded credit commitments $ 526,868 497,242
Loans and Allowance for Credit Losses, Allowance for Credit Losses	Table 6.5 presents the allowance for credit losses, which consists of the allowance for loan losses and the allowance for unfunded credit commitments. Table 6.5: Allowance for Credit Losses Year ended December 31, (in millions) 2015 2014 2013 2012 2011 Balance, beginning of year $ 13,169 14,971 17,477 19,668 23,463 Provision for credit losses 2,442 1,395 2,309 7,217 7,899 Interest income on certain impaired loans (1) (198 ) (211 ) (264 ) (315 ) (332 ) Loan charge-offs: Commercial: Commercial and industrial (734 ) (627 ) (739 ) (1,404 ) (1,681 ) Real estate mortgage (59 ) (66 ) (190 ) (382 ) (636 ) Real estate construction (4 ) (9 ) (28 ) (191 ) (351 ) Lease financing (14 ) (15 ) (34 ) (24 ) (41 ) Total commercial (811 ) (717 ) (991 ) (2,001 ) (2,709 ) Consumer: Real estate 1-4 family first mortgage (507 ) (721 ) (1,439 ) (3,020 ) (3,896 ) Real estate 1-4 family junior lien mortgage (635 ) (864 ) (1,579 ) (3,437 ) (3,765 ) Credit card (1,116 ) (1,025 ) (1,022 ) (1,105 ) (1,458 ) Automobile (742 ) (729 ) (625 ) (651 ) (797 ) Other revolving credit and installment (643 ) (668 ) (754 ) (759 ) (990 ) Total consumer (3,643 ) (4,007 ) (5,419 ) (8,972 ) (10,906 ) Total loan charge-offs (4,454 ) (4,724 ) (6,410 ) (10,973 ) (13,615 ) Loan recoveries: Commercial: Commercial and industrial 252 369 396 472 426 Real estate mortgage 127 160 226 163 143 Real estate construction 37 136 137 124 146 Lease financing 8 8 17 20 25 Total commercial 424 673 776 779 740 Consumer: Real estate 1-4 family first mortgage 245 212 246 157 405 Real estate 1-4 family junior lien mortgage 259 238 269 260 218 Credit card 175 161 127 188 257 Automobile 325 349 322 364 449 Other revolving credit and installment 134 146 161 191 247 Total consumer 1,138 1,106 1,125 1,160 1,576 Total loan recoveries 1,562 1,779 1,901 1,939 2,316 Net loan charge-offs (2) (2,892 ) (2,945 ) (4,509 ) (9,034 ) (11,299 ) Other (9 ) (41 ) (42 ) (59 ) (63 ) Balance, end of year $ 12,512 13,169 14,971 17,477 19,668 Components: Allowance for loan losses $ 11,545 12,319 14,502 17,060 19,372 Allowance for unfunded credit commitments 967 850 469 417 296 Allowance for credit losses (3) $ 12,512 13,169 14,971 17,477 19,668 Net loan charge-offs as a percentage of average total loans (2) 0.33 % 0.35 0.56 1.17 1.49 Allowance for loan losses as a percentage of total loans (3) 1.26 1.43 1.76 2.13 2.52 Allowance for credit losses as a percentage of total loans (3) 1.37 1.53 1.82 2.19 2.56 (1) Certain impaired loans with an allowance calculated by discounting expected cash flows using the loan’s effective interest rate over the remaining life of the loan recognize reductions in the allowance as interest income. (2) For PCI loans, charge-offs are only recorded to the extent that losses exceed the purchase accounting estimates. (3) The allowance for credit losses includes $1 million , $11 million , $30 million , $117 million and $231 million at December 31, 2015 , 2014 , 2013 , 2012 , and 2011 , respectively, related to PCI loans acquired from Wachovia. Loans acquired from Wachovia are included in total loans net of related purchase accounting net write-downs.
Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category	Table 6.6 summarizes the activity in the allowance for credit losses by our commercial and consumer portfolio segments. Table 6.6: Allowance Activity by Portfolio Segment Year ended December 31, 2015 2014 (in millions) Commercial Consumer Total Commercial Consumer Total Balance, beginning of year $ 6,377 6,792 13,169 6,103 8,868 14,971 Provision for credit losses 908 1,534 2,442 342 1,053 1,395 Interest income on certain impaired loans (17 ) (181 ) (198 ) (20 ) (191 ) (211 ) Loan charge-offs (811 ) (3,643 ) (4,454 ) (717 ) (4,007 ) (4,724 ) Loan recoveries 424 1,138 1,562 673 1,106 1,779 Net loan charge-offs (387 ) (2,505 ) (2,892 ) (44 ) (2,901 ) (2,945 ) Other (9 ) — (9 ) (4 ) (37 ) (41 ) Balance, end of year $ 6,872 5,640 12,512 6,377 6,792 13,169
Loans and Allowance for Credit Losses, by Impairment Methodology	Table 6.7 disaggregates our allowance for credit losses and recorded investment in loans by impairment methodology. Table 6.7: Allowance by Impairment Methodology Allowance for credit losses Recorded investment in loans (in millions) Commercial Consumer Total Commercial Consumer Total December 31, 2015 Collectively evaluated (1) $ 5,999 3,436 9,435 452,063 420,705 872,768 Individually evaluated (2) 872 2,204 3,076 3,808 20,012 23,820 PCI (3) 1 — 1 712 19,259 19,971 Total $ 6,872 5,640 12,512 456,583 459,976 916,559 December 31, 2014 Collectively evaluated (1) $ 5,482 3,706 9,188 409,560 404,263 813,823 Individually evaluated (2) 884 3,086 3,970 3,759 21,649 25,408 PCI (3) 11 — 11 1,507 21,813 23,320 Total $ 6,377 6,792 13,169 414,826 447,725 862,551 (1) Represents loans collectively evaluated for impairment in accordance with Accounting Standards Codification (ASC) 450-20, Loss Contingencies (formerly FAS 5), and pursuant to amendments by ASU 2010-20 regarding allowance for non-impaired loans. (2) Represents loans individually evaluated for impairment in accordance with ASC 310-10, Receivables (formerly FAS 114), and pursuant to amendments by ASU 2010-20 regarding allowance for impaired loans. (3) Represents the allowance and related loan carrying value determined in accordance with ASC 310-30 , Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly SOP 3-3) and pursuant to amendments by ASU 2010-20 regarding allowance for PCI loans.
Loans by Credit Quality Indicator	Table 6.8 provides a breakdown of outstanding commercial loans by risk category. Of the $7.1 billion in criticized commercial real estate (CRE) loans at December 31, 2015 , $1.0 billion has been placed on nonaccrual status and written down to net realizable collateral value. CRE loans have a high level of monitoring in place to manage these assets and mitigate loss exposure. Table 6.8: Commercial Loans by Risk Category (in millions) Commercial and industrial Real estate mortgage Real estate construction Lease financing Total December 31, 2015 By risk category: Pass $ 281,356 115,025 21,546 11,772 429,699 Criticized 18,458 6,593 526 595 26,172 Total commercial loans (excluding PCI) 299,814 121,618 22,072 12,367 455,871 Total commercial PCI loans (carrying value) 78 542 92 — 712 Total commercial loans $ 299,892 122,160 22,164 12,367 456,583 December 31, 2014 By risk category: Pass $ 255,611 103,319 17,661 11,723 388,314 Criticized 16,109 7,416 896 584 25,005 Total commercial loans (excluding PCI) 271,720 110,735 18,557 12,307 413,319 Total commercial PCI loans (carrying value) 75 1,261 171 — 1,507 Total commercial loans $ 271,795 111,996 18,728 12,307 414,826
Loans by Delinquency Status, Commercial	Table 6.9 provides past due information for commercial loans, which we monitor as part of our credit risk management practices. Table 6.9: Commercial Loans by Delinquency Status (in millions) Commercial and industrial Real estate mortgage Real estate construction Lease financing Total December 31, 2015 By delinquency status: Current-29 DPD and still accruing $ 297,847 120,415 21,920 12,313 452,495 30-89 DPD and still accruing 507 221 82 28 838 90+ DPD and still accruing 97 13 4 — 114 Nonaccrual loans 1,363 969 66 26 2,424 Total commercial loans (excluding PCI) 299,814 121,618 22,072 12,367 455,871 Total commercial PCI loans (carrying value) 78 542 92 — 712 Total commercial loans $ 299,892 122,160 22,164 12,367 456,583 December 31, 2014 By delinquency status: Current-29 DPD and still accruing $ 270,624 109,032 18,345 12,251 410,252 30-89 DPD and still accruing 527 197 25 32 781 90+ DPD and still accruing 31 16 — — 47 Nonaccrual loans 538 1,490 187 24 2,239 Total commercial loans (excluding PCI) 271,720 110,735 18,557 12,307 413,319 Total commercial PCI loans (carrying value) 75 1,261 171 — 1,507 Total commercial loans $ 271,795 111,996 18,728 12,307 414,826
Loans by Delinquency Status, Consumer	Table 6.10 provides the outstanding balances of our consumer portfolio by delinquency status. Table 6.10: Consumer Loans by Delinquency Status (in millions) Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Credit card Automobile Other revolving credit and installment Total December 31, 2015 By delinquency status: Current-29 DPD $ 225,195 51,778 33,208 58,503 38,690 407,374 30-59 DPD 2,072 325 257 1,121 175 3,950 60-89 DPD 821 184 177 253 107 1,542 90-119 DPD 402 110 150 84 86 832 120-179 DPD 460 145 246 4 21 876 180+ DPD 3,376 393 1 1 19 3,790 Government insured/guaranteed loans (1) 22,353 — — — — 22,353 Total consumer loans (excluding PCI) 254,679 52,935 34,039 59,966 39,098 440,717 Total consumer PCI loans (carrying value) 19,190 69 — — — 19,259 Total consumer loans $ 273,869 53,004 34,039 59,966 39,098 459,976 December 31, 2014 By delinquency status: Current-29 DPD $ 208,642 58,182 30,356 54,365 35,356 386,901 30-59 DPD 2,415 398 239 1,056 180 4,288 60-89 DPD 993 220 160 235 111 1,719 90-119 DPD 488 158 136 78 82 942 120-179 DPD 610 194 227 5 21 1,057 180+ DPD 4,258 464 1 1 13 4,737 Government insured/guaranteed loans (1) 26,268 — — — — 26,268 Total consumer loans (excluding PCI) 243,674 59,616 31,119 55,740 35,763 425,912 Total consumer PCI loans (carrying value) 21,712 101 — — — 21,813 Total consumer loans $ 265,386 59,717 31,119 55,740 35,763 447,725 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $12.4 billion at December 31, 2015 , compared with $16.2 billion at December 31, 2014 .
Loans by FICO Score, Consumer	Table 6.11 provides a breakdown of our consumer portfolio by updated FICO. We obtain FICO scores at loan origination and the scores are updated at least quarterly. The majority of our portfolio is underwritten with a FICO score of 680 and above. FICO is not available for certain loan types and may not be obtained if we deem it unnecessary due to strong collateral and other borrower attributes, primarily security-based loans of $7.0 billion at December 31, 2015 , and $5.9 billion at December 31, 2014 . Table 6.11: Consumer Loans by FICO (in millions) Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Credit card Automobile Other revolving credit and installment Total December 31, 2015 By updated FICO: < 600 $ 8,716 3,025 2,927 9,260 965 24,893 600-639 6,961 2,367 2,875 6,619 1,086 19,908 640-679 13,006 4,613 5,354 10,014 2,416 35,403 680-719 24,460 7,863 6,857 10,947 4,388 54,515 720-759 38,309 10,966 7,017 8,279 6,010 70,581 760-799 92,975 16,369 5,693 7,761 8,351 131,149 800+ 44,452 6,895 3,090 6,654 6,510 67,601 No FICO available 3,447 837 226 432 2,395 7,337 FICO not required — — — — 6,977 6,977 Government insured/guaranteed loans (1) 22,353 — — — — 22,353 Total consumer loans (excluding PCI) 254,679 52,935 34,039 59,966 39,098 440,717 Total consumer PCI loans (carrying value) 19,190 69 — — — 19,259 Total consumer loans $ 273,869 53,004 34,039 59,966 39,098 459,976 December 31, 2014 By updated FICO: < 600 $ 11,166 4,001 2,639 8,825 894 27,525 600-639 7,866 2,794 2,588 6,236 1,058 20,542 640-679 13,894 5,324 4,931 9,352 2,366 35,867 680-719 24,412 8,970 6,285 9,994 4,389 54,050 720-759 35,490 12,171 6,407 7,475 5,896 67,439 760-799 82,123 17,897 5,234 7,315 7,673 120,242 800+ 39,219 7,581 2,758 6,184 5,819 61,561 No FICO available 3,236 878 277 359 1,814 6,564 FICO not required — — — — 5,854 5,854 Government insured/guaranteed loans (1) 26,268 — — — — 26,268 Total consumer loans (excluding PCI) 243,674 59,616 31,119 55,740 35,763 425,912 Total consumer PCI loans (carrying value) 21,712 101 — — — 21,813 Total consumer loans $ 265,386 59,717 31,119 55,740 35,763 447,725 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA.
Loans by Loan to Value Ratio, Consumer	Table 6.12 shows the most updated LTV and CLTV distribution of the real estate 1-4 family first and junior lien mortgage loan portfolios. We consider the trends in residential real estate markets as we monitor credit risk and establish our allowance for credit losses. In the event of a default, any loss should be limited to the portion of the loan amount in excess of the net realizable value of the underlying real estate collateral value. Certain loans do not have an LTV or CLTV primarily due to industry data availability and portfolios acquired from or serviced by other institutions. Table 6.12: Consumer Loans by LTV/CLTV December 31, 2015 December 31, 2014 (in millions) Real estate 1-4 family first mortgage by LTV Real estate 1-4 family junior lien mortgage by CLTV Total Real estate 1-4 family first mortgage by LTV Real estate 1-4 family junior lien mortgage by CLTV Total By LTV/CLTV: 0-60% $ 109,558 15,805 125,363 95,719 15,603 111,322 60.01-80% 92,005 16,579 108,584 86,112 17,651 103,763 80.01-100% 22,765 11,385 34,150 25,170 14,004 39,174 100.01-120% (1) 4,480 5,545 10,025 6,133 7,254 13,387 > 120% (1) 2,065 3,051 5,116 2,856 4,058 6,914 No LTV/CLTV available 1,453 570 2,023 1,416 1,046 2,462 Government insured/guaranteed loans (2) 22,353 — 22,353 26,268 — 26,268 Total consumer loans (excluding PCI) 254,679 52,935 307,614 243,674 59,616 303,290 Total consumer PCI loans (carrying value) 19,190 69 19,259 21,712 101 21,813 Total consumer loans $ 273,869 53,004 326,873 265,386 59,717 325,103 (1) Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV. (2) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA.
Nonaccrual Loans	Table 6.13 provides loans on nonaccrual status. PCI loans are excluded from this table because they continue to earn interest from accretable yield, independent of performance in accordance with their contractual terms. Table 6.13: Nonaccrual Loans December 31, (in millions) 2015 2014 Commercial: Commercial and industrial $ 1,363 538 Real estate mortgage 969 1,490 Real estate construction 66 187 Lease financing 26 24 Total commercial (1) 2,424 2,239 Consumer: Real estate 1-4 family first mortgage (2) 7,293 8,583 Real estate 1-4 family junior lien mortgage 1,495 1,848 Automobile 121 137 Other revolving credit and installment 49 41 Total consumer 8,958 10,609 Total nonaccrual loans (excluding PCI) $ 11,382 12,848 (1) Includes LHFS of $0 million and $1 million at December 31, 2015 and 2014 , respectively. (2) Includes MHFS of $177 million and $177 million at December 31, 2015 and 2014 , respectively.
90 days or More Past Due and Still Accruing Loans	Table 6.14 shows non-PCI loans 90 days or more past due and still accruing by class for loans not government insured/guaranteed. Table 6.14: Loans 90 Days or More Past Due and Still Accruing Dec 31, Dec 31, (in millions) 2015 2014 Loans 90 days or more past due and still accruing: Total (excluding PCI): $ 14,380 17,810 Less: FHA insured/guaranteed by the VA (1)(2) 13,373 16,827 Less: Student loans guaranteed under the FFELP (3) 26 63 Total, not government insured/guaranteed $ 981 920 By segment and class, not government insured/guaranteed: Commercial: Commercial and industrial $ 97 31 Real estate mortgage 13 16 Real estate construction 4 — Total commercial 114 47 Consumer: Real estate 1-4 family first mortgage (2) 224 260 Real estate 1-4 family junior lien mortgage (2) 65 83 Credit card 397 364 Automobile 79 73 Other revolving credit and installment 102 93 Total consumer 867 873 Total, not government insured/guaranteed $ 981 920 (1) Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. (2) Includes mortgage loans held for sale 90 days or more past due and still accruing. (3) Represents loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the FFELP.
Impaired Loans	Table 6.15 includes trial modifications that totaled $402 million at December 31, 2015 , and $452 million at December 31, 2014 . For additional information on our impaired loans and allowance for credit losses, see Note 1 (Summary of Significant Accounting Policies). Table 6.15: Impaired Loans Summary Recorded investment (in millions) Unpaid principal balance (1) Impaired loans Impaired loans with related allowance for credit losses Related allowance for credit losses December 31, 2015 Commercial: Commercial and industrial $ 2,746 1,835 1,648 435 Real estate mortgage 2,369 1,815 1,773 405 Real estate construction 262 131 112 23 Lease financing 38 27 27 9 Total commercial 5,415 3,808 3,560 872 Consumer: Real estate 1-4 family first mortgage 19,626 17,121 11,057 1,643 Real estate 1-4 family junior lien mortgage 2,704 2,408 1,859 447 Credit card 299 299 299 94 Automobile 173 105 41 5 Other revolving credit and installment 86 79 71 15 Total consumer (2) 22,888 20,012 13,327 2,204 Total impaired loans (excluding PCI) $ 28,303 23,820 16,887 3,076 December 31, 2014 Commercial: Commercial and industrial $ 1,524 926 757 240 Real estate mortgage 3,190 2,483 2,405 591 Real estate construction 491 331 308 45 Lease financing 33 19 19 8 Total commercial 5,238 3,759 3,489 884 Consumer: Real estate 1-4 family first mortgage 21,324 18,600 12,433 2,322 Real estate 1-4 family junior lien mortgage 3,094 2,534 2,009 653 Credit card 338 338 338 98 Automobile 190 127 55 8 Other revolving credit and installment 60 50 42 5 Total consumer (2) 25,006 21,649 14,877 3,086 Total impaired loans (excluding PCI) $ 30,244 25,408 18,366 3,970 (1) Excludes the unpaid principal balance for loans that have been fully charged off or otherwise have zero recorded investment. (2) Years ended December 31, 2015 and 2014 , include the recorded investment of $1.8 billion and $2.1 billion , respectively, of government insured/guaranteed loans that are predominantly insured by the FHA or guaranteed by the VA and generally do not have an allowance. Impaired loans may also have limited, if any, allowance when the recorded investment of the loan approximates estimated net realizable value as a result of charge-offs prior to a TDR modification.
Impaired Loans, Average Recorded Investment and Interest Income	Table 6.16 provides the average recorded investment in impaired loans and the amount of interest income recognized on impaired loans by portfolio segment and class. Table 6.16: Average Recorded Investment in Impaired Loans Year ended December 31, 2015 2014 2013 (in millions) Average recorded investment Recognized interest income Average recorded investment Recognized interest income Average recorded investment Recognized interest income Commercial: Commercial and industrial $ 1,240 80 1,089 77 1,508 94 Real estate mortgage 2,128 140 2,924 150 3,842 141 Real estate construction 246 25 457 39 966 35 Lease financing 26 — 28 — 38 1 Total commercial 3,640 245 4,498 266 6,354 271 Consumer: Real estate 1-4 family first mortgage 17,924 921 19,086 934 19,419 973 Real estate 1-4 family junior lien mortgage 2,480 137 2,547 142 2,498 143 Credit card 317 39 381 46 480 57 Automobile 115 13 154 18 232 29 Other revolving credit and installment 61 5 39 4 30 3 Total consumer 20,897 1,115 22,207 1,144 22,659 1,205 Total impaired loans (excluding PCI) $ 24,537 1,360 26,705 1,410 29,013 1,476 Interest income: Cash basis of accounting $ 412 435 426 Other (1) 948 975 1,050 Total interest income $ 1,360 1,410 1,476 (1) Includes interest recognized on accruing TDRs, interest recognized related to certain impaired loans which have an allowance calculated using discounting, and amortization of purchase accounting adjustments related to certain impaired loans.
Troubled Debt Restructurings, Modification by Type	Table 6.17 summarizes our TDR modifications for the periods presented by primary modification type and includes the financial effects of these modifications. For those loans that modify more than once, the table reflects each modification that occurred during the period. Loans that both modify and pay off within the period, as well as changes in recorded investment during the period for loans modified in prior periods, are not included in the table. Table 6.17: TDR Modifications Primary modification type (1) Financial effects of modifications (in millions) Principal (2) Interest rate reduction Other concessions (3) Total Charge- offs (4) Weighted average interest rate reduction Recorded investment related to interest rate reduction (5) Year ended December 31, 2015 Commercial: Commercial and industrial $ 10 33 1,806 1,849 62 1.11 % $ 33 Real estate mortgage 14 133 904 1,051 1 1.47 133 Real estate construction 11 15 72 98 — 0.95 15 Total commercial 35 181 2,782 2,998 63 1.36 181 Consumer: Real estate 1-4 family first mortgage 400 339 1,892 2,631 53 2.50 656 Real estate 1-4 family junior lien mortgage 34 99 172 305 43 3.09 127 Credit card — 166 — 166 — 11.44 166 Automobile 1 5 87 93 38 8.28 5 Other revolving credit and installment — 27 8 35 1 5.94 27 Trial modifications (6) — — 44 44 — — — Total consumer 435 636 2,203 3,274 135 4.21 981 Total $ 470 817 4,985 6,272 198 3.77 % $ 1,162 Year ended December 31, 2014 Commercial: Commercial and industrial $ 4 51 914 969 36 1.53 % $ 51 Real estate mortgage 7 182 929 1,118 — 1.21 182 Real estate construction — 10 270 280 — 2.12 10 Total commercial 11 243 2,113 2,367 36 1.32 243 Consumer: Real estate 1-4 family first mortgage 571 401 2,690 3,662 92 2.50 833 Real estate 1-4 family junior lien mortgage 50 114 246 410 64 3.27 157 Credit card — 155 — 155 — 11.40 155 Automobile 2 5 85 92 36 8.56 5 Other revolving credit and installment — 12 16 28 — 5.26 12 Trial modifications (6) — — (74 ) (74 ) — — — Total consumer 623 687 2,963 4,273 192 3.84 1,162 Total $ 634 930 5,076 6,640 228 3.41 % $ 1,405 Year ended December 31, 2013 Commercial: Commercial and industrial $ 19 177 1,081 1,277 17 4.71 % $ 177 Real estate mortgage 33 307 1,391 1,731 8 1.66 308 Real estate construction — 12 381 393 4 1.07 12 Total commercial 52 496 2,853 3,401 29 2.72 497 Consumer: Real estate 1-4 family first mortgage 1,143 1,170 3,681 5,994 233 2.64 2,019 Real estate 1-4 family junior lien mortgage 103 181 472 756 42 3.33 276 Credit card — 182 — 182 — 10.38 182 Automobile 3 12 97 112 34 7.66 12 Other revolving credit and installment — 10 12 22 — 4.87 10 Trial modifications (6) — — 50 50 — — — Total consumer 1,249 1,555 4,312 7,116 309 3.31 2,499 Total $ 1,301 2,051 7,165 10,517 338 3.21 % $ 2,996 (1) Amounts represent the recorded investment in loans after recognizing the effects of the TDR, if any. TDRs may have multiple types of concessions, but are presented only once in the first modification type based on the order presented in the table above. The reported amounts include loans remodified of $2.1 billion , $2.1 billion and $3.1 billion , for the years ended December 31, 2015 , 2014 , and 2013 , respectively. (2) Principal modifications include principal forgiveness at the time of the modification, contingent principal forgiveness granted over the life of the loan based on borrower performance, and principal that has been legally separated and deferred to the end of the loan, with a zero percent contractual interest rate. (3) Other concessions include loan renewals, term extensions and other interest and noninterest adjustments, but exclude modifications that also forgive principal and/or reduce the contractual interest rate. (4) Charge-offs include write-downs of the investment in the loan in the period it is contractually modified. The amount of charge-off will differ from the modification terms if the loan has been charged down prior to the modification based on our policies. In addition, there may be cases where we have a charge-off/down with no legal principal modification. Modifications resulted in legally forgiving principal (actual, contingent or deferred) of $100 million , $149 million and $393 million for the years ended December 31, 2015 , 2014 , and 2013 , respectively. (5) Reflects the effect of reduced interest rates on loans with an interest rate concession as one of their concession types, which includes loans reported as a principal primary modification type that also have an interest rate concession. (6) Trial modifications are granted a delay in payments due under the original terms during the trial payment period. However, these loans continue to advance through delinquency status and accrue interest according to their original terms. Any subsequent permanent modification generally includes interest rate related concessions; however, the exact concession type and resulting financial effect are usually not known until the loan is permanently modified. Trial modifications for the period are presented net of previously reported trial modifications that became permanent in the current period.
Troubled Debt Restructuring, Current Defaults	Table 6.18 summarizes permanent modification TDRs that have defaulted in the current period within 12 months of their permanent modification date. We are reporting these defaulted TDRs based on a payment default definition of 90 days past due for the commercial portfolio segment and 60 days past due for the consumer portfolio segment. Table 6.18: Defaulted TDRs Recorded investment of defaults Year ended December 31, (in millions) 2015 2014 2013 Commercial: Commercial and industrial $ 66 62 235 Real estate mortgage 104 117 303 Real estate construction 4 4 70 Total commercial 174 183 608 Consumer: Real estate 1-4 family first mortgage 187 334 370 Real estate 1-4 family junior lien mortgage 17 29 34 Credit card 52 51 59 Automobile 13 14 18 Other revolving credit and installment 3 2 1 Total consumer 272 430 482 Total $ 446 613 1,090
Purchased Credit Impaired Loans, Loans Outstanding	Table 6.19 presents PCI loans net of any remaining purchase accounting adjustments. Real estate 1-4 family first mortgage PCI loans are predominantly Pick-a-Pay loans. Table 6.19: PCI Loans Dec 31, Dec 31, (in millions) 2015 2014 Commercial: Commercial and industrial $ 78 75 Real estate mortgage 542 1,261 Real estate construction 92 171 Total commercial 712 1,507 Consumer: Real estate 1-4 family first mortgage 19,190 21,712 Real estate 1-4 family junior lien mortgage 69 101 Total consumer 19,259 21,813 Total PCI loans (carrying value) $ 19,971 23,320 Total PCI loans (unpaid principal balance) $ 28,278 32,924
Purchased Credit Impaired Loans, Accretable Yield	The change in the accretable yield related to PCI loans since the merger with Wachovia is presented in Table 6.20 . Table 6.20: Change in Accretable Yield (in millions) 2015 2014 2013 2009-2012 Total, beginning of period $ 17,790 17,392 18,548 10,447 Addition of accretable yield due to acquisitions — — 1 131 Accretion into interest income (1) (1,429 ) (1,599 ) (1,833 ) (9,351 ) Accretion into noninterest income due to sales (2) (28 ) (37 ) (151 ) (242 ) Reclassification from nonaccretable difference for loans with improving credit-related cash flows 1,166 2,243 971 5,354 Changes in expected cash flows that do not affect nonaccretable difference (3) (1,198 ) (209 ) (144 ) 12,209 Total, end of period $ 16,301 17,790 17,392 18,548 (1) Includes accretable yield released as a result of settlements with borrowers, which is included in interest income. (2) Includes accretable yield released as a result of sales to third parties, which is included in noninterest income. (3) Represents changes in cash flows expected to be collected due to the impact of modifications, changes in prepayment assumptions, changes in interest rates on variable rate PCI loans and sales to third parties.
Purchased Credit Impaired Loans by Credit Quality Indicator	Table 6.21 provides a breakdown of commercial PCI loans by risk category. Table 6.21: Commercial PCI Loans by Risk Category (in millions) Commercial and industrial Real estate mortgage Real estate construction Total December 31, 2015 By risk category: Pass $ 35 298 68 401 Criticized 43 244 24 311 Total commercial PCI loans $ 78 542 92 712 December 31, 2014 By risk category: Pass $ 21 783 118 922 Criticized 54 478 53 585 Total commercial PCI loans $ 75 1,261 171 1,507
Purchased Credit Impaired Loans by Delinquency Status, Commercial	Table 6.22 provides past due information for commercial PCI loans. Table 6.22: Commercial PCI Loans by Delinquency Status (in millions) Commercial and industrial Real estate mortgage Real estate construction Total December 31, 2015 By delinquency status: Current-29 DPD and still accruing $ 78 510 90 678 30-89 DPD and still accruing — 2 — 2 90+ DPD and still accruing — 30 2 32 Total commercial PCI loans $ 78 542 92 712 December 31, 2014 By delinquency status: Current-29 DPD and still accruing $ 75 1,135 161 1,371 30-89 DPD and still accruing — 48 5 53 90+ DPD and still accruing — 78 5 83 Total commercial PCI loans $ 75 1,261 171 1,507
Purchased Credit Impaired Loans by Delinquency Status, Consumer	Table 6.23 provides the delinquency status of consumer PCI loans. Table 6.23: Consumer PCI Loans by Delinquency Status December 31, 2015 December 31, 2014 (in millions) Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Total Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Total By delinquency status: Current-29 DPD and still accruing $ 18,086 202 18,288 19,236 168 19,404 30-59 DPD and still accruing 1,686 7 1,693 1,987 7 1,994 60-89 DPD and still accruing 716 3 719 1,051 3 1,054 90-119 DPD and still accruing 293 2 295 402 2 404 120-179 DPD and still accruing 319 3 322 440 3 443 180+ DPD and still accruing 3,035 12 3,047 3,654 83 3,737 Total consumer PCI loans (adjusted unpaid principal balance) $ 24,135 229 24,364 26,770 266 27,036 Total consumer PCI loans (carrying value) $ 19,190 69 19,259 21,712 101 21,813
Purchased Credit Impaired Loans by FICO Score, Consumer	Table 6.24 provides FICO scores for consumer PCI loans. Table 6.24: Consumer PCI Loans by FICO December 31, 2015 December 31, 2014 (in millions) Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Total Real estate 1-4 family first mortgage Real estate 1-4 family junior lien mortgage Total By FICO: < 600 $ 5,737 52 5,789 7,708 75 7,783 600-639 4,754 38 4,792 5,416 53 5,469 640-679 6,208 48 6,256 6,718 69 6,787 680-719 4,283 43 4,326 4,008 39 4,047 720-759 1,914 24 1,938 1,728 13 1,741 760-799 910 13 923 875 6 881 800+ 241 3 244 220 1 221 No FICO available 88 8 96 97 10 107 Total consumer PCI loans (adjusted unpaid principal balance) $ 24,135 229 24,364 26,770 266 27,036 Total consumer PCI loans (carrying value) $ 19,190 69 19,259 21,712 101 21,813
Purchased Credit Impaired Loans by Loan to Value Ratio, Consumer	Table 6.25 shows the distribution of consumer PCI loans by LTV for real estate 1-4 family first mortgages and by CLTV for real estate 1-4 family junior lien mortgages. Table 6.25: Consumer PCI Loans by LTV/CLTV December 31, 2015 December 31, 2014 (in millions) Real estate 1-4 family first mortgage by LTV Real estate 1-4 family junior lien mortgage by CLTV Total Real estate 1-4 family first mortgage by LTV Real estate 1-4 family junior lien mortgage by CLTV Total By LTV/CLTV: 0-60% $ 5,437 32 5,469 4,309 34 4,343 60.01-80% 10,036 65 10,101 11,264 71 11,335 80.01-100% 6,299 80 6,379 7,751 92 7,843 100.01-120% (1) 1,779 36 1,815 2,437 44 2,481 > 120% (1) 579 15 594 1,000 24 1,024 No LTV/CLTV available 5 1 6 9 1 10 Total consumer PCI loans (adjusted unpaid principal balance) $ 24,135 229 24,364 26,770 266 27,036 Total consumer PCI loans (carrying value) $ 19,190 69 19,259 21,712 101 21,813 (1) Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV.

Premises, Equipment, Lease Co41

Premises, Equipment, Lease Commitments and Other Assets (Tables)	12 Months Ended
	Dec. 31, 2015
Premises, Equipment, Lease Commitments, And Other Assets [Abstract]
Summary of Premises and Equipment	Table 7.1: Premises and Equipment (in millions) Dec 31, 2015 Dec 31, 2014 Land $ 1,743 1,748 Buildings 8,479 8,155 Furniture and equipment 7,289 7,215 Leasehold improvements 2,131 2,009 Premises and equipment leased under capital leases 79 79 Total premises and equipment 19,721 19,206 Less: Accumulated depreciation and amortization 11,017 10,463 Net book value, premises and equipment $ 8,704 8,743
Future Minimum Payments Under Capital Leases and Noncancelable Operating Leases	Table 7.2 provides the future minimum payments under capital leases and noncancelable operating leases, net of sublease rentals, with terms greater than one year as of December 31, 2015 . Table 7.2: Minimum Lease Payments (in millions) Operating leases Capital leases Year ended December 31, 2016 $ 1,131 2 2017 1,026 2 2018 902 3 2019 781 3 2020 628 3 Thereafter 2,234 6 Total minimum lease payments $ 6,702 19 Executory costs $ (7 ) Amounts representing interest (4 ) Present value of net minimum lease payments $ 8
Components of Other Assets	Table 7.3 presents the components of other assets. Table 7.3: Other Assets (in millions) Dec 31, 2015 Dec 31, 2014 Nonmarketable equity investments: Cost method: Federal bank stock $ 4,814 4,733 Private equity 1,626 2,300 Auction rate securities (1) 595 — Total cost method 7,035 7,033 Equity method: LIHTC (2) 8,314 7,278 Private equity 3,300 3,043 Tax-advantaged renewable energy 1,625 1,710 New market tax credit and other 408 379 Total equity method 13,647 12,410 Fair value (3) 3,065 2,512 Total nonmarketable equity investments 23,747 21,955 Corporate/bank-owned life insurance 19,199 18,982 Accounts receivable (4) 26,251 27,151 Interest receivable 5,065 4,871 Core deposit intangibles 2,539 3,561 Customer relationship and other amortized intangibles 614 857 Foreclosed assets: Residential real estate: Government insured/guaranteed (4) 446 982 Non-government insured/guaranteed 414 671 Non-residential real estate 565 956 Operating lease assets 3,782 2,714 Due from customers on acceptances 273 201 Other (5) 17,887 16,156 Total other assets $ 100,782 99,057 (1) Reflects auction rate perpetual preferred equity securities that were reclassified during 2015 with a cost basis of $689 million (fair value of $640 million ) from available-for-sale securities because they do not trade on a qualified exchange. (2) Represents low income housing tax credit investments. (3) Represents nonmarketable equity investments for which we have elected the fair value option. See Note 17 (Fair Values of Assets and Liabilities) for additional information. (4) Certain government-guaranteed residential real estate mortgage loans upon foreclosure are included in Accounts receivable. Both principal and interest related to these foreclosed real estate assets are collectible because the loans were predominantly insured by the FHA or guaranteed by the VA. (5) Includes derivatives designated as hedging instruments, derivatives not designated as hedging instruments, and derivative loan commitments, which are carried at fair value. See Note 16 (Derivatives) for additional information.
Income Related to Nonmarketable Equity Investments	Table 7.4 presents income (expense) related to nonmarketable equity investments. Table 7.4: Nonmarketable Equity Investments Year ended December 31, (in millions) 2015 2014 2013 Net realized gains from nonmarketable equity investments $ 1,659 1,479 1,158 All other (743 ) (741 ) (287 ) Total $ 916 738 871

Securitizations and Variable 42

Securitizations and Variable Interest Entities (Tables)	12 Months Ended
	Dec. 31, 2015
Securitizations and Variable Interest Entities [Abstract]
Assets And Liabilities Associated With Variable Interest Entities	Table 8.1 provides the classifications of assets and liabilities in our balance sheet for our transactions with VIEs. Table 8.1: Balance Sheet Transactions with VIEs (in millions) VIEs that we do not consolidate VIEs that we consolidate Transfers that we account for as secured borrowings Total December 31, 2015 Cash $ — 157 — 157 Trading assets 1,340 1 203 1,544 Investment securities (1) 12,388 425 2,171 14,984 Loans 9,661 4,811 4,887 19,359 Mortgage servicing rights 12,518 — — 12,518 Other assets 8,938 242 26 9,206 Total assets 44,845 5,636 7,287 57,768 Short-term borrowings — — 1,799 1,799 Accrued expenses and other liabilities 629 57 (2) 1 687 Long-term debt 3,021 1,301 (2) 4,844 9,166 Total liabilities 3,650 1,358 6,644 11,652 Noncontrolling interests — 93 — 93 Net assets $ 41,195 4,185 643 46,023 December 31, 2014 Cash $ — 117 4 121 Trading assets 2,165 — 204 2,369 Investment securities (1) 18,271 875 4,592 23,738 Loans 13,195 4,509 5,280 22,984 Mortgage servicing rights 12,562 — — 12,562 Other assets 7,456 316 52 7,824 Total assets 53,649 5,817 10,132 69,598 Short-term borrowings — — 3,141 3,141 Accrued expenses and other liabilities 848 49 (2) 1 898 Long-term debt 2,585 1,628 (2) 4,990 9,203 Total liabilities 3,433 1,677 8,132 13,242 Noncontrolling interests — 103 — 103 Net assets $ 50,216 4,037 2,000 56,253 (1) Excludes certain debt securities related to loans serviced for the Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and GNMA. (2) There were no VIE liabilities with recourse to the general credit of Wells Fargo for the periods presented.
Transactions With Variable Interest Entity	Table 8.2 provides a summary of unconsolidated VIEs with which we have significant continuing involvement, but we are not the primary beneficiary. We do not consider our continuing involvement in an unconsolidated VIE to be significant when it relates to third-party sponsored VIEs for which we were not the transferor (unless we are servicer and have other significant forms of involvement) or if we were the sponsor only or sponsor and servicer but do not have any other forms of significant involvement. Significant continuing involvement includes transactions where we were the sponsor or transferor and have other significant forms of involvement. Sponsorship includes transactions with unconsolidated VIEs where we solely or materially participated in the initial design or structuring of the entity or marketing of the transaction to investors. When we transfer assets to a VIE and account for the transfer as a sale, we are considered the transferor. We consider investments in securities (other than those held temporarily in trading), loans, guarantees, liquidity agreements, written options and servicing of collateral to be other forms of involvement that may be significant. We have excluded certain transactions with unconsolidated VIEs from the balances presented in the following table where we have determined that our continuing involvement is not significant due to the temporary nature and size of our variable interests, because we were not the transferor or because we were not involved in the design of the unconsolidated VIEs. We also exclude from the table secured borrowing transactions with unconsolidated VIEs (for information on these transactions, see the Transactions with Consolidated VIEs and Secured Borrowings section in this Note). Table 8.2: Unconsolidated VIEs Carrying value – asset (liability) (in millions) Total VIE assets Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Net assets December 31, 2015 Residential mortgage loan securitizations: Conforming (2) $ 1,199,225 2,458 11,665 — (386 ) 13,737 Other/nonconforming 24,809 1,228 141 — (1 ) 1,368 Commercial mortgage securitizations 184,959 6,323 712 203 (26 ) 7,212 Collateralized debt obligations: Debt securities 3,247 — — 64 (57 ) 7 Loans (3) 3,314 3,207 — — — 3,207 Asset-based finance structures 13,063 8,956 — (66 ) — 8,890 Tax credit structures 26,099 9,094 — — (3,047 ) 6,047 Collateralized loan obligations 898 213 — — — 213 Investment funds 1,131 47 — — — 47 Other (4) 12,690 511 — (44 ) — 467 Total $ 1,469,435 32,037 12,518 157 (3,517 ) 41,195 Maximum exposure to loss Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Total exposure Residential mortgage loan securitizations: Conforming $ 2,458 11,665 — 1,452 15,575 Other/nonconforming 1,228 141 — 1 1,370 Commercial mortgage securitizations 6,323 712 203 7,152 14,390 Collateralized debt obligations: Debt securities — — 64 57 121 Loans (3) 3,207 — — — 3,207 Asset-based finance structures 8,956 — 76 444 9,476 Tax credit structures 9,094 — — 866 9,960 Collateralized loan obligations 213 — — — 213 Investment funds 47 — — — 47 Other (4) 511 — 117 150 778 Total $ 32,037 12,518 460 10,122 55,137 (continued on following page) (continued from previous page) Carrying value - asset (liability) (in millions) Total VIE assets Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Net assets December 31, 2014 Residential mortgage loan securitizations: Conforming (2) $ 1,268,200 2,846 11,684 — (581 ) 13,949 Other/nonconforming 32,213 1,644 209 — (8 ) 1,845 Commercial mortgage securitizations 196,510 8,756 650 251 (32 ) 9,625 Collateralized debt obligations: Debt securities 5,039 11 — 163 (105 ) 69 Loans (3) 5,347 5,221 — — — 5,221 Asset-based finance structures 18,954 13,044 — (71 ) — 12,973 Tax credit structures 22,859 7,809 — — (2,585 ) 5,224 Collateralized loan obligations 1,251 518 — — — 518 Investment funds 2,764 49 — — — 49 Other (4) 12,912 747 19 (18 ) (5 ) 743 Total $ 1,566,049 40,645 12,562 325 (3,316 ) 50,216 Maximum exposure to loss Debt and equity interests (1) Servicing assets Derivatives Other commitments and guarantees Total exposure Residential mortgage loan securitizations: Conforming $ 2,846 11,684 — 2,507 17,037 Other/nonconforming 1,644 209 — 345 2,198 Commercial mortgage securitizations 8,756 650 251 5,715 15,372 Collateralized debt obligations: Debt securities 11 — 163 105 279 Loans (3) 5,221 — — — 5,221 Asset-based finance structures 13,044 — 89 656 13,789 Tax credit structures 7,809 — — 725 8,534 Collateralized loan obligations 518 — — 38 556 Investment funds 49 — — — 49 Other (4) 747 19 150 156 1,072 Total $ 40,645 12,562 653 10,247 64,107 (1) Includes total equity interests of $8.9 billion and $8.1 billion at December 31, 2015 and 2014 , respectively. Also includes debt interests in the form of both loans and securities. Excludes certain debt securities held related to loans serviced for FNMA, FHLMC and GNMA. (2) Excludes assets and related liabilities with a recorded carrying value on our balance sheet of $1.3 billion and $1.7 billion at December 31, 2015 and 2014 , respectively, for certain delinquent loans that are eligible for repurchase primarily from GNMA loan securitizations. The recorded carrying value represents the amount that would be payable if the Company was to exercise the repurchase option. The carrying amounts are excluded from the table because the loans eligible for repurchase do not represent interests in the VIEs. (3) Represents senior loans to trusts that are collateralized by asset-backed securities. The trusts invest primarily in senior tranches from a diversified pool of primarily U.S. asset securitizations, of which all are current and 70% were rated as investment grade by the primary rating agencies at both December 31, 2015 and 2014 . These senior loans are accounted for at amortized cost and are subject to the Company’s allowance and credit charge-off policies. (4) Includes structured financing and credit-linked note structures. Also contains investments in auction rate securities (ARS) issued by VIEs that we do not sponsor and, accordingly, are unable to obtain the total assets of the entity.
Cash Flows With Securitization Trusts	Table 8.3 presents the cash flows for our transfers accounted for as sales. Table 8.3: Cash Flows From Sales and Securitization Activity Year ended December 31, 2015 2014 2013 (in millions) Mortgage loans Other financial assets Mortgage loans Other financial assets Mortgage loans Other financial assets Proceeds from securitizations and whole loan sales $ 202,335 531 164,331 — 357,807 — Fees from servicing rights retained 3,675 5 4,062 8 4,240 10 Cash flows from other interests held (1) 1,297 38 1,417 75 2,284 93 Repurchases of assets/loss reimbursements (2): Non-agency securitizations and whole loan transactions 14 — 6 — 18 — Agency securitizations (3) 300 — 316 — 1,079 — Servicing advances, net of repayments (764 ) — (170 ) — (34 ) — (1) Cash flows from other interests held include principal and interest payments received on retained bonds and excess cash flows received on interest-only strips. (2) Consists of cash paid to repurchase loans from investors and cash paid to investors to reimburse them for losses on individual loans that are already liquidated. In addition, during 2015 , we paid $19 million to third-party investors to settle repurchase liabilities on pools of loans, compared to $78 million and $1.3 billion in 2014 and 2013 , respectively. (3) Represent loans repurchased from GNMA, FNMA, and FHLMC under representation and warranty provisions included in our loan sales contracts. Excludes $11.3 billion in delinquent insured/guaranteed loans that we service and have exercised our option to purchase out of GNMA pools in 2015 , compared with $13.8 billion and $15.8 billion in 2014 and 2013 , respectively. These loans are predominantly insured by the FHA or guaranteed by the VA.
Key Assumptions To Measure Mortgage Servicing Assets At Date Of Securitization	Table 8.4 presents the key weighted-average assumptions we used to measure residential mortgage servicing rights at the date of securitization. Table 8.4: Residential Mortgage Servicing Rights Residential mortgage servicing rights 2015 2014 2013 Year ended December 31, Prepayment speed (1) 12.1 % 12.4 11.2 Discount rate 7.3 7.6 7.3 Cost to service ($ per loan) (2) $ 223 259 184 (1) The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior. (2) Includes costs to service and unreimbursed foreclosure costs, which can vary period to period depending on the mix of modified government-guaranteed loans sold to GNMA.
Key Assumptions To Measure Mortgage Servicing Rights And Other Interests Held At Balance Sheet Date	Table 8.5 provides key economic assumptions and the sensitivity of the current fair value of residential mortgage servicing rights and other interests held to immediate adverse changes in those assumptions. “Other interests held” relate predominantly to residential and commercial mortgage loan securitizations. Residential mortgage-backed securities retained in securitizations issued through GSEs, such as FNMA, FHLMC and GNMA, are excluded from the table because these securities have a remote risk of credit loss due to the GSE guarantee. These securities also have economic characteristics similar to GSE mortgage-backed securities that we purchase, which are not included in the table. Subordinated interests include only those bonds whose credit rating was below AAA by a major rating agency at issuance. Senior interests include only those bonds whose credit rating was AAA by a major rating agency at issuance. The information presented excludes trading positions held in inventory. Table 8.5: Retained Interests from Unconsolidated VIEs Other interests held Residential mortgage servicing rights (1) Interest-only strips Consumer Commercial (2) ($ in millions, except cost to service amounts) Subordinated bonds Subordinated bonds Senior bonds Fair value of interests held at December 31, 2015 $ 12,415 34 1 342 673 Expected weighted-average life (in years) 6.0 3.6 11.6 1.9 5.8 Key economic assumptions: Prepayment speed assumption (3) 11.4 % 19.0 15.1 Decrease in fair value from: 10% adverse change $ 616 1 — 25% adverse change 1,463 3 — Discount rate assumption 7.3 % 13.8 10.5 5.3 3.0 Decrease in fair value from: 100 basis point increase $ 605 1 — 6 33 200 basis point increase 1,154 1 — 11 63 Cost to service assumption ($ per loan) 168 Decrease in fair value from: 10% adverse change 567 25% adverse change 1,417 Credit loss assumption 1.1 % 2.8 — Decrease in fair value from: 10% higher losses $ — — — 25% higher losses — 2 — Fair value of interests held at December 31, 2014 $ 12,738 117 36 294 546 Expected weighted-average life (in years) 5.7 3.9 5.5 2.9 6.2 Key economic assumptions: Prepayment speed assumption (3) 12.5 % 11.4 7.1 Decrease in fair value from: 10% adverse change $ 738 2 — 25% adverse change 1,754 6 — Discount rate assumption 7.6 % 18.7 3.9 4.7 2.8 Decrease in fair value from: 100 basis point increase $ 617 2 2 8 29 200 basis point increase 1,178 4 3 15 55 Cost to service assumption ($ per loan) 179 Decrease in fair value from: 10% adverse change 579 25% adverse change 1,433 Credit loss assumption 0.4 % 4.1 — Decrease in fair value from: 10% higher losses $ — 3 — 25% higher losses — 10 — (1) See narrative following this table for a discussion of commercial mortgage servicing rights. (2) Prepayment speed assumptions do not significantly impact the value of commercial mortgage securitization bonds as the underlying commercial mortgage loans experience significantly lower prepayments due to certain contractual restrictions, impacting the borrower’s ability to prepay the mortgage. (3) The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior.
Principal Balances - Off-Balance Sheet Securitized Loans	Table 8.6 presents information about the principal balances of off-balance sheet loans that were sold or securitized, including residential mortgage loans sold to FNMA, FHLMC, GNMA and other investors, for which we have some form of continuing involvement (primarily servicer). Delinquent loans include loans 90 days or more past due and loans in bankruptcy, regardless of delinquency status. For loans sold or securitized where servicing is our only form of continuing involvement, we would only experience a loss if we were required to repurchase a delinquent loan or foreclosed asset due to a breach in representations and warranties associated with our loan sale or servicing contracts. Table 8.6: Off-Balance Sheet Loans Sold or Securitized Net charge-offs Total loans Delinquent loans and foreclosed assets (1) Year ended December 31, December 31, December 31, (in millions) 2015 2014 2015 2014 2015 2014 Commercial: Real estate mortgage $ 110,815 114,081 6,670 7,949 383 621 Total commercial 110,815 114,081 6,670 7,949 383 621 Consumer: Real estate 1-4 family first mortgage 1,235,662 1,322,136 20,904 28,639 814 1,209 Real estate 1-4 family junior lien mortgage — 1 — — — — Other revolving credit and installment — 1,599 — 75 — 1 Total consumer 1,235,662 1,323,736 20,904 28,714 814 1,210 Total off-balance sheet sold or securitized loans (2) $ 1,346,477 1,437,817 27,574 36,663 1,197 1,831 (1) Includes $5.0 billion and $3.3 billion of commercial foreclosed assets and $2.2 billion and $2.7 billion of consumer foreclosed assets at December 31, 2015 and 2014 , respectively. (2) At December 31, 2015 and 2014 , the table includes total loans of $1.2 trillion and $1.3 trillion , delinquent loans of $12.1 billion and $16.5 billion , and foreclosed assets of $1.7 billion and $2.4 billion , respectively, for FNMA, FHLMC and GNMA. Net charge-offs exclude loans sold to FNMA, FHLMC and GNMA as we do not service or manage the underlying real estate upon foreclosure and, as such, do not have access to net charge-off information.
Transactions With Consolidated Variable Interest Entities	Table 8.7 presents a summary of financial assets and liabilities for asset transfers accounted for as secured borrowings and involvements with consolidated VIEs. “Assets” are presented using GAAP measurement methods, which may include fair value, credit impairment or other adjustments, and therefore in some instances will differ from “Total VIE assets.” For VIEs that obtain exposure synthetically through derivative instruments, the remaining notional amount of the derivative is included in “Total VIE assets.” On the consolidated balance sheet, we separately disclose the consolidated assets of certain VIEs that can only be used to settle the liabilities of those VIEs. Table 8.7: Transactions with Consolidated VIEs and Secured Borrowings Carrying value (in millions) Total VIE assets Assets Liabilities Noncontrolling interests Net assets December 31, 2015 Secured borrowings: Municipal tender option bond securitizations $ 2,818 2,400 (1,800 ) — 600 Commercial real estate loans — — — — — Residential mortgage securitizations 4,738 4,887 (4,844 ) — 43 Total secured borrowings 7,556 7,287 (6,644 ) — 643 Consolidated VIEs: Nonconforming residential mortgage loan securitizations 4,134 3,654 (1,239 ) — 2,415 Commercial real estate loans 1,185 1,185 — — 1,185 Structured asset finance 54 20 (18 ) — 2 Investment funds 482 482 — — 482 Other 305 295 (101 ) (93 ) 101 Total consolidated VIEs 6,160 5,636 (1,358 ) (93 ) 4,185 Total secured borrowings and consolidated VIEs $ 13,716 12,923 (8,002 ) (93 ) 4,828 December 31, 2014 Secured borrowings: Municipal tender option bond securitizations $ 5,422 4,837 (3,143 ) — 1,694 Commercial real estate loans 250 250 (63 ) — 187 Residential mortgage securitizations 4,804 5,045 (4,926 ) — 119 Total secured borrowings 10,476 10,132 (8,132 ) — 2,000 Consolidated VIEs: Nonconforming residential mortgage loan securitizations 5,041 4,491 (1,509 ) — 2,982 Structured asset finance 47 47 (23 ) — 24 Investment funds 904 904 (2 ) — 902 Other 431 375 (143 ) (103 ) 129 Total consolidated VIEs 6,423 5,817 (1,677 ) (103 ) 4,037 Total secured borrowings and consolidated VIEs $ 16,899 $ 15,949 $ (9,809 ) $ (103 ) $ 6,037

Mortgage Banking Activities (Ta

Mortgage Banking Activities (Tables)	12 Months Ended
	Dec. 31, 2015
Mortgage Banking Activities [Abstract]
Changes In Mortgage Servicing Rights Carried at Fair Value	Table 9.1 presents the changes in MSRs measured using the fair value method. Table 9.1: Analysis of Changes in Fair Value MSRs Year ended December 31, (in millions) 2015 2014 2013 Fair value, beginning of year $ 12,738 15,580 11,538 Servicing from securitizations or asset transfers 1,556 1,196 3,469 Sales and other (1) (9 ) (7 ) (583 ) Net additions 1,547 1,189 2,886 Changes in fair value: Due to changes in valuation model inputs or assumptions: Mortgage interest rates (2) 247 (2,150 ) 4,362 Servicing and foreclosure costs (3) (83 ) (20 ) (228 ) Discount rates (4) — (55 ) — Prepayment estimates and other (5) 50 103 (736 ) Net changes in valuation model inputs or assumptions 214 (2,122 ) 3,398 Other changes in fair value (6) (2,084 ) (1,909 ) (2,242 ) Total changes in fair value (1,870 ) (4,031 ) 1,156 Fair value, end of year $ 12,415 12,738 15,580 (1) Includes sales and transfers of MSRs, which can result in an increase of total reported MSRs if the sales or transfers are related to nonperforming loan portfolios. (2) Includes prepayment speed changes as well as other valuation changes due to changes in mortgage interest rates (such as changes in estimated interest earned on custodial deposit balances). (3) Includes costs to service and unreimbursed foreclosure costs. (4) Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates. (5) Represents changes driven by other valuation model inputs or assumptions including prepayment speed estimation changes and other assumption updates. Prepayment speed estimation changes are influenced by observed changes in borrower behavior and other external factors that occur independent of interest rate changes. (6) Represents changes due to collection/realization of expected cash flows over time.
Changes In Amortized Mortgage Servicing Rights	Table 9.2 presents the changes in amortized MSRs. Table 9.2: Analysis of Changes in Amortized MSRs Year ended December 31, (in millions) 2015 2014 2013 Balance, beginning of year $ 1,242 1,229 1,160 Purchases 144 157 176 Servicing from securitizations or asset transfers 180 110 147 Amortization (258 ) (254 ) (254 ) Balance, end of year (1) $ 1,308 1,242 1,229 Fair value of amortized MSRs: Beginning of year $ 1,637 1,575 1,400 End of year 1,680 1,637 1,575 (1) Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs.
Components of Managed Servicing Portfolio	We present the components of our managed servicing portfolio in Table 9.3 at unpaid principal balance for loans serviced and subserviced for others and at book value for owned loans serviced. Table 9.3: Managed Servicing Portfolio (in billions) Dec 31, 2015 Dec 31, 2014 Residential mortgage servicing: Serviced for others $ 1,300 1,405 Owned loans serviced 345 342 Subserviced for others 4 5 Total residential servicing 1,649 1,752 Commercial mortgage servicing: Serviced for others 478 456 Owned loans serviced 122 112 Subserviced for others 7 7 Total commercial servicing 607 575 Total managed servicing portfolio $ 2,256 2,327 Total serviced for others $ 1,778 1,861 Ratio of MSRs to related loans serviced for others 0.77 % 0.75
Components of Mortgage Banking Noninterest Income	Table 9.4 presents the components of mortgage banking noninterest income. Table 9.4: Mortgage Banking Noninterest Income Year ended December 31, (in millions) 2015 2014 2013 Servicing income, net: Servicing fees: Contractually specified servicing fees $ 4,037 4,285 4,442 Late charges 198 203 216 Ancillary fees 288 319 343 Unreimbursed direct servicing costs (1) (625 ) (694 ) (1,074 ) Net servicing fees 3,898 4,113 3,927 Changes in fair value of MSRs carried at fair value: Due to changes in valuation model inputs or assumptions (2) (A) 214 (2,122 ) 3,398 Other changes in fair value (3) (2,084 ) (1,909 ) (2,242 ) Total changes in fair value of MSRs carried at fair value (1,870 ) (4,031 ) 1,156 Amortization (258 ) (254 ) (254 ) Net derivative gains (losses) from economic hedges (4) (B) 671 3,509 (2,909 ) Total servicing income, net 2,441 3,337 1,920 Net gains on mortgage loan origination/sales activities 4,060 3,044 6,854 Total mortgage banking noninterest income $ 6,501 6,381 8,774 Market-related valuation changes to MSRs, net of hedge results (2)(4) (A)+(B) $ 885 1,387 489 (1) Primarily associated with foreclosure expenses and unreimbursed interest advances to investors. (2) Refer to the changes in fair value of MSRs table in this Note for more detail. (3) Represents changes due to collection/realization of expected cash flows over time. (4) Represents results from economic hedges used to hedge the risk of changes in fair value of MSRs. See Note 16 (Derivatives Not Designated as Hedging Instruments) for additional discussion and detail.
Liability for Mortgage Loan Repurchase Losses	Table 9.5 summarizes the changes in our liability for mortgage loan repurchase losses. This liability is in “Accrued expenses and other liabilities” in our consolidated balance sheet and the provision for repurchase losses reduces net gains on mortgage loan origination/sales activities in "Mortgage banking" in our consolidated income statement. Because the level of mortgage loan repurchase losses depends upon economic factors, investor demand strategies and other external conditions that may change over the life of the underlying loans, the level of the liability for mortgage loan repurchase losses is difficult to estimate and requires considerable management judgment. We maintain regular contact with the GSEs, the Federal Housing Finance Agency (FHFA), and other significant investors to monitor their repurchase demand practices and issues as part of our process to update our repurchase liability estimate as new information becomes available. The Company reached settlements with both FHLMC and FNMA in 2013, that resolved substantially all repurchase liabilities associated with loans sold to FHLMC prior to January 1, 2009 and loans sold to FNMA that were originated prior to January 1, 2009. Because of the uncertainty in the various estimates underlying the mortgage repurchase liability, there is a range of losses in excess of the recorded mortgage repurchase liability that is reasonably possible. The estimate of the range of possible loss for representations and warranties 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 high end of this range of reasonably possible losses exceeded our recorded liability by $293 million at December 31, 2015 , and was determined based upon modifying the assumptions (particularly to assume significant changes in investor repurchase demand practices) used in our best estimate of probable loss to reflect what we believe to be the high end of reasonably possible adverse assumptions. Our estimate of reasonably possible losses decreased in 2015 as court rulings during the year provided a better understanding of our exposure to repurchase risk. Table 9.5: Analysis of Changes in Liability for Mortgage Loan Repurchase Losses Year ended December 31, (in millions) 2015 2014 2013 Balance, beginning of year $ 615 899 2,206 Provision for repurchase losses: Loan sales 43 44 143 Change in estimate (1) (202 ) (184 ) 285 Net additions (reductions) (159 ) (140 ) 428 Losses (2) (78 ) (144 ) (1,735 ) Balance, end of year $ 378 615 899 (1) Results from changes in investor demand, mortgage insurer practices, credit and the financial stability of correspondent lenders. (2) Year ended December 31, 2013, reflects $746 million and $508 million as a result of the settlements reached with FHLMC and FNMA, respectively, that resolved substantially all repurchase liabilities associated with loans sold to FHLMC prior to January 1, 2009 and loans sold to FNMA that were originated prior to January 1, 2009.

Intangible Assets (Tables)

Intangible Assets (Tables)	12 Months Ended
	Dec. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Gross Carrying Value of Intangible Assets And Accumulated Amortization	Table 10.1 presents the gross carrying value of intangible assets and accumulated amortization. Table 10.1: Intangible Assets December 31, 2015 December 31, 2014 (in millions) Gross carrying value Accumulated amortization Net carrying value Gross carrying value Accumulated amortization Net carrying value Amortized intangible assets (1): MSRs (2) $ 3,228 (1,920 ) 1,308 2,906 (1,664 ) 1,242 Core deposit intangibles 12,834 (10,295 ) 2,539 12,834 (9,273 ) 3,561 Customer relationship and other intangibles 3,163 (2,549 ) 614 3,179 (2,322 ) 857 Total amortized intangible assets $ 19,225 (14,764 ) 4,461 18,919 (13,259 ) 5,660 Unamortized intangible assets: MSRs (carried at fair value) (2) $ 12,415 12,738 Goodwill 25,529 25,705 Trademark 14 14 (1) Excludes fully amortized intangible assets. (2) See Note 9 (Mortgage Banking Activities) for additional information on MSRs.
Amortization Expense for Intangible Assets	Table 10.2 provides the current year and estimated future amortization expense for amortized intangible assets. We based our projections of amortization expense shown below on existing asset balances at December 31, 2015 . Future amortization expense may vary from these projections. Table 10.2: Amortization Expense for Intangible Assets (in millions) Amortized MSRs Core deposit intangibles Customer relationship and other intangibles Total Year ended December 31, 2015 (actual) $ 258 1,022 227 1,507 Estimate for year ended December 31, 2016 $ 259 919 208 1,386 2017 206 851 193 1,250 2018 170 769 185 1,124 2019 148 — 10 158 2020 135 — 6 141
Allocation of Goodwill to Operating Segments	Table 10.3 shows the allocation of goodwill to our reportable operating segments for purposes of goodwill impairment testing. Table 10.3: Goodwill (in millions) Community Banking Wholesale Banking Wealth and Investment Management Consolidated Company December 31, 2013 (1) $ 16,878 7,557 1,202 25,637 Reduction in goodwill related to divested businesses and other (8 ) (11 ) — (19 ) Goodwill from business combinations — 87 — 87 December 31, 2014 $ 16,870 7,633 1,202 25,705 Reduction in goodwill related to divested businesses and other (21 ) (158 ) — (179 ) Goodwill from business combinations — — 3 3 December 31, 2015 $ 16,849 7,475 1,205 25,529 (1) December 31, 2013 has been revised to reflect realignment of our operating segments. See Note 24 (Operating Segments) for additional information.

Deposits (Tables)

Deposits (Tables)	12 Months Ended
	Dec. 31, 2015
Deposits [Abstract]
Summary of time deposits issued by domestic and foreign offices	Table 11.1 presents a summary of the time certificates of deposit (CDs) and other time deposits issued by domestic and foreign offices. Table 11.1: Time Certificates of Deposit December 31, (in billions) 2015 2014 Total domestic and foreign $ 98.5 124.9 Domestic: $100,000 or more 48.9 14.7 $250,000 or more 43.0 6.9 Foreign: $100,000 or more 9.5 16.4 $250,000 or more 9.5 16.4
Contractual maturities of time certificate of deposits and other time deposits issued by domestic and foreign offices	The contractual maturities of these deposits are presented in Table 11.2 . Table 11.2: Contractual Maturities of CDs and Other Time Deposits (in millions) December 31, 2015 2016 $ 81,846 2017 5,549 2018 3,643 2019 2,200 2020 1,121 Thereafter 4,155 Total $ 98,514
Contractual maturities of domestic time deposits with a denomination of $100,000 or more	The contractual maturities of the domestic time deposits with a denomination of $100,000 or more are presented in Table 11.3 . Table 11.3: Contractual Maturities of Domestic Time Deposits (in millions) 2015 Three months or less $ 36,683 After three months through six months 6,010 After six months through twelve months 2,143 After twelve months 4,091 Total $ 48,927

Short-term Borrowings (Tables)

Short-term Borrowings (Tables)	12 Months Ended
	Dec. 31, 2015
Short-term Debt [Abstract]
Short-term borrowings maturing in less than 30 days	Table 12.1 shows selected information for short-term borrowings, which generally mature in less than 30 days . We pledge certain financial instruments that we own to collateralize repurchase agreements and other securities financings. For additional information, see the “Pledged Assets” section of Note 14 (Guarantees, Pledged Assets and Collateral). Table 12.1: Short-Term Borrowings 2015 2014 2013 (in millions) Amount Rate Amount Rate Amount Rate As of December 31, Federal funds purchased and securities sold under agreements to repurchase $ 82,948 0.21 % $ 51,052 0.07 % $ 36,263 0.05 % Commercial paper 334 0.81 2,456 0.34 5,162 0.18 Other short-term borrowings (1) 14,246 (0.10 ) 10,010 0.07 12,458 0.31 Total $ 97,528 0.17 $ 63,518 0.08 $ 53,883 0.12 Year ended December 31, Average daily balance Federal funds purchased and securities sold under agreements to repurchase $ 75,021 0.09 $ 44,680 0.08 $ 36,227 0.08 Commercial paper 1,583 0.36 4,751 0.17 4,702 0.25 Other short-term borrowings (1) 10,861 (0.08 ) 10,680 0.18 13,787 0.22 Total $ 87,465 0.07 $ 60,111 0.10 $ 54,716 0.13 Maximum month-end balance Federal funds purchased and securities sold under agreements to repurchase (2) $ 89,800 N/A $ 51,052 N/A $ 39,451 N/A Commercial paper (3) 3,552 N/A 6,070 N/A 5,700 N/A Other short-term borrowings (4) 14,246 N/A 12,209 N/A 16,564 N/A N/A- Not applicable (1) Negative other short-term borrowings rate in 2015 is a result of increased customer demand for certain securities in stock loan transactions combined with the impact of low interest rates. (2) Highest month-end balance in each of the last three years was October 2015 , December 2014 and May 2013 . (3) Highest month-end balance in each of the last three years was March 2015 , March 2014 and March 2013 . (4) Highest month-end balance in each of the last three years was December 2015 , June 2014 and March 2013 .

Long-term Debt (Tables)

Long-term Debt (Tables)	12 Months Ended
	Dec. 31, 2015
Long-term Debt, Current and Noncurrent [Abstract]
Long term debt based on original maturity	Table 13.1 presents a summary of our long-term debt carrying values, reflecting unamortized debt discounts and premiums, and purchase accounting adjustments, where applicable. The interest rates displayed represent the range of contractual rates in effect at December 31, 2015 . These interest rates do not include the effects of any associated derivatives designated in a hedge accounting relationship. Table 13.1: Long-Term Debt December 31, 2015 2014 (in millions) Maturity date(s) Stated interest rate(s) Wells Fargo & Company (Parent only) Senior Fixed-rate notes 2016-2045 0.375-6.75% $ 68,604 54,441 Floating-rate notes 2016-2048 0.070-3.152 15,942 15,317 Structured notes (1) 2016-2053 0.00-3.890 5,672 4,825 Total senior debt - Parent 90,218 74,583 Subordinated Fixed-rate notes (2) 2016-2045 3.45-7.574% 25,119 19,688 Floating-rate notes 2016 0.691 639 1,215 Total subordinated debt - Parent 25,758 20,903 Junior subordinated Fixed-rate notes - hybrid trust securities 2029-2036 5.95-7.95% 1,398 1,378 Floating-rate notes 2027 0.821-1.321 280 272 Total junior subordinated debt - Parent (3) 1,678 1,650 Total long-term debt - Parent (2) 117,654 97,136 Wells Fargo Bank, N.A. and other bank entities (Bank) Senior Fixed-rate notes — 500 Floating-rate notes 2016-2053 0.084-0.806% 6,694 4,969 Floating-rate extendible notes (4) 2016-2017 0.407-0.766 6,315 11,048 Fixed-rate advances - Federal Home Loan Bank (FHLB) (5) 2016-2031 3.83-7.50 102 125 Floating-rate advances - FHLB (5) 2017-2020 0.32-0.87 37,000 34,000 Structured notes (1) 2016-2025 2.45-7.15 1 4 Capital leases (Note 7) 2016-2025 7.045-17.775 8 9 Total senior debt - Bank 50,120 50,655 Subordinated Fixed-rate notes 2016-2038 5.25-7.74% 7,927 10,310 Floating-rate notes 2016-2017 0.572-2.64 989 994 Total subordinated debt - Bank 8,916 11,304 Junior subordinated Floating-rate notes 2027 0.932-0.971% 322 313 Total junior subordinated debt - Bank (3) 322 313 Long-term debt issued by VIE - Fixed rate (6) 2020-2047 0.00-7.00% 456 609 Long-term debt issued by VIE - Floating rate (6) 2016-2047 0.00-18.78 845 996 Mortgage notes and other debt (7) 2016-2065 0.37-9.20 16,365 16,239 Total long-term debt - Bank 77,024 80,116 (continued on following page) (continued from previous page) December 31, 2015 2014 (in millions) Maturity date(s) Stated interest rate(s) Other consolidated subsidiaries Senior Fixed-rate notes 2016-2023 2.774-3.70% 4,628 6,317 FixFloat notes — 20 Structured notes (1) 2021 0.427 % 1 1 Total senior debt - Other consolidated subsidiaries 4,629 6,338 Junior subordinated Floating-rate notes 2027 0.822 % 155 155 Total junior subordinated debt - Other consolidated subsidiaries (3) 155 155 Long-term debt issued by VIE - Fixed rate (6) — 23 Mortgage notes and other (7) 2017-2018 1.625-5.125% 74 175 Total long-term debt - Other consolidated subsidiaries 4,858 6,691 Total long-term debt $ 199,536 183,943 (1) Largely consists of long-term notes where the performance of the note is linked to an embedded equity, commodity, or currency index, or basket of indices accounted for separately from the note as a free-standing derivative. For information on embedded derivatives, see the "Derivatives Not Designated as Hedging Instruments" section in Note 16 (Derivatives). In addition, a major portion consists of zero coupon callable notes where interest is paid as part of the final redemption amount. (2) Includes fixed-rate subordinated notes issued by the Parent at a discount of $137 million and $139 million in 2015 and 2014, respectively, to effect a modification of Wells Fargo Bank, NA notes. These notes are carried at their par amount on the balance sheet of the Parent presented in Note 25 (Parent-Only Financial Statements). (3) Represents junior subordinated debentures held by unconsolidated wholly-owned trusts formed for the sole purpose of issuing trust preferred securities. See Note 8 (Securitizations and Variable Interest Entities) for additional information on our trust preferred security structures. (4) Represents floating-rate extendible notes where holders of the notes may elect to extend the contractual maturity of all or a portion of the principal amount on a periodic basis. (5) At December 31, 2015, FHLB advances were secured by residential loan collateral. Outstanding advances at December 31, 2014, were secured by investment securities and residential loan collateral. (6) For additional information on VIEs, see Note 8 (Securitizations and Variable Interest Entities). (7) Predominantly related to securitizations and secured borrowings, see Note 8 (Securitizations and Variable Interest Entities).
Annual maturities of long-term debt obligations	The aggregate carrying value of long-term debt that matures (based on contractual payment dates) as of December 31, 2015 , in each of the following five years and thereafter is presented in Table 13.2 . Table 13.2: Maturity of Long-Term Debt (in millions) Parent Company 2016 $ 14,713 31,904 2017 13,259 21,953 2018 8,189 22,961 2019 6,384 21,402 2020 12,998 20,236 Thereafter 62,111 81,080 Total $ 117,654 199,536

Guarantees, Pledged Assets an48

Guarantees, Pledged Assets and Collateral (Tables)	12 Months Ended
	Dec. 31, 2015
Guarantees [Abstract]
Schedule of Guarantor Obligations	Table 14.1 shows carrying value, maximum exposure to loss on our guarantees and the related non-investment grade amounts. Table 14.1: Guarantees – Carrying Value and Maximum Exposure to Loss December 31, 2015 Maximum exposure to loss (in millions) Carrying value Expires in one year or less Expires after one year through three years Expires after three years through five years Expires after five years Total Non-investment grade Standby letters of credit (1) $ 38 16,360 9,618 4,116 642 30,736 8,981 Securities lending and other indemnifications — — — — 1,841 1,841 — Written put options (2) 371 7,387 6,463 4,505 1,440 19,795 9,583 Loans and MHFS sold with recourse 62 112 723 690 6,434 7,959 4,864 Factoring guarantees — 1,598 — — — 1,598 1,598 Other guarantees 28 62 17 17 2,482 2,578 53 Total guarantees $ 499 25,519 16,821 9,328 12,839 64,507 25,079 December 31, 2014 Maximum exposure to loss (in millions) Carrying value Expires in one year or less Expires after one year through three years Expires after three years through five years Expires after five years Total Non-investment grade Standby letters of credit (1) $ 41 16,271 10,269 6,295 645 33,480 8,447 Securities lending and other indemnifications — — 2 2 5,948 5,952 — Written put options (2) 469 7,644 5,256 2,822 2,409 18,131 7,902 Loans and MHFS sold with recourse 72 131 486 822 5,386 6,825 3,945 Factoring guarantees — 3,460 — — — 3,460 3,460 Other guarantees 24 9 85 22 2,158 2,274 69 Total guarantees $ 606 27,515 16,098 9,963 16,546 70,122 23,823 (1) Total maximum exposure to loss includes direct pay letters of credit (DPLCs) of $11.8 billion and $15.0 billion at December 31, 2015 and 2014 , respectively. We issue DPLCs to provide credit enhancements for certain bond issuances. Beneficiaries (bond trustees) may draw upon these instruments to make scheduled principal and interest payments, redeem all outstanding bonds because a default event has occurred, or for other reasons as permitted by the agreement. We also originate multipurpose lending commitments under which borrowers have the option to draw on the facility in one of several forms, including as a standby letter of credit. Total maximum exposure to loss includes the portion of these facilities for which we have issued standby letters of credit under the commitments. (2) Written put options, which are in the form of derivatives, are also included in the derivative disclosure in Note 16 (Derivatives).
Significant Components of Assets Pledged	Table 14.2 provides the total carrying amount of pledged assets by asset type. The table excludes pledged consolidated VIE assets of $5.6 billion and $5.8 billion at December 31, 2015 and 2014 , respectively, which can only be used to settle the liabilities of those entities. The table also excludes $7.3 billion and $10.1 billion in assets pledged in transactions accounted for as secured borrowings at December 31, 2015 and 2014 , respectively. See Note 8 (Securitizations and Variable Interest Entities) for additional information on consolidated VIE assets and secured borrowings. Table 14.2: Pledged Assets Dec 31, Dec 31, (in millions) 2015 2014 Trading assets and other (1) $ 73,396 49,685 Investment securities (2) 113,912 101,997 Mortgages held for sale and loans (3) 453,058 418,338 Total pledged assets $ 640,366 570,020 (1) Represent assets pledged to collateralize repurchase agreements and other securities financings. Balance includes $73.0 billion and $49.4 billion at December 31, 2015 and 2014 , respectively, under agreements that permit the secured parties to sell or repledge the collateral. (2) Includes carrying value of $6.5 billion and $6.6 billion (fair value of $6.5 billion and $6.8 billion ) in collateral for repurchase agreements at December 31, 2015 and 2014 , respectively, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Also includes $13.0 billion and $164 million in collateral pledged under repurchase agreements at December 31, 2015 and 2014 , respectively, that permit the secured parties to sell or repledge the collateral. Substantially all other pledged securities are pursuant to agreements that do not permit the secured party to sell or repledge the collateral. (3) Includes mortgages held for sale of $ 8.7 billion at both December 31, 2015 and 2014 . Balance consists of mortgages held for sale and loans that are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. Amounts exclude $1.3 billion and $1.7 billion at December 31, 2015 and 2014 , respectively, of pledged loans recorded on our balance sheet representing certain delinquent loans that are eligible for repurchase primarily from GNMA loan securitizations. See Note 8 (Securitizations and Variable Interest Entities) for additional information.
Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending	Table 14.3 presents resale and repurchase agreements subject to master repurchase agreements (MRA) and securities borrowing and lending agreements subject to master securities lending agreements (MSLA). We account for transactions subject to these agreements as collateralized financings, and those with a single counterparty are presented net on our balance sheet, provided certain criteria are met that permit balance sheet netting. Most transactions subject to these agreements do not meet those criteria and thus are not eligible for balance sheet netting. Collateral we pledged consists of non-cash instruments, such as securities or loans, and is not netted on the balance sheet against the related liability. Collateral we received includes securities or loans and is not recognized on our balance sheet. Collateral pledged or received may be increased or decreased over time to maintain certain contractual thresholds, as the assets underlying each arrangement fluctuate in value. Generally, these agreements require collateral to exceed the asset or liability recognized on the balance sheet. The following table includes the amount of collateral pledged or received related to exposures subject to enforceable MRAs or MSLAs. While these agreements are typically over-collateralized, U.S. GAAP requires disclosure in this table to limit the amount of such collateral to the amount of the related recognized asset or liability for each counterparty. In addition to the amounts included in Table 14.3 , we also have balance sheet netting related to derivatives that is disclosed in Note 16 (Derivatives). Table 14.3: Offsetting – Resale and Repurchase Agreements Dec 31, Dec 31, (in millions) 2015 2014 Assets: Resale and securities borrowing agreements Gross amounts recognized $ 74,935 58,148 Gross amounts offset in consolidated balance sheet (1) (9,158 ) (6,477 ) Net amounts in consolidated balance sheet (2) 65,777 51,671 Collateral not recognized in consolidated balance sheet (3) (65,035 ) (51,624 ) Net amount (4) $ 742 47 Liabilities: Repurchase and securities lending agreements Gross amounts recognized (5) $ 91,278 56,583 Gross amounts offset in consolidated balance sheet (1) (9,158 ) (6,477 ) Net amounts in consolidated balance sheet (6) 82,120 50,106 Collateral pledged but not netted in consolidated balance sheet (7) (81,772 ) (49,713 ) Net amount (8) $ 348 393 (1) Represents recognized amount of resale and repurchase agreements with counterparties subject to enforceable MRAs or MSLAs that have been offset in the consolidated balance sheet. (2) At December 31, 2015 and 2014 , includes $45.7 billion and $36.8 billion , respectively, classified on our consolidated balance sheet in federal funds sold, securities purchased under resale agreements and other short-term investments and $20.1 billion and $14.9 billion , respectively, in loans. (3) Represents the fair value of collateral we have received under enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized asset due from each counterparty. At December 31, 2015 and 2014 , we have received total collateral with a fair value of $84.9 billion and $64.5 billion , respectively, all of which, we have the right to sell or repledge. These amounts include securities we have sold or repledged to others with a fair value of $51.1 billion at December 31, 2015 and $40.8 billion at December 31, 2014 . (4) Represents the amount of our exposure that is not collateralized and/or is not subject to an enforceable MRA or MSLA. (5) For additional information on underlying collateral and contractual maturities, see the "Repurchase and Securities Lending Agreements" section in this Note. (6) Amount is classified in short-term borrowings on our consolidated balance sheet. (7) Represents the fair value of collateral we have pledged, related to enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized liability owed to each counterparty. At December 31, 2015 and 2014 , we have pledged total collateral with a fair value of $92.9 billion and $56.5 billion , respectively, of which, the counterparty does not have the right to sell or repledge $6.9 billion at both December 31, 2015 and 2014 . (8) Represents the amount of our obligation that is not covered by pledged collateral and/or is not subject to an enforceable MRA or MSLA.
Underlying Collateral Types and Contractual Maturities of Repurchase Agreements and Securities Lending Agreements	Table 14.4 provides the underlying collateral types of our gross obligations under repurchase and securities lending agreements. Table 14.4: Underlying Collateral Types of Gross Obligations December 31, 2015 (in millions) Total Gross Obligation Repurchase agreements: Securities of U.S. Treasury and federal agencies $ 32,254 Securities of U.S. States and political subdivisions 7 Federal agency mortgage-backed securities 37,033 Non-agency mortgage-backed securities 1,680 Corporate debt securities 4,674 Asset-backed securities 2,275 Equity securities 2,457 Other 1,162 Total repurchases 81,542 Securities lending: Securities of U.S. Treasury and federal agencies 61 Federal agency mortgage-backed securities 76 Corporate debt securities 899 Equity securities (1) 8,700 Total securities lending 9,736 Total repurchases and securities lending $ 91,278 (1) Equity securities are generally exchange traded and either re-hypothecated under margin lending agreements or obtained through contemporaneous securities borrowing transactions with other counterparties. Table 14.5 provides the contractual maturities of our gross obligations under repurchase and securities lending agreements. Table 14.5: Contractual Maturities of Gross Obligations December 31, 2015 (in millions) Overnight/Continuous Up to 30 days 30-90 days >90 days Total Gross Obligation Repurchase agreements $ 58,021 19,561 2,935 1,025 81,542 Securities lending 7,845 362 1,529 — 9,736 Total repurchases and securities lending (1) $ 65,866 19,923 4,464 1,025 91,278 (1) Repurchase and securities lending transactions are largely conducted under enforceable master lending agreements that allow either party to terminate the transaction on demand. These transactions have been reported as continuous obligations unless the MRA or MSLA has been modified with an overriding agreement that specifies an alternative termination date.

Derivatives (Tables)

Derivatives (Tables)	12 Months Ended
	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Total Notional or Contractual Amounts and Fair Values for Derivatives	Table 16.1 presents the total notional or contractual amounts and fair values for our derivatives. Derivative transactions can be measured in terms of the notional amount, but this amount is not recorded on the balance sheet and is not, when viewed in isolation, a meaningful measure of the risk profile of the instruments. The notional amount is generally not exchanged, but is used only as the basis on which interest and other payments are determined. Derivatives designated as qualifying hedging instruments and economic hedges are recorded on the balance sheet at fair value in other assets or other liabilities. Customer accommodation, trading and other derivatives are recorded on the balance sheet at fair value in trading assets, other assets or other liabilities. Table 16.1: Notional or Contractual Amounts and Fair Values of Derivatives December 31, 2015 December 31, 2014 Notional or Fair value Notional or Fair value contractual Asset Liability contractual Asset Liability (in millions) amount derivatives derivatives amount derivatives derivatives Derivatives designated as hedging instruments Interest rate contracts (1) $ 191,684 7,477 2,253 148,967 6,536 2,435 Foreign exchange contracts (1) 25,115 378 2,494 26,778 752 1,347 Total derivatives designated as qualifying hedging instruments 7,855 4,747 7,288 3,782 Derivatives not designated as hedging instruments Economic hedges: Interest rate contracts (2) 211,375 195 315 221,527 697 487 Equity contracts 7,427 531 47 5,219 367 96 Foreign exchange contracts 16,407 321 100 14,405 275 28 Subtotal (3) 1,047 462 1,339 611 Customer accommodation, trading and other derivatives: Interest rate contracts 4,685,898 55,053 55,409 4,378,767 56,465 57,137 Commodity contracts 47,571 4,659 5,519 88,640 7,461 7,702 Equity contracts 139,956 7,068 4,761 138,422 8,638 6,942 Foreign exchange contracts 295,962 8,248 8,339 253,742 6,377 6,452 Credit contracts - protection sold 10,544 83 541 12,304 151 943 Credit contracts - protection purchased 18,018 567 88 16,659 755 168 Other contracts 1,041 — 58 1,994 — 44 Subtotal 75,678 74,715 79,847 79,388 Total derivatives not designated as hedging instruments 76,725 75,177 81,186 79,999 Total derivatives before netting 84,580 79,924 88,474 83,781 Netting (3) (66,924 ) (66,004 ) (65,869 ) (65,043 ) Total $ 17,656 13,920 22,605 18,738 (1) Notional amounts presented exclude $1.9 billion of interest rate contracts at both December 31, 2015 and 2014 , for certain derivatives that are combined for designation as a hedge on a single instrument. The notional amount for foreign exchange contracts at December 31, 2015 and 2014 , excludes $7.8 billion and $2.7 billion , respectively for certain derivatives that are combined for designation as a hedge on a single instrument. (2) Includes economic hedge derivatives used to hedge the risk of changes in the fair value of residential MSRs, MHFS, loans, derivative loan commitments and other interests held. (3) Represents balance sheet netting of derivative asset and liability balances, related cash collateral and portfolio level counterparty valuation adjustments. See the next table in this Note for further information.
Balance Sheet Offsetting of Derivative Assets and Liabilities	Table 16.2 provides information on the gross fair values of derivative assets and liabilities, the balance sheet netting adjustments and the resulting net fair value amount recorded on our balance sheet, as well as the non-cash collateral associated with such arrangements. We execute substantially all of our derivative transactions under master netting arrangements. We reflect all derivative balances and related cash collateral subject to enforceable master netting arrangements on a net basis within the balance sheet. The “Gross amounts recognized” column in the following table include $69.9 billion and $74.0 billion of gross derivative assets and liabilities, respectively, at December 31, 2015 , and $69.6 billion and $75.0 billion , respectively, at December 31, 2014 , with counterparties subject to enforceable master netting arrangements that are carried on the balance sheet net of offsetting amounts. The remaining gross derivative assets and liabilities of $14.6 billion and $5.9 billion , respectively, at December 31, 2015 and $18.9 billion and $8.8 billion , respectively, at December 31, 2014 , include those with counterparties subject to master netting arrangements for which we have not assessed the enforceability because they are with counterparties where we do not currently have positions to offset, those subject to master netting arrangements where we have not been able to confirm the enforceability and those not subject to master netting arrangements. As such, we do not net derivative balances or collateral within the balance sheet for these counterparties. We determine the balance sheet netting adjustments based on the terms specified within each master netting arrangement. We disclose the balance sheet netting amounts within the column titled “Gross amounts offset in consolidated balance sheet.” Balance sheet netting adjustments are determined at the counterparty level for which there may be multiple contract types. For disclosure purposes, we allocate these adjustments to the contract type for each counterparty proportionally based upon the “Gross amounts recognized” by counterparty. As a result, the net amounts disclosed by contract type may not represent the actual exposure upon settlement of the contracts. Balance sheet netting does not include non-cash collateral that we receive and pledge. For disclosure purposes, we present the fair value of this non-cash collateral in the column titled “Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)” within the table. We determine and allocate the Disclosure-only netting amounts in the same manner as balance sheet netting amounts. The “Net amounts” column within the following table represents the aggregate of our net exposure to each counterparty after considering the balance sheet and Disclosure-only netting adjustments. We manage derivative exposure by monitoring the credit risk associated with each counterparty using counterparty specific credit risk limits, using master netting arrangements and obtaining collateral. Derivative contracts executed in over-the-counter markets include bilateral contractual arrangements that are not cleared through a central clearing organization but are typically subject to master netting arrangements. The percentage of our bilateral derivative transactions outstanding at period end in such markets, based on gross fair value, is provided within the following table. Other derivative contracts executed in over-the-counter or exchange-traded markets are settled through a central clearing organization and are excluded from this percentage. In addition to the netting amounts included in the table, we also have balance sheet netting related to resale and repurchase agreements that are disclosed within Note 14 (Guarantees, Pledged Assets and Collateral). Table 16.2: Gross Fair Value of Derivative Assets and Liabilities (in millions) Gross amounts recognized Gross amounts offset in consolidated balance sheet (1) Net amounts in consolidated balance sheet (2) Gross amounts not offset in consolidated balance sheet (Disclosure-only netting) (3) Net amounts Percent exchanged in over-the-counter market (4) December 31, 2015 Derivative assets Interest rate contracts $ 62,725 (56,612 ) 6,113 (749 ) 5,364 39 % Commodity contracts 4,659 (998 ) 3,661 (76 ) 3,585 35 Equity contracts 7,599 (2,625 ) 4,974 (471 ) 4,503 51 Foreign exchange contracts 8,947 (6,141 ) 2,806 (34 ) 2,772 98 Credit contracts-protection sold 83 (79 ) 4 — 4 76 Credit contracts-protection purchased 567 (469 ) 98 (2 ) 96 100 Total derivative assets $ 84,580 (66,924 ) 17,656 (1,332 ) 16,324 Derivative liabilities Interest rate contracts $ 57,977 (53,259 ) 4,718 (3,543 ) 1,175 35 % Commodity contracts 5,519 (1,052 ) 4,467 (40 ) 4,427 84 Equity contracts 4,808 (2,241 ) 2,567 (154 ) 2,413 85 Foreign exchange contracts 10,933 (8,968 ) 1,965 (634 ) 1,331 100 Credit contracts-protection sold 541 (434 ) 107 (107 ) — 100 Credit contracts-protection purchased 88 (50 ) 38 (6 ) 32 70 Other contracts 58 — 58 — 58 100 Total derivative liabilities $ 79,924 (66,004 ) 13,920 (4,484 ) 9,436 December 31, 2014 Derivative assets Interest rate contracts $ 63,698 (56,051 ) 7,647 (769 ) 6,878 45 % Commodity contracts 7,461 (1,233 ) 6,228 (72 ) 6,156 27 Equity contracts 9,005 (2,842 ) 6,163 (405 ) 5,758 54 Foreign exchange contracts 7,404 (4,923 ) 2,481 (85 ) 2,396 98 Credit contracts-protection sold 151 (131 ) 20 — 20 90 Credit contracts-protection purchased 755 (689 ) 66 (1 ) 65 100 Total derivative assets $ 88,474 (65,869 ) 22,605 (1,332 ) 21,273 Derivative liabilities Interest rate contracts $ 60,059 (54,394 ) 5,665 (4,244 ) 1,421 44 % Commodity contracts 7,702 (1,459 ) 6,243 (33 ) 6,210 81 Equity contracts 7,038 (2,845 ) 4,193 (484 ) 3,709 82 Foreign exchange contracts 7,827 (5,511 ) 2,316 (270 ) 2,046 100 Credit contracts-protection sold 943 (713 ) 230 (199 ) 31 100 Credit contracts-protection purchased 168 (121 ) 47 (18 ) 29 86 Other contracts 44 — 44 — 44 100 Total derivative liabilities $ 83,781 (65,043 ) 18,738 (5,248 ) 13,490 (1) Represents amounts with counterparties subject to enforceable master netting arrangements that have been offset in the consolidated balance sheet, including related cash collateral and portfolio level counterparty valuation adjustments. Counterparty valuation adjustments were $375 million and $266 million related to derivative assets and $81 million and $56 million related to derivative liabilities as of December 31, 2015 and 2014 , respectively. Cash collateral totaled $5.3 billion and $4.7 billion , netted against derivative assets and liabilities, respectively, at December 31, 2015 , and $5.2 billion and $4.6 billion , respectively, at December 31, 2014 . (2) Net derivative assets of $12.4 billion and $16.9 billion are classified in Trading assets as of December 31, 2015 and 2014 , respectively. $5.3 billion and $5.7 billion are classified in Other assets in the consolidated balance sheet as of December 31, 2015 and 2014 , respectively. Net derivative liabilities are classified in Accrued expenses and other liabilities in the consolidated balance sheet. (3) Represents the fair value of non-cash collateral pledged and received against derivative assets and liabilities with the same counterparty that are subject to enforceable master netting arrangements. U.S. GAAP does not permit netting of such non-cash collateral balances in the consolidated balance sheet but requires disclosure of these amounts. (4) Represents derivatives executed in over-the-counter markets not settled through a central clearing organization. Over-the-counter percentages are calculated based on Gross amounts recognized as of the respective balance sheet date. The remaining percentage represents derivatives settled through a central clearing organization, which are executed in either over-the-counter or exchange-traded markets.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives in Fair Value Hedging Relationships	Table 16.3 shows the net gains (losses) recognized in the income statement related to derivatives in fair value hedging relationships. Table 16.3: Derivatives in Fair Value Hedging Relationships Interest rate contracts hedging: Foreign exchange contracts hedging: Total net gains (losses) on fair value hedges (in millions) Available-for-sale securities Mortgages held for sale Long-term debt Available-for-sale securities Long-term debt Year ended December 31, 2015 Net interest income (expense) recognized on derivatives $ (782 ) (13 ) 1,955 — 182 1,342 Gains (losses) recorded in noninterest income Recognized on derivatives (18 ) (9 ) 327 253 (2,370 ) (1,817 ) Recognized on hedged item 7 (4 ) (251 ) (247 ) 2,390 1,895 Net recognized on fair value hedges (ineffective portion) (1) $ (11 ) (13 ) 76 6 20 78 Year ended December 31, 2014 Net interest income (expense) recognized on derivatives $ (722 ) (15 ) 1,843 (10 ) 308 1,404 Gains (losses) recorded in noninterest income Recognized on derivatives (1,943 ) (49 ) 3,623 391 (1,418 ) 604 Recognized on hedged item 1,911 32 (3,143 ) (388 ) 1,490 (98 ) Net recognized on fair value hedges (ineffective portion) (1) $ (32 ) (17 ) 480 3 72 506 Year ended December 31, 2013 Net interest income (expense) recognized on derivatives $ (584 ) (11 ) 1,632 (8 ) 280 1,309 Gains (losses) recorded in noninterest income Recognized on derivatives 1,889 47 (3,767 ) (49 ) (847 ) (2,727 ) Recognized on hedged item (1,874 ) (57 ) 3,521 49 722 2,361 Net recognized on fair value hedges (ineffective portion) (1) $ 15 (10 ) (246 ) — (125 ) (366 ) (1) Included $(7) million , $(1) million and $(5) million , respectively, for years ended December 31, 2015 , 2014 , and 2013 of the time value component recognized as net interest income (expense) on forward derivatives hedging foreign currency available-for-sale securities and long-term debt that were excluded from the assessment of hedge effectiveness.
Net Gains (Losses) Recognized Related to Derivatives in Cash Flow Hedging Relationships	Table 16.4 shows the net gains (losses) recognized related to derivatives in cash flow hedging relationships. Table 16.4: Derivatives in Cash Flow Hedging Relationships Year ended December 31, (in millions) 2015 2014 2013 Gains (losses) (pre tax) recognized in OCI on derivatives $ 1,549 952 (32 ) Gains (pre tax) reclassified from cumulative OCI into net income (1) 1,089 545 296 Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness (2) 1 2 1 (1) See Note 23 (Other Comprehensive Income) for detail on components of net income. (2) None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives not Designated as Hedging Instruments	Table 16.5 shows the net gains recognized in the income statement related to derivatives not designated as hedging instruments. Table 16.5: Derivatives Not Designated as Hedging Instruments Year ended December 31, (in millions) 2015 2014 2013 Net gains (losses) recognized on economic hedge derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (1) $ 723 1,759 1,412 Other (2) (42 ) (230 ) 119 Equity contracts (3) (393 ) (469 ) (317 ) Foreign exchange contracts (2) 496 758 24 Credit contracts (2) — (1 ) (6 ) Subtotal 784 1,817 1,232 Net gains (losses) recognized on customer accommodation, trading and other derivatives: Interest rate contracts Recognized in noninterest income: Mortgage banking (4) 941 1,350 (561 ) Other (5) 265 (855 ) 743 Commodity contracts (5) 88 77 324 Equity contracts (5) 563 (719 ) (622 ) Foreign exchange contracts (5) 812 593 746 Credit contracts (5) 44 7 (53 ) Other (5) (15 ) (39 ) — Subtotal 2,698 414 577 Net gains recognized related to derivatives not designated as hedging instruments $ 3,482 2,231 1,809 (1) Predominantly mortgage banking noninterest income including gains (losses) on the derivatives used as economic hedges of MSRs measured at fair value, interest rate lock commitments and mortgages held for sale. (2) Predominantly included in other noninterest income. (3) Predominantly included in net gains (losses) from equity investments in noninterest income. (4) Predominantly mortgage banking noninterest income including gains (losses) on interest rate lock commitments. (5) Predominantly included in net gains from trading activities in noninterest income.
Details of Sold and Purchased Credit Derivatives	Table 16.6 provides details of sold and purchased credit derivatives. Table 16.6: Sold and Purchased Credit Derivatives Notional amount (in millions) Fair value liability Protection sold (A) Protection sold - non-investment grade Protection purchased with identical underlyings (B) Net protection sold (A)-(B) Other protection purchased Range of maturities December 31, 2015 Credit default swaps on: Corporate bonds $ 44 4,838 1,745 3,602 1,236 2,272 2016 - 2025 Structured products 275 598 463 395 203 142 2017 - 2047 Credit protection on: Default swap index — 1,727 370 1,717 10 960 2016 - 2020 Commercial mortgage-backed securities index 203 822 — 766 56 316 2047 - 2057 Asset-backed securities index 18 47 — 1 46 71 2045 - 2046 Other 1 2,512 2,512 — 2,512 7,776 2016 - 2025 Total credit derivatives $ 541 10,544 5,090 6,481 4,063 11,537 December 31, 2014 Credit default swaps on: Corporate bonds $ 23 6,344 2,904 4,894 1,450 2,831 2015 - 2021 Structured products 654 1,055 874 608 447 277 2017 - 2052 Credit protection on: Default swap index — 1,659 292 777 882 1,042 2015 - 2019 Commercial mortgage-backed securities index 246 1,058 — 608 450 355 2047 - 2063 Asset-backed securities index 19 52 1 1 51 81 2045 - 2046 Other 1 2,136 2,136 — 2,136 5,185 2015 - 2025 Total credit derivatives $ 943 12,304 6,207 6,888 5,416 9,771

Fair Values of Assets and Lia50

Fair Values of Assets and Liabilities (Tables)	12 Months Ended
	Dec. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value, Measurements from Brokers or Third Party Pricing Services	Table 17.1 presents unadjusted fair value measurements provided by brokers or third-party pricing services fair value hierarchy level . Fair value measurements obtained from brokers or third-party pricing services that we have adjusted to determine the fair value recorded in our financial statements are excluded from Table 17.1 . Table 17.1: Fair Value Measurements by Brokers or Third-Party Pricing Services Brokers Third-party pricing services (in millions) Level 1 Level 2 Level 3 Level 1 Level 2 Level 3 December 31, 2015 Trading assets (excluding derivatives) $ — — — — 5 — Available-for-sale securities: Securities of U.S. Treasury and federal agencies — — — 32,868 3,382 — Securities of U.S. states and political subdivisions — — — — 48,443 51 Mortgage-backed securities — 226 — — 126,525 73 Other debt securities (1) — 503 409 — 48,721 345 Total debt securities — 729 409 32,868 227,071 469 Total marketable equity securities — — — — 484 — Total available-for-sale securities — 729 409 32,868 227,555 469 Derivatives (trading and other assets) — — — — 224 — Derivatives (liabilities) — — — — (221 ) — Other liabilities — — — — (1 ) — December 31, 2014 Trading assets (excluding derivatives) $ — — — 2 105 — Available-for-sale securities: Securities of U.S. Treasury and federal agencies — — — 19,899 5,905 — Securities of U.S. states and political subdivisions — — — — 42,666 61 Mortgage-backed securities — 152 — — 135,997 133 Other debt securities (1) — 1,035 601 — 41,933 541 Total debt securities — 1,187 601 19,899 226,501 735 Total marketable equity securities — — — — 569 — Total available-for-sale securities — 1,187 601 19,899 227,070 735 Derivatives (trading and other assets) — 1 — — 290 — Derivatives (liabilities) — (1 ) — — (292 ) — Other liabilities — — — — (1 ) — (1) Includes corporate debt securities, collateralized loan and other debt obligations, asset-backed securities, and other debt securities.
Assets and Liabilities Recorded at Fair Value on a Recurring Basis	Table 17.2 presents the balances of assets and liabilities recorded at fair value on a recurring basis. Table 17.2: Fair Value on a Recurring Basis (in millions) Level 1 Level 2 Level 3 Netting Total December 31, 2015 Trading assets (excluding derivatives) Securities of U.S. Treasury and federal agencies $ 13,357 3,469 — — 16,826 Securities of U.S. states and political subdivisions — 1,667 8 — 1,675 Collateralized loan and other debt obligations (1) — 346 343 — 689 Corporate debt securities — 7,909 56 — 7,965 Mortgage-backed securities — 20,619 — — 20,619 Asset-backed securities — 1,005 — — 1,005 Equity securities 15,010 101 — — 15,111 Total trading securities (2) 28,367 35,116 407 — 63,890 Other trading assets — 891 34 — 925 Total trading assets (excluding derivatives) 28,367 36,007 441 — 64,815 Securities of U.S. Treasury and federal agencies 32,868 3,382 — — 36,250 Securities of U.S. states and political subdivisions — 48,490 1,500 (3) — 49,990 Mortgage-backed securities: Federal agencies — 104,546 — — 104,546 Residential — 8,557 1 — 8,558 Commercial — 14,015 73 — 14,088 Total mortgage-backed securities — 127,118 74 — 127,192 Corporate debt securities 54 14,952 405 — 15,411 Collateralized loan and other debt obligations (4) — 30,402 565 (3) — 30,967 Asset-backed securities: Auto loans and leases — 15 — — 15 Home equity loans — 414 — — 414 Other asset-backed securities — 4,290 1,182 (3) — 5,472 Total asset-backed securities — 4,719 1,182 — 5,901 Other debt securities — 10 — — 10 Total debt securities 32,922 229,073 3,726 — 265,721 Marketable equity securities: Perpetual preferred securities 434 484 — — 918 Other marketable equity securities 719 — — — 719 Total marketable equity securities 1,153 484 — — 1,637 Total available-for-sale securities 34,075 229,557 3,726 — 267,358 Mortgages held for sale — 12,457 1,082 — 13,539 Loans held for sale — — — — — Loans — — 5,316 — 5,316 Mortgage servicing rights (residential) — — 12,415 — 12,415 Derivative assets: Interest rate contracts 16 62,390 319 — 62,725 Commodity contracts — 4,623 36 — 4,659 Equity contracts 3,726 2,907 966 — 7,599 Foreign exchange contracts 48 8,899 — — 8,947 Credit contracts — 375 275 — 650 Netting — — — (66,924 ) (5) (66,924 ) Total derivative assets (6) 3,790 79,194 1,596 (66,924 ) 17,656 Other assets — — 3,088 — 3,088 Total assets recorded at fair value $ 66,232 357,215 27,664 (66,924 ) 384,187 Derivative liabilities: Interest rate contracts $ (41 ) (57,905 ) (31 ) — (57,977 ) Commodity contracts — (5,495 ) (24 ) — (5,519 ) Equity contracts (704 ) (3,027 ) (1,077 ) — (4,808 ) Foreign exchange contracts (37 ) (10,896 ) — — (10,933 ) Credit contracts — (351 ) (278 ) — (629 ) Other derivative contracts — — (58 ) — (58 ) Netting — — — 66,004 (5) 66,004 Total derivative liabilities (6) (782 ) (77,674 ) (1,468 ) 66,004 (13,920 ) Short sale liabilities: Securities of U.S. Treasury and federal agencies (8,621 ) (1,074 ) — — (9,695 ) Securities of U.S. states and political subdivisions — — — — — Corporate debt securities — (4,209 ) — — (4,209 ) Equity securities (1,692 ) (4 ) — — (1,696 ) Other securities — (70 ) — — (70 ) Total short sale liabilities (10,313 ) (5,357 ) — — (15,670 ) Other liabilities (excluding derivatives) — — (30 ) — (30 ) Total liabilities recorded at fair value $ (11,095 ) (83,031 ) (1,498 ) 66,004 (29,620 ) (1) The entire balance is collateralized loan obligations. (2) Net gains from trading activities recognized in the income statement for the year ended December 31, 2015 , include $1.0 billion in net unrealized losses on trading securities held at December 31, 2015 . (3) Balances consist of securities that are mostly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. (4) Includes collateralized debt obligations of $257 million . (5) Represents balance sheet netting of derivative asset and liability balances and related cash collateral. See Note 16 (Derivatives) for additional information. (6) Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively. (continued on following page) (continued from previous page) (in millions) Level 1 Level 2 Level 3 Netting Total December 31, 2014 Trading assets (excluding derivatives) Securities of U.S. Treasury and federal agencies $ 10,506 3,886 — — 14,392 Securities of U.S. states and political subdivisions — 1,537 7 — 1,544 Collateralized loan and other debt obligations (1) — 274 445 — 719 Corporate debt securities — 7,517 54 — 7,571 Mortgage-backed securities — 16,273 — — 16,273 Asset-backed securities — 776 79 — 855 Equity securities 18,512 38 10 — 18,560 Total trading securities (2) 29,018 30,301 595 — 59,914 Other trading assets — 1,398 55 — 1,453 Total trading assets (excluding derivatives) 29,018 31,699 650 — 61,367 Securities of U.S. Treasury and federal agencies 19,899 5,905 — — 25,804 Securities of U.S. states and political subdivisions — 42,667 2,277 (3) — 44,944 Mortgage-backed securities: Federal agencies — 110,089 — — 110,089 Residential — 9,245 24 — 9,269 Commercial — 16,885 109 — 16,994 Total mortgage-backed securities — 136,219 133 — 136,352 Corporate debt securities 83 14,451 252 — 14,786 Collateralized loan and other debt obligations (4) — 24,274 1,087 (3) — 25,361 Asset-backed securities: Auto loans and leases — 31 245 (3) — 276 Home equity loans — 662 — — 662 Other asset-backed securities — 4,189 1,372 (3) — 5,561 Total asset-backed securities — 4,882 1,617 — 6,499 Other debt securities — 20 — — 20 Total debt securities 19,982 228,418 5,366 — 253,766 Marketable equity securities: Perpetual preferred securities (5) 468 569 663 (3) — 1,700 Other marketable equity securities 1,952 24 — — 1,976 Total marketable equity securities 2,420 593 663 — 3,676 Total available-for-sale securities 22,402 229,011 6,029 — 257,442 Mortgages held for sale — 13,252 2,313 — 15,565 Loans held for sale — 1 — — 1 Loans — — 5,788 — 5,788 Mortgage servicing rights (residential) — — 12,738 — 12,738 Derivative assets: Interest rate contracts 27 63,306 365 — 63,698 Commodity contracts — 7,438 23 — 7,461 Equity contracts 4,102 3,544 1,359 — 9,005 Foreign exchange contracts 65 7,339 — — 7,404 Credit contracts — 440 466 — 906 Netting — — — (65,869 ) (6) (65,869 ) Total derivative assets (7) 4,194 82,067 2,213 (65,869 ) 22,605 Other assets — — 2,593 — 2,593 Total assets recorded at fair value $ 55,614 356,030 32,324 (65,869 ) 378,099 Derivative liabilities: Interest rate contracts (29 ) (59,958 ) (72 ) — (60,059 ) Commodity contracts — (7,680 ) (22 ) — (7,702 ) Equity contracts (1,290 ) (4,305 ) (1,443 ) — (7,038 ) Foreign exchange contracts (60 ) (7,767 ) — — (7,827 ) Credit contracts — (456 ) (655 ) — (1,111 ) Other derivative contracts — — (44 ) — (44 ) Netting — — — 65,043 (6) 65,043 Total derivative liabilities (7) (1,379 ) (80,166 ) (2,236 ) 65,043 (18,738 ) Short sale liabilities: Securities of U.S. Treasury and federal agencies (7,043 ) (1,636 ) — — (8,679 ) Securities of U.S. states and political subdivisions — (26 ) — — (26 ) Corporate debt securities — (5,055 ) — — (5,055 ) Equity securities (2,259 ) (2 ) — — (2,261 ) Other securities — (73 ) (6 ) — (79 ) Total short sale liabilities (9,302 ) (6,792 ) (6 ) — (16,100 ) Other liabilities (excluding derivatives) — — (28 ) — (28 ) Total liabilities recorded at fair value $ (10,681 ) (86,958 ) (2,270 ) 65,043 (34,866 ) (1) The entire balance is collateralized loan obligations. (2) Net gains from trading activities recognized in the income statement for the year ended December 31, 2014 , include $211 million in net unrealized gains on trading securities held at December 31, 2014 . (3) Balances consist of securities that are mostly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. (4) Includes collateralized debt obligations of $500 million . (5) Perpetual preferred securities include ARS and corporate preferred securities. See Note 8 (Securitizations and Variable Interest Entities) for additional information. (6) Represents balance sheet netting of derivative asset and liability balances and related cash collateral. See Note 16 (Derivatives) for additional information. (7) Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively.
Fair Value, Transfers Between Fair Value Levels	Transfers into and out of Level 1, Level 2, and Level 3 for the periods presented are provided within Table 17.3 . The amounts reported as transfers represent the fair value as of the beginning of the quarter in which the transfer occurred. Table 17.3: Transfers Between Fair Value Levels Transfers Between Fair Value Levels Level 1 Level 2 Level 3 (1) (in millions) In Out In Out In Out Total Year ended December 31, 2015 Trading assets (excluding derivatives) $ 15 (9 ) 103 (28 ) 13 (94 ) — Available-for-sale securities (2) — — 76 (8 ) 8 (76 ) — Mortgages held for sale — — 471 (194 ) 194 (471 ) — Loans — — — — — — — Net derivative assets and liabilities (3) — — 48 15 (15 ) (48 ) — Short sale liabilities (1 ) 1 (1 ) 1 — — — Total transfers $ 14 (8 ) 697 (214 ) 200 (689 ) — Year ended December 31, 2014 Trading assets (excluding derivatives) $ — (11 ) 70 (31 ) 31 (59 ) — Available-for-sale securities — (8 ) 370 (148 ) 148 (362 ) — Mortgages held for sale — — 229 (440 ) 440 (229 ) — Loans — — 49 (270 ) 270 (49 ) — Net derivative assets and liabilities (4) — — (134 ) 20 (20 ) 134 — Short sale liabilities — — — — — — — Total transfers $ — (19 ) 584 (869 ) 869 (565 ) — Year ended December 31, 2013 Trading assets (excluding derivatives) (5) $ — (242 ) 535 (56 ) 52 (289 ) — Available-for-sale securities (5) (6) 17 — 12,830 (117 ) 100 (12,830 ) — Mortgages held for sale — — 343 (336 ) 336 (343 ) — Loans — — 193 — — (193 ) — Net derivative assets and liabilities (4) — — (142 ) 13 (13 ) 142 — Short sale liabilities — — — — — — — Total transfers $ 17 (242 ) 13,759 (496 ) 475 (13,513 ) — (1) All transfers in and out of Level 3 are disclosed within the recurring Level 3 rollforward tables in this Note. (2) Transfers out of Level 3 exclude $640 million in auction rate perpetual preferred equity securities that were transferred in second quarter 2015 from available-for-sale securities to nonmarketable equity investments in other assets. See Note 7 (Premises, Equipment, Lease Commitments and Other Assets) for additional information. (3) Includes net derivatives assets that were transferred from Level 3 to Level 2 due to increased observable market data. Also includes net derivative liabilities that were transferred from Level 2 to Level 3 due to a decrease in observable market data. (4) Includes net derivative liabilities that were transferred from Level 3 to Level 2 due to increased observable market data. Also includes net derivative liabilities that were transferred from Level 2 to Level 3 due to a decrease in observable market data. (5) Consists of $231 million of collateralized loan obligations classified as trading assets and $12.5 billion classified as available-for-sale securities that we transferred from Level 3 to Level 2 in 2013 as a result of increased observable market data in the valuation of such instruments. (6) Transfers out of available-for-sale securities classified as Level 3 exclude $6.0 billion in asset-backed securities that were transferred from the available-for-sale portfolio to held-to-maturity securities.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation	The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the year ended December 31, 2015 , are presented in Table 17.4 . Table 17.4: Changes in Level 3 Fair Value Assets and Liabilities on a Recurring Basis – 2015 Total net gains (losses) included in Purchases, sales, issuances and settlements, net (1) Net unrealized gains (losses) included in income related to assets and liabilities held at period end (in millions) Balance, beginning of period Net income Other compre- hensive income Transfers into Level 3 Transfers out of Level 3 Balance, end of period (2) Year ended December 31, 2015 Trading assets (excluding derivatives): Securities of U.S. states and political subdivisions $ 7 — — 1 — — 8 — Collateralized loan and other debt obligations 445 8 — (110 ) — — 343 (28 ) Corporate debt securities 54 2 — — 12 (12 ) 56 (2 ) Mortgage-backed securities — 1 — (1 ) — — — 1 Asset-backed securities 79 16 — (14 ) — (81 ) — — Equity securities 10 1 — (11 ) — — — — Total trading securities 595 28 — (135 ) 12 (93 ) 407 (29 ) Other trading assets 55 3 — (24 ) 1 (1 ) 34 (14 ) Total trading assets (excluding derivatives) 650 31 — (159 ) 13 (94 ) 441 (43 ) (3) Available-for-sale securities: Securities of U.S. states and political subdivisions 2,277 6 (16 ) (691 ) — (76 ) 1,500 (5 ) Mortgage-backed securities: Residential 24 5 (6 ) (22 ) — — 1 — Commercial 109 12 (18 ) (30 ) — — 73 (2 ) Total mortgage-backed securities 133 17 (24 ) (52 ) — — 74 (2 ) Corporate debt securities 252 12 (46 ) 179 8 — 405 (32 ) Collateralized loan and other debt obligations 1,087 218 (169 ) (571 ) — — 565 — Asset-backed securities: Auto loans and leases 245 — 19 (264 ) — — — — Home equity loans — — — — — — — — Other asset-backed securities 1,372 2 (13 ) (179 ) — — 1,182 (1 ) Total asset-backed securities 1,617 2 6 (443 ) — — 1,182 (1 ) Total debt securities 5,366 255 (249 ) (1,578 ) 8 (76 ) 3,726 (40 ) (4) Marketable equity securities: Perpetual preferred securities 663 3 (2 ) (24 ) — (640 ) — — Other marketable equity securities — — — — — — — — Total marketable equity securities 663 3 (2 ) (24 ) — (640 ) — — (5) Total available-for-sale securities 6,029 258 (251 ) (1,602 ) 8 (716 ) 3,726 (40 ) Mortgages held for sale 2,313 23 — (977 ) 194 (471 ) 1,082 (23 ) (6) Loans 5,788 (128 ) — (344 ) — — 5,316 (117 ) (6) Mortgage servicing rights (residential) (7) 12,738 (1,870 ) — 1,547 — — 12,415 214 (6) Net derivative assets and liabilities: Interest rate contracts 293 1,132 — (1,137 ) — — 288 97 Commodity contracts 1 7 — 6 (2 ) — 12 10 Equity contracts (84 ) 116 — (82 ) (13 ) (48 ) (111 ) 74 Foreign exchange contracts — — — — — — — — Credit contracts (189 ) 19 — 167 — — (3 ) 10 Other derivative contracts (44 ) (15 ) — 1 — — (58 ) (15 ) Total derivative contracts (23 ) 1,259 — (1,045 ) (15 ) (48 ) 128 176 (8) Other assets 2,593 443 — 52 — — 3,088 457 (3) Short sale liabilities (6 ) — — 6 — — — — (3) Other liabilities (excluding derivatives) (28 ) (13 ) — 11 — — (30 ) — (6) (1) See Table 17.5 for detail. (2) Represents only net gains (losses) that are due to changes in economic conditions and management’s estimates of fair value and excludes changes due to the collection/realization of cash flows over time. (3) Included in net gains (losses) from trading activities and other noninterest income in the income statement. (4) Included in net gains (losses) from debt securities in the income statement. (5) Included in net gains (losses) from equity investments in the income statement. (6) Included in mortgage banking and other noninterest income in the income statement. (7) For more information on the changes in mortgage servicing rights, see Note 9 (Mortgage Banking Activities). (8) Included in mortgage banking, trading activities, equity investments and other noninterest income in the income statement. The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the year ended December 31, 2014 , are summarized in Table 17.6 . Table 17.6: Changes in Level 3 Fair Value Assets and Liabilities on a Recurring Basis – 2014 Total net gains (losses) included in Purchases, sales, issuances and settlements, net (1) Net unrealized gains (losses) included in income related to assets and liabilities held at period end (in millions) Balance, beginning of period Net income Other compre- hensive income Transfers into Level 3 Transfers out of Level 3 Balance, end of period (2) Year ended December 31, 2014 Trading assets (excluding derivatives): Securities of U.S. states and political subdivisions $ 39 1 — (2 ) — (31 ) 7 — Collateralized loan and other debt obligations 541 36 — (121 ) 4 (15 ) 445 (48 ) Corporate debt securities 53 — — (21 ) 26 (4 ) 54 1 Mortgage-backed securities 1 — — 2 — (3 ) — — Asset-backed securities 122 32 — (70 ) — (5 ) 79 32 Equity securities 13 — — (3 ) — — 10 — Total trading securities 769 69 — (215 ) 30 (58 ) 595 (15 ) Other trading assets 54 (10 ) — 11 1 (1 ) 55 (1 ) Total trading assets (excluding derivatives) 823 59 — (204 ) 31 (59 ) 650 (16 ) (3) Available-for-sale securities: Securities of U.S. states and political subdivisions 3,214 21 (86 ) (569 ) 59 (362 ) 2,277 (2 ) Mortgage-backed securities: Residential 64 11 (5 ) (46 ) — — 24 — Commercial 138 9 (1 ) (37 ) — — 109 (4 ) Total mortgage-backed securities 202 20 (6 ) (83 ) — — 133 (4 ) Corporate debt securities 281 25 (25 ) (29 ) — — 252 — Collateralized loan and other debt obligations 1,420 117 (47 ) (403 ) — — 1,087 (2 ) Asset-backed securities: Auto loans and leases 492 — (33 ) (214 ) — — 245 — Home equity loans — — — — — — — — Other asset-backed securities 1,657 5 (6 ) (373 ) 89 — 1,372 — Total asset-backed securities 2,149 5 (39 ) (587 ) 89 — 1,617 — Total debt securities 7,266 188 (203 ) (1,671 ) 148 (362 ) 5,366 (8 ) (4) Marketable equity securities: Perpetual preferred securities 729 8 (29 ) (45 ) — — 663 — Other marketable equity securities — 4 — (4 ) — — — — Total marketable equity securities 729 12 (29 ) (49 ) — — 663 — (5) Total available-for-sale securities 7,995 200 (232 ) (1,720 ) 148 (362 ) 6,029 (8 ) Mortgages held for sale 2,374 4 — (276 ) 440 (229 ) 2,313 7 (6) Loans 5,723 (52 ) — (104 ) 270 (49 ) 5,788 (32 ) (6) Mortgage servicing rights (residential) (7) 15,580 (4,031 ) — 1,189 — — 12,738 (2,122 ) (6) Net derivative assets and liabilities: Interest rate contracts (40 ) 1,588 — (1,255 ) — — 293 317 Commodity contracts (10 ) (21 ) — (2 ) (3 ) 37 1 (1 ) Equity contracts (46 ) 96 — (214 ) (17 ) 97 (84 ) (42 ) Foreign exchange contracts 9 5 — (14 ) — — — — Credit contracts (375 ) 26 — 160 — — (189 ) (38 ) Other derivative contracts (3 ) (41 ) — — — — (44 ) (40 ) Total derivative contracts (465 ) 1,653 — (1,325 ) (20 ) 134 (23 ) 196 (8) Other assets 1,503 514 — 576 — — 2,593 (8 ) (3) Short sale liabilities — 1 — (7 ) — — (6 ) 1 (3) Other liabilities (excluding derivatives) (39 ) (10 ) — 21 — — (28 ) (1 ) (6) (1) See Table 17.7 for detail. (2) Represents only net gains (losses) that are due to changes in economic conditions and management’s estimates of fair value and excludes changes due to the collection/realization of cash flows over time. (3) Included in net gains (losses) from trading activities and other noninterest income in the income statement. (4) Included in net gains (losses) from debt securities in the income statement. (5) Included in net gains (losses) from equity investments in the income statement. (6) Included in mortgage banking and other noninterest income in the income statement. (7) For more information on the changes in mortgage servicing rights, see Note 9 (Mortgage Banking Activities). (8) Included in mortgage banking, trading activities, equity investments and other noninterest income in the income statement. The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the year ended December 31, 2013 are summarized in Table 17.8 . Table 17.8: Changes in Level 3 Fair Value Assets and Liabilities on a Recurring Basis – 2013 Total net gains (losses) included in Purchases, sales, issuances and settlements, net (1) Net unrealized gains (losses) included in income related to assets and liabilities held at period end (in millions) Balance, beginning of period Net income Other compre- hensive income Transfers into Level 3 Transfers out of Level 3 Balance, end of period (2) Year ended December 31, 2013 Trading assets (excluding derivatives): Securities of U.S. states and political subdivisions $ 46 3 — (10 ) — — 39 — Collateralized loan and other debt obligations 742 67 — (37 ) — (231 ) 541 (33 ) Corporate debt securities 52 9 — (1 ) 13 (20 ) 53 6 Mortgage-backed securities 6 1 — 9 — (15 ) 1 1 Asset-backed securities 138 16 — (35 ) 25 (22 ) 122 15 Equity securities 3 — — (3 ) 13 — 13 — Total trading securities 987 96 — (77 ) 51 (288 ) 769 (11 ) Other trading assets 76 (22 ) — — 1 (1 ) 54 (8 ) Total trading assets (excluding derivatives) 1,063 74 — (77 ) 52 (289 ) 823 (19 ) (3) Available-for-sale securities: Securities of U.S. states and political subdivisions 3,631 11 (85 ) (182 ) 53 (214 ) 3,214 — Mortgage-backed securities: Residential 94 17 (1 ) (40 ) — (6 ) 64 — Commercial 203 (13 ) 28 (58 ) — (22 ) 138 (8 ) Total mortgage-backed securities 297 4 27 (98 ) — (28 ) 202 (8 ) Corporate debt securities 274 10 (10 ) (13 ) 23 (3 ) 281 — Collateralized loan and other debt obligations 13,188 8 124 625 — (12,525 ) 1,420 — Asset-backed securities: Auto loans and leases 5,921 (1 ) (34 ) (1,067 ) — (4,327 ) 492 — Home equity loans 51 3 (1 ) (5 ) — (48 ) — — Other asset-backed securities 3,283 27 19 31 24 (1,727 ) 1,657 (7 ) Total asset-backed securities 9,255 29 (16 ) (1,041 ) 24 (6,102 ) 2,149 (7 ) (4) Total debt securities 26,645 62 40 (709 ) 100 (18,872 ) 7,266 (15 ) (5) Marketable equity securities: Perpetual preferred securities 794 10 (2 ) (73 ) — — 729 — Other marketable equity securities — — — — — — — — Total marketable equity securities 794 10 (2 ) (73 ) — — 729 — (6) Total available-for-sale securities 27,439 72 38 (782 ) 100 (18,872 ) 7,995 (15 ) Mortgages held for sale 3,250 5 — (874 ) 336 (343 ) 2,374 (74 ) (7) Loans 6,021 (211 ) — 106 — (193 ) 5,723 (178 ) (7) Mortgage servicing rights (residential) (8) 11,538 1,156 — 2,886 — — 15,580 3,398 (7) Net derivative assets and liabilities: Interest rate contracts 659 (662 ) — (39 ) — 2 (40 ) (186 ) Commodity contracts 21 — — (66 ) (1 ) 36 (10 ) (19 ) Equity contracts (122 ) (151 ) — 137 (14 ) 104 (46 ) 48 Foreign exchange contracts 21 (15 ) — 1 2 — 9 (8 ) Credit contracts (1,150 ) (30 ) — 805 — — (375 ) 345 Other derivative contracts (78 ) 75 — — — — (3 ) — Total derivative contracts (649 ) (783 ) — 838 (13 ) 142 (465 ) 180 (9) Other assets 162 315 — 1,026 — — 1,503 (2 ) (3) Short sale liabilities — — — — — — — — (3) Other liabilities (excluding derivatives) (49 ) 3 — 7 — — (39 ) 5 (7) (1) See Table 17.9 for detail. (2) Represents only net gains (losses) that are due to changes in economic conditions and management’s estimates of fair value and excludes changes due to the collection/realization of cash flows over time. (3) Included in net gains (losses) from trading activities and other noninterest income in the income statement. (4) Level 3 transfers out include $6.0 billion in asset-backed securities that were transferred from the available-for-sale portfolio to held-to-maturity securities. (5) Included in net gains (losses) from debt securities in the income statement. (6) Included in net gains (losses) from equity investments in the income statement. (7) Included in mortgage banking and other noninterest income in the income statement. (8) For more information on the changes in mortgage servicing rights, see Note 9 (Mortgage Banking Activities). (9) Included in mortgage banking, trading activities, equity investments and other noninterest income in the income statement.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation Detail	Table 17.7 presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the year ended December 31, 2014 . Table 17.7: Gross Purchases, Sales, Issuances and Settlements – Level 3 – 2014 (in millions) Purchases Sales Issuances Settlements Net Year ended December 31, 2014 Trading assets (excluding derivatives): Securities of U.S. states and political subdivisions $ 10 (12 ) — — (2 ) Collateralized loan and other debt obligations 1,057 (1,174 ) — (4 ) (121 ) Corporate debt securities 85 (106 ) — — (21 ) Mortgage-backed securities 3 (1 ) — — 2 Asset-backed securities 17 (47 ) — (40 ) (70 ) Equity securities — — — (3 ) (3 ) Total trading securities 1,172 (1,340 ) — (47 ) (215 ) Other trading assets 11 (1 ) 1 — 11 Total trading assets (excluding derivatives) 1,183 (1,341 ) 1 (47 ) (204 ) Available-for-sale securities: Securities of U.S. states and political subdivisions 73 (144 ) 336 (834 ) (569 ) Mortgage-backed securities: Residential — (44 ) — (2 ) (46 ) Commercial — (31 ) — (6 ) (37 ) Total mortgage-backed securities — (75 ) — (8 ) (83 ) Corporate debt securities 21 (32 ) 10 (28 ) (29 ) Collateralized loan and other debt obligations 134 (34 ) — (503 ) (403 ) Asset-backed securities: Auto loans and leases — — — (214 ) (214 ) Home equity loans — — — — — Other asset-backed securities 117 (16 ) 522 (996 ) (373 ) Total asset-backed securities 117 (16 ) 522 (1,210 ) (587 ) Total debt securities 345 (301 ) 868 (2,583 ) (1,671 ) Marketable equity securities: Perpetual preferred securities — — — (45 ) (45 ) Other marketable equity securities — (4 ) — — (4 ) Total marketable equity securities — (4 ) — (45 ) (49 ) Total available-for-sale securities 345 (305 ) 868 (2,628 ) (1,720 ) Mortgages held for sale 208 (276 ) 167 (375 ) (276 ) Loans 76 — 438 (618 ) (104 ) Mortgage servicing rights (residential) — (7 ) 1,196 — 1,189 Net derivative assets and liabilities: Interest rate contracts — — — (1,255 ) (1,255 ) Commodity contracts — — — (2 ) (2 ) Equity contracts — (116 ) — (98 ) (214 ) Foreign exchange contracts — — — (14 ) (14 ) Credit contracts 3 (2 ) — 159 160 Other derivative contracts — — — — — Total derivative contracts 3 (118 ) — (1,210 ) (1,325 ) Other assets 608 (1 ) — (31 ) 576 Short sale liabilities 20 (27 ) — — (7 ) Other liabilities (excluding derivatives) — — — 21 21 Table 17.9 presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the year ended December 31, 2013 . Table 17.9: Gross Purchases, Sales, Issuances and Settlements – Level 3 – 2013 (in millions) Purchases Sales Issuances Settlements Net Year ended December 31, 2013 Trading assets (excluding derivatives): Securities of U.S. states and political subdivisions $ 127 (136 ) — (1 ) (10 ) Collateralized loan and other debt obligations 1,030 (1,064 ) — (3 ) (37 ) Corporate debt securities 117 (117 ) — (1 ) (1 ) Mortgage-backed securities 429 (420 ) — — 9 Asset-backed securities 53 (45 ) — (43 ) (35 ) Equity securities — (3 ) — — (3 ) Total trading securities 1,756 (1,785 ) — (48 ) (77 ) Other trading assets — — — — — Total trading assets (excluding derivatives) 1,756 (1,785 ) — (48 ) (77 ) Available-for-sale securities: Securities of U.S. states and political subdivisions — (69 ) 648 (761 ) (182 ) Mortgage-backed securities: Residential — (37 ) — (3 ) (40 ) Commercial — (1 ) — (57 ) (58 ) Total mortgage-backed securities — (38 ) — (60 ) (98 ) Corporate debt securities — — 20 (33 ) (13 ) Collateralized loan and other debt obligations 1,008 (14 ) — (369 ) 625 Asset-backed securities: Auto loans and leases 1,751 — 1,047 (3,865 ) (1,067 ) Home equity loans — (5 ) — — (5 ) Other asset-backed securities 1,164 (36 ) 1,116 (2,213 ) 31 Total asset-backed securities 2,915 (41 ) 2,163 (6,078 ) (1,041 ) Total debt securities 3,923 (162 ) 2,831 (7,301 ) (709 ) Marketable equity securities: Perpetual preferred securities — (20 ) — (53 ) (73 ) Other marketable equity securities — — — — — Total marketable equity securities — (20 ) — (53 ) (73 ) Total available-for-sale securities 3,923 (182 ) 2,831 (7,354 ) (782 ) Mortgages held for sale 286 (574 ) — (586 ) (874 ) Loans 23 — 452 (369 ) 106 Mortgage servicing rights (residential) — (583 ) 3,469 — 2,886 Net derivative assets and liabilities: Interest rate contracts — — — (39 ) (39 ) Commodity contracts — — — (66 ) (66 ) Equity contracts — (148 ) — 285 137 Foreign exchange contracts — — — 1 1 Credit contracts 7 (5 ) (4 ) 807 805 Other derivative contracts — — — — — Total derivative contracts 7 (153 ) (4 ) 988 838 Other assets 1,064 (2 ) — (36 ) 1,026 Short sale liabilities 8 (8 ) — — — Other liabilities (excluding derivatives) — — (4 ) 11 7 Table 17.5 presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the year ended December 31, 2015 . Table 17.5: Gross Purchases, Sales, Issuances and Settlements – Level 3 – 2015 (in millions) Purchases Sales Issuances Settlements Net Year ended December 31, 2015 Trading assets (excluding derivatives): Securities of U.S. states and political subdivisions $ 4 (2 ) — (1 ) 1 Collateralized loan and other debt obligations 1,093 (1,203 ) — — (110 ) Corporate debt securities 45 (45 ) — — — Mortgage-backed securities — (1 ) — — (1 ) Asset-backed securities — (5 ) — (9 ) (14 ) Equity securities — — — (11 ) (11 ) Total trading securities 1,142 (1,256 ) — (21 ) (135 ) Other trading assets 4 (27 ) — (1 ) (24 ) Total trading assets (excluding derivatives) 1,146 (1,283 ) — (22 ) (159 ) Available-for-sale securities: Securities of U.S. states and political subdivisions — (65 ) 555 (1,181 ) (691 ) Mortgage-backed securities: Residential — (22 ) — — (22 ) Commercial — (8 ) — (22 ) (30 ) Total mortgage-backed securities — (30 ) — (22 ) (52 ) Corporate debt securities 200 (11 ) — (10 ) 179 Collateralized loan and other debt obligations 109 (325 ) — (355 ) (571 ) Asset-backed securities: Auto loans and leases — — — (264 ) (264 ) Home equity loans — — — — — Other asset-backed securities 141 (1 ) 274 (593 ) (179 ) Total asset-backed securities 141 (1 ) 274 (857 ) (443 ) Total debt securities 450 (432 ) 829 (2,425 ) (1,578 ) Marketable equity securities: Perpetual preferred securities — — — (24 ) (24 ) Other marketable equity securities — — — — — Total marketable equity securities — — — (24 ) (24 ) Total available-for-sale securities 450 (432 ) 829 (2,449 ) (1,602 ) Mortgages held for sale 202 (1,605 ) 777 (351 ) (977 ) Loans 72 — 379 (795 ) (344 ) Mortgage servicing rights (residential) — (3 ) 1,556 (6 ) 1,547 Net derivative assets and liabilities: Interest rate contracts — — — (1,137 ) (1,137 ) Commodity contracts — — — 6 6 Equity contracts 15 (103 ) — 6 (82 ) Foreign exchange contracts — — — — — Credit contracts 12 (3 ) — 158 167 Other derivative contracts — — — 1 1 Total derivative contracts 27 (106 ) — (966 ) (1,045 ) Other assets 97 (20 ) — (25 ) 52 Short sale liabilities 21 (15 ) — — 6 Other liabilities (excluding derivatives) — — — 11 11
Fair Value, Assets and Liabilities Measured on Recurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	Table 17.10 and Table 17.11 provide quantitative information about the valuation techniques and significant unobservable inputs used in the valuation of substantially all of our Level 3 assets and liabilities measured at fair value on a recurring basis for which we use an internal model. The significant unobservable inputs for Level 3 assets and liabilities that are valued using fair values obtained from third-party vendors are not included in the table as the specific inputs applied are not provided by the vendor (see discussion regarding vendor-developed valuations within the “Level 3 Asset and Liability Valuation Processes” section previously within this Note). In addition, the table excludes the valuation techniques and significant unobservable inputs for certain classes of Level 3 assets and liabilities measured using an internal model that we consider, both individually and in the aggregate, insignificant relative to our overall Level 3 assets and liabilities. We made this determination based upon an evaluation of each class that considered the magnitude of the positions, nature of the unobservable inputs and potential for significant changes in fair value due to changes in those inputs . Table 17.10: Valuation Techniques – Recurring Basis – 2015 ($ in millions, except cost to service amounts) Fair Value Level 3 Valuation Technique(s) Significant Unobservable Input Range of Inputs Weighted Average (1) December 31, 2015 Trading and available-for-sale securities: Securities of U.S. states and political subdivisions: Government, healthcare and other revenue bonds $ 1,213 Discounted cash flow Discount rate 0.8 - 5.6 % 1.9 51 Vendor priced Auction rate securities and other municipal bonds 244 Discounted cash flow Discount rate 0.8 - 4.5 2.0 Weighted average life 1.0 - 10.0 yrs 4.7 Collateralized loan and other debt obligations (2) 343 Market comparable pricing Comparability adjustment (20.0 ) - 20.3 % 2.9 565 Vendor priced Asset-backed securities: Diversified payment rights (3) 608 Discounted cash flow Discount rate 1.0 - 5.0 3.2 Other commercial and consumer 508 (4) Discounted cash flow Discount rate 2.5 - 6.3 3.8 Weighted average life 1.0 - 9.4 yrs 4.3 66 Vendor priced Mortgages held for sale (residential) 1,033 Discounted cash flow Default rate 0.5 - 13.7 % 3.6 Discount rate 1.1 - 6.3 4.7 Loss severity 0.1 - 22.7 11.2 Prepayment rate 2.6 - 9.6 6.4 49 Market comparable pricing Comparability adjustment (53.3 ) - 0.0 (32.6 ) Loans 5,316 (5) Discounted cash flow Discount rate 0.0 - 3.9 3.1 Prepayment rate 0.2 - 100.0 14.6 Utilization rate 0.0 - 0.8 0.3 Mortgage servicing rights (residential) 12,415 Discounted cash flow Cost to service per loan (6) $ 70 - 599 168 Discount rate 6.8 - 11.8 % 7.3 Prepayment rate (7) 10.1 - 18.9 11.4 Net derivative assets and (liabilities): Interest rate contracts 230 Discounted cash flow Default rate 0.1 - 9.6 2.6 Loss severity 50.0 - 50.0 50.0 Prepayment rate 0.3 - 2.5 2.2 Interest rate contracts: derivative loan commitments 58 (8) Discounted cash flow Fall-out factor 1.0 - 99.0 18.8 Initial-value servicing (30.6 ) - 127.0 bps 41.5 Equity contracts 72 Discounted cash flow Conversion factor (10.6 ) - 0.0 % (8.1 ) Weighted average life 0.5 - 2.0 yrs 1.5 (183 ) Option model Correlation factor (77.0 ) - 98.5 % 66.0 Volatility factor 6.5 - 91.3 24.2 Credit contracts (9 ) Market comparable pricing Comparability adjustment (53.6 ) - 18.2 (0.6 ) 6 Option model Credit spread 0.0 - 19.9 1.6 Loss severity 13.0 - 73.0 49.6 Other assets: nonmarketable equity investments 3,065 Market comparable pricing Comparability adjustment (19.1 ) - (5.5 ) (15.1 ) Insignificant Level 3 assets, net of liabilities 516 (9) Total level 3 assets, net of liabilities $ 26,166 (10) (1) Weighted averages are calculated using outstanding unpaid principal balance for cash instruments, such as loans and securities, and notional amounts for derivative instruments. (2) Includes $257 million of collateralized debt obligations. (3) Securities backed by specified sources of current and future receivables generated from foreign originators. (4) Consists largely of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. (5) Consists predominantly of reverse mortgage loans securitized with GNMA that were accounted for as secured borrowing transactions. (6) The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $70 - $335 . (7) Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. (8) Total derivative loan commitments were a net asset of $56 million , of which a $2 million derivative liability was classified as level 2 at December 31, 2015. (9) Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, certain other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts and other derivative contracts. (10) Consists of total Level 3 assets of $27.7 billion and total Level 3 liabilities of $1.5 billion , before netting of derivative balances. Table 17.11: Valuation Techniques – Recurring Basis – 2014 ($ in millions, except cost to service amounts) Fair Value Level 3 Valuation Technique(s) Significant Unobservable Input Range of Inputs Weighted December 31, 2014 Trading and available-for-sale securities: Securities of U.S. states and political subdivisions: Government, healthcare and other revenue bonds $ 1,900 Discounted cash flow Discount rate 0.4 - 5.6 % 1.5 61 Vendor priced Auction rate securities and other municipal bonds 323 Discounted cash flow Discount rate 1.5 - 7.6 3.9 Weighted average life 1.3 - 19.4 yrs 6.4 Collateralized loan and other debt obligations (2) 565 Market comparable pricing Comparability adjustment (53.9 ) - 25.0 % 0.9 967 Vendor priced Asset-backed securities: Auto loans and leases 245 Discounted cash flow Discount rate 0.4 - 0.4 0.4 Other asset-backed securities: Diversified payment rights (3) 661 Discounted cash flow Discount rate 0.9 - 7.1 2.9 Other commercial and consumer 750 (4) Discounted cash flow Discount rate 1.9 - 21.5 5.0 Weighted average life 1.6 - 10.7 yrs 4.0 40 Vendor priced Marketable equity securities: perpetual preferred 663 (5) Discounted cash flow Discount rate 4.1 - 9.3 % 6.6 Weighted average life 1.0 - 11.8 yrs 9.7 Mortgages held for sale (residential) 2,235 Discounted cash flow Default rate 0.4 - 15.0 % 2.6 Discount rate 1.1 - 7.7 5.2 Loss severity 0.1 - 26.4 18.3 Prepayment rate 2.0 - 15.5 8.1 78 Market comparable pricing Comparability adjustment (93.0 ) - 10.0 (30.0 ) Loans 5,788 (6) Discounted cash flow Discount rate 0.0 - 3.8 3.1 Prepayment rate 0.6 - 100.0 11.2 Utilization rate 0.0 - 1.0 0.4 Mortgage servicing rights (residential) 12,738 Discounted cash flow Cost to service per loan (7) $ 86 - 683 179 Discount rate 5.9 - 16.9 % 7.6 Prepayment rate (8) 8.0 - 22.0 12.5 Net derivative assets and (liabilities): Interest rate contracts 196 Discounted cash flow Default rate 0.00 - 0.02 0.01 Loss severity 50.0 - 50.0 50.0 Interest rate contracts: derivative loan commitments 97 Discounted cash flow Fall-out factor 1.0 - 99.0 24.5 Initial-value servicing (31.1 ) - 113.3 bps 46.5 Equity contracts 162 Discounted cash flow Conversion factor (11.2 ) - 0.0 % (8.4 ) Weighted average life 1.0 - 2.0 yrs 1.3 (246 ) Option model Correlation factor (56.0 ) - 96.3 % 42.1 Volatility factor 8.3 - 80.9 28.3 Credit contracts (192 ) Market comparable pricing Comparability adjustment (28.6 ) - 26.3 1.8 3 Option model Credit spread 0.0 - 17.0 0.9 Loss severity 11.5 - 72.5 48.7 Other assets: nonmarketable equity investments 2,512 Market comparable pricing Comparability adjustment (19.7 ) - (4.0 ) (14.7 ) Insignificant Level 3 assets, net of liabilities 507 (9) Total level 3 assets, net of liabilities $ 30,054 (10) (1) Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. (2) Includes $500 million of collateralized debt obligations. (3) Securities backed by specified sources of current and future receivables generated from foreign originators. (4) Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. (5) Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. (6) Consists predominantly of reverse mortgage loans securitized with GNMA that were accounted for as secured borrowing transactions. (7) The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $86 - $270 . (8) Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. (9) Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, certain other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts and other derivative contracts. (10) Consists of total Level 3 assets of $32.3 billion and total Level 3 liabilities of $2.3 billion , before netting of derivative balances.
Fair Value, Assets Recorded at Fair Value on a Nonrecurring Basis	Table 17.12 provides the fair value hierarchy and carrying amount of all assets that were still held as of December 31, 2015 , and 2014 , and for which a nonrecurring fair value adjustment was recorded during the years then ended. Table 17.12: Fair Value on a Nonrecurring Basis December 31, 2015 December 31, 2014 (in millions) Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total Mortgages held for sale (LOCOM) (1) $ — 4,667 1,047 5,714 — 2,197 1,098 3,295 Loans held for sale — 279 — 279 — — — — Loans: Commercial — 191 — 191 — 243 — 243 Consumer — 1,406 7 1,413 — 2,018 5 2,023 Total loans (2) — 1,597 7 1,604 — 2,261 5 2,266 Other assets (3) — 280 654 934 — 417 460 877 (1) Consists of commercial mortgages and residential real estate 1-4 family first mortgage loans. (2) Represents carrying value of loans for which adjustments are based on the appraised value of the collateral. (3) Includes the fair value of foreclosed real estate, other collateral owned and nonmarketable equity investments.
Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis	Table 17.13 presents the increase (decrease) in value of certain assets for which a nonrecurring fair value adjustment was recognized during the periods presented. Table 17.13: Change in Value of Assets with Nonrecurring Fair Value Adjustment Year ended December 31, (in millions) 2015 2014 Mortgages held for sale (LOCOM) $ (3 ) 33 Loans held for sale (3 ) — Loans: Commercial (165 ) (125 ) Consumer (1,001 ) (1,336 ) Total loans (1) (1,166 ) (1,461 ) Other assets (2) (396 ) (341 ) Total $ (1,568 ) (1,769 ) (1) Represents write-downs of loans based on the appraised value of the collateral. (2) Includes the losses on foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets. Also includes impairment losses on nonmarketable equity investments.
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	Table 17.14 provides quantitative information about the valuation techniques and significant unobservable inputs used in the valuation of substantially all of our Level 3 assets and liabilities measured at fair value on a nonrecurring basis for which we use an internal model. The table is limited to financial instruments that had nonrecurring fair value adjustments during the periods presented. We have excluded from the table classes of Level 3 assets and liabilities measured using an internal model that we consider, both individually and in the aggregate, insignificant relative to our overall Level 3 nonrecurring measurements. We made this determination based upon an evaluation of each class, which considered the magnitude of the positions, nature of the unobservable inputs and potential for significant changes in fair value due to changes in those inputs. Table 17.14: Valuation Techniques – Nonrecurring Basis ($ in millions) Fair Value Level 3 Valuation Technique(s) (1) Significant Unobservable Inputs (1) Range of inputs Weighted Average (2) December 31, 2015 Residential mortgages held for sale (LOCOM) $ 1,047 (3) Discounted cash flow Default rate (4) 0.5 - 5.0 % 4.2 % Discount rate 1.5 - 8.5 3.5 Loss severity 0.0 - 26.1 2.9 Prepayment rate (5) 2.6 - 100.0 65.4 Other assets: nonmarketable equity investments 286 Net asset value Net asset value (6) 228 Market comparable pricing Comparability adjustment 5.0 - 9.2 8.5 Insignificant level 3 assets 147 Total $ 1,708 December 31, 2014 Residential mortgages held for sale (LOCOM) $ 1,098 (3) Discounted cash flow Default rate (4) 0.9 - 3.8 % 2.1 % Discount rate 1.5 - 8.5 3.6 Loss severity 0.0 - 29.8 3.8 Prepayment rate (5) 2.0 - 100.0 65.5 Other assets: nonmarketable equity investments 171 Market comparable pricing Comparability adjustment 6.0 - 6.0 6.0 Insignificant level 3 assets 294 Total $ 1,563 (1) Refer to the narrative following Table 17.11 for a definition of the valuation technique(s) and significant unobservable inputs. (2) For residential MHFS, weighted averages are calculated using outstanding unpaid principal balance of the loans. (3) Consists of $1.0 billion government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization at both December 31, 2015 and 2014 , and $41 million and $78 million of other mortgage loans that are not government insured/guaranteed at December 31, 2015 and 2014 , respectively. (4) Applies only to non-government insured/guaranteed loans. (5) Includes the impact on prepayment rate of expected defaults for the government insured/guaranteed loans, which impacts the frequency and timing of early resolution of loans. (6) The range and weighted average have not been provided since the investments have been recorded at their net asset redemption values.
Fair Value Investments in Entities that Calculate Net Asset Value Per Share	Table 17.15 summarizes our investments in various types of funds for which we use net asset values (NAVs) per share as a practical expedient to measure fair value on recurring and nonrecurring bases. The investments are included in trading assets, available-for-sale securities, and other assets. The table excludes those investments that are probable of being sold at an amount different from the funds’ NAVs. Table 17.15: Alternative Investments (in millions) Fair value Unfunded commitments Redemption frequency Redemption notice period December 31, 2015 Offshore funds $ 2 — Daily - Monthly 1 - 30 days Hedge funds — — Daily - Quarterly 1 - 90 days Private equity funds (1)(2) 555 135 N/A N/A Venture capital funds (2) 85 9 N/A N/A Total (3) $ 642 144 December 31, 2014 Offshore funds $ 125 — Daily - Quarterly 1 - 60 days Hedge funds 1 — Daily - Quarterly 1-90 days Private equity funds (1)(2) 1,313 243 N/A N/A Venture capital funds (2) 68 9 N/A N/A Total (3) $ 1,507 252 N/A - Not applicable (1) Excludes a private equity fund investment of $0 million and $171 million at December 31, 2015 and 2014 , respectively. This investment was sold in second quarter 2015 for an amount different from the fund's NAV. (2) Includes certain investments subject to the Volcker Rule that we may have to divest. (3) December 31, 2015 and 2014 , include $602 million and $1.3 billion respectively, of fair value for nonmarketable equity investments carried at cost for which we use NAVs as a practical expedient for determining nonrecurring fair value adjustments. The fair values of investments that had nonrecurring fair value adjustments were $154 million and $108 million at December 31, 2015 and 2014 , respectively.
Fair Value Option, Carrying Amount	Table 17.16 reflects differences between the fair value carrying amount of certain assets and liabilities for which we have elected the fair value option and the contractual aggregate unpaid principal amount at maturity. Table 17.16: Fair Value Option December 31, 2015 December 31, 2014 (in millions) Fair value carrying amount Aggregate unpaid principal Fair value carrying amount less aggregate unpaid principal Fair value carrying amount Aggregate unpaid principal Fair value carrying amount less aggregate unpaid principal Trading assets - loans: Total loans $ 886 935 (49 ) 1,387 1,410 (23 ) Nonaccrual loans — — — — 1 (1 ) Mortgages held for sale: Total loans 13,539 13,265 274 15,565 15,246 319 Nonaccrual loans 161 228 (67 ) 160 252 (92 ) Loans 90 days or more past due and still accruing 19 22 (3 ) 27 30 (3 ) Loans held for sale: Total loans — 5 (5 ) 1 10 (9 ) Nonaccrual loans — 5 (5 ) 1 10 (9 ) Loans: Total loans 5,316 5,184 132 5,788 5,527 261 Nonaccrual loans 305 322 (17 ) 367 376 (9 ) Other assets (1) 3,065 N/A N/A 2,512 N/A N/A (1) Consists of nonmarketable equity investments carried at fair value. See Note 7 (Premises, Equipment, Lease Commitments and Other Assets) for more information.
Fair Value Option, Gains and Losses	The changes in fair value related to initial measurement and subsequent changes in fair value included in earnings for these assets and liabilities measured at fair value are shown in Table 17.17 by income statement line item. Table 17.17: Fair Value Option – Changes in Fair Value Included in Earnings Year ended December 31, 2015 2014 2013 (in millions) Mortgage banking noninterest income Net gains (losses) from trading activities Other noninterest income Mortgage banking noninterest income Net gains (losses) from trading activities Other noninterest income Mortgage banking noninterest income Net gains (losses) from trading activities Other noninterest income Trading assets - loans $ — 4 4 — 29 4 — 40 3 Mortgages held for sale 1,808 — — 2,211 — — 2,073 — — Loans held for sale — — — — — — — — — Loans — — (122 ) — — (49 ) — — (216 ) Other assets — — 457 — — 518 — — 324 Other interests held (1) — (6 ) — — (12 ) — — (15 ) — (1) Includes retained interests in securitizations.
Fair Value Option, Instrument Specific Credit Risk	Table 17.18 shows the estimated gains and losses from earnings attributable to instrument-specific credit risk related to assets accounted for under the fair value option. Table 17.18: Fair Value Option – Gains/Losses Attributable to Instrument-Specific Credit Risk Year ended December 31, (in millions) 2015 2014 2013 Gains (losses) attributable to instrument-specific credit risk: Trading assets - loans $ 4 29 40 Mortgages held for sale 29 60 126 Total $ 33 89 166
Fair Value, Estimated for Financial Instruments Not Carried at Fair Value	Table 17.19 is a summary of fair value estimates for financial instruments, excluding financial instruments recorded at fair value on a recurring basis as they are included within Table 17.2 included earlier in this Note. The carrying amounts in the following table are recorded on the balance sheet under the indicated captions, except for nonmarketable equity investments, which are included in other assets. We have not included assets and liabilities that are not financial instruments in our disclosure, such as the value of the long-term relationships with our deposit, credit card and trust customers, amortized MSRs, premises and equipment, goodwill and other intangibles, deferred taxes and other liabilities. The total of the fair value calculations presented does not represent, and should not be construed to represent, the underlying value of the Company. Table 17.19: Fair Value Estimates for Financial Instruments Estimated fair value (in millions) Carrying amount Level 1 Level 2 Level 3 Total December 31, 2015 Financial assets Cash and due from banks (1) $ 19,111 19,111 — — 19,111 Federal funds sold, securities purchased under resale agreements and other short-term investments (1) 270,130 14,057 255,911 162 270,130 Held-to-maturity securities 80,197 45,167 32,052 3,348 80,567 Mortgages held for sale (2) 6,064 — 5,019 1,047 6,066 Loans held for sale (2) 279 — 279 — 279 Loans, net (3) 887,497 — 60,848 839,816 900,664 Nonmarketable equity investments (cost method) 7,035 — 14 7,890 7,904 Financial liabilities Deposits 1,223,312 — 1,194,781 28,616 1,223,397 Short-term borrowings (1) 97,528 — 97,528 — 97,528 Long-term debt (4) 199,528 — 188,015 10,468 198,483 December 31, 2014 Financial assets Cash and due from banks (1) $ 19,571 19,571 — — 19,571 Federal funds sold, securities purchased under resale agreements and other short-term investments (1) 258,429 8,991 249,438 — 258,429 Held to maturity securities 55,483 41,548 9,021 5,790 56,359 Mortgages held for sale (2) 3,971 — 2,875 1,098 3,973 Loans held for sale (2) 721 — 739 — 739 Loans, net (3) 832,671 — 60,052 784,786 844,838 Nonmarketable equity investments (cost method) 7,033 — — 8,377 8,377 Financial liabilities Deposits 1,168,310 — 1,132,845 35,566 1,168,411 Short-term borrowings (1) 63,518 — 63,518 — 63,518 Long-term debt (4) 183,934 — 174,996 10,479 185,475 (1) Amounts consist of financial instruments in which carrying value approximates fair value. (2) Balance reflects MHFS and LHFS, as applicable, other than those MHFS and LHFS for which we elected the fair value option. (3) Loans exclude balances for which the fair value option was elected and also exclude lease financing with a carrying amount of $12.4 billion and $12.3 billion at December 31, 2015 and 2014 , respectively. (4) The carrying amount and fair value exclude obligations under capital leases of $8 million and $9 million at December 31, 2015 and 2014 , respectively.

Preferred Stock (Tables)

Preferred Stock (Tables)	12 Months Ended
	Dec. 31, 2015
Preferred Stock [Abstract]
Detail of Preferred Stock	Our total authorized, issued and outstanding preferred stock is presented in the following two tables along with the Employee Stock Ownership Plan (ESOP) Cumulative Convertible Preferred Stock. Table 18.1: Preferred Stock Shares December 31, 2015 December 31, 2014 Liquidation preference per share Shares authorized and designated Liquidation preference per share Shares authorized and designated DEP Shares Dividend Equalization Preferred Shares (DEP) $ 10 97,000 $ 10 97,000 Series G 7.25% Class A Preferred Stock — — 15,000 50,000 Series H Floating Class A Preferred Stock 20,000 50,000 20,000 50,000 Series I Floating Class A Preferred Stock 100,000 25,010 100,000 25,010 Series J 8.00% Non-Cumulative Perpetual Class A Preferred Stock 1,000 2,300,000 1,000 2,300,000 Series K 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 1,000 3,500,000 1,000 3,500,000 Series L 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock 1,000 4,025,000 1,000 4,025,000 Series N 5.20% Non-Cumulative Perpetual Class A Preferred Stock 25,000 30,000 25,000 30,000 Series O 5.125% Non-Cumulative Perpetual Class A Preferred Stock 25,000 27,600 25,000 27,600 Series P 5.25% Non-Cumulative Perpetual Class A Preferred Stock 25,000 26,400 25,000 26,400 Series Q 5.85% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 69,000 25,000 69,000 Series R 6.625% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 34,500 25,000 34,500 Series S 5.900% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 80,000 25,000 80,000 Series T 6.000% Non-Cumulative Perpetual Class A Preferred Stock 25,000 32,200 25,000 32,200 Series U 5.875% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 25,000 80,000 — — Series V 6.000% Non-Cumulative Perpetual Class A Preferred Stock 25,000 40,000 — — ESOP Cumulative Convertible Preferred Stock (1) — 1,252,386 — 1,251,287 Total 11,669,096 11,597,997 (1) See the ESOP Cumulative Convertible Preferred Stock section of this Note for additional information about the liquidation preference for the ESOP Cumulative Preferred Stock. Table 18.2: Preferred Stock – Par and Carrying Value December 31, 2015 December 31, 2014 (in millions, except shares) Shares issued and outstanding Par value Carrying value Discount Shares issued and outstanding Par value Carrying value Discount DEP Shares Dividend Equalization Preferred Shares (DEP) 96,546 $ — — — 96,546 $ — — — Series I (1) Floating Class A Preferred Stock 25,010 2,501 2,501 — 25,010 2,501 2,501 — Series J (1) 8.00% Non-Cumulative Perpetual Class A Preferred Stock 2,150,375 2,150 1,995 155 2,150,375 2,150 1,995 155 Series K (1) 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 3,352,000 3,352 2,876 476 3,352,000 3,352 2,876 476 Series L (1) 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock 3,968,000 3,968 3,200 768 3,968,000 3,968 3,200 768 Series N (1) 5.20% Non-Cumulative Perpetual Class A Preferred Stock 30,000 750 750 — 30,000 750 750 — Series O (1) 5.125% Non-Cumulative Perpetual Class A Preferred Stock 26,000 650 650 — 26,000 650 650 — Series P (1) 5.25% Non-Cumulative Perpetual Class A Preferred Stock 25,000 625 625 — 25,000 625 625 — Series Q (1) 5.85% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 69,000 1,725 1,725 — 69,000 1,725 1,725 — Series R (1) 6.625% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 33,600 840 840 — 33,600 840 840 — Series S (1) 5.900% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 80,000 2,000 2,000 — 80,000 2,000 2,000 — Series T (1) 6.000% Non-Cumulative Perpetual Class A Preferred Stock 32,000 800 800 — 32,000 800 800 — Series U (1) 5.875% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 80,000 2,000 2,000 — — — — — Series V (1) 6.000% Non-Cumulative Perpetual Class A Preferred Stock 40,000 1,000 1,000 — — — — — ESOP Cumulative Convertible Preferred Stock 1,252,386 1,252 1,252 — 1,251,287 1,251 1,251 — Total 11,259,917 $ 23,613 22,214 1,399 11,138,818 $ 20,612 19,213 1,399 (1) Preferred shares qualify as Tier 1 capital.
Detail of Employee Stock Ownership Plan Preferred Stock	Table 18.3: ESOP Preferred Stock Shares issued and outstanding Carrying value Dec 31, Dec 31, Dec 31, Dec 31, Adjustable dividend rate (in millions, except shares) 2015 2014 2015 2014 Minimum Maximum ESOP Preferred Stock $1,000 liquidation preference per share 2015 220,408 — $ 220 — 8.90 % 9.90 2014 283,791 352,158 284 352 8.70 9.70 2013 251,304 288,000 251 288 8.50 9.50 2012 166,353 189,204 166 189 10.00 11.00 2011 177,614 205,263 178 205 9.00 10.00 2010 113,234 141,011 113 141 9.50 10.50 2008 28,972 42,204 29 42 10.50 11.50 2007 10,710 24,728 11 25 10.75 11.75 2006 — 8,719 — 9 10.75 11.75 Total ESOP Preferred Stock (1) 1,252,386 1,251,287 $ 1,252 1,251 Unearned ESOP shares (2) $ (1,362 ) (1,360 ) (1) At December 31, 2015 and 2014 , additional paid-in capital included $110 million and $109 million , respectively, related to ESOP preferred stock. (2) We recorded a corresponding charge to unearned ESOP shares in connection with the issuance of the ESOP Preferred Stock. The unearned ESOP shares are reduced as shares of the ESOP Preferred Stock are committed to be released.

Common Stock and Stock Plans (T

Common Stock and Stock Plans (Tables)	12 Months Ended
	Dec. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Reserved, Issued and Authorized Common Stock	Table 19.1 presents our reserved, issued and authorized shares of common stock at December 31, 2015 . Table 19.1: Common Stock Shares Number of shares Dividend reinvestment and common stock purchase plans 9,011,692 Director plans 825,868 Stock plans (1) 414,005,566 Convertible securities and warrants 100,652,100 Total shares reserved 524,495,226 Shares issued 5,481,811,474 Shares not reserved or issued 2,993,693,300 Total shares authorized 9,000,000,000 (1) Includes employee options, restricted shares and restricted share rights, 401(k) profit sharing and compensation deferral plans.
Components of Stock Incentive Compensation Expense and Related Recognized Tax Benefit	Table 19.2 summarizes the major components of stock incentive compensation expense and the related recognized tax benefit. Table 19.2: Stock Incentive Compensation Expense Year ended December 31, (in millions) 2015 2014 2013 RSRs $ 675 639 568 Performance shares 169 219 157 Total stock incentive compensation expense $ 844 858 725 Related recognized tax benefit $ 318 324 273
Summary of RSRs and Restricted Share Awards	A summary of the status of our RSRs and restricted share awards at December 31, 2015 , and changes during 2015 is presented in Table 19.3 . Table 19.3: Restricted Share Rights Number Weighted- average grant-date fair value Nonvested at January 1, 2015 53,572,149 $ 36.46 Granted 13,363,597 55.34 Vested (25,712,018 ) 37.39 Canceled or forfeited (588,936 ) 41.98 Nonvested at December 31, 2015 40,634,792 42.00
Summary of Performance Awards	A summary of the status of our PSAs at December 31, 2015 , and changes during 2015 is in Table 19.4 , based on the performance adjustments recognized as of December 2015. Table 19.4: Performance Share Awards Number Weighted- average grant-date fair value (1) Nonvested at January 1, 2015 9,294,768 $ 36.87 Granted 3,530,859 45.52 Vested (5,399,517 ) 37.75 Nonvested at December 31, 2015 7,426,110 40.34
Stock Option Activity and Related Information	Table 19.5 summarizes stock option activity and related information for the stock plans. Options assumed in mergers are included in the activity and related information for Incentive Compensation Plans if originally issued under an employee plan, and in the activity and related information for Director Awards if originally issued under a director plan. Table 19.5: Stock Option Activity Number Weighted- average exercise price Weighted- average remaining contractual term (in yrs.) Aggregate intrinsic value (in millions) Incentive compensation plans Options outstanding as of December 31, 2014 97,663,200 $ 43.40 Canceled or forfeited (2,258,720 ) 238.54 Exercised (20,084,720 ) 30.63 Options exercisable and outstanding as of December 31, 2015 75,319,760 40.96 2.0 $ 1,956 Director awards Options outstanding as of December 31, 2014 391,547 32.07 Exercised (84,657 ) 30.95 Options exercisable and outstanding as of December 31, 2015 306,890 32.37 1.5 7
Summary of weighted-average per share fair value of options granted and the assumptions used	Table 19.6 presents the weighted-average per share fair value of options granted and the assumptions used based on a Black-Scholes option valuation model. All of the options granted in 2013 resulted from the reload feature. Table 19.6: Weighted-Average Per Share Fair Value of Options Granted Year ended December 31, 2015 2014 2013 Per share fair value of options granted $ — — 1.58 Expected volatility — % — 18.3 Expected dividends $ — — 0.93 Expected term (in years) — — 0.5 Risk-free interest rate — % — 0.1
Employee Stock Ownership Plan	Table 19.7 presents the balance of common stock and unreleased preferred stock held in the Wells Fargo ESOP fund, the fair value of unreleased ESOP preferred stock and the dividends on allocated shares of common stock and unreleased ESOP Preferred Stock paid to the 401(k) Plan. Table 19.7: Common Stock and Unreleased Preferred Stock in the Wells Fargo ESOP Fund Shares outstanding December 31, (in millions, except shares) 2015 2014 2013 Allocated shares (common) 137,418,176 136,801,782 137,354,139 Unreleased shares (preferred) 1,252,386 1,251,287 1,105,664 Fair value of unreleased ESOP preferred shares $ 1,252 1,251 1,105 Dividends paid Year ended December 31, 2015 2014 2013 Allocated shares (common) $ 201 186 159 Unreleased shares (preferred) 143 152 132

Employee Benefits and Other E53

Employee Benefits and Other Expenses (Tables)	12 Months Ended
	Dec. 31, 2015
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Changes in Projected Benefit Obligation of Pension Benefits and Accumulated Postretirement Benefit Obligation of Other Benefits and Fair Value of Plan Assets	Table 20.1 presents the changes in the benefit obligation and the fair value of plan assets, the funded status, and the amounts recognized on the balance sheet. Table 20.1: Changes in Benefit Obligation and Fair Value of Plan Assets December 31, 2015 December 31, 2014 Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Change in benefit obligation: Benefit obligation at beginning of year $ 11,125 730 1,100 10,198 669 982 Service cost 2 — 6 1 — 7 Interest cost 429 25 42 465 27 42 Plan participants’ contributions — — 68 — — 73 Actuarial loss (gain) (196 ) (25 ) (56 ) 1,161 89 136 Benefits paid (676 ) (82 ) (139 ) (692 ) (54 ) (148 ) Medicare Part D subsidy — — 9 — — 9 Curtailment — — (25 ) — — — Foreign exchange impact (11 ) (1 ) (3 ) (8 ) (1 ) (1 ) Benefit obligation at end of year 10,673 647 1,002 11,125 730 1,100 Change in plan assets: Fair value of plan assets at beginning of year 9,626 — 624 9,409 — 645 Actual return on plan assets (112 ) — 2 909 — 26 Employer contribution 7 82 4 7 54 19 Plan participants’ contributions — — 68 — — 73 Benefits paid (676 ) (82 ) (139 ) (692 ) (54 ) (148 ) Medicare Part D subsidy — — 9 — — 9 Foreign exchange impact (9 ) — — (7 ) — — Fair value of plan assets at end of year 8,836 — 568 9,626 — 624 Funded status at end of year $ (1,837 ) (647 ) (434 ) (1,499 ) (730 ) (476 ) Amounts recognized on the balance sheet at end of year: Liabilities $ (1,837 ) (647 ) (434 ) (1,499 ) (730 ) (476 )
Pension Plans Information with Benefit Obligations in Excess of Plan Assets	Table 20.2 provides information for pension plans with benefit obligations in excess of plan assets. Table 20.2: Pension Plans with Benefit Obligations in Excess of Plan Assets Dec 31, Dec 31, (in millions) 2015 2014 Projected benefit obligation $ 11,317 11,855 Accumulated benefit obligation 11,314 11,851 Fair value of plan assets 8,832 9,626
Components of Net Periodic Benefit Cost and Other Comprehensive Income	Table 20.3 presents the components of net periodic benefit cost and other comprehensive income. Table 20.3: Net Periodic Benefit Cost and Other Comprehensive Income December 31, 2015 December 31, 2014 December 31, 2013 Pension benefits Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Service cost $ 2 — 6 1 — 7 — — 11 Interest cost 429 25 42 465 27 42 465 29 47 Expected return on plan assets (644 ) — (35 ) (629 ) — (36 ) (674 ) — (36 ) Amortization of net actuarial loss (gain) 108 18 (4 ) 91 11 (28 ) 137 15 (1 ) Amortization of prior service credit — — (3 ) — — (2 ) — — (2 ) Settlement loss (1) — 13 — — 2 — 124 3 — Curtailment gain — — (43 ) — — — — — — Net periodic benefit cost (105 ) 56 (37 ) (72 ) 40 (17 ) 52 47 19 Other changes in plan assets and benefit obligations recognized in other comprehensive income: Net actuarial loss (gain) 560 (25 ) (23 ) 881 89 146 (1,175 ) (17 ) (341 ) Amortization of net actuarial gain (loss) (108 ) (18 ) 4 (91 ) (11 ) 28 (137 ) (15 ) 1 Prior service credit — — 18 — — — — — — Amortization of prior service credit — — 3 — — 2 — — 2 Settlement (1) — (13 ) — — (2 ) — (124 ) (3 ) — Total recognized in other comprehensive income 452 (56 ) 2 790 76 176 (1,436 ) (35 ) (338 ) Total recognized in net periodic benefit cost and other comprehensive income $ 347 — (35 ) 718 116 159 (1,384 ) 12 (319 ) (1) Qualified settlements in 2013 include $123 million for the Cash Balance Plan.
Amounts Recognized in Cumulative Other Comprehensive Income	Table 20.4 provides the amounts recognized in cumulative OCI (pre tax). Table 20.4: Benefits Recognized in Cumulative OCI December 31, 2015 December 31, 2014 Pension benefits Pension benefits (in millions) Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Net actuarial loss (gain) $ 3,128 168 (165 ) 2,677 224 (147 ) Net prior service credit (1 ) — — (2 ) — (20 ) Total $ 3,127 168 (165 ) 2,675 224 (167 )
Weighted Average Assumptions for Estimating Projected Benefit Obligation and Determining Net Periodic Benefit Cost	Table 20.5 presents the weighted-average discount rates used to estimate the projected benefit obligation for pension benefits. Table 20.5: Discount Rates Used to Estimate Projected Benefit Obligation December 31, 2015 December 31, 2014 Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate 4.25 % 4.25 4.25 4.00 3.75 4.00 Table 20.6 presents the weighted-average assumptions used to determine the net periodic benefit cost. Table 20.6: Weighted-Average Assumptions Used to Determine Net Periodic Benefit Cost December 31, 2015 December 31, 2014 December 31, 2013 Pension benefits Pension benefits Pension benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Qualified Non- qualified Other benefits Discount rate (1) 4.00 % 3.60 4.00 4.75 4.16 4.50 4.38 4.08 3.75 Expected return on plan assets 7.00 N/A 6.00 7.00 N/A 6.00 7.50 N/A 6.00 (1) The discount rate for the 2013 qualified pension benefits and for the 2015 , 2014 , and 2013 nonqualified pension benefits includes the impact of quarter-end remeasurements when settlement losses are recognized.
Future Benefits Expected to be Paid Under the Pension and Other Benefit Plans	Future benefits that we expect to pay under the pension and other benefit plans are presented in Table 20.7 . Other benefits payments are expected to be reduced by prescription drug subsidies from the federal government provided by the Medicare Prescription Drug, Improvement and Modernization Act of 2003. Table 20.7: Projected Benefit Payments Pension benefits Other benefits (in millions) Qualified Non- qualified Future benefits Subsidy receipts Year ended December 31, 2016 $ 762 61 86 11 2017 753 60 87 12 2018 737 56 87 12 2019 740 53 87 12 2020 745 52 87 12 2021-2025 3,578 224 410 61
Balances of Pension Plan And Other Benefits Plan Assets Measured at Fair Value	Table 20.8 presents the balances of pension plan assets and other benefit plan assets measured at fair value. See Note 17 (Fair Values of Assets and Liabilities) for fair value hierarchy level definitions. Table 20.8: Pension and Other Benefit Plan Assets Carrying value at year end Pension plan assets Other benefits plan assets (in millions) Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total December 31, 2015 Cash and cash equivalents $ 5 109 — 114 119 21 — 140 Long duration fixed income (1) 446 3,253 16 3,715 — — — — Intermediate (core) fixed income (2) 4 499 — 503 — 182 — 182 High-yield fixed income — 276 4 280 — — — — International fixed income 51 250 — 301 — — — — Domestic large-cap stocks (3) 809 378 — 1,187 — 118 — 118 Domestic mid-cap stocks 226 125 — 351 — 31 — 31 Domestic small-cap stocks (4) 207 13 — 220 — 17 — 17 Global stocks (5) 48 161 — 209 — — — — International stocks (6) 463 287 — 750 22 33 — 55 Emerging market stocks — 311 — 311 — — — — Real estate/timber (7) 109 1 245 355 — — — — Hedge funds (8) — 160 71 231 — — — — Private equity — — 148 148 — — — — Other — 66 27 93 2 — 23 25 Total plan investments $ 2,368 5,889 511 8,768 143 402 23 568 Net receivables 68 — Total plan assets $ 8,836 568 December 31, 2014 Cash and cash equivalents $ 31 224 — 255 139 21 — 160 Long duration fixed income (1) 556 3,622 12 4,190 — — — — Intermediate (core) fixed income (2) 127 329 — 456 61 115 — 176 High-yield fixed income 1 321 5 327 — — — — International fixed income 53 284 — 337 — — — — Domestic large-cap stocks (3) 833 375 — 1,208 — 102 — 102 Domestic mid-cap stocks 252 140 — 392 — 47 — 47 Domestic small-cap stocks (4) 238 17 — 255 — 37 — 37 Global stocks (5) 47 155 — 202 — — — — International stocks (6) 457 276 — 733 25 53 — 78 Emerging market stocks — 412 — 412 — — — — Real estate/timber (7) 121 1 265 387 — — — — Hedge funds (8) — 203 84 287 — — — — Private equity — — 155 155 — — — — Other — 23 52 75 2 — 22 24 Total plan investments $ 2,716 6,382 573 9,671 227 375 22 624 Payable upon return of securities loaned (53 ) — Net receivables 8 — Total plan assets $ 9,626 624 (1) This category includes a diversified mix of assets which are being managed in accordance with a duration target of approximately 10 years and an emphasis on corporate credit bonds combined with investments in U.S. Treasury securities and other U.S. agency and non-agency bonds. (2) This category includes assets that are primarily intermediate duration, investment grade bonds held in investment strategies benchmarked to the Barclays Capital U.S. Aggregate Bond Index. Includes U.S. Treasury securities, agency and non-agency asset-backed bonds and corporate bonds. (3) This category covers a broad range of investment styles, including active, enhanced index and passive approaches, as well as style characteristics of value, core and growth emphasized strategies. Assets in this category are currently diversified across eight unique investment strategies with no single investment manager strategy representing more than 2.5% of total plan assets. (4) This category consists of a highly diversified combination of four distinct investment management strategies with no single strategy representing more than 2% of total plan assets. Allocations in this category are spread across actively managed approaches with distinct value and growth emphasized approaches in fairly equal proportions. (5) This category consists of three unique investment strategies providing exposure to broadly diversified, global equity investments, which generally have an allocation of 40 - 60% in U.S. domiciled equities and an equivalent allocation range in primarily developed market, non-U.S. equities, with no single strategy representing more than 1.5% of total Plan assets. (6) This category includes assets diversified across six unique investment strategies providing exposure to companies based primarily in developed market, non-U.S. countries with no single strategy representing more than 2.5% of total plan assets. (7) This category primarily includes investments in private and public real estate, as well as timber specific limited partnerships; real estate holdings are diversified by geographic location and sector (e.g., retail, office, apartments). (8) This category consists of several investment strategies diversified across more than 30 hedge fund managers. Single manager allocation exposure is limited to 0.15% (15 basis points) of total plan assets.
Changes in Level Three pension plan and other benefit plan assets measured at fair value	Table 20.9 presents the changes in Level 3 pension plan and other benefit plan assets measured at fair value. Table 20.9: Fair Value Level 3 Pension and Other Benefit Plan Assets Balance beginning of year Gains (losses) Purchases, sales and settlements (net) Transfers Into/ (Out of) Level 3 Balance end of year (in millions) Realized Unrealized (1) Year ended December 31, 2015 Pension plan assets: Long duration fixed income $ 12 — — 1 3 16 High-yield fixed income 5 — — 2 (3 ) 4 Real estate/timber 265 10 8 (38 ) — 245 Hedge funds 84 4 (5 ) (21 ) 9 71 Private equity 155 19 (5 ) (21 ) — 148 Other 52 9 (7 ) (27 ) — 27 $ 573 42 (9 ) (104 ) 9 511 Other benefits plan assets: Other $ 22 — — 1 — 23 $ 22 — — 1 — 23 Year ended December 31, 2014 Pension plan assets: Long duration fixed income $ 1 — — 1 10 12 High-yield fixed income — — — 3 2 5 International stocks 1 — — (1 ) — — Real estate/timber 294 9 34 (72 ) — 265 Hedge funds 152 1 4 (9 ) (64 ) 84 Private equity 158 12 (3 ) (12 ) — 155 Other 52 2 1 (3 ) — 52 $ 658 24 36 (93 ) (52 ) 573 Other benefits plan assets: Other $ 22 — — — — 22 $ 22 — — — — 22 (1) All unrealized gains (losses) relate to instruments held at period end.
Expenses Not Otherwise Shown Separately in Financial Statements	Table 20.10 presents expenses exceeding 1% of total interest income and noninterest income in any of the years presented that are not otherwise shown separately in the financial statements or Notes to Financial Statements. Table 20.10: Other Expenses Year ended December 31, (in millions) 2015 2014 2013 Outside professional services $ 2,665 2,689 2,519 Operating losses 1,871 1,249 821 Outside data processing 985 1,034 983 Contract services 978 975 935 Travel and entertainment 692 904 885

Income Taxes (Tables)

Income Taxes (Tables)	12 Months Ended
	Dec. 31, 2015
Income Tax Disclosure [Abstract]
Components of income tax expense	Table 21.1 presents the components of income tax expense. Table 21.1: Income Tax Expense Year ended December 31, (in millions) 2015 2014 2013 Current: Federal $ 10,822 7,321 4,601 State and local 1,669 520 736 Foreign 139 112 91 Total current 12,630 7,953 5,428 Deferred: Federal (2,047 ) 2,117 4,457 State and local (235 ) 224 522 Foreign 17 13 (2 ) Total deferred (2,265 ) 2,354 4,977 Total $ 10,365 10,307 10,405
Schedule of net deferred tax asset (liability)	The tax effects of our temporary differences that gave rise to significant portions of our deferred tax assets and liabilities are presented in Table 21.2 . Table 21.2: Net Deferred Tax Liability December 31, (in millions) 2015 2014 Deferred tax assets Allowance for loan losses $ 4,363 4,592 Deferred compensation and employee benefits 4,589 4,608 Accrued expenses 1,460 1,213 PCI loans 1,816 1,935 Net operating loss and tax credit carry forwards 528 631 Other 1,448 1,700 Total deferred tax assets 14,204 14,679 Deferred tax assets valuation allowance (358 ) (426 ) Deferred tax liabilities Mortgage servicing rights (5,399 ) (5,860 ) Leasing (3,866 ) (4,057 ) Mark to market, net (5,471 ) (7,635 ) Intangible assets (1,233 ) (1,494 ) Net unrealized gains on investment securities (1,008 ) (2,737 ) Insurance reserves (2,071 ) (2,087 ) Other (2,063 ) (1,635 ) Total deferred tax liabilities (21,111 ) (25,505 ) Net deferred tax liability (1) $ (7,265 ) (11,252 ) (1) Included in accrued expenses and other liabilities.
Effective income tax expense and rate	Table 21.3 reconciles the statutory federal income tax expense and rate to the effective income tax expense and rate. Our effective tax rate is calculated by dividing income tax expense by income before income tax expense less the net income from noncontrolling interests. Table 21.3: Effective Income Tax Expense and Rate December 31, 2015 2014 2013 (in millions) Amount Rate Amount Rate Amount Rate Statutory federal income tax expense and rate $ 11,641 35.0 % $ 11,677 35.0 % $ 11,299 35.0 % Change in tax rate resulting from: State and local taxes on income, net of federal income tax benefit 1,025 3.1 971 2.9 964 3.0 Tax-exempt interest (641 ) (1.9 ) (550 ) (1.6 ) (490 ) (1.5 ) Tax credits (1,108 ) (3.3 ) (1,074 ) (3.2 ) (967 ) (3.0 ) Life insurance (186 ) (0.6 ) (179 ) (0.5 ) (173 ) (0.5 ) Leveraged lease tax expense 140 0.4 158 0.5 302 0.9 Other (506 ) (1.5 ) (696 ) (2.2 ) (530 ) (1.7 ) Effective income tax expense and rate $ 10,365 31.2 % $ 10,307 30.9 % $ 10,405 32.2 %
Change in unrecognized tax benefits	Table 21.4 presents the change in unrecognized tax benefits. Table 21.4: Change in Unrecognized Tax Benefits Year ended December 31, (in millions) 2015 2014 Balance at beginning of year $ 5,002 5,528 Additions: For tax positions related to the current year 196 412 For tax positions related to prior years 225 324 Reductions: For tax positions related to prior years (413 ) (213 ) Lapse of statute of limitations (22 ) (50 ) Settlements with tax authorities (182 ) (999 ) Balance at end of year $ 4,806 5,002

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	12 Months Ended
	Dec. 31, 2015
Earnings Per Share [Abstract]
Earnings Per Common Share	Table 22.1 shows earnings per common share and diluted earnings per common share and reconciles the numerator and denominator of both earnings per common share calculations. See Note 1 (Summary of Significant Accounting Policies) for discussion of private share repurchases and the Consolidated Statement of Changes in Equity and Note 19 (Common Stock and Stock Plans) for information about stock and options activity and terms and conditions of warrants. Table 22.1: Earnings Per Common Share Calculations Year ended December 31, (in millions, except per share amounts) 2015 2014 2013 Wells Fargo net income $ 22,894 23,057 21,878 Less: Preferred stock dividends and other 1,424 1,236 989 Wells Fargo net income applicable to common stock (numerator) $ 21,470 21,821 20,889 Earnings per common share Average common shares outstanding (denominator) 5,136.5 5,237.2 5,287.3 Per share $ 4.18 4.17 3.95 Diluted earnings per common share Average common shares outstanding 5,136.5 5,237.2 5,287.3 Add: Stock options 26.7 32.9 33.1 Restricted share rights 32.8 41.6 44.8 Warrants 13.8 12.7 6.0 Diluted average common shares outstanding (denominator) 5,209.8 5,324.4 5,371.2 Per share $ 4.12 4.10 3.89
Antidilutive Warrants And Options Outstanding	Table 22.2 presents the outstanding options to purchase shares of common stock that were anti-dilutive (the exercise price was higher than the weighted-average market price), and therefore not included in the calculation of diluted earnings per common share. Table 22.2: Outstanding Anti-Dilutive Options Weighted-average shares Year ended December 31, (in millions) 2015 2014 2013 Options 5.7 8.0 11.1

Other Comprehensive Income (Tab

Other Comprehensive Income (Tables)	12 Months Ended
	Dec. 31, 2015
Cumulative Other Comprehensive Income Balances [Abstract] [Abstract]
Components of other comprehensive income, reclassifications to net income by income statement line item, and the related tax effects	Table 23.1 provides the components of other comprehensive income (OCI), reclassifications to net income by income statement line item, and the related tax effects. Table 23.1: Summary of Other Comprehensive Income Year ended December 31, 2015 2014 2013 (in millions) Before tax Tax effect Net of tax Before tax Tax effect Net of tax Before tax Tax effect Net of tax Investment securities: Net unrealized gains (losses) arising during the period $ (3,318 ) 1,237 (2,081 ) 5,426 (2,111 ) 3,315 (7,661 ) 2,981 (4,680 ) Reclassification of net (gains) losses to net income: Interest income on investment securities (1) (1 ) — (1 ) (37 ) 14 (23 ) — — — Net (gains) losses on debt securities (952 ) 356 (596 ) (593 ) 224 (369 ) 29 (11 ) 18 Net (gains) losses from equity investments (571 ) 213 (358 ) (901 ) 340 (561 ) (314 ) 118 (196 ) Other noninterest income (6 ) 3 (3 ) (1 ) — (1 ) — — — Subtotal reclassifications to net income (1,530 ) 572 (958 ) (1,532 ) 578 (954 ) (285 ) 107 (178 ) Net change (4,848 ) 1,809 (3,039 ) 3,894 (1,533 ) 2,361 (7,946 ) 3,088 (4,858 ) Derivatives and hedging activities: Net unrealized gains (losses) arising during the period 1,549 (584 ) 965 952 (359 ) 593 (32 ) 12 (20 ) Reclassification of net (gains) losses to net income: Interest income on investment securities (3 ) 1 (2 ) (1 ) — (1 ) — — — Interest income on loans (1,103 ) 416 (687 ) (588 ) 222 (366 ) (426 ) 156 (270 ) Interest expense on long-term debt 17 (6 ) 11 44 (17 ) 27 91 (34 ) 57 Other noninterest income — — — — — — 35 (13 ) 22 Salaries expense — — — — — — 4 (2 ) 2 Subtotal reclassifications to net income (1,089 ) 411 (678 ) (545 ) 205 (340 ) (296 ) 107 (189 ) Net change 460 (173 ) 287 407 (154 ) 253 (328 ) 119 (209 ) Defined benefit plans adjustments: Net actuarial gains (losses) arising during the period (512 ) 193 (319 ) (1,116 ) 420 (696 ) 1,533 (578 ) 955 Reclassification of amounts to net periodic benefit costs (2): Amortization of net actuarial loss 122 (46 ) 76 74 (28 ) 46 151 (57 ) 94 Settlements and other (8 ) 3 (5 ) — — — 125 (46 ) 79 Subtotal reclassifications to net periodic benefit costs 114 (43 ) 71 74 (28 ) 46 276 (103 ) 173 Net change (398 ) 150 (248 ) (1,042 ) 392 (650 ) 1,809 (681 ) 1,128 Foreign currency translation adjustments: Net unrealized losses arising during the period (137 ) (12 ) (149 ) (60 ) (5 ) (65 ) (44 ) (7 ) (51 ) Reclassification of net (gains) losses to net income: Net gains from equity investments (5 ) — (5 ) — — — — — — Other noninterest income — — — 6 — 6 (12 ) 5 (7 ) Subtotal reclassifications (5 ) — (5 ) 6 — 6 (12 ) 5 (7 ) Net change (142 ) (12 ) (154 ) (54 ) (5 ) (59 ) (56 ) (2 ) (58 ) Other comprehensive income (loss) $ (4,928 ) 1,774 (3,154 ) 3,205 (1,300 ) 1,905 (6,521 ) 2,524 (3,997 ) Less: Other comprehensive income (loss) from noncontrolling interests, net of tax 67 (227 ) 267 Wells Fargo other comprehensive income (loss), net of tax $ (3,221 ) 2,132 (4,264 ) (1) Represents net unrealized gains and losses amortized over the remaining lives of securities that were transferred from the available-for-sale portfolio to the held-to-maturity portfolio. (2) These items are included in the computation of net periodic benefit cost, which is recorded in employee benefits expense (see Note 20 (Employee Benefits and Other Expenses) for additional details).
Cumulative other comprehensive income	Table 23.2: Cumulative OCI Balances (in millions) Investment securities Derivatives and hedging activities Defined benefit plans adjustments Foreign currency translation adjustments Cumulative other comprehensive income Balance, December 31, 2012 $ 7,462 289 (2,181 ) 80 5,650 Net unrealized gains (losses) arising during the period (4,680 ) (20 ) 955 (51 ) (3,796 ) Amounts reclassified from accumulated other comprehensive income (178 ) (189 ) 173 (7 ) (201 ) Net change (4,858 ) (209 ) 1,128 (58 ) (3,997 ) Less: Other comprehensive income from noncontrolling interests 266 — — 1 267 Balance, December 31, 2013 2,338 80 (1,053 ) 21 1,386 Net unrealized gains (losses) arising during the period 3,315 593 (696 ) (65 ) 3,147 Amounts reclassified from accumulated other comprehensive income (954 ) (340 ) 46 6 (1,242 ) Net change 2,361 253 (650 ) (59 ) 1,905 Less: Other comprehensive loss from noncontrolling interests (227 ) — — — (227 ) Balance, December 31, 2014 4,926 333 (1,703 ) (38 ) 3,518 Net unrealized gains (losses) arising during the period (2,081 ) 965 (319 ) (149 ) (1,584 ) Amounts reclassified from accumulated other comprehensive income (958 ) (678 ) 71 (5 ) (1,570 ) Net change (3,039 ) 287 (248 ) (154 ) (3,154 ) Less: Other comprehensive income (loss) from noncontrolling interests 74 — — (7 ) 67 Balance, December 31, 2015 $ 1,813 620 (1,951 ) (185 ) 297

Operating Segments (Tables)

Operating Segments (Tables)	12 Months Ended
	Dec. 31, 2015
Segment Reporting [Abstract]
Financial Information of Operating Segment	Table 24.1: Operating Segments (income/expense in millions, average balances in billions) Community Banking Wholesale Banking Wealth and Investment Management Other (1) Consolidated Company 2015 Net interest income (2) $ 29,242 $ 14,350 $ 3,478 $ (1,769 ) $ 45,301 Provision (reversal of provision) for credit losses 2,427 27 (25 ) 13 2,442 Noninterest income 20,099 11,554 12,299 (3,196 ) 40,756 Noninterest expense 26,981 14,116 12,067 (3,190 ) 49,974 Income (loss) before income tax expense (benefit) 19,933 11,761 3,735 (1,788 ) 33,641 Income tax expense (benefit) 6,202 3,424 1,420 (681 ) 10,365 Net income (loss) before noncontrolling interests 13,731 8,337 2,315 (1,107 ) 23,276 Less: Net income (loss) from noncontrolling interests 240 143 (1 ) — 382 Net income (loss) (3) $ 13,491 $ 8,194 $ 2,316 $ (1,107 ) $ 22,894 2014 Net interest income (2) $ 27,999 $ 14,073 $ 3,032 $ (1,577 ) $ 43,527 Provision (reversal of provision) for credit losses 1,796 (382 ) (50 ) 31 1,395 Noninterest income 20,159 11,325 12,237 (2,901 ) 40,820 Noninterest expense 26,290 13,831 11,993 (3,077 ) 49,037 Income (loss) before income tax expense (benefit) 20,072 11,949 3,326 (1,432 ) 33,915 Income tax expense (benefit) 6,049 3,540 1,262 (544 ) 10,307 Net income (loss) before noncontrolling interests 14,023 8,409 2,064 (888 ) 23,608 Less: Net income from noncontrolling interests 337 210 4 — 551 Net income (loss) (3) $ 13,686 $ 8,199 $ 2,060 $ (888 ) $ 23,057 2013 Net interest income (2) $ 27,123 $ 14,353 $ 2,797 $ (1,473 ) $ 42,800 Provision (reversal of provision) for credit losses 2,841 (521 ) (16 ) 5 2,309 Noninterest income 20,556 11,494 11,533 (2,603 ) 40,980 Noninterest expense 27,090 13,077 11,486 (2,811 ) 48,842 Income (loss) before income tax expense (benefit) 17,748 13,291 2,860 (1,270 ) 32,629 Income tax expense (benefit) 5,442 4,364 1,082 (483 ) 10,405 Net income (loss) before noncontrolling interests 12,306 8,927 1,778 (787 ) 22,224 Less: Net income from noncontrolling interests 159 175 12 — 346 Net income (loss) (3) $ 12,147 $ 8,752 $ 1,766 $ (787 ) $ 21,878 2015 Average loans $ 475.9 397.3 60.1 (47.9 ) 885.4 Average assets 910.0 724.9 192.8 (84.8 ) 1,742.9 Average deposits 654.4 438.9 172.3 (71.5 ) 1,194.1 2014 Average loans 468.8 355.6 52.1 (42.1 ) 834.4 Average assets 853.2 636.5 186.1 (82.5 ) 1,593.3 Average deposits 614.3 404.0 163.5 (67.7 ) 1,114.1 (1) Includes items not specific to a business segment and the elimination of certain items that are included in more than one business segment, substantially all of which represents products and services for Wealth and Investment Management customers served through Community Banking distribution channels. (2) Net interest income is the difference between interest earned on assets and the cost of liabilities to fund those assets. Interest earned includes actual interest earned on segment assets and, if the segment has excess liabilities, interest credits for providing funding to other segments. The cost of liabilities includes interest expense on segment liabilities and, if the segment does not have enough liabilities to fund its assets, a funding charge based on the cost of excess liabilities from another segment. (3) Represents segment net income (loss) for Community Banking; Wholesale Banking; and Wealth and Investment Management segments and Wells Fargo net income for the consolidated company.

Parent-Only Financial Stateme58

Parent-Only Financial Statements (Tables)	12 Months Ended
	Dec. 31, 2015
Condensed Financial Information of Parent Company Only Disclosure [Abstract]
Parent-Only Statement of Income	The following tables present Parent-only condensed financial statements. Table 25.1: Parent-Only Statement of Income Year ended December 31, (in millions) 2015 2014 2013 Income Dividends from subsidiaries: Bank $ 13,804 15,077 10,612 Nonbank 542 526 33 Interest income from subsidiaries 907 772 848 Other interest income 199 216 240 Other income 576 1,032 484 Total income 16,028 17,623 12,217 Expense Interest expense: Indebtedness to nonbank subsidiaries 325 357 334 Short-term borrowings 1 7 5 Long-term debt 1,784 1,540 1,546 Other 4 5 15 Noninterest expense 932 797 1,175 Total expense 3,046 2,706 3,075 Income before income tax benefit and equity in undistributed income of subsidiaries 12,982 14,917 9,142 Income tax benefit (870 ) (926 ) (570 ) Equity in undistributed income of subsidiaries 9,042 7,214 12,166 Net income $ 22,894 23,057 21,878
Parent-Only Statement of Comprehensive Income	Table 25.2: Parent-Only Statement of Comprehensive Income Year ended December 31, (in millions) 2015 2014 2013 Net income $ 22,894 23,057 21,878 Other comprehensive income (loss), net of tax: Investment securities 52 142 (248 ) Derivatives and hedging activities — 12 39 Defined benefit plans adjustment (254 ) (633 ) 1,136 Equity in other comprehensive income (loss) of subsidiaries (3,019 ) 2,611 (5,191 ) Other comprehensive income (loss), net of tax: (3,221 ) 2,132 (4,264 ) Total comprehensive income $ 19,673 25,189 17,614
Parent-Only Balance Sheet	Table 25.3: Parent-Only Balance Sheet December 31, (in millions) 2015 2014 Assets Cash and cash equivalents due from: Subsidiary banks $ 36,162 43,843 Nonaffiliates 4 3 Investment securities issued by: Subsidiary banks 14,992 10,001 Nonaffiliates 8,201 10,753 Loans to subsidiaries: Bank 47,363 18,166 Nonbank 35,327 35,783 Investments in subsidiaries: Bank 169,081 162,806 Nonbank 25,638 24,567 Other assets 6,857 6,225 Total assets $ 343,625 312,147 Liabilities and equity Short-term borrowings $ — 2,270 Accrued expenses and other liabilities 8,135 6,984 Long-term debt 117,791 97,275 Indebtedness to nonbank subsidiaries 24,701 21,224 Total liabilities 150,627 127,753 Stockholders' equity 192,998 184,394 Total liabilities and equity $ 343,625 312,147
Parent-Only Statement of Cash Flows	Year ended December 31, (in millions) 2015 2014 2013 Cash flows from operating activities: Net cash provided by operating activities $ 12,337 18,019 8,607 Cash flows from investing activities: Available-for-sale securities: Sales proceeds 5,345 1,196 3,606 Prepayments and maturities: Subsidiary banks 7,750 25 — Nonaffiliates — — 12 Purchases: Subsidiary banks (12,750 ) (10,025 ) — Nonaffiliates (2,709 ) (14 ) (6,016 ) Loans: Net repayments from (advances to) subsidiaries 460 (2,199 ) 655 Capital notes and term loans made to subsidiaries (29,860 ) (11,275 ) (6,700 ) Principal collected on notes/loans made to subsidiaries 301 2,526 1,472 Net increase in investment in subsidiaries (1,283 ) (1,096 ) (1,188 ) Other, net 714 470 461 Net cash used by investing activities (32,032 ) (20,392 ) (7,698 ) Cash flows from financing activities: Net increase in short-term borrowings and indebtedness to subsidiaries 2,084 2,314 6,732 Long-term debt: Proceeds from issuance 31,487 22,627 18,714 Repayment (9,194 ) (8,659 ) (13,096 ) Preferred stock: Proceeds from issuance 2,972 2,775 3,145 Cash dividends paid (1,426 ) (1,235 ) (1,017 ) Common stock: Proceeds from issuance 1,726 1,840 2,224 Repurchased (8,697 ) (9,414 ) (5,356 ) Cash dividends paid (7,400 ) (6,908 ) (5,953 ) Excess tax benefits related to stock option payments 453 453 271 Other, net 10 37 114 Net cash provided by financing activities 12,015 3,830 5,778 Net change in cash and due from banks (7,680 ) 1,457 6,687 Cash and due from banks at beginning of year 43,846 42,389 35,702 Cash and due from banks at end of year $ 36,166 43,846 42,389

Regulatory and Agency Capital59

Regulatory and Agency Capital Requirements (Tables)	12 Months Ended
	Dec. 31, 2015
Banking and Thrift [Abstract]
Regulatory And Agency Capital Requirements	Table 26.1 presents regulatory capital information for Wells Fargo & Company and the Bank using Basel III, which increased minimum required capital ratios, and introduced a minimum Common Equity Tier 1 (CET1) ratio. Beginning second quarter 2015, our capital ratios were calculated in accordance with the Basel III Standardized and Advanced Approaches. Accordingly, we must report the lower of our CET1, tier 1 and total capital ratios calculated under the Standardized Approach and under the Advanced Approach in the assessment of our capital adequacy. The information presented for 2015 reflects the transition to determining risk-weighted assets (RWAs) under the Basel III Standardized and Advanced Approaches with Transition Requirements from RWAs determined using general risk-based capital rules (General Approach) effective in 2014. The Standardized and General Approaches each apply assigned risk weights to broad risk categories but many of the risk categories and/or weights were changed by Basel III for the Standardized Approach and will generally result in higher risk-weighted assets than from those prescribed for the General Approach. Calculation of RWAs under the Advanced Approach differs by requiring applicable banks to utilize a risk-sensitive methodology, which relies upon the use of internal credit models, and includes an operational risk component. The Basel III revised definition of capital, and changes are being phased-in effective January 1, 2014, through the end of 2021. The Bank is an approved seller/servicer of mortgage loans and is required to maintain minimum levels of shareholders’ equity, as specified by various agencies, including the United States Department of Housing and Urban Development, GNMA, FHLMC and FNMA. At December 31, 2015, the Bank met these requirements. Other subsidiaries, including the Company’s insurance and broker-dealer subsidiaries, are also subject to various minimum capital levels, as defined by applicable industry regulations. The minimum capital levels for these subsidiaries, and related restrictions, are not significant to our consolidated operations. Table 26.1: Regulatory Capital Information Wells Fargo & Company Wells Fargo Bank, N.A. Advanced Approach Standardized General Advanced Approach Standardized General Advanced & Standardized Approach Minimum December 31, (in billions, except ratios) 2015 2015 2014 2015 2015 2014 2015 Regulatory capital: Common equity tier 1 $ 144.2 144.2 137.1 126.9 126.9 119.9 Tier 1 164.6 164.6 154.7 126.9 126.9 119.9 Total 195.2 205.6 192.9 140.5 150.0 144.0 Assets: Risk-weighted $ 1,263.2 1,303.1 1,242.5 1,100.9 1,197.6 1,142.5 Adjusted average (2) 1,757.1 1,757.1 1,637.0 1,584.3 1,584.3 1,487.6 Regulatory capital ratios: Common equity tier 1 capital 11.42 % 11.07 * 11.04 11.53 10.60 * 10.49 4.50 Tier 1 capital 13.03 12.63 * 12.45 11.53 10.60 * 10.49 6.00 Total capital 15.45 * 15.77 15.53 12.77 12.52 * 12.61 8.00 Tier 1 leverage (2) 9.37 9.37 9.45 8.01 8.01 8.06 4.00 *Denotes the lowest capital ratio as determined under the Basel III Advanced and Standardized Approaches. (1) As defined by the regulations issued by the Federal Reserve, OCC and FDIC, which apply to Wells Fargo & Company and Wells Fargo Bank, N.A. (2) The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations.

Summary of Significant Accoun60

Summary of Significant Accounting Policies (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	Feb. 01, 2016	Mar. 31, 2016	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Supplemental cash flow information - Noncash activities
Trading assets retained from securitizations of MHFS					$ 46,291	$ 28,604	$ 47,198
Capitalization of MSRs from sale of MHFS					1,736	1,302	3,616
Transfers from loans to MHFS					9,205	11,021	7,610
Transfers from loans to LHFS					90	9,849	274
Transfers from loans to foreclosed assets and other assets					3,274	4,094	4,470
Transfers from available-for-sale to held-to-maturity securities					$ 4,972	$ 1,810	6,042
Private Forward Repurchase Transaction [Member]
Summary of Significant Accounting Policies [Line Items]
Common stock repurchased, shares			14.3	11.1	64	66
Private forward repurchase contract					$ 500	$ 750	$ 500
Scenario, Forecast [Member] | Private Forward Repurchase Transaction [Member]
Summary of Significant Accounting Policies [Line Items]
Common stock repurchased, shares		9.2
Collaborative Arrangement [Member] | Product Concentration Risk [Member] | Revenue [Member]
Summary of Significant Accounting Policies [Line Items]
Concentration risk, percentage					1.00%
Subsequent Event [Member] | Private Forward Repurchase Transaction [Member]
Summary of Significant Accounting Policies [Line Items]
Common stock repurchased, shares		9.2
Subsequent Event [Member] | FHA Insurance Litigation [Member] | Civil Claim [Member]
Summary of Significant Accounting Policies [Line Items]
Amounts To Be Paid In Connection With Legal Or Regulatory Matters	$ 1,200
Other Expense [Member] | Subsequent Event [Member] | FHA Insurance Litigation [Member] | Civil Claim [Member]
Summary of Significant Accounting Policies [Line Items]
Amounts To Be Paid In Connection With Legal Or Regulatory Matters	200
Operating Income (Loss) [Member] | Subsequent Event [Member] | FHA Insurance Litigation [Member] | Civil Claim [Member]
Summary of Significant Accounting Policies [Line Items]
Amounts To Be Paid In Connection With Legal Or Regulatory Matters	$ 134
Earnings Per Share [Member] | Subsequent Event [Member] | FHA Insurance Litigation [Member] | Civil Claim [Member]
Supplemental cash flow information - Noncash activities
Amounts To Be Paid In Connection With Legal Or Regulatory Matters - Per Share	$ 0.03

Business Combinations (Details)

Business Combinations (Details) $ in Millions	Jan. 01, 2016USD ($)locomotive	Dec. 31, 2015USD ($)business	Dec. 31, 2014USD ($)business	Dec. 31, 2013business	Jun. 30, 2016employees	Mar. 31, 2016USD ($)
Business Acquisition [Line Items]
Business Combination, Recognized Identifiable Assets Acquired, Goodwill, and Liabilities Assumed, Less Noncontrolling Interest		$ 3
Number of Businesses Acquired | business			1	0
Pending Acquisition [Member]
Business Acquisition [Line Items]
Number of Businesses Acquired | business		2
GE Capital Commercial Distribution Finance and Vendor Finance [Member] | Pending Acquisition [Member]
Business Acquisition [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets						$ 31,000
Entity Number of Employees | employees					2,900
North America [Member] | Pending Acquisition [Member]
Business Acquisition [Line Items]
Percentage Of Business Acquired						90.00%
Helm Financial Corporation [Member]
Business Acquisition [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets			$ 422
Subsequent Event [Member] | Railcar and Locomotive Leasing [Member]
Business Acquisition [Line Items]
Business Acquisitions, GE Railcar Services	$ 4,000
Business Acquisitions, Number of Locomotives | locomotive	1,000
Business Acquisition, Number of Railcars | locomotive	77,000

Cash, Loan and Dividend Restr62

Cash, Loan and Dividend Restrictions (Details) - USD ($) $ / shares in Units, $ in Billions	Jan. 26, 2016	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Cash, Loan and Dividend Restrictions [Line Items]
Average required reserve balance on deposits		$ 10.6	$ 12.9
Credit and non-credit transactions with all nonbank affiliates, maximum percent of bank capital and surplus		20.00%
Per share dividend amount requiring approval (in dollars per share)		$ 1.475	$ 1.35	$ 1.15
National And State Chartered Subsidiary Banks [Member]
Cash, Loan and Dividend Restrictions [Line Items]
Additional dividends that could have been declared by national and state-chartered subsidiary bank/nonbank subsidiaries		$ 17.8
Nonbank Subsidiaries [Member]
Cash, Loan and Dividend Restrictions [Line Items]
Additional dividends that could have been declared by national and state-chartered subsidiary bank/nonbank subsidiaries		$ 9.5
Credit and non-credit transactions with a single nonbank affiliate, maximum percent of bank capital and surplus [Member]
Cash, Loan and Dividend Restrictions [Line Items]
Total capital ratio required to be well capitalized (not to exceed 10%)		10.00%
Subsequent Event [Member]
Cash, Loan and Dividend Restrictions [Line Items]
Per share dividend amount requiring approval (in dollars per share)	$ 0.375

Federal Funds Sold, Securitie63

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Details) - USD ($)	Dec. 31, 2015	Dec. 31, 2014
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Line Items]
Federal funds sold and securities purchased under resale agreements	$ 45,828,000,000	$ 36,856,000,000
Interest-earning deposits	220,409,000,000	219,220,000,000
Other short-term investments	3,893,000,000	2,353,000,000
Total	270,130,000,000	258,429,000,000
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments Textual [Abstract]
Funded contractual commitments	0	0
Unfunded contractual commitment	2,200,000,000	2,600,000,000
Loans [Member]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments Textual [Abstract]
Securities purchased under long-term resale agreements	$ 20,100,000,000	$ 14,900,000,000

Investment Securities, Major Ca

Investment Securities, Major Categories (Details) - USD ($)	Dec. 31, 2015	Dec. 31, 2014
Available-for-sale securities:
Amortized Cost	$ 264,376,000,000	$ 249,653,000,000
Gross unrealized gains	5,448,000,000	9,711,000,000
Gross unrealized losses	(2,466,000,000)	(1,922,000,000)
Available-for-sale, at fair value	267,358,000,000	257,442,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	80,197,000,000	55,483,000,000
Gross unrealized gains	784,000,000	897,000,000
Gross unrealized losses	(414,000,000)	(21,000,000)
Held-to-maturity Securities, Fair Value	80,567,000,000	56,359,000,000
Total investment securities:
Amortized Cost	344,573,000,000	305,136,000,000
Gross unrealized gains	6,232,000,000	10,608,000,000
Gross unrealized losses	(2,880,000,000)	(1,943,000,000)
Fair value	347,925,000,000	313,801,000,000
Securities of Single Issuer with Book Value Greater Than Ten Percent of Stockholders' Equity, Amount	0	0
Collateralized Debt Obligations [Member]
Available-for-sale securities:
Amortized Cost	247,000,000	364,000,000
Available-for-sale, at fair value	257,000,000	500,000,000
Total debt securities [Member]
Available-for-sale securities:
Amortized Cost	263,318,000,000	247,747,000,000
Gross unrealized gains	4,854,000,000	7,869,000,000
Gross unrealized losses	(2,451,000,000)	(1,850,000,000)
Available-for-sale, at fair value	265,721,000,000	253,766,000,000
Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Amortized Cost	36,374,000,000	25,898,000,000
Gross unrealized gains	24,000,000	44,000,000
Gross unrealized losses	(148,000,000)	(138,000,000)
Available-for-sale, at fair value	36,250,000,000	25,804,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	44,660,000,000	40,886,000,000
Gross unrealized gains	580,000,000	670,000,000
Gross unrealized losses	(73,000,000)	(8,000,000)
Held-to-maturity Securities, Fair Value	45,167,000,000	41,548,000,000
U.S. states and political subdivisions [Member]
Available-for-sale securities:
Amortized Cost	49,167,000,000	43,939,000,000
Gross unrealized gains	1,325,000,000	1,504,000,000
Gross unrealized losses	(502,000,000)	(499,000,000)
Available-for-sale, at fair value	49,990,000,000	44,944,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	2,185,000,000	1,962,000,000
Gross unrealized gains	65,000,000	27,000,000
Gross unrealized losses	0	0
Held-to-maturity Securities, Fair Value	2,250,000,000	1,989,000,000
Total mortgage-backed securities [Member]
Available-for-sale securities:
Amortized Cost	125,177,000,000	132,311,000,000
Gross unrealized gains	2,953,000,000	4,873,000,000
Gross unrealized losses	(938,000,000)	(832,000,000)
Available-for-sale, at fair value	127,192,000,000	136,352,000,000
Federal agencies [Member]
Available-for-sale securities:
Amortized Cost	103,391,000,000	107,850,000,000
Gross unrealized gains	1,983,000,000	2,990,000,000
Gross unrealized losses	(828,000,000)	(751,000,000)
Available-for-sale, at fair value	104,546,000,000	110,089,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	28,604,000,000	5,476,000,000
Gross unrealized gains	131,000,000	165,000,000
Gross unrealized losses	(314,000,000)	0
Held-to-maturity Securities, Fair Value	28,421,000,000	5,641,000,000
Residential [Member]
Available-for-sale securities:
Amortized Cost	7,843,000,000	8,213,000,000
Gross unrealized gains	740,000,000	1,080,000,000
Gross unrealized losses	(25,000,000)	(24,000,000)
Available-for-sale, at fair value	8,558,000,000	9,269,000,000
Commercial [Member]
Available-for-sale securities:
Amortized Cost	13,943,000,000	16,248,000,000
Gross unrealized gains	230,000,000	803,000,000
Gross unrealized losses	(85,000,000)	(57,000,000)
Available-for-sale, at fair value	14,088,000,000	16,994,000,000
Corporate debt securities [Member]
Available-for-sale securities:
Amortized Cost	15,548,000,000	14,211,000,000
Gross unrealized gains	312,000,000	745,000,000
Gross unrealized losses	(449,000,000)	(170,000,000)
Available-for-sale, at fair value	15,411,000,000	14,786,000,000
Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Amortized Cost	31,210,000,000	25,137,000,000
Gross unrealized gains	125,000,000	408,000,000
Gross unrealized losses	(368,000,000)	(184,000,000)
Available-for-sale, at fair value	30,967,000,000	25,361,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	1,405,000,000	1,404,000,000
Gross unrealized gains	0	0
Gross unrealized losses	(24,000,000)	(13,000,000)
Held-to-maturity Securities, Fair Value	1,381,000,000	1,391,000,000
Other [Member]
Available-for-sale securities:
Amortized Cost	5,842,000,000	6,251,000,000
Gross unrealized gains	115,000,000	295,000,000
Gross unrealized losses	(46,000,000)	(27,000,000)
Available-for-sale, at fair value	5,911,000,000	6,519,000,000
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	3,343,000,000	5,755,000,000
Gross unrealized gains	8,000,000	35,000,000
Gross unrealized losses	(3,000,000)	0
Held-to-maturity Securities, Fair Value	3,348,000,000	5,790,000,000
Total marketable equity securities [Member]
Available-for-sale securities:
Amortized Cost	1,058,000,000	1,906,000,000
Gross unrealized gains	594,000,000	1,842,000,000
Gross unrealized losses	(15,000,000)	(72,000,000)
Available-for-sale, at fair value	1,637,000,000	3,676,000,000
Perpetual preferred securities [Member]
Available-for-sale securities:
Amortized Cost	819,000,000	1,622,000,000
Gross unrealized gains	112,000,000	148,000,000
Gross unrealized losses	(13,000,000)	(70,000,000)
Available-for-sale, at fair value	918,000,000	1,700,000,000
Other marketable equity securities [Member]
Available-for-sale securities:
Amortized Cost	239,000,000	284,000,000
Gross unrealized gains	482,000,000	1,694,000,000
Gross unrealized losses	(2,000,000)	(2,000,000)
Available-for-sale, at fair value	719,000,000	1,976,000,000
Asset-backed Securities, Securitized Loans and Receivables [Member]
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	1,900,000,000	3,800,000,000
Held-to-maturity Securities, Fair Value	1,900,000,000	3,800,000,000
Asset-backed Securities Collateralized by Dealer Floorplan Loans [Member]
Held-to-maturity securities:
Held-to-maturity Securities, Amortized Cost	1,400,000,000	1,900,000,000
Held-to-maturity Securities, Fair Value	$ 1,400,000,000	$ 2,000,000,000

Investment Securities, Gross Un

Investment Securities, Gross Unrealized Losses and Fair Value (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	$ (1,304)	$ (485)
Less than 12 months, Fair value, available-for-sale	100,316	37,490
12 months or more, Gross unrealized losses, available-for-sale	(1,162)	(1,437)
12 months or more, Fair value, available-for-sale	31,348	55,107
Total, Gross unrealized losses, available-for-sale	(2,466)	(1,922)
Total, Fair value, available-for-sale	131,664	92,597
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(410)	(21)
Less than 12 months, Fair value, held-to-maturity	30,623	3,280
12 months or more, Gross unrealized losses, held-to-maturity	(4)	0
12 months or more, Fair value, held-to-maturity	233	0
Total, Gross unrealized losses, held-to-maturity	(414)	(21)
Total, Fair value, held-to-maturity	30,856	3,280
Total investment securities:
Less than 12 months, Gross unrealized losses, investment securities	(1,714)	(506)
Less than 12 months, Fair value, investment securities	130,939	40,770
12 months or more, Gross unrealized losses, investment securities	(1,166)	(1,437)
12 months or more, Fair value, investment securities	31,581	55,107
Total, Gross unrealized losses, investment securities	(2,880)	(1,943)
Total, Fair value, investment securities	162,520	95,877
Total debt securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(1,301)	(481)
Less than 12 months, Fair value, available-for-sale	100,252	37,357
12 months or more, Gross unrealized losses, available-for-sale	(1,150)	(1,369)
12 months or more, Fair value, available-for-sale	31,239	54,474
Total, Gross unrealized losses, available-for-sale	(2,451)	(1,850)
Total, Fair value, available-for-sale	131,491	91,831
Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(148)	(16)
Less than 12 months, Fair value, available-for-sale	24,795	7,138
12 months or more, Gross unrealized losses, available-for-sale	0	(122)
12 months or more, Fair value, available-for-sale	0	5,719
Total, Gross unrealized losses, available-for-sale	(148)	(138)
Total, Fair value, available-for-sale	24,795	12,857
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(73)	(8)
Less than 12 months, Fair value, held-to-maturity	5,264	1,889
12 months or more, Gross unrealized losses, held-to-maturity	0	0
12 months or more, Fair value, held-to-maturity	0	0
Total, Gross unrealized losses, held-to-maturity	(73)	(8)
Total, Fair value, held-to-maturity	5,264	1,889
U.S. states and political subdivisions [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(26)	(198)
Less than 12 months, Fair value, available-for-sale	3,453	10,228
12 months or more, Gross unrealized losses, available-for-sale	(476)	(301)
12 months or more, Fair value, available-for-sale	12,377	3,725
Total, Gross unrealized losses, available-for-sale	(502)	(499)
Total, Fair value, available-for-sale	15,830	13,953
Total mortgage-backed securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(574)	(43)
Less than 12 months, Fair value, available-for-sale	42,081	4,854
12 months or more, Gross unrealized losses, available-for-sale	(364)	(789)
12 months or more, Fair value, available-for-sale	12,536	39,530
Total, Gross unrealized losses, available-for-sale	(938)	(832)
Total, Fair value, available-for-sale	54,617	44,384
Federal agencies [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(522)	(16)
Less than 12 months, Fair value, available-for-sale	36,329	1,706
12 months or more, Gross unrealized losses, available-for-sale	(306)	(735)
12 months or more, Fair value, available-for-sale	9,888	37,854
Total, Gross unrealized losses, available-for-sale	(828)	(751)
Total, Fair value, available-for-sale	46,217	39,560
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(314)
Less than 12 months, Fair value, held-to-maturity	23,115
12 months or more, Gross unrealized losses, held-to-maturity	0
12 months or more, Fair value, held-to-maturity	0
Total, Gross unrealized losses, held-to-maturity	(314)
Total, Fair value, held-to-maturity	23,115
Residential [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(20)	(18)
Less than 12 months, Fair value, available-for-sale	1,276	946
12 months or more, Gross unrealized losses, available-for-sale	(5)	(6)
12 months or more, Fair value, available-for-sale	285	144
Total, Gross unrealized losses, available-for-sale	(25)	(24)
Total, Fair value, available-for-sale	1,561	1,090
Commercial [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(32)	(9)
Less than 12 months, Fair value, available-for-sale	4,476	2,202
12 months or more, Gross unrealized losses, available-for-sale	(53)	(48)
12 months or more, Fair value, available-for-sale	2,363	1,532
Total, Gross unrealized losses, available-for-sale	(85)	(57)
Total, Fair value, available-for-sale	6,839	3,734
Corporate debt securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(244)	(102)
Less than 12 months, Fair value, available-for-sale	4,941	1,674
12 months or more, Gross unrealized losses, available-for-sale	(205)	(68)
12 months or more, Fair value, available-for-sale	1,057	1,265
Total, Gross unrealized losses, available-for-sale	(449)	(170)
Total, Fair value, available-for-sale	5,998	2,939
Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(276)	(99)
Less than 12 months, Fair value, available-for-sale	22,214	12,755
12 months or more, Gross unrealized losses, available-for-sale	(92)	(85)
12 months or more, Fair value, available-for-sale	4,844	3,958
Total, Gross unrealized losses, available-for-sale	(368)	(184)
Total, Fair value, available-for-sale	27,058	16,713
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(20)	(13)
Less than 12 months, Fair value, held-to-maturity	1,148	1,391
12 months or more, Gross unrealized losses, held-to-maturity	(4)	0
12 months or more, Fair value, held-to-maturity	233	0
Total, Gross unrealized losses, held-to-maturity	(24)	(13)
Total, Fair value, held-to-maturity	1,381	1,391
Other [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(33)	(23)
Less than 12 months, Fair value, available-for-sale	2,768	708
12 months or more, Gross unrealized losses, available-for-sale	(13)	(4)
12 months or more, Fair value, available-for-sale	425	277
Total, Gross unrealized losses, available-for-sale	(46)	(27)
Total, Fair value, available-for-sale	3,193	985
Held-to-maturity securities:
Less than 12 months, Gross unrealized losses, held-to-maturity	(3)
Less than 12 months, Fair value, held-to-maturity	1,096
12 months or more, Gross unrealized losses, held-to-maturity	0
12 months or more, Fair value, held-to-maturity	0
Total, Gross unrealized losses, held-to-maturity	(3)
Total, Fair value, held-to-maturity	1,096
Total marketable equity securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(3)	(4)
Less than 12 months, Fair value, available-for-sale	64	133
12 months or more, Gross unrealized losses, available-for-sale	(12)	(68)
12 months or more, Fair value, available-for-sale	109	633
Total, Gross unrealized losses, available-for-sale	(15)	(72)
Total, Fair value, available-for-sale	173	766
Perpetual preferred securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(1)	(2)
Less than 12 months, Fair value, available-for-sale	24	92
12 months or more, Gross unrealized losses, available-for-sale	(12)	(68)
12 months or more, Fair value, available-for-sale	109	633
Total, Gross unrealized losses, available-for-sale	(13)	(70)
Total, Fair value, available-for-sale	133	725
Other marketable equity securities [Member]
Available-for-sale securities:
Less than 12 months, Gross unrealized losses, available-for-sale	(2)	(2)
Less than 12 months, Fair value, available-for-sale	40	41
12 months or more, Gross unrealized losses, available-for-sale	0	0
12 months or more, Fair value, available-for-sale	0	0
Total, Gross unrealized losses, available-for-sale	(2)	(2)
Total, Fair value, available-for-sale	$ 40	$ 41

Investment Securities, Unrealiz

Investment Securities, Unrealized Loss Position, by Credit Rating (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Available-for-sale securities:
Gross unrealized losses	$ (2,466)	$ (1,922)
Available-for-sale, at fair value	267,358	257,442
Held-to-maturity securities:
Gross unrealized losses	(414)	(21)
Fair value	80,567	56,359
Investment securities:
Gross unrealized losses	(2,880)	(1,943)
Fair value	347,925	313,801
Total debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(2,451)	(1,850)
Available-for-sale, at fair value	265,721	253,766
Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(148)	(138)
Available-for-sale, at fair value	36,250	25,804
Held-to-maturity securities:
Gross unrealized losses	(73)	(8)
Fair value	45,167	41,548
U.S. states and political subdivisions [Member]
Available-for-sale securities:
Gross unrealized losses	(502)	(499)
Available-for-sale, at fair value	49,990	44,944
Held-to-maturity securities:
Gross unrealized losses	0	0
Fair value	2,250	1,989
Total mortgage-backed securities [Member]
Available-for-sale securities:
Gross unrealized losses	(938)	(832)
Available-for-sale, at fair value	127,192	136,352
Federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(828)	(751)
Available-for-sale, at fair value	104,546	110,089
Held-to-maturity securities:
Gross unrealized losses	(314)	0
Fair value	28,421	5,641
Residential [Member]
Available-for-sale securities:
Gross unrealized losses	(25)	(24)
Available-for-sale, at fair value	8,558	9,269
Commercial [Member]
Available-for-sale securities:
Gross unrealized losses	(85)	(57)
Available-for-sale, at fair value	14,088	16,994
Corporate debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(449)	(170)
Available-for-sale, at fair value	15,411	14,786
Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Gross unrealized losses	(368)	(184)
Available-for-sale, at fair value	30,967	25,361
Held-to-maturity securities:
Gross unrealized losses	(24)	(13)
Fair value	1,381	1,391
Other [Member]
Available-for-sale securities:
Gross unrealized losses	(46)	(27)
Available-for-sale, at fair value	5,911	6,519
Held-to-maturity securities:
Gross unrealized losses	(3)	0
Fair value	3,348	5,790
Total marketable equity securities [Member]
Available-for-sale securities:
Gross unrealized losses	(15)	(72)
Available-for-sale, at fair value	1,637	3,676
Perpetual preferred securities [Member]
Available-for-sale securities:
Gross unrealized losses	(13)	(70)
Available-for-sale, at fair value	918	1,700
Unrated Investment Grade Securities [Member]
Investment securities:
Gross unrealized losses	(17)	(25)
Fair value	3,700	1,600
Investment grade [Member]
Available-for-sale securities:
Gross unrealized losses	(2,075)	(1,676)
Available-for-sale, at fair value	127,911	89,445
Held-to-maturity securities:
Gross unrealized losses	(414)	(21)
Fair value	30,856	3,280
Investment securities:
Gross unrealized losses	(2,489)	(1,697)
Fair value	158,767	92,725
Investment grade [Member] | Total debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(2,062)	(1,606)
Available-for-sale, at fair value	127,778	88,720
Investment grade [Member] | Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(148)	(138)
Available-for-sale, at fair value	24,795	12,857
Held-to-maturity securities:
Gross unrealized losses	(73)	(8)
Fair value	5,264	1,889
Investment grade [Member] | U.S. states and political subdivisions [Member]
Available-for-sale securities:
Gross unrealized losses	(464)	(459)
Available-for-sale, at fair value	15,470	13,600
Investment grade [Member] | Total mortgage-backed securities [Member]
Available-for-sale securities:
Gross unrealized losses	(899)	(775)
Available-for-sale, at fair value	53,373	43,065
Investment grade [Member] | Federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	(828)	(751)
Available-for-sale, at fair value	46,217	39,560
Held-to-maturity securities:
Gross unrealized losses	(314)
Fair value	23,115
Investment grade [Member] | Residential [Member]
Available-for-sale securities:
Gross unrealized losses	(12)	0
Available-for-sale, at fair value	795	139
Investment grade [Member] | Commercial [Member]
Available-for-sale securities:
Gross unrealized losses	(59)	(24)
Available-for-sale, at fair value	6,361	3,366
Investment grade [Member] | Corporate debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(140)	(39)
Available-for-sale, at fair value	4,167	1,807
Investment grade [Member] | Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Gross unrealized losses	(368)	(172)
Available-for-sale, at fair value	27,058	16,609
Held-to-maturity securities:
Gross unrealized losses	(24)	(13)
Fair value	1,381	1,391
Investment grade [Member] | Other [Member]
Available-for-sale securities:
Gross unrealized losses	(43)	(23)
Available-for-sale, at fair value	2,915	782
Held-to-maturity securities:
Gross unrealized losses	(3)
Fair value	1,096
Investment grade [Member] | Perpetual preferred securities [Member]
Available-for-sale securities:
Gross unrealized losses	(13)	(70)
Available-for-sale, at fair value	133	725
Non-investment grade [Member]
Available-for-sale securities:
Gross unrealized losses	(389)	(244)
Available-for-sale, at fair value	3,713	3,111
Held-to-maturity securities:
Gross unrealized losses	0	0
Fair value	0	0
Investment securities:
Gross unrealized losses	(389)	(244)
Fair value	3,713	3,111
Non-investment grade [Member] | Total debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(389)	(244)
Available-for-sale, at fair value	3,713	3,111
Non-investment grade [Member] | Securities of U.S. Treasury and federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	0	0
Available-for-sale, at fair value	0	0
Held-to-maturity securities:
Gross unrealized losses	0	0
Fair value	0	0
Non-investment grade [Member] | U.S. states and political subdivisions [Member]
Available-for-sale securities:
Gross unrealized losses	(38)	(40)
Available-for-sale, at fair value	360	353
Non-investment grade [Member] | Total mortgage-backed securities [Member]
Available-for-sale securities:
Gross unrealized losses	(39)	(57)
Available-for-sale, at fair value	1,244	1,319
Non-investment grade [Member] | Federal agencies [Member]
Available-for-sale securities:
Gross unrealized losses	0	0
Available-for-sale, at fair value	0	0
Held-to-maturity securities:
Gross unrealized losses	0
Fair value	0
Non-investment grade [Member] | Residential [Member]
Available-for-sale securities:
Gross unrealized losses	(13)	(24)
Available-for-sale, at fair value	766	951
Non-investment grade [Member] | Commercial [Member]
Available-for-sale securities:
Gross unrealized losses	(26)	(33)
Available-for-sale, at fair value	478	368
Non-investment grade [Member] | Corporate debt securities [Member]
Available-for-sale securities:
Gross unrealized losses	(309)	(131)
Available-for-sale, at fair value	1,831	1,132
Non-investment grade [Member] | Collateralized loan and other debt obligations [Member]
Available-for-sale securities:
Gross unrealized losses	0	(12)
Available-for-sale, at fair value	0	104
Held-to-maturity securities:
Gross unrealized losses	0	0
Fair value	0	0
Non-investment grade [Member] | Other [Member]
Available-for-sale securities:
Gross unrealized losses	(3)	(4)
Available-for-sale, at fair value	278	203
Held-to-maturity securities:
Gross unrealized losses	0
Fair value	0
Non-investment grade [Member] | Perpetual preferred securities [Member]
Available-for-sale securities:
Gross unrealized losses	0	0
Available-for-sale, at fair value	$ 0	$ 0

Investment Securities, Contract

Investment Securities, Contractual Maturities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 44,480	$ 42,244
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	2.13%	2.10%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 32,090	$ 8,833
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	3.57%	3.96%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 3,627	$ 4,214
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	1.74%	1.72%
Held-to-maturity Securities, Amortized Cost	$ 80,197	$ 55,483
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	2.69%	2.37%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 265,721	$ 253,766
Weighted average yield contractual maturities, Total, available-for-sale	3.55%	3.60%
Due within 1 year, Contractual maturities, available-for-sale	$ 4,218	$ 4,647
Percentage of weighted average yield, Due within 1 year, available-for-sale	2.84%	2.03%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 48,542	$ 39,775
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	1.98%	2.20%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 28,330	$ 22,310
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	2.98%	3.12%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 184,631	$ 187,034
Percentage of weighted average yield, Due after 10 years, available-for-sale	4.07%	3.99%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 80,567	$ 56,359
Due within 1 year, Contractual maturities, held-to-maturity, at fair value	0	193
Due in 1-5 years, Contractual maturities, held-to-maturity, at fair value	3,651	4,239
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	44,969	42,915
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	31,947	9,012
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	$ 0	$ 192
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature Within One Year Net Carrying Amount	0.00%	1.61%
Securities of U.S. Treasury and federal agencies [Member]
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 43,384	$ 40,886
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	2.13%	2.12%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 1,276	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	1.75%	0.00%
Held-to-maturity Securities, Amortized Cost	$ 44,660	$ 40,886
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	2.12%	2.12%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 36,250	$ 25,804
Weighted average yield contractual maturities, Total, available-for-sale	1.49%	1.49%
Due within 1 year, Contractual maturities, available-for-sale	$ 216	$ 181
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.77%	1.47%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 31,602	$ 22,348
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	1.44%	1.44%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 4,432	$ 3,275
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	1.86%	1.83%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 0	$ 0
Percentage of weighted average yield, Due after 10 years, available-for-sale	0.00%	0.00%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 45,167	$ 41,548
Due within 1 year, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 1-5 years, Contractual maturities, held-to-maturity, at fair value	1,298	0
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	43,869	41,548
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	0	0
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature Within One Year Net Carrying Amount	0.00%	0.00%
U.S. states and political subdivisions [Member]
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 104	$ 9
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	7.49%	6.60%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 2,081	$ 1,953
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	5.89%	5.59%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Amortized Cost	$ 2,185	$ 1,962
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	5.97%	5.60%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 49,990	$ 44,944
Weighted average yield contractual maturities, Total, available-for-sale	5.82%	5.66%
Due within 1 year, Contractual maturities, available-for-sale	$ 1,969	$ 3,568
Percentage of weighted average yield, Due within 1 year, available-for-sale	2.09%	1.71%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 7,709	$ 7,050
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.02%	2.19%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 3,010	$ 3,235
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	5.25%	5.13%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 37,302	$ 31,091
Percentage of weighted average yield, Due after 10 years, available-for-sale	6.85%	6.96%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 2,250	$ 1,989
Due within 1 year, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 1-5 years, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	105	9
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	2,145	1,980
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature Within One Year Net Carrying Amount	0.00%	0.00%
Total mortgage-backed securities [Member]
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 127,192	$ 136,352
Weighted average yield contractual maturities, Total, available-for-sale	3.54%	3.59%
Due within 1 year, Contractual maturities, available-for-sale	$ 3	$ 1
Percentage of weighted average yield, Due within 1 year, available-for-sale	6.55%	0.28%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 468	$ 347
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	1.99%	2.88%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 1,769	$ 1,099
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	3.88%	3.54%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 124,952	$ 134,905
Percentage of weighted average yield, Due after 10 years, available-for-sale	3.55%	3.59%
Federal agencies [Member]
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 28,604	$ 5,476
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	3.47%	3.89%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Amortized Cost	$ 28,604	$ 5,476
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	3.47%	3.89%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 104,546	$ 110,089
Weighted average yield contractual maturities, Total, available-for-sale	3.29%	3.27%
Due within 1 year, Contractual maturities, available-for-sale	$ 3	$ 0
Percentage of weighted average yield, Due within 1 year, available-for-sale	6.55%	0.00%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 373	$ 276
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	1.58%	2.86%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 1,735	$ 1,011
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	3.84%	3.38%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 102,435	$ 108,802
Percentage of weighted average yield, Due after 10 years, available-for-sale	3.29%	3.27%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 28,421	$ 5,641
Due within 1 year, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 1-5 years, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	28,421	5,641
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature Within One Year Net Carrying Amount	0.00%	0.00%
Residential [Member]
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 8,558	$ 9,269
Weighted average yield contractual maturities, Total, available-for-sale	4.17%	4.50%
Due within 1 year, Contractual maturities, available-for-sale	$ 0	$ 0
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.00%	0.00%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 34	$ 9
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	5.11%	4.81%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 34	$ 83
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	6.03%	5.63%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 8,490	$ 9,177
Percentage of weighted average yield, Due after 10 years, available-for-sale	4.16%	4.49%
Commercial [Member]
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 14,088	$ 16,994
Weighted average yield contractual maturities, Total, available-for-sale	5.06%	5.16%
Due within 1 year, Contractual maturities, available-for-sale	$ 0	$ 1
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.00%	0.28%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 61	$ 62
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.79%	2.71%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 0	$ 5
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	0.00%	1.30%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 14,027	$ 16,926
Percentage of weighted average yield, Due after 10 years, available-for-sale	5.07%	5.17%
Corporate debt securities [Member]
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 15,411	$ 14,786
Weighted average yield contractual maturities, Total, available-for-sale	4.57%	4.90%
Due within 1 year, Contractual maturities, available-for-sale	$ 1,960	$ 600
Percentage of weighted average yield, Due within 1 year, available-for-sale	3.84%	4.32%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 6,731	$ 7,634
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	4.47%	4.54%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 5,459	$ 5,209
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	4.76%	5.30%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 1,261	$ 1,343
Percentage of weighted average yield, Due after 10 years, available-for-sale	5.47%	5.70%
Collateralized loan and other debt obligations [Member]
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 1,405	$ 1,404
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	2.03%	1.96%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Amortized Cost	$ 1,405	$ 1,404
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	2.03%	1.96%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 30,967	$ 25,361
Weighted average yield contractual maturities, Total, available-for-sale	2.08%	1.83%
Due within 1 year, Contractual maturities, available-for-sale	$ 2	$ 23
Percentage of weighted average yield, Due within 1 year, available-for-sale	0.33%	1.95%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 804	$ 944
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	0.90%	0.71%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 12,707	$ 8,472
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	2.01%	1.67%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 17,454	$ 15,922
Percentage of weighted average yield, Due after 10 years, available-for-sale	2.19%	1.99%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 1,381	$ 1,391
Due within 1 year, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 1-5 years, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	0	0
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	1,381	1,391
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature Within One Year Net Carrying Amount	0.00%	0.00%
Other [Member]
Schedule of Marketable Securities [Line Items]
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	$ 992	$ 1,349
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Five And Through Ten Years Net Carrying Amount	1.53%	1.41%
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	$ 0	$ 0
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After Ten Years Net Carrying Amount	0.00%	0.00%
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	$ 2,351	$ 4,214
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature After One And Through Five Years Net Carrying Amount	1.74%	1.72%
Held-to-maturity Securities, Amortized Cost	$ 3,343	$ 5,755
Weighted Average Contractual Yield On Held To Maturity Debt Securities Net Carrying Amount	1.68%	1.64%
Available-for-sale securities:
Contractual maturities, Total amount, available-for-sale	$ 5,911	$ 6,519
Weighted average yield contractual maturities, Total, available-for-sale	2.05%	1.79%
Due within 1 year, Contractual maturities, available-for-sale	$ 68	$ 274
Percentage of weighted average yield, Due within 1 year, available-for-sale	2.47%	1.55%
Due in 1-5 years, Contractual maturities, available-for-sale	$ 1,228	$ 1,452
Percentage of weighted average yield, Due in 1-5 years, available-for-sale	2.57%	2.56%
Due in 5-10 years, Contractual maturities, available-for-sale	$ 953	$ 1,020
Percentage of weighted average yield, Due In 5-10 years, available-for-sale	1.94%	1.32%
Due in 10 years or more, Contractual maturities, available-for-sale	$ 3,662	$ 3,773
Percentage of weighted average yield, Due after 10 years, available-for-sale	1.89%	1.64%
Held-to-maturity securities, at fair value:
Held-to-maturity Securities, Fair Value	$ 3,348	$ 5,790
Due within 1 year, Contractual maturities, held-to-maturity, at fair value	0	193
Due in 1-5 years, Contractual maturities, held-to-maturity, at fair value	2,353	4,239
Due in 5-10 years, Contractual maturities, held-to-maturity, at fair value	995	1,358
Due in 10 years or more, Contractual maturities, held-to-maturity, at fair value	0	0
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	$ 0	$ 192
Weighted Average Contractual Yield On Held To Maturity Debt Securities Expected To Mature Within One Year Net Carrying Amount	0.00%	1.61%

Investment Securities, Realized

Investment Securities, Realized Gains and Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Marketable Securities, Realized Gain (Loss) [Abstract]
Gross realized gains	$ 1,775	$ 1,560	$ 492
Gross realized losses	(67)	(14)	(24)
OTTI write-downs	(185)	(52)	(183)
Net realized gains from available-for-sale securities	1,523	1,494	285
Net realized gains from nonmarketable equity investments	1,659	1,479	1,158
Net realized gains from debt securities and equity investments	$ 3,182	$ 2,973	$ 1,443

Investment Securities, OTTI Inc

Investment Securities, OTTI Included in Earnings (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
OTTI write-downs included in earnings
Total investment securities	$ 185	$ 52	$ 183
Nonmarketable equity investments (1)	374	270	161
Total OTTI write-downs included in earnings (1)	559	322	344
Total debt securities [Member]
OTTI write-downs included in earnings
Total investment securities	183	49	158
U.S. states and political subdivisions [Member]
OTTI write-downs included in earnings
Total investment securities	18	11	2
Federal agencies [Member]
OTTI write-downs included in earnings
Total investment securities	0	0	1
Residential [Member]
OTTI write-downs included in earnings
Total investment securities	54	26	72
Commercial [Member]
OTTI write-downs included in earnings
Total investment securities	4	9	53
Corporate debt securities [Member]
OTTI write-downs included in earnings
Total investment securities	105	1	4
Collateralized loan and other debt obligations [Member]
OTTI write-downs included in earnings
Total investment securities	0	2	0
Other debt securities
OTTI write-downs included in earnings
Total investment securities	2	0	26
Total marketable equity securities [Member]
OTTI write-downs included in earnings
Total investment securities	2	$ 3	$ 25
Energy [Domain]
OTTI write-downs included in earnings
Total OTTI write-downs included in earnings (1)	287
Energy [Domain] | Corporate debt securities [Member]
OTTI write-downs included in earnings
Total OTTI write-downs included in earnings (1)	104
Energy [Domain] | Other assets: nonmarketable equity investments [Member]
OTTI write-downs included in earnings
Total OTTI write-downs included in earnings (1)	$ 183

Investment Securities, OTTI Deb

Investment Securities, OTTI Debt Securities (Details) - USD ($)	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Schedule of Marketable Securities [Line Items]
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities	$ 0	$ 0	$ 0
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	185,000,000	52,000,000	183,000,000
Cost And Equity Method, Other Than Temporary Impairment	374,000,000	270,000,000	161,000,000
Other Than Temporary Impairment Investments Portion Recognized In Earnings Net	559,000,000	322,000,000	344,000,000
Total debt securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	183,000,000	49,000,000	158,000,000
Total changes to OCI for non-credit-related OTTI	(47,000,000)	(31,000,000)	(119,000,000)
Total OTTI losses recorded on debt securities	136,000,000	18,000,000	39,000,000
Total debt securities [Member] | Credit-related OTTI [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	169,000,000	40,000,000	107,000,000
Total debt securities [Member] | Intent-to-sell OTTI [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	14,000,000	9,000,000	51,000,000
Equity Securities, Other 1 [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	2,000,000	3,000,000	25,000,000
U.S. states and political subdivisions [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	18,000,000	11,000,000	2,000,000
Total changes to OCI for non-credit-related OTTI	(1,000,000)	0	(2,000,000)
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	0	0	1,000,000
Residential [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	54,000,000	26,000,000	72,000,000
Total changes to OCI for non-credit-related OTTI	(42,000,000)	(10,000,000)	(27,000,000)
Commercial [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	4,000,000	9,000,000	53,000,000
Total changes to OCI for non-credit-related OTTI	(16,000,000)	(21,000,000)	(90,000,000)
Corporate debt securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	105,000,000	1,000,000	4,000,000
Total changes to OCI for non-credit-related OTTI	12,000,000	0	0
Collateralized loan and other debt obligations [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	0	2,000,000	0
Total changes to OCI for non-credit-related OTTI	0	0	(1,000,000)
Other debt securities
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	2,000,000	0	26,000,000
Total changes to OCI for non-credit-related OTTI	0	0	1,000,000
Equity securities [Member]
OTTI on debt securities (Abstract)
Total OTTI recorded as part of gross realized losses	$ 2,000,000	$ 3,000,000	$ 25,000,000

Investment Securities, Credit L

Investment Securities, Credit Loss Component (Details) - Total debt securities [Member] - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss recognized, beginning of year	$ 1,025	$ 1,171	$ 1,289
Additions:
For securities with initial credit impairments	102	5	21
For securities with previous credit impairments	67	35	86
Total additions	169	40	107
Reductions:
For securities sold, matured, or intended/required to be sold	(93)	(169)	(194)
For recoveries of previous credit impairments	(9)	(17)	(31)
Total reductions	(102)	(186)	(225)
Credit loss recognized, end of year	$ 1,092	$ 1,025	$ 1,171

Loans and Allowance for Credi72

Loans and Allowance for Credit Losses, Loans Outstanding (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2008	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Deferred Income	$ 3,800		$ 4,500
Loans	916,559	[1]	862,551	[1]		$ 822,286	$ 798,351	$ 769,631
Unfunded Credit Commitments, Consumer Mortgage First and Junior Lines of Credit Portfolio	67,700
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	456,583		414,826			377,090	359,814	344,709
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	299,892		271,795			235,358	223,703	205,824
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	122,160		111,996			112,427	106,392	106,028
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	22,164		18,728			16,934	16,983	19,470
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	12,367		12,307			12,371	12,736	13,387
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	459,976		447,725			445,196	438,537	424,922
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	273,869		265,386			258,507	249,912	229,408
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	53,004		59,717			65,950	75,503	86,041
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	34,039		31,119			26,882	24,651	22,905
Automobile [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	59,966		55,740			50,808	45,998	43,508
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	39,098		35,763			43,049	42,473	43,060
Consumer Mortgage First and Junior Lines of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans And Leases Receivable, Gross, Consumer Mortgage First and Junior Lines of Credit	63,600
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount in Amortization Period	$ 9,600
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage in Amortization Period	15.00%
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount to Enter Amortization Period In Next Two Years	$ 11,300
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage to Enter Amortization Period In Next Two Years	18.00%
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount to Enter Amortization Period In Two To Four Years	$ 6,800
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage to Enter Amortization Period In Two To Four Years	11.00%
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount to Enter Amortization Period After Four Years	$ 35,900
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage to Enter Amortization Period After Four Years	56.00%
Consumer Mortgage First and Junior Lines of Credit, Amortization Period [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount Thirty or More Days Past Due	$ 506
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage Thirty or More Days Past Due	5.00%
Consumer Mortgage First and Junior Lines of Credit, Draw Period [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount Thirty or More Days Past Due	$ 937
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage Thirty or More Days Past Due	2.00%
Geographic Distribution, Foreign [Member] | Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 58,117		50,037			47,400	37,591	39,019
Geographic Distribution, Foreign [Member] | Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	49,049		44,707			41,547	37,148	38,609
Geographic Distribution, Foreign [Member] | Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	8,350		4,776			5,328	52	53
Geographic Distribution, Foreign [Member] | Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	444		218			187	79	88
Geographic Distribution, Foreign [Member] | Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 274		$ 336			$ 338	$ 312	$ 269
Product Concentration Risk [Member] | Loans And Leases Receivable [Member] | Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration Risk, Percentage, Threshold	10.00%		10.00%
Acquired Consumer Mortgage Loan Portfolio [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.00%				10.00%
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 326,873		$ 325,103
Residential Mortgage [Member] | Interest-only Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	9.00%		12.00%
CALIFORNIA | Residential Mortgage [Member] | Real Estate 1-4 Family Mortgage Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	13.00%		13.00%
California, Larger Metropolitan Areas [Member] | Residential Mortgage [Member] | Real Estate 1-4 Family Mortgage Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration Risk, Percentage, Threshold	5.00%		4.00%
Financing Receivable Acquired With Deteriorated Credit Quality [Member] | CALIFORNIA | Residential Mortgage [Member] | Real Estate 1-4 Family Mortgage Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.00%		2.00%
Junior Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period, Low Range	10 years
Financing Receivable, Draw Period, Mid Range	15 years
Financing Receivable, Draw Period, High Range	20 years
Financing Receivable, Draw Period Repayment Option, Percentage Of Total Outstanding Balance	1.50%
First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period, Low Range	10 years
Financing Receivable, Draw Period, Mid Range	15 years
Financing Receivable, Draw Period, High Range	20 years
Financing Receivable, Draw Period Repayment Option, Percentage Of Total Outstanding Balance	1.50%
Minimum [Member] | Junior Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period Repayment Option, Interest-Only Payments, Fixed Period	3 years
Financing Receivable, Draw Period Repayment Option, Fully Amortizing Payment Fixed Period	5 years
Minimum [Member] | First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period Repayment Option, Interest-Only Payments, Fixed Period	3 years
Financing Receivable, Draw Period Repayment Option, Fully Amortizing Payment Fixed Period	5 years
Maximum [Member] | Junior Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period Repayment Option, Interest-Only Payments, Fixed Period	7 years
Financing Receivable, Draw Period Repayment Option, Fully Amortizing Payment Fixed Period	30 years
Financing Receivable, End Of Draw Period Repayment Option, Repayment Terms, Period	30 years
Maximum [Member] | First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period Repayment Option, Interest-Only Payments, Fixed Period	7 years
Financing Receivable, Draw Period Repayment Option, Fully Amortizing Payment Fixed Period	30 years
Financing Receivable, End Of Draw Period Repayment Option, Repayment Terms, Period	30 years
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi73

Loans and Allowance for Credit Losses, Significant Activity (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unfunded Credit Commitments, Consumer Mortgage First and Junior Lines of Credit Portfolio	$ 67,700
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	14,014	$ 6,317
Sales	(1,374)	(1,858)
Transfers to MHFS/LHFS	(107)	(9,877)
Consumer Mortgage First and Junior Lines of Credit, Amortization Period [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount Thirty or More Days Past Due	$ 506
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage Thirty or More Days Past Due	5.00%
Consumer Mortgage First and Junior Lines of Credit, Draw Period [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Amount Thirty or More Days Past Due	$ 937
Loans and Leases Receivable, Consumer Mortgage First and Junior Lines of Credit, Percentage Thirty or More Days Past Due	2.00%
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	$ 13,674	4,952
Sales	(1,214)	(1,706)
Transfers to MHFS/LHFS	(91)	(99)
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	340	1,365
Sales	(160)	(152)
Transfers to MHFS/LHFS	$ (16)	$ (9,778)
First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period, Low Range	10 years
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Financing Receivable, Draw Period, Mid Range	15 years
Financing Receivable, Draw Period, High Range	20 years
Financing Receivable, Draw Period Repayment Option, Percentage Of Total Outstanding Balance	1.50%
Loans And Leases Receivable [Member] | Acquired Consumer Mortgage Loan Portfolio [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.00%		10.00%
Residential Mortgage [Member] | Loans And Leases Receivable [Member] | Interest-only Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	9.00%	12.00%
California, Larger Metropolitan Areas [Member] | Residential Mortgage [Member] | Loans And Leases Receivable [Member] | Real Estate 1-4 Family Mortgage Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration Risk, Percentage, Threshold	5.00%	4.00%

Loans and Allowance for Credi74

Loans and Allowance for Credit Losses, Commitments to Lend (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Temporary Advance Arrangements	$ 75,000	$ 87,000
Total unfunded credit commitments	526,868	497,242
Commercial Letters of Credit International	1,100	1,200
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	322,135	299,817
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	296,710	278,093
Commercial Lease Financing Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	0	3
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	204,733	197,425
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	34,621	32,055
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	43,309	45,492
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	98,904	95,062
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	27,899	24,816
Commercial real estate mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	7,378	6,134
Construction Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	$ 18,047	$ 15,587
Product Concentration Risk [Member] | Loans And Leases Receivable [Member] | Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration Risk, Percentage, Threshold	10.00%	10.00%
Product Concentration Risk [Member] | Loans And Leases Receivable [Member] | Commercial Real Estate Mortgage and Construction Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration Risk, Percentage, Threshold	10.00%	10.00%
Acquired Consumer Mortgage Loan Portfolio [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.00%		10.00%
Residential Mortgage [Member] | Interest-only Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	9.00%	12.00%
CALIFORNIA | Residential Mortgage [Member] | Real Estate 1-4 Family Mortgage Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	13.00%	13.00%
California, Larger Metropolitan Areas [Member] | Residential Mortgage [Member] | Real Estate 1-4 Family Mortgage Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration Risk, Percentage, Threshold	5.00%	4.00%
Financing Receivable Acquired With Deteriorated Credit Quality [Member] | CALIFORNIA | Residential Mortgage [Member] | Real Estate 1-4 Family Mortgage Loans [Member] | Loans And Leases Receivable [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Concentration risk, percentage	2.00%	2.00%
First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period, Low Range	10 years
Financing Receivable, Draw Period, Mid Range	15 years
Financing Receivable, Draw Period, High Range	20 years
Financing Receivable, Draw Period Repayment Option, Percentage Of Total Outstanding Balance	1.50%
Minimum [Member] | First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period Repayment Option, Interest-Only Payments, Fixed Period	3 years
Financing Receivable, Draw Period Repayment Option, Fully Amortizing Payment Fixed Period	5 years
Maximum [Member] | First Lien Line Of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Draw Period Repayment Option, Interest-Only Payments, Fixed Period	7 years
Financing Receivable, Draw Period Repayment Option, Fully Amortizing Payment Fixed Period	30 years
Financing Receivable, End Of Draw Period Repayment Option, Repayment Terms, Period	30 years

Loans and Allowance for Credi75

Loans and Allowance for Credit Losses, Allowance for Credit Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 13,169	$ 14,971	$ 17,477	$ 19,668	$ 23,463
Provision for credit losses	2,442	1,395	2,309	7,217	7,899
Interest income on certain impaired loans	(198)	(211)	(264)	(315)	(332)
Loan charge-offs	(4,454)	(4,724)	(6,410)	(10,973)	(13,615)
Loan recoveries	1,562	1,779	1,901	1,939	2,316
Net loan charge-offs	(2,892)	(2,945)	(4,509)	(9,034)	(11,299)
Other	(9)	(41)	(42)	(59)	(63)
Allowance for credit losses, ending balance	12,512	13,169	14,971	17,477	19,668
Components:
Allowance for loan losses						$ 11,545	$ 12,319	$ 14,502	$ 17,060	$ 19,372
Allowance for unfunded credit commitments						967	850	469	417	296
Total allowance for credit losses	$ 13,169	$ 14,971	$ 17,477	$ 19,668	$ 23,463	$ 12,512	$ 13,169	$ 14,971	$ 17,477	$ 19,668
Net loan charge-offs as a percentage of average total loans	0.33%	0.35%	0.56%	1.17%	1.49%
Allowance for loan losses as a percentage of total loans						1.26%	1.43%	1.76%	2.13%	2.52%
Allowance for credit losses as a percentage of total loans						1.37%	1.53%	1.82%	2.19%	2.56%
Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 6,377	$ 6,103
Provision for credit losses	908	342
Interest income on certain impaired loans	(17)	(20)
Loan charge-offs	(811)	(717)	$ (991)	$ (2,001)	$ (2,709)
Loan recoveries	424	673	776	779	740
Net loan charge-offs	(387)	(44)
Other	(9)	(4)
Allowance for credit losses, ending balance	6,872	6,377	6,103
Components:
Total allowance for credit losses	6,377	6,103	6,103			$ 6,872	$ 6,377	$ 6,103
Commercial and Industrial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(734)	(627)	(739)	(1,404)	(1,681)
Loan recoveries	252	369	396	472	426
Commercial Real Estate Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(59)	(66)	(190)	(382)	(636)
Loan recoveries	127	160	226	163	143
Commercial Real Estate Construction [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(4)	(9)	(28)	(191)	(351)
Loan recoveries	37	136	137	124	146
Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(14)	(15)	(34)	(24)	(41)
Loan recoveries	8	8	17	20	25
Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	6,792	8,868
Provision for credit losses	1,534	1,053
Interest income on certain impaired loans	(181)	(191)
Loan charge-offs	(3,643)	(4,007)	(5,419)	(8,972)	(10,906)
Loan recoveries	1,138	1,106	1,125	1,160	1,576
Net loan charge-offs	(2,505)	(2,901)
Other	0	(37)
Allowance for credit losses, ending balance	5,640	6,792	8,868
Components:
Total allowance for credit losses	6,792	8,868	8,868			5,640	6,792	8,868
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(507)	(721)	(1,439)	(3,020)	(3,896)
Loan recoveries	245	212	246	157	405
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(635)	(864)	(1,579)	(3,437)	(3,765)
Loan recoveries	259	238	269	260	218
Credit Card [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(1,116)	(1,025)	(1,022)	(1,105)	(1,458)
Loan recoveries	175	161	127	188	257
Automobile [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(742)	(729)	(625)	(651)	(797)
Loan recoveries	325	349	322	364	449
Other revolving credit and installment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(643)	(668)	(754)	(759)	(990)
Loan recoveries	134	146	161	191	247
Allowance for Doubtful Accounts [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	11	30	117	231
Allowance for credit losses, ending balance	1	11	30	117	231
Components:
Total allowance for credit losses	11	30	$ 117	$ 231	$ 231	1	11	$ 30	$ 117	$ 231
Allowance for Doubtful Accounts [Member] | Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	11
Allowance for credit losses, ending balance	1	11
Components:
Total allowance for credit losses	11	11				1	11
Allowance for Doubtful Accounts [Member] | Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	0
Allowance for credit losses, ending balance	0	0
Components:
Total allowance for credit losses	$ 0	$ 0				$ 0	$ 0

Loans and Allowance for Credi76

Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 13,169	$ 14,971	$ 17,477	$ 19,668	$ 23,463
Provision for credit losses	2,442	1,395	2,309	7,217	7,899
Interest income on certain impaired loans	(198)	(211)	(264)	(315)	(332)
Loan charge-offs	(4,454)	(4,724)	(6,410)	(10,973)	(13,615)
Loan recoveries	1,562	1,779	1,901	1,939	2,316
Net loan charge-offs	(2,892)	(2,945)	(4,509)	(9,034)	(11,299)
Allowance related to business combinations/other	(9)	(41)	(42)	(59)	(63)
Allowance for credit losses, ending balance	12,512	13,169	14,971	17,477	19,668
Commercial Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	6,377	6,103
Provision for credit losses	908	342
Interest income on certain impaired loans	(17)	(20)
Loan charge-offs	(811)	(717)	(991)	(2,001)	(2,709)
Loan recoveries	424	673	776	779	740
Net loan charge-offs	(387)	(44)
Allowance related to business combinations/other	(9)	(4)
Allowance for credit losses, ending balance	6,872	6,377	6,103
Consumer Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	6,792	8,868
Provision for credit losses	1,534	1,053
Interest income on certain impaired loans	(181)	(191)
Loan charge-offs	(3,643)	(4,007)	(5,419)	(8,972)	(10,906)
Loan recoveries	1,138	1,106	1,125	$ 1,160	$ 1,576
Net loan charge-offs	(2,505)	(2,901)
Allowance related to business combinations/other	0	(37)
Allowance for credit losses, ending balance	$ 5,640	$ 6,792	$ 8,868

Loans and Allowance for Credi77

Loans and Allowance for Credit Losses, Loans by Credit Impairment Methodology (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	$ 9,435		$ 9,188
Allowance for Credit Losses, Individually evaluated	3,076		3,970
Total allowance for credit losses	12,512		13,169		$ 14,971	$ 17,477	$ 19,668	$ 23,463
Financing Receivable, Collectively evaluated	872,768		813,823
Financing Receivable, Individually evaluated	23,820		25,408
Loans	916,559	[1]	862,551	[1]	822,286	798,351	769,631
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	5,999		5,482
Allowance for Credit Losses, Individually evaluated	872		884
Total allowance for credit losses	6,872		6,377		6,103
Financing Receivable, Collectively evaluated	452,063		409,560
Financing Receivable, Individually evaluated	3,808		3,759
Loans	456,583		414,826		377,090	359,814	344,709
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	3,436		3,706
Allowance for Credit Losses, Individually evaluated	2,204		3,086
Total allowance for credit losses	5,640		6,792		8,868
Financing Receivable, Collectively evaluated	420,705		404,263
Financing Receivable, Individually evaluated	20,012		21,649
Loans	459,976		447,725		445,196	438,537	424,922
Allowance for Doubtful Accounts [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Total allowance for credit losses	1		11		$ 30	$ 117	$ 231
Allowance for Doubtful Accounts [Member] | Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Total allowance for credit losses	1		11
Allowance for Doubtful Accounts [Member] | Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Total allowance for credit losses	0		0
PCI Loans Carrying Value [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Financing Receivable, Recorded Investment, Current	19,971		23,320
PCI Loans Carrying Value [Member] | Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Financing Receivable, Recorded Investment, Current	712		1,507
PCI Loans Carrying Value [Member] | Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Financing Receivable, Recorded Investment, Current	$ 19,259		$ 21,813
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi78

Loans and Allowance for Credit Losses, Loans by Credit Quality Indicator, Commercial (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2008
Loans and Leases Receivable Disclosure [Abstract]
Loans	$ 916,559	[1]	$ 862,551	[1]	$ 822,286	$ 798,351	$ 769,631
Financing Receivable, Recorded Investment, Nonaccrual Status	11,382		12,848
Commercial Real Estate Mortgage and Construction Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	7,100
Financing Receivable, Recorded Investment, Nonaccrual Status	1,000
Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	456,583		414,826		377,090	359,814	344,709
Financing Receivable, Recorded Investment, Nonaccrual Status	2,424		2,239
Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	299,892		271,795		235,358	223,703	205,824
Financing Receivable, Recorded Investment, Nonaccrual Status	1,363		538
Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	122,160		111,996		112,427	106,392	106,028
Financing Receivable, Recorded Investment, Nonaccrual Status	969		1,490
Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	22,164		18,728		16,934	16,983	19,470
Financing Receivable, Recorded Investment, Nonaccrual Status	66		187
Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans	12,367		12,307		$ 12,371	$ 12,736	$ 13,387
Financing Receivable, Recorded Investment, Nonaccrual Status	26		24
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	455,871		413,319
Financing Receivable, Recorded Investment, Nonaccrual Status	2,424		2,239
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	429,699		388,314
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	26,172		25,005
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	299,814		271,720
Financing Receivable, Recorded Investment, Nonaccrual Status	1,363		538
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	281,356		255,611
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	18,458		16,109
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	121,618		110,735
Financing Receivable, Recorded Investment, Nonaccrual Status	969		1,490
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	115,025		103,319
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	6,593		7,416
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	22,072		18,557
Financing Receivable, Recorded Investment, Nonaccrual Status	66		187
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	21,546		17,661
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	526		896
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	12,367		12,307
Financing Receivable, Recorded Investment, Nonaccrual Status	26		24
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	11,772		11,723
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	595		584
PCI Loans Carrying Value [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	19,971		23,320
PCI Loans Carrying Value [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	712		1,507					$ 18,700
PCI Loans Carrying Value [Member] | Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	78		75
PCI Loans Carrying Value [Member] | Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	542		1,261
PCI Loans Carrying Value [Member] | Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	92		171
PCI Loans Carrying Value [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Total PCI loans (carrying value)	$ 0		$ 0
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi79

Loans and Allowance for Credit Losses, Loans by Delinquency Status, Commercial (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2008
By delinquency status:
Loans, 90 days or more past due and still accruing	$ 14,380		$ 17,810
Nonaccrual loans	11,382		12,848
Loans	916,559	[1]	862,551	[1]	$ 822,286	$ 798,351	$ 769,631
Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	13,373		16,827
Total Commercial [Member]
By delinquency status:
Nonaccrual loans	2,424		2,239
Loans	456,583		414,826		377,090	359,814	344,709
Commercial and Industrial Loans [Member]
By delinquency status:
Nonaccrual loans	1,363		538
Loans	299,892		271,795		235,358	223,703	205,824
Commercial real estate mortgage [Member]
By delinquency status:
Nonaccrual loans	969		1,490
Loans	122,160		111,996		112,427	106,392	106,028
Construction Loans [Member]
By delinquency status:
Nonaccrual loans	66		187
Loans	22,164		18,728		16,934	16,983	19,470
Lease Financing [Member]
By delinquency status:
Nonaccrual loans	26		24
Loans	12,367		12,307		$ 12,371	$ 12,736	$ 13,387
Student Loans, Government Guaranteed [Member]
By delinquency status:
Loans, 90 days or more past due and still accruing	26		63
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
By delinquency status:
Current-29 DPD and still accruing	452,495		410,252
30-89 DPD and still accruing	838		781
Loans, 90 days or more past due and still accruing	114		47
Nonaccrual loans	2,424		2,239
Loans, excluding Purchased Credit Impaired Loans	455,871		413,319
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
By delinquency status:
Current-29 DPD and still accruing	297,847		270,624
30-89 DPD and still accruing	507		527
Loans, 90 days or more past due and still accruing	97		31
Nonaccrual loans	1,363		538
Loans, excluding Purchased Credit Impaired Loans	299,814		271,720
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial real estate mortgage [Member]
By delinquency status:
Current-29 DPD and still accruing	120,415		109,032
30-89 DPD and still accruing	221		197
Loans, 90 days or more past due and still accruing	13		16
Nonaccrual loans	969		1,490
Loans, excluding Purchased Credit Impaired Loans	121,618		110,735
Loans Excluding Purchased Credit-Impaired Loans [Member] | Construction Loans [Member]
By delinquency status:
Current-29 DPD and still accruing	21,920		18,345
30-89 DPD and still accruing	82		25
Loans, 90 days or more past due and still accruing	4		0
Nonaccrual loans	66		187
Loans, excluding Purchased Credit Impaired Loans	22,072		18,557
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
By delinquency status:
Current-29 DPD and still accruing	12,313		12,251
30-89 DPD and still accruing	28		32
Loans, 90 days or more past due and still accruing	0		0
Nonaccrual loans	26		24
Loans, excluding Purchased Credit Impaired Loans	12,367		12,307
PCI Loans Carrying Value [Member]
By delinquency status:
Current-29 DPD and still accruing	19,971		23,320
Total PCI loans (carrying value)	19,971		23,320
PCI Loans Carrying Value [Member] | Total Commercial [Member]
By delinquency status:
Current-29 DPD and still accruing	712		1,507
Total PCI loans (carrying value)	712		1,507					$ 18,700
PCI Loans Carrying Value [Member] | Commercial and Industrial Loans [Member]
By delinquency status:
Total PCI loans (carrying value)	78		75
PCI Loans Carrying Value [Member] | Commercial real estate mortgage [Member]
By delinquency status:
Total PCI loans (carrying value)	542		1,261
PCI Loans Carrying Value [Member] | Construction Loans [Member]
By delinquency status:
Total PCI loans (carrying value)	92		171
PCI Loans Carrying Value [Member] | Lease Financing [Member]
By delinquency status:
Total PCI loans (carrying value)	$ 0		$ 0
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi80

Loans and Allowance for Credit Losses, Loans by Delinquency Status, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2008
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	$ 14,380		$ 17,810
By delinquency status:
Loans	916,559	[1]	862,551	[1]	$ 822,286	$ 798,351	$ 769,631
Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	13,373		16,827
Student Loans, Government Guaranteed [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	26		63
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	867		873
By delinquency status:
Total PCI loans (carrying value)	19,259		21,813
Loans	459,976		447,725		445,196	438,537	424,922
Real estate 1-4 family first mortgage [Member]
By delinquency status:
Loans	$ 273,869		$ 265,386		258,507	249,912	229,408
Financing Receivables Equal To Or Greater Than 180 Days Past Due Percentage Of Portfolio	1.30%		1.70%
Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Loans	$ 53,004		$ 59,717		65,950	75,503	86,041
Credit Card [Member]
By delinquency status:
Total PCI loans (carrying value)	0		0
Loans	34,039		31,119		26,882	24,651	22,905
Automobile Loan [Member]
By delinquency status:
Total PCI loans (carrying value)	0		0
Loans	59,966		55,740		50,808	45,998	43,508
Other revolving credit and installment [Member]
By delinquency status:
Total PCI loans (carrying value)	0		0
Loans	39,098		35,763		$ 43,049	$ 42,473	$ 43,060
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	407,374		386,901
By delinquency status:
30 to 59 DPD	3,950		4,288
60 to 89 DPD	1,542		1,719
90-119 DPD	832		942
120-179 DPD	876		1,057
180 or more DPD	3,790		4,737
Government insured/guaranteed loans	22,353		26,268
Loans, excluding Purchased Credit Impaired Loans	440,717		425,912
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	225,195		208,642
By delinquency status:
30 to 59 DPD	2,072		2,415
60 to 89 DPD	821		993
90-119 DPD	402		488
120-179 DPD	460		610
180 or more DPD	3,376		4,258
Government insured/guaranteed loans	22,353		26,268
Loans, excluding Purchased Credit Impaired Loans	254,679		243,674
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	51,778		58,182
By delinquency status:
30 to 59 DPD	325		398
60 to 89 DPD	184		220
90-119 DPD	110		158
120-179 DPD	145		194
180 or more DPD	393		464
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	52,935		59,616
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	33,208		30,356
By delinquency status:
30 to 59 DPD	257		239
60 to 89 DPD	177		160
90-119 DPD	150		136
120-179 DPD	246		227
180 or more DPD	1		1
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	34,039		31,119
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	58,503		54,365
By delinquency status:
30 to 59 DPD	1,121		1,056
60 to 89 DPD	253		235
90-119 DPD	84		78
120-179 DPD	4		5
180 or more DPD	1		1
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	59,966		55,740
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	38,690		35,356
By delinquency status:
30 to 59 DPD	175		180
60 to 89 DPD	107		111
90-119 DPD	86		82
120-179 DPD	21		21
180 or more DPD	19		13
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	39,098		35,763
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
By delinquency status:
Government insured/guaranteed loans	12,400		16,200
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	5,500		6,700
PCI Loans Carrying Value [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	19,971		23,320
By delinquency status:
Total PCI loans (carrying value)	19,971		23,320
PCI Loans Carrying Value [Member] | Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Current-29 DPD	19,259		21,813
By delinquency status:
Total PCI loans (carrying value)	19,259		21,813					$ 40,100
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
By delinquency status:
Total PCI loans (carrying value)	19,190		21,712
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
By delinquency status:
Total PCI loans (carrying value)	69		101
PCI Loans Carrying Value [Member] | Credit Card [Member]
By delinquency status:
Total PCI loans (carrying value)	0		0
PCI Loans Carrying Value [Member] | Automobile Loan [Member]
By delinquency status:
Total PCI loans (carrying value)	0		0
PCI Loans Carrying Value [Member] | Other revolving credit and installment [Member]
By delinquency status:
Total PCI loans (carrying value)	$ 0		$ 0
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi81

Loans and Allowance for Credit Losses, Loans by FICO Score, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2008
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	$ 916,559	[1]	$ 862,551	[1]	$ 822,286	$ 798,351	$ 769,631
Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	19,259		21,813
Loans	459,976		447,725		445,196	438,537	424,922
Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	273,869		265,386		258,507	249,912	229,408
Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Loans	53,004		59,717		65,950	75,503	86,041
Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	0		0
Loans	34,039		31,119		26,882	24,651	22,905
Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	0		0
Loans	59,966		55,740		50,808	45,998	43,508
Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	0		0
Loans	39,098		35,763		$ 43,049	$ 42,473	$ 43,060
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	24,893		27,525
600-639	19,908		20,542
640-679	35,403		35,867
680-719	54,515		54,050
720-759	70,581		67,439
760-799	131,149		120,242
800 and greater	67,601		61,561
No FICO available	7,337		6,564
FICO not required	6,977		5,854
Government insured/guaranteed loans	22,353		26,268
Loans, excluding Purchased Credit Impaired Loans	440,717		425,912
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	8,716		11,166
600-639	6,961		7,866
640-679	13,006		13,894
680-719	24,460		24,412
720-759	38,309		35,490
760-799	92,975		82,123
800 and greater	44,452		39,219
No FICO available	3,447		3,236
FICO not required	0		0
Government insured/guaranteed loans	22,353		26,268
Loans, excluding Purchased Credit Impaired Loans	254,679		243,674
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	3,025		4,001
600-639	2,367		2,794
640-679	4,613		5,324
680-719	7,863		8,970
720-759	10,966		12,171
760-799	16,369		17,897
800 and greater	6,895		7,581
No FICO available	837		878
FICO not required	0		0
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	52,935		59,616
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	2,927		2,639
600-639	2,875		2,588
640-679	5,354		4,931
680-719	6,857		6,285
720-759	7,017		6,407
760-799	5,693		5,234
800 and greater	3,090		2,758
No FICO available	226		277
FICO not required	0		0
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	34,039		31,119
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	9,260		8,825
600-639	6,619		6,236
640-679	10,014		9,352
680-719	10,947		9,994
720-759	8,279		7,475
760-799	7,761		7,315
800 and greater	6,654		6,184
No FICO available	432		359
FICO not required	0		0
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	59,966		55,740
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	965		894
600-639	1,086		1,058
640-679	2,416		2,366
680-719	4,388		4,389
720-759	6,010		5,896
760-799	8,351		7,673
800 and greater	6,510		5,819
No FICO available	2,395		1,814
FICO not required	6,977		5,854
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	39,098		35,763
PCI Loans Carrying Value [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	19,971		23,320
PCI Loans Carrying Value [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	19,259		21,813					$ 40,100
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	19,190		21,712
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	69		101
PCI Loans Carrying Value [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	0		0
PCI Loans Carrying Value [Member] | Automobile Loan [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	0		0
PCI Loans Carrying Value [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Total PCI loans (carrying value)	$ 0		$ 0
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi82

Loans and Allowance for Credit Losses, Loans by Loan to Value Ratio, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Accounts, Notes, Loans and Financing Receivable [Line Items]
High Value Properties, Threshold	$ 1
Loans by Loan to Value [Abstract]
Loans	916,559	[1]	$ 862,551	[1]	$ 822,286	$ 798,351	$ 769,631
Residential Mortgage [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	19,259		21,813
Loans	326,873		325,103
Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
0-60%	125,363		111,322
60.01-80%	108,584		103,763
80.01-100%	34,150		39,174
100.01-120%	10,025		13,387
Greater than 120%	5,116		6,914
No LTV/CLTV available	2,023		2,462
Government insured/guaranteed loans	22,353		26,268
Loans, excluding Purchased Credit Impaired Loans	307,614		303,290
Real estate 1-4 family first mortgage [Member]
Loans by Loan to Value [Abstract]
Loans	273,869		265,386		258,507	249,912	229,408
Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
0-60%	109,558		95,719
60.01-80%	92,005		86,112
80.01-100%	22,765		25,170
100.01-120%	4,480		6,133
Greater than 120%	2,065		2,856
No LTV/CLTV available	1,453		1,416
Government insured/guaranteed loans	22,353		26,268
Loans, excluding Purchased Credit Impaired Loans	254,679		243,674
Current-29 DPD and still accruing	225,195		208,642
Real estate 1-4 family junior lien mortgage [Member]
Loans by Loan to Value [Abstract]
Loans	53,004		59,717		65,950	75,503	86,041
Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
0-60%	15,805		15,603
60.01-80%	16,579		17,651
80.01-100%	11,385		14,004
100.01-120%	5,545		7,254
Greater than 120%	3,051		4,058
No LTV/CLTV available	570		1,046
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	52,935		59,616
Current-29 DPD and still accruing	51,778		58,182
Credit Card Receivable [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	0		0
Loans	34,039		31,119		26,882	24,651	22,905
Credit Card Receivable [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	34,039		31,119
Current-29 DPD and still accruing	33,208		30,356
Automobile Loan [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	0		0
Loans	59,966		55,740		50,808	45,998	43,508
Automobile Loan [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	59,966		55,740
Current-29 DPD and still accruing	58,503		54,365
Consumer Loan [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	0		0
Loans	39,098		35,763		$ 43,049	$ 42,473	$ 43,060
Consumer Loan [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value [Abstract]
Government insured/guaranteed loans	0		0
Loans, excluding Purchased Credit Impaired Loans	39,098		35,763
Current-29 DPD and still accruing	38,690		35,356
PCI Loans Carrying Value [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	19,971		23,320
Current-29 DPD and still accruing	19,971		23,320
PCI Loans Carrying Value [Member] | Residential Mortgage [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	19,259		21,813
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	19,190		21,712
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	69		101
PCI Loans Carrying Value [Member] | Credit Card Receivable [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	0		0
PCI Loans Carrying Value [Member] | Automobile Loan [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	0		0
PCI Loans Carrying Value [Member] | Consumer Loan [Member]
Loans by Loan to Value [Abstract]
Total PCI loans (carrying value)	$ 0		$ 0
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Loans and Allowance for Credi83

Loans and Allowance for Credit Losses, Nonaccrual (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Nonaccrual Loans [Abstract]
Nonaccrual loans	$ 11,382	$ 12,848
Total Commercial [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	2,424	2,239
Commercial and Industrial Loans [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	1,363	538
Commercial Real Estate Mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	969	1,490
Commercial Real Estate Construction [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	66	187
Lease Financing [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	26	24
Total Consumer [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	8,958	10,609
Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	7,293	8,583
Real estate 1-4 family junior lien mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	1,495	1,848
Automobile [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	121	137
Other revolving credit and installment [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	49	41
Loans held for sale [Member] | Total Commercial [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	0	1
Mortgages held for sale [Member] | Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	177	177
In Process Of Foreclosure [Member]
Nonaccrual Loans [Abstract]
Recorded Investment Amount In Consumer Mortgage Loans Collateralized By Residential Real Estate Property	11,000	12,700
In Process Of Foreclosure [Member] | Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
Nonaccrual Loans [Abstract]
Recorded Investment Amount In Consumer Mortgage Loans Collateralized By Residential Real Estate Property	$ 6,200	$ 6,600

Loans and Allowance for Credi84

Loans and Allowance for Credit Losses, 90 Days or More Past Due and Still Accruing (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	$ 14,380	$ 17,810
FHA insured/VA guaranteed [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	13,373	16,827
Student Loans guaranteed under FFELP [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	26	63
Total Consumer [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	867	873
Total, not government insured/guaranteed [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	981	920
Total, not government insured/guaranteed [Member] | Total Commercial [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	114	47
Total, not government insured/guaranteed [Member] | Commercial and Industrial Loans [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	97	31
Total, not government insured/guaranteed [Member] | Commercial Real Estate Mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	13	16
Total, not government insured/guaranteed [Member] | Commercial Real Estate Construction [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	4	0
Total, not government insured/guaranteed [Member] | Total Consumer [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	867	873
Total, not government insured/guaranteed [Member] | Real estate 1-4 family first mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	224	260
Total, not government insured/guaranteed [Member] | Real estate 1-4 family junior lien mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	65	83
Total, not government insured/guaranteed [Member] | Credit Card [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	397	364
Total, not government insured/guaranteed [Member] | Automobile [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	79	73
Total, not government insured/guaranteed [Member] | Other revolving credit and installment [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	102	93
Financing Receivable Acquired With Deteriorated Credit Quality [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	2,900	3,700
Financing Receivable Acquired With Deteriorated Credit Quality [Member] | Total Commercial [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	32	83
Financing Receivable Acquired With Deteriorated Credit Quality [Member] | Commercial and Industrial Loans [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	0	0
Financing Receivable Acquired With Deteriorated Credit Quality [Member] | Commercial Real Estate Mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	30	78
Financing Receivable Acquired With Deteriorated Credit Quality [Member] | Commercial Real Estate Construction [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
Loans, 90 days or more past due and still accruing	$ 2	$ 5

Loans and Allowance for Credi85

Loans and Allowance for Credit Losses, Impaired Loans (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Impaired Loans [Abstract]
Unpaid principal balance	$ 28,303	$ 30,244
Impaired loans	23,820	25,408
Impaired loans with related allowance for credit losses	16,887	18,366
Related allowance for credit losses	3,076	3,970
Loans and Leases Receivable, Impaired, Commitment to Lend	363	341
Total Commercial [Member]
Impaired Loans [Abstract]
Unpaid principal balance	5,415	5,238
Impaired loans	3,808	3,759
Impaired loans with related allowance for credit losses	3,560	3,489
Related allowance for credit losses	872	884
Commercial and Industrial Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,746	1,524
Impaired loans	1,835	926
Impaired loans with related allowance for credit losses	1,648	757
Related allowance for credit losses	435	240
Commercial real estate mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,369	3,190
Impaired loans	1,815	2,483
Impaired loans with related allowance for credit losses	1,773	2,405
Related allowance for credit losses	405	591
Construction Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	262	491
Impaired loans	131	331
Impaired loans with related allowance for credit losses	112	308
Related allowance for credit losses	23	45
Lease Financing [Member]
Impaired Loans [Abstract]
Unpaid principal balance	38	33
Impaired loans	27	19
Impaired loans with related allowance for credit losses	27	19
Related allowance for credit losses	9	8
Total Consumer [Member]
Impaired Loans [Abstract]
Unpaid principal balance	22,888	25,006
Impaired loans	20,012	21,649
Impaired loans with related allowance for credit losses	13,327	14,877
Related allowance for credit losses	2,204	3,086
Real estate 1-4 family first mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	19,626	21,324
Impaired loans	17,121	18,600
Impaired loans with related allowance for credit losses	11,057	12,433
Related allowance for credit losses	1,643	2,322
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,704	3,094
Impaired loans	2,408	2,534
Impaired loans with related allowance for credit losses	1,859	2,009
Related allowance for credit losses	447	653
Credit Card [Member]
Impaired Loans [Abstract]
Unpaid principal balance	299	338
Impaired loans	299	338
Impaired loans with related allowance for credit losses	299	338
Related allowance for credit losses	94	98
Automobile Loan [Member]
Impaired Loans [Abstract]
Unpaid principal balance	173	190
Impaired loans	105	127
Impaired loans with related allowance for credit losses	41	55
Related allowance for credit losses	5	8
Other revolving credit and installment [Member]
Impaired Loans [Abstract]
Unpaid principal balance	86	60
Impaired loans	79	50
Impaired loans with related allowance for credit losses	71	42
Related allowance for credit losses	15	5
Trial modifications [Member]
Impaired Loans [Abstract]
Impaired loans	402	452
Impaired Loans [Member] | Consumer Real Estate Loans Government Guaranteed Or Insured [Member]
Impaired Loans [Abstract]
Financing Receivable Government Insured Or Guaranteed	$ 1,800	$ 2,100

Loans and Allowance for Credi86

Loans and Allowance for Credit Losses, Impaired Loans, Average Recorded Investment and Interest Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	$ 24,537	$ 26,705	$ 29,013
Recognized interest income	1,360	1,410	1,476
Interest income:
Cash basis of accounting	412	435	426
Other	948	975	1,050
Total Commercial [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	3,640	4,498	6,354
Recognized interest income	245	266	271
Commercial and Industrial Loans [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	1,240	1,089	1,508
Recognized interest income	80	77	94
Commercial Real Estate Mortgage [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	2,128	2,924	3,842
Recognized interest income	140	150	141
Commercial Real Estate Construction [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	246	457	966
Recognized interest income	25	39	35
Lease Financing [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	26	28	38
Recognized interest income	0	0	1
Total Consumer [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	20,897	22,207	22,659
Recognized interest income	1,115	1,144	1,205
Real estate 1-4 family first mortgage [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	17,924	19,086	19,419
Recognized interest income	921	934	973
Real estate 1-4 family junior lien mortgage [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	2,480	2,547	2,498
Recognized interest income	137	142	143
Credit Card [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	317	381	480
Recognized interest income	39	46	57
Automobile [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	115	154	232
Recognized interest income	13	18	29
Other revolving credit and installment [Member]
Impaired Financing Receivable, Average Recorded Investment [Abstract]
Average recorded investment	61	39	30
Recognized interest income	$ 5	$ 4	$ 3

Loans and Allowance for Credi87

Loans and Allowance for Credit Losses, Troubled Debt Restructurings Modifications by Type (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	$ 23,820	$ 25,408
Loans remodified	2,100	2,100	$ 3,100
Primary Modification Type [Abstract]
Principal	470	634	1,301
Interest rate reduction	817	930	2,051
Other concessions	4,985	5,076	7,165
Total	6,272	6,640	10,517
Financial effects of modifications [Abstract]
Charge-offs	$ 198	$ 228	$ 338
Weighted average interest rate reduction	3.77%	3.41%	3.21%
Recorded investment related to interest rate reduction	$ 1,162	$ 1,405	$ 2,996
Financing Receivable Modifications Principal Forgiven	100	149	393
Total Commercial [Member]
Primary Modification Type [Abstract]
Principal	35	11	52
Interest rate reduction	181	243	496
Other concessions	2,782	2,113	2,853
Total	2,998	2,367	3,401
Financial effects of modifications [Abstract]
Charge-offs	$ 63	$ 36	$ 29
Weighted average interest rate reduction	1.36%	1.32%	2.72%
Recorded investment related to interest rate reduction	$ 181	$ 243	$ 497
Commercial and Industrial Loans [Member]
Primary Modification Type [Abstract]
Principal	10	4	19
Interest rate reduction	33	51	177
Other concessions	1,806	914	1,081
Total	1,849	969	1,277
Financial effects of modifications [Abstract]
Charge-offs	$ 62	$ 36	$ 17
Weighted average interest rate reduction	1.11%	1.53%	4.71%
Recorded investment related to interest rate reduction	$ 33	$ 51	$ 177
Commercial real estate mortgage [Member]
Primary Modification Type [Abstract]
Principal	14	7	33
Interest rate reduction	133	182	307
Other concessions	904	929	1,391
Total	1,051	1,118	1,731
Financial effects of modifications [Abstract]
Charge-offs	$ 1	$ 0	$ 8
Weighted average interest rate reduction	1.47%	1.21%	1.66%
Recorded investment related to interest rate reduction	$ 133	$ 182	$ 308
Construction Loans [Member]
Primary Modification Type [Abstract]
Principal	11	0	0
Interest rate reduction	15	10	12
Other concessions	72	270	381
Total	98	280	393
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 4
Weighted average interest rate reduction	0.95%	2.12%	1.07%
Recorded investment related to interest rate reduction	$ 15	$ 10	$ 12
Total Consumer [Member]
Primary Modification Type [Abstract]
Principal	435	623	1,249
Interest rate reduction	636	687	1,555
Other concessions	2,203	2,963	4,312
Total	3,274	4,273	7,116
Financial effects of modifications [Abstract]
Charge-offs	$ 135	$ 192	$ 309
Weighted average interest rate reduction	4.21%	3.84%	3.31%
Recorded investment related to interest rate reduction	$ 981	$ 1,162	$ 2,499
Real estate 1-4 family first mortgage [Member]
Primary Modification Type [Abstract]
Principal	400	571	1,143
Interest rate reduction	339	401	1,170
Other concessions	1,892	2,690	3,681
Total	2,631	3,662	5,994
Financial effects of modifications [Abstract]
Charge-offs	$ 53	$ 92	$ 233
Weighted average interest rate reduction	2.50%	2.50%	2.64%
Recorded investment related to interest rate reduction	$ 656	$ 833	$ 2,019
Real estate 1-4 family junior lien mortgage [Member]
Primary Modification Type [Abstract]
Principal	34	50	103
Interest rate reduction	99	114	181
Other concessions	172	246	472
Total	305	410	756
Financial effects of modifications [Abstract]
Charge-offs	$ 43	$ 64	$ 42
Weighted average interest rate reduction	3.09%	3.27%	3.33%
Recorded investment related to interest rate reduction	$ 127	$ 157	$ 276
Credit Card [Member]
Primary Modification Type [Abstract]
Principal	0	0	0
Interest rate reduction	166	155	182
Other concessions	0	0	0
Total	166	155	182
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 0
Weighted average interest rate reduction	11.44%	11.40%	10.38%
Recorded investment related to interest rate reduction	$ 166	$ 155	$ 182
Automobile Loan [Member]
Primary Modification Type [Abstract]
Principal	1	2	3
Interest rate reduction	5	5	12
Other concessions	87	85	97
Total	93	92	112
Financial effects of modifications [Abstract]
Charge-offs	$ 38	$ 36	$ 34
Weighted average interest rate reduction	8.28%	8.56%	7.66%
Recorded investment related to interest rate reduction	$ 5	$ 5	$ 12
Other revolving credit and installment [Member]
Primary Modification Type [Abstract]
Principal	0	0	0
Interest rate reduction	27	12	10
Other concessions	8	16	12
Total	35	28	22
Financial effects of modifications [Abstract]
Charge-offs	$ 1	$ 0	$ 0
Weighted average interest rate reduction	5.94%	5.26%	4.87%
Recorded investment related to interest rate reduction	$ 27	$ 12	$ 10
Trial modifications [Member]
Primary Modification Type [Abstract]
Principal	0	0	0
Interest rate reduction	0	0	0
Other concessions	44	(74)	50
Total	44	(74)	50
Financial effects of modifications [Abstract]
Charge-offs	$ 0	$ 0	$ 0
Weighted average interest rate reduction	0.00%	0.00%	0.00%
Recorded investment related to interest rate reduction	$ 0	$ 0	$ 0
Home Affordable Modification Program [Member]
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	130	149
Proprietary Program [Member]
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	240	269
Second Lien Modification Program [Member]
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	32	34
Trial modifications [Member]
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	402	452
Trial modifications [Member] | Financing Receivable Accruing [Member]
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	136	167
Trial modifications [Member] | Financing Receivable Nonaccruing [Member]
Financing Receivable, Modifications [Line Items]
Impaired Financing Receivable, Recorded Investment	$ 266	$ 285

Loans and Allowance for Credi88

Loans and Allowance for Credit Losses, Troubled Debt Restructurings, Current Defaults (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 446	$ 613	$ 1,090
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	174	183	608
Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	66	62	235
Commercial Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	104	117	303
Commercial Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	4	4	70
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	272	430	482
First Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	187	334	370
Second Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	17	29	34
Credit Card Receivable [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	52	51	59
Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	13	14	18
Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 3	$ 2	$ 1

Loans and Allowance for Credi89

Loans and Allowance for Credit Losses, PCI Loans Outstanding (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2008
PCI loans [Abstract]
Total PCI loans (unpaid principal balance)			$ 98,200
Total Consumer [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	$ 19,259	$ 21,813
PCI Loans Carrying Value [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	19,971	23,320
PCI Loans Carrying Value [Member] | Total Commercial [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	712	1,507	18,700
PCI Loans Carrying Value [Member] | Commercial and Industrial Loans [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	78	75
PCI Loans Carrying Value [Member] | Commercial real estate mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	542	1,261
PCI Loans Carrying Value [Member] | Commercial Real Estate Construction [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	92	171
PCI Loans Carrying Value [Member] | Total Consumer [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	19,259	21,813	$ 40,100
PCI Loans Carrying Value [Member] | Real estate 1-4 family first mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	19,190	21,712
PCI Loans Carrying Value [Member] | Real estate 1-4 family junior lien mortgage [Member]
PCI loans [Abstract]
Total PCI loans (carrying value)	69	101
PCI Loans UPB [Member]
PCI loans [Abstract]
Total PCI loans (unpaid principal balance)	$ 28,278	$ 32,924

Loans and Allowance for Credi90

Loans and Allowance for Credit Losses, PCI, Accretable Yield (Details) - USD ($) $ in Millions	12 Months Ended			48 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Change in accretable yield related to PCI loans [Abstract]
Total, beginning of period	$ 17,790	$ 17,392	$ 18,548	$ 10,447
Addition of accretable yield due to acquisitions	0	0	1	131
Accretion into interest income	(1,429)	(1,599)	(1,833)	(9,351)
Accretion into noninterest income due to sales	(28)	(37)	(151)	(242)
Reclassification from nonaccretable difference for loans with improving credit-related cash flows	1,166	2,243	971	5,354
Changes in expected cash flows that do not affect nonaccretable difference	(1,198)	(209)	(144)	12,209
Total, end of period	$ 16,301	$ 17,790	$ 17,392	$ 18,548

Loans and Allowance for Credi91

Loans and Allowance for Credit Losses, PCI, by Credit Quality Indicator (Details) - Purchased Credit-Impaired Loans [Member] - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	$ 712	$ 1,507
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	78	75
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	542	1,261
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	92	171
Pass [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	401	922
Pass [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	35	21
Pass [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	298	783
Pass [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	68	118
Criticized [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	311	585
Criticized [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	43	54
Criticized [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	244	478
Criticized [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Total PCI loans (carrying value)	$ 24	$ 53

Loans and Allowance for Credi92

Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Commercial (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Loans, 90 days or more past due and still accruing	$ 14,380	$ 17,810
Financing Receivable Acquired With Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Loans, 90 days or more past due and still accruing	2,900	3,700
Total Commercial [Member] | Financing Receivable Acquired With Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	678	1,371
30-89 DPD and still accruing	2	53
Loans, 90 days or more past due and still accruing	32	83
Total commercial PCI loans	712	1,507
Commercial and Industrial Loans [Member] | Financing Receivable Acquired With Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	78	75
30-89 DPD and still accruing	0	0
Loans, 90 days or more past due and still accruing	0	0
Total commercial PCI loans	78	75
Commercial Real Estate Mortgage [Member] | Financing Receivable Acquired With Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	510	1,135
30-89 DPD and still accruing	2	48
Loans, 90 days or more past due and still accruing	30	78
Total commercial PCI loans	542	1,261
Commercial Real Estate Construction [Member] | Financing Receivable Acquired With Deteriorated Credit Quality [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	90	161
30-89 DPD and still accruing	0	5
Loans, 90 days or more past due and still accruing	2	5
Total commercial PCI loans	$ 92	$ 171

Loans and Allowance for Credi93

Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Total consumer PCI loans (carrying value)	$ 19,259	$ 21,813
Residential Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD and still accruing	18,288	19,404
30 to 59 DPD and still accruing	1,693	1,994
60 to 89 DPD and still accruing	719	1,054
90-119 DPD and still accruing	295	404
120-179 DPD and still accruing	322	443
180 or more DPD and still accruing	3,047	3,737
Total consumer PCI loans (adjusted unpaid principal balance)	24,364	27,036
Total consumer PCI loans (carrying value)	19,259	21,813
Real estate 1-4 family first mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD and still accruing	18,086	19,236
30 to 59 DPD and still accruing	1,686	1,987
60 to 89 DPD and still accruing	716	1,051
90-119 DPD and still accruing	293	402
120-179 DPD and still accruing	319	440
180 or more DPD and still accruing	3,035	3,654
Total consumer PCI loans (adjusted unpaid principal balance)	24,135	26,770
Total consumer PCI loans (carrying value)	19,190	21,712
Real estate 1-4 family junior lien mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD and still accruing	202	168
30 to 59 DPD and still accruing	7	7
60 to 89 DPD and still accruing	3	3
90-119 DPD and still accruing	2	2
120-179 DPD and still accruing	3	3
180 or more DPD and still accruing	12	83
Total consumer PCI loans (adjusted unpaid principal balance)	229	266
Total consumer PCI loans (carrying value)	$ 69	$ 101

Loans and Allowance for Credi94

Loans and Allowance for Credit Losses, PCI, by FICO Score, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Total PCI loans (carrying value)	$ 19,259	$ 21,813
Purchased Credit-Impaired Loans [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	5,789	7,783
600-639	4,792	5,469
640-679	6,256	6,787
680-719	4,326	4,047
720-759	1,938	1,741
760-799	923	881
800 and greater	244	221
No FICO available	96	107
Total consumer PCI loans (adjusted unpaid principal balance)	24,364	27,036
Total PCI loans (carrying value)	19,259	21,813
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	5,737	7,708
600-639	4,754	5,416
640-679	6,208	6,718
680-719	4,283	4,008
720-759	1,914	1,728
760-799	910	875
800 and greater	241	220
No FICO available	88	97
Total consumer PCI loans (adjusted unpaid principal balance)	24,135	26,770
Total PCI loans (carrying value)	19,190	21,712
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	52	75
600-639	38	53
640-679	48	69
680-719	43	39
720-759	24	13
760-799	13	6
800 and greater	3	1
No FICO available	8	10
Total consumer PCI loans (adjusted unpaid principal balance)	229	266
Total PCI loans (carrying value)	$ 69	$ 101

Loans and Allowance for Credi95

Loans and Allowance for Credit Losses, PCI, by Loan to Value Ratio, Consumer (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Residential Mortgage [Member]
By LTV/CLTV:
Total PCI loans (carrying value)	$ 19,259	$ 21,813
Purchased Credit-Impaired Loans [Member] | Residential Mortgage [Member]
By LTV/CLTV:
0-60%	5,469	4,343
60.01-80%	10,101	11,335
80.01-100%	6,379	7,843
100.01-120%	1,815	2,481
Greater than 120%	594	1,024
No LTV/CLTV available	6	10
Total consumer PCI loans (adjusted unpaid principal balance)	24,364	27,036
Total PCI loans (carrying value)	19,259	21,813
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
By LTV/CLTV:
0-60%	5,437	4,309
60.01-80%	10,036	11,264
80.01-100%	6,299	7,751
100.01-120%	1,779	2,437
Greater than 120%	579	1,000
No LTV/CLTV available	5	9
Total consumer PCI loans (adjusted unpaid principal balance)	24,135	26,770
Total PCI loans (carrying value)	19,190	21,712
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
By LTV/CLTV:
0-60%	32	34
60.01-80%	65	71
80.01-100%	80	92
100.01-120%	36	44
Greater than 120%	15	24
No LTV/CLTV available	1	1
Total consumer PCI loans (adjusted unpaid principal balance)	229	266
Total PCI loans (carrying value)	$ 69	$ 101

Premises, Equipment, and Lease

Premises, Equipment, and Lease Commitments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Property, Plant and Equipment [Line Items]
Total premises and equipment	$ 19,721	$ 19,206
Less: Accumulated depreciation and amortization	11,017	10,463
Net book value, premises and equipment	8,704	8,743
Property, Plant And Equipment (Textuals) [Abstract]
Depreciation and amortization expense for premises and equipment	1,200	1,200	$ 1,200
Net gains (losses) on disposition of premises and equipment	$ 75	28	(15)
Operating leases for premises and equipment, term (In years)	15 years
Operating leases for premises and equipment, longest term expiration date	2,105
Operating Leases, Rent Expense, Net	$ 1,300	1,300	$ 1,300
Operating Leases, Future Minimum Payments Due [Abstract]
Operating Leases, 2016	1,131
Operating Leases, 2017	1,026
Operating Leases, 2018	902
Operating Leases, 2019	781
Operating Leases, 2020	628
Operating Leases, Thereafter	2,234
Operating Leases, Total minimum lease payments	6,702
Capital Leases, Future Minimum Payments Due [Abstract]
Capital Leases, 2016	2
Capital Leases, 2017	2
Capital Leases, 2018	3
Capital Leases, 2019	3
Capital Leases, 2020	3
Capital Leases, Thereafter	6
Capital Leases, Total minimum lease payments	19
Capital Leases, Executory costs	(7)
Capital Leases, Amounts representing interest	(4)
Capital Leases, Present value of net minimum lease payments	8
Land [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	1,743	1,748
Buildings [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	8,479	8,155
Furniture and equipment [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	7,289	7,215
Leasehold Improvements [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	2,131	2,009
Premises and equipment leased under capital leases [Member]
Property, Plant and Equipment [Line Items]
Total premises and equipment	$ 79	$ 79

Other Assets (Details)

Other Assets (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Mar. 31, 2015
Components of Other Assets [Line Items]
Cost method investments		$ 7,035	$ 7,033
Equity method investments		13,647	12,410
Other assets, carried at fair value		3,065	2,512
Total nonmarketable equity investments		23,747	21,955
Corporate/bank-owned life insurance		19,199	18,982
Accounts receivable		26,251	27,151
Interest receivable		5,065	4,871
Customer relationship and other amortized intangibles		4,461	5,660
Non-residential real estate		565	956
Operating lease assets		3,782	2,714
Due from customers on acceptances		273	201
Other		17,887	16,156
Total other assets	[1]	100,782	99,057
Other Assets Textual [Abstract]
Income (loss) from affordable housing projects, equity method investments		708
Low income housing tax credit (LIHTC) investment total tax benefits		1,100
Low income housing tax credit (LIHTC) investment tax credits		829
Low income housing tax credit (LIHTC) investment liability for unfunded commitments		$ 3,000
Low income housing tax credit (LIHTC) investment, year liability is expected to be paid		3 years
Income (Expense) Related to Nonmarketable Equity Investments [Abstract]
Net realized gains from nonmarketable equity investments		$ 1,659	1,479	$ 1,158
All other		(743)	(741)	(287)
Total		916	738	$ 871
Government insured/guaranteed [Member]
Components of Other Assets [Line Items]
Residential real estate		446	982
Non-government insured/guaranteed [Member]
Components of Other Assets [Line Items]
Residential real estate		414	671
Core deposit intangibles [Member]
Components of Other Assets [Line Items]
Customer relationship and other amortized intangibles		2,539	3,561
Customer relationship and other amortized intangibles [Member]
Components of Other Assets [Line Items]
Customer relationship and other amortized intangibles		614	857
Perpetual Preferred Securities NonMarketable [Member]
Components of Other Assets [Line Items]
Cost method investments		595	0		$ 689
Other Assets Textual [Abstract]
Cost method investments, fair value disclosure					$ 640
Federal bank stock [Member]
Components of Other Assets [Line Items]
Cost method investments		4,814	4,733
LIHTC investments [Member]
Components of Other Assets [Line Items]
Equity method investments		8,314	7,278
Private equity and other [Member]
Components of Other Assets [Line Items]
Cost method investments		1,626	2,300
Equity method investments		3,300	3,043
Tax Advantaged Renewable Energy [Member]
Components of Other Assets [Line Items]
Equity method investments		1,625	1,710
New Market Tax Credit and Other [Member]
Components of Other Assets [Line Items]
Equity method investments		$ 408	$ 379
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Securitizations and Variable 98

Securitizations and Variable Interest Entities (Details) - USD ($)		Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		$ 19,111,000,000		$ 19,571,000,000		$ 19,919,000,000	$ 21,860,000,000
Trading assets		77,202,000,000		78,255,000,000
Investment securities		347,925,000,000		313,801,000,000
Mortgages held for sale	[1]	19,603,000,000		19,536,000,000
Loans		916,559,000,000	[1]	862,551,000,000	[1]	822,286,000,000	$ 798,351,000,000	$ 769,631,000,000
Mortgage servicing rights		12,415,000,000		12,738,000,000
Total other assets	[1]	100,782,000,000		99,057,000,000
Total assets	[2]	1,787,632,000,000		1,687,155,000,000
Short-term borrowings		97,528,000,000		63,518,000,000		$ 53,883,000,000
Accrued expenses and other liabilities		73,365,000,000		86,122,000,000
Long-term debt		199,536,000,000		183,943,000,000
Total liabilities	[3]	1,593,741,000,000		1,501,893,000,000
Noncontrolling interests		893,000,000		868,000,000
VIEs that we do not consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		0		0
Trading assets		1,340,000,000		2,165,000,000
Investment securities		12,388,000,000		18,271,000,000
Loans		9,661,000,000		13,195,000,000
Mortgage servicing rights		12,518,000,000		12,562,000,000
Total other assets		8,938,000,000		7,456,000,000
Total assets		44,845,000,000		53,649,000,000
Short-term borrowings		0		0
Accrued expenses and other liabilities		629,000,000		848,000,000
Long-term debt		3,021,000,000		2,585,000,000
Total liabilities		3,650,000,000		3,433,000,000
Noncontrolling interests		0		0
Net assets		41,195,000,000		50,216,000,000
VIEs that we consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		157,000,000		117,000,000
Trading assets		1,000,000		0
Investment securities		425,000,000		875,000,000
Loans		4,811,000,000		4,509,000,000
Mortgage servicing rights		0		0
Total other assets		242,000,000		316,000,000
Total assets		5,636,000,000		5,817,000,000
Short-term borrowings		0		0
Accrued expenses and other liabilities		57,000,000		49,000,000
Long-term debt		1,301,000,000		1,628,000,000
Total liabilities		1,358,000,000		1,677,000,000
Noncontrolling interests		93,000,000		103,000,000
Net assets		4,185,000,000		4,037,000,000
VIEs that we consolidate recourse [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Total liabilities		0		0
Transfers that we account for as secured borrowings [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		0		4,000,000
Trading assets		203,000,000		204,000,000
Investment securities		2,171,000,000		4,592,000,000
Loans		4,887,000,000		5,280,000,000
Mortgage servicing rights		0		0
Total other assets		26,000,000		52,000,000
Total assets		7,287,000,000		10,132,000,000
Short-term borrowings		1,799,000,000		3,141,000,000
Accrued expenses and other liabilities		1,000,000		1,000,000
Long-term debt		4,844,000,000		4,990,000,000
Total liabilities		6,644,000,000		8,132,000,000
Noncontrolling interests		0		0
Net assets		643,000,000		2,000,000,000
Total VIE [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash		157,000,000		121,000,000
Trading assets		1,544,000,000		2,369,000,000
Investment securities		14,984,000,000		23,738,000,000
Loans		19,359,000,000		22,984,000,000
Mortgage servicing rights		12,518,000,000		12,562,000,000
Total other assets		9,206,000,000		7,824,000,000
Total assets		57,768,000,000		69,598,000,000
Short-term borrowings		1,799,000,000		3,141,000,000
Accrued expenses and other liabilities		687,000,000		898,000,000
Long-term debt		9,166,000,000		9,203,000,000
Total liabilities		11,652,000,000		13,242,000,000
Noncontrolling interests		93,000,000		103,000,000
Net assets		$ 46,023,000,000		$ 56,253,000,000
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.
[2]	Our consolidated assets at December 31, 2015 and 2014, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $157 million and $117 million; Trading assets, $1 million and $0 million; Investment securities, $425 million and $875 million; Net loans, $4.8 billion and $4.5 billion; Other assets, $242 million and $316 million; and Total assets, $5.6 billion and $5.8 billion, respectively.
[3]	Our consolidated liabilities at December 31, 2015 and 2014, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Accrued expenses and other liabilities, $57 million and $49 million; Long-term debt, $1.3 billion and $1.6 billion; and Total liabilities, $1.4 billion and $1.7 billion, respectively.

Securitizations and Variable 99

Securitizations and Variable Interest Entities, Significant Continuing Involvement - Unconsolidated VIEs (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2015
Variable Interest Entity [Line Items]
Total VIE assets	$ 1,566,049		$ 1,469,435
Securitizations and Variable Interest Entities Textual [Abstract]
Carrying value of delinquent loans eligible for repurchase	$ 1,700		$ 1,300
Percentage of underlying collateral rated as investment grade	70.00%		70.00%
Principal amount that would be payable to securitization vehicles	$ 1,700		$ 1,300
Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,268,200		1,199,225
Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Total VIE assets	32,213		24,809
Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	196,510		184,959
Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,039		3,247
Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,347		3,314
Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	18,954		13,063
Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	22,859		26,099
Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,251		898
Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,764		1,131
Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	12,912		12,690
Debt and equity interests [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	40,645		32,037
Maximum exposure to loss	40,645		32,037
Debt and equity interests [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	2,846		2,458
Maximum exposure to loss	2,846		2,458
Debt and equity interests [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	1,644		1,228
Maximum exposure to loss	1,644		1,228
Debt and equity interests [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	8,756		6,323
Maximum exposure to loss	8,756		6,323
Debt and equity interests [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	11		0
Maximum exposure to loss	11		0
Debt and equity interests [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	5,221		3,207
Maximum exposure to loss	5,221		3,207
Debt and equity interests [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	13,044		8,956
Maximum exposure to loss	13,044		8,956
Debt and equity interests [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	7,809		9,094
Maximum exposure to loss	7,809		9,094
Debt and equity interests [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	518		213
Maximum exposure to loss	518		213
Debt and equity interests [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	49		47
Maximum exposure to loss	49		47
Debt and equity interests [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	747		511
Maximum exposure to loss	747		511
Servicing assets [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	12,562		12,518
Maximum exposure to loss	12,562		12,518
Servicing assets [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	11,684		11,665
Maximum exposure to loss	11,684		11,665
Servicing assets [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	209		141
Maximum exposure to loss	209		141
Servicing assets [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	650		712
Maximum exposure to loss	650		712
Servicing assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Servicing assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Servicing assets [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Servicing assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Servicing assets [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Servicing assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Servicing assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	19		0
Maximum exposure to loss	19		0
Derivative [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	325		157
Maximum exposure to loss	653		460
Derivative [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Derivative [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Derivative [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	251		203
Maximum exposure to loss	251		203
Derivative [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	163		64
Maximum exposure to loss	163		64
Derivative [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Derivative [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(71)		(66)
Maximum exposure to loss	89		76
Derivative [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Derivative [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Derivative [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Derivative [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(18)		(44)
Maximum exposure to loss	150		117
Other commitments and guarantees [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(3,316)		(3,517)
Maximum exposure to loss	10,247		10,122
Other commitments and guarantees [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(581)		(386)
Maximum exposure to loss	2,507		1,452
Other commitments and guarantees [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(8)		(1)
Maximum exposure to loss	345		1
Other commitments and guarantees [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(32)		(26)
Maximum exposure to loss	5,715		7,152
Other commitments and guarantees [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(105)		(57)
Maximum exposure to loss	105		57
Other commitments and guarantees [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Other commitments and guarantees [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	656		444
Other commitments and guarantees [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(2,585)		(3,047)
Maximum exposure to loss	725		866
Other commitments and guarantees [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	38		0
Other commitments and guarantees [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	0		0
Maximum exposure to loss	0		0
Other commitments and guarantees [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(5)		0
Maximum exposure to loss	156		150
Net assets [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	50,216		41,195
Net assets [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	13,949		13,737
Net assets [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	1,845		1,368
Net assets [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	9,625		7,212
Net assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	69		7
Net assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	5,221		3,207
Net assets [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	12,973		8,890
Net assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	5,224		6,047
Net assets [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	518		213
Net assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	49		47
Net assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	743		467
Total exposure [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	64,107		55,137
Total exposure [Member] | Conforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	17,037		15,575
Total exposure [Member] | Other/Nonconforming Residential Mortgage Loan Securitization [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	2,198		1,370
Total exposure [Member] | Commercial Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	15,372		14,390
Total exposure [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	279		121
Total exposure [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	5,221		3,207
Total exposure [Member] | Asset-based Finance Structures [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	13,789		9,476
Total exposure [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	8,534		9,960
Total exposure [Member] | Collateralized Loan Obligations [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	556		213
Total exposure [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	49		47
Total exposure [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	1,072		778
Equity Interests [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	8,100		8,900
Student Loans, Government Guaranteed [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Loans sold, carrying value	8,300
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale, Gain (Loss) on Sale	217
Loans [Member] | VIEs that we do not consolidate [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Loans receivable	6,500		4,900
Other Investments [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Securities available for sale portfolio of ARS issued by VIEs	567		502
Trust preferred securities [Member]
Variable Interest Entity [Line Items]
Carrying value – asset (liability)	(2,100)		(2,200)
Securitizations and Variable Interest Entities Textual [Abstract]
Trust preferred securities redeemed		$ 2,800
Trust preferred securities [Member] | Preferred stock [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Carrying value - equity	$ 2,500		$ 2,500

Securitizations and Variable100

Securitizations and Variable Interest Entities, Cash Flow Securitizations (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Securitizations and Variable Interest Entities Textual [Abstract]
Amount paid to third party investors to settle repurchase liabilities	$ 19	$ 78	$ 1,300
Amount paid to repurchase loans from securitization vehicles	11,300	13,800	15,800
Net gain from sale of asset securitization	506	288	149
Residential Mortgage [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Amount transferred related to mortgages to unconsolidated VIE	186,600	155,800	343,900
Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Proceeds from securitizations and whole loan sales	202,335	164,331	357,807
Fees from servicing rights retained	3,675	4,062	4,240
Cash flows from other interests held	1,297	1,417	2,284
Servicing advances, net of repayments	(764)	(170)	(34)
Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Proceeds from securitizations and whole loan sales	531	0	0
Fees from servicing rights retained	5	8	10
Cash flows from other interests held	38	75	93
Servicing advances, net of repayments	0	0	0
Commercial Loan [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Net gain from sale of asset securitization	338	198	152
Amount transferred related to mortgages to unconsolidated VIE	17,300	10,300	5,600
Fair Value, Inputs, Level 3 [Member] | Residential Mortgage [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Amount of servicing asset at fair value	1,600	1,200	3,500
Amount of liability for repurchase reserves at fair value	43	44	143
Fair Value, Inputs, Level 3 [Member] | Commercial Loan [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Amount of servicing asset at fair value	180	99	20
Fair Value, Inputs, Level 2 [Member] | Residential Mortgage [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Securities, at fair value	1,900	751
Fair Value, Inputs, Level 2 [Member] | Commercial Loan [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Securities, at fair value	241	100	54
Non-agency securitizations and whole loan transactions [Member] | Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Repurchases of assets/loss reimbursements	14	6	18
Non-agency securitizations and whole loan transactions [Member] | Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Repurchases of assets/loss reimbursements	0	0	0
Agency securitizations | Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Repurchases of assets/loss reimbursements	300	316	1,079
Agency securitizations | Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Repurchases of assets/loss reimbursements	$ 0	$ 0	$ 0

Securitizations and Variable101

Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Assets (Details) - Residential mortgage servicing rights [Member] - $ / loan	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities [Line Items]
Prepayment speed	12.10%	12.40%	11.20%
Discount rate	7.30%	7.60%	7.30%
Cost to service ($ per loan)	223	259	184

Securitizations and Variable102

Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Rights (Details) $ in Millions	12 Months Ended
	Dec. 31, 2015USD ($)$ / loan	Dec. 31, 2014USD ($)$ / loan
Decrease in fair value from:
200 basis point increase	$ 82	$ 130
Residential mortgage servicing rights [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 12,415	$ 12,738
Expected weighted-average life (in years)	6 years	5 years 8 months 12 days
Key economic assumptions:
Prepayment speed assumption	11.40%	12.50%
Decrease in fair value from:
10% adverse change	$ 616	$ 738
25% adverse change	$ 1,463	$ 1,754
Discount rate assumption	7.30%	7.60%
Decrease in fair value from:
100 basis point increase	$ 605	$ 617
200 basis point increase	$ 1,154	$ 1,178
Cost to service assumption ($ per loan) | $ / loan	168	179
Decrease in fair value from:
10% adverse change	$ 0	$ 0
25% adverse change	0	0
Interest-Only Strips [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 34	$ 117
Expected weighted-average life (in years)	3 years 7 months 6 days	3 years 10 months 24 days
Key economic assumptions:
Prepayment speed assumption	19.00%	11.40%
Decrease in fair value from:
10% adverse change	$ 1	$ 2
25% adverse change	$ 3	$ 6
Discount rate assumption	13.80%	18.70%
Decrease in fair value from:
100 basis point increase	$ 1	$ 2
200 basis point increase	1	4
Subordinated bonds [Member] | Consumer securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 1	$ 36
Expected weighted-average life (in years)	11 years 7 months 6 days	5 years 6 months
Key economic assumptions:
Prepayment speed assumption	15.10%	7.10%
Decrease in fair value from:
10% adverse change	$ 0	$ 0
25% adverse change	$ 0	$ 0
Discount rate assumption	10.50%	3.90%
Decrease in fair value from:
100 basis point increase	$ 0	$ 2
200 basis point increase	$ 0	$ 3
Decrease in fair value from:
Credit loss assumption	1.10%	0.40%
Decrease in fair value from:
10% higher losses	$ 0	$ 0
25% higher losses	0	0
Subordinated bonds [Member] | Commercial securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 342	$ 294
Expected weighted-average life (in years)	1 year 10 months 24 days	2 years 10 months 24 days
Decrease in fair value from:
Discount rate assumption	5.30%	4.70%
Decrease in fair value from:
100 basis point increase	$ 6	$ 8
200 basis point increase	$ 11	$ 15
Decrease in fair value from:
Credit loss assumption	2.80%	4.10%
Decrease in fair value from:
10% higher losses	$ 0	$ 3
25% higher losses	2	10
Senior bonds [Member] | Commercial securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 673	$ 546
Expected weighted-average life (in years)	5 years 9 months 27 days	6 years 2 months 12 days
Decrease in fair value from:
Discount rate assumption	3.00%	2.80%
Decrease in fair value from:
100 basis point increase	$ 33	$ 29
200 basis point increase	$ 63	$ 55
Decrease in fair value from:
Credit loss assumption	0.00%	0.00%
Decrease in fair value from:
10% higher losses	$ 0	$ 0
25% higher losses	0	0
Commercial mortgage servicing [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 1,700	$ 1,600
Securitizations and Variable Interest Entities Textual [Abstract]
Percentage of adverse change in interest rate	25.00%	25.00%
Decrease in fair value from 25% adverse change in interest rate	$ 150	$ 185
VIEs that we do not consolidate [Member] | Loans [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Loans receivable	$ 4,900	$ 6,500

Securitizations and Variable103

Securitizations and Variable Interest Entities, Principal Balances of Off-Balance Sheet Securitized Loans (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	$ 1,346,477	$ 1,437,817
Delinquent loans and foreclosed assets	27,574	36,663
Net charge-offs	1,197	1,831
Total Consumer [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	1,235,662	1,323,736
Delinquent loans and foreclosed assets	20,904	28,714
Net charge-offs	814	1,210
Securitizations and Variable Interest Entities Textual [Abstract]
Foreclosed assets	2,200	2,700
Real estate 1-4 family first mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	1,235,662	1,322,136
Delinquent loans and foreclosed assets	20,904	28,639
Net charge-offs	814	1,209
Real estate 1-4 family junior lien mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	0	1
Delinquent loans and foreclosed assets	0	0
Net charge-offs	0	0
Other revolving credit and installment [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	0	1,599
Delinquent loans and foreclosed assets	0	75
Net charge-offs	0	1
Total Commercial [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	110,815	114,081
Delinquent loans and foreclosed assets	6,670	7,949
Net charge-offs	383	621
Securitizations and Variable Interest Entities Textual [Abstract]
Foreclosed assets	5,000	3,300
Commercial real estate mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	110,815	114,081
Delinquent loans and foreclosed assets	6,670	7,949
Net charge-offs	383	621
FNMA, FHLMC and GNMA [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total loans	1,200,000	1,300,000
Delinquent loans and foreclosed assets	12,100	16,500
Securitizations and Variable Interest Entities Textual [Abstract]
Foreclosed assets	$ 1,700	$ 2,400

Securitizations and Variable104

Securitizations and Variable Interest Entities, Secured Borrowing and Consolidated Variable Interest Entity (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2015	Dec. 31, 2014
Variable Interest Entity [Line Items]
Assets	[1]	$ 1,787,632	$ 1,687,155
Liabilities	[2]	(1,593,741)	(1,501,893)
Noncontrolling interests		$ (893)	(868)
Securitizations and Variable Interest Entities Textual [Abstract]
Floating-rate investors right to tender period		7 days
Total secured borrowings [Member]
Variable Interest Entity [Line Items]
Total VIE assets		$ 7,556	10,476
Total secured borrowings [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		7,287	10,132
Liabilities		(6,644)	(8,132)
Noncontrolling interests		0	0
Net assets		643	2,000
Total secured borrowings [Member] | Municipal tender option bond securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets		2,818	5,422
Total secured borrowings [Member] | Municipal tender option bond securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		2,400	4,837
Liabilities		(1,800)	(3,143)
Noncontrolling interests		0	0
Net assets		600	1,694
Total secured borrowings [Member] | Commercial Real Estate Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets		0	250
Total secured borrowings [Member] | Commercial Real Estate Loans [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		0	250
Liabilities		0	(63)
Noncontrolling interests		0	0
Net assets		0	187
Total secured borrowings [Member] | Residential mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets		4,738	4,804
Total secured borrowings [Member] | Residential mortgage securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		4,887	5,045
Liabilities		(4,844)	(4,926)
Noncontrolling interests		0	0
Net assets		43	119
Consolidated VIEs [Member]
Variable Interest Entity [Line Items]
Total VIE assets		6,160	6,423
Assets		5,636	5,817
Liabilities		(1,358)	(1,677)
Noncontrolling interests		(93)	(103)
Net assets		4,185	4,037
Consolidated VIEs [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		5,636	5,817
Liabilities		(1,358)	(1,677)
Noncontrolling interests		(93)	(103)
Net assets		4,185	4,037
Consolidated VIEs [Member] | Commercial Real Estate Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets		1,185
Consolidated VIEs [Member] | Commercial Real Estate Loans [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		1,185
Liabilities		0
Noncontrolling interests		0
Net assets		1,185
Consolidated VIEs [Member] | Nonconforming residential mortgage loan securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets		4,134	5,041
Consolidated VIEs [Member] | Nonconforming residential mortgage loan securitizations [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		3,654	4,491
Liabilities		(1,239)	(1,509)
Noncontrolling interests		0	0
Net assets		2,415	2,982
Consolidated VIEs [Member] | Structured asset finance [Member]
Variable Interest Entity [Line Items]
Total VIE assets		54	47
Consolidated VIEs [Member] | Structured asset finance [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		20	47
Liabilities		(18)	(23)
Noncontrolling interests		0	0
Net assets		2	24
Consolidated VIEs [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets		482	904
Consolidated VIEs [Member] | Investment funds [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		482	904
Liabilities		0	(2)
Noncontrolling interests		0	0
Net assets		482	902
Consolidated VIEs [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets		305	431
Consolidated VIEs [Member] | Other securitizations and transactions [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		295	375
Liabilities		(101)	(143)
Noncontrolling interests		(93)	(103)
Net assets		101	129
Total secured borrowings and consolidated VIEs [Member]
Variable Interest Entity [Line Items]
Total VIE assets		13,716	16,899
Total secured borrowings and consolidated VIEs [Member] | Carrying value [Member]
Variable Interest Entity [Line Items]
Assets		12,923	15,949
Liabilities		(8,002)	(9,809)
Noncontrolling interests		(93)	(103)
Net assets		4,828	6,037
Long-term Debt [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Private placement debt financing		6,000	6,000
Loans [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity		529	637
Available-for-sale securities [Member]
Securitizations and Variable Interest Entities Textual [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity		$ 5,900	$ 5,700
[1]	Our consolidated assets at December 31, 2015 and 2014, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $157 million and $117 million; Trading assets, $1 million and $0 million; Investment securities, $425 million and $875 million; Net loans, $4.8 billion and $4.5 billion; Other assets, $242 million and $316 million; and Total assets, $5.6 billion and $5.8 billion, respectively.
[2]	Our consolidated liabilities at December 31, 2015 and 2014, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Accrued expenses and other liabilities, $57 million and $49 million; Long-term debt, $1.3 billion and $1.6 billion; and Total liabilities, $1.4 billion and $1.7 billion, respectively.

Mortgage Banking Activities, Mo

Mortgage Banking Activities, Mortgage Servicing Rights Carried at Fair Value (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Changes in MSRs measured at fair value
Fair value, beginning of year	$ 12,738
Changes in fair value:
Net changes in valuation model inputs or assumptions	214	$ (2,122)	$ 3,398
Other changes in fair value	(2,084)	(1,909)	(2,242)
Total changes in fair value	(1,870)	(4,031)	1,156
Fair value, end of year	12,415	12,738
Carried at fair value [Member]
Changes in MSRs measured at fair value
Fair value, beginning of year	12,738	15,580	11,538
Servicing from securitizations or asset transfers	1,556	1,196	3,469
Sales and other (1)	(9)	(7)	(583)
Net additions	1,547	1,189	2,886
Changes in fair value:
Net changes in valuation model inputs or assumptions	214	(2,122)	3,398
Other changes in fair value	(2,084)	(1,909)	(2,242)
Total changes in fair value	(1,870)	(4,031)	1,156
Fair value, end of year	12,415	12,738	15,580
Carried at fair value [Member] | Mortgage interest rates [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	247	(2,150)	4,362
Carried at fair value [Member] | Servicing and foreclosure costs [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	(83)	(20)	(228)
Carried at fair value [Member] | Discount rates [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	0	(55)	0
Carried at fair value [Member] | Prepayment estimates and other [Member]
Changes in fair value:
Net changes in valuation model inputs or assumptions	$ 50	$ 103	$ (736)

Mortgage Banking Activities, Am

Mortgage Banking Activities, Amortized Mortgage Servicing Rights (Details) - USD ($)	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Changes in amortized MSRs
Amortization	$ (258,000,000)	$ (254,000,000)	$ (254,000,000)
Amortized [Member]
Changes in amortized MSRs
Balance, beginning of year	1,242,000,000	1,229,000,000	1,160,000,000
Purchases	144,000,000	157,000,000	176,000,000
Servicing from securitizations or asset transfers	180,000,000	110,000,000	147,000,000
Amortization	(258,000,000)	(254,000,000)	(254,000,000)
Balance, end of year	1,308,000,000	1,242,000,000	1,229,000,000
Fair value of amortized MSRs:
Beginning of year	1,637,000,000	1,575,000,000	1,400,000,000
End of year	1,680,000,000	1,637,000,000	1,575,000,000
Commercial mortgage servicing [Member] | Amortized [Member]
Mortgage Banking Activities Textual [Abstract]
Valuation allowance	$ 0	$ 0	$ 0

Mortgage Banking Activities, Ma

Mortgage Banking Activities, Managed Servicing Portfolio Components (Details) - USD ($) $ in Billions	Dec. 31, 2015	Dec. 31, 2014
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	$ 1,778	$ 1,861
Total managed servicing portfolio	$ 2,256	$ 2,327
Ratio of MSRs to related loans serviced for others	0.77%	0.75%
Residential mortgage servicing rights [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	$ 1,300	$ 1,405
Owned loans serviced	345	342
Subserviced for others	4	5
Total managed servicing portfolio	1,649	1,752
Commercial mortgage servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	478	456
Owned loans serviced	122	112
Subserviced for others	7	7
Total managed servicing portfolio	$ 607	$ 575

Mortgage Banking Activities, No

Mortgage Banking Activities, Noninterest Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Servicing fees:
Contractually specified servicing fees	$ 4,037	$ 4,285	$ 4,442
Late charges	198	203	216
Ancillary fees	288	319	343
Unreimbursed direct servicing costs	(625)	(694)	(1,074)
Net servicing fees	3,898	4,113	3,927
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	214	(2,122)	3,398
Other changes in fair value	(2,084)	(1,909)	(2,242)
Total changes in fair value	(1,870)	(4,031)	1,156
Amortization	(258)	(254)	(254)
Net derivative gains (losses) from economic hedges related to mortgage servicing activities	671	3,509	(2,909)
Total servicing income, net	2,441	3,337	1,920
Net gains on mortgage loan origination/sales activities	4,060	3,044	6,854
Total mortgage banking noninterest income	6,501	6,381	8,774
Market-related valuation changes to MSRs, net of hedge results	$ 885	$ 1,387	$ 489

Mortgage Banking Activities, Li

Mortgage Banking Activities, Liability for Mortgage Loan Repurchase Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Mortgage Banking Activities Textual [Abstract]
Losses	$ 78	$ 144	$ 1,735
Liability For Mortgage Loan Repurchase Losses [Abstract]
Balance, beginning of year	615	899	2,206
Provision for repurchase losses:
Loan sales	43	44	143
Change in estimate	(202)	(184)	285
Net additions (reductions)	(159)	(140)	428
Losses	(78)	(144)	(1,735)
Balance, end of year	378	$ 615	899
Liability For Mortgage Loans Repurchase Losses [Member]
Mortgage Banking Activities Textual [Abstract]
Range of possible loss, portion not accrued	$ 293
Settlement with FHLMC [Member]
Mortgage Banking Activities Textual [Abstract]
Losses			746
Provision for repurchase losses:
Losses			(746)
Settlement with FNMA [Member]
Mortgage Banking Activities Textual [Abstract]
Losses			508
Provision for repurchase losses:
Losses			$ (508)

Intangible Assets (Details)

Intangible Assets (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Amortized intangible assets:
Gross carrying value	$ 19,225	$ 18,919
Accumulated amortization	(14,764)	(13,259)
Net carrying value	4,461	5,660
Unamortized intangible assets:
Mortgage servicing rights	12,415	12,738
Goodwill	25,529	25,705	$ 25,637
Trademark	14	14
MSRs [Member]
Amortized intangible assets:
Gross carrying value	3,228	2,906
Accumulated amortization	(1,920)	(1,664)
Net carrying value	1,308	1,242
Core deposit intangibles [Member]
Amortized intangible assets:
Gross carrying value	12,834	12,834
Accumulated amortization	(10,295)	(9,273)
Net carrying value	2,539	3,561
Customer relationship and other intangibles [Member]
Amortized intangible assets:
Gross carrying value	3,163	3,179
Accumulated amortization	(2,549)	(2,322)
Net carrying value	$ 614	$ 857

Intangible Assets, Amortization

Intangible Assets, Amortization Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2015 (actual)	$ 1,246	$ 1,370	$ 1,504
Estimate for year ended December 31,
2,016	1,386
2,017	1,250
2,018	1,124
2,019	158
2,020	141
Finite lived intangible assets [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2015 (actual)	1,507
Amortized MSRs [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2015 (actual)	258
Estimate for year ended December 31,
2,016	259
2,017	206
2,018	170
2,019	148
2,020	135
Core deposit intangibles [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2015 (actual)	1,022
Estimate for year ended December 31,
2,016	919
2,017	851
2,018	769
2,019	0
2,020	0
Customer relationship and other intangibles [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Year ended December 31, 2015 (actual)	227
Estimate for year ended December 31,
2,016	208
2,017	193
2,018	185
2,019	10
2,020	$ 6

Intangible Assets, Allocation o

Intangible Assets, Allocation of Goodwill to Operating Segments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Goodwill [Roll Forward]
Goodwill, Beginning Balance	$ 25,705	$ 25,637
Reduction in goodwill related to divested businesses and other	(179)	(19)
Goodwill from business combinations	3	87
Goodwill, Ending Balance (suppressed)	25,529	25,705
Community Banking [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance	16,870	16,878
Reduction in goodwill related to divested businesses and other	(21)	(8)
Goodwill from business combinations	0	0
Goodwill, Ending Balance (suppressed)	16,849	16,870
Wholesale Banking [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance	7,633	7,557
Reduction in goodwill related to divested businesses and other	(158)	(11)
Goodwill from business combinations	0	87
Goodwill, Ending Balance (suppressed)	7,475	7,633
Wealth and Investment Management [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance	1,202	1,202
Reduction in goodwill related to divested businesses and other	0	0
Goodwill from business combinations	3	0
Goodwill, Ending Balance (suppressed)	$ 1,205	$ 1,202

Deposits (Details)

Deposits (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Time Deposits [Line Items]
Time certificates of deposit and other time deposits issued by domestic and foreign offices	$ 98,514	$ 124,900
Amount of domestic time deposits with a denomination of $100,000 or more	48,927	14,700
Amount of domestic time deposits with a denomination of $250,000 or more	43,000	6,900
Amount of foreign deposits with a denomination of $100,000 or more	9,500	16,400
Amount of foreign deposits with a denomination of $250,000 or more	9,500	16,400
Time Deposits, Fiscal Year Maturity [Abstract]
2,016	81,846
2,017	5,549
2,018	3,643
2,019	2,200
2,020	1,121
Thereafter	4,155
Total	98,514	124,900
Contractual Maturities, Time Deposits, $100,000 or More [Abstract]
Total	48,927	14,700
Deposits (Textuals) [Abstract]
Demand deposit overdrafts as loan balances	523	$ 581
Domestic [Member]
Contractual Maturities, Time Deposits, $100,000 or More [Abstract]
Three months or less	36,683
After three months through six months	6,010
After six months through twelve months	2,143
After twelve months	$ 4,091

Short-Term Borrowings (Details)

Short-Term Borrowings (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Short-term Debt [Line Items]
Short-term borrowings maturity period (less than 30 days)	30 days	30 days	30 days
Short-term borrowings	$ 97,528	$ 63,518	$ 53,883
Short-term Borrowings, Rate	0.17%	0.08%	0.12%
Short-term Debt average daily balance, Amount	$ 87,465	$ 60,111	$ 54,716
Short-term Debt average daily balance, Rate	0.07%	0.10%	0.13%
Federal Funds Purchased and Securities Sold under Agreements to Repurchase [Member]
Short-term Debt [Line Items]
Short-term borrowings	$ 82,948	$ 51,052	$ 36,263
Short-term Borrowings, Rate	0.21%	0.07%	0.05%
Short-term Debt average daily balance, Amount	$ 75,021	$ 44,680	$ 36,227
Short-term Debt average daily balance, Rate	0.09%	0.08%	0.08%
Maximum month-end balance, Amount	$ 89,800	$ 51,052	$ 39,451
Commercial Paper [Member]
Short-term Debt [Line Items]
Short-term borrowings	$ 334	$ 2,456	$ 5,162
Short-term Borrowings, Rate	0.81%	0.34%	0.18%
Short-term Debt average daily balance, Amount	$ 1,583	$ 4,751	$ 4,702
Short-term Debt average daily balance, Rate	0.36%	0.17%	0.25%
Maximum month-end balance, Amount	$ 3,552	$ 6,070	$ 5,700
Other Short-term Borrowings [Member]
Short-term Debt [Line Items]
Short-term borrowings	$ 14,246	$ 10,010	$ 12,458
Short-term Borrowings, Rate	(0.10%)	0.07%	0.31%
Short-term Debt average daily balance, Amount	$ 10,861	$ 10,680	$ 13,787
Short-term Debt average daily balance, Rate	(0.08%)	0.18%	0.22%
Maximum month-end balance, Amount	$ 14,246	$ 12,209	$ 16,564

Long-term Debt, Summary (Detail

Long-term Debt, Summary (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Debt Instrument [Line Items]
Long-term debt	$ 199,536	$ 183,943
Wells Fargo & Company [Member]
Debt Instrument [Line Items]
Long-term debt	117,791	97,275
Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	90,218	74,583
Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Subordinated Notes	25,758	20,903
Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Junior Subordinated Notes	1,678	1,650
Wells Fargo & Company [Member] | Long-Term Debt Parent [Member]
Debt Instrument [Line Items]
Long-term debt	117,654	97,136
Wells Fargo Bank, N.A. and other bank entities [Member]
Debt Instrument [Line Items]
Long-term debt	77,024	80,116
Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	50,120	50,655
Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Subordinated Notes	8,916	11,304
Wells Fargo Bank, N.A. and other bank entities [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Junior Subordinated Notes	$ 322	313
Wells Fargo Bank, N.A. and other bank entities [Member] | Mortgage notes and other debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2065
Stated interest rate(s) Minimum	0.37%
Stated interest rate(s) Maximum	9.20%
Other Long-Term Debt	$ 16,365	16,239
Other Consolidated Subsidiaries [Member]
Debt Instrument [Line Items]
Long-term debt	4,858	6,691
Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	4,629	6,338
Other Consolidated Subsidiaries [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Junior Subordinated Notes	$ 155	155
Other Consolidated Subsidiaries [Member] | Mortgage notes and other debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2017
Maturity date(s) End	Dec. 31, 2018
Stated interest rate(s) Minimum	1.625%
Stated interest rate(s) Maximum	5.125%
Other Long-Term Debt	$ 74	175
Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Notes Issued by Parent At Discount [Member]
Debt Instrument [Line Items]
Subordinated Notes	$ 137	139
Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2045
Stated interest rate(s) Minimum	0.375%
Stated interest rate(s) Maximum	6.75%
Senior Notes	$ 68,604	54,441
Fixed Rate Notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2045
Stated interest rate(s) Minimum	3.45%
Stated interest rate(s) Maximum	7.574%
Subordinated Notes	$ 25,119	19,688
Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	$ 0	500
Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2038
Stated interest rate(s) Minimum	5.25%
Stated interest rate(s) Maximum	7.74%
Subordinated Notes	$ 7,927	10,310
Fixed Rate Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Long-term debt issued by Variable Interest Entity [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2020
Maturity date(s) End	Dec. 31, 2047
Stated interest rate(s) Minimum	0.00%
Stated interest rate(s) Maximum	7.00%
Other Long-Term Debt	$ 456	609
Fixed Rate Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2023
Stated interest rate(s) Minimum	2.774%
Stated interest rate(s) Maximum	3.70%
Senior Notes	$ 4,628	6,317
Fixed Rate Notes [Member] | Other Consolidated Subsidiaries [Member] | Long-term debt issued by Variable Interest Entity [Member]
Debt Instrument [Line Items]
Other Long-Term Debt	$ 0	23
Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2048
Stated interest rate(s) Minimum	0.07%
Stated interest rate(s) Maximum	3.152%
Senior Notes	$ 15,942	15,317
Floating-rate notes [Member] | Wells Fargo & Company [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2016
Stated interest rate(s) Minimum	0.691%
Subordinated Notes	$ 639	1,215
Floating-rate notes [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2027
Stated interest rate(s) Minimum	0.821%
Stated interest rate(s) Maximum	1.321%
Junior Subordinated Notes	$ 280	272
Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2053
Stated interest rate(s) Minimum	0.084%
Stated interest rate(s) Maximum	0.806%
Senior Notes	$ 6,694	4,969
Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2017
Stated interest rate(s) Minimum	0.572%
Stated interest rate(s) Maximum	2.64%
Subordinated Notes	$ 989	994
Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2027
Stated interest rate(s) Minimum	0.932%
Stated interest rate(s) Maximum	0.971%
Junior Subordinated Notes	$ 322	313
Floating-rate notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Long-term debt issued by Variable Interest Entity [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2047
Stated interest rate(s) Minimum	0.00%
Stated interest rate(s) Maximum	18.78%
Other Long-Term Debt	$ 845	996
Floating-rate notes [Member] | Other Consolidated Subsidiaries [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2027
Interest Rate, Stated Percentage	0.822%
Junior Subordinated Notes	$ 155	155
Structured Notes [Member] | Wells Fargo & Company [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2053
Stated interest rate(s) Minimum	0.00%
Stated interest rate(s) Maximum	3.89%
Senior Notes	$ 5,672	4,825
Structured Notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2025
Stated interest rate(s) Minimum	2.45%
Stated interest rate(s) Maximum	7.15%
Senior Notes	$ 1	4
Structured Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2021
Stated interest rate(s) Minimum	0.427%
Senior Notes	$ 1	1
Fixed-rate notes - Hybrid Trust Securities [Member] | Wells Fargo & Company [Member] | Junior Subordinated Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2029
Maturity date(s) End	Dec. 31, 2036
Stated interest rate(s) Minimum	5.95%
Stated interest rate(s) Maximum	7.95%
Junior Subordinated Notes	$ 1,398	1,378
Floating-rate extendible notes [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2017
Stated interest rate(s) Minimum	0.407%
Stated interest rate(s) Maximum	0.766%
Senior Notes	$ 6,315	11,048
Fixed-rate Advances - FHLB [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2031
Stated interest rate(s) Minimum	3.83%
Stated interest rate(s) Maximum	7.50%
Senior Notes	$ 102	125
Floating-rate Advances - FHLB [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2017
Maturity date(s) End	Dec. 31, 2020
Stated interest rate(s) Minimum	0.32%
Stated interest rate(s) Maximum	0.87%
Senior Notes	$ 37,000	34,000
Capital Leases [Member] | Wells Fargo Bank, N.A. and other bank entities [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Maturity date(s) Start	Jan. 1, 2016
Maturity date(s) End	Dec. 31, 2025
Stated interest rate(s) Minimum	7.045%
Stated interest rate(s) Maximum	17.775%
Senior Notes	$ 8	9
FixFloat Notes [Member] | Other Consolidated Subsidiaries [Member] | Senior Debt [Member]
Debt Instrument [Line Items]
Senior Notes	$ 0	$ 20

Long-term Debt, Annual Maturiti

Long-term Debt, Annual Maturities (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Maturities of Long-Term Debt [Line Items]
2,016	$ 31,904
2,017	21,953
2,018	22,961
2,019	21,402
2,020	20,236
Thereafter	81,080
Total	199,536	$ 183,943
Parent Company [Member]
Maturities of Long-Term Debt [Line Items]
Total	117,791	97,275
Parent Company [Member] | Long-Term Debt Parent [Member]
Maturities of Long-Term Debt [Line Items]
2,016	14,713
2,017	13,259
2,018	8,189
2,019	6,384
2,020	12,998
Thereafter	62,111
Total	$ 117,654	$ 97,136

Guarantees, Pledged Assets a117

Guarantees, Pledged Assets and Collateral (Details) - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2015	Dec. 31, 2014
Guarantor Obligations [Line Items]
Carrying value		$ 499	$ 606
Maximum exposure to loss, expires in one year or less		25,519	27,515
Maximum exposure to loss, expires in one year through three years		16,821	16,098
Maximum exposure to loss, expires in three years through five years		9,328	9,963
Maximum exposure to loss, expires after five years		12,839	16,546
Maximum exposure to loss		64,507	70,122
Securities Loaned		0	211
Securities Received as Collateral		0	218
Maximum exposure to loss		$ 64,507	70,122
Percentage share of losses owed on loans and MHFS sold with recourse (up to 33.33%)		33.33%
Total assets	[1]	$ 1,787,632	1,687,155
Gross amounts recognized		6,900	6,900
Mortgages held for sale		8,700	8,700
Carrying value of delinquent loans eligible for repurchase		1,300	1,700
Security Owned and Pledged as Collateral, Fair Value [Abstract]
Trading assets and other		73,396	49,685
Investment securities		113,912	101,997
Mortgages held for sale and loans		453,058	418,338
Total pledged assets		640,366	570,020
Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		25,079	23,823
Maximum exposure to loss		25,079	23,823
Direct pay letters of credit (DPLCs) [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		11,800	15,000
Maximum exposure to loss		11,800	15,000
Third Party Clearing Indemnifications [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		1,800	5,700
Third-party Clearing Customer Obligations		352	950
Collateral Provided to Third-party Clearing Agents		1,500	5,600
Maximum exposure to loss		1,800	5,700
Standby Letters of Credit [Member]
Guarantor Obligations [Line Items]
Carrying value		38	41
Maximum exposure to loss, expires in one year or less		16,360	16,271
Maximum exposure to loss, expires in one year through three years		9,618	10,269
Maximum exposure to loss, expires in three years through five years		4,116	6,295
Maximum exposure to loss, expires after five years		642	645
Maximum exposure to loss		30,736	33,480
Maximum exposure to loss		30,736	33,480
Standby Letters of Credit [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		8,981	8,447
Maximum exposure to loss		8,981	8,447
Securities lending and other indemnifications [Member]
Guarantor Obligations [Line Items]
Carrying value		0	0
Maximum exposure to loss, expires in one year or less		0	0
Maximum exposure to loss, expires in one year through three years		0	2
Maximum exposure to loss, expires in three years through five years		0	2
Maximum exposure to loss, expires after five years		1,841	5,948
Maximum exposure to loss		1,841	5,952
Maximum exposure to loss		1,841	5,952
Securities lending and other indemnifications [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		0	0
Maximum exposure to loss		0	0
Loans and MHFS sold with recourse [Member]
Guarantor Obligations [Line Items]
Carrying value		62	72
Maximum exposure to loss, expires in one year or less		112	131
Maximum exposure to loss, expires in one year through three years		723	486
Maximum exposure to loss, expires in three years through five years		690	822
Maximum exposure to loss, expires after five years		6,434	5,386
Maximum exposure to loss		7,959	6,825
Maximum exposure to loss		7,959	6,825
Loans and MHFS sold with recourse [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		4,864	3,945
Maximum exposure to loss		4,864	3,945
Factoring Guarantee [Member]
Guarantor Obligations [Line Items]
Carrying value		0	0
Maximum exposure to loss, expires in one year or less		1,598	3,460
Maximum exposure to loss, expires in one year through three years		0	0
Maximum exposure to loss, expires in three years through five years		0	0
Maximum exposure to loss, expires after five years		0	0
Maximum exposure to loss		1,598	3,460
Maximum exposure to loss		1,598	3,460
Factoring Guarantee [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		1,598	3,460
Maximum exposure to loss		1,598	3,460
Other guarantees [Member]
Guarantor Obligations [Line Items]
Carrying value		28	24
Maximum exposure to loss, expires in one year or less		62	9
Maximum exposure to loss, expires in one year through three years		17	85
Maximum exposure to loss, expires in three years through five years		17	22
Maximum exposure to loss, expires after five years		2,482	2,158
Maximum exposure to loss		2,578	2,274
Maximum exposure to loss		2,578	2,274
Other guarantees [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		53	69
Maximum exposure to loss		53	69
Written put options [Member]
Guarantor Obligations [Line Items]
Carrying value		371	469
Maximum exposure to loss, expires in one year or less		7,387	7,644
Maximum exposure to loss, expires in one year through three years		6,463	5,256
Maximum exposure to loss, expires in three years through five years		4,505	2,822
Maximum exposure to loss, expires after five years		1,440	2,409
Maximum exposure to loss		19,795	18,131
Maximum exposure to loss		19,795	18,131
Written put options [Member] | Non-investment grade [Member]
Guarantor Obligations [Line Items]
Maximum exposure to loss		9,583	7,902
Maximum exposure to loss		9,583	7,902
Loans and MHFS sold with recourse [Member]
Guarantor Obligations [Line Items]
Loans repurchased		6	14
VIEs that we consolidate [Member]
Guarantor Obligations [Line Items]
Total assets		5,600	5,800
Secured Borrowing transactions excluded [Member]
Guarantor Obligations [Line Items]
Total assets		7,300	10,100
Trading assets (excluding derivatives) [Member]
Guarantor Obligations [Line Items]
Securities owned and pledged as collateral available to be repledged, Fair Value		73,000	49,400
Investment securities [Member]
Guarantor Obligations [Line Items]
Securities owned and pledged as collateral available to be repledged, Fair Value		13,000	164
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, carrying value		6,500	6,600
Gross amounts recognized		$ 6,500	$ 6,800
[1]	Our consolidated assets at December 31, 2015 and 2014, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $157 million and $117 million; Trading assets, $1 million and $0 million; Investment securities, $425 million and $875 million; Net loans, $4.8 billion and $4.5 billion; Other assets, $242 million and $316 million; and Total assets, $5.6 billion and $5.8 billion, respectively.

Guarantees, Offsetting of Resal

Guarantees, Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Financial Instruments Owned and Pledged as Collateral [Line Items]
Gross amounts recognized	$ 6,900	$ 6,900
Net amounts in consolidated balance sheet	65,777	51,671
Collateral received, fair value	84,900	64,500
Collateral received with the right to sell or repledge	84,900	64,500
Collateral sold or repledged	51,100	40,800
Collateral pledged, fair value	92,900	56,500
Resale and securities borrowing agreements
Gross amounts recognized	74,935	58,148
Gross amounts offset in consolidated balance sheet	(9,158)	(6,477)
Net amounts in consolidated balance sheet	65,777	51,671
Collateral not recognized in consolidated balance sheet	(65,035)	(51,624)
Net amount	742	47
Repurchase and securities lending agreements
Gross amounts recognized (5)	91,278	56,583
Gross amounts offset in consolidated balance sheet	(9,158)	(6,477)
Net amounts in consolidated balance sheet	82,120	50,106
Collateral pledged but not netted in consolidated balance sheet	(81,772)	(49,713)
Net amount	348	393
Fed Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Net amounts in consolidated balance sheet	45,700	36,800
Resale and securities borrowing agreements
Net amounts in consolidated balance sheet	45,700	36,800
Loans [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Net amounts in consolidated balance sheet	20,100	14,900
Resale and securities borrowing agreements
Net amounts in consolidated balance sheet	$ 20,100	$ 14,900

Guarantees, Pledged Assets a119

Guarantees, Pledged Assets and Collateral Guarantees, Collateral Type and Contractual Maturities of Repurchase Agreements and Securities Lending Agreements (Details) $ in Millions	Dec. 31, 2015USD ($)
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	$ 81,542
Securities Lending	9,736
Total Repurchases and Securities Lending	91,278
Securities of U.S. Treasury and federal agencies [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	32,254
Securities Lending	61
Securities of U.S. states and political subdivisions [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	7
Federal agencies [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	37,033
Securities Lending	76
Non-Agency Mortgage-backed Securities [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	1,680
Corporate debt securities [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	4,674
Securities Lending	899
Asset-backed securities [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	2,275
Equity securities [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	2,457
Securities Lending	8,700
Other [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	1,162
Overnight/Continuous [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	58,021
Securities Lending	7,845
Total Repurchases and Securities Lending	65,866
Up to 30 days [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	19,561
Securities Lending	362
Total Repurchases and Securities Lending	19,923
30-90 Days [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	2,935
Securities Lending	1,529
Total Repurchases and Securities Lending	4,464
Over 90 days [Member]
Securities Borrowed, Gross Including Not Subject to Master Netting Arrangement [Abstract]
Repurchase Agreements	1,025
Securities Lending	0
Total Repurchases and Securities Lending	$ 1,025

Legal Actions (Details)

Legal Actions (Details) - USD ($) $ in Millions	Feb. 01, 2016	Jul. 13, 2012	Aug. 10, 2010	Dec. 31, 2015
Liability for Contingent Litigation Losses [Member]
Legal Actions (Textual) [Abstract]
Range of possible loss, portion not accrued				$ 1,300
In re Interchange Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters		$ 6,600
Distribution to class merchants (percent)		0.10%
Distribution period to class merchants		8 months
Order of Posting Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters			$ 203
Civil Claim [Member] | Subsequent Event [Member] | FHA Insurance Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters	$ 1,200

Derivatives, Notional or Contra

Derivatives, Notional or Contractual Amounts (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	$ 84,580	$ 88,474
Fair value asset derivatives, netting	(66,924)	(65,869)
Net amounts in consolidated balance sheet, asset	17,656	22,605
Fair value liability derivatives	79,924	83,781
Fair value liability derivatives, netting	(66,004)	(65,043)
Net amounts in consolidated balance sheet, liability	13,920	18,738
Interest rate contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	62,725	63,698
Fair value asset derivatives, netting	(56,612)	(56,051)
Net amounts in consolidated balance sheet, asset	6,113	7,647
Fair value liability derivatives	57,977	60,059
Fair value liability derivatives, netting	(53,259)	(54,394)
Net amounts in consolidated balance sheet, liability	4,718	5,665
Foreign exchange contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	8,947	7,404
Fair value asset derivatives, netting	(6,141)	(4,923)
Net amounts in consolidated balance sheet, asset	2,806	2,481
Fair value liability derivatives	10,933	7,827
Fair value liability derivatives, netting	(8,968)	(5,511)
Net amounts in consolidated balance sheet, liability	1,965	2,316
Equity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	7,599	9,005
Fair value asset derivatives, netting	(2,625)	(2,842)
Net amounts in consolidated balance sheet, asset	4,974	6,163
Fair value liability derivatives	4,808	7,038
Fair value liability derivatives, netting	(2,241)	(2,845)
Net amounts in consolidated balance sheet, liability	2,567	4,193
Commodity contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	4,659	7,461
Fair value asset derivatives, netting	(998)	(1,233)
Net amounts in consolidated balance sheet, asset	3,661	6,228
Fair value liability derivatives	5,519	7,702
Fair value liability derivatives, netting	(1,052)	(1,459)
Net amounts in consolidated balance sheet, liability	4,467	6,243
Credit Contracts Protection Sold [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	83	151
Fair value asset derivatives, netting	(79)	(131)
Net amounts in consolidated balance sheet, asset	4	20
Fair value liability derivatives	541	943
Fair value liability derivatives, netting	(434)	(713)
Net amounts in consolidated balance sheet, liability	107	230
Credit Contracts Protection Purchased [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	567	755
Fair value asset derivatives, netting	(469)	(689)
Net amounts in consolidated balance sheet, asset	98	66
Fair value liability derivatives	88	168
Fair value liability derivatives, netting	(50)	(121)
Net amounts in consolidated balance sheet, liability	38	47
Other contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value liability derivatives	58	44
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	58	44
Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	7,855	7,288
Fair value liability derivatives	4,747	3,782
Designated as Hedging Instrument [Member] | Interest rate contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	191,684	148,967
Fair value asset derivatives	7,477	6,536
Fair value liability derivatives	2,253	2,435
Designated as Hedging Instrument [Member] | Interest rate contract [Member] | Basis swap [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	1,900	1,900
Designated as Hedging Instrument [Member] | Foreign exchange contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	25,115	26,778
Fair value asset derivatives	378	752
Fair value liability derivatives	2,494	1,347
Designated as Hedging Instrument [Member] | Foreign exchange contract [Member] | Basis swap [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	7,800	2,700
Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	76,725	81,186
Fair value liability derivatives	75,177	79,999
Not Designated as Hedging Instrument [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	1,047	1,339
Fair value liability derivatives	462	611
Not Designated as Hedging Instrument [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives	75,678	79,847
Fair value liability derivatives	74,715	79,388
Not Designated as Hedging Instrument [Member] | Interest rate contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	211,375	221,527
Fair value asset derivatives	195	697
Fair value liability derivatives	315	487
Not Designated as Hedging Instrument [Member] | Interest rate contract [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	4,685,898	4,378,767
Fair value asset derivatives	55,053	56,465
Fair value liability derivatives	55,409	57,137
Not Designated as Hedging Instrument [Member] | Foreign exchange contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	16,407	14,405
Fair value asset derivatives	321	275
Fair value liability derivatives	100	28
Not Designated as Hedging Instrument [Member] | Foreign exchange contract [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	295,962	253,742
Fair value asset derivatives	8,248	6,377
Fair value liability derivatives	8,339	6,452
Not Designated as Hedging Instrument [Member] | Equity contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	7,427	5,219
Fair value asset derivatives	531	367
Fair value liability derivatives	47	96
Not Designated as Hedging Instrument [Member] | Equity contract [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	139,956	138,422
Fair value asset derivatives	7,068	8,638
Fair value liability derivatives	4,761	6,942
Not Designated as Hedging Instrument [Member] | Commodity contract [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	47,571	88,640
Fair value asset derivatives	4,659	7,461
Fair value liability derivatives	5,519	7,702
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Sold [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	10,544	12,304
Fair value asset derivatives	83	151
Fair value liability derivatives	541	943
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	18,018	16,659
Fair value asset derivatives	567	755
Fair value liability derivatives	88	168
Not Designated as Hedging Instrument [Member] | Other contract [Member] | Customer accommodation, trading, and other derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	1,041	1,994
Fair value asset derivatives	0	0
Fair value liability derivatives	$ 58	$ 44

Derivatives, Balance Sheet Offs

Derivatives, Balance Sheet Offsetting of Assets and Liabilities (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Derivative Assets
Gross amounts recognized	$ 84,580	$ 88,474
Gross amounts offset in consolidated balance sheet	(66,924)	(65,869)
Net amounts in consolidated balance sheet, asset	17,656	22,605
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(1,332)	(1,332)
Net amounts	16,324	21,273
Derivative Liabilities
Gross amounts recognized	79,924	83,781
Gross amounts offset in consolidated balance sheet	(66,004)	(65,043)
Net amounts in consolidated balance sheet, liability	13,920	18,738
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(4,484)	(5,248)
Net amounts	9,436	13,490
Derivatives (Textual) [Abstract]
Derivative assets subject to enforceable master netting arrangements	69,900	69,600
Derivative liabilities subject to enforceable master netting arrangements	74,000	75,000
Derivative assets not subject to enforceable master netting arrangements	14,600	18,900
Derivative liabilities not subject to enforceable master netting arrangements	5,900	8,800
Valuation adjustments for derivative assets	375	266
Valuation adjustments for derivative liabilities	81	56
Cash collateral netted against derivative assets	5,300	5,200
Cash collateral netted against derivative liabilities	4,700	4,600
Interest rate contract [Member]
Derivative Assets
Gross amounts recognized	62,725	63,698
Gross amounts offset in consolidated balance sheet	(56,612)	(56,051)
Net amounts in consolidated balance sheet, asset	6,113	7,647
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(749)	(769)
Net amounts	$ 5,364	$ 6,878
Percent exchanged in the over the counter market	39.00%	45.00%
Derivative Liabilities
Gross amounts recognized	$ 57,977	$ 60,059
Gross amounts offset in consolidated balance sheet	(53,259)	(54,394)
Net amounts in consolidated balance sheet, liability	4,718	5,665
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(3,543)	(4,244)
Net amounts	$ 1,175	$ 1,421
Percent exchanged in the over the counter market	35.00%	44.00%
Commodity contract [Member]
Derivative Assets
Gross amounts recognized	$ 4,659	$ 7,461
Gross amounts offset in consolidated balance sheet	(998)	(1,233)
Net amounts in consolidated balance sheet, asset	3,661	6,228
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(76)	(72)
Net amounts	$ 3,585	$ 6,156
Percent exchanged in the over the counter market	35.00%	27.00%
Derivative Liabilities
Gross amounts recognized	$ 5,519	$ 7,702
Gross amounts offset in consolidated balance sheet	(1,052)	(1,459)
Net amounts in consolidated balance sheet, liability	4,467	6,243
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(40)	(33)
Net amounts	$ 4,427	$ 6,210
Percent exchanged in the over the counter market	84.00%	81.00%
Equity contract [Member]
Derivative Assets
Gross amounts recognized	$ 7,599	$ 9,005
Gross amounts offset in consolidated balance sheet	(2,625)	(2,842)
Net amounts in consolidated balance sheet, asset	4,974	6,163
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(471)	(405)
Net amounts	$ 4,503	$ 5,758
Percent exchanged in the over the counter market	51.00%	54.00%
Derivative Liabilities
Gross amounts recognized	$ 4,808	$ 7,038
Gross amounts offset in consolidated balance sheet	(2,241)	(2,845)
Net amounts in consolidated balance sheet, liability	2,567	4,193
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(154)	(484)
Net amounts	$ 2,413	$ 3,709
Percent exchanged in the over the counter market	85.00%	82.00%
Foreign exchange contract [Member]
Derivative Assets
Gross amounts recognized	$ 8,947	$ 7,404
Gross amounts offset in consolidated balance sheet	(6,141)	(4,923)
Net amounts in consolidated balance sheet, asset	2,806	2,481
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(34)	(85)
Net amounts	$ 2,772	$ 2,396
Percent exchanged in the over the counter market	98.00%	98.00%
Derivative Liabilities
Gross amounts recognized	$ 10,933	$ 7,827
Gross amounts offset in consolidated balance sheet	(8,968)	(5,511)
Net amounts in consolidated balance sheet, liability	1,965	2,316
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(634)	(270)
Net amounts	$ 1,331	$ 2,046
Percent exchanged in the over the counter market	100.00%	100.00%
Credit Contracts Protection Sold [Member]
Derivative Assets
Gross amounts recognized	$ 83	$ 151
Gross amounts offset in consolidated balance sheet	(79)	(131)
Net amounts in consolidated balance sheet, asset	4	20
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	0	0
Net amounts	$ 4	$ 20
Percent exchanged in the over the counter market	76.00%	90.00%
Derivative Liabilities
Gross amounts recognized	$ 541	$ 943
Gross amounts offset in consolidated balance sheet	(434)	(713)
Net amounts in consolidated balance sheet, liability	107	230
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(107)	(199)
Net amounts	$ 0	$ 31
Percent exchanged in the over the counter market	100.00%	100.00%
Credit Contracts Protection Purchased [Member]
Derivative Assets
Gross amounts recognized	$ 567	$ 755
Gross amounts offset in consolidated balance sheet	(469)	(689)
Net amounts in consolidated balance sheet, asset	98	66
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(2)	(1)
Net amounts	$ 96	$ 65
Percent exchanged in the over the counter market	100.00%	100.00%
Derivative Liabilities
Gross amounts recognized	$ 88	$ 168
Gross amounts offset in consolidated balance sheet	(50)	(121)
Net amounts in consolidated balance sheet, liability	38	47
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	(6)	(18)
Net amounts	$ 32	$ 29
Percent exchanged in the over the counter market	70.00%	86.00%
Other contract [Member]
Derivative Liabilities
Gross amounts recognized	$ 58	$ 44
Gross amounts offset in consolidated balance sheet	0	0
Net amounts in consolidated balance sheet, liability	58	44
Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)	0	0
Net amounts	$ 58	$ 44
Percent exchanged in the over the counter market	100.00%	100.00%
Trading assets (including derivatives) [Member]
Derivative Assets
Net amounts in consolidated balance sheet, asset	$ 12,400	$ 16,900
Other assets [Member]
Derivative Assets
Net amounts in consolidated balance sheet, asset	$ 5,300	$ 5,700

Derivatives, Net Gains (Losses)

Derivatives, Net Gains (Losses) in Income related to Fair Value Hedges (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	$ 1,342	$ 1,404	$ 1,309
Gains (losses) recorded in noninterest income recognized on derivatives	(1,817)	604	(2,727)
Gains (losses) recorded in noninterest income recognized on hedged item	1,895	(98)	2,361
Net recognized on fair value hedges (ineffective portion)	78	506	(366)
Derivatives (Textual) [Abstract]
Time value component recognized as net interest income (expense) on forward derivatives excluded from the assessment of hedge effectiveness	(7)	(1)	(5)
Available-for-sale securities [Member] | Interest rate contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	(782)	(722)	(584)
Gains (losses) recorded in noninterest income recognized on derivatives	(18)	(1,943)	1,889
Gains (losses) recorded in noninterest income recognized on hedged item	7	1,911	(1,874)
Net recognized on fair value hedges (ineffective portion)	(11)	(32)	15
Available-for-sale securities [Member] | Foreign exchange contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	0	(10)	(8)
Gains (losses) recorded in noninterest income recognized on derivatives	253	391	(49)
Gains (losses) recorded in noninterest income recognized on hedged item	(247)	(388)	49
Net recognized on fair value hedges (ineffective portion)	6	3	0
Mortgages held for sale [Member] | Interest rate contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	(13)	(15)	(11)
Gains (losses) recorded in noninterest income recognized on derivatives	(9)	(49)	47
Gains (losses) recorded in noninterest income recognized on hedged item	(4)	32	(57)
Net recognized on fair value hedges (ineffective portion)	(13)	(17)	(10)
Long-term Debt [Member] | Interest rate contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	1,955	1,843	1,632
Gains (losses) recorded in noninterest income recognized on derivatives	327	3,623	(3,767)
Gains (losses) recorded in noninterest income recognized on hedged item	(251)	(3,143)	3,521
Net recognized on fair value hedges (ineffective portion)	76	480	(246)
Long-term Debt [Member] | Foreign exchange contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	182	308	280
Gains (losses) recorded in noninterest income recognized on derivatives	(2,370)	(1,418)	(847)
Gains (losses) recorded in noninterest income recognized on hedged item	2,390	1,490	722
Net recognized on fair value hedges (ineffective portion)	$ 20	$ 72	$ (125)

Derivatives, Net Gains (Loss124

Derivatives, Net Gains (Losses) related to Cash Flow Hedges (Details) - USD ($)	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Net Gains Losses Recognized Related to Derivatives in Cash Flow Hedging Relationships [Abstract]
Gains (losses) (pre tax) recognized in OCI on derivatives	$ 1,549,000,000	$ 952,000,000	$ (32,000,000)
Gains (pre tax) reclassified from cumulative OCI into net income	1,089,000,000	545,000,000	296,000,000
Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness.	1,000,000	2,000,000	1,000,000
Derivatives (Textual) [Abstract]
Deferred net gains on derivatives in other comprehensive income	$ 826,000,000
Maximum length of time hedged in cash flow hedge	7 years
Change in value of derivatives excluded from assessment of cash flow hedge effectiveness	$ 0	$ 0	$ 0

Derivatives, Net Gains (Loss125

Derivatives, Net Gains (Losses) in Income related to Derivatives Not Designated as Hedging Instruments (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Derivatives (Textual) [Abstract]
Gains (losses) on derivatives used to hedge residential mortgage servicing rights	$ 671	$ 3,509	$ (2,909)
Aggregate fair value of derivatives used for economic hedges net asset (liability)	(3)	492
Aggregate fair value of derivative loan commitments net asset (liability)	56	98
Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	3,482	2,231	1,809
Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	784	1,817	1,232
Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	2,698	414	577
Interest Rate Contracts, Mortgage Banking [ Member] | Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	723	1,759	1,412
Interest Rate Contracts, Mortgage Banking [ Member] | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	941	1,350	(561)
Interest Rate Contracts, Other | Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	(42)	(230)	119
Interest Rate Contracts, Other | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	265	(855)	743
Equity contract [Member] | Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	(393)	(469)	(317)
Equity contract [Member] | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	563	(719)	(622)
Foreign exchange contract [Member] | Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	496	758	24
Foreign exchange contract [Member] | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	812	593	746
Credit contract [Member] | Economic hedges [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	0	(1)	(6)
Credit contract [Member] | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	44	7	(53)
Commodity contract [Member] | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	88	77	324
Other contract [Member] | Customer accommodation, trading, and other derivatives [Member] | Not Designated as Hedging Instrument [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains (losses) recognized related to derivatives not designated as hedging instruments	$ (15)	$ (39)	$ 0

Derivatives, Sold and Purchased

Derivatives, Sold and Purchased Credit Derivatives (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	$ 541	$ 943
Notional amount Protection sold	10,544	12,304
Notional amount Protection purchased with identical underlyings	6,481	6,888
Notional Net protection sold	4,063	5,416
Notional Other protection purchased	11,537	9,771
Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	5,090	6,207
Corporate Bond Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	44	23
Notional amount Protection sold	4,838	6,344
Notional amount Protection purchased with identical underlyings	3,602	4,894
Notional Net protection sold	1,236	1,450
Notional Other protection purchased	$ 2,272	$ 2,831
Corporate Bond Securities [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2016	Jan. 1, 2015
Corporate Bond Securities [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2025	Dec. 31, 2021
Corporate Bond Securities [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 1,745	$ 2,904
Structured products [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	275	654
Notional amount Protection sold	598	1,055
Notional amount Protection purchased with identical underlyings	395	608
Notional Net protection sold	203	447
Notional Other protection purchased	$ 142	$ 277
Structured products [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2017	Jan. 1, 2017
Structured products [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2047	Dec. 31, 2052
Structured products [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 463	$ 874
Credit Default Swap [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	0	0
Notional amount Protection sold	1,727	1,659
Notional amount Protection purchased with identical underlyings	1,717	777
Notional Net protection sold	10	882
Notional Other protection purchased	$ 960	$ 1,042
Credit Default Swap [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2016	Jan. 1, 2015
Credit Default Swap [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2020	Dec. 31, 2019
Credit Default Swap [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 370	$ 292
Commercial Mortgage Backed Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	203	246
Notional amount Protection sold	822	1,058
Notional amount Protection purchased with identical underlyings	766	608
Notional Net protection sold	56	450
Notional Other protection purchased	$ 316	$ 355
Commercial Mortgage Backed Securities [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2047	Jan. 1, 2047
Commercial Mortgage Backed Securities [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2057	Dec. 31, 2063
Commercial Mortgage Backed Securities [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 0	$ 0
Asset-backed securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	18	19
Notional amount Protection sold	47	52
Notional amount Protection purchased with identical underlyings	1	1
Notional Net protection sold	46	51
Notional Other protection purchased	$ 71	$ 81
Asset-backed securities [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2045	Jan. 1, 2045
Asset-backed securities [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2046	Dec. 31, 2046
Asset-backed securities [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 0	$ 1
Other Credit Derivatives [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1	1
Notional amount Protection sold	2,512	2,136
Notional amount Protection purchased with identical underlyings	0	0
Notional Net protection sold	2,512	2,136
Notional Other protection purchased	$ 7,776	$ 5,185
Other Credit Derivatives [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan. 1, 2016	Jan. 1, 2015
Other Credit Derivatives [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec. 31, 2025	Dec. 31, 2025
Other Credit Derivatives [Member] | Non-investment grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	$ 2,512	$ 2,136

Derivatives Derivatives Credit-

Derivatives Derivatives Credit-Risk Contingent Feature Textuals (Details) - USD ($) $ in Billions	Dec. 31, 2015	Dec. 31, 2014
Derivatives [Abstract]
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability	$ 12.3	$ 13.6
Collateral for derivative instruments with credit-risk-related contingent features	8.8	10.5
Additional collateral for derivative instruments with credit-risk-related contingent features	$ 3.6	$ 3.1

Fair Value, Measurements From B

Fair Value, Measurements From Brokers or Third Party Pricing Services (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Financial assets
Available-for-sale, at fair value	$ 267,358	$ 257,442
Fair value asset derivatives	84,580	88,474
Financial liabilities
Fair value liability derivatives	(79,924)	(83,781)
Brokers [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Trading assets	0	0
Available-for-sale, at fair value	0	0
Fair value asset derivatives	0	0
Financial liabilities
Fair value liability derivatives	0	0
Other liabilities	0	0
Brokers [Member] | Fair Value, Inputs, Level 1 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 1 [Member] | Securities of U.S. Treasury and federal agencies [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 1 [Member] | U.S. states and political subdivisions [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 1 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 1 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 1 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 2 [Member]
Financial assets
Trading assets	0	0
Available-for-sale, at fair value	729	1,187
Fair value asset derivatives	0	1
Financial liabilities
Fair value liability derivatives	0	(1)
Other liabilities	0	0
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	729	1,187
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Securities of U.S. Treasury and federal agencies [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | U.S. states and political subdivisions [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	226	152
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	503	1,035
Brokers [Member] | Fair Value, Inputs, Level 2 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Trading assets	0	0
Available-for-sale, at fair value	409	601
Fair value asset derivatives	0	0
Financial liabilities
Fair value liability derivatives	0	0
Other liabilities	0	0
Brokers [Member] | Fair Value, Inputs, Level 3 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	409	601
Brokers [Member] | Fair Value, Inputs, Level 3 [Member] | Securities of U.S. Treasury and federal agencies [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 3 [Member] | U.S. states and political subdivisions [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Brokers [Member] | Fair Value, Inputs, Level 3 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	409	601
Brokers [Member] | Fair Value, Inputs, Level 3 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Trading assets	0	2
Available-for-sale, at fair value	32,868	19,899
Fair value asset derivatives	0	0
Financial liabilities
Fair value liability derivatives	0	0
Other liabilities	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	32,868	19,899
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member] | Securities of U.S. Treasury and federal agencies [Member]
Financial assets
Available-for-sale, at fair value	32,868	19,899
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member] | U.S. states and political subdivisions [Member]
Financial assets
Available-for-sale, at fair value	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 1 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member]
Financial assets
Trading assets	5	105
Available-for-sale, at fair value	227,555	227,070
Fair value asset derivatives	224	290
Financial liabilities
Fair value liability derivatives	(221)	(292)
Other liabilities	(1)	(1)
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	227,071	226,501
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Securities of U.S. Treasury and federal agencies [Member]
Financial assets
Available-for-sale, at fair value	3,382	5,905
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | U.S. states and political subdivisions [Member]
Financial assets
Available-for-sale, at fair value	48,443	42,666
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	126,525	135,997
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	48,721	41,933
Third party pricing services [Member] | Fair Value, Inputs, Level 2 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	484	569
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Trading assets	0	0
Available-for-sale, at fair value	469	735
Fair value asset derivatives	0	0
Financial liabilities
Fair value liability derivatives	0	0
Other liabilities	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Debt securities [Member]
Financial assets
Available-for-sale, at fair value	469	735
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Securities of U.S. Treasury and federal agencies [Member]
Financial assets
Available-for-sale, at fair value	0	0
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | U.S. states and political subdivisions [Member]
Financial assets
Available-for-sale, at fair value	51	61
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Mortgage-backed securities [Member]
Financial assets
Available-for-sale, at fair value	73	133
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Other debt securities
Financial assets
Available-for-sale, at fair value	345	541
Third party pricing services [Member] | Fair Value, Inputs, Level 3 [Member] | Equity securities [Member]
Financial assets
Available-for-sale, at fair value	$ 0	$ 0

Fair Value, Assets and Liabilit

Fair Value, Assets and Liabilities Recorded at Fair Value on a Recurring Basis (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities, Change in Unrealized Holding Gain (Loss)	$ (1,000)	$ 211
Assets:
Available-for-sale, at fair value	267,358	257,442
Mortgage servicing rights	12,415	12,738
Fair value asset derivatives	84,580	88,474
Net amounts in consolidated balance sheet, asset	17,656	22,605
Other assets, excluding derivatives	3,065	2,512
Liabilities:
Total derivative liabilities	(79,924)	(83,781)
Net amounts in consolidated balance sheet, liability	(13,920)	(18,738)
Interest rate contract [Member]
Assets:
Fair value asset derivatives	62,725	63,698
Net amounts in consolidated balance sheet, asset	6,113	7,647
Liabilities:
Total derivative liabilities	(57,977)	(60,059)
Net amounts in consolidated balance sheet, liability	(4,718)	(5,665)
Commodity contract [Member]
Assets:
Fair value asset derivatives	4,659	7,461
Net amounts in consolidated balance sheet, asset	3,661	6,228
Liabilities:
Total derivative liabilities	(5,519)	(7,702)
Net amounts in consolidated balance sheet, liability	(4,467)	(6,243)
Equity contract [Member]
Assets:
Fair value asset derivatives	7,599	9,005
Net amounts in consolidated balance sheet, asset	4,974	6,163
Liabilities:
Total derivative liabilities	(4,808)	(7,038)
Net amounts in consolidated balance sheet, liability	(2,567)	(4,193)
Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	8,947	7,404
Net amounts in consolidated balance sheet, asset	2,806	2,481
Liabilities:
Total derivative liabilities	(10,933)	(7,827)
Net amounts in consolidated balance sheet, liability	(1,965)	(2,316)
Other contract [Member]
Liabilities:
Total derivative liabilities	(58)	(44)
Net amounts in consolidated balance sheet, liability	(58)	(44)
Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	63,890	59,914
Total trading assets (excluding derivatives)	64,815	61,367
Available-for-sale, at fair value	267,358	257,442
Mortgages held for sale	13,539	15,565
Loans held for sale	0	1
Loans	5,316	5,788
Mortgage servicing rights	12,415	12,738
Fair value asset derivatives, netting	(66,924)	(65,869)
Net amounts in consolidated balance sheet, asset	17,656	22,605
Other assets, excluding derivatives	3,088	2,593
Total assets recorded at fair value	384,187	378,099
Liabilities:
Fair value liability derivatives, netting	66,004	65,043
Net amounts in consolidated balance sheet, liability	(13,920)	(18,738)
Total short sale liabilities	(15,670)	(16,100)
Other liabilities, excluding derivatives and short sale liabilities	(30)	(28)
Total liabilities recorded at fair value	(29,620)	(34,866)
Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	62,725	63,698
Liabilities:
Total derivative liabilities	(57,977)	(60,059)
Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	4,659	7,461
Liabilities:
Total derivative liabilities	(5,519)	(7,702)
Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	7,599	9,005
Liabilities:
Total derivative liabilities	(4,808)	(7,038)
Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	8,947	7,404
Liabilities:
Total derivative liabilities	(10,933)	(7,827)
Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	650	906
Liabilities:
Total derivative liabilities	(629)	(1,111)
Fair Value, Measurements, Recurring [Member] | Other contract [Member]
Liabilities:
Total derivative liabilities	(58)	(44)
Debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	265,721	253,766
Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	16,826	14,392
Available-for-sale, at fair value	36,250	25,804
Liabilities:
Total short sale liabilities	(9,695)	(8,679)
U.S. states and political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	1,675	1,544
Available-for-sale, at fair value	49,990	44,944
Liabilities:
Total short sale liabilities	0	(26)
Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	689	719
Available-for-sale, at fair value	30,967	25,361
Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	7,965	7,571
Available-for-sale, at fair value	15,411	14,786
Liabilities:
Total short sale liabilities	(4,209)	(5,055)
Mortgage-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	20,619	16,273
Available-for-sale, at fair value	127,192	136,352
Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	104,546	110,089
Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	8,558	9,269
Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	14,088	16,994
Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	1,005	855
Available-for-sale, at fair value	5,901	6,499
Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	15	276
Home equity loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	414	662
Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	5,472	5,561
Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	925	1,453
Other debt securities | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	10	20
Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(70)	(79)
Equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	15,111	18,560
Available-for-sale, at fair value	1,637	3,676
Liabilities:
Total short sale liabilities	(1,696)	(2,261)
Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	918	1,700
Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	719	1,976
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	28,367	29,018
Total trading assets (excluding derivatives)	28,367	29,018
Available-for-sale, at fair value	34,075	22,402
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
Mortgage servicing rights	0	0
Fair value asset derivatives, netting	0	0
Net amounts in consolidated balance sheet, asset	3,790	4,194
Other assets, excluding derivatives	0	0
Total assets recorded at fair value	66,232	55,614
Liabilities:
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	(782)	(1,379)
Total short sale liabilities	(10,313)	(9,302)
Other liabilities, excluding derivatives and short sale liabilities	0	0
Total liabilities recorded at fair value	(11,095)	(10,681)
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	16	27
Liabilities:
Total derivative liabilities	(41)	(29)
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	3,726	4,102
Liabilities:
Total derivative liabilities	(704)	(1,290)
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	48	65
Liabilities:
Total derivative liabilities	(37)	(60)
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Fair Value, Inputs, Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Other contract [Member]
Liabilities:
Total derivative liabilities	0	0
Fair Value, Inputs, Level 1 [Member] | Debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	32,922	19,982
Fair Value, Inputs, Level 1 [Member] | Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	13,357	10,506
Available-for-sale, at fair value	32,868	19,899
Liabilities:
Total short sale liabilities	(8,621)	(7,043)
Fair Value, Inputs, Level 1 [Member] | U.S. states and political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	0	0
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 1 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	54	83
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 1 [Member] | Mortgage-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Home equity loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	0	0
Fair Value, Inputs, Level 1 [Member] | Other debt securities | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 1 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 1 [Member] | Equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	15,010	18,512
Available-for-sale, at fair value	1,153	2,420
Liabilities:
Total short sale liabilities	(1,692)	(2,259)
Fair Value, Inputs, Level 1 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	434	468
Fair Value, Inputs, Level 1 [Member] | Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	719	1,952
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	35,116	30,301
Total trading assets (excluding derivatives)	36,007	31,699
Available-for-sale, at fair value	229,557	229,011
Mortgages held for sale	12,457	13,252
Loans held for sale	0	1
Loans	0	0
Mortgage servicing rights	0	0
Fair value asset derivatives, netting	0	0
Net amounts in consolidated balance sheet, asset	79,194	82,067
Other assets, excluding derivatives	0	0
Total assets recorded at fair value	357,215	356,030
Liabilities:
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	(77,674)	(80,166)
Total short sale liabilities	(5,357)	(6,792)
Other liabilities, excluding derivatives and short sale liabilities	0	0
Total liabilities recorded at fair value	(83,031)	(86,958)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	62,390	63,306
Liabilities:
Total derivative liabilities	(57,905)	(59,958)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	4,623	7,438
Liabilities:
Total derivative liabilities	(5,495)	(7,680)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	2,907	3,544
Liabilities:
Total derivative liabilities	(3,027)	(4,305)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	8,899	7,339
Liabilities:
Total derivative liabilities	(10,896)	(7,767)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	375	440
Liabilities:
Total derivative liabilities	(351)	(456)
Fair Value, Inputs, Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Other contract [Member]
Liabilities:
Total derivative liabilities	0	0
Fair Value, Inputs, Level 2 [Member] | Debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	229,073	228,418
Fair Value, Inputs, Level 2 [Member] | Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	3,469	3,886
Available-for-sale, at fair value	3,382	5,905
Liabilities:
Total short sale liabilities	(1,074)	(1,636)
Fair Value, Inputs, Level 2 [Member] | U.S. states and political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	1,667	1,537
Available-for-sale, at fair value	48,490	42,667
Liabilities:
Total short sale liabilities	0	(26)
Fair Value, Inputs, Level 2 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	346	274
Available-for-sale, at fair value	30,402	24,274
Fair Value, Inputs, Level 2 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	7,909	7,517
Available-for-sale, at fair value	14,952	14,451
Liabilities:
Total short sale liabilities	(4,209)	(5,055)
Fair Value, Inputs, Level 2 [Member] | Mortgage-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	20,619	16,273
Available-for-sale, at fair value	127,118	136,219
Fair Value, Inputs, Level 2 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	104,546	110,089
Fair Value, Inputs, Level 2 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	8,557	9,245
Fair Value, Inputs, Level 2 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	14,015	16,885
Fair Value, Inputs, Level 2 [Member] | Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	1,005	776
Available-for-sale, at fair value	4,719	4,882
Fair Value, Inputs, Level 2 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	15	31
Fair Value, Inputs, Level 2 [Member] | Home equity loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	414	662
Fair Value, Inputs, Level 2 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	4,290	4,189
Fair Value, Inputs, Level 2 [Member] | Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	891	1,398
Fair Value, Inputs, Level 2 [Member] | Other debt securities | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	10	20
Fair Value, Inputs, Level 2 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(70)	(73)
Fair Value, Inputs, Level 2 [Member] | Equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	101	38
Available-for-sale, at fair value	484	593
Liabilities:
Total short sale liabilities	(4)	(2)
Fair Value, Inputs, Level 2 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	484	569
Fair Value, Inputs, Level 2 [Member] | Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	24
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	407	595
Total trading assets (excluding derivatives)	441	650
Available-for-sale, at fair value	3,726	6,029
Mortgages held for sale	1,082	2,313
Loans held for sale	0	0
Loans	5,316	5,788
Mortgage servicing rights	12,415	12,738
Fair value asset derivatives, netting	0	0
Net amounts in consolidated balance sheet, asset	1,596	2,213
Other assets, excluding derivatives	3,088	2,593
Total assets recorded at fair value	27,664	32,324
Liabilities:
Fair value liability derivatives, netting	0	0
Net amounts in consolidated balance sheet, liability	(1,468)	(2,236)
Total short sale liabilities	0	(6)
Other liabilities, excluding derivatives and short sale liabilities	(30)	(28)
Total liabilities recorded at fair value	(1,498)	(2,270)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Interest rate contract [Member]
Assets:
Fair value asset derivatives	319	365
Liabilities:
Total derivative liabilities	(31)	(72)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity contract [Member]
Assets:
Fair value asset derivatives	36	23
Liabilities:
Total derivative liabilities	(24)	(22)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Equity contract [Member]
Assets:
Fair value asset derivatives	966	1,359
Liabilities:
Total derivative liabilities	(1,077)	(1,443)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign exchange contract [Member]
Assets:
Fair value asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Credit contract [Member]
Assets:
Fair value asset derivatives	275	466
Liabilities:
Total derivative liabilities	(278)	(655)
Fair Value, Inputs, Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Other contract [Member]
Liabilities:
Total derivative liabilities	(58)	(44)
Fair Value, Inputs, Level 3 [Member] | Debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	3,726	5,366
Fair Value, Inputs, Level 3 [Member] | Securities of U.S. Treasury and federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	0	0
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 3 [Member] | U.S. states and political subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	8	7
Available-for-sale, at fair value	1,500	2,277
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 3 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	343	445
Available-for-sale, at fair value	565	1,087
Fair Value, Inputs, Level 3 [Member] | Corporate Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	56	54
Available-for-sale, at fair value	405	252
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 3 [Member] | Mortgage-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	0
Available-for-sale, at fair value	74	133
Fair Value, Inputs, Level 3 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 3 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	1	24
Fair Value, Inputs, Level 3 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	73	109
Fair Value, Inputs, Level 3 [Member] | Asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	79
Available-for-sale, at fair value	1,182	1,617
Fair Value, Inputs, Level 3 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	245
Fair Value, Inputs, Level 3 [Member] | Home equity loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 3 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	1,182	1,372
Fair Value, Inputs, Level 3 [Member] | Other trading asset [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Other trading assets	34	55
Fair Value, Inputs, Level 3 [Member] | Other debt securities | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Fair Value, Inputs, Level 3 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	(6)
Fair Value, Inputs, Level 3 [Member] | Equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Trading securities	0	10
Available-for-sale, at fair value	0	663
Liabilities:
Total short sale liabilities	0	0
Fair Value, Inputs, Level 3 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	663
Fair Value, Inputs, Level 3 [Member] | Other marketable equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Available-for-sale, at fair value	0	0
Collateralized Debt Obligations [Member]
Assets:
Available-for-sale, at fair value		500
Collateralized Debt Obligations [Member]
Assets:
Available-for-sale, at fair value	$ 257	$ 500

Fair Values of Assets and Li130

Fair Values of Assets and Liabilities Fair Value, Transfers Between Fair Value Levels (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		$ 0	$ 0	$ 0
Fair Value Transfers Between Classes Excluded From Transfers Between Levels Amount				6,000
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		14	0	17
Fair Value Level, Transfer Out, Amount		(8)	(19)	(242)
Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		697	584	13,759
Fair Value Level, Transfer Out, Amount		(214)	(869)	(496)
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		200	869	475
Fair Value Level, Transfer Out, Amount		(689)	(565)	(13,513)
Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		0	0	0
Fair Value Disclosure, Collateralized Loan Obligations, Transfers From Level 3 To Level 2				231
Trading Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		15	0	0
Fair Value Level, Transfer Out, Amount		(9)	(11)	(242)
Trading Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		103	70	535
Fair Value Level, Transfer Out, Amount		(28)	(31)	(56)
Trading Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		13	31	52
Fair Value Level, Transfer Out, Amount		(94)	(59)	(289)
Available-for-sale securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		0	0	0
Fair Value Disclosure, Collateralized Loan Obligations, Transfers From Level 3 To Level 2				12,500
Available-for-sale securities [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	0	17
Fair Value Level, Transfer Out, Amount		0	(8)	0
Available-for-sale securities [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		76	370	12,830
Fair Value Level, Transfer Out, Amount		(8)	(148)	(117)
Available-for-sale securities [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		8	148	100
Fair Value Level, Transfer Out, Amount		(76)	(362)	(12,830)
Fair Value Level, Transfer Out, Amount Except For	$ 640
Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		0	0	0
Mortgages held for sale [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	0	0
Fair Value Level, Transfer Out, Amount		0	0	0
Mortgages held for sale [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		471	229	343
Fair Value Level, Transfer Out, Amount		(194)	(440)	(336)
Mortgages held for sale [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		194	440	336
Fair Value Level, Transfer Out, Amount		(471)	(229)	(343)
Loans Receivable [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		0	0	0
Loans Receivable [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	0	0
Fair Value Level, Transfer Out, Amount		0	0	0
Loans Receivable [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	49	193
Fair Value Level, Transfer Out, Amount		0	(270)	0
Loans Receivable [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	270	0
Fair Value Level, Transfer Out, Amount		0	(49)	(193)
Derivative [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		0	0	0
Derivative [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	0	0
Fair Value Level, Transfer Out, Amount		0	0	0
Derivative [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		48	(134)	(142)
Fair Value Level, Transfer Out, Amount		15	20	13
Derivative [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		(15)	(20)	(13)
Fair Value Level, Transfer Out, Amount		(48)	134	142
Securities Sold, Not yet Purchased [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer Amount, Total		0	0	0
Securities Sold, Not yet Purchased [Member] | Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		(1)	0	0
Fair Value Level, Transfer Out, Amount		1	0	0
Securities Sold, Not yet Purchased [Member] | Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		(1)	0	0
Fair Value Level, Transfer Out, Amount		1	0	0
Securities Sold, Not yet Purchased [Member] | Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Fair Value Level, Transfer In, Amount		0	0	0
Fair Value Level, Transfer Out, Amount		$ 0	$ 0	$ 0

Fair Value, Assets and Liabi131

Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Liabilities:
Fair Value Transfers Between Classes Amount			$ 6,000
Trading Securities And Trading Assets, Excluding Derivatives [Member]
Assets:
Balance, beginning of period	$ 650	$ 823	1,063
Net gains (losses) included in net income	31	59	74
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(159)	(204)	(77)
Transfers into Level 3	13	31	52
Transfers out of Level 3	(94)	(59)	(289)
Balance, end of period	441	650	823
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(43)	(16)	(19)
Trading Securities [Member]
Assets:
Balance, beginning of period	595	769	987
Net gains (losses) included in net income	28	69	96
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(135)	(215)	(77)
Transfers into Level 3	12	30	51
Transfers out of Level 3	(93)	(58)	(288)
Balance, end of period	407	595	769
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(29)	(15)	(11)
Trading Securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Balance, beginning of period	7	39	46
Net gains (losses) included in net income	0	1	3
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	1	(2)	(10)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	(31)	0
Balance, end of period	8	7	39
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	445	541	742
Net gains (losses) included in net income	8	36	67
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(110)	(121)	(37)
Transfers into Level 3	0	4	0
Transfers out of Level 3	0	(15)	(231)
Balance, end of period	343	445	541
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(28)	(48)	(33)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	54	53	52
Net gains (losses) included in net income	2	0	9
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	(21)	(1)
Transfers into Level 3	12	26	13
Transfers out of Level 3	(12)	(4)	(20)
Balance, end of period	56	54	53
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(2)	1	6
Trading Securities [Member] | Mortgage-backed securities [Member]
Assets:
Balance, beginning of period	0	1	6
Net gains (losses) included in net income	1	0	1
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(1)	2	9
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	(3)	(15)
Balance, end of period	0	0	1
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	1	0	1
Trading Securities [Member] | Asset-backed securities [Member]
Assets:
Balance, beginning of period	79	122	138
Net gains (losses) included in net income	16	32	16
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(14)	(70)	(35)
Transfers into Level 3	0	0	25
Transfers out of Level 3	(81)	(5)	(22)
Balance, end of period	0	79	122
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	32	15
Trading Securities [Member] | Equity securities [Member]
Assets:
Balance, beginning of period	10	13	3
Net gains (losses) included in net income	1	0	0
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(11)	(3)	(3)
Transfers into Level 3	0	0	13
Transfers out of Level 3	0	0	0
Balance, end of period	0	10	13
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Other trading asset [Member]
Assets:
Balance, beginning of period	55	54	76
Net gains (losses) included in net income	3	(10)	(22)
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(24)	11	0
Transfers into Level 3	1	1	1
Transfers out of Level 3	(1)	(1)	(1)
Balance, end of period	34	55	54
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(14)	(1)	(8)
Available-for-sale securities [Member]
Assets:
Balance, beginning of period	6,029	7,995	27,439
Net gains (losses) included in net income	258	200	72
Net gains (losses) included in other comprehensive income	(251)	(232)	38
Purchases, sales, issuances and settlements, net	(1,602)	(1,720)	(782)
Transfers into Level 3	8	148	100
Transfers out of Level 3	(716)	(362)	(18,872)
Balance, end of period	3,726	6,029	7,995
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(40)	(8)	(15)
Available-for-sale securities [Member] | Debt securities [Member]
Assets:
Balance, beginning of period	5,366	7,266	26,645
Net gains (losses) included in net income	255	188	62
Net gains (losses) included in other comprehensive income	(249)	(203)	40
Purchases, sales, issuances and settlements, net	(1,578)	(1,671)	(709)
Transfers into Level 3	8	148	100
Transfers out of Level 3	(76)	(362)	(18,872)
Balance, end of period	3,726	5,366	7,266
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(40)	(8)	(15)
Available-for-sale securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Balance, beginning of period	2,277	3,214	3,631
Net gains (losses) included in net income	6	21	11
Net gains (losses) included in other comprehensive income	(16)	(86)	(85)
Purchases, sales, issuances and settlements, net	(691)	(569)	(182)
Transfers into Level 3	0	59	53
Transfers out of Level 3	(76)	(362)	(214)
Balance, end of period	1,500	2,277	3,214
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(5)	(2)	0
Available-for-sale securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	1,087	1,420	13,188
Net gains (losses) included in net income	218	117	8
Net gains (losses) included in other comprehensive income	(169)	(47)	124
Purchases, sales, issuances and settlements, net	(571)	(403)	625
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(12,525)
Balance, end of period	565	1,087	1,420
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	(2)	0
Available-for-sale securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	252	281	274
Net gains (losses) included in net income	12	25	10
Net gains (losses) included in other comprehensive income	(46)	(25)	(10)
Purchases, sales, issuances and settlements, net	179	(29)	(13)
Transfers into Level 3	8	0	23
Transfers out of Level 3	0	0	(3)
Balance, end of period	405	252	281
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(32)	0	0
Available-for-sale securities [Member] | Mortgage-backed securities [Member]
Assets:
Balance, beginning of period	133	202	297
Net gains (losses) included in net income	17	20	4
Net gains (losses) included in other comprehensive income	(24)	(6)	27
Purchases, sales, issuances and settlements, net	(52)	(83)	(98)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(28)
Balance, end of period	74	133	202
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(2)	(4)	(8)
Available-for-sale securities [Member] | Residential [Member]
Assets:
Balance, beginning of period	24	64	94
Net gains (losses) included in net income	5	11	17
Net gains (losses) included in other comprehensive income	(6)	(5)	(1)
Purchases, sales, issuances and settlements, net	(22)	(46)	(40)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(6)
Balance, end of period	1	24	64
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Available-for-sale securities [Member] | Commercial [Member]
Assets:
Balance, beginning of period	109	138	203
Net gains (losses) included in net income	12	9	(13)
Net gains (losses) included in other comprehensive income	(18)	(1)	28
Purchases, sales, issuances and settlements, net	(30)	(37)	(58)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(22)
Balance, end of period	73	109	138
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(2)	(4)	(8)
Available-for-sale securities [Member] | Asset-backed securities [Member]
Assets:
Balance, beginning of period	1,617	2,149	9,255
Net gains (losses) included in net income	2	5	29
Net gains (losses) included in other comprehensive income	6	(39)	(16)
Purchases, sales, issuances and settlements, net	(443)	(587)	(1,041)
Transfers into Level 3	0	89	24
Transfers out of Level 3	0	0	(6,102)
Balance, end of period	1,182	1,617	2,149
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(1)	0	(7)
Available-for-sale securities [Member] | Auto loans and leases [Member]
Assets:
Balance, beginning of period	245	492	5,921
Net gains (losses) included in net income	0	0	(1)
Net gains (losses) included in other comprehensive income	19	(33)	(34)
Purchases, sales, issuances and settlements, net	(264)	(214)	(1,067)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(4,327)
Balance, end of period	0	245	492
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Available-for-sale securities [Member] | Home equity loans [Member]
Assets:
Balance, beginning of period	0	0	51
Net gains (losses) included in net income	0	0	3
Net gains (losses) included in other comprehensive income	0	0	(1)
Purchases, sales, issuances and settlements, net	0	0	(5)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	(48)
Balance, end of period	0	0	0
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Available-for-sale securities [Member] | Other asset-backed securities [Member]
Assets:
Balance, beginning of period	1,372	1,657	3,283
Net gains (losses) included in net income	2	5	27
Net gains (losses) included in other comprehensive income	(13)	(6)	19
Purchases, sales, issuances and settlements, net	(179)	(373)	31
Transfers into Level 3	0	89	24
Transfers out of Level 3	0	0	(1,727)
Balance, end of period	1,182	1,372	1,657
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(1)	0	(7)
Available-for-sale securities [Member] | Equity securities [Member]
Assets:
Balance, beginning of period	663	729	794
Net gains (losses) included in net income	3	12	10
Net gains (losses) included in other comprehensive income	(2)	(29)	(2)
Purchases, sales, issuances and settlements, net	(24)	(49)	(73)
Transfers into Level 3	0	0	0
Transfers out of Level 3	(640)	0	0
Balance, end of period	0	663	729
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Available-for-sale securities [Member] | Perpetual preferred securities [Member]
Assets:
Balance, beginning of period	663	729	794
Net gains (losses) included in net income	3	8	10
Net gains (losses) included in other comprehensive income	(2)	(29)	(2)
Purchases, sales, issuances and settlements, net	(24)	(45)	(73)
Transfers into Level 3	0	0	0
Transfers out of Level 3	(640)	0	0
Balance, end of period	0	663	729
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Available-for-sale securities [Member] | Other marketable equity securities [Member]
Assets:
Balance, beginning of period	0	0	0
Net gains (losses) included in net income	0	4	0
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	(4)	0
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	0	0	0
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	0
Mortgages held for sale [Member]
Assets:
Balance, beginning of period	2,313	2,374	3,250
Net gains (losses) included in net income	23	4	5
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(977)	(276)	(874)
Transfers into Level 3	194	440	336
Transfers out of Level 3	(471)	(229)	(343)
Balance, end of period	1,082	2,313	2,374
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(23)	7	(74)
Loans [Member]
Assets:
Balance, beginning of period	5,788	5,723	6,021
Net gains (losses) included in net income	(128)	(52)	(211)
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(344)	(104)	106
Transfers into Level 3	0	270	0
Transfers out of Level 3	0	(49)	(193)
Balance, end of period	5,316	5,788	5,723
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(117)	(32)	(178)
Mortgage servicing rights [Member]
Assets:
Balance, beginning of period	12,738	15,580	11,538
Net gains (losses) included in net income	(1,870)	(4,031)	1,156
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	1,547	1,189	2,886
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	12,415	12,738	15,580
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	214	(2,122)	3,398
Derivative [Member]
Assets and Liabilities:
Balance, beginning of period	(23)	(465)	(649)
Net gains (losses) included in net income	1,259	1,653	(783)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(1,045)	(1,325)	838
Transfers into Level 3	(15)	(20)	(13)
Transfers out of Level 3	(48)	134	142
Balance, end of period	128	(23)	(465)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	176	196	180
Derivative [Member] | Interest rate contract [Member]
Assets and Liabilities:
Balance, beginning of period	293	(40)	659
Net gains (losses) included in net income	1,132	1,588	(662)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(1,137)	(1,255)	(39)
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	2
Balance, end of period	288	293	(40)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	97	317	(186)
Derivative [Member] | Commodity contract [Member]
Assets and Liabilities:
Balance, beginning of period	1	(10)	21
Net gains (losses) included in net income	7	(21)	0
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	6	(2)	(66)
Transfers into Level 3	(2)	(3)	(1)
Transfers out of Level 3	0	37	36
Balance, end of period	12	1	(10)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	10	(1)	(19)
Derivative [Member] | Equity contract [Member]
Assets and Liabilities:
Balance, beginning of period	(84)	(46)	(122)
Net gains (losses) included in net income	116	96	(151)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	(82)	(214)	137
Transfers into Level 3	(13)	(17)	(14)
Transfers out of Level 3	(48)	97	104
Balance, end of period	(111)	(84)	(46)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	74	(42)	48
Derivative [Member] | Foreign exchange contract [Member]
Assets and Liabilities:
Balance, beginning of period	0	9	21
Net gains (losses) included in net income	0	5	(15)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	0	(14)	1
Transfers into Level 3	0	0	2
Transfers out of Level 3	0	0	0
Balance, end of period	0	0	9
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	0	(8)
Derivative [Member] | Credit contract [Member]
Assets and Liabilities:
Balance, beginning of period	(189)	(375)	(1,150)
Net gains (losses) included in net income	19	26	(30)
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	167	160	805
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	(3)	(189)	(375)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	10	(38)	345
Derivative [Member] | Other contract [Member]
Assets and Liabilities:
Balance, beginning of period	(44)	(3)	(78)
Net gains (losses) included in net income	(15)	(41)	75
Total net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	1	0	0
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	(58)	(44)	(3)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	(15)	(40)	0
Other assets [Member]
Assets:
Balance, beginning of period	2,593	1,503	162
Net gains (losses) included in net income	443	514	315
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	52	576	1,026
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	3,088	2,593	1,503
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	457	(8)	(2)
Short sale liabilities [Member]
Liabilities:
Balance, beginning of period	(6)	0	0
Net gains (losses) included in net income	0	1	0
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	6	(7)	0
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	0	(6)	0
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	0	1	0
Other liabilities [Member]
Liabilities:
Balance, beginning of period	(28)	(39)	(49)
Net gains (losses) included in net income	(13)	(10)	3
Net gains (losses) included in other comprehensive income	0	0	0
Purchases, sales, issuances and settlements, net	11	21	7
Transfers into Level 3	0	0	0
Transfers out of Level 3	0	0	0
Balance, end of period	(30)	(28)	(39)
Net unrealized gains (losses) included in income related to assets and liabilities held at period end	$ 0	$ (1)	$ 5

Fair Value, Assets and Liabi132

Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation Breakout (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Trading Securities And Trading Assets, Excluding Derivatives [Member]
Assets:
Purchases	$ 1,146	$ 1,183	$ 1,756
Sales	(1,283)	(1,341)	(1,785)
Issuances	0	1	0
Settlements	(22)	(47)	(48)
Purchases, sales, issuances and settlements, net	(159)	(204)	(77)
Trading Securities [Member]
Assets:
Purchases	1,142	1,172	1,756
Sales	(1,256)	(1,340)	(1,785)
Issuances	0	0	0
Settlements	(21)	(47)	(48)
Purchases, sales, issuances and settlements, net	(135)	(215)	(77)
Trading Securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Purchases	4	10	127
Sales	(2)	(12)	(136)
Issuances	0	0	0
Settlements	(1)	0	(1)
Purchases, sales, issuances and settlements, net	1	(2)	(10)
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	1,093	1,057	1,030
Sales	(1,203)	(1,174)	(1,064)
Issuances	0	0	0
Settlements	0	(4)	(3)
Purchases, sales, issuances and settlements, net	(110)	(121)	(37)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	45	85	117
Sales	(45)	(106)	(117)
Issuances	0	0	0
Settlements	0	0	(1)
Purchases, sales, issuances and settlements, net	0	(21)	(1)
Trading Securities [Member] | Mortgage-backed securities [Member]
Assets:
Purchases	0	3	429
Sales	(1)	(1)	(420)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	(1)	2	9
Trading Securities [Member] | Asset-backed securities [Member]
Assets:
Purchases	0	17	53
Sales	(5)	(47)	(45)
Issuances	0	0	0
Settlements	(9)	(40)	(43)
Purchases, sales, issuances and settlements, net	(14)	(70)	(35)
Trading Securities [Member] | Equity securities [Member]
Assets:
Purchases	0	0	0
Sales	0	0	(3)
Issuances	0	0	0
Settlements	(11)	(3)	0
Purchases, sales, issuances and settlements, net	(11)	(3)	(3)
Other trading asset [Member]
Assets:
Purchases	4	11	0
Sales	(27)	(1)	0
Issuances	0	1	0
Settlements	(1)	0	0
Purchases, sales, issuances and settlements, net	(24)	11	0
Available-for-sale securities [Member]
Assets:
Purchases	450	345	3,923
Sales	(432)	(305)	(182)
Issuances	829	868	2,831
Settlements	(2,449)	(2,628)	(7,354)
Purchases, sales, issuances and settlements, net	(1,602)	(1,720)	(782)
Available-for-sale securities [Member] | Debt securities [Member]
Assets:
Purchases	450	345	3,923
Sales	(432)	(301)	(162)
Issuances	829	868	2,831
Settlements	(2,425)	(2,583)	(7,301)
Purchases, sales, issuances and settlements, net	(1,578)	(1,671)	(709)
Available-for-sale securities [Member] | U.S. states and political subdivisions [Member]
Assets:
Purchases	0	73	0
Sales	(65)	(144)	(69)
Issuances	555	336	648
Settlements	(1,181)	(834)	(761)
Purchases, sales, issuances and settlements, net	(691)	(569)	(182)
Available-for-sale securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	109	134	1,008
Sales	(325)	(34)	(14)
Issuances	0	0	0
Settlements	(355)	(503)	(369)
Purchases, sales, issuances and settlements, net	(571)	(403)	625
Available-for-sale securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	200	21	0
Sales	(11)	(32)	0
Issuances	0	10	20
Settlements	(10)	(28)	(33)
Purchases, sales, issuances and settlements, net	179	(29)	(13)
Available-for-sale securities [Member] | Mortgage-backed securities [Member]
Assets:
Purchases	0	0	0
Sales	(30)	(75)	(38)
Issuances	0	0	0
Settlements	(22)	(8)	(60)
Purchases, sales, issuances and settlements, net	(52)	(83)	(98)
Available-for-sale securities [Member] | Residential [Member]
Assets:
Purchases	0	0	0
Sales	(22)	(44)	(37)
Issuances	0	0	0
Settlements	0	(2)	(3)
Purchases, sales, issuances and settlements, net	(22)	(46)	(40)
Available-for-sale securities [Member] | Commercial [Member]
Assets:
Purchases	0	0	0
Sales	(8)	(31)	(1)
Issuances	0	0	0
Settlements	(22)	(6)	(57)
Purchases, sales, issuances and settlements, net	(30)	(37)	(58)
Available-for-sale securities [Member] | Asset-backed securities [Member]
Assets:
Purchases	141	117	2,915
Sales	(1)	(16)	(41)
Issuances	274	522	2,163
Settlements	(857)	(1,210)	(6,078)
Purchases, sales, issuances and settlements, net	(443)	(587)	(1,041)
Available-for-sale securities [Member] | Auto loans and leases [Member]
Assets:
Purchases	0	0	1,751
Sales	0	0	0
Issuances	0	0	1,047
Settlements	(264)	(214)	(3,865)
Purchases, sales, issuances and settlements, net	(264)	(214)	(1,067)
Available-for-sale securities [Member] | Home equity loans [Member]
Assets:
Purchases	0	0	0
Sales	0	0	(5)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	0	0	(5)
Available-for-sale securities [Member] | Other asset-backed securities [Member]
Assets:
Purchases	141	117	1,164
Sales	(1)	(16)	(36)
Issuances	274	522	1,116
Settlements	(593)	(996)	(2,213)
Purchases, sales, issuances and settlements, net	(179)	(373)	31
Available-for-sale securities [Member] | Equity securities [Member]
Assets:
Purchases	0	0	0
Sales	0	(4)	(20)
Issuances	0	0	0
Settlements	(24)	(45)	(53)
Purchases, sales, issuances and settlements, net	(24)	(49)	(73)
Available-for-sale securities [Member] | Perpetual preferred securities [Member]
Assets:
Purchases	0	0	0
Sales	0	0	(20)
Issuances	0	0	0
Settlements	(24)	(45)	(53)
Purchases, sales, issuances and settlements, net	(24)	(45)	(73)
Available-for-sale securities [Member] | Other marketable equity securities [Member]
Assets:
Purchases	0	0	0
Sales	0	(4)	0
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	0	(4)	0
Mortgages held for sale [Member]
Assets:
Purchases	202	208	286
Sales	(1,605)	(276)	(574)
Issuances	777	167	0
Settlements	(351)	(375)	(586)
Purchases, sales, issuances and settlements, net	(977)	(276)	(874)
Loans [Member]
Assets:
Purchases	72	76	23
Sales	0	0	0
Issuances	379	438	452
Settlements	(795)	(618)	(369)
Purchases, sales, issuances and settlements, net	(344)	(104)	106
Mortgage servicing rights [Member]
Assets:
Purchases	0	0	0
Sales	(3)	(7)	(583)
Issuances	1,556	1,196	3,469
Settlements	(6)	0	0
Purchases, sales, issuances and settlements, net	1,547	1,189	2,886
Derivative [Member]
Assets and Liabilities:
Purchases	27	3	7
Sales	(106)	(118)	(153)
Issuances	0	0	(4)
Settlements	(966)	(1,210)	988
Purchases, sales, issuances and settlements, net	(1,045)	(1,325)	838
Derivative [Member] | Interest rate contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	(1,137)	(1,255)	(39)
Purchases, sales, issuances and settlements, net	(1,137)	(1,255)	(39)
Derivative [Member] | Commodity contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	6	(2)	(66)
Purchases, sales, issuances and settlements, net	6	(2)	(66)
Derivative [Member] | Equity contract [Member]
Assets and Liabilities:
Purchases	15	0	0
Sales	(103)	(116)	(148)
Issuances	0	0	0
Settlements	6	(98)	285
Purchases, sales, issuances and settlements, net	(82)	(214)	137
Derivative [Member] | Foreign exchange contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	0	(14)	1
Purchases, sales, issuances and settlements, net	0	(14)	1
Derivative [Member] | Credit contract [Member]
Assets and Liabilities:
Purchases	12	3	7
Sales	(3)	(2)	(5)
Issuances	0	0	(4)
Settlements	158	159	807
Purchases, sales, issuances and settlements, net	167	160	805
Derivative [Member] | Other contract [Member]
Assets and Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	0
Settlements	1	0	0
Purchases, sales, issuances and settlements, net	1	0	0
Other assets [Member]
Assets:
Purchases	97	608	1,064
Sales	(20)	(1)	(2)
Issuances	0	0	0
Settlements	(25)	(31)	(36)
Purchases, sales, issuances and settlements, net	52	576	1,026
Short sale liabilities [Member]
Liabilities:
Purchases	21	20	8
Sales	(15)	(27)	(8)
Issuances	0	0	0
Settlements	0	0	0
Purchases, sales, issuances and settlements, net	6	(7)	0
Other liabilities [Member]
Liabilities:
Purchases	0	0	0
Sales	0	0	0
Issuances	0	0	(4)
Settlements	11	21	11
Purchases, sales, issuances and settlements, net	$ 11	$ 21	$ 7

Fair Value, Assets and Liabi133

Fair Value, Assets and Liabilities Measured on a Recurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) $ in Millions	12 Months Ended
	Dec. 31, 2015USD ($)$ / loan	Dec. 31, 2014USD ($)$ / loan
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgage servicing rights	$ 12,415	$ 12,738
Fair Value Inputs [Abstract]
Aggregate Fair Value Of Derivative Loan Commitments Net Asset (Liability)	$ 56	$ 98
Interest rate contract [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	0.10%	0.00%
Loss severity	50.00%	50.00%
Prepayment rate	0.30%
Interest rate contract [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	9.60%	0.02%
Loss severity	50.00%	50.00%
Prepayment rate	2.50%
Interest rate contract [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	2.60%	0.01%
Loss severity	50.00%	50.00%
Prepayment rate	2.20%
Derivative Loan Commitments [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	1.00%	1.00%
Initial-value servicing	(0.306%)	(0.311%)
Derivative Loan Commitments [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	99.00%	99.00%
Initial-value servicing	1.27%	1.133%
Derivative Loan Commitments [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	18.80%	24.50%
Initial-value servicing	0.415%	0.465%
Equity contract [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Weighted average life	6 months	1 year
Conversion factor	(10.60%)	(11.20%)
Equity contract [Member] | Minimum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Correlation factor	(77.00%)	(56.00%)
Volatility factor	6.50%	8.30%
Equity contract [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Weighted average life	2 years	2 years
Conversion factor	0.00%	0.00%
Equity contract [Member] | Maximum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Correlation factor	98.50%	96.30%
Volatility factor	91.30%	80.90%
Equity contract [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Weighted average life	1 year 6 months	1 year 3 months 18 days
Conversion factor	(8.10%)	(8.40%)
Equity contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Correlation factor	66.00%	42.10%
Volatility factor	24.20%	28.30%
Credit contract [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(53.60%)	(28.60%)
Credit contract [Member] | Minimum [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions, Credit Spread	0.00%	0.00%
Fair Value Inputs [Abstract]
Loss severity	13.00%	11.50%
Credit contract [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	18.20%	26.30%
Credit contract [Member] | Maximum [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions, Credit Spread	19.90%	17.00%
Fair Value Inputs [Abstract]
Loss severity	73.00%	72.50%
Credit contract [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(0.60%)	1.80%
Credit contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Fair Value Assumptions, Credit Spread	1.60%	0.90%
Fair Value Inputs [Abstract]
Loss severity	49.60%	48.70%
Government, healthcare and other revenue bonds [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.80%	0.40%
Government, healthcare and other revenue bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.60%	5.60%
Government, healthcare and other revenue bonds [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.90%	1.50%
Auction rate and other municipal bonds [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.80%	1.50%
Weighted average life	1 year	1 year 3 months 18 days
Auction rate and other municipal bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.50%	7.60%
Weighted average life	10 years	19 years 4 months 24 days
Auction rate and other municipal bonds [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.00%	3.90%
Weighted average life	4 years 8 months 12 days	6 years 4 months 24 days
Collateralized loan and other debt obligations [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(20.00%)	(53.90%)
Collateralized loan and other debt obligations [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	20.30%	25.00%
Collateralized loan and other debt obligations [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	2.90%	0.90%
Auto loans and leases [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate		0.40%
Auto loans and leases [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate		0.40%
Auto loans and leases [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate		0.40%
Diversified payment rights [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.00%	0.90%
Diversified payment rights [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.00%	7.10%
Diversified payment rights [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.20%	2.90%
Other commercial and consumer [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.50%	1.90%
Weighted average life	1 year	1 year 7 months 6 days
Other commercial and consumer [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.30%	21.50%
Weighted average life	9 years 4 months 25 days	10 years 8 months 12 days
Other commercial and consumer [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.80%	5.00%
Weighted average life	4 years 3 months 18 days	4 years
Perpetual preferred securities [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate		4.10%
Weighted average life		1 year
Perpetual preferred securities [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate		9.30%
Weighted average life		11 years 9 months 18 days
Perpetual preferred securities [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate		6.60%
Weighted average life		9 years 8 months 12 days
Mortgages held for sale [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.10%	1.10%
Default rate	0.50%	0.40%
Loss severity	0.10%	0.10%
Prepayment rate	2.60%	2.00%
Mortgages held for sale [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(53.30%)	(93.00%)
Mortgages held for sale [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.30%	7.70%
Default rate	13.70%	15.00%
Loss severity	22.70%	26.40%
Prepayment rate	9.60%	15.50%
Mortgages held for sale [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	10.00%
Mortgages held for sale [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.70%	5.20%
Default rate	3.60%	2.60%
Loss severity	11.20%	18.30%
Prepayment rate	6.40%	8.10%
Mortgages held for sale [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(32.60%)	(30.00%)
Loans [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.00%	0.00%
Prepayment rate	0.20%	0.60%
Utilization rate	0.00%	0.00%
Loans [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.90%	3.80%
Prepayment rate	100.00%	100.00%
Utilization rate	0.80%	1.00%
Loans [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.10%	3.10%
Prepayment rate	14.60%	11.20%
Utilization rate	0.30%	0.40%
Residential mortgage servicing rights [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.80%	5.90%
Prepayment rate	10.10%	8.00%
Cost to service per loan | $ / loan	70	86
Residential mortgage servicing rights [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	11.80%	16.90%
Prepayment rate	18.90%	22.00%
Cost to service per loan | $ / loan	599	683
Residential mortgage servicing rights [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	7.30%	7.60%
Prepayment rate	11.40%	12.50%
Cost to service per loan | $ / loan	168	179
Other assets: nonmarketable equity investments [Member] | Minimum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(19.10%)	(19.70%)
Other assets: nonmarketable equity investments [Member] | Maximum [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(5.50%)	(4.00%)
Other assets: nonmarketable equity investments [Member] | Weighted Average [Member] | Market Comparable Pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(15.10%)	(14.70%)
Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	$ 29,620	$ 34,866
Mortgages held for sale, carried at fair value	13,539	15,565
Loans	5,316	5,788
Mortgage servicing rights	12,415	12,738
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	384,187	378,099
Fair Value, Inputs, Level 3 [Member] | Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	1,498	2,270
Mortgages held for sale, carried at fair value	1,082	2,313
Loans	5,316	5,788
Mortgage servicing rights	12,415	12,738
Total insignificant level 3 assets, net of liabilities	516	507
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	27,664	32,324
Assets, Fair Value Disclosure, Net of Liabilities	26,166	30,054
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Interest rate contract [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	230	196
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Derivative Loan Commitments [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	58	97
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Equity contract [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	72	162
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Equity contract [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	(183)	(246)
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Credit contract [Member] | Market Comparable Pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	(9)	(192)
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Credit contract [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	6	3
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Government, healthcare and other revenue bonds [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	1,213	1,900
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Government, healthcare and other revenue bonds [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	51	61
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Auction rate and other municipal bonds [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	244	323
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Collateralized loan and other debt obligations [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	565	967
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Collateralized loan and other debt obligations [Member] | Market Comparable Pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	343	565
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Auto loans and leases [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities		245
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Diversified payment rights [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	608	661
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Other commercial and consumer [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	508	750
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Other commercial and consumer [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	66	40
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Perpetual preferred securities [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities		663
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	1,033	2,235
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Mortgages held for sale [Member] | Market Comparable Pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	49	78
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Loans [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Loans	5,316	5,788
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Residential mortgage servicing rights [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgage servicing rights	12,415	12,738
Fair Value, Inputs, Level 3 [Member] | Recurring [Member] | Other assets: nonmarketable equity investments [Member] | Market Comparable Pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Other assets: nonmarketable equity investments	3,065	2,512
Fair Value, Inputs, Level 2 [Member] | Derivative [Member]
Fair Value Inputs [Abstract]
Aggregate Fair Value Of Derivative Loan Commitments Net Asset (Liability)	2
Fair Value, Inputs, Level 2 [Member] | Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Financial and Nonfinancial Liabilities, Fair Value Disclosure	83,031	86,958
Mortgages held for sale, carried at fair value	12,457	13,252
Loans	0	0
Mortgage servicing rights	0	0
Fair Value Inputs [Abstract]
Assets, Fair Value Disclosure	357,215	356,030
Collateralized Debt Obligations [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	$ 257	$ 500
Non modified loans [Member] | Minimum [Member]
Fair Value Inputs [Abstract]
Cost to service per loan | $ / loan	70	86
Non modified loans [Member] | Maximum [Member]
Fair Value Inputs [Abstract]
Cost to service per loan | $ / loan	335	270

Fair Value, Assets Recorded at

Fair Value, Assets Recorded at Fair Value on Nonrecurring Basis (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other assets, carried at fair value	$ 3,065	$ 2,512
Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	5,714	3,295
Loans held for sale	279	0
Loans	1,604	2,266
Other assets, carried at fair value	934	877
Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	191	243
Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	1,413	2,023
Level 1 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans		0
Other assets, carried at fair value	0	0
Level 1 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 1 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 2 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	4,667	2,197
Loans held for sale	279	0
Loans	1,597	2,261
Other assets, carried at fair value	280	417
Level 2 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	191	243
Level 2 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	1,406	2,018
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	1,047	1,098
Loans held for sale	0	0
Loans	7	5
Other assets, carried at fair value	654	460
Level 3 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 3 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	$ 7	$ 5

Fair Value, Changes in Fair Val

Fair Value, Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Fair Value Assets And Liabilities Measured On Nonrecurring Basis Increase (Decrease) [Line Items]
Mortgages held for sale (LOCOM)	$ (3)	$ 33
Loans held for sale	(3)	0
Loans	(1,166)	(1,461)
Other Assets	(396)	(341)
Total	(1,568)	(1,769)
Commercial Portfolio Segment [Member]
Fair Value Assets And Liabilities Measured On Nonrecurring Basis Increase (Decrease) [Line Items]
Loans	(165)	(125)
Consumer Portfolio Segment [Member]
Fair Value Assets And Liabilities Measured On Nonrecurring Basis Increase (Decrease) [Line Items]
Loans	$ (1,001)	$ (1,336)

Fair Value, Assets Recorded 136

Fair Value, Assets Recorded at Fair Value on a Nonrecurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Residential [Member] | Government Insured Or Guaranteed [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 1,000	$ 1,000
Residential [Member] | Non Government Insured Or Guaranteed [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 41	$ 78
Minimum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	0.50%	0.40%
Discount rate	1.10%	1.10%
Loss severity	0.10%	0.10%
Prepayment rate	2.60%	2.00%
Minimum [Member] | Mortgages held for sale [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(53.30%)	(93.00%)
Maximum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	13.70%	15.00%
Discount rate	6.30%	7.70%
Loss severity	22.70%	26.40%
Prepayment rate	9.60%	15.50%
Maximum [Member] | Mortgages held for sale [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.00%	10.00%
Weighted Average [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	3.60%	2.60%
Discount rate	4.70%	5.20%
Loss severity	11.20%	18.30%
Prepayment rate	6.40%	8.10%
Weighted Average [Member] | Mortgages held for sale [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(32.60%)	(30.00%)
Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 5,714	$ 3,295
Nonrecurring [Member] | Minimum [Member] | Market comparable pricing [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	5.00%	6.00%
Nonrecurring [Member] | Minimum [Member] | Residential [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	0.50%	0.90%
Discount rate	1.50%	1.50%
Loss severity	0.00%	0.00%
Prepayment rate	2.60%	2.00%
Nonrecurring [Member] | Maximum [Member] | Market comparable pricing [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	9.20%	6.00%
Nonrecurring [Member] | Maximum [Member] | Residential [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	5.00%	3.80%
Discount rate	8.50%	8.50%
Loss severity	26.10%	29.80%
Prepayment rate	100.00%	100.00%
Nonrecurring [Member] | Weighted Average [Member] | Market comparable pricing [Member] | Other Assets: Nonmarketable Equity Investments [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	8.50%	6.00%
Nonrecurring [Member] | Weighted Average [Member] | Residential [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Default rate	4.20%	2.10%
Discount rate	3.50%	3.60%
Loss severity	2.90%	3.80%
Prepayment rate	65.40%	65.50%
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 1,047	$ 1,098
Total insignificant level 3 assets	147	294
Total assets recorded at fair value	1,708	1,563
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member] | Net Asset Value [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Other Assets Nonmarketable Equity Investments, Fair Value Disclosure	286
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member] | Market comparable pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Other Assets Nonmarketable Equity Investments, Fair Value Disclosure	228	171
Fair Value, Inputs, Level 3 [Member] | Nonrecurring [Member] | Residential [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	$ 1,047	$ 1,098

Fair Value, Investments in Enti

Fair Value, Investments in Entities That Calculate Net Asset Value Per Share (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 642	$ 1,507
Unfunded commitments	144	252
Fair Value of nonmarketable equity investments in private equity funds where nonrecurring fair value adjustments were recorded	0	171
Fair Value of cost method NMEI funds using NAV	602	1,300
Fair Value of nonmarketable equity investments where net asset value was used	154	108
Offshore funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	2	125
Unfunded commitments	$ 0	$ 0
Redemption frequency	Daily - Monthly	Daily - Quarterly
Alternative investments, assets with redemption restrictions, fair value disclosure	$ 0	$ 24
Offshore funds [Member] | Minimum [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Redemption notice period	1 day	1 day
Offshore funds [Member] | Maximum [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Redemption notice period	30 days	60 days
Hedge funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 0	$ 1
Unfunded commitments	$ 0	$ 0
Redemption frequency	Daily - Quarterly	Daily - Quarterly
Hedge funds [Member] | Minimum [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Redemption notice period	1 day	1 day
Hedge funds [Member] | Maximum [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Redemption notice period	90 days	90 days
Private equity [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 555	$ 1,313
Unfunded commitments	$ 135	243
Alternative investment, distributions from underlying assets, distribution period	2 years
Venture capital funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 85	68
Unfunded commitments	$ 9	$ 9
Investment fund liquidation period	5 years

Fair Value, Option, Carrying Am

Fair Value, Option, Carrying Amount (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Other assets, carried at fair value	$ 3,065	$ 2,512
Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Trading assets, loans	886	1,387
Trading assets, loans, unpaid principal	935	1,410
Trading assets, loans, aggregate difference	(49)	(23)
Nonaccrual loans	0	0
Nonaccrual loans, Unpaid principal	0	1
Nonaccrual loans, Aggregate difference	0	(1)
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	13,539	15,565
Mortgages held for sale, Unpaid principal	13,265	15,246
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	274	319
Nonaccrual loans	161	160
Nonaccrual loans, Unpaid principal	228	252
Nonaccrual loans, Aggregate difference	(67)	(92)
Loans 90 days or more past due and still accruing	19	27
Loans 90 days or more past due and still accruing, Unpaid principal	22	30
Loans 90 days or more past due and still accruing, Aggregate difference	(3)	(3)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	(5)	(9)
Loans held for sale	0	1
Loans held for sale, Unpaid principal	5	10
Nonaccrual loans	0	1
Nonaccrual loans, Unpaid principal	5	10
Nonaccrual loans, Aggregate difference	(5)	(9)
Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	132	261
Loans	5,316	5,788
Loans, Unpaid principal	5,184	5,527
Nonaccrual loans	305	367
Nonaccrual loans, Unpaid principal	322	376
Nonaccrual loans, Aggregate difference	(17)	(9)
Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other assets, carried at fair value	$ 3,065	$ 2,512

Fair Value, Option, Gains and L

Fair Value, Option, Gains and Losses (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Mortgage banking noninterest income [Member] | Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	$ 0	$ 0	$ 0
Mortgage banking noninterest income [Member] | Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	1,808	2,211	2,073
Mortgage banking noninterest income [Member] | Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Mortgage banking noninterest income [Member] | Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Mortgage banking noninterest income [Member] | Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Mortgage banking noninterest income [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Net gains (losses) from trading activities [Member] | Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	4	29	40
Net gains (losses) from trading activities [Member] | Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Net gains (losses) from trading activities [Member] | Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Net gains (losses) from trading activities [Member] | Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Net gains (losses) from trading activities [Member] | Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Net gains (losses) from trading activities [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	(6)	(12)	(15)
Other noninterest income [Member] | Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	4	4	3
Other noninterest income [Member] | Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Other noninterest income [Member] | Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	0
Other noninterest income [Member] | Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	(122)	(49)	(216)
Other noninterest income [Member] | Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	457	518	324
Other noninterest income [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	$ 0	$ 0	$ 0

Fair Value, Option, Instrument

Fair Value, Option, Instrument Specific Credit Risk (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 33	$ 89	$ 166
Trading assets - loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	4	29	40
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 29	$ 60	$ 126

Fair Value, Estimates for Finan

Fair Value, Estimates for Financial Instruments Excluding those Recorded at Fair Value on a Recurring Basis (Details) - USD ($) $ in Millions	Dec. 31, 2015		Dec. 31, 2014		Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Financial assets
Cash and due from banks	$ 19,111		$ 19,571		$ 19,919	$ 21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	270,130		258,429
Held-to-maturity Securities	80,197		55,483
Loans	916,559	[1]	862,551	[1]	822,286	$ 798,351	$ 769,631
Nonmarketable equity investments (cost method)	7,035		7,033
Financial liabilities
Deposits	1,223,312		1,168,310
Short-term borrowings	97,528		63,518		$ 53,883
Long-term debt	199,536		183,943
Capital Lease Obligations	8		9
Carrying amount [Member]
Financial assets
Cash and due from banks	19,111		19,571
Federal funds sold, securities purchased under resale agreements and other short-term investments	270,130		258,429
Held-to-maturity Securities	80,197		55,483
Mortgages held for sale	6,064		3,971
Loans held for sale	279		721
Loans	887,497		832,671
Nonmarketable equity investments (cost method)	7,035		7,033
Financial liabilities
Deposits	1,223,312		1,168,310
Short-term borrowings	97,528		63,518
Long-term debt	199,528		183,934
Estimated fair value [Member]
Financial assets
Cash and due from banks	19,111		19,571
Federal funds sold, securities purchased under resale agreements and other short-term investments	270,130		258,429
Held-to-maturity Securities	80,567		56,359
Mortgages held for sale	6,066		3,973
Loans held for sale	279		739
Loans	900,664		844,838
Nonmarketable equity investments (cost method)	7,904		8,377
Financial liabilities
Deposits	1,223,397		1,168,411
Short-term borrowings	97,528		63,518
Long-term debt	198,483		185,475
Loan Commitments And Standby, Commercial And Similar Letters of Credit	1,000		945
Estimated fair value [Member] | Fair Value, Inputs, Level 1 [Member]
Financial assets
Cash and due from banks	19,111		19,571
Federal funds sold, securities purchased under resale agreements and other short-term investments	14,057		8,991
Held-to-maturity Securities	45,167		41,548
Mortgages held for sale	0		0
Loans held for sale	0		0
Loans	0		0
Nonmarketable equity investments (cost method)	0		0
Financial liabilities
Deposits	0		0
Short-term borrowings	0		0
Long-term debt	0		0
Estimated fair value [Member] | Fair Value, Inputs, Level 2 [Member]
Financial assets
Cash and due from banks	0		0
Federal funds sold, securities purchased under resale agreements and other short-term investments	255,911		249,438
Held-to-maturity Securities	32,052		9,021
Mortgages held for sale	5,019		2,875
Loans held for sale	279		739
Loans	60,848		60,052
Nonmarketable equity investments (cost method)	14		0
Financial liabilities
Deposits	1,194,781		1,132,845
Short-term borrowings	97,528		63,518
Long-term debt	188,015		174,996
Estimated fair value [Member] | Fair Value, Inputs, Level 3 [Member]
Financial assets
Cash and due from banks	0		0
Federal funds sold, securities purchased under resale agreements and other short-term investments	162		0
Held-to-maturity Securities	3,348		5,790
Mortgages held for sale	1,047		1,098
Loans held for sale	0		0
Loans	839,816		784,786
Nonmarketable equity investments (cost method)	7,890		8,377
Financial liabilities
Deposits	28,616		35,566
Short-term borrowings	0		0
Long-term debt	10,468		10,479
Finance Leases Financing Receivable [Member]
Financial assets
Loans	$ 12,367		$ 12,307
[1]	Parenthetical amounts represent assets and liabilities for which we have elected the fair value option.

Preferred Stock (Details)

Preferred Stock (Details)	1 Months Ended		12 Months Ended
	Sep. 30, 2015USD ($)shares	Jan. 31, 2015USD ($)shares	Dec. 31, 2015USD ($)vote$ / sharesshares	Dec. 31, 2014USD ($)$ / sharesshares
Detail of Preferred Stock [Abstract]
Preferred Stock Shares authorized and designated | shares			11,669,096	11,597,997
ESOP Liquidation preference per share (in dollars per share) | $ / shares			$ 0	$ 0
ESOP Shares authorized and designated | shares			1,252,386	1,251,287
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			11,259,917	11,138,818
Voting Rights			If issued, preference shares would be limited to one vote per share
Par value			$ 23,613,000,000	$ 20,612,000,000
Carrying value			22,214,000,000	19,213,000,000
Discount			$ 1,399,000,000	$ 1,399,000,000
ESOP Shares issued and outstanding | shares			1,252,386	1,251,287
ESOP Par value			$ 1,252,000,000	$ 1,251,000,000
ESOP Carrying value			1,252,000,000	1,251,000,000
ESOP Discount			$ 0	$ 0
Preferred Stock, No Voting Rights [Member]
Class of Stock [Line Items]
Preferred shares authorized | shares			20,000,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Par value			$ 0
Preferred Stock, Voting Rights [Member]
Class of Stock [Line Items]
Preferred shares authorized | shares			4,000,000
Number of votes per share | vote			1
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			0
Par value			$ 0
Dividend Equalization Preferred Shares (DEP) [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 10	$ 10
Preferred Stock Shares authorized and designated | shares			97,000	97,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			96,546	96,546
Par value			$ 0	$ 0
Carrying value			0	0
Discount			$ 0	$ 0
Series G - 7.25% Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			7.25%	7.25%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 0	$ 15,000
Preferred Stock Shares authorized and designated | shares			0	50,000
Series H - Floating Class A Preferred Stock [Member]
Class of Stock [Line Items]
Preferred stock, commitment to issue			$ 0
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 20,000	$ 20,000
Preferred Stock Shares authorized and designated | shares			50,000	50,000
Series I - Floating Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 100,000	$ 100,000
Preferred Stock Shares authorized and designated | shares			25,010	25,010
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			25,010	25,010
Par value			$ 2,501,000,000	$ 2,501,000,000
Carrying value			2,501,000,000	2,501,000,000
Discount			$ 0	$ 0
Series J - 8.00% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			8.00%	8.00%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 1,000	$ 1,000
Preferred Stock Shares authorized and designated | shares			2,300,000	2,300,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			2,150,375	2,150,375
Par value			$ 2,150,000,000	$ 2,150,000,000
Carrying value			1,995,000,000	1,995,000,000
Discount			$ 155,000,000	$ 155,000,000
Series K - 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			7.98%	7.98%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 1,000	$ 1,000
Preferred Stock Shares authorized and designated | shares			3,500,000	3,500,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			3,352,000	3,352,000
Par value			$ 3,352,000,000	$ 3,352,000,000
Carrying value			2,876,000,000	2,876,000,000
Discount			$ 476,000,000	$ 476,000,000
Series L - 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			7.50%	7.50%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 1,000	$ 1,000
Preferred Stock Shares authorized and designated | shares			4,025,000	4,025,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			3,968,000	3,968,000
Par value			$ 3,968,000,000	$ 3,968,000,000
Carrying value			3,200,000,000	3,200,000,000
Discount			$ 768,000,000	$ 768,000,000
Series N - 5.20% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.20%	5.20%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			30,000	30,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			30,000	30,000
Par value			$ 750,000,000	$ 750,000,000
Carrying value			750,000,000	750,000,000
Discount			$ 0	$ 0
Series O - 5.125% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.125%	5.125%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			27,600	27,600
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			26,000	26,000
Par value			$ 650,000,000	$ 650,000,000
Carrying value			650,000,000	650,000,000
Discount			$ 0	$ 0
Series P - 5.25% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.25%	5.25%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			26,400	26,400
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			25,000	25,000
Par value			$ 625,000,000	$ 625,000,000
Carrying value			625,000,000	625,000,000
Discount			$ 0	$ 0
Series Q - 5.85% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.85%	5.85%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			69,000	69,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			69,000	69,000
Par value			$ 1,725,000,000	$ 1,725,000,000
Carrying value			1,725,000,000	1,725,000,000
Discount			$ 0	$ 0
Series R - 6.625% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			6.625%	6.625%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			34,500	34,500
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			33,600	33,600
Par value			$ 840,000,000	$ 840,000,000
Carrying value			840,000,000	840,000,000
Discount			$ 0	$ 0
Series S - 5.900% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.90%	5.90%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			80,000	80,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			80,000	80,000
Par value			$ 2,000,000,000	$ 2,000,000,000
Carrying value			2,000,000,000	2,000,000,000
Discount			$ 0	$ 0
Series T - 6.00% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			6.00%	6.00%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 25,000
Preferred Stock Shares authorized and designated | shares			32,200	32,200
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			32,000	32,000
Par value			$ 800,000,000	$ 800,000,000
Carrying value			800,000,000	800,000,000
Discount			$ 0	$ 0
Series U - 5.875% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Class of Stock [Line Items]
Percentage Interest in share of issued preferred stock		4.00%
Depositary shares issued and outstanding | shares		2,000,000
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			5.875%	0.00%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 0
Preferred Stock Shares authorized and designated | shares			80,000	0
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			80,000	0
Par value		$ 2,000,000,000	$ 2,000,000,000	$ 0
Carrying value			2,000,000,000	0
Discount			$ 0	$ 0
Series V - 6.000% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Class of Stock [Line Items]
Percentage Interest in share of issued preferred stock	0.10%
Depositary shares issued and outstanding | shares	40,000,000
Detail of Preferred Stock [Abstract]
Preferred Stock, dividend rate (percent)			6.00%	0.00%
Preferred Stock, Liquidation preference per share (in dollars per share) | $ / shares			$ 25,000	$ 0
Preferred Stock Shares authorized and designated | shares			40,000	0
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding | shares			40,000	0
Par value	$ 1,000,000,000		$ 1,000,000,000	$ 0
Carrying value			1,000,000,000	0
Discount			$ 0	$ 0

ESOP Preferred Stock (Details)

ESOP Preferred Stock (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Class of Stock [Line Items]
Additional paid-in capital included related to preferred stock	$ 110	$ 109
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	1,252,386	1,251,287
Carrying value	$ 1,252	$ 1,251
Unearned ESOP shares	$ (1,362)	$ (1,360)
Employee Stock Ownership Plan Preferred Stock 2015 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	220,408	0
Carrying value	$ 220	$ 0
Employee Stock Ownership Plan Preferred Stock 2015 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	8.90%
Employee Stock Ownership Plan Preferred Stock 2015 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.90%
Employee Stock Ownership Plan Preferred Stock 2014 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	283,791	352,158
Carrying value	$ 284	$ 352
Employee Stock Ownership Plan Preferred Stock 2014 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	8.70%	8.70%
Employee Stock Ownership Plan Preferred Stock 2014 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.70%	9.70%
Employee Stock Ownership Plan Preferred Stock 2013 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	251,304	288,000
Carrying value	$ 251	$ 288
Employee Stock Ownership Plan Preferred Stock 2013 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	8.50%	8.50%
Employee Stock Ownership Plan Preferred Stock 2013 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2012 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	166,353	189,204
Carrying value	$ 166	$ 189
Employee Stock Ownership Plan Preferred Stock 2012 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.00%	10.00%
Employee Stock Ownership Plan Preferred Stock 2012 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.00%	11.00%
Employee Stock Ownership Plan Preferred Stock 2011 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	177,614	205,263
Carrying value	$ 178	$ 205
Employee Stock Ownership Plan Preferred Stock 2011 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.00%	9.00%
Employee Stock Ownership Plan Preferred Stock 2011 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.00%	10.00%
Employee Stock Ownership Plan Preferred Stock 2010 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	113,234	141,011
Carrying value	$ 113	$ 141
Employee Stock Ownership Plan Preferred Stock 2010 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2010 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.50%	10.50%
Employee Stock Ownership Plan Preferred Stock 2008 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	28,972	42,204
Carrying value	$ 29	$ 42
Employee Stock Ownership Plan Preferred Stock 2008 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.50%	10.50%
Employee Stock Ownership Plan Preferred Stock 2008 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.50%	11.50%
Employee Stock Ownership Plan Preferred Stock 2007 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	10,710	24,728
Carrying value	$ 11	$ 25
Employee Stock Ownership Plan Preferred Stock 2007 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2007 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.75%	11.75%
Employee Stock Ownership Plan Preferred Stock 2006 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	0	8,719
Carrying value	$ 0	$ 9
Employee Stock Ownership Plan Preferred Stock 2006 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2006 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.75%	11.75%
Stock Compensation Plan [Member] | Convertible Preferred Stock [Member]
Class of Stock [Line Items]
Preferred stock, redemption price per share	$ 1,000

Common Stock and Stock Plans Te

Common Stock and Stock Plans Textuals (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Class of Warrant or Right, Outstanding	34,816,632
Common Stock and Stock Plans (Textual) [Abstract]
Warrants outstanding to purchase common stock, exercise price	$ 33.92
Warrants purchased	0	0
Total number of shares of common stock available for grant under plans	214,000,000
Share-based compensation, director awards, number of options with reload feature	0
Restricted Share Rights [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Granted, weighted-average grant-date fair value	$ 55.34	$ 36.46	$ 35.52
Unrecognized compensation cost related to nonvested awards	$ 686
Expected weighted-average period to recognize compensation costs related to awards	2 years 6 months
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested in Period, Fair Value	$ 1,400	$ 1,000	$ 472
Employee Stock Option [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Unrecognized compensation cost related to nonvested awards	$ 0
Performance Shares [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Granted, weighted-average grant-date fair value	$ 45.52	$ 36.87	$ 33.56
Unrecognized compensation cost related to nonvested awards	$ 34
Expected weighted-average period to recognize compensation costs related to awards	1 year 8 months
Fair value of awards vested	$ 299	$ 262	$ 168
Performance period	3 years
Future vesting amount, minimum (percent)	0.00%
Future vesting amount option one, maximum (percent)	125.00%
Future vesting amount option two, maximum (percent)	150.00%
Stock Options [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Total intrinsic value of options exercised	$ 497	805	643
Cash received from exercise of options	$ 618	$ 1,200	$ 1,600
TARP CPP [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Warrants exercised	3,607,802	684,430
Long-Term Incentive Compensation Plans [Member] | Stock Options [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Award expiration period	10 years
Long-Term Incentive Compensation Plans [Member] | Minimum [Member] | Restricted Share Rights [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Award vesting period	3 years
Long-Term Incentive Compensation Plans [Member] | Maximum [Member] | Restricted Share Rights [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Award vesting period	5 years
Options granted prior to 2011 [Member] | Long-Term Incentive Compensation Plans [Member] | Director Awards [Member]
Common Stock and Stock Plans (Textual) [Abstract]
Award vesting period	12 months
Award expiration period	10 years

Common Stock and Stock Plans, C

Common Stock and Stock Plans, Common Stock Shares Reserved, Issued and Authorized (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Class of Warrant or Right, Outstanding	34,816,632
Share-based Compensation Arrangement by Share-based Payment Award, Number of Shares Available for Grant	214,000,000
Investment Warrants, Exercise Price	$ 33.92
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	524,495,226
Shares issued	5,481,811,474
Shares not reserved or issued	2,993,693,300
Total shares authorized	9,000,000,000
Warrants Purchased	0	0
Restricted Stock [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Employee Service Share-based Compensation, Nonvested Awards, Compensation Cost Not yet Recognized	$ 686
Performance Shares [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Employee Service Share-based Compensation, Nonvested Awards, Compensation Cost Not yet Recognized	$ 34
Dividend Reinvestment and Common Stock Purchase Plans [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	9,011,692
Director Awards [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	825,868
Stock Plan [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	414,005,566
Convertible Securities And Warrants [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Total shares reserved	100,652,100
Troubled Asset Relief Program, Capital Purchase Program [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Stock Issued During Period, Shares, Conversion of Convertible Securities	3,607,802	684,430
Long-Term Incentive Compensation Plans [Member] | Equity Option [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Share-based Compensation Arrangement by Share-based Payment Award, Expiration Period	10 years
Minimum [Member] | Long-Term Incentive Compensation Plans [Member] | Restricted Stock [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period	3 years
Maximum [Member] | Long-Term Incentive Compensation Plans [Member] | Restricted Stock [Member]
Reserved, Issued and Authorized Common Stock [Abstract]
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period	5 years

Common Stock and Stock Plans, S

Common Stock and Stock Plans, Stock Incentive Compensation Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Allocation of Stock Incentive Compensation Expense and Related Recognized Tax Benefit [Abstract]
RSRs	$ 675	$ 639	$ 568
Performance shares	169	219	157
Total stock incentive compensation expense	844	858	725
Related recognized tax benefit	$ 318	$ 324	$ 273

Common Stock and Stock Plans147

Common Stock and Stock Plans, Summary of Restricted Share Rights and Restricted Share Awards (Details) - Restricted Share Rights [Member] - $ / shares	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Summary of Restricted Share Rights and Restricted Share Awards [Abstract]
Nonvested at January 1, 2015 (in shares)	53,572,149
Granted (in shares)	13,363,597
Vested (in shares)	(25,712,018)
Canceled or forfeited (in shares)	(588,936)
Nonvested at December 31, 2015 (in shares)	40,634,792	53,572,149
Weighted- average grant-date fair value
Nonvested at January 1, 2015 (in dollars per share)	$ 36.46
Granted (in dollars per share)	55.34	$ 36.46	$ 35.52
Vested (in dollars per share)	37.39
Canceled or forfeited (in dollars per share)	41.98
Nonvested at December 31, 2015 (in dollars per share)	$ 42	$ 36.46

Common Stock and Stock Plans148

Common Stock and Stock Plans, Summary of Performance Awards (Details) - Performance Shares [Member] - $ / shares	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Summary of Performance Awards [Abstract]
Nonvested at January 1, 2015 (in shares)	9,294,768
Granted (in shares)	3,530,859
Vested (in shares)	(5,399,517)
Nonvested at December 31, 2015 (in shares)	7,426,110	9,294,768
Weighted- average grant-date fair value
Nonvested at January 1, 2015 (in dollars per share)	$ 36.87
Granted (in dollars per share)	45.52	$ 36.87	$ 33.56
Vested (in dollars per share)	37.75
Nonvested at December 31, 2015 (in dollars per share)	$ 40.34	$ 36.87

Common Stock and Stock Plans149

Common Stock and Stock Plans, Stock Option Plans (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2015
Equity Option [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Employee Service Share-based Compensation, Cash Received from Exercise of Stock Options	$ 618	$ 1,200	$ 1,600
Incentive Compensation Plans [Member]
Summary of Stock Options
Options outstanding as of December 31, 2014 (in shares)	97,663,200
Canceled or forfeited (in shares)	(2,258,720)
Exercised (in shares)	(20,084,720)
Options exercisable and outstanding as of December 31, 2015 (in shares)	75,319,760	97,663,200
Employee Stock Options [Abstract]
Options outstanding, weighted-average remaining contractual term (in yrs.)	2 years
Options outstanding, aggregate intrinsic value				$ 1,956
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price [Abstract]
Options outstanding as of December 31, 2014 (in dollars per share)	$ 43.40
Canceled or forfeited (in dollars per share)	238.54
Exercised (in dollars per share)	30.63
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price	$ 43.40	$ 43.40		$ 40.96
Director Awards [Member]
Summary of Stock Options
Options outstanding as of December 31, 2014 (in shares)	391,547
Exercised (in shares)	(84,657)
Options exercisable and outstanding as of December 31, 2015 (in shares)	306,890	391,547
Employee Stock Options [Abstract]
Options outstanding, weighted-average remaining contractual term (in yrs.)	1 year 6 months
Options outstanding, aggregate intrinsic value				$ 7
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price [Abstract]
Options outstanding as of December 31, 2014 (in dollars per share)	$ 32.07
Exercised (in dollars per share)	30.95
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price	$ 32.07	$ 32.07		$ 32.37

Common Stock and Stock Plans, W

Common Stock and Stock Plans, Weighted-Average Per Share Fair Value of Options Granted (Details) - $ / shares	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Weighted-Average per Share Fair Value of Options Granted and the Assumptions Used [Abstract]
Per share fair value of options granted (in dollars per share)	$ 0	$ 0	$ 1.58
Expected volatility	0.00%	0.00%	18.30%
Expected dividends (in dollars per share)	$ 0	$ 0	$ 0.93
Expected term (in years)	0 years	0 years	6 months
Risk-free interest rate	0.00%	0.00%	0.10%

Common Stock and Stock Plans, E

Common Stock and Stock Plans, Employee Stock Ownership Plan (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Common stock [Member]
Employee Stock Ownership Plan [Abstract]
Allocated shares (common)	137,418,176	136,801,782	137,354,139
Dividends paid to ESOP	$ 201	$ 186	$ 159
Preferred stock [Member]
Employee Stock Ownership Plan [Abstract]
Unreleased shares (preferred)	1,252,386	1,251,287	1,105,664
Fair value of unreleased ESOP preferred shares	$ 1,252	$ 1,251	$ 1,105
Dividends paid to ESOP	$ 143	$ 152	$ 132

Employee Benefits, Changes in B

Employee Benefits, Changes in Benefit Obligation and Plan Assets (Details) - USD ($)	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Change in plan assets:
Fair value of plan assets at beginning of year	$ 9,626,000,000
Fair value of plan assets at end of year	8,832,000,000	$ 9,626,000,000
Cash balance plan [Member]
Change in plan assets:
Employer contribution	0
Employee Benefits and Other Expenses Textual [Abstract]
Cash balance plan settlement			$ 123,000,000
Pension benefits [Member]
Change in plan assets:
Fair value of plan assets at beginning of year	9,626,000,000
Fair value of plan assets at end of year	8,836,000,000	9,626,000,000
Pension benefits qualified [Member]
Change in benefit obligation:
Benefit obligation at beginning of year	11,125,000,000	10,198,000,000
Service cost	2,000,000	1,000,000	0
Interest cost	429,000,000	465,000,000	465,000,000
Plan participants’ contributions	0	0
Actuarial loss (gain)	(196,000,000)	1,161,000,000
Benefits paid	(676,000,000)	(692,000,000)
Medicare Part D subsidy	0	0
Defined Benefit Plan, Curtailments	0	0
Foreign exchange impact	(11,000,000)	(8,000,000)
Benefit obligation at end of year	10,673,000,000	11,125,000,000	10,198,000,000
Change in plan assets:
Fair value of plan assets at beginning of year	9,626,000,000	9,409,000,000
Actual return on plan assets	(112,000,000)	909,000,000
Employer contribution	7,000,000	7,000,000
Foreign exchange impact	(9,000,000)	(7,000,000)
Fair value of plan assets at end of year	8,836,000,000	9,626,000,000	9,409,000,000
Funded status at end of year	(1,837,000,000)	(1,499,000,000)
Amounts recognized on the balance sheet at end of year: Liabilities	(1,837,000,000)	(1,499,000,000)
Pension benefits nonqualified [Member]
Change in benefit obligation:
Benefit obligation at beginning of year	730,000,000	669,000,000
Service cost	0	0	0
Interest cost	25,000,000	27,000,000	29,000,000
Plan participants’ contributions	0	0
Actuarial loss (gain)	(25,000,000)	89,000,000
Benefits paid	(82,000,000)	(54,000,000)
Medicare Part D subsidy	0	0
Defined Benefit Plan, Curtailments	0	0
Foreign exchange impact	(1,000,000)	(1,000,000)
Benefit obligation at end of year	647,000,000	730,000,000	669,000,000
Change in plan assets:
Fair value of plan assets at beginning of year	0	0
Actual return on plan assets	0	0
Employer contribution	82,000,000	54,000,000
Foreign exchange impact	0	0
Fair value of plan assets at end of year	0	0	0
Funded status at end of year	(647,000,000)	(730,000,000)
Amounts recognized on the balance sheet at end of year: Liabilities	(647,000,000)	(730,000,000)
Other benefits [Member]
Change in benefit obligation:
Benefit obligation at beginning of year	1,100,000,000	982,000,000
Service cost	6,000,000	7,000,000	11,000,000
Interest cost	42,000,000	42,000,000	47,000,000
Plan participants’ contributions	68,000,000	73,000,000
Actuarial loss (gain)	(56,000,000)	136,000,000
Benefits paid	(139,000,000)	(148,000,000)
Medicare Part D subsidy	9,000,000	9,000,000
Defined Benefit Plan, Curtailments	(25,000,000)	0
Foreign exchange impact	(3,000,000)	(1,000,000)
Benefit obligation at end of year	1,002,000,000	1,100,000,000	982,000,000
Change in plan assets:
Fair value of plan assets at beginning of year	624,000,000	645,000,000
Actual return on plan assets	2,000,000	26,000,000
Employer contribution	4,000,000	19,000,000
Foreign exchange impact	0	0
Fair value of plan assets at end of year	568,000,000	624,000,000	$ 645,000,000
Funded status at end of year	(434,000,000)	(476,000,000)
Amounts recognized on the balance sheet at end of year: Liabilities	$ (434,000,000)	$ (476,000,000)

Employee Benefits, Pension Plan

Employee Benefits, Pension Plans With Benefit Obligations in Excess of Plan Assets (Details) - USD ($) $ in Millions	Dec. 31, 2015	Dec. 31, 2014
Pension Plans Information with Benefit Obligations in Excess of Plan Assets [Abstract]
Projected benefit obligation	$ 11,317	$ 11,855
Accumulated benefit obligation	11,314	11,851
Fair value of plan assets	$ 8,832	$ 9,626

Employee Benefits, Components o

Employee Benefits, Components of Net Periodic Benefit Cost (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	$ 512	$ 1,116	$ (1,533)
Amortization of net actuarial gain (loss)	(122)	(74)	(151)
Total recognized in other comprehensive income	398	1,042	(1,809)
Cash balance plan [Member]
Employee Benefits and Other Expenses Textual [Abstract]
Cash balance plan settlement			123
Pension benefits qualified [Member]
Components of net periodic benefit cost [Abstract]
Service cost	2	1	0
Interest cost	429	465	465
Expected return on plan assets	(644)	(629)	(674)
Amortization of net actuarial loss (gain)	108	91	137
Amortization of prior service credit	0	0	0
Settlement loss	0	0	124
Curtailment gain	0	0	0
Net periodic benefit cost	(105)	(72)	52
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	560	881	(1,175)
Amortization of net actuarial gain (loss)	(108)	(91)	(137)
Prior service credit	0	0	0
Amortization of prior service credit	0	0	0
Total recognized in other comprehensive income	452	790	(1,436)
Total recognized in net periodic benefit cost and other comprehensive income	347	718	(1,384)
Pension benefits qualified [Member] | Settlement [Member]
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Settlement	0	0	(124)
Pension benefits nonqualified [Member]
Components of net periodic benefit cost [Abstract]
Service cost	0	0	0
Interest cost	25	27	29
Expected return on plan assets	0	0	0
Amortization of net actuarial loss (gain)	18	11	15
Amortization of prior service credit	0	0	0
Settlement loss	13	2	3
Curtailment gain	0	0	0
Net periodic benefit cost	56	40	47
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	(25)	89	(17)
Amortization of net actuarial gain (loss)	(18)	(11)	(15)
Prior service credit	0	0	0
Amortization of prior service credit	0	0	0
Total recognized in other comprehensive income	(56)	76	(35)
Total recognized in net periodic benefit cost and other comprehensive income	0	116	12
Pension benefits nonqualified [Member] | Settlement [Member]
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Settlement	(13)	(2)	(3)
Other benefits [Member]
Components of net periodic benefit cost [Abstract]
Service cost	6	7	11
Interest cost	42	42	47
Expected return on plan assets	(35)	(36)	(36)
Amortization of net actuarial loss (gain)	(4)	(28)	(1)
Amortization of prior service credit	(3)	(2)	(2)
Settlement loss	0	0	0
Curtailment gain	(43)	0	0
Net periodic benefit cost	(37)	(17)	19
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Net actuarial loss (gain)	(23)	146	(341)
Amortization of net actuarial gain (loss)	4	28	1
Prior service credit	18	0	0
Amortization of prior service credit	3	2	2
Total recognized in other comprehensive income	2	176	(338)
Total recognized in net periodic benefit cost and other comprehensive income	(35)	159	(319)
Other benefits [Member] | Settlement [Member]
Other changes in plan assets and benefit obligations recognized in other comprehensive income:
Settlement	$ 0	$ 0	$ 0

Employee Benefits, Amounts Reco

Employee Benefits, Amounts Recognized in Cumulative OCI and Weighted-Average Assumptions in Determining Net Periodic Benefit Cost (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Employee Benefits and Other Expenses Textual [Abstract]
Net actuarial loss to be amortized from accumulated other comprehensive income into net periodic benefit cost in the next twelve months	$ 141
Assumed Health Care Cost Trend Rates Textuals [Abstract]
Health care cost trend rate assumed for next fiscal year, projected benefit obligation	9.30%
Ultimate health care cost trend rate, projected benefit obligation	5.00%
Year that rate reaches ultimate health care cost trend rate, projected benefit obligation	2,024
Health care cost trend rate assumed for next fiscal year, periodic benefit cost	7.00%
Decrease in assumed health care cost trend, rate, periodic benefit cost	0.25%
Ultimate health care cost trend rate, periodic benefit cost	5.00%
Year that rate reaches ultimate health care cost trend rate, periodic benefit cost	2,023
Increase in benefit obligation due to increasing assumed health care trend by one percentage point	$ 34
Increase in total interest cost and service cost components of the net periodic benefit cost due to increasing assumed health care trend by one percentage point	2
Decrease in benefit obligation due to decreasing assumed health care trend by one percentage point	30
Decrease in total interest cost and service cost components of the net periodic benefit cost due to decreasing assumed health care trend by one percentage point	2
Pension benefits qualified [Member]
Amounts Recognized in Accumulated Other Comprehensive Income Pre Tax [Abstract]
Net actuarial loss (gain)	3,128	$ 2,677
Net prior service credit	(1)	(2)
Total	$ 3,127	$ 2,675
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.25%	4.00%
Weighted Average Assumptions for Determining Net Periodic Benefit Cost [Abstract]
Discount rate	4.00%	4.75%	4.38%
Expected return on plan assets	7.00%	7.00%	7.50%
Pension benefits nonqualified [Member]
Amounts Recognized in Accumulated Other Comprehensive Income Pre Tax [Abstract]
Net actuarial loss (gain)	$ 168	$ 224
Net prior service credit	0	0
Total	$ 168	$ 224
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.25%	3.75%
Weighted Average Assumptions for Determining Net Periodic Benefit Cost [Abstract]
Discount rate	3.60%	4.16%	4.08%
Other benefits [Member]
Amounts Recognized in Accumulated Other Comprehensive Income Pre Tax [Abstract]
Net actuarial loss (gain)	$ (165)	$ (147)
Net prior service credit	0	(20)
Total	$ (165)	$ (167)
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Benefit Obligation [Abstract]
Discount rate	4.25%	4.00%
Weighted Average Assumptions for Determining Net Periodic Benefit Cost [Abstract]
Discount rate	4.00%	4.50%	3.75%
Expected return on plan assets	6.00%	6.00%	6.00%
Equity securities [Member] | Cash balance plan [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	30.00%
Asset allocation, maximum of target mix range	50.00%
Equity securities [Member] | 401(h) trust [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	40.00%
Asset allocation, maximum of target mix range	60.00%
Equity securities [Member] | VEBA [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	20.00%
Asset allocation, maximum of target mix range	40.00%
Total debt securities [Member] | Cash balance plan [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	40.00%
Asset allocation, maximum of target mix range	60.00%
Total debt securities [Member] | 401(h) trust [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	40.00%
Asset allocation, maximum of target mix range	60.00%
Total debt securities [Member] | VEBA [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Asset allocation, minimum of target mix range	60.00%
Asset allocation, maximum of target mix range	80.00%
Real estate, venture capital, private equity and other investments [Member] | Cash balance plan [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Target asset allocation	10.00%
Minimum [Member]
Assumed Health Care Cost Trend Rates Textuals [Abstract]
Decrease in assumed health care cost trend, rate, projected benefit obligation	0.40%
Maximum [Member]
Assumed Health Care Cost Trend Rates Textuals [Abstract]
Decrease in assumed health care cost trend, rate, projected benefit obligation	0.60%

Employee Benefits, Future Benef

Employee Benefits, Future Benefits Expected to be Paid Under the Pension and Other Benefit Plans (Details) $ in Millions	Dec. 31, 2015USD ($)
Pension benefits qualified [Member]
Future Benefit Payments:
2,016	$ 762
2,017	753
2,018	737
2,019	740
2,020	745
2021-2025	3,578
Pension benefits nonqualified [Member]
Future Benefit Payments:
2,016	61
2,017	60
2,018	56
2,019	53
2,020	52
2021-2025	224
Other benefits [Member]
Future Benefit Payments:
2,016	86
2,017	87
2,018	87
2,019	87
2,020	87
2021-2025	410
Subsidy Receipts:
2,016	11
2,017	12
2,018	12
2,019	12
2,020	12
2021-2025	$ 61

Employee Benefits, Balances of

Employee Benefits, Balances of Pension Plan and Other Benefit Plan Assets Measured at Fair Value (Details) $ in Millions	12 Months Ended
	Dec. 31, 2015USD ($)strategymanager	Dec. 31, 2014USD ($)	Dec. 31, 2013USD ($)
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan assets	$ 8,832	$ 9,626
Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	8,768	9,671
Payable upon return of securities loaned		(53)
Net receivables	68	8
Total plan assets	8,836	9,626
Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	568	624
Payable upon return of securities loaned		0
Net receivables	0	0
Total plan assets	568	624	$ 645
Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	2,368	2,716
Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	143	227
Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	5,889	6,382
Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	402	375
Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	511	573
Total plan assets	511	573	658
Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	23	22
Total plan assets	23	22	22
Cash and cash equivalents [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	114	255
Cash and cash equivalents [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	140	160
Cash and cash equivalents [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	5	31
Cash and cash equivalents [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	119	139
Cash and cash equivalents [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	109	224
Cash and cash equivalents [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	21	21
Cash and cash equivalents [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Cash and cash equivalents [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Long duration fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 3,715	4,190
Investment Strategy and Asset Allocation Textuals [Abstract]
Duration target	10 years
Long duration fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 0	0
Long duration fixed income [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	446	556
Long duration fixed income [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Long duration fixed income [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	3,253	3,622
Long duration fixed income [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Long duration fixed income [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	16	12
Total plan assets	16	12	1
Long duration fixed income [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Intermediate (core) fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	503	456
Intermediate (core) fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	182	176
Intermediate (core) fixed income [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	4	127
Intermediate (core) fixed income [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	61
Intermediate (core) fixed income [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	499	329
Intermediate (core) fixed income [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	182	115
Intermediate (core) fixed income [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Intermediate (core) fixed income [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
High-yield fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	280	327
High-yield fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
High-yield fixed income [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	1
High-yield fixed income [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
High-yield fixed income [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	276	321
High-yield fixed income [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
High-yield fixed income [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	4	5
Total plan assets	4	5	0
High-yield fixed income [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
International fixed income [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	301	337
International fixed income [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
International fixed income [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	51	53
International fixed income [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
International fixed income [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	250	284
International fixed income [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
International fixed income [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
International fixed income [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic large-cap stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 1,187	1,208
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	8
Domestic large-cap stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 118	102
Domestic large-cap stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	809	833
Domestic large-cap stocks [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic large-cap stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	378	375
Domestic large-cap stocks [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	118	102
Domestic large-cap stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic large-cap stocks [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic mid-cap stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	351	392
Domestic mid-cap stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	31	47
Domestic mid-cap stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	226	252
Domestic mid-cap stocks [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic mid-cap stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	125	140
Domestic mid-cap stocks [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	31	47
Domestic mid-cap stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic mid-cap stocks [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic small-cap stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 220	255
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	4
Domestic small-cap stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 17	37
Domestic small-cap stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	207	238
Domestic small-cap stocks [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic small-cap stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	13	17
Domestic small-cap stocks [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	17	37
Domestic small-cap stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Domestic small-cap stocks [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Global stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 209	202
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	3
Asset allocation, minimum of target mix range	40.00%
Asset allocation, maximum of target mix range	60.00%
Global stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 0	0
Global stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	48	47
Global stocks [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Global stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	161	155
Global stocks [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Global stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Global stocks [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
International stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 750	733
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of unique investment strategies | strategy	6
International stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 55	78
International stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	463	457
International stocks [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	22	25
International stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	287	276
International stocks [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	33	53
International stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Total plan assets		0	1
International stocks [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Emerging market stocks [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	311	412
Emerging market stocks [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Emerging market stocks [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Emerging market stocks [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Emerging market stocks [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	311	412
Emerging market stocks [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Emerging market stocks [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Emerging market stocks [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Real estate/timber [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	355	387
Real estate/timber [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Real estate/timber [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	109	121
Real estate/timber [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Real estate/timber [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	1	1
Real estate/timber [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Real estate/timber [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	245	265
Total plan assets	245	265	294
Real estate/timber [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Hedge funds [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 231	287
Investment Strategy and Asset Allocation Textuals [Abstract]
Number of hedge fund managers (more than 30) | manager	30
Hedge funds [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	$ 0	0
Hedge funds [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Hedge funds [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Hedge funds [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	160	203
Hedge funds [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Hedge funds [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	71	84
Total plan assets	71	84	152
Hedge funds [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Private equity [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	148	155
Private equity [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Private equity [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Private equity [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Private equity [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Private equity [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Private equity [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	148	155
Total plan assets	148	155	158
Private equity [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Other [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	93	75
Other [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	25	24
Other [Member] | Level 1 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Other [Member] | Level 1 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	2	2
Other [Member] | Level 2 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	66	23
Other [Member] | Level 2 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	0	0
Other [Member] | Level 3 [Member] | Pension plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	27	52
Total plan assets	27	52	52
Other [Member] | Level 3 [Member] | Other benefits plan assets [Member]
Balances of pension plan and other benefit plan assets measured at fair value [Abstract]
Total plan investments	23	22
Total plan assets	$ 23	$ 22	$ 22
Maximum [Member] | Investment Strategy [Member] | Defined Benefit Plan, Total Plan Assets [Member] | Domestic large-cap stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Concentration risk, percentage	2.50%
Maximum [Member] | Investment Strategy [Member] | Defined Benefit Plan, Total Plan Assets [Member] | Domestic small-cap stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Concentration risk, percentage	2.00%
Maximum [Member] | Investment Strategy [Member] | Defined Benefit Plan, Total Plan Assets [Member] | Global stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Concentration risk, percentage	1.50%
Maximum [Member] | Investment Strategy [Member] | Defined Benefit Plan, Total Plan Assets [Member] | International stocks [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Concentration risk, percentage	2.50%
Maximum [Member] | Investment Strategy [Member] | Defined Benefit Plan, Total Plan Assets [Member] | Hedge funds [Member] | Pension plan assets [Member]
Investment Strategy and Asset Allocation Textuals [Abstract]
Concentration risk, percentage	0.15%

Employee Benefits, Changes in F

Employee Benefits, Changes in Fair Value in Pension Plan And Other Benefit Plan Assets Measured at Fair Value (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	$ 9,626
Fair value of plan assets at end of year	8,832	$ 9,626
Defined Contribution Retirement Plans Textual [Abstract]
Defined contribution retirement plan expense	1,100	1,100	$ 1,200
Pension plan assets [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	9,626
Fair value of plan assets at end of year	8,836	9,626
Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	573	658
Gross realized gain (loss)	42	24
Gross unrealized gain (loss)	(9)	36
Purchases, sales and settlements (net)	(104)	(93)
Transfers Into/ (Out of) Level 3	9	(52)
Fair value of plan assets at end of year	511	573	658
Other benefits plan assets [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	624	645
Fair value of plan assets at end of year	568	624	645
Other benefits plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	22	22
Gross realized gain (loss)	0	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	1	0
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	23	22	22
Long duration fixed income [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	12	1
Gross realized gain (loss)	0	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	1	1
Transfers Into/ (Out of) Level 3	3	10
Fair value of plan assets at end of year	16	12	1
High-yield fixed income [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	5	0
Gross realized gain (loss)	0	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	2	3
Transfers Into/ (Out of) Level 3	(3)	2
Fair value of plan assets at end of year	4	5	0
International stocks [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	0	1
Gross realized gain (loss)		0
Gross unrealized gain (loss)		0
Purchases, sales and settlements (net)		(1)
Transfers Into/ (Out of) Level 3		0
Fair value of plan assets at end of year		0	1
Real estate/timber [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	265	294
Gross realized gain (loss)	10	9
Gross unrealized gain (loss)	8	34
Purchases, sales and settlements (net)	(38)	(72)
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	245	265	294
Hedge funds [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	84	152
Gross realized gain (loss)	4	1
Gross unrealized gain (loss)	(5)	4
Purchases, sales and settlements (net)	(21)	(9)
Transfers Into/ (Out of) Level 3	9	(64)
Fair value of plan assets at end of year	71	84	152
Private equity [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	155	158
Gross realized gain (loss)	19	12
Gross unrealized gain (loss)	(5)	(3)
Purchases, sales and settlements (net)	(21)	(12)
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	148	155	158
Other [Member] | Pension plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	52	52
Gross realized gain (loss)	9	2
Gross unrealized gain (loss)	(7)	1
Purchases, sales and settlements (net)	(27)	(3)
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	27	52	52
Other [Member] | Other benefits plan assets [Member] | Level 3 [Member]
Changes in Level 3 pension plan assets measured at fair value [Abstract]
Fair value of plan assets at beginning of year	22	22
Gross realized gain (loss)	0	0
Gross unrealized gain (loss)	0	0
Purchases, sales and settlements (net)	1	0
Transfers Into/ (Out of) Level 3	0	0
Fair value of plan assets at end of year	$ 23	$ 22	$ 22
Wells Fargo And Company 401(k) Plan [Member] | United States Pension Plan of US Entity [Member]
Defined Contribution Retirement Plans Textual [Abstract]
Service period for employee to be eligible for 401(k) plan	1 month
Percentage of employee contribution (up to 50%)	50.00%
Service period for employee to be eligible for company matching contributions	1 year
Percentage of employer match (up to 6%)	6.00%
Matching contribution vesting percentage	100.00%
Service period for employee to be eligible for profit sharing contributions	1 year
Profit sharing contribution vesting period	3 years

Employee Benefits and Other 159

Employee Benefits and Other Expenses, Expenses Not Otherwise Shown Separately In Financial Statements (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Expenses Not Otherwise Shown Separately In Financial Statement [Abstract]
Outside professional services	$ 2,665	$ 2,689	$ 2,519
Operating losses	1,871	1,249	821
Outside data processing	985	1,034	983
Contract services	978	975	935
Travel and entertainment	$ 692	$ 904	$ 885

Income Taxes, Components of Inc

Income Taxes, Components of Income Tax Expense (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Current:
Federal	$ 10,822	$ 7,321	$ 4,601
State and local	1,669	520	736
Foreign	139	112	91
Total current	12,630	7,953	5,428
Deferred:
Federal	(2,047)	2,117	4,457
State and local	(235)	224	522
Foreign	17	13	(2)
Total deferred	(2,265)	2,354	4,977
Income tax expense	$ 10,365	$ 10,307	$ 10,405

Income Taxes, Net Deferred Tax

Income Taxes, Net Deferred Tax Asset (Liability) (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Deferred tax assets
Allowance for loan losses	$ 4,363	$ 4,592
Deferred compensation and employee benefits	4,589	4,608
Accrued expenses	1,460	1,213
PCI loans	1,816	1,935
Net operating loss and tax credit carry forwards	528	631
Other	1,448	1,700
Total deferred tax assets	14,204	14,679
Deferred tax assets valuation allowance	(358)	(426)
Deferred tax liabilities
Mortgage servicing rights	(5,399)	(5,860)
Leasing	(3,866)	(4,057)
Mark to market, net	(5,471)	(7,635)
Intangible assets	(1,233)	(1,494)
Net unrealized gains on investment securities	(1,008)	(2,737)
Insurance reserves	(2,071)	(2,087)
Other	(2,063)	(1,635)
Total deferred tax liabilities	(21,111)	(25,505)
Net deferred tax liability	(7,265)	(11,252)
Other comprehensive income, tax effect	1,774	(1,300)	$ 2,524
Net operating loss related to deferred tax assets	$ 528
Expiration date of tax credit carryforwards	Dec. 31, 2035
Undistributed foreign earnings	$ 2,000
Income tax liability related to undistributed foreign earnings	557
Deferred tax assets valuation allowance	$ 358	$ 426

Income Taxes, Effective Income

Income Taxes, Effective Income Tax Expense and Rate (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Statutory federal income tax expense	$ 11,641	$ 11,677	$ 11,299
Statutory federal income tax expense, rate	35.00%	35.00%	35.00%
Change in tax rate resulting from:
State and local taxes on income, net of federal income tax benefit	$ 1,025	$ 971	$ 964
State and local taxes on income, net of federal income tax benefit, rate	3.10%	2.90%	3.00%
Tax-exempt interest	$ (641)	$ (550)	$ (490)
Tax-exempt interest, rate	(1.90%)	(1.60%)	(1.50%)
Tax credits	$ (1,108)	$ (1,074)	$ (967)
Tax credits, rate	(3.30%)	(3.20%)	(3.00%)
Life insurance	$ (186)	$ (179)	$ (173)
Life insurance, rate	(0.60%)	(0.50%)	(0.50%)
Leveraged lease tax expense	$ 140	$ 158	$ 302
Leveraged lease tax expense, rate	0.40%	0.50%	0.90%
Other	$ (506)	$ (696)	$ (530)
Other, rate	(1.50%)	(2.20%)	(1.70%)
Income tax expense	$ 10,365	$ 10,307	$ 10,405
Effective income tax rate	31.20%	30.90%	32.20%

Income Taxes, Change in Unrecog

Income Taxes, Change in Unrecognized Tax Benefits (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2015	Dec. 31, 2014
Reconciliation of Unrecognized Tax Benefits, Excluding Amounts Pertaining to Examined Tax Returns [Roll Forward]
Balance at beginning of year	$ 5,002	$ 5,528
Additions:
For tax positions related to the current year	196	412
For tax positions related to prior years	225	324
Reductions:
For tax positions related to prior years	(413)	(213)
Lapse of statute of limitations	(22)	(50)
Settlements with tax authorities	(182)	(999)
Balance at end of year	4,806	5,002
Unrecognized Tax Benefits	5,002	5,528	$ 4,806	$ 5,002
Unrecognized Tax Benefits that Would Impact Effective Tax Rate			3,000
Unrecognized Tax Benefits Related To Income Tax Positions On Temporary Differences			1,800
Accrued interest and penalties			524	$ 660
Recognized Interest and Penalties Expense (Benefit)	$ 79	$ 142
Possible decrease in unrecognized tax benefits (up to $600 million)			$ 600

Earnings Per Common Share, Calc

Earnings Per Common Share, Calculation of Earnings and Diluted Earnings per Common Share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Earnings Per Common Share [Abstract]
Wells Fargo net income	$ 22,894	$ 23,057	$ 21,878
Less: Preferred stock dividends and other	1,424	1,236	989
Wells Fargo net income applicable to common stock	$ 21,470	$ 21,821	$ 20,889
Earnings per common share
Average common shares outstanding (denominator) (in shares)	5,136.5	5,237.2	5,287.3
Per share (in dollars per share)	$ 4.18	$ 4.17	$ 3.95
Diluted earnings per common share
Average common shares outstanding	5,136.5	5,237.2	5,287.3
Diluted average common shares outstanding (denominator) (in shares)	5,209.8	5,324.4	5,371.2
Per share (in dollars per share)	$ 4.12	$ 4.10	$ 3.89
Stock Options [Member]
Diluted earnings per common share
Weighted average number of diluted shares outstanding, adjustment (in shares)	26.7	32.9	33.1
Restricted Share Rights [Member]
Diluted earnings per common share
Weighted average number of diluted shares outstanding, adjustment (in shares)	32.8	41.6	44.8
Warrants [Member]
Diluted earnings per common share
Weighted average number of diluted shares outstanding, adjustment (in shares)	13.8	12.7	6

Earnings Per Common Share, Anti

Earnings Per Common Share, Antidilutive Securities Excluded from the Calculation of Diluted Earnings per Common Share (Details) - shares shares in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Stock Options [Member]
Earnings Per Common Share - Options and Warrants [Line Items]
Antidilutive Instruments	5.7	8	11.1

Other Comprehensive Income, Com

Other Comprehensive Income, Components of Other Comprehensive Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Investment securities:
Net unrealized gains (losses) arising during the period, Before tax	$ (3,318)	$ 5,426	$ (7,661)
Net unrealized gains (losses) arising during the period, Tax effect	1,237	(2,111)	2,981
Net unrealized gains (losses) arising during the period, Net of tax	(2,081)	3,315	(4,680)
Reclassification of net (gains) losses to net income, Before tax	(1,530)	(1,532)	(285)
Reclassification of net (gains) losses to net income, Tax effect	572	578	107
Reclassification of net (gains) losses to net income, Net of tax	(958)	(954)	(178)
Net change, Before tax	(4,848)	3,894	(7,946)
Net change, Tax effect	1,809	(1,533)	3,088
Net change, Net of tax	(3,039)	2,361	(4,858)
Derivatives and hedging activities:
Net unrealized gains (losses) arising during the period	1,549	952	(32)
Net unrealized gains (losses) arising during the period, Tax effect	(584)	(359)	12
Net unrealized gains (losses) arising during the period, Net of tax	965	593	(20)
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(1,089)	(545)	(296)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	411	205	107
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(678)	(340)	(189)
Net change, Before tax	460	407	(328)
Net change, Tax effect	(173)	(154)	119
Net change, Net of tax	287	253	(209)
Defined benefit plans adjustments:
Net actuarial gains (losses) arising during the period, Before tax	(512)	(1,116)	1,533
Net actuarial gains (losses) arising during the period, Tax effect	193	420	(578)
Net actuarial gains (losses) arising during the period, Net of tax	(319)	(696)	955
Amortization of net actuarial loss, Before tax	122	74	151
Amortization of net actuarial loss, Tax effect	(46)	(28)	(57)
Amortization of net actuarial loss, Net of tax	76	46	94
Settlements and other, Before tax	(8)	0	125
Settlements and other, Tax effect	3	0	(46)
Settlements and other, Net of tax	(5)	0	79
Subtotal reclassification to net periodic benefit costs, Before tax	114	74	276
Subtotal reclassification to net periodic benefit costs, Tax effect	(43)	(28)	(103)
Subtotal reclassification to net periodic benefit costs, Net of tax	71	46	173
Net change, Before tax	(398)	(1,042)	1,809
Net change, Tax effect	150	392	(681)
Net change, Net of tax	(248)	(650)	1,128
Foreign currency translation adjustments:
Net unrealized losses arising during the period, Before tax	(137)	(60)	(44)
Net unrealized losses arising during the period, Tax effect	(12)	(5)	(7)
Net unrealized losses arising during the period, Net of tax	(149)	(65)	(51)
Reclassification of net (gains) losses to net income, Before tax	(5)	6	(12)
Reclassification of net gains to net income, Tax effect	0	0	5
Reclassification of net gains to net income, Net of tax	(5)	6	(7)
Net change, Before tax	(142)	(54)	(56)
Net change, Tax effect	(12)	(5)	(2)
Net change, Net of tax	(154)	(59)	(58)
Other comprehensive income (loss), Before tax	(4,928)	3,205	(6,521)
Other comprehensive income, tax effect	1,774	(1,300)	2,524
Other comprehensive income (loss), net of tax	(3,154)	1,905	(3,997)
Less: Other comprehensive income (loss) from noncontrolling interests	67	(227)	267
Wells Fargo other comprehensive income (loss), net of tax	(3,221)	2,132	(4,264)
Interest expense on long-term debt [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	17	44	91
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(6)	(17)	(34)
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	11	27	57
Other noninterest income [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(6)	(1)	0
Reclassification of net (gains) losses to net income, Tax effect	3	0	0
Reclassification of net (gains) losses to net income, Net of tax	(3)	(1)	0
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	0	0	35
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	0	0	(13)
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	0	0	22
Foreign currency translation adjustments:
Reclassification of net (gains) losses to net income, Before tax	0	6	(12)
Reclassification of net gains to net income, Tax effect	0	0	5
Reclassification of net gains to net income, Net of tax	0	6	(7)
Salaries expense [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	0	0	4
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	0	0	(2)
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	0	0	2
Debt securities [Member] | Net (gains) losses from debt and equity investments [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(952)	(593)	29
Reclassification of net (gains) losses to net income, Tax effect	356	224	(11)
Reclassification of net (gains) losses to net income, Net of tax	(596)	(369)	18
Equity securities [Member] | Net (gains) losses from debt and equity investments [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(571)	(901)	(314)
Reclassification of net (gains) losses to net income, Tax effect	213	340	118
Reclassification of net (gains) losses to net income, Net of tax	(358)	(561)	(196)
Foreign currency translation adjustments:
Reclassification of net (gains) losses to net income, Before tax	(5)	0	0
Reclassification of net gains to net income, Tax effect	0	0	0
Reclassification of net gains to net income, Net of tax	(5)	0	0
Securities (Assets) [Member] | Interest income [Member]
Investment securities:
Reclassification of net (gains) losses to net income, Before tax	(1)	(37)	0
Reclassification of net (gains) losses to net income, Tax effect	0	14	0
Reclassification of net (gains) losses to net income, Net of tax	(1)	(23)	0
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(3)	(1)	0
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	1	0	0
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(2)	(1)	0
Loans [Member] | Interest income [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(1,103)	(588)	(426)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	416	222	156
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	$ (687)	$ (366)	$ (270)

Other Comprehensive Income, Cum

Other Comprehensive Income, Cumulative OCI Balances (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Investment securities:
Cumulative other comprehensive income, Investment securities, beginning balance	$ 4,926	$ 2,338	$ 7,462
Net unrealized gains (losses) arising during the period	(2,081)	3,315	(4,680)
Amounts reclassified from accumulated other comprehensive income	(958)	(954)	(178)
Net change, Net of tax	(3,039)	2,361	(4,858)
Less: Other comprehensive income from noncontrolling interests	74	(227)	266
Cumulative other comprehensive income, Investment securities, ending balance	1,813	4,926	2,338
Derivatives and hedging activities:
Cumulative other comprehensive income, Derivatives and hedging activities, beginning balance	333	80	289
Net unrealized gains (losses) arising during the period	965	593	(20)
Amounts reclassified from accumulated other comprehensive income	(678)	(340)	(189)
Net change, Net of tax	287	253	(209)
Less: Other comprehensive income from noncontrolling interests	0	0	0
Cumulative other comprehensive income, Derivatives and hedging activities, ending balance	620	333	80
Defined benefit plans adjustments:
Cumulative other comprehensive income, Defined benefit plans adjustment, beginning balance	(1,703)	(1,053)	(2,181)
Net unrealized gains (losses) arising during the period	(319)	(696)	955
Amounts reclassified from accumulated other comprehensive income	71	46	173
Net change, Net of tax	(248)	(650)	1,128
Less: Other comprehensive income from noncontrolling interests	0	0	0
Cumulative other comprehensive income, Defined benefit plans adjustment, ending balance	(1,951)	(1,703)	(1,053)
Foreign currency translation adjustments:
Cumulative other comprehensive income, Foreign currency translation adjustments, beginning balance	(38)	21	80
Net unrealized gains (losses) arising during the period	(149)	(65)	(51)
Amounts reclassified from accumulated other comprehensive income	(5)	6	(7)
Net change, Net of tax	(154)	(59)	(58)
Less: Other comprehensive income from noncontrolling interests	(7)	0	1
Cumulative other comprehensive income, Foreign currency translation adjustments, ending balance	(185)	(38)	21
Cumulative other comprehensive income, Beginning Balance	3,518	1,386	5,650
Net unrealized gains (losses) arising during the period	(1,584)	3,147	(3,796)
Amounts reclassified from accumulated other comprehensive income	(1,570)	(1,242)	(201)
Other comprehensive income (loss), net of tax	(3,154)	1,905	(3,997)
Less: Other comprehensive income (loss) from noncontrolling interests	67	(227)	267
Cumulative other comprehensive income, Ending Balance	$ 297	$ 3,518	$ 1,386

Operating Segments (Details)

Operating Segments (Details) $ in Millions	12 Months Ended
	Dec. 31, 2015USD ($)segment	Dec. 31, 2014USD ($)	Dec. 31, 2013USD ($)	Dec. 31, 2012USD ($)	Dec. 31, 2011USD ($)
Financial Information of Operating Segment [Abstract]
Net interest income	$ 45,301	$ 43,527	$ 42,800
Provision (reversal of provision) for credit losses	2,442	1,395	2,309	$ 7,217	$ 7,899
Noninterest income	40,756	40,820	40,980
Noninterest expense	49,974	49,037	48,842
Income before income tax expense	33,641	33,915	32,629
Income tax expense (benefit)	10,365	10,307	10,405
Net income before noncontrolling interests	23,276	23,608	22,224
Less: Net income from noncontrolling interests	382	551	346
Wells Fargo net income	22,894	23,057	21,878
Average loans	885,400	834,400
Average assets	1,742,900	1,593,300
Average deposits	$ 1,194,100	1,114,100
Operating Segment (Textual) [Abstract]
Number of reportable operating segments | segment	3
Annual sales of small business community banking customers (up to $5 million)	$ 5
Annual sales of wholesale banking customers (in excess of $5 million)	5
Community Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	29,242	27,999	27,123
Provision (reversal of provision) for credit losses	2,427	1,796	2,841
Noninterest income	20,099	20,159	20,556
Noninterest expense	26,981	26,290	27,090
Income before income tax expense	19,933	20,072	17,748
Income tax expense (benefit)	6,202	6,049	5,442
Net income before noncontrolling interests	13,731	14,023	12,306
Less: Net income from noncontrolling interests	240	337	159
Wells Fargo net income	13,491	13,686	12,147
Average loans	475,900	468,800
Average assets	910,000	853,200
Average deposits	654,400	614,300
Wholesale Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	14,350	14,073	14,353
Provision (reversal of provision) for credit losses	27	(382)	(521)
Noninterest income	11,554	11,325	11,494
Noninterest expense	14,116	13,831	13,077
Income before income tax expense	11,761	11,949	13,291
Income tax expense (benefit)	3,424	3,540	4,364
Net income before noncontrolling interests	8,337	8,409	8,927
Less: Net income from noncontrolling interests	143	210	175
Wells Fargo net income	8,194	8,199	8,752
Average loans	397,300	355,600
Average assets	724,900	636,500
Average deposits	438,900	404,000
Wealth And Investment Management [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	3,478	3,032	2,797
Provision (reversal of provision) for credit losses	(25)	(50)	(16)
Noninterest income	12,299	12,237	11,533
Noninterest expense	12,067	11,993	11,486
Income before income tax expense	3,735	3,326	2,860
Income tax expense (benefit)	1,420	1,262	1,082
Net income before noncontrolling interests	2,315	2,064	1,778
Less: Net income from noncontrolling interests	(1)	4	12
Wells Fargo net income	2,316	2,060	1,766
Average loans	60,100	52,100
Average assets	192,800	186,100
Average deposits	172,300	163,500
Other [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	(1,769)	(1,577)	(1,473)
Provision (reversal of provision) for credit losses	13	31	5
Noninterest income	(3,196)	(2,901)	(2,603)
Noninterest expense	(3,190)	(3,077)	(2,811)
Income before income tax expense	(1,788)	(1,432)	(1,270)
Income tax expense (benefit)	(681)	(544)	(483)
Net income before noncontrolling interests	(1,107)	(888)	(787)
Less: Net income from noncontrolling interests	0	0	0
Wells Fargo net income	(1,107)	(888)	$ (787)
Average loans	(47,900)	(42,100)
Average assets	(84,800)	(82,500)
Average deposits	$ (71,500)	$ (67,700)

Parent-Only Financial Statem169

Parent-Only Financial Statements, Statement of Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Interest expense
Short-term borrowings	$ 64	$ 59	$ 60
Long-term debt	2,592	2,488	2,585
Other interest expense	357	382	307
Noninterest expense	49,974	49,037	48,842
Income before income tax benefit and equity in undistributed income of subsidiaries	33,641	33,915	32,629
Income tax benefit	10,365	10,307	10,405
Wells Fargo net income	22,894	23,057	21,878
Parent Company [Member]
Income
Interest income from subsidiaries	907	772	848
Other interest income	199	216	240
Other income	576	1,032	484
Total income	16,028	17,623	12,217
Interest expense
Indebtedness to nonbank subsidiaries	325	357	334
Short-term borrowings	1	7	5
Long-term debt	1,784	1,540	1,546
Other interest expense	4	5	15
Noninterest expense	932	797	1,175
Total expense	3,046	2,706	3,075
Income before income tax benefit and equity in undistributed income of subsidiaries	12,982	14,917	9,142
Income tax benefit	(870)	(926)	(570)
Equity in undistributed income of subsidiaries	9,042	7,214	12,166
Wells Fargo net income	22,894	23,057	21,878
Parent Company [Member] | Bank [Member]
Income
Dividends from subsidiaries	13,804	15,077	10,612
Parent Company [Member] | Nonbank [Member]
Income
Dividends from subsidiaries	$ 542	$ 526	$ 33

Parent-Only Financial Statem170

Parent-Only Financial Statements, Statement of Comprehensive Income (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Parent-Only Statement of Comprehensive Income [Abstract]
Net income	$ 22,894	$ 23,057	$ 21,878
Other comprehensive income (loss), net of tax:
Investment securities	(3,039)	2,361	(4,858)
Derivatives and hedging activities	287	253	(209)
Defined benefit plans adjustment	(248)	(650)	1,128
Wells Fargo other comprehensive income (loss), net of tax	(3,221)	2,132	(4,264)
Wells Fargo comprehensive income	19,673	25,189	17,614
Parent Company [Member]
Parent-Only Statement of Comprehensive Income [Abstract]
Net income	22,894	23,057	21,878
Other comprehensive income (loss), net of tax:
Investment securities	52	142	(248)
Derivatives and hedging activities	0	12	39
Defined benefit plans adjustment	(254)	(633)	1,136
Equity in other comprehensive income (loss) of subsidiaries	(3,019)	2,611	(5,191)
Wells Fargo other comprehensive income (loss), net of tax	(3,221)	2,132	(4,264)
Wells Fargo comprehensive income	$ 19,673	$ 25,189	$ 17,614

Parent-Only Financial Statem171

Parent-Only Financial Statements, Balance Sheet (Details) - USD ($) $ in Millions		Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Assets
Investment securities		$ 347,925	$ 313,801
Total assets	[1]	1,787,632	1,687,155
Liabilities and equity
Short-term borrowings		97,528	63,518	$ 53,883
Accrued expenses and other liabilities		73,365	86,122
Long-term debt		199,536	183,943
Total liabilities	[2]	1,593,741	1,501,893
Stockholders' equity		192,998	184,394
Total liabilities and equity		1,787,632	1,687,155
Parent Company [Member]
Assets
Cash and cash equivalents		36,166	43,846	$ 42,389	$ 35,702
Other assets		6,857	6,225
Total assets		343,625	312,147
Liabilities and equity
Short-term borrowings		0	2,270
Accrued expenses and other liabilities		8,135	6,984
Long-term debt		117,791	97,275
Indebtedness to nonbank subsidiaries		24,701	21,224
Total liabilities		150,627	127,753
Stockholders' equity		192,998	184,394
Total liabilities and equity		343,625	312,147
Parent Company [Member] | Bank [Member]
Assets
Loans to subsidiaries		47,363	18,166
Investments in subsidiaries		169,081	162,806
Parent Company [Member] | Nonbank [Member]
Assets
Loans to subsidiaries		35,327	35,783
Investments in subsidiaries		25,638	24,567
Parent Company [Member] | Subsidiary Banks [Member]
Assets
Cash and cash equivalents		36,162	43,843
Investment securities		14,992	10,001
Parent Company [Member] | Nonaffiliates [Member]
Assets
Cash and cash equivalents		4	3
Investment securities		$ 8,201	$ 10,753
[1]	Our consolidated assets at December 31, 2015 and 2014, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $157 million and $117 million; Trading assets, $1 million and $0 million; Investment securities, $425 million and $875 million; Net loans, $4.8 billion and $4.5 billion; Other assets, $242 million and $316 million; and Total assets, $5.6 billion and $5.8 billion, respectively.
[2]	Our consolidated liabilities at December 31, 2015 and 2014, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Accrued expenses and other liabilities, $57 million and $49 million; Long-term debt, $1.3 billion and $1.6 billion; and Total liabilities, $1.4 billion and $1.7 billion, respectively.

Parent-Only Financial Statem172

Parent-Only Financial Statements, Statement of Cash Flows (Details) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Cash flows from operating activities:
Net cash provided by operating activities	$ 14,772	$ 17,529	$ 57,641
Available-for-sale securities:
Sales proceeds	25,431	6,089	2,837
Prepayments and maturities	33,912	37,257	50,737
Purchases	(79,778)	(44,807)	(89,474)
Loans:
Other, net	(2,088)	(741)	581
Net cash used by investing activities	(107,235)	(128,380)	(153,492)
Cash flows from financing activities:
Net increase in short-term borrowings and indebtedness to subsidiaries	34,010	8,035	(3,390)
Long-term debt:
Proceeds from issuance	43,030	42,154	53,227
Repayment	(27,333)	(15,829)	(25,423)
Preferred stock:
Proceeds from issuance	2,972	2,775	3,145
Cash dividends paid	(1,426)	(1,235)	(1,017)
Common stock warrants repurchased	(49)	(9)	0
Common stock:
Repurchased	(8,697)	(9,414)	(5,356)
Proceeds from issuance	1,726	1,840	2,224
Cash dividends paid	(7,400)	(6,908)	(5,953)
Excess tax benefits related to stock option payments	453	453	271
Other, net	33	51	136
Net cash provided by financing activities	92,003	110,503	93,910
Net change in cash and due from banks	(460)	(348)	(1,941)
Parent Company [Member]
Cash flows from operating activities:
Net cash provided by operating activities	12,337	18,019	8,607
Available-for-sale securities:
Sales proceeds	5,345	1,196	3,606
Loans:
Net repayments from (advances to) subsidiaries	460	(2,199)	655
Capital notes and term loans made to subsidiaries	(29,860)	(11,275)	(6,700)
Principal collected on notes/loans made to subsidiaries	301	2,526	1,472
Net increase in investment in subsidiaries	(1,283)	(1,096)	(1,188)
Other, net	714	470	461
Net cash used by investing activities	(32,032)	(20,392)	(7,698)
Cash flows from financing activities:
Net increase in short-term borrowings and indebtedness to subsidiaries	2,084	2,314	6,732
Long-term debt:
Proceeds from issuance	31,487	22,627	18,714
Repayment	(9,194)	(8,659)	(13,096)
Preferred stock:
Proceeds from issuance	2,972	2,775	3,145
Cash dividends paid	(1,426)	(1,235)	(1,017)
Common stock:
Repurchased	(8,697)	(9,414)	(5,356)
Proceeds from issuance	1,726	1,840	2,224
Cash dividends paid	(7,400)	(6,908)	(5,953)
Excess tax benefits related to stock option payments	453	453	271
Other, net	10	37	114
Net cash provided by financing activities	12,015	3,830	5,778
Net change in cash and due from banks	(7,680)	1,457	6,687
Cash and due from banks at beginning of year	43,846	42,389	35,702
Cash and due from banks at end of year	36,166	43,846	42,389
Parent Company [Member] | Subsidiary Banks [Member]
Available-for-sale securities:
Prepayments and maturities	7,750	25	0
Purchases	(12,750)	(10,025)	0
Common stock:
Cash and due from banks at beginning of year	43,843
Cash and due from banks at end of year	36,162	43,843
Parent Company [Member] | Nonaffiliates [Member]
Available-for-sale securities:
Prepayments and maturities	0	0	12
Purchases	(2,709)	(14)	$ (6,016)
Common stock:
Cash and due from banks at beginning of year	3
Cash and due from banks at end of year	$ 4	$ 3

Regulatory and Agency Capita173

Regulatory and Agency Capital Requirements (Details) - USD ($) $ in Billions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014
Regulatory and Agency Capital Requirements (Textual) [Abstract]
Minimum leverage ratio for banking organizations	3.00%
Advance Approach Under Basel III [Member]
Regulatory capital ratios:
Tier 1 common equity ratio required for capital adequacy purposes	4.50%
Tier 1 capital ratio required for capital adequacy purposes	6.00%
Total capital ratio required for capital adequacy purposes	8.00%
Tier 1 leverage capital ratio required for capital adequacy purposes	4.00%
Advance Approach Under Basel III [Member] | Wells Fargo & Company [Member]
Regulatory capital:
Common Equity Tier 1 capital, amounts	$ 144.2
Tier 1	164.6
Total	195.2
Assets:
Risk-weighted	1,263.2
Adjusted average	$ 1,757.1
Regulatory capital ratios:
Common Equity Tier 1 capital, ratio	11.42%
Tier 1 capital	13.03%
Total capital	15.45%
Tier 1 leverage	9.37%
Advance Approach Under Basel III [Member] | Wells Fargo Bank, NA [Member]
Regulatory capital:
Common Equity Tier 1 capital, amounts	$ 126.9
Tier 1	126.9
Total	140.5
Assets:
Risk-weighted	1,100.9
Adjusted average	$ 1,584.3
Regulatory capital ratios:
Common Equity Tier 1 capital, ratio	11.53%
Tier 1 capital	11.53%
Total capital	12.77%
Tier 1 leverage	8.01%
Standardized Approach Under Basel III [Member]
Regulatory capital ratios:
Tier 1 common equity ratio required for capital adequacy purposes	4.50%
Tier 1 capital ratio required for capital adequacy purposes	6.00%
Total capital ratio required for capital adequacy purposes	8.00%
Tier 1 leverage capital ratio required for capital adequacy purposes	4.00%
Standardized Approach Under Basel III [Member] | Wells Fargo & Company [Member]
Regulatory capital:
Common Equity Tier 1 capital, amounts	$ 144.2
Tier 1	164.6
Total	205.6
Assets:
Risk-weighted	1,303.1
Adjusted average	$ 1,757.1
Regulatory capital ratios:
Common Equity Tier 1 capital, ratio	11.07%
Tier 1 capital	12.63%
Total capital	15.77%
Tier 1 leverage	9.37%
Standardized Approach Under Basel III [Member] | Wells Fargo Bank, NA [Member]
Regulatory capital:
Common Equity Tier 1 capital, amounts	$ 126.9
Tier 1	126.9
Total	150
Assets:
Risk-weighted	1,197.6
Adjusted average	$ 1,584.3
Regulatory capital ratios:
Common Equity Tier 1 capital, ratio	10.60%
Tier 1 capital	10.60%
Total capital	12.52%
Tier 1 leverage	8.01%
General Approach Under Basel III [Member]
Regulatory capital ratios:
Tier 1 common equity ratio required for capital adequacy purposes		4.50%
Tier 1 capital ratio required for capital adequacy purposes		4.00%
Total capital ratio required for capital adequacy purposes		8.00%
Tier 1 leverage capital ratio required for capital adequacy purposes		4.00%
General Approach Under Basel III [Member] | Wells Fargo & Company [Member]
Regulatory capital:
Common Equity Tier 1 capital, amounts		$ 137.1
Tier 1		154.7
Total		192.9
Assets:
Risk-weighted		1,242.5
Adjusted average		$ 1,637
Regulatory capital ratios:
Common Equity Tier 1 capital, ratio		11.04%
Tier 1 capital		12.45%
Total capital		15.53%
Tier 1 leverage		9.45%
General Approach Under Basel III [Member] | Wells Fargo Bank, NA [Member]
Regulatory capital:
Common Equity Tier 1 capital, amounts		$ 119.9
Tier 1		119.9
Total		144
Assets:
Risk-weighted		1,142.5
Adjusted average		$ 1,487.6
Regulatory capital ratios:
Common Equity Tier 1 capital, ratio		10.49%
Tier 1 capital		10.49%
Total capital		12.61%
Tier 1 leverage		8.06%